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warning/0003/astro-ph0003025.html | ar5iv | text | # The jet-disk symbiosis model for Gamma Ray Bursts: cosmic ray and neutrino background contribution
## 1 Introduction
More than 30 years after their discovery, thanks to the Burst and Transient Source Experiment (BATSE) and the Italian-Dutch satellite BeppoSAX, the scientific community now knows that Gamma Ray Bursts (GRBs) are isotropically distributed in the sky (Fishman $`\&`$ Meegan 1995) and that at least some of them are at cosmological distances (GRB970228: Djorgovski et al. 1999b, GRB970508: Metzger et al. 1997, GRB971214: Kulkarni et al. 1998, GRB980613: Djorgovski et al. 1999a, GRB980703: Djorgovski et al. 1998, GRB990123: Hjorth et al. 1999, GRB990510: Vreeswijk et al. 1999, GRB990712: Galama et al. 1999). But the present data available for redshift position and host galaxy localization are still too few to give us good statistics to study the evolution of GRBs and their redshift distribution. Before the discovery of GRB afterglows by BeppoSAX, the only way to study their distributions was to compare some GRB properties (like for example the intensity), with some parametric models (Fenimore $`\&`$ Bloom 1995, Cohen $`\&`$ Piran 1995, Kommers et al. 1999). Because of this lack of information, it is still necessary to assume that GRBs follow the statistical distribution of some other better known objects to obtain the GRBs fluence or flux distribution itself.
The origin of GRBs is still controversial. According to different models, their progenitor can be identified with the merging of two neutron stars, or with the collapse of a massive star. In the model presented by Pugliese et al. (1999), GRBs are created inside a pre-existing jet in a binary system formed by a neutron star and an O/B/WR companion, where the input energy comes from the collapse of the neutron star into a black hole and the emission is due to synchrotron radiation from the ultrarelativistic shock waves that propagate along the jet with a low-energy cut-off in the electron distribution. Following this scenario, the birth of GRBs cannot happen too far from the region where the progenitor formed, and this implies that their rate should be connected with the Star Formation Rate (SFR). Already other authors studied the connection between the SFR and GRBs flux distribution. For example, Wijers et al. (1998) showed that the assumption that the GRB rate is proportional to the SFR in the universe is consistent with the GRB flux distribution.
In Sect. 2 we calculate the cumulative distribution of GRB fluences using two SFR distributions as a function of redshift, the one by Miyaji (Miyaji et al. 1998), and the other by Madau (Madau et al. 1996). We compared it with the data from the BATSE catalogue. In Sect. 3 we calculate the maximum energy available in our model to obtain high energy cosmic rays. In Sect. 4 we present our results for the contribution of GRBs to the cosmic rays distribution, both Galactic and extragalactic and in Sect. 5 the eventual contribution from GRBs to the neutrino flux.
## 2 The rate of GRBs
The aim of this section is the calculation of the number of GRBs per year and per 100 $`\mathrm{Mpc}^3`$ as a function of redshift, assuming beamed emission in a jet, (e.g. Pugliese et al., 1999). The following calculations are quite general and we emphasize that their validity does not depend on the particular model used.
To obtain a result as close as possible to the data, we chose the fluence as the quantity that can well represent the characteristics of GRBs. We follow Petrosian $`\&`$ Lloyd (1997), who showed that the fluence is the most appropriate parameter to study the cosmological evolution of GRBs. The relation between the redshift $`z`$ and the fluence $`f`$ is given by (Petrosian $`\&`$ Lloyd 1997) as a function of the specific luminosity L expressed in $`[\mathrm{erg}\mathrm{s}^1\mathrm{Hz}^1]`$:
$$f=\frac{L\mathrm{\Delta }t\mathrm{\Delta }\nu }{4\pi d_\mathrm{L}^2(1+z)^{\alpha 3}}\mathrm{erg}/\mathrm{cm}^2.$$
(1)
Here $`\alpha `$ is the photon flux spectral index, $`d_\mathrm{L}=(2c/h)(1+z\sqrt{1+z})`$ is the cosmological luminosity distance (Weinberg, 1972), and $`H_0=h(100\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1)`$ is the Hubble constant. In the transformation from the emitter frame to the observer frame the two corresponding redshift contributions from the frequency and the time dependence are cancelled.
In our model (Pugliese et al. 1999), we used $`\alpha =2`$, and the corresponding value for the fluence is:
$$f=\frac{L\mathrm{\Delta }t\mathrm{\Delta }\nu }{4\pi d_\mathrm{L}^2}(1+z)\mathrm{erg}/\mathrm{cm}^2.$$
(2)
In this way the redshift as a function of the fluence is:
$$1+z(f,f_{})=\left(\frac{1}{2}\sqrt{\frac{f_{}}{f}}+1\right)^2,$$
(3)
where $`f_{}=\frac{L(\nu _1)\mathrm{\Delta }t\mathrm{\Delta }\nu }{4\pi ^2}\frac{h^2}{c^2}`$ $`\mathrm{erg}/\mathrm{cm}^2`$ is the reference fluence and $`L(\nu _1)`$ is expressed in $`[\mathrm{erg}\mathrm{s}^1\mathrm{Hz}^1]`$.
At this point of our calculations it is important to define the role of the parameter $`f_{}`$. In fact a relevant question is whether GRBs are standard candles (i.e. $`f_{}`$ is constant) or whether they are distributed with a Luminosity Function (LF) with, e.g., a power law in $`f_{}`$. Developing our calculations, we arrived at the same results found by Kommers et al. (1999). Here the authors showed that the best model is the one in which the star formation rate is combined with the luminosity function distribution. In agreement with them, also in our model GRBs cannot be considered as standard candles. We use a distribution for the luminosity function with a power law index $`\beta `$, and the corresponding law for the parameter $`f_{}`$ is given by:
$$\varphi (f_{})df_{}=\varphi _0f_{}^\beta df_{},$$
(4)
where $`\varphi _0`$ is the normalization parameter equal to $`1/(f_\mathrm{b}^1f_\mathrm{a}^1)`$. We adopt $`f_\mathrm{a}=10^8\mathrm{erg}/\mathrm{cm}^2`$, and $`f_\mathrm{b}=2.2\times 10^4\mathrm{erg}/\mathrm{cm}^2`$.
Here we do not yet answer the question what the physics of this luminosity function may be. It is plausible in the context of our model, that it is directly connected to the mass flow in the pre-existing jet prior to the GRB explosion. If this were the correct interpretation, the mass accretion rate, and correspondingly, the mass flow rate in the jet may follow a power law distribution, a point which we will pursue elsewhere.
We also calculate the GRB rate using two different star formation rates and compare the corresponding results with the data.
### 2.1 The number count
The number count of GRBs sources is given by the expression $`dN(z)=F(z)(dt/dz)dVdz`$, where $`F(z)`$ is equal to the product of the SFR $`\psi (z)`$ and the luminosity function $`\varphi (z)`$. Obviously the luminosity function may change with redshift $`z`$, but for simplicity and as a first step, we use this ansatz. In term of the fluence $`f`$ of GRBs in the gamma ray band, and of the reference fluence $`f_{}`$, the number count is:
$`dN(f,f_{})`$ $`=`$ $`[\psi (f,f_{})]\left[{\displaystyle \frac{dt}{dz}}(f,f_{})\right]\left[4\pi d_\mathrm{L}^2(f,f_{}){\displaystyle \frac{dd_\mathrm{L}}{dz}}(f,f_{})\right]`$ (5)
$`\times [dz(f,f_{})],`$
where:
The first term $`\psi (z(f,f_{}))`$ represents the star formation rate as a function of the redshift.
The second term represents the temporal interval in which the rate is calculated. It is given by:
$$\frac{dt}{dz}(f,f_{})=\frac{1}{h}\frac{1}{(\frac{1}{2}\sqrt{f_{}/f}+1)^5}.$$
(6)
The third term is the interval of volume as a function of the fluence. It corresponds to the value:
$$4\pi d_\mathrm{L}^2\frac{d}{dz}d_\mathrm{L}=4\pi \frac{c^3}{h^3}\frac{f_{}}{f}\left(\frac{1}{2}\sqrt{\frac{f_{}}{f}}+1\right)\left(\sqrt{\frac{f_{}}{f}}+1\right).$$
(7)
The fourth term represents the redshift interval and it is given by:
$$dz(f,f_{})=\frac{1}{2\pi }\frac{\sqrt{f}_{}}{(\sqrt{f})^3}\left(\frac{1}{2}\sqrt{\frac{f_{}}{f}}+1\right)df.$$
(8)
The integration over the parameter $`f_{}`$ will be shown in the Eq. 11.
### 2.2 The GRB rate distribution using the Miyaji SFR
Here we use the star formation rate as a function of the redshift presented by Miyaji et al. (1998), and compare the corresponding GRB rate with the data corrected for selection and calibration effects by Petrosian (priv. comm.) for the 4B BATSE catalogue.
In their paper Miyaji et al. (1998), calculated the distribution of Seyfert galaxies as a function of redshift. We considered this same distribution for the SFR, and approximated it with the following function:
$$\psi (z)=A\mathrm{exp}(az),$$
(9)
where $`z`$ is the redshift, $`A10^6[h^3\mathrm{Mpc}^3]`$, $`a=2.5`$, and we used $`\mathrm{\Omega }=1`$, $`\mathrm{\Lambda }=0`$ as a simple reference. This law is valid up to $`z=2`$, and then continues as a constant to high redshifts.
This SFR as a function of the fluence is given by:
$$\psi (f,f_{})=A\mathrm{exp}\left[a\left[\left(\frac{1}{2}\sqrt{\frac{f_{}}{f}}+1\right)^21\right]\right].$$
(10)
Using the LF given in Eq. 4, the rate of GRB fluence is obtained from the product of the terms of the Eqs. 68, and Eq. 10, where we now integrate over $`f_{}`$, that is:
$`N(f)df`$ $`=`$ $`2{\displaystyle \frac{c^3}{h^4}}A\varphi _0(f^\beta df){\displaystyle _{x_{\mathrm{min}}}^{x_{\mathrm{max}}}}x^{1/2}\times `$ (11)
$`\mathrm{exp}\left[\mathrm{a}[({\displaystyle \frac{1}{2}}\sqrt{\mathrm{x}}+1)^21]\right]\times `$
$`\left({\displaystyle \frac{1}{2}}\sqrt{x}+1\right)\left(\sqrt{x}+1\right)^3dx,`$
where $`x=f_{}/f`$, and $`x_{\mathrm{max}}`$ and $`x_{\mathrm{min}}`$ are the limits of integration defined as the maximum and the minimum of the intersection between the interval $`[f_\mathrm{a},f_\mathrm{b}]`$ relative to the LF distribution and the interval in which the ratio $`f_{}/f`$ is defined.
In Fig. 1 we plotted the cumulative curves corresponding to different luminosity function power law indexes ($`\beta =1.5`$ dotted line, $`\beta =2.0`$ dashed line, and $`\beta =3.0`$ solid line) in Eq. 11 and compared them with the corrected data of the 4B catalogue from BATSE. It is evident that even if we change the luminosity function distribution index, we cannot obtain any better fit or calculate any GRB rate using this SFR distribution.
### 2.3 The GRB rate distribution using the Madau SFR
In this paragraph we calculate the GRB rate based on the same procedure as in the last section, using the SFR as a function of redshift presented by Madau et al. (1996) and the luminosity function distribution of Eq. 4.
We approximated the Madau SFR by the combination of two exponential functions. The first part of the curve is:
$$k_1(z)\mathrm{exp}(a_1z),$$
(12)
where $`z`$ is the redshift, and $`a_1=2.9`$ is a constant given by the IR source counts. This law is valid up to $`z^{}=1.7`$, after which it is substituted by the function:
$$k_2(z)\mathrm{exp}(a_2z),$$
(13)
and $`a_2`$ is a constant.
Because of the uncertainties of the dust extinction at high redshift and also the difficulties in the redshift determination for the SCUBA sources (Sanders 1999), the star formation history beyond the redshift $`z=2`$ is still unclear, therefore we considered different slopes for this part of the Madau SFR curve and plotted them in Fig. 2 together with the experimental data given by Steidel (1999).
The cumulative GRB fluence distribution is obtained from Eq. 11, where the SFR function is substituted with Eq. 12 and Eq. 13. The parameters that we can change to fit the data are the redshift $`z^{}`$, the power law index $`a_2`$ in the Eq. 13 and the power law index $`\beta `$ and the upper limit $`f_\mathrm{b}`$ of the interval in which the luminosity function distribution is defined. Following one of the possible curves that fit the data shown by Steidel (1999), we chose $`z^{}=1.7`$, $`\beta `$ determines the slope of the cumulative distribution curve, $`a_2`$ defines curves with different slope, and variations in $`f_\mathrm{b}`$ correspond to little changes in the part of the curve relative to the strongest GRBs, we chose $`f_\mathrm{b}=2.2\times 10^4\mathrm{erg}/\mathrm{cm}^2`$. To reproduce the corrected data by Petrosian of the 4B catalogue, we probed all the different cases changing the slopes of the SFR and the power law index of the fluence distribution. The only values for the power law index of the luminosity distribution that successfully fits the data was $`\beta =1.55`$.
In Fig. 3 we show the cumulative fluence distribution corresponding to the different slopes of Fig. 2 and the power law index $`\beta =1.55`$. We compared these curves with the data corrected for selection and calibration effects by Petrosian for the 4B BATSE catalogue: we can fit these data only if $`a_2`$ is in the range $`0.8÷1.3`$. In Fig. 4 the data are fitted with $`a_2=1.0`$.
Considering the total number of GRBs in the BATSE catalogue, an observing time of 8 years, a volume scale of $`h^310^{10.8}\mathrm{Mpc}^3`$, a beaming factor $`\frac{4\pi }{2\pi \theta ^2}=200\theta _{1\mathrm{j}}^2`$, where $`\theta _{1\mathrm{j}}=\theta _\mathrm{j}/(10^1\mathrm{rad})`$ is the opening angle of the jet, and the factor 22 coming from the integral of the distribution in Eq. 10 calculated with these new SFR and LF, we obtain the following rate of GRBs:
$`10^{5.4}(h^3\theta _{1\mathrm{j}}^2)\mathrm{GRBs}(\mathrm{yr})^1(100\mathrm{Mpc}^3).`$ (14)
This value obtained considering beaming effects is close to the number given by Piran (1999).
The result depends strongly on the power index, while it is not influenced by the interval $`[f_\mathrm{a},f_\mathrm{b}]`$ of the LF distribution we used. We defined a lower limit for the fluence equal to $`10^8\mathrm{erg}/\mathrm{cm}^2`$, and a ratio $`f_\mathrm{b}/f_\mathrm{a}`$ equal to $`10^4`$. A change in the upper limit of this interval corresponds to a small change in the tail of the fluence distribution curve, for $`x>10^4`$. In our model, this interval in the fluence corresponds to an interval in the initial energy deposited in the jet in the range $`[10^{48},10^{52}]`$ ergs.
## 3 Maximum energy available
Another important step is to check if it is possible to produce neutrinos and high energy cosmic rays with our model (Pugliese et al. 1999). Therefore we calculated the maximum energy available in the emission region. Irrespective of any acceleration mechanism, the maximum energy of charged particles, here protons, is that given by the spatial limit in the comoving frame, where the gyromotion just fits the space available:
$`E_{\mathrm{max}}^{(\mathrm{ob})}={\displaystyle \frac{1}{2}}\gamma _{\mathrm{sh}}e(B_\mathrm{j}\mathrm{\Delta }z)^{(\mathrm{sh})}.`$ (15)
Here $`e`$ is the charge of an electron, $`B`$ is the magnetic field in the shock frame given by $`B_\mathrm{j}^{(\mathrm{sf})}(t)=10.24(E_{51}^{1/4}\dot{M}_{5\mathrm{j}}^{3/4}v_{0.3}^{3/4})(ϵ^{1/2}\theta _{1\mathrm{j}}^1\gamma _{\mathrm{m},2}^{1/2})t_5^{3/4}`$, and $`\mathrm{\Delta }z`$ is the thickness of the emission region. For the calculation of the thickness we have two possibilities, and each of them corresponds to one of the following cases:
For the first case we used the thickness of the emission region in the shock frame (sh), given by $`z/(4\gamma _{\mathrm{sh}})`$:
$`E_{\mathrm{max}}^{\mathrm{I}(\mathrm{ob})}`$ $`=`$ $`\gamma _{\mathrm{sh}}\left(eB^{(\mathrm{sh})}{\displaystyle \frac{z_\mathrm{j}}{4\gamma _{\mathrm{sh}}}}\right)1.91\times 10^{21}(E_{51}^{1/4}\dot{M}_{5\mathrm{j}}^{1/4}\times `$ (16)
$`v_{0.3}^{1/4})(ϵ_0^{1/2}\theta _{1\mathrm{j}}^1\gamma _{\mathrm{m},2}^{1/2})t^{1/4}\mathrm{eV}.`$
In the second case we considered the width of the shell:
$`E_{\mathrm{max}}^{\mathrm{II}(\mathrm{ob})}`$ $`=`$ $`\gamma _{\mathrm{sh}}(eB^{(\mathrm{sh})}\theta _\mathrm{j}z_\mathrm{j})0.93\times 10^{23}E_{51}^{1/2}\times `$ (17)
$`(ϵ_0^{1/2}\gamma _{m,2}^{1/2})t^{1/2}\mathrm{eV}.`$
At this point it is necessary to check when the thickness of the emission region is lower than the width, which corresponds to $`E_{\mathrm{max}}^{\mathrm{I}(\mathrm{ob})}<E_{\mathrm{max}}^{\mathrm{II}(\mathrm{ob})}`$. To do this we calculated the time at which these two quantities are equal:
$`t_{(E_{\mathrm{max}}^{\mathrm{I}(\mathrm{ob})}=E_{\mathrm{max}}^{\mathrm{II}(\mathrm{ob})})}5.62\times 10^6(E_{51}^{1/4}\dot{M}_{5\mathrm{j}}^{1/4}v_{0.3}^{1/4})\theta _{1\mathrm{j}}\mathrm{s}.`$ (18)
It means that for about two months $`E_{\mathrm{max}}^{\mathrm{I}(\mathrm{ob})}<E_{\mathrm{max}}^{\mathrm{II}(\mathrm{ob})}`$. Obviously, only $`E_{\mathrm{max}}^{\mathrm{I}(\mathrm{ob})}`$ is valid, so after 10 seconds the upper limit of the maximum energy available in our model is about $`1.07\times 10^{21}\mathrm{eV}`$, while after two months the energy to consider is $`E_{\mathrm{max}}^{\mathrm{II}(\mathrm{ob})}`$. Adiabatic losses will diminish these energies for charged particles like protons.
## 4 Cosmic ray contribution
Cosmic rays are ionized nuclei, mainly protons, that extend from low energies (few hundred MeV) up to very high energies (about $`3\times 10^{20}`$ eV). Their spectrum is described by a power law $`(dN/dE)=E^{(\kappa +1)}`$, and shows two breaks in the slope. From low energies up to about $`5\times 10^{15}`$ eV, known as the knee, the spectrum follows a pure power law with $`\kappa 1.7`$. The detailed shape of this break and the precise position are still unknown. Beyond the knee up to about a second break point at $`3\times 10^{18}`$ eV, known as the ankle, the pure power law has an index $`\kappa 2`$.
It has been proposed (Biermann 1993, Stanev et al. 1993), that three components contribute to the cosmic ray spectrum: a) explosion of supernovae into a homogeneous interstellar medium (ISM), accelerating particles up to energies of about $`10^5`$ GeV. The spectrum for these particles is a power law with an index of -2.75, after considering the leakage from our Galaxy. b) Explosion of stars into their former stellar wind (like Wolf Rayet stars), producing particles with energies up to about $`3\times 10^9`$ GeV. The corresponding spectrum switches at the knee from -2.67 to -3.07 and this difference in the spectral index derives from a diminution of the particle curvature drift energy gain. In Biermann’s cosmic ray model for the Galactic component (Biermann 1997), the energetic protons are produced in the shocks of supernova explosions in the interstellar medium, while all the heavier elements are produced in the shock waves propagating in the stellar wind of the progenitor star. c) Production of particles with energies up to $`10^{12}`$ GeV from the hot spots of Fanaroff Riley class II radio galaxies. Their spectrum has an index -2 at the source, and one needs to take the interaction with the cosmological microwave background into account.
We expect the spectrum of cosmic rays above about $`5\times 10^{19}`$ GeV to be strongly attenuated because of the interaction of nuclei and protons with the 2.7 K cosmic microwave background, giving rise to the so-called Greisen-Zatsepin-Kuzmin (GZK) cut-off. The extragalactic sources cannot produce all the total cosmic ray energy density observed at Earth, but they could give a contribution to the ultra-high energy (UHE) part of the spectrum. The origin of the cosmic rays above $`3\times 10^{18}`$ eV is not yet clear, but the common idea is that they are extragalactic and probably connected with the most powerful radio galaxies (Biermann $`\&`$ Strittmatter 1987, Berezinsky $`\&`$ Grigor’eva 1988, Rachen $`\&`$ Biermann 1993, Rachen et al. 1993). At the moment, our knowledge of the sources of the highest energy cosmic rays is limited by the small number of events detected by the present experiments. Considering that at $`10^{20}`$ eV the rate of cosmic rays is about 1 event per $`\mathrm{km}^2`$ per century, it is clear that to detect them it is necessary to have both large aperture detectors and a long exposure time.
In this general context, it is interesting to check the eventual Galactic and extragalactic energetic contribution given by GRBs to the cosmic ray spectrum in our model. In fact GRBs seem to be very powerful explosions and they inject a large amount of energy and elementary particles into the interstellar medium.
We used the GRB rate obtained with the SFR from Madau and two different energetic approaches to calculate the contribution from GRBs to the cosmic rays and the neutrino spectra. First we considered that each GRB gives the same contribution equal to $`10\%`$ of a fixed initial energy of $`10^{51}\mathrm{ergs}`$. Secondly we assume that each GRB contributes proportional to its own fluence, which we assume is distributed with a power law, corresponding to a range of initial energy of $`[10^{48},10^{52}]`$ ergs.
### 4.1 Extragalactic contribution
For GRBs it is important to identify which particles contribute to the cosmic ray flux. As Rachen $`\&`$ Mészáros (1998) showed, during the main burst protons lose most of their energy because of adiabatic expansion, while neutrons can be better candidates to obtain ultra high energy cosmic rays (UHECR) and neutrinos. In fact neutrons carry about $`80\%`$ of the proton energy, and because they are not coupled to the magnetic field, they can escape the fireball and through the $`\beta `$-decay give a cosmic ray proton spectrum. We followed this same logic in our calculations below.
We assumed that the total energy discharged by each GRB in the ISM for hadrons as well as neutrinos is equal to $`10\%`$ of the initial energy $`E_{51}=E/(10^{51}\mathrm{erg})`$ deposited in the jet, that is $`\eta _{10}=(10\%E)/(10^{50}\mathrm{erg})`$. It means that in the Hubble time, the energetic contribution per unit volume inside the whole universe given by all the GRBs is equal to $`10^{21.0}(h^3\theta _{1\mathrm{j}}^2\eta _{10})\mathrm{erg}/\mathrm{cm}^3`$.
To derive the spectrum of GRBs and to compare it with the one of cosmic rays out of our Galaxy, we need to calculate the normalization factor $`N`$ in $`N\left(\frac{E}{E_0}\right)^2dE`$, where $`N`$ is expressed in $`[\mathrm{GeV}^1\mathrm{cm}^2\mathrm{s}^1\mathrm{sr}^1]`$.
$`N`$ is obtained directly from the integration of this power law, remembering that the result of this integral is equal to the energy per volume produced by all the GRBs:
$$_{E_1}^{E_2}\left[\frac{4\pi }{c}N\left(\frac{E}{E_0}\right)^2EdE\right]=10^{21.0}(h^3\theta _{1\mathrm{j}}^2\eta _{10}).$$
(19)
The corresponding value is
$$N10^{8.8}(h^3\theta _{1\mathrm{j}}^2\eta _{10})\mathrm{GeV}^1\mathrm{cm}^2\mathrm{s}^1\mathrm{sr}^1.$$
(20)
We assumed that the total energy discharged by each GRB in the ISM for hadrons as well as neutrinos is proportional to its own fluence in the $`\gamma `$ band. To obtain the energetic contribution per unit volume inside the whole universe given by all the GRBs in the Hubble time, we integrated the Luminosity Function distribution and had $`10^{23.6}(h^3\theta _{1\mathrm{j}}^2\eta _{10})\mathrm{erg}/\mathrm{cm}^3`$.
The corresponding normalization factor $`N`$ in the curve to plot $`N\left(\frac{E}{E_0}\right)^2dE`$ is
$$N10^{11.4}(h^3\theta _{1\mathrm{j}}^2\eta _{10})\mathrm{GeV}^1\mathrm{cm}^2\mathrm{s}^1\mathrm{sr}^1.$$
(21)
In Fig. 5 we plot the all particle energy spectrum as measured by different ground-based experiments (Biermann $`\&`$ Wiebel-Sooth 1999), the spectrum in the case in which each GRB gives the same contribution to CR’s (solid line) and the spectrum corresponding to a contribution from each GRB proportional to its own fluence (dashed line). The dotted lines represent unlikely contributions because beyond $`10^{18}`$ eV the interactions with the cosmological microwave background are relevant and they make the curves much flatter, and therefore much lower. From this graphic it is clear that in our model GRBs do not give any energetic contribution to the extragalactic cosmic ray spectrum.
### 4.2 Galactic contribution
To calculate the contribution from GRBs to the Galactic cosmic ray spectrum it is necessary to know the GRBs production rate in our Galaxy. We considered that the ratio between the in/out GRB rates is equal to the ratio of the infrared (IR) luminosity inside and outside our Galaxy. In our Galaxy this luminosity is $`L_{\mathrm{IR}}10^{10}L_{}10^{43.6}\mathrm{erg}/\mathrm{s}`$ at $`60\mu \mathrm{m}`$. Using the equation (1) of Malkan $`\&`$ Stecker (1998), we have an extragalactic IR luminosity $`L_{\mathrm{IR}}10^{44.6}h^3\mathrm{erg}(100\mathrm{Mpc}^3)^1`$. This means that the Galactic GRB rate is equal to $`10^{6.4}(h^3\theta _{1\mathrm{j}}^2\eta _{10})\mathrm{GRBs}\mathrm{per}\mathrm{year}`$.
Following the same procedure used for the extragalactic case, we calculated first the case in which each GRB gives the same contribution to the cosmic ray spectrum. We obtained a diffuse density energy of GRBs in our Galaxy equal to $`10^{16.0}(h^3\theta _{1\mathrm{j}}^2\eta _{10})\mathrm{erg}/\mathrm{cm}^3`$.
In our Galaxy, cosmic rays have a time scale to escape with an energy dependence that goes as $`E^{1/3}`$ (Biermann 1995, Biermann et al. 1995). This term has to be taken in account to calculate the total spectrum of the primary cosmic rays inside our Galaxy. It means that it is necessary to multiply the injection spectrum $`E^2`$ times the leakage term $`E^{1/3}`$ to obtain the final plot of the contribution from GRBs to the Galactic cosmic ray spectrum: $`N\left(\frac{E}{E_0}\right)^{7/3}dE`$. The normalization factor is obtained using the same procedure of the last section:
$$_{E_1}^{E_2}\left[\frac{4\pi }{c}N\left(\frac{E}{E_0}\right)^2EdE\right]=10^{16.0}(h^3\theta _{1\mathrm{j}}^2\eta _{10}).$$
(22)
The corresponding value is
$$N10^{3.9}(h^3\theta _{1\mathrm{j}}^2\eta _{10})\mathrm{GeV}^1\mathrm{cm}^2\mathrm{s}^1\mathrm{sr}^1.$$
(23)
For the second case we assume that each GRB contribution is proportional to its own fluence in the $`\gamma `$-band, and integrating the luminosity function distribution we had an energy density in our Galaxy equal to $`10^{18.7}(h^3\theta _{1\mathrm{j}}^2\eta _{10})\mathrm{erg}/\mathrm{cm}^3`$.
The corresponding normalization factor $`N`$ in the spectrum $`N\left(\frac{E}{E_0}\right)^{7/3}dE`$ is
$$N10^{6.5}(h^3\theta _{1\mathrm{j}}^2\eta _{10})\mathrm{GeV}^1\mathrm{cm}^2\mathrm{s}^1\mathrm{sr}^1.$$
(24)
In Fig. 6 we compared the all particle energy spectrum as measured by different ground-based experiment (Biermann $`\&`$ Wiebel-Sooth 1999), with the spectrum from GRBs in the case that each of them gives the same contribution (solid line) and with the one in which the contribution is proportional to the fluence (dashed line). The dotted lines beyond $`10^{18}\mathrm{eV}`$ show where interactions with the microwave background may become relevant. Since massive star formation is highest in the Galactic central region, any contribution is limited to energies for which the Larmor radius becomes as large as the Galactic disk, and the AGASA data suggest only a small anisotropy at the Galactic center. But even if from an energetic point of view, GRBs could give a contribution at these high energies, this is ruled out considering that the temporal interval between two GRBs in our Galaxy is larger than the leakage time of cosmic rays at these energies. Therefore, in our model also in our Galaxy GRBs cannot give any contribution to the cosmic ray spectrum.
## 5 Neutrino production
We also would like to probe the energetic contribution of GRBs to the neutrino flux. Both the very high energy (VHE) neutrinos, with energies in the range $`10^{10}÷10^{17}`$ eV, and the ultra high energy (UHE) neutrinos, with energies $`E10^{17}`$ eV originate in the interactions of protons with photons, through the reactions $`p\gamma n\pi ^+`$, $`\pi ^+\mu ^+\overline{\nu _\mu }`$, $`\mu ^+e^+\nu _\mu \overline{\nu _\mathrm{e}}`$. The efficiency for the neutrino production depends on the fraction of proton energy converted into charged pions and on how much energy pions and muons keep before decaying.
Some authors (Waxman $`\&`$ Bahcall 1997), proposed that GRBs can be associated with neutrinos produced in the photohadronic reaction. Pions come from the interactions between accelerated protons and gamma rays in the fireball, and their decay produces neutrinos and anti-neutrinos together with other elementary particles. Waxman $`\&`$ Bahcall (1997) gave an upper limit for the corresponding neutrino flux.
Other authors (Rachen $`\&`$ Mészáros 1998), argued that the upper limit obtained in this way is optimistic. In fact, protons emitted in the earliest burst do not have enough energy to leave the expansion region because of adiabatic losses. Instead neutrons can easily escape and contribute to the neutrino flux.
To check what is the neutrino flux in our model, we calculated the initial photon density number in the $`p\gamma `$ interaction from the synchrotron photons in our model. We obtained a number of $`\mathrm{photons}/\mathrm{cm}^3`$ equal to:
$`L^{(\mathrm{sh})}/\left(4\pi {\displaystyle \frac{z}{4\gamma _{\mathrm{sh}}}}{\displaystyle \frac{100\mathrm{KeV}}{\gamma _{\mathrm{sh}}}}c\right)`$ $`=`$ $`6.94\times 10^{16}(E_{51}^{1/4}\dot{M}_{5\mathrm{j}}^{5/4}\times `$ (25)
$`v_{0.3}^{5/4})\theta _{1\mathrm{j}}^2t^{7/4}.`$
To obtain the number of hits in the $`p\gamma `$ collisions, we used a cross section $`\sigma _{\mathrm{p}\gamma }=2.70\times 10^{28}\mathrm{cm}^2`$, corresponding to the maximum of the curve describing this reaction. This implies a number of hits per proton equal to $`0.99(E_{51}^{1/4}\dot{M}_{5\mathrm{j}}^{5/4}v_{0.3}^{5/4})\theta _{1\mathrm{j}}^2t^{3/4}`$.
To calculate the energy rate of neutrinos in our model we assumed that about $`20\%`$ of the energy of protons $`E_\mathrm{p}=10^{50}\mathrm{erg}`$ goes into neutrinos and that in a first approximation there are no multiple hits for the same proton in the $`p\gamma `$ interaction. Following the same procedure used to calculate the extragalactic cosmic ray contribution from GRBs, we obtained that the normalization factor corresponding to the spectrum $`(E/E_0)^2`$ in the case in which each GRB gives the same contribution to the neutrino spectrum is $`N1.55\times 10^{10}(h^3\theta _{1\mathrm{j}}^2\eta _{10})\mathrm{GeV}^1\mathrm{cm}^2\mathrm{s}^1\mathrm{sr}^1`$. This spectrum is plotted in Fig. 7 and it shows that in our jet model GRBs give a contribution to the cosmological neutrino flux at a low level.
## 6 Discussion and conclusions
In the first part of this article we calculated the GRB rate and compared the corresponding cumulative distribution in fluence with the observational data. There were two main points to decide on: a) which luminosity function distribution and b) which star formation rate were the best to reproduce the data.
We checked if in our jet model GRBs were standard candles. But we did not obtain any good fit, therefore we tried a power law for the luminosity distribution, $`\varphi (f)f^\beta `$. Together with this function we used the SFR from Miyaji et al. (1998), in which the SFR grows linearly from $`z=0`$ up to about $`z=2`$ and after this redshift is flat up to $`z=6`$. There was not a good agreement between the distribution in fluence we obtained and the corrected data by Petrosian for the 4B BATSE catalogue. Therefore we used the SFR model from Madau et al. (1996), in which the rate follows the same behavior of Miyaji’s up to a redshift $`z^{}`$, and after this redshift the SFR begins to decrease. There are still some uncertainties about the shape of this second part of the distribution, so we considered different curves with different slopes (depending on a constant $`a_2`$) for this decreasing part. We have only two free parameters that we can change to fit the data, the power law index $`\beta `$, and the exponential index $`a_2`$. The redshift $`z^{}`$, and the upper limit $`f_\mathrm{b}`$ of the interval in which the LF is defined are not really free parameter because their range is limited by the observations. We can reproduce the 4B BATSE corrected data by Petrosian using the following values: redshift $`z^{}=1.7`$, $`\beta =1.55`$, $`f_\mathrm{b}=2.2\times 10^4`$ and $`a_2`$ in the range \[0.8,1.3\]. These parameters are remarkably constrained. Thus, given a final model for GRBs and a cosmological model, we may be able to derive strong limits on cosmological parameters.
The key point of the second part of the article is the calculation of the GRB rate inside and outside our Galaxy. The results we obtained depends mainly on three other parameters, the value of the Hubble constant $`H_\mathrm{o}`$, the opening angle of the jet $`\theta _\mathrm{j}`$, and the power law index $`\alpha `$ we assumed for the electron distribution in our model (see Eq. 1).
The choice of $`\alpha =2`$ has been done in the first version of our model, where even if we simplified in many places the physics used, we obtained a good agreement with the data. Any possible small changes in this interval will influence the results obtained in this work in a marginal way, because the dependence on $`\alpha `$ in the expression of $`N`$ is not strong. However, putting $`\alpha =3`$, which is not suggested by the data, would strongly influence our results.
On the other hand, changes in $`H_\mathrm{o}`$ and $`\theta _\mathrm{j}`$, because of the strong dependence in $`N`$ will influence the results. It is interesting to note that both, a lower value of the Hubble constant and a smaller opening angle of the jet, go into the direction of decreasing $`N`$. But these changes cannot influence our results because the interactions of cosmic rays with the microwave background and the large difference between the Galactic GRBs and the leakage time of CR’s rule out that in our jet model GRBs can give any contribution beyond $`10^{18}`$ eV.
In the calculation of the contribution from GRBs to the neutrino flux, it is important to define the parameters that characterize the neutrino production. The number of hits in the $`p\gamma `$ collisions has been obtained considering only the major photohadronic interaction channel, the one that gives a single pion. At higher energies it is possible to have the channels for the production of multi-pions, $`p\gamma n2\pi ^+\pi ^{}`$ and $`p\gamma n3\pi ^+2\pi ^{}`$, but as the energy increases the corresponding cross sections decrease. We used only the first channel with the highest cross section, because the energies involved are not high enough to require secondary channels.
In the context of our jet-disk symbiosis model for GRBs, there is only one way to make the extragalactic contribution to CRs significant at the highest energies, and that is to drastically increase the CR energies per GRB deposited. We consider this implausible in the context of our model because of energy conservation requirements. We use $`10\%`$ of the entire energy available, and so the CR contribution may be increased over our simple calculation by a factor of a few, but not more. This implies that the contributions given by each GRB to CR and neutrino flux cannot be much bigger than the energy emitted in the $`\gamma `$-ray band.
Using a relatively small set of parameters, the jet-disk symbiosis model applied to GRBs, a tested star formation rate and the fundamental physics of the photohadronic interactions we arrive at the conclusion that GRBs are not able to give any significant contribution to the high energy cosmic ray spectrum both inside and outside our Galaxy and predict only a low flux of neutrinos.
A main conclusion of this work is that fitting the corrected fluence distribution of GRBs with the jet-model is well possible. The fit allows strong constraints of the star formation rate as a function of redshift.
###### Acknowledgements.
GP thanks S. S. Larsen and E. Ros for useful discussions. We are grateful to V. Petrosian for the 4B corrected data he gave us, and for discussions. We want also to thank our referee R.A.M.J. Wijers for the helpful advice and comments that he gave us to improve our article. PLB wishes to thank T. Piran for extensive discussions of GRBs. GP is supported by a DESY grant 05 3BN62A 8. HF is supported by a DFG grant 358/1-1&2. |
warning/0003/physics0003019.html | ar5iv | text | # Auroral field-aligned currents by incoherent scatter plasma line observations in the E region
## 1 Introduction
The incoherent scatter spectrum consists mainly of two lines, the widely used and relatively strong ion line and the very weak easily forgotten broadband electron line. There is also another line present, the plasma line, due to scattering from high frequency electron waves, namely Langmuir waves. From the downgoing and upgoing Langmuir waves, two plasma lines can be detected by the radar. The frequency shift from the transmitted signal is the frequency of the scattered Langmuir wave plus the Doppler shift caused by electron drift. Plasma lines can be used to measure the electron drift and hence the line-of-sight electric current. The problem in ion line analysis with the uncertainty of the radar constant can be solved by the plasma line frequency determination and when that is done the speed of measurement can be significantly increased by including the plasma line in the ion line analysis. However, since the frequency of the plasma lines is not known beforehand, and the frequency is varying with height, it is difficult to measure them with enough resolution.
There have been a number of reports on plasma line measurements and their interpretation. Most of them have discussed the frequency shift from the transmitted pulse and the scattering has mainly been from the F-region peak, e.g. Showen (1979), Kofman et al. (1993) and Nilsson et al. (1996a). The latter two showed also that the simple formula for the Langmuir wave frequency,
$$f^2=f_p^2(1+3k^2\lambda _D^2)+f_c^2\mathrm{sin}^2\alpha $$
(1)
where $`f_p`$ is the plasma frequency, $`k`$ the wave number $`f_c`$ the electron gyro frequency, $`\lambda _D`$ the electron Debye length and $`\alpha `$ the angle between the scattering wave and the magnetic field, is valid to within a few kHz and thus enough to set the radar system constant. To be able to deduce any electron drifts, or current, out of the positions of the lines these authors also show that Eq. (1) is not sufficient, and it is necessary to carry out more accurate calculations. Hagfors and Lehtinen (1981) had also to go to further expansions in deriving the ambient electron temperature from the plasma lines. The fact that so many reports deal with the F region peak is due to the altitude profile shape of the plasma line frequency, which according to Eq. (1) will also show a peak around that height. The measurements can thus be made relatively easily using rather coarse height resolution but good frequency resolution and only detect the peak frequency. Measurements using the same strategy, but at other heights, have been made with a chirped radar by matching the plasma line frequency height gradient and the transmitter frequency gradient (Birkmayer and Hagfors, 1986; Isham and Hagfors, 1993). This technique allows determination of the Langmuir frequency with very high frequency resolution, but do not use the radar optimally, since the chirped pulse cannot be used for anything else than plasma line measurements.
The enhancement of the plasma lines, which occurs in the presence of suprathermal electron fluxes (Perkins and Salpeter, 1965), either photoelectrons or secondaries from auroral electrons, has been investigated by Nilsson et al. (1996b), where they also calculate predictions of plasma line strength for different incoherent scatter radars and altitudes. They also show that the power of the plasma line is rather structured with respect to ambient electron density, depending on fine structure in the suprathermal distributions due to excitations of different atmospheric constituents.
Incoherent scatter plasma lines in aurora are more difficult to measure since the variations in the plasma parameters are strong with large time and spatial gradients. Reports of auroral plasma lines in the aurora are also more rare, and most of them are based on too coarse time resolution (Wickwar, 1978; Kofman and Wickwar, 1980; Oran et al., 1981; Valladares et al., 1988), with resolutions ranging from 30 seconds up to 20 minutes. The enhancements over the thermal level were high, but consistent with what could be expected of model calculations of suprathermal electron flux. They also tried to calculate currents and electron temperature from the frequency shifts of the plasma lines but with very large error bars. Kirkwood et al. (1995) used the EISCAT radar and the filter bank technique and recorded much higher intensities of the plasma lines, since they got down to resolutions of 10 seconds, and showed also that the plasma-turbulence model proposed by Mishin and Schlegel (1994) was not consistent with the data, but could be explained by reasonable fluxes of suprathermal electrons.
In this paper we present data obtained with the high resolution alternating code technique (Lehtinen and Häggström, 1987), as was also done for F-region plasma lines by Guio et al. (1996), with even higher intensities due to the time resolutions of 5 seconds. An interesting, but at the time of the experiment not realisable at EISCAT, technique would have been the type of coded long pulses used by Sulzer and Fejer (1994) for HF-induced plasma lines. From relative strengths between up- and downshifted lines we detect a general trend of upgoing field-aligned currents in the diffuse aurora carried by the suprathermal electrons. We propose a generalisation of the theoretical incoherent scatter spectrum, to include multiple shifted electron distributions, and in one example we do a full 7-parameter fit of the incoherent scatter spectrum, including the enhanced plasma lines assuming Maxwellian secondary electrons, resulting in the first radar measurement of its flux and a current carried by the thermal electrons.
## 2 Experiment
The measurements we present were collected by the 930 MHz EISCAT UHF incoherent scatter radar, with its transmitter located at Ramfjordmoen in Norway (69.6 °N, 19.2 °E, L=6.2). The signals scattered from the ionosphere were received at stations in Kiruna, Sweden and Sodankylä, Finland as well as at the transmitting site. General descriptions of the radar facility are given by Folkestad et al. (1983) and Baron (1984). Local magnetic midnight at Ramfjordmoen is at about 2130 UT. The aim, in the Swedish-Japanese EISCAT campaign in February 1999, was to measure the ionospheric parameters inside and outside the auroral arcs.
For this a 3 channel ion line alternating code (Lehtinen and Häggström, 1987) experiment, optimised to probe the E-region and lower F-region with as high a speed as possible, was developed. The 16 bit strong condition alternating code with bitlengths of 22 $`\mu `$s was used, giving 3 km range resolution, and with a sample rate of 11 $`\mu `$s the range separations in consecutive spectra were 1.65 km. Fig. 1 shows the transmission/reception scheme of the first 20 ms of the radar cycle. The whole alternating code sequence takes about 0.3 s to complete. During this period the incoherent scatter autocorrelation functions (ACF) at the probed heights should not change significantly for the alternating codes to work. In order to keep this as short as possible, the short pulses, normally used for zerolag estimation, were dropped and instead a pseudo zero lag, obtained from decoding the power profiles of the different codes in the alternating code sequence, was used. Fig. 2 shows the range-lag ambiguity function for this lag centred around 0 $`\mu `$s in the lag direction, but the main contribution to the signal comes from around 7 $`\mu `$s. The more normal lag centred at 22 $`\mu `$s is also shown for comparison. The range extents are rather similar but the power is, of course, considerably lower for the pseudo zero lag. Nevertheless, this is taken care of in the analysis and this lag is rather important in events with high temperatures giving broad ion line spectra or narrow ACFs. The transmitting frequencies were chosen to give maximum radiated power for a given high voltage setting.
The monostatic plasma line part of the experiment used two channels covering the same ranges as the ion line but with 3.3 km range separations between the spectra. The frequency setup for the experiment, illustrated in Fig. 3, gives the possibility for 3 upshifted and 3 downshifted bands. For 3 MHz and 6.5 MHz frequency shifts, both the up- and downshifted plasma lines were measured. In addition there was a 4 MHz upshifted and a 5.5 MHz downshifted band. The width of these bands should have been set to match the bit length of the codes used, 50 kHz, but unfortunately this was not the case and 25 kHz wide filters were erroneously used. This gave naturally less signal throughput, and in Fig. 2 the corresponding range/lag ambiguity functions for the plasma line channels are included for the first two lags. The decoding still works, giving just slightly increased unwanted ambiguities, but above all the pseudo zero lag is moved out to a larger lag value. This fact, with one exception, almost ruled out the possibilities to measure plasma line spectra because, as will be shown here later, they are likely to be rather wide, due to large time and height gradients of the plasma parameters. This lead the analysis to use mainly the undecoded zerolag, which after integration over the different codes, almost resembles the shape of a 352 $`\mu `$s (16$`\times 22\mu `$s) long pulse.
The experiment contained a large number of antenna pointings in order to follow the auroral arcs, but as this day was cloudy over northern Scandinavia the transmitting antenna was kept fixed along the local geomagnetic field line. The remote sites, receiving only ion lines, were monitoring the same pulses as the transmitting site, and were used to measure the drifts in the F-region, to derive the electric field. Thus, these antennas intersected the transmitted beam at the F-region altitude giving the best signal, for this day mostly at 170 km.
## 3 Measurements
### 3.1 Ion line
The experiment started at 1900 UT on 14 February 1999 and continued until 2300 UT. Fig. 4 shows an overview of the parameters deduced from the ion line measurements, which were analysed using the on-line integration time, 5 seconds, in order to be compared to the plasma line data. The analysis was done using the GUISDAP package (Lehtinen and Huuskonen, 1996), but a correction of 45% of the radar system constant used in the package had to be invoked to fit the plasma line measurements according to Eq. (1). This short integration time was possible due to the highly optimised mode used, with all the transmitter power concentrated to the E-region. In range, some integration was done, so that at lower heights 2 range gates were added together and with increasing height the number of gates added together increases to 15 in the F-region.
There is a rather strong E-region from the start, but no real arcs, and we interpret this as diffuse aurora. The peak electron density shows some variation, but as time goes the E-region ionisation decreases until 2050 UT, where it is almost gone. The density peak during this time was at around 120 km altitude and the lower edge of the E-region at 110 km, but at times the ionisation reaches down to 100 km. At 2050 UT and onwards until 2240 UT the ionosphere above Tromsø became more active and several auroral arcs passed the beam. Around some of the arcs there are short-lived enhancements of electric field, seen as F-region ion and E-region electron temperature increases. In the last 10 minutes of the experiment the arc activity disappeared and again there was diffuse aurora. From the field aligned ion drifts it is evident that there is a rather strong wave activity in the diffuse aurora until 2050 UT, while it is not so clear in the continuation of the experiment. The last panel with the inferred electron density from the pseudo zero lag shows the same features as the fitted density panel but with highest possible resolution since no height integration is made.
### 3.2 Plasma line
Since the analysis of the plasma lines was forced to handle the undecoded zerolags of the alternating codes, it was necessary to analyse their profile shape. Fig. 5 shows how this analysis was performed. From the fitted parameters of the ion line, electron density and temperature, a profile of the approximate Langmuir frequency can be calculated using Eq. (1). When probing at fixed frequency, there will be scattered signal only from heights where the probing and Langmuir frequencies match each other. The effect of the undecoded zerolag is similar to the one where a normal long pulse is used, but with a lower signal strength. So, the profile shape will be a square pulse centred on the corresponding altitude, since no gating is performed. Because the signal strengths are rather weak compared to the system temperature, there is a great deal of noise in the profile shape. To be able to extract the altitude and signal power, a fitting procedure need to be performed. For this a continous function and a good first guess is needed and the measured plasma line profile was convolved with the pulse shape to have a triangular shape and also showing a peak close to the matching height.
The plasma line part of the experiment is overviewed in Fig. 6. The signal strengths shown should be compared with the UHF system temperature of about 90 K. At first glance there is almost nothing in the upshifted part, but a more careful look shows weak signals between 1940 and 2030 UT and after 2250 UT, corresponding to the occurrence of diffuse aurora. Similar echoes can also be seen in the downshifted channel, and are due to plasma lines at 3 MHz offset from the transmitted frequencies, according to the ion line measurements. In the downshifted part after 2100 UT, frequent events of rather strong signals in phase with auroral arcs pass the beam. Most of these are from the 5.5 MHz shift, but some of them also are due to plasma lines at 6.5 MHz. Such events are less frequent and for most of them there are also signals in the upshifted part.
Due to the fact that the same channel is used for several frequencies, there can be several altitudes that fulfill the matching condition between Langmuir and probing frequency. This complicates the analysis somewhat, and there have to be several fits with different numbers of triangles superposed on each other. Some examples of this analysis are shown in Fig. 7, from only one plasma line to several both up- and downshifted lines. Using a lower limit of 2 K signal power, the total number of 5 second integration events with enhanced plasma lines for this evening was 256, and a total of 468 plasma line echoes were detected, divided into 220 on 3 MHz, 19 on 4 MHz, 157 on 5.5 MHz and 72 on 6.5 MHz.
## 4 Theory
In order to relate the plasma line measurements to physical quantities it is necessary to investigate the spectrum of the incoherent scatter process. The Nyquist theorem approach, derived in a long series of papers by Dougherty and Farley (1960, 1963), Farley et al. (1961), Farley (1966) and finally Swartz and Farley (1979), arrives at
$$\sigma (\omega )=\frac{N_er_e^2\mathrm{sin}^2\delta }{\pi }\frac{\left|y_e\right|^2_i\frac{\eta _i\mathrm{}(y_i)}{\omega 𝒌𝒗_i}+\left|jk^2\lambda _D^2+_i\mu _iy_i\right|^2\frac{\mathrm{}(y_e)}{\omega 𝒌𝒗_e}}{\left|y_e+jk^2\lambda _D^2+_i\mu _iy_i\right|^2},$$
(2)
where
$$\eta _i=\frac{n_iq_i^2}{N_ee^2},$$
(3)
$$\mu _i=\frac{\eta _iT_e}{T_i},$$
(4)
and the index $`e`$ stands for electrons and $`i`$ for the different ion species. $`N`$ and $`n`$ are the densities, $`r_e`$ the classical electron radius, $`v`$ the bulk velocity, $`q`$ the charge, $`e`$ the electron charge and $`T`$ the temperature. The complex normalised admittance function, $`y`$, contains most of the physics with the plasma dispersion function and have as main arguments the collision frequency and magnetic field. The same result was also reached by Rosenbluth and Rostoker (1962), using the dressed particle approach. In Fig. 8 there is an example of the spectrum, showing clearly the strong ion line around zero offset frequency and the rather weak plasma lines at rather large offsets. The plasma lines become enhanced by a photo electron or auroral electron produced suprathermal electron distribution, and in order to simulate what this extra distribution does to the spectrum a modification to the formula has to be made. First, a rewriting of Eq. (2) following Swartz (1978) has to be performed in order to separate the electron and ion contributions to the spectrum:
$$S(f)=\frac{1}{\pi }\frac{\left|\frac{N_ey_e}{T_e}\right|^2_i\frac{n_iZ_i^2\mathrm{}(y_i)}{f+kv_i/2\pi }+\left|jC_D+_i\frac{n_iZ_i^2y_i}{T_i}\right|^2\frac{N_e\mathrm{}(y_e)}{f+kv_e/2\pi }}{\left|\frac{N_ey_e}{T_e}+jC_D+_i\frac{n_iZ_i^2y_i}{T_i}\right|^2},$$
(5)
where
$$C_D=\frac{k^2ϵK}{e^2},$$
(6)
$`f`$ is the frequency shift, $`Z=q/e`$, $`ϵ`$ is the dielectricity and $`K`$ is the Boltzmann constant. Here, a normalisation of the spectrum has also been performed, so that the zero lag of the corresponding ACF is the raw electron density and the vector velocity is replaced by the line-of-sight velocity. Using a treatment in analogy to the ion contribution, it is now possible to rewrite the spectrum to support a number of Maxwellian electron distributions as
$$S(f)=\frac{1}{\pi }\frac{\left|_e\frac{N_ey_e}{T_e}\right|^2_i\frac{n_iZ_i^2\mathrm{}(y_i)}{f+kv_i/2\pi }+\left|jC_D+_i\frac{n_iZ_i^2y_i}{T_i}\right|^2_e\frac{N_e\mathrm{}(y_e)}{f+kv_e/2\pi }}{\left|_e\frac{N_ey_e}{T_e}+jC_D+_i\frac{n_iZ_i^2y_i}{T_i}\right|^2}.$$
(7)
In Fig. 9 the effect on the plasma lines of a suprathermal distribution with a reasonable density of $`10^7`$ m<sup>-3</sup> and width of 10 eV is shown, being lower than the ionisation energy for most ions. The plasma lines grow considerable and the integrated power over the bandwidth used in the experiment becomes comparable to the power of the ion line. It may also be noted that there is no effect at all seen in the ion line. Perkins and Salpeter (1965) have shown similar calculations, but when their method was based on large expansions to allow non-Maxwellian distributions one can here more directly superpose a few Maxwellian distributions to explain the measurements and even make fits of the spectra taken to get estimates of the suprathermal distributions, which is of great importance in auroral measurements. A consequence of Eq. (7) is that it is also possible to derive the spectrum assuming currents carried by the suprathermal distribution, since it allows different drift velocities on the various distributions. Indeed, Fig. 10, shows differential strengths on the two plasma lines, with upgoing electrons enhancing mainly the downshifted line and downgoing ones the upshifted line.
## 5 Discussion
Plasma line measurements in the active auroral ionosphere are not an easy task, due to the large variations in the ionospheric parameters. The Langmuir frequencies are largely dependent on the ambient electron density, making the line move considerably as the density changes, which it does on time scales of seconds. Moreover, the density height gradient makes the lines very broad when measured over a specific height interval, and at times even broader than the receiver band. A chirped radar would solve only a part of the problem at the cost of transmitter power. These complications make it hard to draw any conclusions on the power in the lines, as one does not know for sure the scattering volume or the time duration of the scattering. Bearing this in mind and to at least minimise these effects, one can nevertheless look at the different distributions in height and power for the different lines to get an idea of their nature, using the on-line integration time of 5 seconds.
The altitude distributions for the different frequencies are shown in Fig. 11. One must note that the signal levels shown are not corrected for range, as the scattering volumes are not known, so signals from a higher altitude are in fact stronger than the corresponding signal from a lower height. It is clearly seen that the strongest signal is the 5.5 MHz line, followed by 6.5, 4 and 3 MHz. The altitude distribution shows more or less the expected dependence on range, but there are some exceptions: In one point at 188 km in the 3 MHz band and for the 5.5 MHz band the strong values between 130 and 140 km seem to be stronger than the others, even taking into account the range effect. However, the number of points are too few to be used as evidence on altitude effects. Most of the echoes are coming from around 120-150 km altitude and Fig. 12 shows a simulation of the expected strength of the plasma line for given background electron density. It shows a peak at around 5.5 MHz and this is also what the experiment shows. A more realistic suprathermal distribution will decrease the returned power for a number of frequencies and one should see the figure as an upper-limit estimate. Indeed, Nilsson et al. (1996b), have made predictions of the expected strength of Langmuir waves for different heights and carefully derived distributions. These predictions are in rather good agreement with the present measurements showing a strong peak between 5 and 6.5 MHz. Although there is some uncertainty on the scattering volume, the observed strengths of the plasma lines can be used to get some estimates of the distribution of the suprathermal population. Assuming a width of 6 eV, one need, to get to the measured strengths for the 3 MHz case, a suprathermal density of about $`510^8`$ m<sup>-3</sup> which is 0.5 % of the thermal population. For the 5.5 and 6.5 MHz cases, it is enough with only $`110^8`$ m<sup>-3</sup>, but the uncertainty of volume is even larger here due to the active environment and the values should maybe be the same as for the lower frequency offsets.
The most interesting thing with incoherent plasma lines is, of course, the possibility to derive differential drifts between ions and electrons, and from these deduce ionospheric currents. For this, one needs to measure the up- and downshifted lines simultaneously. Although the time of the measurement for both lines were not exactly the same in this experiment, the time shifts between them are so small (3-6 ms) compared to the total cycle time (300 ms) of the codes, that this effect is of minor importance. In Fig. 13, the strengths and altitudes of the two concurrently recorded up- and downshifted plasma lines are shown. In general, there are stronger up- than downshifted lines for the 3 MHz case, whereas no such trend can be seen in the 6.5 MHz band. However, there are exceptions to these overall trends and on occasions there are large differences in the signal strengths between the lines. Almost all of the 3 MHz plasma lines were recorded in diffuse aurora and this evident difference in signal power needs a closer examination. When there is a drift of the thermal electrons, the plasma lines shift, and when probing at a fixed frequency, the scatter may not come from the same altitude for the up- and downshifted lines respectively. The strength of the plasma line is also rather altitude dependent due to the damping by the collisions of electrons with ions and neutrals. But Fig. 13 shows no general height difference between the up- and downshifted 3 MHz lines, so this difference in strength cannot be explained by thermal electron bulk drifts. To simulate the effect of current carried by suprathermal electrons, Fig. 14 illustrates the strength of the 3 MHz plasma lines for Maxwellian electron beams of different energies. With no net current the lines are of almost the same strength, and the difference is mainly dependent on where in the receiver band the lines are. However the experiment shows stronger upshifted lines, thus it is evident that the diffuse aurora this night contained fluxes of downgoing suprathermal electrons or, in other words, there was an upgoing current carried by suprathermal electrons. The average power ratio between up- and downshifted lines, 1.4, can be used to estimate the amount of current carried by the suprathermals. As before, using a density of $`510^8`$ m<sup>-3</sup> and temperature of 6 eV, and shifting this population to a current density of 15 $`\mu `$Am<sup>-2</sup> brings to the observed ratios. This current seems somewhat high, but not unrealistic.
For the 6.5 MHz bands there may be a slight difference with respect to the altitude, and that is most likely due to thermal currents causing frequency shifts of the plasma lines. This effect is not very clear, but as lower heights have higher density, or Langmuir frequency, and as the downshifted line is at a slightly lower height, this is most probably an effect of a downgoing current carried by thermal electrons. The correction due to heat-flow in the plasma dispersion function, discussed by Kofman et al. (1993) and confirmed later also by Nilsson et al. (1996a) and Guio et al. (1996), but not taken into account here, would also show the same effect in altitude difference between the lines. The band widths used here, 25 kHz, are much wider than the effect of heat-flow, which is less than or around 1 kHz in the F-region and much lower in the E-region, so that cannot explain the 6.5 MHz height differences. A recent paper by Guio et al. (1998) with proper calculation of the dispersion equation investigates the heat-flow and finds that it is not necessary to invoke the effect at all, but as this paper don’t go to the same extreme the heat-flow has to be considered.
Most of the above discussions on currents are only on directions, but to get any quantitative numbers it is necessary to look at the individual spectra. Of the 256 events of enhanced plasma lines, there is only one that is good enough to investigate. All the other are too broad either due to the Langmuir frequency gradient smearing or the fact that the Langmuir frequency at the height in question is varying during the 5 second time slots. A further reason is that the stationarity condition for the alternating code technique is not fulfilled, due to changes of Langmuir frequency, and the spectra change too much within the 300 ms cycle. Anyway, there is one, and the up- and downshifted bands, together with the ion line band, are shown in Fig. 15. The shifts in this case are around 3 MHz as deduced from the ion line analysis. These spectra were then fitted to the theoretical spectrum in Eq. (7) using 7 ionospheric parameters, the thermal parameters for both ions and electrons and the parameters of a non-shifted suprathermal electron distribution. At the first glance the fit on the ion line seems rather poor, but the fit was done as usual in the time domain with proper weighting on the different lags of the ACF, and in the FFT process to produce Fig. 15 these statistical properties are lost. The fit looks actually better in the time domain, but the frequency domain was chosen in the figure to be more informative. The current density $`j=N_ee(v_iv_e)`$, and with the fitted parameters, the field aligned current carried by the thermal electrons, amount to 12 $`\mu `$Am<sup>-2</sup> downward. This is opposite the general current seen in the plasma line strength for the 3 MHz band, but the magnitudes are comparable. For this case no current could be seen on the suprathermals, and it is evident that the currents are rather structured. Of course, there are many more cases of no plasma lines than enhanced plasma lines in the diffuse aurora, and some cases of only one plasma line either up- or downshifted. It is not surprising that this single example of thermal currents do not follow the general trend. Again, heat-flow is not taken into account, but that should increase the current somewhat. The deduced suprathermal distribution is in good agreement with those Kirkwood et al. (1995) derived from the precipitating flux of primaries; of course in the present case the distribution is Maxwellian and without the fine structure due to the atmospheric constituents, but the numbers are comparable.
## 6 Conclusions
We have made measurements of plasma lines in the active auroral E-region. During 256 periods of 5 second integration we found a total of 468 plasma line echoes, divided into 220 on 3 MHz, 19 on 4 MHz, 157 on 5.5 MHz and 72 on 6.5 MHz. It may seem strange to try to measure plasma lines at such a low frequency as 3 MHz giving low signal levels, but in fact most of the echoes and the most interesting results came from this frequency offset.
The strongest echoes were found at the 5.5 MHz line, and somewhat weaker ones at 6.5 MHz, inside auroral arcs. One must, however, note that the strength measured inside the arcs is mostly a low-limit estimate due to the active environment. The integration period used, 5 s, is rather long in auroral arc conditions, and changes typically occur on shorter time scales. Therefore, effects of gradients in the Langmuir frequency profile, and hence scattering volumes, have not been taken into account.
The Holy Grail in incoherent scatter plasma lines is the possibility to measure currents, and in this case, the field-aligned currents in aurora. The simulations carried out here, the extended full incoherent scatter spectrum with multi-Maxwellian distributions of electrons, show that the strength of the lines is determined by the suprathermal part of the electron distribution, and the frequency mainly by the thermal part. For simultaneous up- and downshifted plasma line differences in intensity we can deduce currents carried by suprathermals, and for differences in frequency, currents carried by thermals.
The simultaneous up- and downshifted frequencies of the 3 MHz line in the diffuse aurora show, on average, an upward field-aligned suprathermal current during the two main periods when they were detected, 1940-2030 UT and 2250-2300 UT. In the arcs in general, there is an indication of downward thermal current as seen from the altitudes of the 6.5 MHz echoes. Of course, no rule is without exceptions, and there are cases where one line is much stronger than the other or the other line is not at all enhanced, indicating strong currents.
In the full 7-parameter fit of the incoherent scatter spectrum with the ion line and the both enhanced plasma lines, we obtained a thermal current with a suprathermal distribution of electrons consistent with distributions derived from precipitating fluxes.
###### Acknowledgements.
One of the authors (I.H.) was working under a contract from NIPR and is grateful to the Director-General of NIPR for the support. We are indebted to the Director and staff of EISCAT for operating the facility and supplying the data. EISCAT is an International Association supported by Finland (SA), France (CNRS), the Federal Republic of Germany (MPG), Japan (NIPR), Norway (NFR), Sweden (NFR) and the United Kingdom (PPARC). |
warning/0003/hep-th0003082.html | ar5iv | text | # 1 Introduction
## 1 Introduction
The light-cone Fock representation of composite systems such as hadrons in QCD has a number of remarkable properties. Because the generators of certain Lorentz boosts are kinematical, knowing the wavefunction in one frame allows one to obtain it in any other frame. Furthermore, matrix elements of space-like local operators for the coupling of photons, gravitons, and the moments of deep inelastic structure functions all can be expressed as overlaps of light-cone wavefunctions with the same number of Fock constituents. This is possible since in each case one can choose the special frame $`q^+=0`$ for the space-like momentum transfer and take matrix elements of “plus” components of currents such as $`J^+`$ and $`T^{++}`$. Since the physical vacuum in light-cone quantization coincides with the perturbative vacuum, no contributions to matrix elements from vacuum fluctuations occur . Light-cone Fock state wavefunctions thus encode all of the bound state quark and gluon properties of hadrons including their spin and flavor correlations in the form of universal process- and frame- independent amplitudes.
Formally, the light-cone expansion is constructed by quantizing QCD at fixed light-cone time $`\tau =t+z/c`$ and forming the invariant light-cone Hamiltonian: $`H_{LC}^{QCD}=P^+P^{}\stackrel{}{P}_{}^{}{}_{}{}^{2}`$ where $`P^\pm =P^0\pm P^z`$ . The momentum generators $`P^+`$ and $`\stackrel{}{P}_{}`$ are kinematical; $`i.e.`$, they are independent of the interactions. The generator $`P^{}=i\frac{d}{d\tau }`$ generates light-cone time translations, and the eigen-spectrum of the Lorentz scalar $`H_{LC}^{QCD}`$ gives the mass spectrum of the color-singlet hadron states in QCD together with their respective light-cone wavefunctions. For example, the proton state satisfies: $`H_{LC}^{QCD}|\psi _p=M_p^2|\psi _p`$. The expansion of the proton eigensolution $`|\psi _p`$ on the color-singlet $`B=1`$, $`Q=1`$ eigenstates $`\{|n\}`$ of the free Hamiltonian $`H_{LC}^{QCD}(g=0)`$ gives the light-cone Fock expansion:
$`|\psi _p(P^+,\stackrel{}{P}_{})`$ $`=`$ $`{\displaystyle \underset{n}{}}{\displaystyle \underset{i=1}{\overset{n}{}}}{\displaystyle \frac{\mathrm{d}x_i\mathrm{d}^2\stackrel{}{k}_i}{\sqrt{x_i}\mathrm{\hspace{0.17em}16}\pi ^3}}\mathrm{\hspace{0.17em}16}\pi ^3\delta \left(1{\displaystyle \underset{i=1}{\overset{n}{}}}x_i\right)\delta ^{(2)}\left({\displaystyle \underset{i=1}{\overset{n}{}}}\stackrel{}{k}_i\right)`$
$`\text{}\times \psi _n(x_i,\stackrel{}{k}_i,\lambda _i)|n;x_iP^+,x_i\stackrel{}{P}_{}+\stackrel{}{k}_i,\lambda _i.`$
The light-cone momentum fractions $`x_i=k_i^+/P^+`$ and $`\stackrel{}{k}_i`$ represent the relative momentum coordinates of the QCD constituents. The physical transverse momenta are $`\stackrel{}{p}_i=x_i\stackrel{}{P}_{}+\stackrel{}{k}_i.`$ The $`\lambda _i`$ label the light-cone spin projections $`S^z`$ of the quarks and gluons along the quantization direction $`z`$. The physical gluon polarization vectors $`ϵ^\mu (k,\lambda =\pm 1)`$ are specified in light-cone gauge by the conditions $`kϵ=0,\eta ϵ=ϵ^+=0.`$ The $`n`$-particle states are normalized as
$$n;p_i^{}{}_{}{}^{+},\stackrel{}{p}_i^{},\lambda _i^{}|n;p_i^{}{}_{}{}^{+},\stackrel{}{p}_i^{},\lambda _i=\underset{i=1}{\overset{n}{}}16\pi ^3p_i^+\delta (p_i^{}{}_{}{}^{+}p_i^{}{}_{}{}^{+})\delta ^{(2)}(\stackrel{}{p}_i^{}\stackrel{}{p}_i^{})\delta _{\lambda _i^{}\lambda _i^{}}.$$
(2)
The solutions of $`H_{LC}^{QCD}|\psi _p=M_p^2|\psi _p`$ are independent of $`P^+`$ and $`\stackrel{}{P}_{}`$; thus given the eigensolution Fock projections $`n;x_i,\stackrel{}{k}_i,\lambda _i|\psi _p=\psi _n(x_i,\stackrel{}{k}_i,\lambda _i),`$ the wavefunction of the proton is determined in any frame . In contrast, in equal-time quantization, a Lorentz boost always mixes dynamically with the interactions, so that computing a wavefunction in a new frame requires solving a nonperturbative problem as complicated as the Hamiltonian eigenvalue problem itself.
The LC wavefunctions $`\psi _{n/H}(x_i,\stackrel{}{k}_i,\lambda _i)`$ are universal, process independent, and thus control all hadronic reactions. Given the light-cone wavefunctions, one can compute the moments of the helicity and transversity distributions measurable in polarized deep inelastic experiments . For example, the polarized quark distributions at resolution $`\mathrm{\Lambda }`$ correspond to
$`q_{\lambda _q/\mathrm{\Lambda }_p}(x,\mathrm{\Lambda })`$ $`=`$ $`{\displaystyle \underset{n,q_a}{}}{\displaystyle \underset{j=1}{\overset{n}{}}dx_jd^2k_j\underset{\lambda _i}{}|\psi _{n/H}^{(\mathrm{\Lambda })}(x_i,\stackrel{}{k}_i,\lambda _i)|^2}`$
$`\times \delta \left(1{\displaystyle \underset{i}{\overset{n}{}}}x_i\right)\delta ^{(2)}\left({\displaystyle \underset{i}{\overset{n}{}}}\stackrel{}{k}_i\right)\delta (xx_q)\delta _{\lambda _a,\lambda _q}\mathrm{\Theta }(\mathrm{\Lambda }^2_n^2),`$
where the sum is over all quarks $`q_a`$ which match the quantum numbers, light-cone momentum fraction $`x,`$ and helicity of the struck quark. Similarly, moments of transversity distributions and off-diagonal helicity convolutions are defined as a density matrix of the light-cone wavefunctions. Applications of non-forward quark and gluon distributions have been discussed in Refs. . The light-cone wavefunctions also specify the multi-quark and gluon correlations of the hadron. For example, the distribution of spectator particles in the final state which could be measured in the proton fragmentation region in deep inelastic scattering at an electron-proton collider are in principle encoded in the light-cone wavefunctions.
Given the $`\psi _{n/H}^{(\mathrm{\Lambda })},`$ one can construct any spacelike electromagnetic, electroweak, or gravitational form factor or local operator product matrix element of a composite or elementary system from the diagonal overlap of the LC wavefunctions . Studying the gravitational form factors is not academic: Ji has shown that there is a remarkable connection of the $`x`$-moments of the chiral-conserving and chiral-flip form factors $`H(x,t,\zeta )`$ and $`E(x,t,\zeta )`$ which appear in deeply virtual scattering with the corresponding spin-conserving and spin-flip electromagnetic form factors $`F_1(t)`$ and $`F_2(t)`$ and gravitational form factors $`A_\mathrm{q}(t)`$ and $`B_\mathrm{q}(t)`$ for each quark and anti-quark constituent. Thus, in effect, one can use virtual Compton scattering to measure graviton couplings to the charged constituents of a hadron.
Exclusive semi-leptonic $`B`$-decay amplitudes involving timelike currents such as $`BA\mathrm{}\overline{\nu }`$ can also be evaluated exactly in the light-cone formalism . In this case, the timelike decay matrix elements require the computation of both the diagonal matrix element $`nn`$ where parton number is conserved and the off-diagonal $`n+1n1`$ convolution such that the current operator annihilates a $`q\overline{q^{}}`$ pair in the initial $`B`$ wavefunction. This term is a consequence of the fact that the time-like decay $`q^2=(p_{\mathrm{}}+p_{\overline{\nu }})^2>0`$ requires a positive light-cone momentum fraction $`q^+>0`$. Conversely for space-like currents, one can choose $`q^+=0`$, as in the Drell-Yan-West representation of the space-like electromagnetic form factors . However, as can be seen from the explicit analysis of timelike form factors in a perturbative model, the off-diagonal convolution can yield a non-zero $`q^+/q^+`$ limiting form as $`q^+0`$ . This extra term appears specifically in the case of “bad” currents such as $`J^{}`$ in which the coupling to $`q\overline{q^{}}`$ fluctuations in the light-cone wavefunctions are favored . In effect, the $`q^+0`$ limit generates $`\delta (x)`$ contributions as residues of the $`n+1n1`$ contributions. The necessity for such “zero mode” $`\delta (x)`$ terms has been noted by Chang, Root and Yan , Burkardt , and Choi and Ji . We can avoid these contributions by restricting our attention to the plus currents $`J^+`$ and $`T^{++}`$.
It should be emphasized that the light-cone Fock representation provides an exact formulation of current matrix elements of local operators. In contrast, in equal-time Hamiltonian theory, one must evaluate connected time-ordered diagrams where the gauge particle or graviton couples to particles associated with vacuum fluctuations. Thus even if one knows the equal-time wavefunction for the initial and final hadron, one cannot determine the current matrix elements. In the case of the covariant Bethe-Salpeter formalism, the evaluation of the matrix element of the current requires the calculation of an infinite number of irreducible diagram contributions.
One of the important issues in the formulation of light-cone quantized quantum field theories is the existence of a consistent scheme for non-perturbative renormalization. A general nonperturbative renormalization procedure for QCD has recently been outlined by Paston et al. . An alternative is to the use of broken supersymmetry as an ultraviolet regulator . Some simplified model light-cone field theories have been successfully renormalized using generalized Pauli-Villars regularization .
As an illustration of the structure of the light-cone Fock state representation, we will present a simple self-consistent model of an effective composite spin-$`\frac{1}{2}`$ system based on the quantum fluctuations of the electron in QED. The model is patterned after the structure which occurs in the one-loop Schwinger $`\alpha /2\pi `$ correction to the electron magnetic moment . In effect, we can represent a spin-$`\frac{1}{2}`$ system as a composite of a spin-$`\frac{1}{2}`$ fermion and spin-one vector boson with arbitrary masses. We also give results for the case of a spin-$`\frac{1}{2}`$ composite consisting of scalar plus spin-$`\frac{1}{2}`$ constituents, as would occur in a composite of a photino and slepton in supersymmetric QED and in the radiative corrections due to Higgs exchange. The light-cone wavefunctions describe off-shell particles but are computable explicitly from perturbation theory. We will explicitly compute the form factors $`F_1(q^2)`$ and $`F_2(q^2)`$ of the electromagnetic current, and the various contributions to the form factors $`A(q^2)`$ and $`B(q^2)`$ of the energy-momentum tensor. The model thus provides a check on the general formulae, particularly the structure of angular momentum on the light-cone; it provides an important illustration of $`J^z`$ conservation, Fock state by Fock state; it demonstrates helicity retention between fermions and vector bosons at $`x1`$; and it provides a template for an effective quark spin-one diquark structure of the valence light-cone wavefunction of the proton.
The one-loop models can be further generalized by applying spectral Pauli-Villars integration over the constituent masses. This representation of an effectively composite system is particularly useful because it is based simply on two constituents but yet is totally relativistic. The resulting form of light-cone wavefunctions provides a template for parameterizing the structure of relativistic composite systems and their matrix elements in hadronic physics. We thus obtain a theoretical laboratory to test the consistency of formulae which have been proposed to probe the spin structure of hadrons. This clarifies the connection of parton distributions to the constituents’ spin and orbital angular momentum and to static quantities of the composite systems such as the magnetic moment. For example, the model also provides a self-consistent form for the wavefunctions of an effective quark-diquark model of the valence Fock state of the proton wavefunction. A similar approach has recently been used to illustrate the evolution of light-cone helicity and orbital angular momentum operators . A nonperturbative calculation of the electron magnetic moment using the discretized light-cone quantization method is given in Ref. .
Many of the features of the analysis apply to arbitrary composite systems. For example, we will explicitly prove the vanishing of the anomalous gravito-moment coupling $`B(0)`$ to gravity for any composite system. This remarkable result was first derived classically from the equivalence principle by Okun and Kobsarev , and from the conservation of the energy-momentum tensor by Kobsarev and Zakharov . See also the more recent discussions in Refs. . We will demonstrate that $`B(0)=0`$ follows directly for composite systems in quantum field theory from the Lorentz boost properties of the light-cone Fock representation, and that it is valid in every Fock sector.
## 2 Electromagnetic and Gravitational Form Factors
The light-cone Fock representation allows one to compute all matrix elements of local currents as overlap integrals of the light-cone Fock wavefunctions. In particular, we can evaluate the forward and non-forward matrix elements of the electroweak currents, moments of the deep inelastic structure functions, as well as the electromagnetic form factors and the magnetic moment. Given the local operators for the energy-momentum tensor $`T^{\mu \nu }(x)`$ and the angular momentum tensor $`M^{\mu \nu \lambda }(x)`$, one can directly compute momentum fractions, spin properties, the gravitomagnetic moment, and the form factors $`A(q^2)`$ and $`B(q^2)`$ appearing in the coupling of gravitons to composite systems.
In the case of a spin-$`\frac{1}{2}`$ composite system, the Dirac and Pauli form factors $`F_1(q^2)`$ and $`F_2(q^2)`$ are defined by
$$P^{}|J^\mu (0)|P=\overline{u}(P^{})\left[F_1(q^2)\gamma ^\mu +F_2(q^2)\frac{i}{2M}\sigma ^{\mu \alpha }q_\alpha \right]u(P),$$
(4)
where $`q^\mu =(P^{}P)^\mu `$ and $`u(P)`$ is the bound state spinor. In the light-cone formalism it is convenient to identify the Dirac and Pauli form factors from the helicity-conserving and helicity-flip vector current matrix elements of the $`J^+`$ current :
$$P+q,\left|\frac{J^+(0)}{2P^+}\right|P,=F_1(q^2),$$
(5)
$$P+q,\left|\frac{J^+(0)}{2P^+}\right|P,=(q^1\mathrm{i}q^2)\frac{F_2(q^2)}{2M}.$$
(6)
The magnetic moment of a composite system is one of its most basic properties. The magnetic moment is defined at the $`q^20`$ limit,
$$\mu =\frac{e}{2M}\left[F_1(0)+F_2(0)\right],$$
(7)
where $`e`$ is the charge and $`M`$ is the mass of the composite system. We use the standard light-cone frame ($`q^\pm =q^0\pm q^3`$):
$`q`$ $`=`$ $`(q^+,q^{},\stackrel{}{q}_{})=(0,{\displaystyle \frac{q^2}{P^+}},\stackrel{}{q}_{}),`$
$`P`$ $`=`$ $`(P^+,P^{},\stackrel{}{P}_{})=(P^+,{\displaystyle \frac{M^2}{P^+}},\stackrel{}{0}_{}),`$ (8)
where $`q^2=2Pq=\stackrel{}{q}_{}^2`$ is 4-momentum square transferred by the photon.
The Pauli form factor and the anomalous magnetic moment $`\kappa =\frac{e}{2M}F_2(0)`$ can then be calculated from the expression
$$(q^1\mathrm{i}q^2)\frac{F_2(q^2)}{2M}=\underset{a}{}\frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}\underset{j}{}e_j\psi _a^{}(x_i,\stackrel{}{k}_i^{},\lambda _i)\psi _a^{}(x_i,\stackrel{}{k}_i,\lambda _i),$$
(9)
where the summation is over all contributing Fock states $`a`$ and struck constituent charges $`e_j`$. The arguments of the final-state light-cone wavefunction are
$$\stackrel{}{k}_i^{}=\stackrel{}{k}_i+(1x_i)\stackrel{}{q}_{}$$
(10)
for the struck constituent and
$$\stackrel{}{k}_i^{}=\stackrel{}{k}_ix_i\stackrel{}{q}_{}$$
(11)
for each spectator. Notice that the magnetic moment must be calculated from the spin-flip non-forward matrix element of the current. It is not given by a diagonal forward matrix element . In the ultra-relativistic limit where the radius of the system is small compared to its Compton scale $`1/M`$, the anomalous magnetic moment must vanish . The light-cone formalism is consistent with this theorem.
The form factors of the energy-momentum tensor for a spin-$`\frac{1}{2}`$ composite are defined by
$`P^{}|T^{\mu \nu }(0)|P`$ $`=`$ $`\overline{u}(P^{})[A(q^2)\gamma ^{(\mu }\overline{P}^{\nu )}+B(q^2){\displaystyle \frac{i}{2M}}\overline{P}^{(\mu }\sigma ^{\nu )\alpha }q_\alpha `$ (12)
$`+C(q^2){\displaystyle \frac{1}{M}}(q^\mu q^\nu g^{\mu \nu }q^2)]u(P),`$
where $`q^\mu =(P^{}P)^\mu `$, $`\overline{P}^\mu =\frac{1}{2}(P^{}+P)^\mu `$, $`a^{(\mu }b^{\nu )}=\frac{1}{2}(a^\mu b^\nu +a^\nu b^\mu )`$, and $`u(P)`$ is the spinor of the system.
As in the light-cone decomposition Eqs. (5) and (6) of the Dirac and Pauli form factors for the vector current , we can obtain the light-cone representation of the $`A(q^2)`$ and $`B(q^2)`$ form factors of the energy-tensor Eq. (12). Since we work in the interaction picture, only the non-interacting parts of the energy momentum tensor $`T^{++}(0)`$ need to be computed in the light-cone formalism. By calculating the $`++`$ component of Eq. (12), we find
$$P+q,\left|\frac{T^{++}(0)}{2(P^+)^2}\right|P,=A(q^2),$$
(13)
$$P+q,\left|\frac{T^{++}(0)}{2(P^+)^2}\right|P,=(q^1\mathrm{i}q^2)\frac{B(q^2)}{2M}.$$
(14)
The $`A(q^2)`$ and $`B(q^2)`$ form factors Eqs. (13) and (14) are similar to the $`F_1(q^2)`$ and $`F_2(q^2)`$ form factors Eqs. (5) and (6) with an additional factor of the light-cone momentum fraction $`x=k^+/P^+`$ of the struck constituent in the integrand. The $`B(q^2)`$ form factor is obtained from the non-forward spin-flip amplitude. The value of $`B(0)`$ is obtained in the $`q^20`$ limit. The angular momentum projection of a state is given by
$$J^i=\frac{1}{2}ϵ^{ijk}d^3xT^{0k}x^jT^{0j}x^k=A(0)L^i+\left[A(0)+B(0)\right]\overline{u}(P)\frac{1}{2}\sigma ^iu(P).$$
(15)
This result is derived using a wave packet description of the state. The $`L^i`$ term is the orbital angular momentum of the center of mass motion with respect to an arbitrary origin and can be dropped. The coefficient of the $`L^i`$ term must be 1; $`A(0)=1`$ also follows when we evaluate the four-momentum expectation value $`P^\mu `$. Thus the total intrinsic angular momentum $`J^z`$ of a nucleon can be identified with the values of the form factors $`A(q^2)`$ and $`B(q^2)`$ at $`q^2=0:`$
$$J^z=\frac{1}{2}\sigma ^z\left[A(0)+B(0)\right].$$
(16)
One can define individual quark and gluon contributions to the total angular momentum from the matrix elements of the energy momentum tensor . However, this definition is only formal; $`A_{q,g}(0)`$ can be interpreted as the light-cone momentum fraction carried by the quarks or gluons $`x_{q,g}.`$ The contributions from $`B_{q,g}(0)`$ to $`J_z`$ cancel in the sum. In fact, we shall show that the contributions to $`B(0)`$ vanish when summed over the constituents of each individual Fock state.
We will give an explicit realization of these relations in the light-cone Fock representation for general composite systems. In the next section we will illustrate the formulae by computing the electron’s electromagnetic and energy-momentum tensor form factors to one-loop order in QED. In fact, the structure of this calculation has much more generality and can be used as a template for more general composite systems.
## 3 The Light-Cone Fock State Decomposition and Spin Structure of Leptons in QED
The Schwinger one-loop radiative correction to the electron current in quantum electrodynamics has played a historic role in the development of quantum field theory. In the language of light-cone quantization, the electron anomalous magnetic moment $`a_e=\alpha /2\pi `$ is due to the one-fermion one-gauge boson Fock state component of the physical electron. An explicit calculation of the anomalous moment in this framework using equation (7) was give in Ref. . We shall show here that the light-cone wavefunctions of the electron provides an ideal system to check explicitly the intricacies of spin and angular momentum in quantum field theory. In particular, we shall evaluate the matrix elements of the QED energy momentum tensor and show how the “spin crisis” is resolved in QED for an actual physical system. The analysis is exact in perturbation theory. The same method can be applied to the moments of structure functions and the evaluation of other local matrix elements. In fact, the QED analysis of this section is more general than perturbation theory. We will also show how the perturbative light-cone wavefunctions of leptons and photons provide a template for the wavefunctions of non-perturbative composite systems resembling hadrons in QCD.
The light-cone Fock state wavefunctions of an electron can be systematically evaluated in QED. The QED Lagrangian density is
$$=\frac{i}{2}[\overline{\psi }\gamma ^\mu (\stackrel{}{}{}_{\mu }{}^{}+ieA_\mu )\psi \overline{\psi }\gamma ^\mu (\stackrel{}{}{}_{\mu }{}^{}ieA_\mu )\psi ]m\overline{\psi }\psi \frac{1}{4}F^{\mu \nu }F_{\mu \nu },$$
(17)
and the corresponding energy-momentum tensor is
$`T^{\mu \nu }`$ $`=`$ $`{\displaystyle \frac{i}{4}}([\overline{\psi }\gamma ^\mu (\stackrel{}{}{}_{}{}^{\nu }+ieA^\nu )\psi \overline{\psi }\gamma ^\mu (\stackrel{}{}{}_{}{}^{\nu }ieA^\nu )\psi ]+[\mu \nu ])`$ (18)
$`+F^{\mu \rho }F_\rho ^\nu +{\displaystyle \frac{1}{4}}g^{\mu \nu }F^{\rho \lambda }F_{\rho \lambda }.`$
Since $`T^{\mu \nu }`$ is the Noether current of the general coordinate transformation, it is conserved. In later calculations we will identify the two terms in Eq. (18) as the fermion and boson contributions $`T_\mathrm{f}^{\mu \nu }`$ and $`T_\mathrm{b}^{\mu \nu }`$, respectively.
The physical electron is the eigenstate of the QED Hamiltonian. As discussed in the introduction, the expansion of it is the QED eigenfunction on the complete set $`|n`$ of $`H_0`$ eigenstates produces the Fock state expansion. It is particularly advantageous to carry out this procedure using light-cone quantization since the vacuum is trivial, the Fock state representation is boost invariant, and the light-cone fractions $`x_i=k_i^+/P^+`$ are positive: $`0<x_i1`$, $`_ix_i=1`$. We also employ light-cone gauge $`A^+=0`$ so that the gauge boson polarizations are physical. Thus each Fock-state wavefunction $`n|\mathrm{physical}\mathrm{electron}`$ of the physical electron with total spin projection $`J^z=\pm \frac{1}{2}`$ is represented by the function $`\psi _n^{J^z}(x_i,\stackrel{}{k}_i,\lambda _i)`$, where
$$k_i=(k_i^+,k_i^{},\stackrel{}{k}_i)=(x_iP^+,\frac{\stackrel{}{k}_i^2+m_i^2}{x_iP^+},\stackrel{}{k}_i)$$
(19)
specifies the momentum of each constituent and $`\lambda _i`$ specifies its light-cone helicity in the $`z`$ direction. We adopt a non-zero boson mass $`\lambda `$ for the sake of generality.
The two-particle Fock state for an electron with $`J^z=+\frac{1}{2}`$ has four possible spin combinations:
$`|\mathrm{\Psi }_{\mathrm{two}\mathrm{particle}}^{}(P^+,\stackrel{}{P}_{}=\stackrel{}{0}_{})={\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{\sqrt{x(1x)}16\pi ^3}}`$
$`\times `$ $`\left[\psi _{+\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{})\right|+{\displaystyle \frac{1}{2}}+1;xP^+,\stackrel{}{k}_{}+\psi _{+\frac{1}{2}1}^{}(x,\stackrel{}{k}_{})|+{\displaystyle \frac{1}{2}}1;xP^+,\stackrel{}{k}_{}`$
$`+\psi _{\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{})|{\displaystyle \frac{1}{2}}+1;xP^+,\stackrel{}{k}_{}+\psi _{\frac{1}{2}1}^{}(x,\stackrel{}{k}_{})|{\displaystyle \frac{1}{2}}1;xP^+,\stackrel{}{k}_{}],`$
where the two-particle states $`|s_\mathrm{f}^z,s_\mathrm{b}^z;xP^+,\stackrel{}{k}_{}`$ are normalized as in (2). Here $`s_\mathrm{f}^z`$ and $`s_\mathrm{b}^z`$ denote the $`z`$-component of the spins of the constituent fermion and boson, respectively. The wavefunctions can be evaluated explicitly in QED perturbation theory using the rules given in Refs. :
$$\{\begin{array}{c}\psi _{+\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{})=\sqrt{2}\frac{(k^1+\mathrm{i}k^2)}{x(1x)}\phi ,\hfill \\ \psi _{+\frac{1}{2}1}^{}(x,\stackrel{}{k}_{})=\sqrt{2}\frac{(+k^1+\mathrm{i}k^2)}{1x}\phi ,\hfill \\ \psi _{\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{})=\sqrt{2}(M\frac{m}{x})\phi ,\hfill \\ \psi _{\frac{1}{2}1}^{}(x,\stackrel{}{k}_{})=0,\hfill \end{array}$$
(21)
where
$$\phi =\phi (x,\stackrel{}{k}_{})=\frac{e/\sqrt{1x}}{M^2(\stackrel{}{k}_{}^2+m^2)/x(\stackrel{}{k}_{}^2+\lambda ^2)/(1x)}.$$
(22)
Similarly,
$`|\mathrm{\Psi }_{\mathrm{two}\mathrm{particle}}^{}(P^+,\stackrel{}{P}_{}=\stackrel{}{0}_{})={\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{\sqrt{x(1x)}16\pi ^3}}`$
$`\times `$ $`\left[\psi _{+\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{})\right|+{\displaystyle \frac{1}{2}}+1;xP^+,\stackrel{}{k}_{}+\psi _{+\frac{1}{2}1}^{}(x,\stackrel{}{k}_{})|+{\displaystyle \frac{1}{2}}1;xP^+,\stackrel{}{k}_{}`$
$`+\psi _{\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{})|{\displaystyle \frac{1}{2}}+1;xP^+,\stackrel{}{k}_{}+\psi _{\frac{1}{2}1}^{}(x,\stackrel{}{k}_{})|{\displaystyle \frac{1}{2}}1;xP^+,\stackrel{}{k}_{}],`$
where
$$\{\begin{array}{c}\psi _{+\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{})=0,\hfill \\ \psi _{+\frac{1}{2}1}^{}(x,\stackrel{}{k}_{})=\sqrt{2}(M\frac{m}{x})\phi ,\hfill \\ \psi _{\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{})=\sqrt{2}\frac{(k^1+\mathrm{i}k^2)}{1x}\phi ,\hfill \\ \psi _{\frac{1}{2}1}^{}(x,\stackrel{}{k}_{})=\sqrt{2}\frac{(+k^1+\mathrm{i}k^2)}{x(1x)}\phi .\hfill \end{array}$$
(24)
The coefficients of $`\phi `$ in Eqs. (21) and (24) are the matrix elements of $`\frac{\overline{u}(k^+,k^{},\stackrel{}{k}_{})}{\sqrt{k^+}}\gamma ϵ^{}\frac{u(P^+,P^{},\stackrel{}{P}_{})}{\sqrt{P^+}}`$ which are the numerators of the wavefunctions corresponding to each constituent spin $`s^z`$ configuration. The two boson polarization vectors in light-cone gauge are $`ϵ^\mu =(ϵ^+=0,ϵ^{}=\frac{\stackrel{}{ϵ}_{}\stackrel{}{k}_{}}{2k^+},\stackrel{}{ϵ}_{})`$ where $`\stackrel{}{ϵ}=\stackrel{}{ϵ_{}}_,=(1/\sqrt{2})(\widehat{x}\pm \mathrm{i}\widehat{y})`$. The polarizations also satisfy the Lorentz condition $`kϵ=0`$. In (21) and (24) we have generalized the framework of QED by assigning a mass $`M`$ to the external electrons, but a different mass $`m`$ to the internal electron lines and a mass $`\lambda `$ to the internal photon line . The idea behind this is to model the structure of a composite fermion state with mass $`M`$ by a fermion and a vector constituent with respective masses $`m`$ and $`\lambda `$.
The electron in QED also has a “bare” one-particle component:
$$|\mathrm{\Psi }_{\mathrm{one}\mathrm{particle}}^,=\sqrt{Z}\delta (1x)\delta (\stackrel{}{k}_{}=\stackrel{}{0}_{})|s_\mathrm{f}^z=\pm \frac{1}{2},$$
(25)
where $`Z`$ is the wavefunction normalization of the one-particle state. If we regulate the theory in the ultraviolet and infrared, $`Z`$ is finite.
We first will evaluate the Dirac and Pauli form factors $`F_1(q^2)`$ and $`F_2(q^2)`$. Using Eqs. (5) and (3) we have to order $`e^2`$
$`F_1(q^2)`$ $`=`$ $`\mathrm{\Psi }^{}(P^+,\stackrel{}{P}_{}=\stackrel{}{q}_{}))|\mathrm{\Psi }^{}(P^+,\stackrel{}{P}_{}=\stackrel{}{0}_{})`$ (26)
$`=`$ $`Z+{\displaystyle }{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}}[\psi _{+\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{}^{}{}_{}{}^{})\psi _{+\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{})+\psi _{+\frac{1}{2}1}^{}(x,\stackrel{}{k}_{}^{}{}_{}{}^{})\psi _{+\frac{1}{2}1}^{}(x,\stackrel{}{k}_{})`$
$`+\psi _{\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{}^{}{}_{}{}^{})\psi _{\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{})],`$
where
$$\stackrel{}{k}_{}^{}{}_{}{}^{}=\stackrel{}{k}_{}+(1x)\stackrel{}{q}_{}.$$
(27)
Ultraviolet regularization is assumed. For example, we can assume a cutoff in the invariant mass of the constituents: $`^2=_i\frac{\stackrel{}{k}_i^2+m_i^2}{x_i}<\mathrm{\Lambda }^2`$, or we can use Pauli-Villars regularization by introducing a fictitious photon with a large mass $`\mathrm{\Lambda }`$.
At zero momentum transfer
$`F_1(0)`$ $`=`$ $`Z+{\displaystyle }{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}}[\psi _{+\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{})\psi _{+\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{})+\psi _{+\frac{1}{2}1}^{}(x,\stackrel{}{k}_{})\psi _{+\frac{1}{2}1}^{}(x,\stackrel{}{k}_{})`$ (28)
$`+\psi _{\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{})\psi _{\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{})],`$
where the renormalization constant $`Z`$ is given, using Pauli-Villars regularization, by
$`Z=1`$ $``$ $`{\displaystyle \frac{\alpha }{2\pi }}{\displaystyle _0^1}dx[{\displaystyle \frac{(1+x^2)}{(1x)}}\mathrm{ln}{\displaystyle \frac{M^2+\frac{m^2}{x}+\frac{\mathrm{\Lambda }^2}{1x}}{M^2+\frac{m^2}{x}+\frac{\lambda ^2}{1x}}}`$ (29)
$`+{\displaystyle \frac{(xM+m)^2}{x}}({\displaystyle \frac{1}{M^2+\frac{m^2}{x}+\frac{\mathrm{\Lambda }^2}{1x}}}+{\displaystyle \frac{1}{M^2+\frac{m^2}{x}+\frac{\lambda ^2}{1x}}})].`$
This ensures the Ward identity and $`F_1(0)`$ = 1. Further discussion of the Ward identity for QED in light-cone perturbation theory is given in ref.
The one-loop model can be further generalized by applying spectral Pauli-Villars integration over the constituent masses. The resulting form of light-cone wavefunctions provides a template for parameterizing the structure of relativistic composite systems and their matrix elements in hadronic physics.
The Pauli form factor is obtained from the spin-flip matrix element of the $`J^+`$ current. From Eqs. (6), (3), and (3) we have
$`F_2(q^2)`$ $`=`$ $`{\displaystyle \frac{2M}{(q^1\mathrm{i}q^2)}}\mathrm{\Psi }^{}(P^+,\stackrel{}{P}_{}=\stackrel{}{q}_{}))|\mathrm{\Psi }^{}(P^+,\stackrel{}{P}_{}=\stackrel{}{0}_{})`$ (30)
$`=`$ $`{\displaystyle \frac{2M}{(q^1\mathrm{i}q^2)}}{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}\left[\psi _{+\frac{1}{2}1}^{}(x,\stackrel{}{k}_{}^{}{}_{}{}^{})\psi _{+\frac{1}{2}1}^{}(x,\stackrel{}{k}_{})+\psi _{\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{}^{}{}_{}{}^{})\psi _{\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{})\right]}`$
$`=`$ $`4M{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}\frac{(mMx)}{x}\phi (x,\stackrel{}{k}_{}^{}{}_{}{}^{}){}_{}{}^{}\phi (x,\stackrel{}{k}_{})}`$
$`=`$ $`4Me^2{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}\frac{(mxM)}{x(1x)}}`$
$`\times {\displaystyle \frac{1}{[M^2((\stackrel{}{k}_{}+(1x)\stackrel{}{q}_{})^2+m^2)/x((\stackrel{}{k}_{}+(1x)\stackrel{}{q}_{})^2+\lambda ^2)/(1x)]}}`$
$`\times {\displaystyle \frac{1}{[M^2(\stackrel{}{k}_{}^2+m^2)/x(\stackrel{}{k}_{}^2+\lambda ^2)/(1x)]}}.`$
Using the Feynman parameterization, we can also express Eq. (30) in a form in which the $`q^2=\stackrel{}{q}_{}^2`$ dependence is more explicit as
$$F_2(q^2)=\frac{Me^2}{4\pi ^2}_0^1𝑑\alpha _0^1𝑑x\frac{mxM}{\alpha (1\alpha )\frac{1x}{x}\stackrel{}{q}_{}^2M^2+\frac{m^2}{x}+\frac{\lambda ^2}{1x}}.$$
(31)
The anomalous moment is obtained in the limit of zero momentum transfer:
$`F_2(0)`$ $`=`$ $`4Me^2{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}\frac{(mxM)}{x(1x)}\frac{1}{[M^2(\stackrel{}{k}_{}^2+m^2)/x(\stackrel{}{k}_{}^2+\lambda ^2)/(1x)]^2}}`$ (32)
$`=`$ $`{\displaystyle \frac{Me^2}{4\pi ^2}}{\displaystyle _0^1}𝑑x{\displaystyle \frac{mxM}{M^2+\frac{m^2}{x}+\frac{\lambda ^2}{1x}}},`$
which is the result of Ref. . For zero photon mass and $`M=m`$, it gives the correct order $`\alpha `$ Schwinger value $`a_e=F_2(0)=\alpha /2\pi `$ for the electron anomalous magnetic moment for QED.
As seen from Eqs. (13) and (14), the matrix elements of the double plus components of the energy-momentum tensor are sufficient to derive the fermion and boson constituents’ form factors $`A_{\mathrm{f},\mathrm{g}}(q^2)`$ and $`B_{\mathrm{f},\mathrm{g}}(q^2)`$ of graviton coupling to matter. In particular, we shall verify $`A(0)=A_\mathrm{f}(0)+A_\mathrm{b}(0)=1`$ and $`B(0)=0.`$
The individual contributions of the fermion and boson fields to the energy-momentum form factors in QED are given by
$`A_\mathrm{f}(q^2)`$ $`=`$ $`\mathrm{\Psi }^{}(P^+,\stackrel{}{P}_{}=\stackrel{}{q}_{})\left|{\displaystyle \frac{T_\mathrm{f}^{++}(0)}{2(P^+)^2}}\right|\mathrm{\Psi }^{}(P^+,\stackrel{}{P}_{}=\stackrel{}{0}_{})`$ (33)
$`=`$ $`{\displaystyle }{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}}x[\psi _{+\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{}^{}{}_{}{}^{})\psi _{+\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{})+\psi _{+\frac{1}{2}1}^{}(x,\stackrel{}{k}_{}^{}{}_{}{}^{})\psi _{+\frac{1}{2}1}^{}(x,\stackrel{}{k}_{})`$
$`+\psi _{\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{}^{}{}_{}{}^{})\psi _{\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{})],`$
where $`\stackrel{}{k}_{}^{}{}_{}{}^{}`$ is given in Eq. (27), and
$`A_\mathrm{b}(q^2)`$ $`=`$ $`\mathrm{\Psi }^{}(P^+,\stackrel{}{P}_{}=\stackrel{}{q}_{})\left|{\displaystyle \frac{T_\mathrm{b}^{++}(0)}{2(P^+)^2}}\right|\mathrm{\Psi }^{}(P^+,\stackrel{}{P}_{}=\stackrel{}{0}_{})`$ (34)
$`=`$ $`{\displaystyle }{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}}(1x)[\psi _{+\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{}^{\prime \prime }{}_{}{}^{})\psi _{+\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{})+\psi _{+\frac{1}{2}1}^{}(x,\stackrel{}{k}_{}^{\prime \prime }{}_{}{}^{})\psi _{+\frac{1}{2}1}^{}(x,\stackrel{}{k}_{})`$
$`+\psi _{\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{}^{\prime \prime }{}_{}{}^{})\psi _{\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{})],`$
where
$$\stackrel{}{k}_{}^{\prime \prime }{}_{}{}^{}=\stackrel{}{k}_{}x\stackrel{}{q}_{}.$$
(35)
Note that
$$A_\mathrm{f}(0)+A_\mathrm{b}(0)=F_1(0)=1,$$
(36)
which corresponds to the momentum sum rule.
The fermion and boson contributions to the spin-flip matter form factor are
$`B_\mathrm{f}(q^2)`$ $`=`$ $`{\displaystyle \frac{2M}{(q^1\mathrm{i}q^2)}}\mathrm{\Psi }^{}(P^+,\stackrel{}{P}_{}=\stackrel{}{q}_{})\left|{\displaystyle \frac{T_\mathrm{f}^{++}(0)}{2(P^+)^2}}\right|\mathrm{\Psi }^{}(P^+,\stackrel{}{P}_{}=\stackrel{}{0}_{})`$ (37)
$`=`$ $`{\displaystyle \frac{2M}{(q^1\mathrm{i}q^2)}}{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}x}`$
$`\times \left[\psi _{+\frac{1}{2}1}^{}(x,\stackrel{}{k}_{}^{}{}_{}{}^{})\psi _{+\frac{1}{2}1}^{}(x,\stackrel{}{k}_{})+\psi _{\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{}^{}{}_{}{}^{})\psi _{\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{})\right]`$
$`=`$ $`4M{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}(mMx)\phi (x,\stackrel{}{k}_{}^{}{}_{}{}^{}){}_{}{}^{}\phi (x,\stackrel{}{k}_{})}`$
$`=`$ $`4Me^2{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}\frac{(mxM)}{(1x)}}`$
$`\times {\displaystyle \frac{1}{[M^2((\stackrel{}{k}_{}+(1x)\stackrel{}{q}_{})^2+m^2)/x((\stackrel{}{k}_{}+(1x)\stackrel{}{q}_{})^2+\lambda ^2)/(1x)]}}`$
$`\times {\displaystyle \frac{1}{[M^2(\stackrel{}{k}_{}^2+m^2)/x(\stackrel{}{k}_{}^2+\lambda ^2)/(1x)]}}`$
$`=`$ $`{\displaystyle \frac{Me^2}{4\pi ^2}}{\displaystyle _0^1}𝑑\alpha {\displaystyle _0^1}𝑑x{\displaystyle \frac{x(mxM)}{\alpha (1\alpha )\frac{1x}{x}\stackrel{}{q}_{}^2M^2+\frac{m^2}{x}+\frac{\lambda ^2}{1x}}},`$
and
$`B_\mathrm{b}(q^2)`$ $`=`$ $`{\displaystyle \frac{2M}{(q^1\mathrm{i}q^2)}}\mathrm{\Psi }^{}(P^+,\stackrel{}{P}_{}=\stackrel{}{q}_{})\left|{\displaystyle \frac{T_\mathrm{b}^{++}(0)}{2(P^+)^2}}\right|\mathrm{\Psi }^{}(P^+,\stackrel{}{P}_{}=\stackrel{}{0}_{})`$ (38)
$`=`$ $`{\displaystyle \frac{2M}{(q^1\mathrm{i}q^2)}}{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}(1x)}`$
$`\times \left[\psi _{+\frac{1}{2}1}^{}(x,\stackrel{}{k}_{}^{}{}_{}{}^{})\psi _{+\frac{1}{2}1}^{}(x,\stackrel{}{k}_{})+\psi _{\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{}^{}{}_{}{}^{})\psi _{\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{})\right]`$
$`=`$ $`4M{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}(mMx)\phi (x,\stackrel{}{k}_{}^{}{}_{}{}^{}){}_{}{}^{}\phi (x,\stackrel{}{k}_{})}`$
$`=`$ $`4Me^2{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}\frac{(mxM)}{(1x)}}`$
$`\times {\displaystyle \frac{1}{[M^2((\stackrel{}{k}_{}x\stackrel{}{q}_{})^2+m^2)/x((\stackrel{}{k}_{}x\stackrel{}{q}_{})^2+\lambda ^2)/(1x)]}}`$
$`\times {\displaystyle \frac{1}{[M^2(\stackrel{}{k}_{}^2+m^2)/x(\stackrel{}{k}_{}^2+\lambda ^2)/(1x)]}}`$
$`=`$ $`{\displaystyle \frac{Me^2}{4\pi ^2}}{\displaystyle _0^1}𝑑\alpha {\displaystyle _0^1}𝑑x{\displaystyle \frac{x(mxM)}{\alpha (1\alpha )\frac{x}{1x}\stackrel{}{q}_{}^2M^2+\frac{m^2}{x}+\frac{\lambda ^2}{1x}}}.`$
The total contribution for general momentum transfer is
$`B(q^2)=B_\mathrm{f}(q^2)+B_\mathrm{b}(q^2)`$
$`=`$ $`4Me^2{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}\frac{(mxM)}{(1x)}}`$
$`\times \{{\displaystyle \frac{1}{[M^2((\stackrel{}{k}_{}+(1x)\stackrel{}{q}_{})^2+m^2)/x((\stackrel{}{k}_{}+(1x)\stackrel{}{q}_{})^2+\lambda ^2)/(1x)]}}`$
$`{\displaystyle \frac{1}{[M^2((\stackrel{}{k}_{}x\stackrel{}{q}_{})^2+m^2)/x((\stackrel{}{k}_{}x\stackrel{}{q}_{})^2+\lambda ^2)/(1x)]}}\}`$
$`\times {\displaystyle \frac{1}{[M^2(\stackrel{}{k}_{}^2+m^2)/x(\stackrel{}{k}_{}^2+\lambda ^2)/(1x)]}}`$
$`=`$ $`{\displaystyle \frac{Me^2}{4\pi ^2}}{\displaystyle _0^1}𝑑\alpha {\displaystyle _0^1}𝑑xx(mxM)`$
$`\times \left({\displaystyle \frac{1}{\alpha (1\alpha )\frac{1x}{x}\stackrel{}{q}_{}^2M^2+\frac{m^2}{x}+\frac{\lambda ^2}{1x}}}{\displaystyle \frac{1}{\alpha (1\alpha )\frac{x}{1x}\stackrel{}{q}_{}^2M^2+\frac{m^2}{x}+\frac{\lambda ^2}{1x}}}\right).`$
This is the analog of the Pauli form factor for a physical electron scattering in a gravitational field and in general is not zero. However at zero momentum transfer
$$B(0)=B_\mathrm{f}(0)+B_\mathrm{b}(0)=0,$$
(40)
in agreement with classical arguments based on the equivalence principle and conservation of the energy momentum tensor.
The helicity-flip electromagnetic and gravitational form factors for the fluctuations of the electron at one-loop are illustrated in Fig. 1. The cancellation of the sum of graviton couplings $`B(q^2)`$ to the constituents at $`q^2=0`$ is evident.
(a) Helicity-flip Pauli form factor $`F_2(q^2)`$ in QED. Notice that $`F_2(0)=1/2`$.
(b) Helicity-flip form factor $`B_b(q^2)`$ of the graviton coupling to the boson (photon) constituent of the electron at one-loop order in QED. Notice that $`B_b(0)=1/3`$.
(c) Helicity-flip fermion form factor $`B_f(q^2)`$ of the graviton coupling to the fermion constituent at one-loop order in QED. Notice that $`B_f(0)=1/3`$, and thus $`B_f(0)+B_b(0)=0.`$
(d) Helicity-flip Pauli form factor $`F_2(q^2)`$ in the Yukawa theory. Notice that in this case $`F_2(0)=3/4`$.
(e) Helicity-flip form factor $`B_b(q^2)`$ of the graviton coupling to the boson at one-loop order in the Yukawa theory. Notice that $`B_b(0)=5/12`$.
(f) Helicity-flip fermion form factor $`B_f(q^2)`$ of the graviton coupling to the fermion constituent at one-loop order in the Yukawa theory. Notice that $`B_f(0)=5/12`$, and thus $`B_f(0)+B_b(0)=0.`$
Figure 1: Helicity-flip electromagnetic and gravitational form factors for spacelike $`q^2=Q^2<0`$ from the quantum fluctuations of a fermion at one-loop order in units of $`\alpha /\pi `$ for QED and $`g^2/4\pi ^2`$ for the Yukawa theory. The fermion constituent mass is taken as $`m_f=M`$. The boson constituent is massless.
In section 5 we shall prove that the anomalous gravitomagnetic moment $`B(0)=B_\mathrm{f}(0)+B_\mathrm{b}(0)`$ is identically zero for arbitrary composite systems in quantum field theory. The proof follows from the Lorentz covariance of the light-cone wavefunction and applies to the contribution of each individual Fock component.
## 4 The Light-Cone Fock State Decomposition and Spin Structure of Composite Fermions in Yukawa Theory
As a second example, we shall consider an effectively composite system composed of a fermion and a neutral scalar based on the one-loop quantum fluctuations of this theory. The light-cone wavefunctions describe off-shell particles but are computable explicitly from perturbation theory. We consider the Yukawa Lagrangian
$``$ $`=`$ $`{\displaystyle \frac{i}{2}}[\overline{\psi }\gamma ^\mu (_\mu \psi )(_\mu \overline{\psi })\gamma ^\mu \psi ]m\overline{\psi }\psi `$
$`+`$ $`{\displaystyle \frac{1}{2}}(^\mu \varphi )(_\mu \varphi ){\displaystyle \frac{1}{2}}\lambda ^2\varphi \varphi +g\varphi \overline{\psi }\psi ,`$
and the corresponding energy-momentum tensor is given by
$$T^{\mu \nu }=\frac{i}{2}[\overline{\psi }\gamma ^\mu \stackrel{}{}{}_{}{}^{\nu }\psi \overline{\psi }\gamma ^\mu \stackrel{}{}{}_{}{}^{\nu }\psi ]+(^\mu \varphi )(^\nu \varphi )g^{\mu \nu },$$
(42)
which is conserved.
The $`J^z=+\frac{1}{2}`$ two-particle Fock state is given by
$`|\mathrm{\Psi }_{\mathrm{two}\mathrm{particle}}^{}(P^+,\stackrel{}{P}_{}=\stackrel{}{0}_{})`$
$`=`$ $`{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{\sqrt{x(1x)}16\pi ^3}\left[\psi _{+\frac{1}{2}}^{}(x,\stackrel{}{k}_{})|+\frac{1}{2};xP^+,\stackrel{}{k}_{}+\psi _{\frac{1}{2}}^{}(x,\stackrel{}{k}_{})|\frac{1}{2};xP^+,\stackrel{}{k}_{}\right]},`$
where
$$\{\begin{array}{c}\psi _{+\frac{1}{2}}^{}(x,\stackrel{}{k}_{})=(M+\frac{m}{x})\phi ,\hfill \\ \psi _{\frac{1}{2}}^{}(x,\stackrel{}{k}_{})=\frac{(+k^1+\mathrm{i}k^2)}{x}\phi .\hfill \end{array}$$
(44)
The scalar part of the wavefunction $`\phi `$ is given in Eq. (22) with $`e`$ replaced by $`g`$. The normalization of the Fock states is as in (2).
Similarly, the $`J^z=\frac{1}{2}`$ two-particle Fock state is given by
$`|\mathrm{\Psi }_{\mathrm{two}\mathrm{particle}}^{}(P^+,\stackrel{}{P}_{}=\stackrel{}{0}_{})`$
$`=`$ $`{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{\sqrt{x(1x)}16\pi ^3}\left[\psi _{+\frac{1}{2}}^{}(x,\stackrel{}{k}_{})|+\frac{1}{2};xP^+,\stackrel{}{k}_{}+\psi _{\frac{1}{2}}^{}(x,\stackrel{}{k}_{})|\frac{1}{2};xP^+,\stackrel{}{k}_{}\right]},`$
where
$$\{\begin{array}{c}\psi _{+\frac{1}{2}}^{}(x,\stackrel{}{k}_{})=\frac{(+k^1\mathrm{i}k^2)}{x}\phi ,\hfill \\ \psi _{\frac{1}{2}}^{}(x,\stackrel{}{k}_{})=(M+\frac{m}{x})\phi .\hfill \end{array}$$
(46)
In (44) and (46) we have generalized the framework of the Yukawa theory by assigning a mass $`M`$ to the external electrons, but a different mass $`m`$ to the internal electron lines and a mass $`\lambda `$ to the internal boson line . The idea behind this is to model the structure of a composite fermion state with mass $`M`$ by a fermion and a boson constituent with respective masses $`m`$ and $`\lambda `$.
Using Eqs. (5) and (4) we have
$$F_1(q^2)=Z+\frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}\left[\psi _{+\frac{1}{2}}^{}(x,\stackrel{}{k}_{}^{}{}_{}{}^{})\psi _{+\frac{1}{2}}^{}(x,\stackrel{}{k}_{})+\psi _{\frac{1}{2}}^{}(x,\stackrel{}{k}_{}^{}{}_{}{}^{})\psi _{\frac{1}{2}}^{}(x,\stackrel{}{k}_{})\right],$$
(47)
where $`\stackrel{}{k}_{}^{}{}_{}{}^{}`$ is given in Eq. (27). At zero momentum transfer
$$F_1(0)=Z+\frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}\left[\psi _{+\frac{1}{2}}^{}(x,\stackrel{}{k}_{})\psi _{+\frac{1}{2}}^{}(x,\stackrel{}{k}_{})+\psi _{\frac{1}{2}}^{}(x,\stackrel{}{k}_{})\psi _{\frac{1}{2}}^{}(x,\stackrel{}{k}_{})\right],$$
(48)
where the renormalization constant $`Z`$ in light-cone gauge is given, using Pauli-Villars regularization, by
$`Z=1`$ $``$ $`{\displaystyle \frac{1}{4\pi }}({\displaystyle \frac{g^2}{4\pi }}){\displaystyle _0^1}dx[(1x)\mathrm{ln}{\displaystyle \frac{M^2+\frac{m^2}{x}+\frac{\mathrm{\Lambda }^2}{1x}}{M^2+\frac{m^2}{x}+\frac{\lambda ^2}{1x}}}`$ (49)
$`+{\displaystyle \frac{(xM+m)^2}{x}}({\displaystyle \frac{1}{M^2+\frac{m^2}{x}+\frac{\mathrm{\Lambda }^2}{1x}}}+{\displaystyle \frac{1}{M^2+\frac{m^2}{x}+\frac{\lambda ^2}{1x}}})].`$
The Pauli form factor is obtained from the spin-flip matrix element of the $`J^+`$ current. From Eqs. (5), (4) and (4) we have
$`F_2(q^2)`$ $`=`$ $`{\displaystyle \frac{2M}{(q^1\mathrm{i}q^2)}}{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}\left[\psi _{+\frac{1}{2}}^{}(x,\stackrel{}{k}_{}^{}{}_{}{}^{})\psi _{+\frac{1}{2}}^{}(x,\stackrel{}{k}_{})+\psi _{\frac{1}{2}}^{}(x,\stackrel{}{k}_{}^{}{}_{}{}^{})\psi _{\frac{1}{2}}^{}(x,\stackrel{}{k}_{})\right]}`$ (50)
$`=`$ $`2M{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}\frac{(1x)(m+Mx)}{x^2}\phi (x,\stackrel{}{k}_{}^{}{}_{}{}^{}){}_{}{}^{}\phi (x,\stackrel{}{k}_{})}`$
$`=`$ $`2Mg^2{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}\frac{(m+xM)}{x^2}}`$
$`\times {\displaystyle \frac{1}{[M^2((\stackrel{}{k}_{}+(1x)\stackrel{}{q}_{})^2+m^2)/x((\stackrel{}{k}_{}+(1x)\stackrel{}{q}_{})^2+\lambda ^2)/(1x)]}}`$
$`\times {\displaystyle \frac{1}{[M^2(\stackrel{}{k}_{}^2+m^2)/x(\stackrel{}{k}_{}^2+\lambda ^2)/(1x)]}}`$
$`=`$ $`{\displaystyle \frac{Mg^2}{8\pi ^2}}{\displaystyle _0^1}𝑑\alpha {\displaystyle _0^1}𝑑x{\displaystyle \frac{\frac{1x}{x}(m+xM)}{\alpha (1\alpha )\frac{1x}{x}\stackrel{}{q}_{}^2M^2+\frac{m^2}{x}+\frac{\lambda ^2}{1x}}}.`$
The anomalous moment is obtained in the limit of zero momentum transfer,
$`F_2(0)`$ $`=`$ $`2Mg^2{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}\frac{(m+xM)}{x^2}\frac{1}{[M^2(\stackrel{}{k}_{}^2+m^2)/x(\stackrel{}{k}_{}^2+\lambda ^2)/(1x)]^2}}`$ (51)
$`=`$ $`{\displaystyle \frac{Mg^2}{8\pi ^2}}{\displaystyle _0^1}𝑑x{\displaystyle \frac{\frac{1x}{x}(m+xM)}{M^2+\frac{m^2}{x}+\frac{\lambda ^2}{1x}}}.`$
The individual contributions of the fermion and boson fields to the energy-momentum form factors in the Yukawa model are given by
$`A_\mathrm{f}(q^2)`$ $`=`$ $`\mathrm{\Psi }^{}(P^+,\stackrel{}{P}_{}=\stackrel{}{q}_{})\left|x\right|\mathrm{\Psi }^{}(P^+,\stackrel{}{P}_{}=\stackrel{}{0}_{})`$
$`=`$ $`{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}x\left[\psi _{+\frac{1}{2}}^{}(x,\stackrel{}{k}_{}^{}{}_{}{}^{})\psi _{+\frac{1}{2}}^{}(x,\stackrel{}{k}_{})+\psi _{\frac{1}{2}}^{}(x,\stackrel{}{k}_{}^{}{}_{}{}^{})\psi _{\frac{1}{2}}^{}(x,\stackrel{}{k}_{})\right]},`$
where $`\stackrel{}{k}_{}^{}{}_{}{}^{}=\stackrel{}{k}_{}+(1x)\stackrel{}{q}_{},`$ and
$`A_\mathrm{b}(q^2)`$ $`=`$ $`\mathrm{\Psi }^{}(P^+,\stackrel{}{P}_{}=\stackrel{}{q}_{})\left|(1x)\right|\mathrm{\Psi }^{}(P^+,\stackrel{}{P}_{}=\stackrel{}{0}_{})`$
$`=`$ $`{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}(1x)\left[\psi _{+\frac{1}{2}}^{}(x,\stackrel{}{k}_{}^{\prime \prime }{}_{}{}^{})\psi _{+\frac{1}{2}}^{}(x,\stackrel{}{k}_{})+\psi _{\frac{1}{2}}^{}(x,\stackrel{}{k}_{}^{\prime \prime }{}_{}{}^{})\psi _{\frac{1}{2}}^{}(x,\stackrel{}{k}_{})\right]},`$
where in this case $`\stackrel{}{k}_{}^{\prime \prime }{}_{}{}^{}=\stackrel{}{k}_{}x\stackrel{}{q}_{}.`$ Note that again
$$A_\mathrm{f}(0)+A_\mathrm{b}(0)=F_1(0)=1,$$
(54)
which corresponds to the momentum sum rule.
The fermion and boson contributions to the spin-flip matter form factor are
$`B_\mathrm{f}(q^2)`$ $`=`$ $`{\displaystyle \frac{2M}{(q^1\mathrm{i}q^2)}}{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}x}`$ (55)
$`\times \left[\psi _{+\frac{1}{2}}^{}(x,\stackrel{}{k}_{}^{}{}_{}{}^{})\psi _{+\frac{1}{2}}^{}(x,\stackrel{}{k}_{})+\psi _{\frac{1}{2}}^{}(x,\stackrel{}{k}_{}^{}{}_{}{}^{})\psi _{\frac{1}{2}}^{}(x,\stackrel{}{k}_{})\right]`$
$`=`$ $`2M{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}\frac{(1x)(m+Mx)}{x}\phi (x,\stackrel{}{k}_{}^{}{}_{}{}^{}){}_{}{}^{}\phi (x,\stackrel{}{k}_{})}`$
$`=`$ $`2Mg^2{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}\frac{(m+xM)}{x}}`$
$`\times {\displaystyle \frac{1}{[M^2((\stackrel{}{k}_{}+(1x)\stackrel{}{q}_{})^2+m^2)/x((\stackrel{}{k}_{}+(1x)\stackrel{}{q}_{})^2+\lambda ^2)/(1x)]}}`$
$`\times {\displaystyle \frac{1}{[M^2(\stackrel{}{k}_{}^2+m^2)/x(\stackrel{}{k}_{}^2+\lambda ^2)/(1x)]}}`$
$`=`$ $`{\displaystyle \frac{Mg^2}{8\pi ^2}}{\displaystyle _0^1}𝑑\alpha {\displaystyle _0^1}𝑑x{\displaystyle \frac{(1x)(m+xM)}{\alpha (1\alpha )\frac{1x}{x}\stackrel{}{q}_{}^2M^2+\frac{m^2}{x}+\frac{\lambda ^2}{1x}}}.`$
and
$`B_\mathrm{b}(q^2)`$ $`=`$ $`{\displaystyle \frac{2M}{(q^1\mathrm{i}q^2)}}{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}(1x)}`$ (56)
$`\times \left[\psi _{+\frac{1}{2}1}^{}(x,\stackrel{}{k}_{}^{}{}_{}{}^{})\psi _{+\frac{1}{2}1}^{}(x,\stackrel{}{k}_{})+\psi _{\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{}^{}{}_{}{}^{})\psi _{\frac{1}{2}+1}^{}(x,\stackrel{}{k}_{})\right]`$
$`=`$ $`2M{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}\frac{(1x)(m+Mx)}{x}\phi (x,\stackrel{}{k}_{}^{\prime \prime }{}_{}{}^{}){}_{}{}^{}\phi (x,\stackrel{}{k}_{})}`$
$`=`$ $`2Mg^2{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}\frac{(m+xM)}{x}}`$
$`\times {\displaystyle \frac{1}{[M^2((\stackrel{}{k}_{}x\stackrel{}{q}_{})^2+m^2)/x((\stackrel{}{k}_{}x\stackrel{}{q}_{})^2+\lambda ^2)/(1x)]}}`$
$`\times {\displaystyle \frac{1}{[M^2(\stackrel{}{k}_{}^2+m^2)/x(\stackrel{}{k}_{}^2+\lambda ^2)/(1x)]}}`$
$`=`$ $`{\displaystyle \frac{Mg^2}{8\pi ^2}}{\displaystyle _0^1}𝑑\alpha {\displaystyle _0^1}𝑑x{\displaystyle \frac{(1x)(m+xM)}{\alpha (1\alpha )\frac{x}{1x}\stackrel{}{q}_{}^2M^2+\frac{m^2}{x}+\frac{\lambda ^2}{1x}}}.`$
The total contribution from the fermion and boson constituents is
$`B(q^2)=B_\mathrm{f}(q^2)+B_\mathrm{b}(q^2)`$
$`=`$ $`2Mg^2{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}\frac{(m+xM)}{x}}`$
$`\times \{{\displaystyle \frac{1}{[M^2((\stackrel{}{k}_{}+(1x)\stackrel{}{q}_{})^2+m^2)/x((\stackrel{}{k}_{}+(1x)\stackrel{}{q}_{})^2+\lambda ^2)/(1x)]}}`$
$`{\displaystyle \frac{1}{[M^2((\stackrel{}{k}_{}x\stackrel{}{q}_{})^2+m^2)/x((\stackrel{}{k}_{}x\stackrel{}{q}_{})^2+\lambda ^2)/(1x)]}}\}`$
$`\times {\displaystyle \frac{1}{[M^2(\stackrel{}{k}_{}^2+m^2)/x(\stackrel{}{k}_{}^2+\lambda ^2)/(1x)]}}`$
$`=`$ $`{\displaystyle \frac{Mg^2}{8\pi ^2}}{\displaystyle _0^1}𝑑\alpha {\displaystyle _0^1}𝑑x(1x)(m+xM)`$
$`\times \left({\displaystyle \frac{1}{\alpha (1\alpha )\frac{1x}{x}\stackrel{}{q}_{}^2M^2+\frac{m^2}{x}+\frac{\lambda ^2}{1x}}}{\displaystyle \frac{1}{\alpha (1\alpha )\frac{x}{1x}\stackrel{}{q}_{}^2M^2+\frac{m^2}{x}+\frac{\lambda ^2}{1x}}}\right).`$
At zero momentum transfer
$$B(0)=B_\mathrm{f}(0)+B_\mathrm{b}(0)=0,$$
(58)
which is another example of the vanishing of the anomalous gravitomagnetic moment. \[See also Fig. 1(e) + Fig. 1(f).\] The general proof that $`B(0)=0`$ for any system is given in the next section. Note that $`B(Q^2)`$ does not vanish for nonzero momentum transfer.
## 5 The Anomalous Gravitomagnetic Moment for Composite Systems
In this section we shall show that the anomalous gravitomagnetic moment $`B(0)`$ always vanishes for each contributing Fock state of a general composite system. In order to calculate $`B(0)`$ using Eq. (14), we need to consider a non-forward amplitude. The internal momentum variables for the final state wavefunction are given by Eqs. (10) and (11). The subscripts of $`x_i`$ and $`\stackrel{}{k}_i`$ label constituent particles, the superscripts of $`q_{}^1`$, $`k_{}^1`$, and $`k_{}^2`$ label the Lorentz indices, and the subscript $`a`$ in $`\psi _a`$ indicates the contributing Fock state. The essential ingredient is the Lorentz property of the light-cone wavefunctions.
It is important to identify the $`n1`$ independent relative momenta of the $`n`$-particle Fock state.
$`{\displaystyle \frac{B(0)}{2M}}=\underset{q_{}^10}{lim}{\displaystyle \frac{}{q_{}^1}}P+q,\left|{\displaystyle \frac{T^{++}(0)}{2(P^+)^2}}\right|P,`$
$`=`$ $`\underset{q_{}^10}{lim}{\displaystyle \frac{}{q_{}^1}}\mathrm{\Psi }^{}(P^+=1,\stackrel{}{P}_{}=\stackrel{}{q}_{}))\left|{\displaystyle \frac{T^{++}(0)}{2(P^+)^2}}\right|\mathrm{\Psi }^{}(P^+=1,\stackrel{}{P}_{}=\stackrel{}{0}_{})`$
$`=`$ $`\underset{q_{}^10}{lim}{\displaystyle \frac{}{q_{}^1}}{\displaystyle \underset{a}{}}{\displaystyle }{\displaystyle \underset{k=1}{\overset{n1}{}}}{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_k\mathrm{d}x_k}{16\pi ^3}}\psi _a^{}(x_1,x_2,\mathrm{},x_{n1},(1x_1x_2\mathrm{}x_{n1}),`$
$`\stackrel{}{k}_1^{},\stackrel{}{k}_2^{},\mathrm{},\stackrel{}{k}_{n1}^{},(\stackrel{}{k}_1^{}\stackrel{}{k}_2^{}\mathrm{}\stackrel{}{k}_{n1}^{}))`$
$`\times `$ $`\left[{\displaystyle \underset{i=1}{\overset{n1}{}}}x_i+(1x_1x_2\mathrm{}x_{n1})\right]`$
$`\times `$ $`\psi _a^{}(x_1,x_2,\mathrm{},x_{n1},(1x_1x_2\mathrm{}x_{n1}),`$
$`\stackrel{}{k}_1,\stackrel{}{k}_2,\mathrm{},\stackrel{}{k}_{n1},(\stackrel{}{k}_1\stackrel{}{k}_2\mathrm{}\stackrel{}{k}_{n1})).`$
Using integration by parts,
$`{\displaystyle \frac{B_a(0)}{2M}}=`$
$`=`$ $`{\displaystyle }{\displaystyle \underset{k=1}{\overset{n1}{}}}{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_k\mathrm{d}x_k}{16\pi ^3}}\psi _a^{}(x_1,x_2,\mathrm{},x_{n1},(1x_1x_2\mathrm{}x_{n1}),`$
$`\stackrel{}{k}_1,\stackrel{}{k}_2,\mathrm{},\stackrel{}{k}_{n1},(\stackrel{}{k}_1\stackrel{}{k}_2\mathrm{}\stackrel{}{k}_{n1}))`$
$`\times `$ $`\left[{\displaystyle \underset{i=1}{\overset{n1}{}}}x_i\left((1+x_i){\displaystyle \frac{}{k_i^1}}+{\displaystyle \underset{ji}{\overset{n1}{}}}x_j{\displaystyle \frac{}{k_j^1}}\right)+(1x_1x_2\mathrm{}x_{n1}){\displaystyle \underset{j=1}{\overset{n1}{}}}x_j{\displaystyle \frac{}{k_j^1}}\right]`$
$`\times `$ $`\psi _a^{}(x_1,x_2,\mathrm{},x_{n1},(1x_1x_2\mathrm{}x_{n1}),`$
$`\stackrel{}{k}_1,\stackrel{}{k}_2,\mathrm{},\stackrel{}{k}_{n1},(\stackrel{}{k}_1\stackrel{}{k}_2\mathrm{}\stackrel{}{k}_{n1}))`$
$`=`$ $`{\displaystyle }{\displaystyle \underset{k=1}{\overset{n1}{}}}{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_k\mathrm{d}x_k}{16\pi ^3}}\psi _a^{}(x_1,x_2,\mathrm{},x_{n1},(1x_1x_2\mathrm{}x_{n1}),`$
$`\stackrel{}{k}_1,\stackrel{}{k}_2,\mathrm{},\stackrel{}{k}_{n1},(\stackrel{}{k}_1\stackrel{}{k}_2\mathrm{}\stackrel{}{k}_{n1}))`$
$`\times `$ $`\left[{\displaystyle \underset{i=1}{\overset{n1}{}}}\left(1+{\displaystyle \underset{j=1}{\overset{n1}{}}}x_j+(1x_1x_2\mathrm{}x_{n1})\right)x_i{\displaystyle \frac{}{k_i^1}}\right]`$
$`\times `$ $`\psi _a^{}(x_1,x_2,\mathrm{},x_{n1},(1x_1x_2\mathrm{}x_{n1}),`$
$`\stackrel{}{k}_1,\stackrel{}{k}_2,\mathrm{},\stackrel{}{k}_{n1},(\stackrel{}{k}_1\stackrel{}{k}_2\mathrm{}\stackrel{}{k}_{n1}))`$
$`=`$ $`0.`$
Thus the contribution $`B_a(0)`$ from each contributing Fock state $`a`$ to the total anomalous gravitomagnetic moment $`B(0)`$ vanishes separately.
## 6 The Perturbative Models as a Template for a Composite System
We can use the structure of the one-loop QED and Yukawa calculations with general values for $`M`$, $`m`$, and $`\lambda `$, to represent a spin-$`\frac{1}{2}`$ system composed of a fermion and a spin-1 or spin-0 boson. Such a model describes an effectively composite system with no bare one-particle Fock state. We can also generalize the functional form of the momentum space wavefunction $`\phi (x,\stackrel{}{k}_{})`$ by introducing a spectrum of vector bosons satisfying the generalized Pauli-Villars spectral conditions
$$𝑑\lambda ^2\lambda ^{2N}\rho (\lambda ^2)=0,N=0,1,\mathrm{}.$$
(61)
For example, we can simulate a proton as a bound state of a quark and diquark , using spin-0, spin-1 diquarks, or a linear superposition of the two states. The model can be made to match the power-law fall-off of the hadron form factors predicted in perturbative QCD by the choice of sum rule conditions on the Pauli-Villars spectra.. The light-cone framework of the model resembles that of the covariant parton model of Landshoff, Polkinghorne and Short , in which the power behavior of the spectral integral at high masses corresponds to the Regge behavior of the deep inelastic structure functions. Although the model is based on just two Fock constituents, it is relativistic and satisfies self-consistency conditions such as in the point-like limit where $`R^2M^20`$, the anomalous moment vanishes. The light-cone formalism also properly incorporates Wigner boosts. Thus this model of composite systems can serve as a useful theoretical laboratory to interrelate hadronic properties and check the consistency of formulae proposed for the study of hadron substructure.
## 7 Spin and Orbital Angular Momentum Composition of Light-Cone Wavefunctions
In general the light-cone wavefunctions satisfy conservation of the $`z`$ projection of angular momentum:
$$J^z=\underset{i=1}{\overset{n}{}}s_i^z+\underset{j=1}{\overset{n1}{}}l_j^z.$$
(62)
The sum over $`s_i^z`$ represents the contribution of the intrinsic spins of the $`n`$ Fock state constituents. The sum over orbital angular momenta $`l_j^z=\mathrm{i}(k_j^1\frac{}{k_j^2}k_j^2\frac{}{k_j^1})`$ derives from the $`n1`$ relative momenta. This excludes the contribution to the orbital angular momentum due to the motion of the center of mass, which is not an intrinsic property of the hadron.
We can see how the angular momentum sum rule Eq. (62) is satisfied for the wavefunctions Eqs. (3) and (3) of the QED model system of two-particle Fock states. In Table 1 we list the fermion constituent’s light-cone spin projection $`s_\mathrm{f}^z=\frac{1}{2}\lambda _\mathrm{f}`$, the boson constituent spin projection $`s_\mathrm{b}^z=\lambda _\mathrm{b}`$, and the relative orbital angular momentum $`l^z`$ for each contributing configuration of the QED model system wavefunction.
Table 1 is derived by calculating the matrix elements of the light-cone helicity operator $`\gamma ^+\gamma ^5`$ and the relative orbital angular momentum operator $`\mathrm{i}(k^1\frac{}{k^2}k^2\frac{}{k^1})`$ in the light-cone representation. Each configuration satisfies the spin sum rule: $`J^z=s_\mathrm{f}^z+s_\mathrm{b}^z+l^z`$.
For a better understanding of Table 1, we look at the non-relativistic and ultra-relativistic limits. At the non-relativistic limit, the transversal motions of the constituent can be neglected and we have only the $`|+\frac{1}{2}|\frac{1}{2}+1`$ configuration which is the non-relativistic quantum state for the spin-half system composed of a fermion and a spin-1 boson constituents. The fermion constituent has spin projection in the opposite direction to the spin $`J^z`$ of the whole system. However, for ultra-relativistic binding in which the transversal motions of the constituents are large compared to the fermion masses, the $`|+\frac{1}{2}|+\frac{1}{2}+1`$ and $`|+\frac{1}{2}|+\frac{1}{2}1`$ configurations dominate over the $`|+\frac{1}{2}|\frac{1}{2}+1`$ configuration. In this case the fermion constituent has spin projection parallel to $`J^z`$.
The corresponding spin content in the Yukawa theory is given in Table 2. In this case, the non-relativistic fermion’s spin projection is aligned with the total $`J^z`$, and it is anti-aligned in the ultra-relativistic limit. The distinct features of spin structure in the non-relativistic and ultra-relativistic limits reveals the importance of relativistic effects and supports the viewpoint that the proton “spin puzzle” can be understood as due to the relativistic motion of quarks inside the nucleon. In particular, the spin projection of the relativistic constituent quark tends to be anti-aligned with the proton spin in a quark-diquark bound state if the diquark has spin 0. The state with orbital angular momentum $`l^z=\pm 1`$ in fact dominates over the states with $`l^z=0.`$ Thus the empirical fact that $`\mathrm{\Delta }q`$ is small in the proton has a natural description in the light-cone Fock representation of hadrons.
The explicit formulas for the quark spin distributions $`\mathrm{\Delta }q(x,\mathrm{\Lambda }^2)`$ in the quark-diquark models can be immediately obtained for the spin-1 diquark model from Eqs. (3) and (21):
$`\mathrm{\Delta }q(x,\mathrm{\Lambda }^2)_{\mathrm{spin}1\mathrm{diquark}}`$
$`=`$ $`{\displaystyle \frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}\theta (\mathrm{\Lambda }^2^2)2\left[\frac{\stackrel{}{k}_{}^2}{x^2(1x)^2}+\frac{\stackrel{}{k}_{}^2}{(1x)^2}(M\frac{m}{x})^2\right]|\phi |^2},`$
and for the spin-0 diquark model from Eqs. (4) and (44):
$$\mathrm{\Delta }q(x,\mathrm{\Lambda }^2)_{\mathrm{spin}0\mathrm{diquark}}=\frac{\mathrm{d}^2\stackrel{}{k}_{}\mathrm{d}x}{16\pi ^3}\theta (\mathrm{\Lambda }^2^2)\left[(M+\frac{m}{x})^2\frac{\stackrel{}{k}_{}^2}{x^2}\right]|\phi |^2,$$
(64)
where we have regulated the integral by assuming a cutoff in the invariant mass: $`^2=_i\frac{\stackrel{}{k}_i^2+m_i^2}{x_i}<\mathrm{\Lambda }^2.`$ Again, one sees the transition of $`\mathrm{\Delta }q`$ from the nonrelativistic to relativistic limit. In the spin-0 diquark model $`\mathrm{\Delta }q=1`$ in the nonrelativistic limit, and decreases toward $`\mathrm{\Delta }q=1`$ as the intrinsic transverse momentum increases. The behavior is just opposite in the case of the spin-1 diquark.
## 8 Conclusions
The LC wavefunctions $`\psi _{n/H}(x_i,\stackrel{}{k}_i,\lambda _i)`$ provide a general representation of a relativistic composite system. They are universal, process independent, and control all hadronic reactions. In this paper we have constructed explicit models which are simple but yet are completely relativistic, preserve all of the Lorentz properties of a composite system of quantum field theory. Because of this explicit realization we can see how different hadronic phenomena can be interrelated. For example, the matrix elements of local operators such as the electromagnetic current, the energy momentum tensor, angular momentum, and the moments of structure functions have exact representations in terms of light-cone Fock state wavefunctions of bound states such as hadrons. We have shown that each Fock state of a composite system satisfies $`J_z`$ conservation, component by component. We have emphasized that the correct expression for the orbital angular momentum $`l^z`$ involves a sum over $`n1`$ relative momentum contributions for a Fock state with $`n`$ constituents.
We have illustrated these properties by examining the explicit form of the light-cone wavefunctions for the two-particle Fock state of the electron in QED, thus connecting the Schwinger anomalous magnetic moment to the spin and orbital momentum carried by its Fock state constituents. We have also computed the QED one-loop radiative corrections for the form factors for the graviton coupling to the electron and photon. The one-loop model provides a transparent basis for understanding the structure of relativistic composite systems and their matrix elements in hadronic physics. Although the underlying model is derived from elementary QED perturbative couplings, it in fact can be used to model much more general bound state systems by applying spectral integration over the constituent masses while preserving all of the Lorentz properties.
We thus have obtained a theoretical laboratory to test the consistency of formulae which have been proposed to probe the spin structure of hadrons. For example, we have computed the quark spin distributions $`\mathrm{\Delta }q(x,\mathrm{\Lambda }^2)`$ in quark-diquark models. In particular, the spin projection of the relativistic constituent quark tends to be anti-aligned with the proton spin in a quark-diquark bound state if the diquark has spin 0. The empirical fact that $`\mathrm{\Delta }q`$ is small in the proton thus has a natural description in the light-cone Fock representation of a relativistic bound state.
We have also given general exact expressions for the matrix elements of the electromagnetic, electroweak, and graviton couplings for operators for arbitrary composite systems, giving explicit realization of the spin sum rules and other local matrix elements in terms of the light-cone Fock state wavefunctions.
Finally, we have given a general proof demonstrating that the anomalous gravitomagnetic moment $`B(0)`$ for gravitons coupling to matter vanishes identically for any composite system. At one loop order in QED, we can see the explicit cancellation of the graviton coupling to the lepton and photon. In fact we have shown that this remarkable property holds generally for any composite or elementary system at all orders directly from the Lorentz boost properties of the light-cone Fock representation. |
warning/0003/cond-mat0003489.html | ar5iv | text | # Magnetic dilution in the geometrically frustrated SrCr9pGa12-9pO19 and the role of local dynamics: a 𝜇SR study
## Abstract
We investigate the spin dynamics of SrCr<sub>9p</sub>Ga<sub>12-9p</sub>O<sub>19</sub> for $`p`$ below and above the percolation threshold $`p_c`$ using muon spin relaxation. Our major findings are: (I) At $`T0`$ the relaxation rate is $`T`$ independent and $`p^3`$, (II) the slowing down of spin fluctuation is activated with an energy $`U`$ which is also a linear function of $`p^3`$ and $`lim_{p0}U=8`$ K; this energy scale could stem only from a single ion anisotropy, and (III) the $`p`$ dependence of the dynamical properties is identical below and above $`p_c`$, indicating that they are controlled by local excitation.
The SrCr<sub>9p</sub>Ga<sub>12-9p</sub>O<sub>19</sub> \[SCGO($`p`$)\] compound has been intensely studied experimentally in recent years, as it is believed to be a model compound for a “super-degenerate” antiferromagnet . By “super-degenerate” we mean that the classical ground state energy is invariant under a local rotation of a small number of spins, a symmetry which leads to local zero energy excitations in addition to the more common collective ones. One of the open questions in this area of research is which type of excitations will dominate in low temperatures. To date, this question was addressed only theoretically in two of the most famous super-degenerate magnets, the kagomé and the pyrochlore , where it was found that the dynamical properties are mostly controlled by the local excitations. Here we examine this question experimentally. We do so by measuring muon spin relaxation ($`\mu `$SR) rates as a function of temperature $`T`$, magnetic field $`H`$, and, most importantly, magnetic ion concentration $`p`$ above and below the percolation threshold $`p_c`$. Our major finding is that the dynamical properties of the system are impartial to $`p_c`$, suggesting that they could not emerge from a collective phenomenon.
Unexpectedly, our measurements also lead us to another finding regarding the spin Hamiltonian in SCGO. For long it was suspected that this Hamiltonian must contain terms other than the Heisenberg one. This is because SCGO shows spin glass like effect in susceptibility experiments, such as a cusp at a temperature $`T_f4p`$ K , and a hysteresis between the field cooled (FC) and zero field cooled (ZFC) measurements. Neither of these could be understood in terms of Heisenberg spins on kagomé or pyrochlore lattices . Our data indicate the presence of a single ion anisotropy with an energy scale of $`8`$ K which might be the origin of the susceptibility effects.
Our samples were prepared by solid state reaction at 1350C from the stoichiometric mixtures of Cr<sub>2</sub>O<sub>3</sub>, Ga<sub>2</sub>O<sub>3</sub> and SrCO<sub>3</sub>. X-ray examination revealed the absence of foreign phase in the prepared samples and a slight smooth lattice expansion as $`p`$ is decreased. Our intention was to have $`p`$ values both above and below the $`p_c`$ of the lattice. However, there is a controversy whether SCGO represents a kagomé lattice or a pyrochlore-slab . The $`p_c`$ for the kagomé lattice is $`0.6527`$ and for a pyrochlore-slab is not known. Nevertheless, the Curie-Weiss temperature $`\mathrm{\Theta }_{\text{cw}}`$ in SCGO($`p`$) is a linear function of $`p`$ with a slope which is different below and above $`p=0.61(5)`$ , in agreement with $`p_c`$ for the kagomé lattice. Therefore we assume that $`p_c=0.6527`$ and prepare samples with $`p`$ in the range $`0.39`$ to $`0.89`$. The value of $`p`$’s in our samples is determined from their Curie constant. This method was found to be in agreement with the stoichiometric ratio in the sample preparation, the Curie-Weiss temperature, and $`T_f`$ (when measurable) .
Our $`\mu `$SR experiments were done in both TRIUMF and ISIS. In these experiments one follows the time evolution of the spin polarization $`P_z(t)`$ of a muon implanted in a sample, through the asymmetry $`A(t)P_z(t)`$ in the positron emission of the muon decay. In addition, an external field $`H`$ is applied along the initial muon spin (longitudinal) direction which defines the $`𝐳`$ axis. $`A(t)`$ for three different samples at base temperature and $`H=100`$ G is shown by the symbols in Fig. 1 where time is presented on a log scale. The small field of $`100`$ G could be considered as zero field; it is applied in order to decouple the nuclear spin contribution to the muon spin relaxation. As can be seen from the figure, there is a strong variation in the time scale of relaxation between the different samples. In addition, the asymmetry for all samples has a “flat” beginning similar to Gaussian. In the inset of Fig. 1 we depict the asymmetry for the $`p=0.89`$ at high temperature ($`5.5`$ K) where $`A`$ is presented on a log scale. Clearly at high temperatures the relaxation is closer to exponential. Therefore, the asymmetry waveform is temperature dependent, as was first found in the $`p=0.89`$ sample by Uemura et al. , but depends weakly on the most important variable in this paper, namely, $`p`$.
There are two ways to obtain a relaxation rate in a situation where the waveform is changing: (I) using the $`1/e`$ criteria where we define the time $`T_1`$ by $`A(T_1)=A(0)/e`$, or (II) fitting all data sets to a stretched exponential
$$A(t)=A_0\mathrm{exp}\left((\lambda t)^\beta \right).$$
(1)
Representative fits are depicted in Fig. 1 by the solid lines. However, in our case, where the stretched exponential fits the data well for more than $`1/e`$ of the initial asymmetry, as demonstrated by the arrow in Fig. 1, one finds that $`\lambda =1/T_1`$. Therefore, both methods lead to the same relaxation rate although in (II) both $`\lambda `$ and $`\beta `$ are functions of $`T`$, $`H`$, and $`p`$ whereas in (I) these parameters impact only $`T_1`$. We therefore continue the discussion using the stretched exponential fit approach which is more informative and accurate. Finally, in the samples with large $`p`$, Eq. 1 accounts only for early times where the asymmetry drops by $``$80%. At later times a second component with low relaxation rate dominates. However, this second component is not observable in the small $`p`$ samples due to experimental limitations imposed by the muon life time (2.2 $`\mu `$sec). Therefore, we concentrate here on the early time behavior of $`A(t)`$.
In Fig. 2 we show $`\lambda `$ in $`H=100`$ G as a function of temperature for various values of $`p`$. All samples show critical slowing down starting at $`T=205`$ K, followed by a saturation of the muon relaxation rate, in agreement with earlier $`\mu `$SR work and more recent NMR measurements on the $`p=0.89`$ sample. In Fig. 3a we depict $`\beta `$ versus $`T`$ for the different $`p`$’s. As demonstrated before, the waveform in all our samples is exponential ($`\beta 1`$) at high $`T`$ but tends to be Gaussian ($`\beta 2`$) at low $`T`$.
There are two possible mechanisms which can be responsible for the loss of the muon polarization: static field distribution, or dynamic field fluctuations. It is possible to distinguish between these two by measuring the field dependence of the muon spin relaxation rate. In Fig. 4 we show $`\lambda (H)`$ on a semi-log scale for all our samples, and in Fig. 3b the field dependence of $`\beta `$. The field dependence of $`\lambda `$ allows us to rule out the possibility of relaxation due to static field distribution as the following argument shows. In the $`p=0.89`$ sample, when $`H=100`$ G, and $`T0`$, the value of $`\lambda `$ is $`10`$ $`\mu `$sec<sup>-1</sup>. If this relaxation would have been due to static field distribution it would have implied an internal magnetic field $`[B]`$ at the muon site in the order of $`100`$ G (using $`\lambda \gamma _\mu [B]`$ where $`\gamma _\mu =85.16`$ MHz/kG). The vector sum of this internal field and an external longitudinal field of, say, $`2`$ kG, would have been nearly parallel to the initial muon spin direction. Therefore, if the internal fields were static, we would expect a complete quenching of the relaxation rate in $`2`$ kG and above, in contrast to observation. This line of argument applies to all other samples as well. Thus, the decay of $`P_z(t)`$ is not due to static random fields, and seems to be due to dynamic field fluctuations.
On the other hand, the waveform is a Gaussian with a $`\lambda `$ that has a very weak field dependence for $`H`$ up to $`2`$ kG; a field that obeys $`\gamma _\mu H/\lambda 1`$. This stands in strong contrast to all theories known to us of relaxation from dynamical fluctuations. These theories yield exponential relaxation when there is weak field dependence for $`\gamma _\mu H/\lambda 1`$. A dynamical Gaussian waveform is also very unusual experimentally, and is one of the on going puzzles of $`\mu `$SR in SCGO . Nevertheless, we interpret our data using a dynamical model, since the argument regarding the vector sum of internal and external fields seems more fundamental than the exact waveform.
In dynamical models $`\lambda (H)`$ is proportional to the Fourier transform of the local field dynamical auto correlation function $`B_i(t)B_j(0)`$ $`(i=x,`$ $`y,`$ $`z)`$ at the frequency $`\omega =\gamma _\mu H`$. We find that for all samples $`\lambda (H)\mathrm{exp}(H/H_0)`$ where $`H_0=1.16`$ T, as demonstrated by the solid line in Fig. 4. This fact indicates that the spectral density is not modified by magnetic dilution, apart from an over all factor, and that it is impartial to percolation.
When no external field is applied the internal field fluctuation rate $`\nu `$ is related to the muon relaxation rate by
$$\nu B^2\lambda ^1$$
(2)
where $`B^2`$ is the rms of the instantaneous field distribution at the muon site. We find that $`\lambda ^1(T)`$ could be well fitted to
$$\lambda ^1(p,T)=Q(P)+C\mathrm{exp}\left[U(p)/T\right]$$
(3)
where $`C=150(10)`$ $`\mu `$sec is a global parameter. The fit results are given in Fig. 2 by the solid lines. This fit suggests that the internal field fluctuation rate is controlled by two dynamical processes: a temperature independent quantum one, and an activated one. A similar behavior was observed in the high spin molecul system CrNi<sub>6</sub> where high $`T`$ dynamics is due to over-the-barrier motion, and low $`T`$ dynamics is due to quantum fluctuations . Surprisingly, we find that $`Q^1(p)`$ and $`U(p)`$ are linear functions of $`(p/p_c)^3`$ both below and above $`p_c`$ as demonstrated in Fig. 5. This result, together with the field dependence of $`\lambda `$, leads us to our first main conclusion, namely, that the fluctuations are impartial to whether the lattice percolates and supports collective excitations or not. Therefore, the excitations are of local nature.
It is interesting to compare this finding with other relevant experiments. Heat capacity measurements were performed by Ramirez et al. . They found that $`C(T)T^2`$ even when the percolation threshold for the kagomé lattice was crossed. They pointed out that this temperature dependence could result from collective antiferromagnetic excitations in two dimensions of the acoustic type, namely, $`\omega k`$. A similar indication was made by Broholm et al. based on density of states $`\rho (\omega )\omega `$ found in neutron scattering. However, no dispersion relation of the acoustic type was ever found. Our finding of local excitations indicates that at low $`T`$ the important $`\omega `$’s are $`k`$ independent.
An extrapolation of $`Q^1(p)`$ in Fig. 5 to $`p=0`$ suggests that $`Q`$ diverges upon dilution. In fact for $`p0.05`$ we expect $`Q(p)C`$ and the muon relaxation rate $`\lambda `$ should be $`T`$ independent. In other words, SCGO($`p0.05`$) should behave as if its spins are isolated. A similar extrapolation of $`U(p)`$ to low $`p`$ gives $`8`$ K. This leads to our second major finding, namely, that the activated part of the dynamics does not emerge only from coupling between neighboring spins, but also from on site (single ion) interactions. The energy scale of this interaction is $`8`$ K. When comparing this result with other experiments we find that it agrees with the energy scale of the anisotropy found by Schiffer et al. in their susceptibility measurements on SCGO single crystal , but disagrees with Ohta et al. who found a single ion energy two orders of magnitude smaller using EPR .
The conclusions drawn up to now are based on gross features in the data. Now we would like to speculate on how the $`p`$ dependence of the muon relaxation rate $`\lambda (p)`$ is shared between the instantaneous field distribution $`B^2(p)`$ and the fluctuation rate $`\nu (p)`$ which determines it using Eq. 2. First we calibrate $`B^2(p)`$ from the high temperature data where $`\lambda `$ shows a weak $`p`$ dependence (See Fig. 2). We assume that $`\lambda p^ϵ`$ for large $`T`$, where $`ϵ`$ is a small number. In addition, it is natural to expect $`\nu Jp^{1/2}`$ (where $`J`$ is a coupling constant) in the high temperature range. Therefore, our calibration leads to $`B^2(p)p^{1/2+ϵ}`$, an expression which is only slightly different from the dilute limit where $`B^2(p)p`$ ($`ϵ=1/2`$). In SCGO the relation $`B^2(p)p^{1/2+ϵ}`$ should hold at all temperatures since no static moment develops. Therefore, at base temperature, where $`\lambda p^3`$ we expect $`\nu p^{ϵ2.5}`$, and since we can overrule small values of $`ϵ`$ there is a reasonable chance that $`\nu p^2`$ .
In summary the dynamical spin fluctuations in SCGO are controlled by both quantum and activated dynamical processes. The activation energy is a linear function of $`p^3`$, and indicates the presence of single ion anisotropy with an energy scale of $`8`$ K. This anisotropy might be responsible for the spin glass like behavior of SCGO. The quantum fluctuation time ($`1/\nu `$) is most likely proportional to $`p^2`$. Both of the dynamical properties are impartial to the percolation threshold and indicate the local nature of the fluctuations.
We are grateful for the technical support of J. Lord from ISIS and C. Ballard from TRIUMF. A. Keren, Y. J. Uemura, and G. Luke would like to thank the Israel - U. S. Binational Science Foundation and Y. J. Uemura and G. Luke appreciate the NSF-DMR-98-02000 (Columbia), and NEDO International Joint Research Grants for supporting their research. |
warning/0003/astro-ph0003354.html | ar5iv | text | # Cosmic Statistics through Weak Lenses
## 1 Introduction
The images of high redshift galaxies can be distorted by the gravitational lensing of light passing through intervening density fluctuations. Even the relatively weak lensing produced by large-scale galaxy clustering can provide valuable information about the distribution of mass on cosmological scales, as recent feasibility studies have demonstrated (Bacon, Refregier & Ellis 2000; van Waerbeke et al. 2000). Gravitational lensing studies offer a particular advantage over traditional studies of large-scale structure that rely on galaxies as tracers of mass. The analysis of galaxy catalogues can only provide us with information as to how galaxies are clustered, and galaxies need not be accurate tracers of the mass distribution, owing to the intervention of bias. To infer statistical properties of the underlying mass distribution from galaxy catalogues one needs to understand fully the relationship between mass and light, which is far from trivial to unravel. Weak lensing is produced by the mass distribution, and can therefore be used to probe the underlying mass distribution directly without having to allow for bias (Mellier 1999; Bernardeau 1999; Bartelmann & Schneider 1999).
After original suggestions by Gunn (1967), pioneering contributions on weak lensing were made by Blandford et al. (1991), Miralda-Escudé (1991), and Kaiser (1992). More recent developments basically follow two strands. Some authors have focussed on the case where large smoothing angles are used. In this regime highly non-linear effects are washed out, allowing simpler linear and quasi-linear analyses to be performed (Villumsen 1996; Stebbins 1996; Bernardeau et al. 1997; Kaiser 1998). A perturbative analysis can not be used to study lensing at small angular scales because the perturbation series begins to diverge as this limit is approached. The other approach that has been taken has involved the development of numerical experiments, usually using ray-tracing methods through N-body simulations (Schneider & Weiss 1988; Jarosszn’ski et al. 1990; Lee & Paczyn’ski 1990; Jarosszn’ski 1991; Babul & Lee 1991; Bartelmann & Schneider 1991; Blandford et al. 1991). Building on the earlier work of Wambsganns et al. (1995, 1997, 1998) the most detailed numerical study of lensing so far was performed by Wambsganns, Cen & Ostriker (1998). Other recent studies involving ray-tracing experiments have been conducted by Premadi, Martel & Matzner (1998), van Waerbeke, Bernardeau & Mellier (1998), Bartelmann et al. (1998) and Couchman, Barber & Thomas (1998).
A complete statistical analysis of weak lensing on small angular scales is not available at present, cheifly because no corresponding analysis exists for the underlying density field. There are, however, several non-linear ansatze available. These predict a tree hierarchy for the matter correlation functions and are successful in some respects at modelling the results from numerical simulations of gravitational clustering (Davis & Peebles 1977; Peebles 1980; Fry 1984; Fry & Peebles 1978; Szapudi & Szalay 1993, 1997; Scoccimarro & Frieman 1998; Scoccimarro et al. 1998). The different ansatze involved in these studies all involve a tree hierarchy, but disagree with each other in the way they assign weights to trees of same order but different topology (Balian & Schaeffer 1989; Bernardeau & Schaeffer 1992; Szapudi & Szalay 1993; Boschan, Szapudi & Szalay 1994). The overall scaling in such models, determined by the time evolution of the two-point correlation function, is left arbitrary. However recent studies by several authors (Hamilton et al 1991, Nityananda & Padmanabhan 1994, Jain, Mo & White 1995; Padmanabhan et al. 1996; Peacock & Dodds 1996) have furnished an accurate fitting formula for the evolution of the two-point correlation function which can be used in combination with the hierarchical ansatze to predict all clustering properties of the dark matter distribution in the universe.
The statistical treatments of lensing that have been carried out so far have mainly concentrated on the properties of low-order cumulants (van Waerbeke, Bernardeau & Mellier 1998; Schneider et al. 1998; Hui 1999; Munshi & Coles 2000; Munshi & Jain 1999a), cumulant correlators (Munshi & Jain 1999b) and errors associated with their measurement from observational data (Reblinsky et al. 1999; Schneider et al. 1998). However it is well known that higher and higher order moments are more and more sensitive to the tail of the distribution from which they are derived represent and are also more sensitive to errors due to finite catalogue size (Colombi et al. 1995; Colombi et al. 1996; Szapudi & Colombi 1996; Hui & Gaztanaga 1998). On the other hand, numerical simulations involving ray tracing techniques have demonstrated that the distribution of lensed fluctuations can be of considerable assistance in the estimation of cosmological parameters from observational data (Jain & Seljak 1997; Jain, Seljak & White 1999; Jain & Van Waerbeke 1999). The probability distribution function associated with density field is not sensitive to cosmological parameters in the way its weakly-lensed counterpart is.
Munshi & Jain (1999a,b) and Munshi (2000) have extended these studies to show that the hierarchical ansatz can actually be used to make concrete analytical predictions for all statistical properties of the convergence that results from weak lensing. Valageas (1999a) has also used the hierarchical ansatz to compute the error involved in estimating the cosmological parameters $`\mathrm{\Omega }_0`$ and $`\mathrm{\Lambda }_0`$ from supernova observations; see alo Wang (1999). In Valageas (1999b) the effect of smoothing was incorporated successfully to compute the PDF of the convergence field.
In this paper we extend these analyses still further to develop a complete picture of statistical properties of the sky-projected density field obtained by weak-lensing surveys. In particular, we obtain an analytic prediction for probability distribution function (PDF), bias and higher-order moments for regions where the projected density is particularly high. We also show how these the statistics of these ‘hotspots’ are related to similar quantities in the underlying mass distribution. These results can be used to understand the effect of changing source redshift, smoothing angle and cosmological parameters such as $`\mathrm{\Omega }_0`$ and $`\mathrm{\Lambda }_0`$. This will allow a more detailed exploration of cosmological parameter space than is possible with ray-tracing experiments. Several of the analytic results we discuss here have already been tested against high resolution numerical simulations and found to be in very good agreement. Finally, we will also show that our present understanding of gravitational clustering is sufficient to make firm predictions that can be tested using future observations.
Throughout this analysis we will be neglecting noise due to source ellipticity and will also be neglecting source clustering. A complete error analysis of different statistics with these contributions taken into account will be presented elsewhere (Munshi & Coles 2000b).
The paper is organized as follows. In Section 2 we present a detailed analysis of the PDF for smoothed convergence field $`\kappa _s`$. In Section 2 we present an analysis of the bias associated with peaks in smoothed convergence field $`\kappa _s`$. Sections 4-6 are devoted to the study of third-, fourth-, and fifth-order statistics (respectively) of the smoothed convergence field. In Section 7 we generalize these results to arbitrary order and in section 8 we comment about our results in general cosmological setting.
## 2 The Density PDF from Convergence Maps
Our formalism is based on a hierarchical ansatz for the matter correlation functions. In principle the entire set of $`N`$-point correlation functions must be computed by solving a coupled series of non-linear integro-differential equations known as BBGKY hierarchy. Unfortunately, no such solution exists at present. On the other hand, the Vlasov-Poisson system in the fluid limit does admit hierarchical scaling solutions. Motivated by this fact, several well-known hierarchical ansatze have been suggested which are very helpful in understanding the non-linear dynamics of gravitational clustering. One of these ansatz is particularly interesting, namely the one proposed by Balian & Schaeffer (1989) and developed considerably by Bernardeau & Schaeffer (1992). These studies are based on multi-point cell count statistics and their scaling properties. To apply it to lensing statistics is reasonably straightforward in principle, but requires some preliminaries.
We adopt the following line element to describe the background geometry:
$$d\tau ^2=c^2dt^2+a^2(t)(d\chi ^2+r^2(\chi )d^2\mathrm{\Omega }),$$
(1)
where $`a(t)`$ is the expansion factor. The angular diameter distance $`r(\chi )=K^{1/2}\mathrm{sin}[K^{1/2}\chi ]`$ for positive spatial curvature, $`r(\chi )=(K)^{1/2}\mathrm{sinh}[(K)^{1/2}\chi ]`$ for negative curvature, and $`r(\chi )=\chi `$ for a flat universe. In terms of $`H_0`$ and $`\mathrm{\Omega }_0`$, $`K=(\mathrm{\Omega }_01)H_0^2`$.
We shall focus on the properties of the convergence $`\kappa (\gamma )`$ produced by lensing. In the standard terminology of gravitational lensing this is simply the ratio of the surface mass density $`\mathrm{\Sigma }(\gamma )`$ (observed in a direction $`\gamma `$ to the critical surface density for lensing $`\mathrm{\Sigma }_{\mathrm{cr}}`$. In our background geometry this reduces to a weighted integral of the density fluctuation $`\delta (𝐱)`$ along the line of sight:
$$\kappa (\gamma )=_0^{\chi _s}𝑑\chi \omega (\chi )\delta [r(\chi ),\gamma ].$$
(2)
If all the sources are at the same redshift, one can express the weight function $`\omega (\chi )=3/4ac^2H_0^2\mathrm{\Omega }_mr(\chi )r(\chi _s\chi )/r(\chi _s)`$, where $`\chi _s`$ is the comoving radial distance to the source. (This approximation is not essential to the calculation, and it is easy to modify what follows for a more accurate description.) Using the definitions we have introduced above we can compute the projected variance of $`\kappa `$ in terms of the power spectrum of density fluctuations $`P(𝐥)`$ using
$$\kappa _s^2=_0^{\chi _s}𝑑\chi _1\frac{\omega ^2(\chi _1)}{r^2(\chi _1)}\frac{d^2𝐥}{(2\pi )^2}P\left(\frac{𝐥}{r(\chi )}\right)W^2(l\theta _0),$$
(3)
(Limber 1954). The higher order moments of the convergence field can be written in the form:
$`\kappa _s^N=S_N{\displaystyle _0^{\chi _s}}𝑑\chi {\displaystyle \frac{\omega ^N(\chi )}{r^{2(N1)}(\chi )}}\kappa _{\theta _0}^{N1},`$ (4)
(Munshi & Coles 2000a), where the $`S_N`$ are defined by analogy with the hierarchical parameters usually used in the context of galaxy counts-in-cells.
If the mean number of galaxies per cell is $`\overline{N}`$ and the volume-average of the two-point correlation function over the cell is
$$\overline{\xi }_2=\frac{1}{V^2}\xi _2(𝐫_1,𝐫_2)𝑑V_1𝑑V_2,$$
(5)
then the generalisation of equation the previous equation
$$\overline{\xi }_N=\frac{1}{V^N}\mathrm{}\xi _N(𝐫_1\mathrm{}𝐫_𝐍)𝑑V_1\mathrm{}𝑑V_N.$$
(6)
leads to the description of higher-order statistical properties of galaxy counts in terms of the scaling parameters $`S_N`$ constructed from the $`\overline{\xi }_N`$ via
$$S_N=\frac{\overline{\xi }_N}{\overline{\xi }_2^{N1}}.$$
(7)
In equation (4) we have also introduced a new notation, namely that
$$\kappa _{\theta _0}=\frac{d^2𝐥}{(2\pi )^2}P\left(\frac{l}{r(\chi )}\right)W^2(l\theta _0),$$
(8)
in order to take account of smoothing over an angular scale $`\theta _0`$. The function $`W(l\theta _0)`$ is the window function for the smoothing. In many studies a top-hat filter is used for smoothing the convergence field, but our study can be extended to compensated filters (Schneider et al. 1998; Reblinsky et al. 1999), which may be more appropriate for observational purposes.
In order to compute the PDF of the smoothed convergence field $`\kappa _s`$, we will begin by constructing its associated cumulant generating function $`\mathrm{\Phi }^{1+\kappa }(y)`$
$$\mathrm{\Phi }^{1+\kappa }(y)=y+\underset{p=2}{\overset{\mathrm{}}{}}\frac{\kappa _s^p}{\kappa _s^{p1}}y^p.$$
(9)
Using the expression for the higher moments of the convergence field $`\kappa _s`$ we can write
$$\mathrm{\Phi }^{1+\kappa }(y)=y+_0^{\chi _s}\underset{N=2}{\overset{\mathrm{}}{}}\frac{(1)^N}{N!}S_N\frac{\omega ^N(\chi )}{r^{2(N1)}(\chi )}\kappa _{\theta _0}^{(N1)}\frac{y^N}{\kappa _s^2^{(N1)}}.$$
(10)
We can now express $`\mathrm{\Phi }^{1+\kappa }(y)`$, in terms of the cumulant generating function of the matter distribution, $`\varphi (y)`$ using
$$\varphi (y)=\underset{p=1}{\overset{\mathrm{}}{}}\frac{S_P}{p!}y^p,$$
(11)
in which the constants $`S_p`$ are the0 hierarchical parameters discussed above. In terms of $`\varphi ^\eta (y)`$ we get
$$\mathrm{\Phi }^{1+\kappa }(y)=_0^{\chi _s}r^2(\chi )𝑑\chi \left[\frac{\kappa _{\theta _0}}{\kappa _s^2}\right]^1\varphi ^\eta \left[y\frac{\omega (\chi )}{r^2(\chi )}\frac{\kappa _{\theta _0}}{\kappa _s^2}\right]y_0^{\chi _s}\omega (\chi )𝑑\chi .$$
(12)
The second term in eq. (12) comes from the $`N=1`$ term in the expansion of $`\mathrm{\Phi }^{1+\kappa }`$. Note that we have used the fully non-linear generating function $`\varphi ^\eta `$ for the cumulants, though we will use it to construct a generating function in the quasi-linear regime.
The analysis simplifies if we define a new reduced convergence field $`\eta _s`$ defined by
$$\eta _s=\frac{\kappa _s\kappa _m}{\kappa _m}=1+\frac{\kappa _s}{|\kappa _m|},$$
(13)
where the minimum value of $`\kappa _s`$, denoted $`\kappa _m`$, occurs when the line of sight goes through regions that are completely devoid of matter (i.e. $`\delta =1`$ all along the line of sight):
$$\kappa _m=_0^{\chi _s}𝑑\chi \omega (\chi ).$$
(14)
Although $`\kappa (\theta _0)`$ depends on the smoothing angle, its minimum value $`\kappa _m`$ depends only on the source redshift and background geometry of the universe and is independent of the smoothing radius. In terms of the reduced convergence $`\eta _s`$, the cumulant generating function is given by,
$$\mathrm{\Phi }^\eta (y)=\frac{1}{[\kappa _m]^2}_0^{\chi _s}r^2(\chi )𝑑\chi \left[\frac{\kappa _{\theta _0}}{\kappa _s^2}\right]^1\varphi ^\eta \left[y\kappa _m\frac{\omega (\chi )}{r^2(\chi )}\frac{\kappa _{\theta _0}}{\kappa _s^2}\right]$$
(15)
The new cumulant generating function $`\mathrm{\Phi }^\eta (y)`$ satisfies the normalization constraints $`S_1=S_2=1`$.
The scaling function associated with $`P^\eta (\eta )`$ can now be related to the matter scaling function $`h(x)`$ introduced in Munshi et al. (1999a) in the context of matter clustering. This function is defined in terms of the scaling variable $`x=N/N_c`$, where $`N_c=\overline{N}\overline{\xi }_2`$. In the hierarchical ansatz the probability distribution $`P(N)`$ can be expressed in scaled form as
$$P(N)=\frac{1}{\overline{\xi _2}N_c}h(x).$$
(16)
The quantity $`h(x)`$ can then be expressed in terms of an integral of the form
$$h(x)=\frac{1}{2\pi i}_i\mathrm{}^i\mathrm{}𝑑yy\sigma (y)\mathrm{exp}(yx).$$
(17)
This can be extended to the bias factor of cells of occupancy $`N`$ via
$$P(N)b(N)=\frac{1}{\xi _2N_c}h(x)b(x)$$
(18)
and so on for higher-order statistics; see Munshi et al. (1999a) for more details.
In the present context we instead define
$$H^\eta (x)=_{\mathrm{}}^{\mathrm{}}\frac{dy}{2\pi i}\mathrm{exp}(xy)\mathrm{\Phi }^\eta (y).$$
(19)
Using this definition we can write
$$H^\eta (x)=\frac{1}{\kappa _m}_0^{\chi _s}\omega (\chi )𝑑\chi \left[\frac{r^2(\chi )\kappa _s^2}{\omega (\chi )\kappa _{\theta _0}\kappa _m}\right]^2h^\eta \left[\frac{\kappa _s^2}{\kappa _{\theta _0}}\frac{r^2(\chi )}{\omega (\chi )}\frac{x}{\kappa _m}\right].$$
(20)
These equations apply to the most general case within the small angle approximation, but can be simplified considerably using further approximations. In the following we will assume that the contribution to the integrals involved in the expressions for $`\chi `$ can be replaced by an average value coming from the maximum of $`\omega (\chi )`$, i.e. $`\chi _c`$ ($`0<\chi _c<\chi _s`$). This idea leads to the following approximate expressions:
$`|\kappa _m|`$ $``$ $`{\displaystyle \frac{1}{2}}\chi _s\omega (\chi _c)`$
$`\kappa _s^2`$ $``$ $`{\displaystyle \frac{1}{2}}\chi _s\omega ^2(\chi _c)\left[{\displaystyle \frac{d^2k}{(2\pi )^2}}\mathrm{P}(\mathrm{k})W^2(kr(\chi _c)\theta _0)\right].`$ (21)
Using these approximations we can write
$`\mathrm{\Phi }^\eta (y)`$ $`=`$ $`\varphi ^\eta (y)`$
$`H^\eta (x)`$ $`=`$ $`h^\eta (x).`$ (22)
We thus find that the statistics of the smoothed underlying field and those of the reduced convergence $`\eta `$ are exactly the same in this approximation. (The approximate functions $`\mathrm{\Phi }^\eta `$ and $`h^\eta (x)`$ do satisfy the correct normalization constraints, but we omit the details here.)
Although it is possible to integrate the exact expressions of the scaling functions, there is some uncertainty involved in the actual determination of these functions and their associated parameters which must be inferred from numerical simulations. See Colombi et al. (1996), Munshi et al. (1999a) and Valageas et al. (1999) for a detailed description of the effect of finite volume corrections involved in their estimation. In numerical studies involving ray tracing simulations (Munshi & Jain 1999b) it has been found that the minimal hierarchical model of Bernardeau & Schaeffer (1992), which has only one free parameter to be determined from numerical simulations, can reproduce results from simulations very accurately.
Another useful approach is to construct an Edgeworth expansion of the PDF, starting with the simpler form $`P(\eta _s)`$. This can then be used to construct a series for $`P(\kappa _s)`$. The Edgeworth expansion (Bernardeau & Kofman 1994) is meaningful when the variance is less than unity, a condition that guarantees a convergent series expansion in terms of Hermite polynomials $`H_n(\nu )`$, of order n and with $`\nu =\eta _s/\sqrt{(\xi _{\eta _s}}`$).The relevant series expansion is
$$P^\eta (\eta _s)=\frac{1}{\sqrt{2}\pi \overline{\xi }_{\eta _s}}\mathrm{exp}(\frac{\nu ^2}{2})\left[1+\sqrt{\overline{\xi }}_\eta \frac{S_3^\eta }{6}H_3(\nu )+\sqrt{\overline{\xi }}_{\eta }^{}{}_{}{}^{2}\left(\frac{S_4^\eta }{24}H_4(\nu )+\frac{S_{3}^{\eta }{}_{}{}^{2}}{72}H_6(\nu )\right)+\mathrm{}\right]$$
(23)
This is usually applied to a quasi-linear analysis of matter clustering using perturbative expressions for the cumulants. However, the $`S_N^\eta `$ parameters needed in the expansion of $`P(\eta )`$ are from the highly non-linear regime. Although the variance is still smaller than unity, the parameters that characterize it emerge from the highly non-linear dynamics of the underlying dark matter distribution.
The magnification $`\mu `$ can also be used instead of $`\kappa `$ according to the weak lensing relation, $`\mu _s=1+2\kappa _s`$. Its minimum value can be related to $`\kappa _m`$ defined earlier via $`\mu _m=1+2\kappa _m`$. Finally, the reduced convergence $`\eta `$ and the magnification $`\mu `$ can be related by the following equation:
$$\eta _s=\frac{\mu _s\mu _m}{1\mu _m}$$
(24)
(Valageas 1999). We can now express the relations connecting the probability distribution function for the smoothed convergence statistics $`\kappa _s`$, the reduced convergence $`\eta _s`$ and the magnification $`\mu _s`$ as,
$$P^\kappa (\kappa _s)=2P^\mu (\mu _s)=P^\eta (\eta _s)\frac{2}{(1\mu _m)}=P^\eta (\eta _s)\frac{1}{|\kappa _m|}.$$
(25)
The formalism which we have developed for one-point statistics such as the PDF and the VPF can also be extended to compute the bias and higher order cumulants associated with spots in $`\kappa `$ maps above a certain threshold. The statistics of such spots can be associated with the statistics of over-dense regions in the underlying mass distribution representing the collapsed objects. A detailed analysis of these issues will be presented elsewhere (Munshi & Coles 2000b).
## 3 Bias of Collapsed Objects From Convergence Maps
In order To compute the bias associated with the peaks in the convergence field we must first develop an analytic expression for the joint generating function $`\beta (y_1,y_2)`$ for the convergence field $`\kappa _s`$. For that we will use the usual definition for the two-point cumulant correlator $`C_{pq}`$ of the convergence field
$$C_{pq}^\kappa =\frac{\kappa _s(\gamma _1)^p\kappa _s(\gamma _2)^q}{k_s^2^{p+q2}\kappa _s(\gamma _1)\kappa _s(\gamma _2)}=C_{p1}^\kappa C_{q1}^\kappa .$$
(26)
For a complete treatment of lower order moments of $`\kappa _s`$, see Munshi & Coles (2000a). Like its counterpart for the density field, the two-point generating function of the convergence field can be expressed as a product of two one-point generating functions:
$${}_{2}{}^{}\beta _{\kappa }^{}(y_1,y_2)=\underset{p,q}{\overset{\mathrm{}}{}}\frac{C_{pq}^\kappa }{p!q!}y_1^py_2^q=\underset{p}{\overset{\mathrm{}}{}}\frac{C_{p1}^\kappa }{p!}y_1^p\underset{q}{\overset{\mathrm{}}{}}\frac{C_{q1}^\kappa }{q!}y_2^q=\beta _\kappa (y_1)\beta _\kappa (y_2)\tau _\kappa (y_1)\tau _\kappa (y_2),$$
(27)
where the function $`\tau _\kappa `$ will be used later. The factorization property of the generating function depends on the factorization property of the cumulant correlators: $`C_{pq}^\eta =C_{p1}^\eta C_{q1}^\eta `$. Such a factorization is possible when the correlation between two patches in the directions $`\gamma _1`$ and $`\gamma _2`$ is smaller than the variance on the scale of one patch. Using this and starting with
$${}_{2}{}^{}\beta _{\kappa }^{}(y_1,y_2)=\underset{p,q}{\overset{\mathrm{}}{}}\frac{1}{p!q!}\frac{y_1^py_2^q}{\kappa _s^2^{p+q2}}\frac{\kappa _s(\gamma _1)^p\kappa _s(\gamma _2)^q}{\kappa _s(\gamma _1)\kappa _s(\gamma _2)},$$
(28)
and then inserting the integral expression for the cumulant correlators in the hierarchical ansatz we obtain
$`{}_{2}{}^{}\beta _{\kappa }^{}(y_1,y_2)`$ $`=`$ $`{\displaystyle \underset{p,q}{\overset{\mathrm{}}{}}}{\displaystyle \frac{C_{pq}^\eta }{p!q!}}{\displaystyle \frac{1}{\kappa _s^2^{p+q2}}}{\displaystyle \frac{1}{\kappa _s(\gamma _1)\kappa _s(\gamma _2)}}{\displaystyle _0^{\chi _s}}𝑑\chi {\displaystyle \frac{\omega ^{p+q}}{r^{2(p+q1)}}}\kappa _{\theta _{12}}\kappa _{\theta _0}^{p+q2}y_1^py_2^q.`$ (29)
This expression involves the definition
$$\kappa _{\theta _{12}}=\frac{d^2𝐥}{(2\pi )^2}P\left(\frac{l}{r(\chi )}\right)W^2(l\theta _0)\mathrm{exp}(il\theta _{12}).$$
(30)
It is possible to simplify this approximation further by grouping the summations over dummy variables $`p`$ and $`q`$. This is useful to establish the factorization property of the two-point (joint) generating function for bias $`{}_{2}{}^{}\beta (y_1,y_2)`$. Note that
$`{}_{2}{}^{}\beta _{\kappa }^{}(y_1,y_2)`$ $`=`$ $`{\displaystyle _0^{\chi _s}}r^2(\chi )𝑑\chi \left[{\displaystyle \frac{\kappa _{\theta _{12}}}{\kappa _s(\gamma _1)\kappa _s(\gamma _2)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]^2{\displaystyle \underset{pq}{\overset{\mathrm{}}{}}}{\displaystyle \frac{C_{pq}^\eta }{p!q!}}\left[y_1{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]^p\left[y_2{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]^q.`$ (31)
We can now decompose the double sum over the two indices into two separate sums over individual indices. Finally using the definition of the one-point generating function for the cumulant correlators we can write:
$`{}_{2}{}^{}\beta _{\kappa }^{}(y_1,y_2)`$ $`=`$ $`{\displaystyle _0^{\chi _s}}r^2(\chi )𝑑\chi \left[{\displaystyle \frac{\kappa _{\theta _{12}}}{\kappa _s(\gamma _1)\kappa _s(\gamma _2)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]^2\tau ^\eta \left[y_1{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\tau ^\eta \left[y_2{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]`$ (32)
The above expression is quite general. It depends on the small-angle and large separation approximations, but is valid for any particular model for the tree-correlation hierarchy. However it can be seen that the projection effects encoded in the line-of-sight integration do not allow us to express the two-point generating function $`\beta _\eta (y_1,y_2)`$ simply as a product of two one-point generating functions $`\beta ^\eta (y)`$ as can be done in the case of the underlying density field.
As in the case of the derivation of the probability distribution function for the smoothed convergence field $`\kappa _s`$, matters simplfy considerably if we use the reduced smoothed convergence field $`\eta _s`$. We have already shown that the PDF associated with $`\eta _s`$ and the underlying mass distribution are the same under certain approximations. An identical ressult result indeed holds good for higher order statistics, including the bias. The cosmological dependence of the statistics of $`\kappa _s`$ field is encoded in $`k_m`$ and the choice of the new variable $`\eta `$ renders its related statistics almost independent of background cosmology. Repeating the above analysis again for the $`\eta _s`$ field now we can express the cumulant correlator generating function for the reduced convergence field $`\eta _s`$ as follows:
$`{}_{2}{}^{}\beta _{\eta }^{}(y_1,y_2)={\displaystyle \frac{1}{[\kappa _m]^2}}{\displaystyle _0^{\chi _s}}r^2(\chi )𝑑\chi \left[{\displaystyle \frac{\kappa _{\theta _{12}}}{\kappa _s(\gamma _1)\kappa _s(\gamma _2)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]^2\tau ^\eta \left[y_1\kappa _m{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\tau ^\eta \left[y_2\kappa _m{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right].`$ (33)
Although the above expression is very accurate and describes an important relationship between the density field and the convergence field, it is difficult to use for any practical purpose. It is also important to note that scaling functions such as $`h(x)`$ for the density probability distribution function and $`b(x)`$ for the bias associated with over-dense objects are typically estimated from numerical simulations, especially in the highly non-linear regime. Such estimations are subject to many uncertainties, such as the finite size of the simulation box. It has been noted in earlier studies that such uncertainties lead to large errors in estimates of $`h(x)`$. Estimates of the scaling function associated with the bias $`b(x)`$ is even more complicated, owing to the fact that these quantities are even worse affected finite size of the catalogues. It is consequently not fruitful to integrate the exact integral expression we have derived above. Instead we will replace all line-of-sight integrals with approximate values. An exactly similar approximation was used by Munshi & Jain (1999a) to simplify the one-point probability distribution function for $`\kappa _s`$, and it was found to be in good agreement with numerical simulations. In this approximation
$$\kappa _s(\gamma _1)\kappa _s(\gamma _2)\frac{1}{2}\chi _s\omega ^2(\chi _c)\left[\frac{d^2k}{(2\pi )^2}\mathrm{P}(\mathrm{k})W^2(kr(\chi _c)\theta _0)\mathrm{exp}[ikr(\chi _c)\theta _{12}]\right].$$
(34)
This gives us the leading order contributions to the integrals needed and we can also check that, to this order, we recover the factorization property of the generating function, i.e.
$${}_{2}{}^{}\beta _{\eta }^{}(y_1,y_2)=\tau ^\eta (y_1)\tau ^\eta (y_2)=\tau _{1+\delta }(y_1)\tau _{1+\delta }(y_2)\tau (y_1)\tau (y_2).$$
(35)
It is also interesting to note that $`C_{p1}^\kappa =C_{p1}^\eta \kappa _{m}^{}{}_{}{}^{p1}`$.
In this level of approximation, the factorization property of the cumulant correlators means that the bias function $`b(x)`$ associated with the peaks above a given threshold in the convergence field $`\kappa _s`$ also obey a factorization property, just as is the case in the density field counterpart (e.g. Coles, Munshi & Melott 2000):
$$b^\eta (x_1)h^\eta (x_1)b^\eta (x_2)h^\eta (x_2)=b_{1+\delta }(x_1)h_{1+\delta }(x_1)b_{1+\delta }(x_2)h_{1+\delta }(x_2),$$
(36)
in which we have used the relation between $`\beta (y)`$ and $`b(x)`$ given above:
$$b^\eta (x)h^\eta (x)=\frac{1}{2\pi i}_i\mathrm{}^i\mathrm{}𝑑y\tau (y)\mathrm{exp}(xy).$$
(37)
We established a similar correspondence between the convergence field and density field in the case of one-point probability distribution function in the previous section.
The differential bias, i.e. the bias associated with a particular overdensity, is much more difficult to measure from numerical simulations than its integral counterpart. From now on we therefore concentrate on the bias associated with peaks above certain threshold, which can be expressed in a similar form to that given above:
$$b^\eta (>x)h^\eta (>x)=\frac{1}{2\pi i}_i\mathrm{}^i\mathrm{}dy\frac{\tau (y)}{y}\mathrm{exp}(xy).$$
(38)
(Munshi et al. 1999a). Although the bias $`b(x)`$ associated with the convergence field and that related to the underlying density field are exactly equal, the variance associated with the density field is very much higher than that of the convergence field. Projection effects bring down the latter to less than unity, meaning that we have to use the integral definition of bias to recover it from its generating function (see eq.(37) and eq.(38)).
We can now write down the full two-point probability distribution function for two correlated spots in terms of the convergence field $`\kappa `$ and its reduced version $`\eta `$:
$`p^\kappa (\kappa _1,\kappa _2)d\kappa _1d\kappa _2`$ $`=`$ $`p^\kappa (\kappa _1)p^\kappa (\kappa _2)\left[1+b^\kappa (\kappa _1)\xi _{12}^\kappa b^\kappa (\kappa _2)\right]d\kappa _1d\kappa _2`$
$`p^\eta (\eta _1,\eta _2)d\eta _1d\eta _2`$ $`=`$ $`p^\eta (\eta _1)p^\eta (\eta _2)\left[1+b^\eta (\eta _1)\xi _{12}^\eta b^\eta (\eta _2)\right]d\eta _1d\eta _2.`$ (39)
Following from the analysis presented in the previous section, we note that $`p(\kappa _s)=p(\eta _s)/k_m`$ and that $`\xi _{12}^\kappa =\xi _{12}^\eta /\kappa _m^2`$. Using these relations we can now write
$$b^\kappa (\kappa )=\frac{b^\eta (\eta )}{k_m}.$$
(40)
This is one of the main results of this analysis and has already been shown by Munshi (2000) to be in very good agreement with numerical ray tracing simulations.
## 4 Three-Point Statistics of Collapsed Objects From Convergence Maps
A non-linear ansatz for higher-order correlations can be used not only to compute the correlation hierarchy for the underlying mass distribution but also the multi-point statistics of overdense cells, which represent collapsed objects (Bernardeau & Schaeffer 1992, 1999; Munshi et al. 199a,b,c; Coles et al. 1999). Whereas such studies generally concentrate mainly on three-dimensional statistical properties our aim in this paper is to investigate how much one can learn from such ansatze about the projected density field obtained from weak lensing surveys. In earlier sections we showed that the bias associated with peaks in projected density field can be very accurately modelled. We will now extend these results using multi-point cumulant correlators to show that such an analysis can also be performed for the skewness of overdense objects in the projected density field.
The bias of collapsed objects is connected with the two-point cumulant correlators of the underlying mass distribution. In a very similar fashion, the three-point cumulant correlators of underlying mass distribution can be related to the skewness of collapsed objects. The three-point cumulant correlators for projected mass distribution, smoothed with an angle $`\theta _0`$ can be written as (Munshi & Coles 2000a)
$`\kappa _s(\gamma _1)^p\kappa _s(\gamma _2)^q\kappa _s(\gamma _3)^r_c={\displaystyle _0^{\chi _s}}d\chi {\displaystyle \frac{\omega ^{p+q+r}}{r^{2(p+q+r1)}}}[C_{p1}^\eta \kappa _{\theta _{12}}C_{q11}^\eta \kappa _{\theta _{23}}C_{r1}^\eta \kappa _{\theta _0}^{p+q+r3}+\mathrm{cyc}.\mathrm{perm}.].`$ (41)
The three-point cumulant correlators for the projected density field can be defined by the following equation:
$`C_{pqr}^\kappa `$ $`=`$ $`{\displaystyle \frac{\kappa _s(\gamma _1)^p\kappa _s(\gamma _2)^q\kappa _s(\gamma _3)^r_c}{\kappa _s(\gamma _1)\kappa _s(\gamma _2)_c\kappa _s(\gamma _2)\kappa _s(\gamma _3)_c\kappa ^2(\gamma )_c^{p+q+r3}}}`$ (42)
$`=`$ $`{\displaystyle _0^{\chi _s}}𝑑\chi {\displaystyle \frac{\omega ^{p+q+r}}{r^{2(p+q+r1)}}}C_{p1}^\eta {\displaystyle \frac{\kappa _{\theta _{12}}}{\kappa _s(\gamma _1)\kappa _s(\gamma _2)_c}}C_{q11}^\eta {\displaystyle \frac{\kappa _{\theta _{23}}}{\kappa _s(\gamma _2)\kappa _s(\gamma _3)_c}}C_{r1}^\eta {\displaystyle \frac{\kappa _{\theta _0}^{(p+q+r3)}}{\kappa _s^2(\gamma )_c^{(p+q+r3)}}}.`$
In what follows we present only one representative term for each topology at each order; other terms can be obtained by cyclic permutation of indices. This simplifies the presentation because the result of the final analysis can also be achieved by simple cyclic permutations of indices. Note that, because of the line-of-sight integration we can not decompose the generating function as a product of three generating functions of single variables.
Introducing the new variable $`\eta `$ as before we find that
$`C_{pqr}^\kappa `$ $`=`$ $`{\displaystyle \frac{\eta _s(\gamma _1)^p\eta _s(\gamma _2)^q\eta _s(\gamma _3)^r_c}{\eta _s(\gamma _1)\eta _s(\gamma _2)_c\eta _s(\gamma _2)\eta _s(\gamma _3)_c\eta ^2(\gamma )_c^{p+q+r3}}}`$ (43)
$`=`$ $`(\kappa _m)^{p+q+r2}{\displaystyle \frac{\kappa _s(\gamma _1)^p\kappa _s(\gamma _2)^q\kappa _s(\gamma _3)^r_c}{\kappa _s(\gamma _1)\kappa _s(\gamma _2)_c\kappa _s(\gamma _2)\kappa _s(\gamma _3)_c\kappa ^2(\gamma )_c^{p+q+r3}}}`$
$`=`$ $`(\kappa _m)^{p+q+r2}C_{pqr}^\eta `$
The generating function for the convergence field $`\kappa _s`$ can then be written as a summation over different indices:
$`{}_{3}{}^{}\beta _{\kappa }^{}(y_1,y_2,y_3)`$ $`=`$ $`{\displaystyle \underset{p=1}{\overset{\mathrm{}}{}}}C_{pqr}^\eta {\displaystyle \frac{y_1^p}{p!}}{\displaystyle \frac{y_2^q}{q!}}{\displaystyle \frac{y_3^r}{r!}}`$ (44)
$`=`$ $`{\displaystyle _0^{\chi _s}}{\displaystyle \frac{r^2(\chi )}{\omega ^2(\chi )}}𝑑\chi {\displaystyle \underset{p=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(\kappa _m)^{p1}}{p!}}C_{p1}^\eta {\displaystyle \frac{\kappa _{\theta _0}^p}{\kappa _s^2^p}}\times {\displaystyle \frac{\kappa _{\theta _{12}}}{\kappa _s(\gamma _1)\kappa _s(\gamma _2)}}{\displaystyle \underset{q=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(\kappa )^q}{q!}}C_{q11}^\eta {\displaystyle \frac{\kappa _{\theta _0}^q}{\kappa _s^2^q}}{\displaystyle \frac{\kappa _{\theta _{23}}}{\kappa _s(\gamma _1)\kappa _s(\gamma _2)}}`$
$`\times {\displaystyle \underset{r=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(\kappa _m)^{r1}}{r!}}C_{r1}^\eta {\displaystyle \frac{\kappa _{\theta _0}^r}{\kappa _s^2^{2r}}}y_3^r\left[{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]^3.`$
Making a change of variables from convergence $`\kappa _s`$ to reduced convergence $`\eta _s`$ we can write
$`{}_{3}{}^{}\beta _{\eta }^{}(y_1,y_2,y_3)`$ $`=`$ $`{\displaystyle \frac{1}{[\kappa _m]^2}}{\displaystyle _0^{\chi _s}}𝑑\chi \left[{\displaystyle \frac{\kappa _{\theta _{12}}}{\kappa _s(\gamma _1)\kappa _s(\gamma _2)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{23}}}{\kappa _s(\gamma _1)\kappa _s(\gamma _2)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]^3`$ (45)
$`\times \mu _1^\eta \left[y_1\kappa _m{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _2^\eta \left[y_2\kappa _m{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _1^\eta \left[y_3\kappa _m{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right].`$
As we mentioned above, it is possible to integrate the above equation (which is derived using only small angle approximation). However, note that due to line-of-sight effects it is no longer possible to separate the cumulant correlators of the convergence field in the same way as can be done for the underlying mass distribution. Using the approximations for the expressions which we have already used to simplify the generating function for two-point cumulant correlators, i.e.
$$\kappa _s(\gamma _i)\kappa _s(\gamma _j)\frac{1}{2}\chi _s\omega ^2(\chi _c)\left[\frac{d^2k}{(2\pi )^2}\mathrm{P}(\mathrm{k})W^2(kr(\chi _c)\theta _0)\mathrm{exp}[ikr(\chi _c)\theta _{ij}]\right],$$
(46)
we can write
$${}_{3}{}^{}\beta _{\eta }^{}(y_1,y_2,y_3)=\mu _1^\eta (y_1)\mu _2^\eta (y_2)\mu _1^\eta (y_3).$$
(47)
So at this level of approximation we again obtain a factorization property of the cumulant correlators for the reduced convergence field. Also notice that such an approximation would man that the third order reduced cumulant correlators for convergence field can be related to the corresponding quantity for the underlying mass distribution by
$$C_{p11}^\eta =C_{p11}^\kappa (\kappa _m)^p.$$
(48)
The three-point joint PDF for the convergence field and the reduced convergence field now can be expressed as
$`p^\kappa (\kappa _1,\kappa _2,\kappa _3)`$ $`=`$ $`p^\kappa (\kappa _1)p^\kappa (\kappa _2)p^\kappa (\kappa _3)[1+b^\kappa (\kappa _1)\xi _{12}^\kappa b^\kappa (\kappa _2)+b^\kappa (\kappa _1)\xi _{12}^\kappa \nu _2^\kappa (\kappa _2)\xi _{23}^\kappa b^\kappa (\kappa _3)+\mathrm{cyc}.\mathrm{perm}.]`$
$`p^\eta (\eta _1,\eta _2,\eta _3)`$ $`=`$ $`p^\eta (\eta _1)p^\eta (\eta _2)p^\eta (\eta _3)[1+b^\eta (\eta _1)\xi _{12}^\eta b^\eta (\eta _2)+b^\eta (\eta _1)\xi _{12}^\eta \nu _2^\eta (\eta _2)\xi _{23}^\eta b^\eta (\eta _3)+\mathrm{cyc}.\mathrm{perm}.]`$ (49)
The generating function for the reduced cumulant correlator $`C_{p11}^\eta `$, i.e. $`\mu _2^\eta (y)`$ and its associated scaling function $`\nu _2^\eta (x)`$ (see Munshi et al. 1999a,b) can be related by
$$\nu _2^\eta (x)h^\eta (x)=\frac{1}{2\pi i}_i\mathrm{}^i\mathrm{}𝑑y\mu _2^\eta (y)\mathrm{exp}(xy),$$
(50)
where the scaling variable $`x`$ has the same meaning as defined earlier. One can also derive a similar expression for cumulative $`\nu _2^\eta (>x)`$, i.e. $`\nu _2^\eta (>x)`$ beyond a certain threshold (see Munshi, Coles, Melott 1999a,b; Munshi, Melott & Coles 2000; Munshi et al. 1999; Munshi & Melott 1998 for details). Using the fact that $`p(\kappa )=p(\eta )/\kappa _m`$; $`b(\kappa )=b(\eta )/\kappa _m`$ and $`\xi _\kappa =\xi _\kappa /\kappa _m^2`$ we can finally obtain
$$\nu _2^\kappa (\kappa )=\frac{\nu _2^\eta (\eta )}{\kappa _{m}^{}{}_{}{}^{2}}.$$
(51)
Since the scaling function $`\nu _2^\kappa (>x)`$ encodes information concerning the skewness of collapsed objects beyond a certain threshold or hot-spots in convergence maps it is interesting to notice how such a quantity is directly related to the three-point cumulant correlators of the background convergence field. We can write the skewness $`S_3^\kappa (>\kappa _s)`$ of those spots in convergence maps which cross certain threshold $`\kappa _s`$ as
$$S_3^\kappa (>\kappa _s)=3\frac{\nu _2^\kappa (>\kappa _s)}{b^\kappa (>\kappa _s)^2}=3\frac{\nu _2^\eta (>\eta _s)}{b^\eta (>\eta _s)^2}=S_3^\eta (>\eta _s).$$
(52)
It is easy to notice that, independent of cosmology, spots which cross certain threshold $`\eta _s`$ in reduced smoothed convergence will have exactly same skewness as the skewness of the overdense regions of the mass distribution $`1+\delta =\frac{\rho _s}{\rho _0}`$ crossing the same threshold. This is one of the main results in our analysis, in next sections we will show that this results holds good to higher order. Indeed, it turns out that even the PDF of collapsed objects and “hot-spots” in reduced convergence maps will be exactly equal.
## 5 Four-Point Statistics of Collapsed Objects from Convergence Maps
Four-point cumulant correlators can be analyzed in an exactly similar manner as in the previous section, except that in this case there are two distinct topologies (“snake” and “star” topologies) which make contributions to the correlations. The star topology possesses a completely new vertex of third order, the snake topology (although of same order) is made of lower order tree vertices. Therefore it also provides a unique consistency check of the lower-order diagrams.
The most general four-point cumulant correlator of arbitrary order can be expressed as (Munshi, Melott & Coles 1999a):
$`\eta _s^p(\gamma _1)\eta _s^q(\gamma _2)\eta _s^r(\gamma _3)\eta _s^s(\gamma _4)_c`$ $`=`$ $`[C_{p1}^\eta \eta _s(\gamma _1)\eta _s(\gamma _2)_cC_{q11}^\eta \eta _s(\gamma _2)\eta _s(\gamma _3)_cC_{r11}^\eta \eta _s(\gamma _3)\eta _s(\gamma _4)_cC_{s1}^\eta +\mathrm{cyc}.\mathrm{perm}.+\mathrm{}`$ (53)
$`+C_{p1}^\eta \eta _s(\gamma _1)\eta _s(\gamma _2)_cC_{q1}^\eta \eta _s(\gamma _1)\eta _s(\gamma _3)_cC_{r1}^\eta \eta _s(\gamma _1)\eta _s(\gamma _4)_cC_{s111}^\eta +\mathrm{cyc}.\mathrm{perm}.]`$
$`\times \eta _s^2^{(p+q+r+s4)}`$
We will use the same superscript $`\eta `$ to denote both the reduced convergence field and the underlying mass distribution. Both fields display similar statistical properties, at least to the level of approximation used here. Developing the four-point function further yields
$`\eta _s^p(\gamma _1)\eta _s^q(\gamma _2)\eta _s^r(\gamma _3)\eta _s^s(\gamma _4)_c`$ $`=`$ $`{\displaystyle _0^{\chi _s}}d\chi {\displaystyle \frac{\omega (\chi )^{p+q+r+s}}{r^{2(p+q+r+s1)}}}[C_{p1}^\eta \kappa _{\theta _{12}}C_{q11}^\eta \kappa _{\theta _{23}}C_{r11}^\eta \kappa _{\theta _{34}}C_{s1}^\eta +\mathrm{cyc}.\mathrm{perm}.`$ (54)
$`+C_{p1}^\eta \kappa _{\theta }^{}{}_{12}{}^{}C_{q11}^\eta \kappa _{\theta }^{}{}_{13}{}^{}C_{r11}^\eta \kappa _{\theta }^{}{}_{14}{}^{}C_{s1}^\eta +\mathrm{cyc}.\mathrm{perm}.]\kappa _{\theta _0}^{p+q+r+s4}.`$
The snake contribution to four-point cumulant correlator can now be written
$`C_{pqrs}^{\mathrm{snake}}`$ $`=`$ $`{\displaystyle \frac{\kappa _s^p(\gamma _1)\kappa _s^q(\gamma _2)\kappa _s^r(\gamma _3)\kappa _s^s(\gamma _4)_c^{\mathrm{snake}}}{\kappa _s(\gamma _1)\kappa _s(\gamma _2)\kappa _s(\gamma _3)\kappa _s(\gamma _4)\kappa _s^2(\gamma )^{p+q+r+s4}}}`$ (55)
$`=`$ $`{\displaystyle _0^{\chi _s}}𝑑\chi {\displaystyle \frac{\omega (\chi )^{p+q+r+s}}{r^{2(p+q+r+s1)}}}C_{p1}^\eta \left[{\displaystyle \frac{\kappa _{\theta _{12}}}{\kappa _s(\gamma _1)\kappa _s(\gamma _2)}}\right]C_{q11}^\eta \left[{\displaystyle \frac{\kappa _{\theta _{23}}}{\kappa _s(\gamma _2)\kappa _s(\gamma _3)}}\right]C_{r11}^\eta \left[{\displaystyle \frac{\kappa _{\theta _{34}}}{\kappa _s(\gamma _3)\kappa _s(\gamma _4)}}\right]C_{s1}^\eta \left[{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]^{p+q+r+s4}.`$
Considering the generating function for the snake terms, we obtain the following expression:
$`{}_{4}{}^{}\beta _{\kappa }^{\mathrm{snake}}(y_1,y_2,y_3,y_4)`$ $`=`$ $`{\displaystyle \underset{pqrs}{}}C_{pqrs}^{\mathrm{snake}}{\displaystyle \frac{y_1^p}{p!}}{\displaystyle \frac{y_2^q}{q!}}{\displaystyle \frac{y_3^r}{r!}}{\displaystyle \frac{y_4^s}{s!}}`$ (56)
$`=`$ $`{\displaystyle \frac{1}{\left[\kappa _m\right]^2}}{\displaystyle _0^{\chi _s}}𝑑\chi \left[{\displaystyle \frac{\kappa _{\theta _{12}}}{\kappa _s(\gamma _1)\kappa _s(\gamma _2)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{23}}}{\kappa _s(\gamma _2)\kappa _s(\gamma _3)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{34}}}{\kappa _s(\gamma _3)\kappa _s(\gamma _4)}}\right]`$
$`\times \mu _1^\eta \left[y_1{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _2^\eta \left[y_2{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _2^\eta \left[y_3{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _1^\eta \left[y_4{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\left[{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]^4.`$
Once again, it is not possible to factorize the generating function because of line-of-sight contributions. After changing variables from $`\kappa `$ to $`\eta `$ we can write
$`{}_{4}{}^{}\beta _{\eta }^{\mathrm{snake}}(y_1,y_2,y_3,y_4)`$ $`=`$ $`{\displaystyle \underset{pqrs}{}}C_{pqrs}^{\mathrm{snake}}{\displaystyle \frac{y_1^p}{p!}}{\displaystyle \frac{y_2^q}{q!}}{\displaystyle \frac{y_3^r}{r!}}{\displaystyle \frac{y_4^s}{s!}}`$ (57)
$`=`$ $`{\displaystyle \frac{1}{\left[\kappa _m\right]^2}}{\displaystyle _0^{\chi _s}}𝑑\chi \left[{\displaystyle \frac{\kappa _{\theta _{12}}}{\kappa _s(\gamma _1)\kappa _s(\gamma _2)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{23}}}{\kappa _s(\gamma _2)\kappa _s(\gamma _3)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{34}}}{\kappa _s(\gamma _3)\kappa _s(\gamma _4)}}\right]`$
$`\times \mu _1^\eta \left[\kappa _my_1{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _2^\eta \left[\kappa _my_2{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]`$
$`\times \mu _2^\eta \left[\kappa _my_3{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _1^\eta \left[\kappa _my_4{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\left[{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]^4.`$
Similarly, for terms with star topologies, we can write
$`C_{pqrs}^{\mathrm{star}}`$ $`=`$ $`{\displaystyle \frac{\kappa _s^p(\gamma _1)\kappa _s^q(\gamma _2)\kappa _s^r(\gamma _3)\kappa _s^s(\gamma _4)_c^{\mathrm{snake}}}{\kappa _s(\gamma _1)\kappa _s(\gamma _2)\kappa _s(\gamma _3)\kappa _s(\gamma _4)\kappa _s^2(\gamma )^{p+q+r+s4}}}`$ (58)
$`=`$ $`{\displaystyle _0^{\chi _s}}𝑑\chi {\displaystyle \frac{\omega (\chi )^{p+q+r+s}}{r^{2(p+q+r+s1)}}}C_{p111}^\eta \left[{\displaystyle \frac{\kappa _{\theta _{12}}}{\kappa _s(\gamma _1)\kappa _s(\gamma _2)}}\right]C_{q1}^\eta \left[{\displaystyle \frac{\kappa _{\theta _{13}}}{\kappa _s(\gamma _1)\kappa _s(\gamma _3)}}\right]C_{r1}^\eta \left[{\displaystyle \frac{\kappa _{\theta _{14}}}{\kappa _s(\gamma _1)\kappa _s(\gamma _4)}}\right]C_{s1}^\eta \left[{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]^{p+q+r+s4}.`$
Finally the generating function $`{}_{4}{}^{}\beta _{\kappa }^{\mathrm{star}}(y_1,y_2,y_3,y_4)`$ can be written as:
$`{}_{4}{}^{}\beta _{\kappa }^{\mathrm{star}}(y_1,y_2,y_3,y_4)`$ $`=`$ $`{\displaystyle \frac{1}{\left[\kappa _m\right]^2}}{\displaystyle _0^{\chi _s}}𝑑\chi \left[{\displaystyle \frac{\kappa _{\theta _{12}}}{\kappa _s(\gamma _1)\kappa _s(\gamma _2)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{13}}}{\kappa _s(\gamma _1)\kappa _s(\gamma _3)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{14}}}{\kappa _s(\gamma _1)\kappa _s(\gamma _4)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]^4`$ (59)
$`\times \mu _3^\eta \left[y_1{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _1^\eta \left[y_2{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _1^\eta \left[y_3{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _1^\eta \left[y_4{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right].`$
We can now change variables from $`\kappa _s`$ to $`\eta _s`$ and write:
$`{}_{4}{}^{}\beta _{\eta }^{\mathrm{star}}(y_1,y_2,y_3,y_4)`$ $`=`$ $`{\displaystyle \frac{1}{\left[\kappa _m\right]^2}}{\displaystyle _0^{\chi _s}}𝑑\chi \left[{\displaystyle \frac{\kappa _{\theta _{12}}}{\kappa _s(\gamma _1)\kappa _s(\gamma _2)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{23}}}{\kappa _s(\gamma _2)\kappa _s(\gamma _3)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{34}}}{\kappa _s(\gamma _3)\kappa _s(\gamma _4)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]^4`$ (60)
$`\times \mu _3^\eta \left[\kappa _my_1{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _1^\eta \left[\kappa _my_2{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _1^\eta \left[\kappa _my_3{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _1^\eta \left[\kappa _my_4{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right].`$
The four-point joint probability distribution function can not be factorized as in the case of underlying mass distribution, but using the same approximation as we have deployed throughout we can simplify these terms and write
$`{}_{4}{}^{}\beta _{\eta }^{\mathrm{snake}}(y_1,y_2,y_3,y_4)`$ $`=`$ $`\mu _1^\eta (y_1)\mu _2^\eta (y_2)\mu _2^\eta (y_3)\mu _1^\eta (y_4)`$
$`{}_{4}{}^{}\beta _{\eta }^{\mathrm{star}}(y_1,y_2,y_3,y_4)`$ $`=`$ $`\mu _3^\eta (y_1)\mu _1^\eta (y_2)\mu _1^\eta (y_3)\mu _1^\eta (y_4),`$ (61)
which implies that, as in the lower-order reduced cumulant correlators, we can write
$$C_{p111}^\eta =(\kappa _m)^{p+1}C_{p111}^\kappa .$$
(62)
The joint probability distribution function for the convergence field and the reduced convergence field now can be written
$`p^\kappa (\kappa _1,\kappa _2,\kappa _3,\kappa _4)d\kappa _1d\kappa _2d\kappa _3d\kappa _4`$ $`=`$ $`p^\kappa (\kappa _1)p^\kappa (\kappa _2)p^\kappa (\kappa _3)p^\kappa (\kappa _4)[1+b^\kappa (\kappa _1)\xi _{12}^\kappa b^\kappa (\kappa _2)+\mathrm{cyc}.\mathrm{perm}.`$
$`+b^\kappa (\kappa _1)\xi _{12}^\kappa \nu _2^\kappa (\kappa _2)\xi _{23}^\kappa \nu _2^\kappa (\kappa _3)\xi _{34}^\kappa b(\kappa _4)+\mathrm{cyc}.\mathrm{perm}.`$
$`+\nu _1^\kappa (\kappa _1)\xi _{14}^\kappa b^\kappa (\kappa _2)\xi _{24}^\kappa b^\kappa (\kappa _3)\xi _{34}^\kappa b^\kappa (\kappa _3)\nu _3^\kappa (\kappa _4)+\mathrm{cyc}.\mathrm{perm}.]d\kappa _1d\kappa _2d\kappa _3d\kappa _4`$
$`p^\eta (\eta _1,\eta _2,\eta _3,\kappa _4)d\eta _1d\eta _2d\eta _3d\eta _4`$ $`=`$ $`p^\eta (\eta _1)p^\eta (\eta _2)p^\eta (\eta _3)p^\eta (\eta _4)[1+b^\eta (\eta _1)\xi _{12}^\eta b^\eta (\eta _2)+\mathrm{cyc}.\mathrm{perm}.`$ (63)
$`+b^\eta (\eta _1)\xi _{12}^\eta \nu _2^\eta (\eta _2)\xi _{23}^\eta \nu _2^\eta (\eta _3)\xi _{34}^\eta b^\eta (\eta _4)+\mathrm{cyc}.\mathrm{perm}.`$
$`+\nu _1^\eta (\eta _1)\xi _{14}b^\eta (\eta _2)\xi _{24}^\eta b^\eta (\eta _3)\xi _{34}^\eta b^\eta (\eta _3)\nu _3^\eta (\eta _4)+\mathrm{cyc}.\mathrm{perm}.]d\eta _1d\eta _2d\eta _3d\eta _4.`$
The generating function for reduced cumulant correlator $`C_{p11}`$, i.e. $`\mu _2(y)`$ and $`\nu _2^\eta (x)`$ can be related by
$$\nu _3^\eta (x)h^\eta (x)=\frac{1}{2\pi i}_i\mathrm{}^i\mathrm{}𝑑y\mu _3^\eta (y)\mathrm{exp}(xy),$$
(64)
where the scaling variable $`x`$ has the same meaning as defined earlier. One can also derive a similar expression for the cumulative $`\nu _3^\kappa (>x)`$, i.e. $`\nu _3^\eta (>x)`$ beyond a certain threshold; see Munshi et al. (1999a,b,c) for details. Using the fact that $`p(\kappa )=p(\eta )/\kappa _m`$; $`b(\kappa )=b(\eta )/\kappa _m`$; $`\nu _2(\kappa )=\nu _2(\eta )/\kappa _m`$ and $`\xi _\kappa =\xi _\eta /\kappa _m^2`$ we can finally obtain
$$\nu _3^\kappa (\kappa )=\frac{\nu _3^\eta (\eta )}{\kappa _{m}^{}{}_{}{}^{3}}.$$
(65)
Since the scaling function $`\nu _3(>x)`$ encodes information on the kurtosis kurtosis of collapsed objects beyond certain threshold, or hot-spots in convergence maps, it is interesting to notice how such a quantity is directly related to the four-point cumulant correlators (“star”-diagrams) of the background convergence field. We can write the kurtosis $`S_4(>\kappa _s)`$ of those spots in convergence maps which cross certain threshold $`\kappa _s`$ as:
$$S_4^\kappa (>\kappa _s)=4\frac{\nu _3^\kappa (>\kappa _s)}{b^\kappa (>\kappa _s)^3}+12\frac{\nu _2^\kappa (>\kappa _s)^2}{b^\kappa (>\kappa _s)^4}=4\frac{\nu _3^\eta (>\eta _s)}{b^\eta (>\eta _s)^3}+12\frac{\nu _2^\eta (>\eta _s)^2}{b^\eta (>\eta _s)^4}.$$
(66)
As in the case of skewness, the kurtosis associated with points which cross certain threshold in convergence map will have precisely identical statistical properties as in the underlying density field.
## 6 Five-Point Statistics of Collpased objects from Convergence Maps
The five-point cumulant correlators can be related to the fifth order moments of collapsed objects in a very similar manner to the preceding calculations, so we will simply quote the results of such an analysis in this section. The complication here is that, in addition to having star and snake topologies, there is an additional hybrid topology in this case.
For star topologies, the appropriate integrals will involve five node functions. Four of these will be of the form $`\nu _1`$, and one $`\nu _4`$. There will also be four links between these nodes denoting the correlations. Hence we can write
$`{}_{5}{}^{}\beta _{\kappa }^{\mathrm{star}}(y_1,y_2,y_3,y_4,y_5)`$ $`=`$ $`{\displaystyle _0^{\chi _s}}r^2(\chi )𝑑\chi \left[{\displaystyle \frac{\kappa _{\theta _{15}}}{\kappa _s(\gamma _1)\kappa _s(\gamma _5)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{25}}}{\kappa _s(\gamma _2)\kappa _s(\gamma _5)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{35}}}{\kappa _s(\gamma _3)\kappa _s(\gamma _5)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{45}}}{\kappa _s(\gamma _4)\kappa _s(\gamma _5)}}\right]`$ (67)
$`\times \left[{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]^5\mu _4^\eta \left[y_1{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _1^\eta \left[y_2{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _1^\eta \left[y_3{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]`$
$`\times \mu _1^\eta \left[y_4{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _1^\eta []y_5]{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}].`$
For a snake topology the relevant contributions will come from three generating functions of three-point reduced cumulant correlators $`C_{p11}`$ denoted as before by $`\mu _2(y)`$, and two generating function of two-point reduced cumulant correlators $`C_{p1}`$ which we have denoted by $`\mu _1(y)`$:
$`{}_{5}{}^{}\beta _{\kappa }^{\mathrm{snake}}(y_1,y_2,y_3,y_4,y_5)`$ $`=`$ $`{\displaystyle _0^{\chi _s}}r^2(\chi )𝑑\chi \left[{\displaystyle \frac{\kappa _{\theta _{12}}}{\kappa _s(\gamma _1)\kappa _s(\gamma _2)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{23}}}{\kappa _s(\gamma _2)\kappa _s(\gamma _3)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{34}}}{\kappa _s(\gamma _3)\kappa _s(\gamma _4)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{45}}}{\kappa _s(\gamma _4)\kappa _s(\gamma _5)}}\right]`$ (68)
$`\times \left[{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]^5\mu _1^\eta \left[y_1{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _2^\eta \left[y_2{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _2^\eta \left[y_3{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]`$
$`\times \mu _2^\eta \left[y_4{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _1^\eta \left[y_5{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right].`$
For the hybrid topology the contributions will come from the generating function of four-point reduced cumulant correlators $`C_{p111}`$ denoted as before by $`\mu _2(y)`$, three-point reduced cumulant correlator $`C_{p11}`$ and the rest of the nodes $`\mu _2(y)`$ will be generating function for two-point cumulant correlators $`C_{p1}`$. So finally we can write
$`{}_{5}{}^{}\beta _{\kappa }^{\mathrm{hybrid}}(y_1,y_2,y_3,y_4,y_5)`$ $`=`$ $`{\displaystyle _0^{\chi _s}}r^2(\chi )𝑑\chi \left[{\displaystyle \frac{\kappa _{\theta _{13}}}{\kappa _s(\gamma _1)\kappa _s(\gamma _3)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{23}}}{\kappa _s(\gamma _2)\kappa _s(\gamma _3)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{34}}}{\kappa _s(\gamma _3)\kappa _s(\gamma _4)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{45}}}{\kappa _s(\gamma _3)\kappa _s(\gamma _4)}}\right]`$ (69)
$`\times \left[{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]^5\mu _1^\eta \left[y_1{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _1^\eta \left[y_2{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _3^\eta \left[y_3{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]`$
$`\times \mu _2^\eta \left[y_4{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _1^\eta \left[y_5{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right].`$
Making a change of variables again from the convergence field $`\kappa _s`$ to the reduced convergence field $`\eta _s`$ we obtain the following expressions for the five-point generating functions which, again, cannot be factorised. For the star topology we have
$`\beta _\eta ^{\mathrm{star}}(y_1,y_2,y_3,y_4,y_5)`$ $`=`$ $`{\displaystyle \frac{1}{\left[\kappa _m\right]^2}}{\displaystyle _0^{\chi _s}}r^2(\chi )𝑑\chi \left[{\displaystyle \frac{\kappa _{\theta _{15}}}{\kappa _s(\gamma _1)\kappa _s(\gamma _5)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{25}}}{\kappa _s(\gamma _2)\kappa _s(\gamma _5)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{35}}}{\kappa _s(\gamma _3)\kappa _s(\gamma _5)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{45}}}{\kappa _s(\gamma _4)\kappa _s(\gamma _5)}}\right]`$ (70)
$`\times \left[{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]^5\mu _1^\eta \left[\kappa _my_1{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _1^\eta \left[\kappa _my_2{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _1^\eta \left[\kappa _my_3{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]`$
$`\times \mu _1^\eta \left[\kappa _my_4{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _4^\eta \left[\kappa _my_5{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right].`$
For the snake topology the relevant expression is
$`\beta _\eta ^{\mathrm{snake}}(y_1,y_2,y_3,y_4,y_5)`$ $`=`$ $`{\displaystyle \frac{1}{\left[\kappa _m\right]^2}}{\displaystyle _0^{\chi _s}}r^2(\chi )𝑑\chi \left[{\displaystyle \frac{\kappa _{\theta _{12}}}{\kappa _s(\gamma _1)\kappa _s(\gamma _2)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{23}}}{\kappa _s(\gamma _2)\kappa _s(\gamma _3)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{34}}}{\kappa _s(\gamma _3)\kappa _s(\gamma _4)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{45}}}{\kappa _s(\gamma _4)\kappa _s(\gamma _5)}}\right]`$ (71)
$`\times \left[{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]^5\mu _1^\eta \left[\kappa _my_1{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _2^\eta \left[\kappa _my_2{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _2^\eta \left[\kappa _my_3{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]`$
$`\times \mu _2^\eta \left[\kappa _my_4{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _1^\eta \left[\kappa _my_5{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right],`$
and similarly for the hybrid topology:
$`\beta _\eta ^{\mathrm{hybrid}}(y_1,y_2,y_3,y_4,y_5)`$ $`=`$ $`{\displaystyle \frac{1}{\left[\kappa _m\right]^2}}{\displaystyle _0^{\chi _s}}r^2(\chi )𝑑\chi \left[{\displaystyle \frac{\kappa _{\theta _{13}}}{\kappa _s(\gamma _1)\kappa _s(\gamma _3)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{23}}}{\kappa _s(\gamma _2)\kappa _s(\gamma _3)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{34}}}{\kappa _s(\gamma _3)\kappa _s(\gamma _4)}}\right]\left[{\displaystyle \frac{\kappa _{\theta _{45}}}{\kappa _s(\gamma _4)\kappa _s(\gamma _5)}}\right]`$ (72)
$`\times \left[{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]^5\mu _1^\eta \left[\kappa _my_1{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _1^\eta \left[\kappa _my_2{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _3^\eta \left[\kappa _my_3{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]`$
$`\times \mu _2^\eta \left[\kappa _my_4{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right]\mu _1^\eta \left[\kappa _my_5{\displaystyle \frac{\omega (\chi )}{r^2(\chi )}}{\displaystyle \frac{\kappa _{\theta _0}}{\kappa _s^2}}\right].`$
Using the same approximations as we have used before for the lower-order cumulants, we can see that the generating function $`\nu _4(y)`$ and its associated scaling function $`\nu _4(x)`$ for the reduced convergence field are, once again, exactly the same as the one for underlying mass distribution. This leads to
$`{}_{5}{}^{}\beta _{\eta }^{\mathrm{star}}(y_1,y_2,y_3,y_4,y_5)`$ $`=`$ $`\mu _1^\eta (y_1)\mu _1^\eta (y_2)\mu _1^\eta (y_3)\mu _4^\eta (y_4)\mu _1^\eta (y_5),`$
$`{}_{5}{}^{}\beta _{\eta }^{\mathrm{snake}}(y_1,y_2,y_3,y_4,y_5)`$ $`=`$ $`\mu _1^\eta (y_1)\mu _2^\eta (y_2)\mu _2^\eta (y_3)\mu _2^\eta (y_4)\mu _1^\eta (y_5),`$
$`{}_{5}{}^{}\beta _{\eta }^{\mathrm{hybrid}}(y_1,y_2,y_3,y_4,y_5)`$ $`=`$ $`\mu _1^\eta (y_1)\mu _1^\eta (y_2)\mu _3^\eta (y_3)\mu _2^\eta (y_4)\mu _1^\eta (y_5).`$ (73)
As in the case of the fourth-order cumulant correlators, these results now can be used to express the five-point joint probability distribution function for both convergence and reduced convergence field. Clearly the new vertex $`\mu _4(y)`$ and associated scaling function $`\nu _4(x)`$ (or the analogous $`\nu _4(\eta _s)`$ or $`\nu _4(\kappa _s)`$) can be used to express the fifth-order cumulant for collapsed objects:
$$\nu _4^\kappa (\kappa )=\frac{\nu _4^\eta (\eta )}{\kappa _m^4}.$$
(74)
Finally the fifth order one-point moment of the collapsed objects is
$$S_5^\kappa (>\kappa _s)=5\frac{\nu _4^\kappa (>\kappa _s)}{b^\kappa (>\kappa _s)^4}+60\frac{\nu _3^\kappa (>\kappa _s)\nu _2^\kappa (\kappa _s)^2}{b^\kappa (>\kappa _s)^4}+60\frac{\nu _2^\kappa (>\kappa _s)^3}{b(>\kappa _s)^4}=5\frac{\nu _4^\eta (>\eta _s)}{b^\eta (>\eta _s)^4}+60^\eta \frac{\nu _3^\eta (>\eta _s)\nu _2^\eta (>\eta _s)}{b^\eta (>\eta _s)^4}+60\frac{\nu _2^\eta (>\eta _s)^3}{b^\eta (>\kappa _s)^4}.$$
(75)
## 7 Generalization to Arbitrary Order Statistics
Let us now put together what we have learned so far and explain what can be learned about correlations of arbitrary order. If we consider a diagram of arbitrary topology and of arbitrary order it will consist of different kinds of nodes. These nodes will be represented by associated scaling functions $`\mu _s(y)`$ and act as generating functions for the reduced cumulant correlators of various order $`C_{p\mathrm{}1}`$. The term will also consist of products of the factors which represent correlation function associated with the links which join these nodes. Products of these terms when integrated along the line of sight direction will provide us the joint generating function of arbitary order for convergence field $`\kappa _s`$:
$${}_{N}{}^{}\beta _{\kappa }^{\mathrm{topology}}(y_1,\mathrm{},y_s)=r^2(\chi )𝑑\chi \left[\frac{\kappa _{\theta _0}}{\kappa _s^2(\gamma )}\right]^N\underset{\mathrm{all}\mathrm{links}(\mathrm{i},\mathrm{j})}{\overset{N1}{}}\left[\frac{\kappa _{\theta }^{}{}_{ij}{}^{}}{\kappa (\gamma _i)\kappa (\gamma _j)}\right]\underset{\mathrm{all}\mathrm{nodes}(\mathrm{k})}{\overset{N}{}}\mu _s^\eta \left[y_k\frac{\omega (\chi )}{r^2(\chi )}\frac{\kappa _{\theta _0}}{\kappa _s^2(\gamma )}\right].$$
(76)
Changing the variables from convergence field $`\kappa _s`$ to reduced convergence $`\eta _s`$ we can write
$${}_{N}{}^{}\beta _{\eta }^{\mathrm{topology}}(y_1,\mathrm{},y_s)=\frac{1}{\left[\kappa _m\right]^2}r^2(\chi )𝑑\chi \left[\frac{\kappa _{\theta _0}}{\kappa _s^2(\gamma )}\right]^N\underset{\mathrm{all}\mathrm{links}(\mathrm{i},\mathrm{j})}{\overset{N1}{}}\left[\frac{\kappa _{\theta }^{}{}_{ij}{}^{}}{\kappa (\gamma _i)\kappa (\gamma _j)}\right]\underset{\mathrm{all}\mathrm{nodes}(\mathrm{k})}{\overset{N}{}}\mu _s^\eta \left[y_k\kappa _m\frac{\omega (\chi )}{r^2(\chi )}\frac{\kappa _{\theta _0}}{\kappa _s^2(\gamma )}\right].$$
(77)
As before, this is the most general expression and includes all other results which we have obtained so far. We want to emphasize that deriving this result we have not used any approximation other than that of small angles and these integrals can be computed numerically to obtain the joint multi-point PDF for convergence fields.
Given a specific model for the underlying mass distribution we can now relate all the multi-point properties of the projected density field to be obtained from weak lensing surveys. However, as we indicated before, with some approximations it is possible to simplify these results still further. This gives us an interesting insight into the statistical nature of the underlying mass distribution:
$${}_{N}{}^{}\beta _{\eta }^{\mathrm{topology}}(y_1,\mathrm{},y_s)=\underset{\mathrm{all}\mathrm{nodes}(\mathrm{k})}{\overset{N}{}}\mu _s^\eta [y_k]$$
(78)
These approximations have already been tested against the results of high resolution ray tracing experiments (Munshi & Jain 1999a,b; Munshi 1999)which have confirmed that these simplifications indeed reproduce the results in a remarkably accurate way.
The vertices associated with collapsed objects $`\mu _n(y)`$, can be linked to generating functions for the vertices in the matter correlation hierarchy in a very interesting way. This has been done in an order-by-order expansion (Bernardeau & Schaeffer 1992; Munshi, Coles & Melott 1999a) and also to arbitrary order in a non-perturbative approach (Bernardeau & Schaeffer 1999). These techniques were developed to compute the joint multi-point statistics of collisionless clustering. Our study shows that the statistics of reduced convergence field are deeply linked to the statistics of underlying mass distribution. However, we should keep in mind that although the same functional form for $`\nu _n(x)`$ holds for both reduced convergence field and the underlying mass distribution the variance associated with them are very different. The variance for the mass distribution is very high on small length scales, while the variance of reduced convergence field is small. This means that while it is possible to compute asymptotic forms for the scaling functions (such as $`\nu _n(x)`$) for very small variance, complete information about $`\nu _n(x)`$ can only be obtained by a numerical integrations. This has already been done by Munshi & Jain (1999a), Munshi (2000) for the case of PDF and bias.
## 8 Discussion
In this paper we have explored the statistics of regions where the lensing convergence exceeds some threshold value. Our main purpose in this is to demonstrate the deep connection between statistical descriptors of the convergence and those of the underlying mass.
Ongoing weak lensing surveys with wide field CCD are likely to produce shear maps on areas of order 10 square degrees or less; existing feasibility studies cover relatively small angles (Bacon et al. 2000; van Waerbeke et al. 2000). In the future, areas larger than $`10^{}\times 10^{}`$ are also feasible, e.g. from the MEGACAM camera on the Canada France Hawaii Telescope and the VLT Survey Telescope. Ongoing optical (SDSS; Stebbins et al. 1997) and radio (FIRST; Refregier et al. 1997) surveys can also provide useful imaging data for weak lensing surveys. Such surveys will provide maps of the projected density of the universe and thus will help us both to test different dark matter models and probe the background geometry of the universe. They will also provide a unique opportunity to test different ansatze for gravitational clustering in the highly non-linear regime in an unbiased way. Traditionally such studies have used galaxy surveys, with the disadvantage that galaxies are biased tracers of the underlying mass distribution.
Most previous studies in weak lensing statistics used a perturbative formalism, which is applicable in the quasilinear regime and thus requires large smoothing angles. To reach the quasi-linear regime, survey regions must exceed areas of order 10 square degrees. Since existing CCD cameras typically have diameters of $`0.25^{}0.5^{}`$, the initial weak lensing surveys are likely to provide us statistical information on small smoothing angles, of order $`10^{}`$ and less. This makes the use of perturbative techniques a serious limitation, as the relevant physical length scales are in the highly nonlinear regime. In our earlier studies (Munshi & Coles 2000a) we have shown how lower order moments, such as cumulants and cumulant correlators, can also be extended to the case of weak lensing surveys. Although an important step towards understanding the physics of gravitational clustering and constraining the cosmological parameters, this work did not represent a complete picture of the entire PDF and multi-point generalisations of the cumulants and cumulant correlators. This was another aim of the present study. Extending our earlier results we have shown that indeed such results can be obtained once we assume a hierarchical model for the underlying mass distribution.
Numerical comparison of the one point probability distribution function (PDF) and bias of the convergence field have already been carried out by Munshi & Jain (1999a,b). The success of analytical results presented here indicates that the PDF, bias and other higher order statistics for “hot-spots” in convergence maps for a desired cosmological model can be computed as a function of smoothing angle and redshift distribution. Thus physical effects, such as the magnification distribution for Type Ia supernovae, can be conveniently computed. Thus we have a complete analytical description, based on models for gravitational clustering, for the full set of statistics of interest for weak lensing – the one point pdf, two point correlations, and the hierarchy of higher order cumulants and cumulant correlators. This analytical description has powerful applications in making predictions for a variety of models and varying the smoothing angle and redshift distribution of source galaxies; numerical studies are far more limited in the parameter space that can be explored.
The lower-order statistics of “hot-spots” in the convergence field have also already been studied by (Munshi & Jain 1999a,b). They demonstrated that, given a threshold, it is possible to link the statistics of collapsed objects with the ‘hot-spots’ in convergence field. It was also established that both one-point objects (such as PDF) and two-point objects (such as bias) measured from ray tracing experiments reproduce the analytical predictions with very good accuracy. This strongly motivates this present study, which develops these ideas further. Clearly the hierarchical ansatz has not been tested against N-body simulation in its full generality. While we have a very good analytical models for one-point scaling functions (Munshi et al. 1999a,b) which have been tested against numerical simulations, corresponding studies for two-point quantities are still lacking. One expects that situation will improve with availability of larger N-body simulations.
As we found that a suitable transformations of variables from convergence to reduced convergence can make the analysis very simple. Moreover we found that the reduced convergence has exactly the same statistics as the underlying mass distribution under some simplifying assumptions. However, in general the generating functions do not obey a factorization property similar to their counterpart for underlying mass distribution due to a line of sight integration. In general the minimum value of $`\kappa `$ i.e. $`\kappa _m`$ plays an important role in the transformation.
The dependence of convergence statistics on parameters of the cosmological background model enters through their effect on $`\kappa _m`$. This is why the statistics of $`\eta _s`$ are not sensitive to the background geometry or dynamics, but the statistics of convergence $`\kappa `$ are very sensitive to parameters such as $`\mathrm{\Omega }`$ and $`\mathrm{\Lambda }`$. This implies that it is possible to determine or constrain these parameters using weak lensing surveys. Numerical evaluation of this approach has already been done by Munshi & Jain (1999a,b) and Munshi (2000) who found very good agreement between analytical predictions and numerical simulations. While the statistics of the convergence field is very sensitive to the cosmological parameters, the $`S_N`$ parameters of bright spots which correspond to the collapsed objects in mass distribution are independent of such parameters and are approximately the same as those of collapsed objects; the bias of these bright-spots does depend on cosmplogical parameters.
Our studies also indicate that several approximations involved in weak lensing studies are valid even in the highly non-linear regime of observational interest. While a weakly clustered dark matter distribution is expected to produce small deflections of photon trajectories, it is not clear if the effect of highly over-dense regions capable of producing large deflections can also be modeled using a hierarchical ansatz and the weak lensing approximation. Numerical studies have shown that this is indeed the case; the effect of density inhomogeneities on very small angular scales can be predicted with high accuracy using analytical approximations, which confirms for example that the Born approximation is valid in the highly nonlinear regime.
The finite size of weak lensing catalogs will play an important role in the determination of cosmological parameters. It is therefore of interest to incorporate such effects in future analysis. Noise due to the intrinsic ellipticities of lensed galaxies will also need to be modeled. The present study is based on a top-hat window function which is easier to incorporate in analytical computations. It is possible to extend our study to other statistical estimators such as $`M_{\mathrm{ap}}`$, which use a compensated filter to smooth the shear field and may be more suitable for observational studies (Schneider et al 1997; Reblinsky et al 1999). Our method of computing cumulants and cumulant correlators or PDF and bias can also be generalized to the case of other window functions and we hope to present such results elsewhere.
It is interesting to consider an alternative to the hierarchical ansatz for the distribution of dark matter in the highly nonlinear regime. The dark matter can be modelled as belonging to haloes with a mass function given by the Press-Schechter formalism, and spatial distribution modeled as in Mo & White (1996). When supplemented by a radial profile for the dark halos such a prescription can be used to compute the one-point cumulants of the convergence field. Reversing the argument, given the one point cumulants of the convergence field it is possible to estimate the statistics of dark haloes.
## Acknowledgment
DM was supported by a Humboldt Fellowship at the Max Planck Institut fur Astrophysik when this work was performed. It is a pleasure for DM to acknowledge many helpful discussions with Francis Bernardeau, Patric Valageas and Katrin Reblinsky. Some of the analytical results which we have presented here were tested successfully against ray tracing simulations in collaboration with Bhuvnesh Jain. It is a pleasure for DM to thank him for several enjoyable collaborations. |
warning/0003/astro-ph0003008.html | ar5iv | text | # Detection of Weak Gravitational Lensing by Large-scale Structure
## 1 Introduction
Determining the large scale distribution of matter remains a major goal of modern cosmology. Comparisons between theory and observations are hampered fundamentally by the fact that the former is concerned with dark matter whereas the latter usually probes luminous matter, particularly when the distribution is probed by galaxies and clusters. By contrast, gravitational lensing provides direct information concerning the total mass distribution, independently of its state and nature. As a result, lensing has had considerable impact in studies of cluster mass distributions (see reviews by Fort & Mellier 1994, Schneider 1996) and observational limits have improved significantly. Weak shear has now been detected $`>`$1.5 Mpc from the centre of the cluster Cl0024+16 (Bonnet et al. 1994), and in a supercluster (Kaiser et al. 1998).
Weak lensing by large-scale structure also produces small coherent distortions in the images of distant field galaxies (see Mellier 1999; Kaiser 1999; Bartelmann & Schneider 1999 for recent reviews). A measurement of this effect on various scales (defined as ‘cosmic shear’) would provide invaluable cosmological information (Kaiser 1992; Jain & Seljak 1997; Kamionkowski et al. 1997; Kaiser 1998; Hu & Tegmark 1998; Van Waerbeke et al. 1998). In particular, it would yield a direct measure of the power spectrum of density fluctuations along the line of sight and thus provide an independent constraint on large scale structure models and cosmological parameters.
Because of its small amplitude (a few percent on arcmin scales for favoured CDM models), cosmic shear has however been difficult to detect. In a pioneering paper, Mould et al. (1994) attempted to detect the coherent distortion of $`R`$26 field galaxies over a 9.6 arcmin diameter field and found an upper limit quoted in terms of the rms shear at the 4% level. A search for this effect is the object of active observational effort (Van Waerbeke et al. 1998; Refregier et al. 1998; Seitz et al. 1998; Rhodes et al. 1999; Kaiser 1999). At present however, no unambiguous detections of cosmic shear have been reported (see however the limited results of Villumsen 1995; Schneider et al. 1998).
A fundamental limitation of narrow field imaging as a probe of cosmic shear is that arising from cosmic variance, i.e. the fluctuation in the lensing signal measured with a limited number of pencil beam sight lines. Only through the analysis of image fields in many statistically-independent directions can this variance be overcome. Prior to such a measurement, it is important to demonstrate a reliable detection strategy, particularly in the presence of significant instrumental and other systematic effects.
In this paper, we report the detection of a cosmic shear signal with 14 separated $`16^{}\times 8^{}`$ fields observed with the 4.2m William Herschel Telescope (WHT). We provide a detailed treatment of systematic effects and of the shear measurement method. We test our results with numerical simulations of lensed images and quantify both our statistical and systematic errors. We discuss the consequence of our measurement for the normalisation of the mass power spectrum. Subsequent papers will extend this technique to a larger number of fields, reducing the limitations caused by cosmic variance.
This paper is organised as follows. In §2, we introduce the theory of weak lensing in the context of a cosmic shear survey. In §3 we discuss our observational strategy for detecting it and describe our observations taken at the WHT and the routine aspects of data reduction. In §4, we describe the generation of the object catalogue and how the image parameters were measured. In §5 we discuss and characterise distortions introduced by the telescope optics. In §6 we discuss the point spread function and present our shear measurement method, alongside an important comparison with the same analysis conducted with simulated data (§7). In §8, we describe the estimator used for measuring the shear variance and the cross-correlation between adjacent cells. In §9, we present our results. Our conclusions are summarised in §10.
## 2 Theory
### 2.1 Distortion Matrix
Gravitational lensing by large scale structure produces distortions in the image of background galaxies (see Mellier 1999; Kaiser 1999; Bartelmann & Schneider 1999 for recent reviews). These distortions are weak (about 1%) and can be fully characterised by the distortion matrix
$$\mathrm{\Psi }_{ij}\frac{(\delta \theta _i)}{\theta _j}\left(\begin{array}{cc}\kappa +\gamma _1& \gamma _2\\ \gamma _2& \kappa \gamma _1\end{array}\right),$$
(1)
where $`\delta \theta _i(\theta )`$ is the displacement vector produced by lensing on the sky. The convergence $`\kappa `$ describes overall dilations and contractions. The shear $`\gamma _1`$ ($`\gamma _2`$) describes stretches and compressions along (at $`45^{}`$ from) the x-axis.
The distortion matrix is directly related to the matter density fluctuations along the line of sight by
$$\mathrm{\Psi }_{ij}=_0^{\chi _h}𝑑\chi g(\chi )_i_j\mathrm{\Phi }$$
(2)
where $`\mathrm{\Phi }`$ is the Newtonian potential, $`\chi `$ is the comoving distance, $`\chi _h`$ is the comoving distance to the horizon, and $`_i`$ is the comoving derivative perpendicular to the line of sight. The radial weight function $`g(\chi )`$ is given by
$$g(\chi )=2_\chi ^{\chi _h}𝑑\chi ^{}n(\chi ^{})\frac{r(\chi )r(\chi ^{}\chi )}{r(\chi ^{})},$$
(3)
where $`r`$ is the comoving angular diameter distance, and $`n(\chi )`$ is the probability of finding a galaxy at comoving distance $`\chi `$ and is normalised as $`𝑑\chi n(\chi )=1`$. If the galaxies all lie at a single distance $`\chi _s`$, $`n(\chi )=\delta (\chi \chi _s)`$ and
$$g(\chi )=2\frac{r(\chi )r(\chi _s\chi )}{r(\chi _s)}$$
(4)
In practice, this approximation is accurate to within 10%, if $`\chi _s`$ is set to the median distance of the galaxy sample. This is adequate given the median redshift of our galaxy sample is itself uncertain by about 25% (see §3.2), yielding an uncertainty in the predicted rms shear of about 20% (see Eq. below).
### 2.2 Power Spectrum
The amplitude of the cosmic shear can be quantified statistically by computing its 2-dimensional power spectrum (Jain & Seljak 1997; Kamionkowski et al. 1997; Schneider et al. 1997; Kaiser 1998). For this purpose, we consider the Fourier transform of the shear field
$$\stackrel{~}{\gamma _i}(𝐥)=d^2\theta \gamma _i(\theta )e^{i𝐥\theta }$$
(5)
The shear power spectrum $`C_𝐥^{ij}`$ is defined by
$$\stackrel{~}{\gamma _i}(𝐥)\stackrel{~}{\gamma _j}(𝐥^{})=(2\pi )^2\delta ^{(2)}(𝐥𝐥^{})C_𝐥^{ij}$$
(6)
where $`\delta ^{(2)}`$ is the 2-dimensional Dirac-delta function, and the brackets denote an ensemble average. It is also useful to define the scalar power spectrum $`C_l=C_𝐥^{11}+C_𝐥^{22}`$ for the shear amplitude by
$$\stackrel{~}{\gamma _i}(𝐥)\stackrel{~}{\gamma _i}(𝐥^{})=(2\pi )^2\delta ^{(2)}(𝐥𝐥^{})C_𝐥,$$
(7)
where the summation convention was used.
Applying Limber’s equation in Fourier space (Kaiser 1998) to Equation (2) and using the Poisson equation, we can express the shear power spectrum $`C_l`$ in terms of the 3-dimensional power spectrum $`P(k,\chi )`$ of the mass fluctuations $`\delta \rho /\rho `$ and obtain
$$C_l=\frac{9}{16}\left(\frac{H_0}{c}\right)^4\mathrm{\Omega }_m^2_0^{\chi _h}𝑑\chi \left[\frac{g(\chi )}{ar(\chi )}\right]^2P(\frac{l}{r},\chi ),$$
(8)
where $`a`$ is the expansion parameter, and $`H_0`$ and $`\mathrm{\Omega }_m`$ are the present value of the Hubble constant and matter density parameter, respectively. After noting that $`C_l`$ is also equal to the power spectrum of the convergence $`\kappa `$, we find that this expression agrees with that of Schneider et al. (1997). The component-wise power spectrum is given by
$$C_𝐥^{ij}=u_i(\lambda )u_j(\lambda )C_l$$
(9)
where $`u_i(\lambda )=\{\mathrm{cos}(2\lambda ),\mathrm{sin}(2\lambda )\}`$ and $`\lambda `$ is the angle of the vector $`𝐥`$, counter-clockwise from the $`l_1`$-axis.
A measurement of the power spectrum enables differentiation between the different cosmological models listed in Table 1. Standard Cold Dark Matter (SCDM) is approximately COBE-normalised (Bunn & White 1997), while the other variants are approximately cluster normalised ($`\sigma _8\mathrm{\Omega }_m^{.53}=0.6\pm 0.1`$; Viana & Liddle 1996). For each model we compute the non-linear power spectrum using the fitting formula of Peacock & Dodds (1996). The resulting power spectra are shown in Figure 1 for sources observed at $`z_s=1`$.
### 2.3 Cell-Averaged Statistics
For our measurement, we will consider statistics of the shear averaged over angular cells on the sky. This has the advantage of diminishing the impact of systematic effects (Rhodes et al. 1999) and allows extension in later surveys to minimise cosmic variance. The average shear $`\overline{\gamma }_i`$ in a cell can be written as
$$\overline{\gamma }_i=d^2\theta W(\theta )\gamma _i(\theta )$$
(10)
where $`W(\theta )`$ is the cell window function and is normalised as $`d^2\theta W(\theta )=1`$.
It is convenient to define the Fourier transform of the window function as
$$\stackrel{~}{W}_𝐥=d^2\theta W(\theta )e^{i𝐥\theta }.$$
(11)
For a square cell of side $`\alpha `$, this is
$$\stackrel{~}{W}_𝐥=\left(\frac{\mathrm{sin}(\alpha l_1)}{\alpha l_1}\right)\left(\frac{\mathrm{sin}(\alpha l_2)}{\alpha l_2}\right),$$
(12)
To a good approximation, we can ignore the small azimuthal dependence of the window function and approximate
$$\stackrel{~}{W}_l\left(\frac{\mathrm{sin}(\alpha l/\sqrt{2})}{\alpha l/\sqrt{2}}\right)^2.$$
(13)
Let us consider 2 cells separated by an angle $`\theta `$. We are interested in the correlation function
$$w_{ij}(\theta )\overline{\gamma }_i(0)\overline{\gamma }_j(\theta )$$
(14)
As is the case in our experiment, we take the separation vector $`\theta `$ to lie along the $`\theta _1`$-axis (or equivalently along the $`\theta _2`$-axis). By taking Fourier transforms and using Equation (6), we thus obtain
$`w_{ij}(\theta )`$ $``$ $`{\displaystyle \frac{1}{4\pi }}{\displaystyle _0^{\mathrm{}}}dllC_l|\stackrel{~}{W}_l|^2\times `$ (17)
$`\left(\begin{array}{cc}J_0(l\theta )+J_4(l\theta )& 0\\ 0& J_0(l\theta )J_4(l\theta )\end{array}\right).`$
As noted above, we have ignored the azimuthal dependence of the window function $`\stackrel{~}{W}_l`$. In particular, the shear variance $`\sigma _\gamma ^2\overline{\gamma }^2=w_{11}(0)+w_{22}(0)`$ is given by
$$\sigma _\gamma ^2=\frac{1}{2\pi }_0^{\mathrm{}}𝑑llC_l\left|\stackrel{~}{W}_l\right|^2.$$
(18)
We will denote the component-wise covariances between two adjacent cells by
$$\sigma _{\times 1}^2w_{11}(\alpha ),\sigma _{\times 1}^2w_{22}(\alpha ),$$
(19)
and their modulus by $`\sigma _\times ^2\sigma _{\times 1}^2+\sigma _{\times 2}^2`$. The values of these statistics for each model are listed in Table 1 for our cell size of $`\alpha =8^{}`$. The rms shear is of the order of 1% for the cluster-normalised models and of about 2% for the COBE-normalised model. The cross-correlation rms is about half the zero-lag value (c.f. Schneider et al. 1997).
Figure 2 shows the dependence of $`\sigma _\gamma `$ on the source redshift $`z_s`$ and $`\sigma _8`$ for the $`\mathrm{\Lambda }`$CDM model (again for $`\alpha =8^{}`$). The range chosen approximately reflects the likely uncertainty in these parameters for our experiment. Importantly, the rms shear is more sensitive to $`\sigma _8`$. A 10% uncertainty in the source redshift results in a 8% uncertainty in $`\sigma _\gamma `$. For this model, the dependence of $`\sigma _\gamma `$ is very well approximated by
$$\sigma _\gamma 0.0115z_s^{0.81}\sigma _8^{1.25},$$
(20)
in agreement with the scaling laws of Jain & Seljak (1997).
## 3 Data
### 3.1 Survey Strategy
In order to detect and ultimately measure the cosmic shear, an array of deep imaging fields is required. These must be randomly placed on the sky to provide a fair sample, and should be well separated in order to be statistically independent, from the point of view of cosmic variance. As mentioned in §1, it is expedient to distinguish between a detection based on a careful analysis of a few fields, noting carefully the systematic effects, before embarking upon an exhaustive measurement survey utilising a larger number of fields to beat down the uncertainties arising from cosmic variance. With these factors in mind, we now discuss our strategy and observations using the William Herschel Telescope (WHT).
A bank of appropriate fields were selected for observation with the WHT prime focus CCD Camera (field of view 8’ $`\times `$ 16’, pixel size 0.237”, EEV CCD) in the $`R`$ band. This photometric band offers the deepest imaging for a given exposure time with minimal fringing. Fields were selected using the Digital Sky Survey by choosing coordinates randomly within the range appropriate for the time of observations. Each field was retrospectively checked to see whether it contained large galaxies ($`5`$ arcsec) (which would occult a significant fraction of the imaging field) or prominent groups/clusters (located using the NASA/IPAC Extragalactic Database) on a scale comparable to that under study ($``$8 arcmin). There is, of course, a danger of over-compensating by exclusion in this respect but, fortunately, none of the originally-chosen fields were discarded according to the above criteria.
The fields were further required to be $`>5^{}`$ away from one other, in order to ensure statistical independence (c.f. figure 1, where the power is small for $`l<10`$).
Using the APM and GCC catalogues, we ensured that the fields contained no stars with $`R<11`$ (in order to avoid large areas of saturation and ghost images). On the other hand, we required the fields to contain $`200`$ stars with $`R<22`$ in order to map carefully the anisotropic PSF and the camera distortion across the field of view. In order to achieve this, the fields were chosen to be at intermediate Galactic latitudes ($`30^{}<b<70^{}`$; see Table 2). A calibration of the stellar density at limits fainter than the APM and GCC catalogues was obtained from a test WHT image (see below).
The final constraint on field position was our desire to observe each field within $`20^{}`$ of the telescope’s zenith during the observing run; this reduces image distortion introduced by telescope and instrument flexure. This criterion was relaxed for the fields VLT1, CIRSI1 and CIRSI2 (see nomenclature below).
Table 2 summarises the positions and Galactic latitude of the fields which are used in this paper. Two fields are in common with the VLT (Mellier et al., in preparation) and HST STIS (Seitz et al. 1998) cosmic shear programmes, allowing future comparisons with these programmes. A further two fields spanned the Groth Strip (Groth et al. 1998; Rhodes 1999) a deep survey conducted with HST, which has previously been studied for cosmic shear detection (Rhodes et al. 1999). Finally, two fields were chosen to be in common with the current CIRSI photometric redshift survey (Firth et al., in preparation) to give us clearer understanding of the redshift distribution of objects in our fields at a later date.
An exposure time of 1 hour on the WHT enables the detection of $`R`$=26 objects with a signal-to-noise of 5.8 in 0.8” seeing. This limit should correspond to a median redshift of about $`z_s`$1.2. In our eventual analysis, we will introduce a brighter limit so as to keep only resolved galaxies (referred to as the survey sample). This serves to reduce the median redshift to about 0.8 (see $`\mathrm{\S }`$9.3). We however note from figure 2 that our expected shear signal is not very sensitive to median redshift ($`\sigma _\gamma z_s^{0.8}`$). In §9, we will show that the resulting depth is still sufficient to detect the lensing signal.
### 3.2 Observations
We observed 14 selected fields with the WHT during the nights of 13-16 May 1999. For each field, a total of 4 exposures in $`R`$, each of 900s, was taken. All fields were observed as they passed through the meridian.
Each exposure on a given field was offset by 10” from its predecessor in order to remove cosmetic defects and cosmic rays, and to measure the optical distortion of the telescope and camera (see §5 and §6). All but two of the fields were observed with the long axis of the CCD pointing East-West; the exception being the two Groth fields, for which a $`45^{}`$ rotation (i.e. North-West orientation) was effected to align the WHT exposures with the HST survey (Groth et al. 1998; Rhodes 1999). Bias frames and sky flats were taken at the beginning and end of each night, and standard star observations were interspersed with the science exposures. The median seeing on our used exposures is 0.81”; one exposure with seeing $`>1.2`$” was excluded.
Table 2 lists the seeing and ’imcat’ magnitudes corresponding to $`5\sigma `$ detections for each field. An ’imcat’ signal-to-noise (see Section 7) of 5.0 corresponds to a median $`R`$=26.1; the median magnitude of galaxies on a field is $`R`$=25.2. To measure the shear, a number of cuts have to be applied to our object catalog (see §6). Table 2 also lists the median magnitude of our final sample. At our final subsample limit of $`R`$=23.4, the median redshift is $`0.8\pm 0.2`$ (Cohen et al 2000, $`\mathrm{\S }`$9.3). The median number density of adopted survey sources is 14.3 arcmin<sup>-2</sup> (see section 6).
In addition to the 13 useful fields, we had already obtained a test field (WHT0) in service time, and were also kindly given access to a suitable archival field, WHT17. Both were taken in good conditions: WHT0 is a 1 hour exposure in the $`I`$ band, whereas WHT17 is a 1.5 hour exposure in $`R`$ (chosen to include a known quasar). Removing these fields does not significantly alter our results. In terms of uniformity, apart from the deeper WHT17 field, the standard deviation in limiting magnitude is $``$0.2 mag which we consider acceptable for our survey. The error on magnitude zero point derived from standard stars is at the much lower level of 0.03 mag.
### 3.3 Data Reduction
The reduction of these deep images proceeded along a standard route. A median-combined bias frame was subtracted from the skyflats and science exposures, and all such exposures were divided by a median unit-normalised sky-flat. Although the survey exposures were undertaken in the $`R`$ band to avoid fringing, fringing is still detected at a 0.5% sky level. In order to remove these fringes, which could potentially introduce structure into the image ellipticities, all long dithered exposures for a given night ($`>15`$ exposures per night) were stacked without offsetting with a sigma-clipping algorithm. This results in a fringe frame mapping the background fringes but devoid of foreground objects. The fringe frame for the relevant night was then subtracted from each science exposure individually, subtracting off the multiple of the fringe frame found to minimise the rms background noise. After applying this technique, the fringes are entirely imperceptible, any residue having an amplitude within the sky background noise. We experimented with automated and hand- subtraction of the fringes and verified that this had no noticeable effect on our shear analysis.
The mean linear astrometric offset (in fractional number of pixels) between the four exposures was found by producing SExtractor (Bertin & Arnoults 1996) catalogues for each exposure, containing typically 2000-3000 objects. We used the mean offsets of the matched objects to align the fields. The images were shifted by the corresponding non-integer number of pixels using IRAF’s imshift routine, taking linear combinations of neighbouring pixels to effect the non-integer pixel shifts. As discussed in §5, we find no need to rotate the exposures with respect to each other, or to make further astrometric distortions to compensate for the optical distortion of the instrument.
The resulting four exposures for each science field were stacked with sigma-clipping. Since each exposure is 10” away from the others, bad columns and cosmic rays were rejected. The images were examined visually and remaining defective pixels (e.g. a star just outside field of view leading to light leakage onto an area of the CCD; or highly saturated stars) were flagged as potentially unreliable.
## 4 Image Analysis
We are now ready to measure the ellipticities of the galaxies on each field, and to apply the necessary corrections in order to take into account the smearing effect of the atmosphere (‘seeing’) plus tracking and other instrumental distortions introduced by the telescope and camera optics. Only then can we ascertain the true cosmic shear by averaging the ellipticity distributions of the corrected galaxies. If no shear were present on a given field, the mean ellipticity would be zero, within the noise expected from the non-circularity of galaxies and pixelisation effects. If a shear is present, the mean ellipticity will be significant, especially when results are combined from many fields.
A number of methods have recently been proposed to derive the shear from galaxy shapes (Kaiser et al 1995; Rhodes et al. 1999; Kuijken 1999; Kaiser 1999). Here we choose the most documented method, namely the KSB formalism proposed by Kaiser et al (1995) and further developed in Luppino & Kaiser (1997) and Hoekstra et al. (1998). While this method is known to have a number of shortcomings (Rhodes et al. 1999; Kuijken 1999; Kaiser 1999), it is nevertheless the simplest and is readily available. As we will show in §7 using simulations, the method is suitable for our purposes, after a number of precautions are taken (see Bacon et al. 2000 for more details). We therefore use this method as provided by the imcat software, a numerical implementation of Kaiser et al. 1995.
The first task in this process is to detect all objects present on the fields down to the background noise level, and to measure their shapes. We then wish to measure their polarisabilities i.e. measures of how each is affected by an isotropic smear (due principally to the atmosphere), an anisotropic smear (due to tracking errors at the telescope and local coaddition errors due to astrometric distortion) and shear (both the real gravitational shear and optical distortions due to the telescope and camera optics). One should note the distinction between smear and shear: a smear is a convolution of the image with a kernel, whereas a shear is a stretching of the image which conserves surface brightness. We will now describe the method for finding objects, and for measuring their ellipticities and their shear and smear polarisabilities.
### 4.1 Object Detection
For the purpose of detecting cosmic shear, it is expedient to divide each of our fields into 2 $`8^{}\times 8^{}`$ cells, since the signal is stronger on smaller scales (see Figure 1). Furthermore, the mean shear correlation between two adjacent cells is expected to be about $`0.7`$% (see Section 2), and can thus be used to independently verify our results.
We use the imcat software to find objects in each cell, and to measure their ellipticities, radii, magnitudes, and polarisabilities. The hfindpeaks routine convolves the cell with Mexican hat functions of varying size, and maximally significant peaks in surface brightness after convolution are designated objects. The radius of the hat giving the largest signal to noise $`\nu `$ for a given galaxy is attributed to that galaxy as its filter radius $`r_g`$. The local sky background is estimated by the getsky routine, and aperture photometry is carried out on the objects, determining magnitude and half-light radius $`r_h`$ for all objects using the apphot routine.
### 4.2 Shape Measurement
Using the getshapes routine, we then measure the weighted quadrupole moments of each object which are defined as
$$I_{ij}d^2xw(x)x_ix_jI(𝒙)$$
(21)
where $`I`$ is the surface brightness of the object, $`x`$ is angular distance from object centre, and $`w(x)`$ is a Gaussian weight function of scale length equal to $`r_g`$. In this fashion we obtain ellipticity components
$$e_iI_i/T,$$
(22)
where
$$I_1I_{11}I_{22},I_22I_{21},TI_{11}+I_{22}.$$
(23)
We can further define $`e(e_1^2+e_2^2)^{\frac{1}{2}}`$, where $`e_1=e\mathrm{cos}2\varphi `$ and $`e_2=e\mathrm{sin}2\varphi `$, where $`\varphi `$ is the position angle associated with the elongation direction of the object (anticlockwise from x-axis). The trace $`T`$ of the quadrupole moments provides a measure for the rms radius $`d`$ of the object, which we define as
$$d^2\frac{1}{2}(I_{11}+I_{22})/I_0,$$
(24)
where $`I_0d^2xw(x)I(𝒙)`$ is the flux of the object.
### 4.3 Polarisability
The imcat software also enables us to calculate the smear and shear polarisabilities. In the following, we briefly review their function. It is possible (see e.g. KSB 95 Appendix) to calculate the effects of anisotropic smearing, by replacing the image $`I(𝒙)`$ in (21) with a convolved (i.e. anisotropically smeared) image $`I^{}(𝒙)`$ and by finding the effect on the original $`e_i`$. It is found that the galaxy ellipticity $`e_{\mathrm{smeared}}^g`$ can be corrected for the smear as
$$e_{\mathrm{corrected}}^g=e_{\mathrm{smeared}}^gP_{sm}^gp,$$
(25)
where the ellipticities are understood to denote the relevant 2-component spinor $`e_i`$, and $`p`$ is a measure of PSF anisotropy. The tensor $`P_{sm}^g`$ is the smear polarisability, a $`2\times 2`$ matrix with components involving various moments of surface brightness. Since for stars $`e_{\mathrm{corrected}}^{}=0`$, we can set $`p=(P_{sm}^{})^1e_{\mathrm{smeared}}^{}`$, and find
$$e_{\mathrm{corrected}}^g=e_{\mathrm{smeared}}^gP_{sm}^g(P_{sm}^{})^1e_{\mathrm{smeared}}^{}$$
(26)
In this fashion, we can correct a galaxy ellipticity for the effect of anisotropic smearing, using the smear polarisability $`P_{sm}^g`$.
In a similar manner, we can calculate the effect of a shear, however it is induced. Replacing the image $`I(𝒙)`$ in (21) with a weakly sheared image, we find that
$$e_{\mathrm{sheared}}^g=e_{\mathrm{initial}}^g+P_{sh}^g\gamma ,$$
(27)
where $`\gamma `$ denotes the two component shear (Eq. ), and $`P_{sh}^g`$ is the shear polarisability, a $`2\times 2`$ matrix with components involving various moments of surface brightness (different from $`P_{sm}^g`$ above).
In practice, the lensing shear takes effect before the circular smearing of the PSF. Luppino and Kaiser (1997) showed that the pre-smear shear $`\gamma `$ averaged over a field can be recovered using
$$P_\gamma \gamma =e_{\mathrm{corrected}}^g$$
(28)
where
$$P_\gamma =P_{sh}^g\frac{P_{sh}^{}}{P_{sm}^{}}P_{sm}^g.$$
(29)
Here, $`e_{\mathrm{corrected}}^g`$ is the galaxy ellipticity corrected for smear, as in equation (25), and $`P_{sh}^{}`$ and $`P_{sm}^{}`$ are the shear and smear polarisabilities calculated for a star interpolated to the position of the galaxy in question. The interpretation of the division in this equation is a matter of debate; our adopted procedure will be found in Section 7. With the smear and shear polarisabilities calculated by imcat, we can therefore find an estimator for the mean shear in a given cell.
In summary, we can derive a catalogue of objects on a cell. For every object, we determine its centroid, magnitude, half-light and filter radii, ellipticity components and polarisabilities as defined above. We can now use these catalogues to understand and correct for systematic effects, particularly for instrumental distortion and PSF-induced effects.
## 5 Instrumental Distortions
The instrumental distortion induced by the optical system of the telescope must be accounted for. If left uncorrected, this effect can indeed produce both a spurious shear and a smearing during the coadding process. In the following, we first present our method to measure the distortion using dithered astrometric frames. We then apply this method to our WHT fields and compare our measured distortion field to that predicted by the WHT Prime Focus manual (Carter & Bridges 1995). We then show how the coadding smear can be computed from the astrometric frames. We finally quantify the impact of these effects on our lensing measurement.
### 5.1 Measurement of the Astrometric Distortion
The distortion field introduced by the telescope and camera optics can be measured from the astrometric shifts of objects observed in several frames offset by known amounts. Let $`𝐱`$ be the true position of an object. Let $`𝐱^f`$ be its position observed in frame $`f`$, without any correction for the camera distortion. The observed position can be written as
$$𝐱^f=𝐱+\delta x(𝐱\overline{}x^f)$$
(30)
where $`\delta x`$ is the displacement produced by the distortion. The vector $`\overline{}x^f`$ is the position of the centre of frame $`f`$, and can be measured as the average position of all the objects found in the image. We assume that the displacement field $`\delta x`$ is the same for all frames.
The position of this object observed in another frame $`f^{}`$ is $`𝐱^f^{}=𝐱+\delta x(𝐱\overline{}x^f^{})`$. Here, $`\overline{}x^f^{}`$ is the centre position of the new frame, which is assumed to be displaced from frame $`f`$ only by a translation. (This formalism can be easily extended to include a rotation of the frames about their centre, but this effect is negligible in our case). If the offset $`\overline{}x^f\overline{}x^f^{}`$ is small compared to the scale on which $`\delta x`$ varies, we can expand this last expression in Taylor series and get
$$𝐱^f^{}𝐱^f𝚿(\overline{}x^f\overline{}x^f^{}),$$
(31)
where
$$\mathrm{\Psi }_{ij}\frac{(\delta x_i)}{x_j}$$
(32)
is the distortion matrix at the location of the object as defined in Equation (1). Following the lensing conventions, the distortion matrix can be parametrised as
$$𝚿\left(\begin{array}{cc}\kappa +\gamma _1& \gamma _2+\rho \\ \gamma _2\rho & \kappa \gamma _1\end{array}\right),$$
(33)
where $`\kappa `$ and $`\gamma _i`$ are the spurious convergence and shear introduced by the geometrical distortion. We have included the rotation parameter $`\rho `$, which, unlike the case of gravitational lensing, does not necessarily vanish.
The 4 free parameters of the distortion matrix can thus be measured from the position of an object in 3 frames $`f,f^{}`$ and $`f^{\prime \prime }`$. This can be done by solving the system of 4 independent equations formed by equation (31) and its counterpart for $`f`$ and $`f^{\prime \prime }`$. The system will not be degenerate, if the offsets $`\overline{}x^f\overline{}x^f^{}`$ and $`\overline{}x^f\overline{}x^{f^{\prime \prime }}`$ are not parallel.
### 5.2 Distortion Field for the WHT Prime Focus
First we can compute the expected instrumental distortion using the specifications in the WHT Prime Focus manual (Carter & Bridges 1995). The displacement field is expected to be radial with an amplitude of $`\delta x=ar^3\widehat{}r`$, where $`r`$ is the distance from the optical axis (located at $`(1076.13,2010.7)`$ pixels), $`\widehat{}r=𝐫/r`$ is the associated unit radial vector, and $`a4.27\times 10^{10}`$ pixels<sup>-2</sup>. Using this expression in Equations (32-33), we can compute the distortion parameters to be
$`\kappa `$ $`=`$ $`2ar^2`$
$`\gamma _i`$ $`=`$ $`ar^2\widehat{e}_i^r`$ (34)
$`\rho `$ $`=`$ $`0,`$
where $`\widehat{e}_i^r\{r_1^2r_2^2,2r_1r_2\}/(r_1^2+r_2^2)`$ is the unit radial ellipticity vector. This therefore predicts a radial instrumental shear with an amplitude growing like $`r^2`$, reaching $`\gamma 0.001`$ at the edge of the chip. This expected shear pattern is shown on figure 4.
Figure 4 also shows a typical instrumental shear pattern measured in one of our fields. This was derived using the method described above applied to 3 astrometric frames dithered by about 10” and containing about 15 objects per square arcmin. The uncertainty for the mean shear component $`\gamma _i`$ in each of the $`2^{}\times 2^{}`$ cell is of about 0.0005. Astrometric measurements thus allow us to measure the instrumental distortion with very high accuracy.
The measured shear pattern is also approximately radial and agrees well with the expected pattern. More importantly, it also has an amplitude of at most 0.001 throughout the field. We have inspected all of our fields in this manner, and have found only small field-to-field variations (of about 0.002) for the shear patterns. In all fields, the maximum instrumental shear is only 0.003 in single $`2^{}\times 2^{}`$ cells. This number would be even smaller, for an average over a larger area. We also compared the convergence $`\kappa `$ and $`\rho `$ patterns to that expected from the WHT manual (Eq \[5.2\]). We again found good agreement with small field-to-field variations of about 0.002. The origin of these variations is unknown but could arise perhaps from telescope flexure. For our purposes, however, it is quite clear that the instrumental distortion is much smaller than the expected lensing signal. We therefore neglect this component in the subsequent analysis.
### 5.3 Smear Arising from Co-Addition
If left uncorrected, instrumental distortions can also produce a systematic effect on the shapes of galaxies, during the coadding process. The images of a galaxy from each (distorted) frame will be slightly offset from one another, and will therefore combine into a blurred coadded image. Here, we show that this effect is equivalent to a convolution (or smear) by an additional kernel. Since this effect will equally affect the stars in the field, it will be corrected for by the PSF correction described in §6. It is nevertheless important to estimate the amplitude of this effect, and to ensure that it does not dominate the dispersion of the PSF anisotropy.
Let us consider the image of an object which appears on $`N_f`$ frames. As before, let $`𝐱^f`$ be its centre position on frame $`f`$ (after correcting for a translation but not for the distortion). Let us choose the centre of our coordinate system to coincide with the centre-of-light $`𝐱^o_f𝐱^f/N_f`$ of the coadded image. The coadded surface brightness is then
$$I^{}(𝐱)=\frac{1}{N_f}\underset{f=1}{\overset{N_f}{}}I(𝐱𝐱^f),$$
(35)
where $`I(𝐱)`$ is the (undistorted) surface brightness of the object, and the factor of $`N_f^1`$ was added for convenience. Note that the effect of the distortion on the object shape in individual frames was treated separately in the previous sections, and was thus ignored in this expression. It is easy to see that $`I^{}`$ can be written as a convolution of $`I`$ with the kernel
$$Q(𝐱)=\frac{1}{N_f}\underset{f=1}{\overset{N_f}{}}\delta ^{(2)}(𝐱𝐱^f),$$
(36)
where $`\delta ^{(2)}`$ is the 2-dimensional Dirac-Delta function.
To estimate the amplitude of the effect, it is convenient and sufficient to consider the normalised unweighted quadrupole moments
$$J_{ij}d^2xx_ix_jI(x)/d^2xI(x),$$
(37)
(see Eq. ) of the undistorted image, and similarly for the moments $`J_{ij}^{}`$ of the coadded image. The unweighted moments of the kernel $`Q(𝐱)`$ are simply
$$Q_{ij}=\frac{1}{N_f}\underset{f=1}{\overset{N_f}{}}x_i^fx_j^f$$
(38)
Because $`I`$, $`I^{}`$ and $`Q`$ are simply related by a convolution, their respective quadrupole moments are related by $`J_{ij}^{}=J_{ij}+Q_{ij}`$ (see e.g. Rhodes et al. 1999). The rms radius $`d^{}`$ (Eq. ) of the coadded image is thus given by
$$d^2=d^2+d_q^2,$$
(39)
where $`d`$ and $`d_q`$ are the rms radius for the undistorted image and for the kernel respectively. For simplicity, let us consider an object which is intrinsically circular. The ellipticity $`e_i^{}`$ of the coadded image (see Eq. ) is then given by (ibid)
$$e_i^{}=\frac{d_q^2}{d^2+d_q^2}e_i^q,$$
(40)
where $`e_i^q`$ is the ellipticity of the kernel.
Turning to the specific case of the WHT observations, let us consider the ellipticity produced by the coadding smear on a star observed on 4 frames with a 0.7 arcsec circular seeing. Note that the effect will be smaller for galaxies which are extended, and so the following estimate should be considered as an upper limit. For simplicity, we conservatively assume that the seeing has a gaussian profile. We inspected all our fields and found that the astrometric offsets between the different frames was always smaller than 0.3 pixels. Using Equation (39) we calculated the change $`(d^{}d)/d`$ in the radius of the star which is always less 2%, i.e. negligible compared to intrinsic changes in the seeing size. Using Equation (40) we also computed the induced ellipticity $`ϵ^{}`$ of the star and found it to be of the order of 0.01 and always less than 0.03. This is considerably smaller than the rms dispersion in the PSF ellipticity that we measure in our fields (about 0.07, see §6) , which must therefore be due to other effects (tracking errors, atmospheric effects, etc).
Again, we can conclude that smear arising via instrumental distortions during image coaddition is negligible.
## 6 Correction for the Point Spread Function
In order to measure the systematic alignment of faint background galaxies due to lensing by large-scale structure, we need to account for more than simply the geometric distortions discussed in the previous section. We also need to correct for the effect of the varying atmospheric conditions throughout each exposure and imperfections in telescope tracking, leading to an anisotropic smearing of the images. In addition, the isotropic smear arising from seeing circularises small galaxies, thereby weakening the sought-after signal. In this section, we first address the anisotropic component of the contribution to the point spread function (PSF) and then the isotropic part, thus determining a measure of the true (corrected) mean shear in each cell.
Although our recipe for measuring the true shear is straightforward, it is the success of our simulations described in §7 which provides justification that our results are reliable at the necessary 1% level.
### 6.1 Anisotropic Correction
Our approach is to use equation (26) to remove the anisotropic component of the smearing induced in the galaxy images. However, we must first remove the extraneous noise detections in our imcat object catalogue, find appropriate well-defined subcatalogues of stars and galaxies, and generate a functional model for the stellar ellipticities and polarisabilities over the field of view.
Firstly, we need to remove noisy detections. We applied a size limit $`r_g>1.0`$ to reject the extraneous very small object detections which imcat finds. We also applied a signal-to-noise $`\nu >15.0`$ cut; see §6.2 for justification of this apparently very conservative cut. To reduce the noise in our measurement, we also remove highly elliptical objects with $`e>0.5`$.
Stars were identified using the non-saturated stellar locus on the magnitude–$`r_h`$ plane (see figure 9), typically with $`R`$ 19-22. The distribution of stellar ellipticity over a typical field is shown in figure 5; for this field we find $`e0.07`$ with only slow positional variations across the field. Although the pattern varies from field to field, it is smooth in all cases. The rms field-to-field stellar ellipticity is relatively large, $`\sigma _e0.068`$, and must therefore be removed with care.
In order to use (26) to correct for these elongations, we must estimate the positional dependence of stellar ellipticity and polarisability by interpolation. We adopted an iterative approach to this problem. We first fitted a 2-D cubic to the measured stellar ellipticities, plotted the residual ellipticities $`e^{res}=e^{}e^{fit}`$ and re-fitted after the removal of extreme outliers (caused by galaxy contamination, blended images and noise).
Figures 5 and 6 show the stellar ellipticity residual for the field CIRSI2. Although the mean spurious ellipticity induced by the instrumental effects is $`\overline{e}_10.009`$, $`\overline{e}_20.052`$ over the field, the residual ellipticity after correction is only $`\overline{e}_1^{res}=(0.6\pm 1.2)\times 10^3`$, $`\overline{e}_2^{res}=(2.5\pm 1.2)\times 10^3`$. Despite the fact that the initial stellar ellipticities on our images are considerable ($`\sigma _e0.068`$), $`e^{res}`$ is thus found to be very small: its field-to-field rms is $`\sigma _{e,res}1.4\times 10^3`$. This success arises because of the smoothness of the variation in the stellar ellipticity across each field. The small residuals will contribute negligibly to the mean shear.
To check the robustness of our anisotropy correction, we used half of the selected stars on a field, distributed uniformly across the field of view, to correct the PSF anisotropy; we then compared the final shear measurement obtained for this field with that obtained after anisotropy correction with the other half of the stars. We found that the final measured shear differed by only 0.1%.
At this stage we further discard 4 of our cells for which our PSF interpolation model is not satisfactory. This is due to $`r_g^{}`$ (and consequently $`P_{sm}^{}`$) showing strong gradients across the cell, or due to an insufficient number of stars in an area of the cell leading to poor fitting of the PSF model.
In order to correct galaxies for anisotropic smear, we not only need the fitted stellar ellipticity field, but also the four component stellar smear and shear polarisabilities as a function of position. Here a 2-D cubic is fit for each component of $`P_{sm}^{}`$ and $`P_{sh}^{}`$. Galaxies are then chosen from the magnitude-$`r_h`$ diagram by removing the stellar locus and objects with $`\nu <15`$, $`r_g<1`$, $`e>0.5`$, as described above. From our fitted stellar models, we then calculate $`e^{}`$, $`P_{sm}^{}`$ and $`P_{sh}^{}`$ at each galaxy position, and correct the galaxies for the anisotropic PSF using equation (26). As a result, we obtain $`e_{\mathrm{corrected}}^g`$ for all selected galaxies in each cell.
### 6.2 Isotropic Correction and Shear Measurement
The final correction arises because of atmospheric seeing which induces an isotropic smear. Clearly small objects suffer more circularisation by the isotropic component of the smear than larger objects. The goal now is to correct for this bias as well as to convert from corrected ellipticities to a measure of the corresponding shear, using $`P_\gamma `$ as introduced in section 5, in equations (27) to (29).
We first calculate $`P_\gamma `$ for the galaxies. We opt to treat $`P_{sh}^{}`$ and $`P_{sm}^{}`$ as scalars equal to half the trace of the respective matrices. This is allowable, since the non-diagonal elements are small and the diagonal elements are equal within the measurement noise (typical $`P_{sm,11,22}^{}`$ = 0.10, $`P_{sm,12,21}^{}<5\times 10^4`$, $`P_{sh,00,11}^{}`$ = 1.1, $`P_{sh,12,21}^{}<0.01`$).
With this simplification, we calculate $`P_\gamma `$ according to equation (29). $`P_\gamma `$ is typically a noisy quantity, so we fit it as a function of $`r_g`$. We choose to treat $`P_\gamma `$ as a scalar, since the information it carries is primarily a correction for the size of a given galaxy, regardless of its ellipticity or orientation. We thus plot $`P_\gamma ^{11}`$ and $`P_\gamma ^{22}`$ together against $`r_g`$, and fit a cubic to the combined points. Moreover, since $`P_\gamma `$ is unreliable for objects with $`r_g`$ measured to be less that $`r_g^{}`$, we remove all such objects from our prospective galaxy catalogue. Finally, we calculate a shear measure for each galaxy as (c.f. Eq. )
$$\gamma ^g=\frac{e^g}{P_\gamma },$$
(41)
where the $`P_\gamma `$ is the fitted value for the galaxy in question.
Because of pixel noise, a few galaxies yield extreme, unphysical shears $`\gamma ^g`$. To prevent these from unnecessarily dominating the analysis, we have removed galaxies with $`\gamma ^g>2`$. We then calculate the mean $`\overline{\gamma }=\gamma ^g`$ and error in the mean $`\sigma [\overline{\gamma }]=\sigma [\gamma ^g]/\sqrt{N_g}`$ for this distribution, giving us an estimate for the mean shear in each cell and its uncertainty.
At this point we encountered an interesting trend. We found that a signal/noise cut at $`\nu >5`$ (as opposed to our conservative $`\nu >15`$) reveals a strong anti-correlation between the mean shear $`\overline{\gamma }_i`$ and the mean stellar ellipticity $`\overline{e}_i^{}`$. This can be seen clearly in figure 7. To assess the significance of this effect, we use the correlation coefficient
$$C_i=\frac{e_i^{}\gamma _ie_i^{}\gamma _i}{\sigma (e_i^{})\sigma (\gamma _i)}.$$
(42)
For a $`\nu >5`$ cut we find $`C_1=0.83`$, $`C_2=0.80`$, which, for 32 cells, corresponds to a $`3\sigma `$ effect. This is clearly significant, and is due to an over-correction of the PSF for small galaxies (in Eq. ). However, for a cut at $`\nu >15`$, this reduces to $`C_1=0.31`$, $`C_2=0.38`$, corresponding to a $`1.72.2\sigma `$ significance for the correlation, which is no longer significant. We will take this anticorrelation into account in our final results.
## 7 Simulations
In order to verify our analysis, we have conducted a detailed study of simulated data. The principal aim is to check that the shear we impose on simulated images is recovered by the detection method described above in the context of the actual observations. A detailed description of our simulations will be found in a second paper (Bacon et al. 2000). Here we describe the relevant details.
We have attempted to create a realistic simulation of a WHT field, with appropriate counts, magnitudes, ellipticities and diameters for stars and galaxies, including the effects of seeing, tracking errors, pixelisation, and an input shear signal.
One approach to this problem would be to directly use sheared Hubble Space Telescope (HST) images degraded to ground-based resolution. However, a test of our signal to the required precision requires an area which is too large to be available in current HST surveys. We have thus instead chosen a monte-carlo approach, in which large realisations of artificial galaxy images are drawn to reproduce the statistics of existing HST surveys. Specifically, we used the resolved image statistics from the Groth Strip, a deep HST survey (Ebbels 1998, Rhodes et al 1999). This HST survey sampled at 0.1 arcsec effectively gives us the unsmeared (i.e. before convolution with ground-level seeing) ellipticities and diameters of an ensemble of galaxies. The Groth Strip is a set of 28 contiguous pointings in $`V`$ and $`I`$; it covers an area of approx. 108 arcmin<sup>2</sup> in a 3’.5 $`\times `$ 44’.0 region. The magnitude limit is $`I26`$, and the strip includes about 10,000 galaxies. We use a SExtractor catalogue derived from the entire strip by Ebbels (1998), containing magnitude, diameter, and ellipticity for each object.
We model the multi-dimensional probability distribution of galaxy properties (ellipticity - magnitude - diameter) sampled by this catalogue, and draw from it a catalogue of galaxies statistically identical to the Groth strip distribution. We normalise to the median number density acquired in our observed WHT fields, and spatially distribute the galaxies with a uniform probability across the field of view. Star counts with magnitude are modelled from the WHT data itself, since the Groth strip does not contain enough stars to create a good model.
We then shear the galaxies in our prospective simulation catalogue by calculating the change in the object ellipticity due to lensing. Here we use the relation (Rhodes et al 1999):
$$e_i^{}=e_i+2(\delta _{ij}e_ie_j)\gamma _j$$
(43)
For the purposes of this paper, we ran 3 sets of simulations: the first was a null test, with zero rms shear entered for 20 fields; the second included a 1.5% rms shear for 30 fields; and the third a 5% rms shear for 20 fields. This will allow us to check the KSB method in the weak shear-measuring regime. The imposed shear is uniform over a given field; this simplification should not affect our results, since we are primarily interested only in the mean shear measured on the field. We select uniform shears for each field from a Gaussian probability distribution with standard deviation equal to the rms shear we wish to study.
Stellar ellipticities (i.e. tracking errors) are similarly chosen as uniform over a given field, taken from a Gaussian probability distribution with $`\sigma `$=0.08 (this is conservatively chosen to be slightly worse than the rms stellar ellipticity of the stars in our data, with $`\sigma `$=0.07).
We create the catalogue using the IRAF artdata package. This takes the star and (sheared) galaxy catalogues, and plots the objects at the specified positions with specified ellipticity, magnitude, diameter and morphology (only exponential discs and de Vaucouleurs profiles are supported; we input the appropriate proportion of spirals and ellipticals from HST morphological counts, and model irregulars as de Vaucouleurs profiles).
We use the package to recreate several WHT-specific details: the magnitude zero point is chosen to match the telescope throughput, the stars and galaxies are convolved with the chosen elliptical PSF (seeing chosen to be 0.8”), the image is appropriately pixelised (0.237” per pixel), Poisson and read noise (3.9 electrons) are added, the appropriate gain (1.45 electrons / ADU) is included, and an appropriate sky background (10.7ADU per sec) is imposed. The PSF profile chosen is the Moffat profile, $`I(r)=(1+(2^{1/\beta }1)(r/r_{\mathrm{scale}})^2)^\beta `$, where $`\beta `$ = 2.5 and $`r_{\mathrm{scale}}`$ is the seeing radius; $`r`$ is the distance from the centroid, transformed so that the profile is elliptical. This profile has wings which fall off more slowly than for a gaussian profile, and provides a good description of our seeing-dominated PSF. An example 16’ $`\times `$ 8’ simulated field is shown in figure 8.
Once the simulated catalogues have been realised as images, we run these through our shear-measurement algorithm, exactly as we did for the data (see §4 and §6). As for the data, we use 8’$`\times `$8’ cells for shear detection and measurement. Figure 9 demonstrates some of the similarity between the observed and simulated fields’ imcat catalogues.
The next check is a comparison of the input shear for our cells against the output shear derived by the KSB method; our results for the 1.5% and 5% rms simulations are shown in figure 10. The figure shows that the output shear is clearly linearly related to the input shear, with a slope close to 1. As a quantitative test, we apply a linear regression fit to both components of the shear combined. For the 5% rms simulations we obtain $`\gamma _i^{\mathrm{out}}=0.0007+0.84\gamma _i^{\mathrm{in}}`$, with standard errors on the coefficients of 0.001 and 0.04, respectively. For the 1.5% simulations we similarly obtain $`\gamma _i^{\mathrm{out}}=0.0001+0.79\gamma _i^{\mathrm{in}}`$ with respective standard errors of 0.001 and 0.091. We see that the imcat measure of shear is symmetrical about zero, but appears to measure the shear as somewhat too small; we therefore adjust our shear measures by dividing by $`0.84\pm 0.04`$, and account for the uncertainty in our results analysis.
For low signal-to-noise galaxies, the simulations also display the anticorrelation between the ellipticities of the galaxies and of the stars (see §6.2). For a $`\nu >5`$ cut, the amplitude of this anticorrelation is consistent with that found in the data. As in the data, the anticorrelation is no longer significant for a $`\nu >15`$ cut. This confirms both the use of the simulations to test for systematic effects, and the validity of our signal-to-noise cut.
## 8 Estimator for the Cosmic Shear
### 8.1 Shear Variance
The amplitude of the cosmic shear can be measured by considering the shear variance in excess of noise and systematic effects. In our experiment, we consider $`N_f`$ $`8^{}\times 16^{}`$ fields subdivided into $`N_c=2N_f`$ $`8^{}\times 8^{}`$ cells (see Figure 3). Let $`\gamma _i^{fc}`$ be the shear measured in cell $`c`$ of field $`f`$. Here, $`c=t`$ or $`b`$ for the top or bottom cells in each field, respectively. This shear is a sum of the contributions from lensing, noise and residual systematic effects, and can thus be written as
$$\gamma _i^{fc}=\gamma _i^{\mathrm{lens},fc}+\gamma _i^{\mathrm{noise},fc}+\gamma _i^{\mathrm{sys},fc}$$
(44)
We wish to measure the lensing shear variance $`\sigma _{\mathrm{lens}}^2=|\gamma ^{\mathrm{lens},fc}|^2`$ in excess of the noise variance $`\sigma _{\mathrm{noise},fc}^2=|\gamma ^{\mathrm{noise},fc}|^2`$ and systematic variance $`\sigma _{\mathrm{sys},\mathrm{fc}}^2=|\gamma ^{\mathrm{sys},fc}|^2`$. An estimator for the lensing variance is given by
$$\widehat{\sigma _{\mathrm{lens}}^2}\sigma _{\mathrm{tot}}^2\sigma _{\mathrm{noise}}^2\sigma _{\mathrm{sys}}^2,$$
(45)
where the observed total variance is
$$\sigma _{\mathrm{tot}}^2\frac{1}{N_c}\underset{f,c}{}|\gamma ^{fc}|^2,$$
(46)
and the mean noise and systematic variances are defined by
$$\sigma _{\mathrm{noise}}^2\frac{1}{N_c}\underset{fc}{}\sigma _{\mathrm{noise},fc}^2,\sigma _{\mathrm{sys}}^2\frac{1}{N_c}\underset{fc}{}\sigma _{\mathrm{sys},fc}^2.$$
(47)
It is easy to check that this estimator is unbiased, i.e. that
$$\widehat{\sigma _{\mathrm{lens}}^2}=\sigma _{\mathrm{lens}}^2,$$
(48)
where the brackets denote an ensemble average.
We can also compute the variance of $`\widehat{\sigma _{\mathrm{lens}}^2}`$ if we assume that the variables follow a gaussian distribution. This is a good approximation for $`\gamma _i^{\mathrm{noise},fc}`$, since we are considering an average over many galaxies (about 2000) in a cell. The systematic contribution to the shear is dominated by the residual anticorrelation discussed in §6.2 and thus has a distribution which is close to that of the stellar ellipticities. The stellar ellipticities are relatively well approximated by a gaussian distribution. In our case, it is therefore acceptable to take $`\gamma _i^{\mathrm{sys},fc}`$ to be gaussian. The lensing shear $`\gamma _i^{\mathrm{lens},fc}`$ is however known to be non-gaussian, especially on scales smaller than 10’ below which nonlinear density perturbations are dominant (e.g.. Jain & Seljak 1997; Gatzanaga & Bernardeau 1998). In principle, higher order correlation functions are required. These are however difficult to compute analytically on such small scales (Scoccimaro et al. 1999; Hui 1999), and are at the limit of the resolution of current N-body simulations (Jain et al. 1998; Barber et al. 1999; White et al. 1999).
We can now compute the variance of the estimator and find
$`\sigma ^2[\widehat{\sigma _{\mathrm{lens}}^2}]`$ $`=`$ $`{\displaystyle \frac{1}{N_c}}[(\sigma _{lens}^2+\sigma _{noise}^2+\sigma _{sys}^2)^2+`$ (49)
$`2(\sigma _{\times \mathrm{lens1}}^4+\sigma _{\times \mathrm{lens2}}^4)],`$
where $`\sigma _{\times \mathrm{lens}i}^2`$ are the cross-correlation variances between top and bottom cells due to lensing (see Eq. ). In deriving this expression, we have assumed that the noise and systematic effects are uncorrelated from the top to the bottom cell. We have also used the following approximation
$`\sigma _{\mathrm{noise}}^2`$ $``$ $`{\displaystyle \frac{1}{N_f}}{\displaystyle \underset{f}{}}\sigma _{\mathrm{noise},ft}^2{\displaystyle \frac{1}{N_f}}{\displaystyle \underset{c}{}}\sigma _{\mathrm{noise},fb}^2`$ (50)
$``$ $`\left[{\displaystyle \frac{1}{N_c}}{\displaystyle \underset{f,c}{}}\sigma _{\mathrm{noise},fc}^4\right]^{\frac{1}{2}}`$
This is valid given the cells were observed in very similar conditions, and thus the spread in the $`\sigma _{\mathrm{noise},fc}^2`$ is small.
Terms with a ‘lens’ subscript in equation (49) correspond to cosmic variance, while the other two terms correspond to the uncertainty produced by noise and systematic effects. If we are initially interested in a detection of cosmic shear, it suffices to test only the null hypothesis corresponding to the absence of lensing, i.e. to $`\sigma _{\mathrm{lens}}=\sigma _{\times \mathrm{lens}i}=0`$. The estimator variance relevant for a detection is
$$\sigma ^2[\widehat{\sigma _{\mathrm{lens}}^2}]\frac{1}{N_c}\left[\sigma _{\mathrm{noise}}^2+\sigma _{\mathrm{sys}}^2\right]^2(\mathrm{detection}).$$
(51)
### 8.2 Shear Cross-Correlation
An important aspect of our experiment is our ability to test the the cross-correlation between the shear measured in 2 adjacent $`8^{}\times 8^{}`$ cells (see Figure 3). As before, let $`\gamma _i^{ft}`$ and $`\gamma _i^{fb}`$ be the average shear in the top and bottom portion of the $`8^{}\times 16^{}`$ field $`f`$, respectively. The shear cross-correlation variance (see Eq. ) is defined by
$$\sigma _{\times \mathrm{lens}}^2\gamma _i^{ft}\gamma _i^{fb},$$
(52)
where the summation convention is used. As before, we assume that the noise and systematic effects are uncorrelated across the two cells. An estimator for this quantity is then
$$\widehat{\sigma _{\times \mathrm{lens}}^2}\frac{1}{N_f}\underset{f}{}\gamma _i^{ft}\gamma _i^{fb}.$$
(53)
It is again easy to check that it is unbiased, i.e. that
$$\widehat{\sigma _{\times \mathrm{lens}}^2}=\sigma _{\times \mathrm{lens}}^2$$
(54)
Assuming as before that the fields are gaussian, we can compute the variance of this estimator and find
$`\sigma ^2[\widehat{\sigma _{\times \mathrm{lens}}^2}]`$ $`=`$ $`{\displaystyle \frac{1}{2N_f}}[(\sigma _{lens}^2+\sigma _{noise}^2+\sigma _{sys}^2)^2+`$ (55)
$`2(\sigma _{\times \mathrm{lens1}}^4+\sigma _{\times \mathrm{lens2}}^4)],`$
which equals $`\sigma ^2[\widehat{\sigma _{\mathrm{lens}}^2}]`$. For a detection we must rule out the null hypothesis ($`\sigma _{\times \mathrm{lens1}}^2=\sigma _{\times \mathrm{lens2}}^2=\sigma _{\mathrm{lens}}^2=0`$). The relevant estimator variance for this purpose is then
$$\sigma ^2[\widehat{\sigma _{\times \mathrm{lens}}^2}]=\frac{1}{2N_f}\left[\sigma _{noise}^2+\sigma _{sys}^2\right]^2(\mathrm{detection}).$$
(56)
## 9 Results
We now present and interpret our results, first using the simulations, and then examining the WHT data. The following description is summarised in Table 3 for convenience.
### 9.1 Simulated Fields
We begin with the null simulations, which consists of 20 8’$`\times `$8’ disjoint cells. The distribution of the shear for each simulated cell is shown on figure 11.
For the null simulation, the rms noise (Eq. ) is $`\sigma _{\mathrm{noise}}0.0103`$, while the observed total rms is $`\sigma _{\mathrm{total}}0.0113`$ (Eq. ) . The noise and total rms are indicated as a solid and dashed line in figure 11, respectively. Clearly, in the absence of a lensing signal, $`\sigma _{\mathrm{sys}}^2=\sigma _{\mathrm{total}}^2\sigma _{\mathrm{noise}}^2`$, which gives $`\sigma _{\mathrm{sys}}0.0047`$.
We also require the error for $`\sigma _{\mathrm{sys}}`$. In a fashion similar to that of equation(51), we find that
$$\sigma ^2[\widehat{\sigma _{\mathrm{sys}}^2}]\frac{1}{N_c}\left[\sigma _{\mathrm{noise}}^2+\sigma _{\mathrm{sys}}^2\right]^2$$
(57)
giving $`\sigma [\widehat{\sigma _{\mathrm{sys}}^2}](0.0053)^2`$, so that $`\sigma _{\mathrm{sys}}^2=(0.0047)^2\pm (0.0053)^2`$. Note that this is consistent with zero; i.e. even if we supposed that there were no systematics, the excess shear signal that we would attribute to real lensing would be consistent with zero.
We can check this result against our next simulation, which now includes a 1.5% rms shear in 30 8’$`\times `$8’ cells. We can first use this simulation to derive an independent constraint on $`\sigma _{\mathrm{sys}}`$.
$$\widehat{\sigma _{\mathrm{sys}}^2}=\sigma _{\mathrm{total}}^2\sigma _{\mathrm{noise}}^2\sigma _{\mathrm{lens}}^2$$
(58)
where we let $`\sigma _{\mathrm{lens}}=0.015`$ i.e. the input rms shear.
For this simulation, we find $`\sigma _{\mathrm{noise}}0.0130`$, $`\sigma _{\mathrm{total}}0.0193`$ (see figure 12). The error for $`\sigma _{\mathrm{sys}}`$ this time is computed as follows
$$\sigma ^2[\widehat{\sigma _{\mathrm{sys}}^2}]\frac{1}{N_c}\left[\sigma _{\mathrm{noise}}^2+\sigma _{\mathrm{sys}}^2+\sigma _{\mathrm{lens}}^2\right]^2.$$
(59)
However, since $`\sigma _{\mathrm{total}}^2\sigma _{\mathrm{noise}}^2<0.015^2`$, we can only find an upper limit for $`\sigma _{\mathrm{sys}}`$ here; we find that $`\sigma [\sigma _{\mathrm{sys}}^2]=\pm (0.0082)^2`$, consistent with the null simulation result. Accordingly, in what follows, we will use the null simulation estimate for $`\sigma _{\mathrm{sys}}^2`$.
Turning this around, we can use equation (45) to estimate the rms shear in these simulations (ignoring our knowledge of the input rms shear). We obtain (using the null simulation estimate of $`\sigma _{\mathrm{sys}}`$) $`\sigma _{\mathrm{lens}}0.013`$. The uncertainty in $`\sigma _{\mathrm{lens}}^2`$ is calculated using equation (51) for detection and equation (49) for measurement. We obtain $`\sigma [\sigma _{\mathrm{lens}}^2]=(0.0060)^2`$ for detection, and $`\sigma [\sigma _{\mathrm{lens}}^2]=(0.0082)^2`$ for measurement. Notice that this is the same value as $`\sigma [\sigma _{\mathrm{sys}}^2]`$, since we can’t independently find $`\sigma _{\mathrm{sys}}`$ and $`\sigma _{\mathrm{lens}}`$ for the simulations. The measured rms shear is thus fully consistent with the input rms shear of 1.5% (Figure 12).
An analogous analysis is done for the 5% rms shear simulations; see table 3. Again, we recover the input rms shear within the uncertainties. Note again that, since $`\sigma _{\mathrm{total}}^2\sigma _{\mathrm{noise}}^2<0.05^2`$, only an upper limit can be found for $`\sigma _{\mathrm{sys}}`$ here. We can conclude that the simulations clearly show that in the relevant regimes, our method is unbiased.
### 9.2 Observed fields
We now consider the observed fields. The distribution of shear for each of the 26 cells is plotted on figure 13, along with circles corresponding to $`\sigma _{\mathrm{noise}}`$ and $`\sigma _{\mathrm{tot}}`$. The mean shear components are $`\overline{\gamma }_1=0.00097\pm 0.0034`$ , $`\overline{\gamma }_2=0.0021\pm 0.0034`$ , fully consistent with zero as they should be in the absence of systematic effects. What is more, we are measuring a total shear variance in excess of the noise. We now determine whether this detection is significant.
The value for the rms noise is $`\sigma _{\mathrm{noise}}=0.018`$, somewhat larger than in our simulations. This is due to increased noise from stellar ellipticity fitting and, in poorer seeing cases, lower number density. The total rms shear is $`\sigma _{\mathrm{tot}}=0.024`$, and using $`\sigma _{\mathrm{sys}}=0.0047`$ from the null simulations, we obtain $`\sigma _{\mathrm{lens}}=0.0156`$ (from Eq. ).
Using equation (51), we find the error in $`\sigma _{\mathrm{lens}}`$ to be $`\sigma [\widehat{\sigma _{\mathrm{lens}}^2}](0.0082)^2`$ for the statistical error only. If we also include the uncertainty on the systematic (by adding it in quadrature), we obtain $`\sigma [\widehat{\sigma _{\mathrm{lens}}^2}](0.0084)^2`$. We therefore quote our result as
$`\sigma _{\mathrm{lens}}^2`$ $`=`$ $`\sigma _{\mathrm{lens},\mathrm{measured}}^2\pm \sigma [\widehat{\sigma _{\mathrm{lens}}^2}]_{\mathrm{statistical}}\pm \sigma [\widehat{\sigma _{\mathrm{sys}}^2}]`$ (60)
$`=`$ $`(0.0156)^2\pm (0.0082)^2\pm (0.0047)^2.`$
The significance of our detection of the cosmic shear is therefore
$$(S/N)_{\mathrm{detect}}=\frac{\sigma _{\mathrm{lens}}^2}{\sigma [\widehat{\sigma _{\mathrm{lens}}^2}]_{\mathrm{total}}}3.4$$
(61)
In terms of measuring the amplitude of the cosmic shear, we use equation (49) and find $`\sigma [\sigma _{\mathrm{lens}}^2]=(0.0119)^2`$; including the uncertainty on the systematic we obtain $`\sigma [\sigma _{\mathrm{lens}}^2]=(0.0121)^2`$. We therefore find
$`\sigma _{\mathrm{lens}}^2`$ $`=`$ $`\sigma _{\mathrm{lens},\mathrm{measured}}^2\pm \sigma [\widehat{\sigma _{\mathrm{lens}}^2}]_{\mathrm{statistical}}\pm \sigma [\widehat{\sigma _{\mathrm{sys}}^2}]`$ (62)
$`=`$ $`(0.0156)^2\pm (0.0119)^2\pm (0.0057)^2,`$
where we have included in $`\sigma _{\mathrm{sys}}`$ the uncertainty in our KSB shear calibration (see section 7). Thus we find that $`(S/N)_{\mathrm{measure}}1.7`$.
The final measurement we can make is the cross-correlation covariance using equation (53). We find that $`\sigma _{\times 1}0.0115`$, $`\sigma _{\times 2}0.0105`$, leading to $`\sigma _\times `$ = 0.0156. For a detection, $`\sigma [\sigma _\times ^2](0.0088)^2`$ (Eq. ), so that the significance of the detection is $`(S/N)_{\mathrm{detect}}3.2`$ for the cross-correlation. For a measurement, $`\sigma [\sigma _\times ^2](0.0119)^2`$ (Eq. ), so $`(S/N)_{\mathrm{measure}}1.7`$.
### 9.3 Cosmological Implications
A key question we must now address is the redshift distribution of our background sources. At the median magnitude of the original catalogue ($`R`$=25.2$`\pm `$0.2, Table 2, $`\mathrm{\S }`$3.2), photometric redshift estimators in various HST and ground-based datasets suggest a mean redshift $`z`$1-1.2 (Fernandez-Soto et al 1999, Poli et al 1999, Rhodes 1999). More importantly, for the survey sample, which is effectively limited at a median magnitude of $`R23.4\pm `$0.2, we make use of the recently-completed deep spectroscopic survey of Cohen et al (2000) which indicates a median redshift at this limit $`z`$=0.8$`\pm `$0.2; the uncertainty here includes the observed field-to-field variations in this limiting depth as in Table 2.
We can now compare these results with those predicted for the various cosmological models listed in Table 1. First, we compare our value of $`\sigma _{\mathrm{lens}}^2=(0.016)^2\pm (0.012)^2`$ (with errors which includes cosmic variance). We find that our result is consistent with the cluster normalised models $`\tau `$CDM, $`\mathrm{\Lambda }`$CDM and OCDM at the 0.6-0.9 $`\sigma `$ level, but that it is inconsistent with the COBE normalised SCDM model at the 3.0$`\sigma `$ level. This confirms the fact that the SCDM model has too much power on small scales when normalised to COBE.
The cross-correlation variance $`\sigma _{\times \mathrm{lens}}^2=(0.0156)^2\pm (0.0119)^2`$ (again with cosmic variance included in the uncertainty) does not provide as strong a constraint. It is consistent with the models, with deviations of between 0.1$`\sigma `$ to 1.4$`\sigma `$. This results from the fact that $`\sigma _{\times \mathrm{lens}}^2`$ is expected to have a smaller amplitude than $`\sigma _{\mathrm{lens}}^2`$ in all models. It is nevertheless comforting that, within the context of the models considered, it is consistent with our measurement of $`\sigma _{\mathrm{lens}}^2`$.
We can use our measurement of $`\sigma _{\mathrm{lens}}^2`$ to constrain $`\sigma _8`$, the normalisation of the matter power spectrum on 8 $`h^1`$ Mpc scales. For the $`\mathrm{\Lambda }`$CDM model with $`\mathrm{\Omega }_m=0.3`$, we find from equation (20) that these two quantities are related by
$$\sigma _8=0.894z_s^{0.648}\left(\frac{\sigma _{\mathrm{lens}}}{0.01}\right)^{0.8}$$
(63)
For our value of $`\sigma _{\mathrm{lens}}`$ and setting $`z_s=0.8\pm 0.2`$ (see §3.2) and propagating errors, this yields
$$\sigma _8=1.47\pm 0.24\pm 0.46=1.47\pm 0.51,$$
(64)
where the first error arises from the uncertainty in $`z_s`$ and the second from that of $`\sigma _{\mathrm{lens}}^2`$. This corresponds to a 2.9$`\sigma `$ measurement of $`\sigma _8`$. We can compare this with the cluster abundance determination which yield $`\sigma _8=(0.6\pm 0.1)\mathrm{\Omega }_m^{0.53}=(1.13\pm 0.19)\left(\frac{\mathrm{\Omega }_m}{0.3}\right)^{0.53}`$. We see that our result is consistent with this independent determination. Note that the uncertainty in $`z_s`$ does not dominate our uncertainty for $`\sigma _8`$.
## 10 Conclusions
Using 14 $`8^{}\times 16^{}`$ fields observed homogeneously with the WHT, we have detected a shear signal arising from weak lensing by large scale structure. Neglecting cosmic variance (to test the null hypothesis corresponding to the absence of lensing), we find a shear variance in $`8^{}\times 8^{}`$ cells of $`(0.016)^2\pm (0.008)^2\pm (0.005)^2`$, where the errors correspond to $`1\sigma `$ statistical and systematic uncertainties, respectively. This corresponds to a detection significant at the $`3.4\sigma `$ level. Including (gaussian) cosmic variance, the shear variance is $`(0.016)^2\pm (0.012)^2`$. This is consistent with the value expected for cluster-normalised CDM models ($`\sigma _{\mathrm{lens}}=(1.01.3)\times 10^2`$). On the other hand, the COBE-normalised SCDM model is rejected at the ($`3.0\sigma `$) level. We have verified our results by measuring the cross-correlation of the shear in adjacent cells. We find that the resulting cross-correlation variance for detection is $`(0.016)^2\pm (0.009)^2`$, and for measurement is $`(0.016)^2\pm (0.012)^2`$, in agreement with that expected in cluster normalised CDM models. This is consistent with all the models considered at the $`1\sigma `$ level.
Our measurement was derived after a careful accounting of the systematic effects which can produce a spurious shear signal. We find that the most serious systematic effect is the PSF overcorrection for faint objects in the shear measurement method. We have shown however that, by keeping only sufficiently bright objects ($`S/N>15`$), this effect can be made to be smaller than the statistical uncertainty. Our methods have been tested using detailed numerical simulations of the shear signal from appropriately-constructed synthetic sheared images. We find very good statistical agreement between the simulated and the observed data. An extensive description of the simulations will be described in Bacon et al. (2000).
For a given cosmological model, our measurement can be turned into a measurement of $`\sigma _8`$, the normalisation of the mass power spectrum on 8 $`h^1`$ Mpc scales. For a $`\mathrm{\Lambda }`$CDM model with $`\mathrm{\Omega }_m=0.3`$, we get $`\sigma _8=1.5\pm 0.2\pm 0.5`$, where the errors are $`1\sigma `$ uncertainties resulting from the uncertainty in the redshift of the background galaxies and from our measurement error, respectively. This result is consistent with the $`\sigma _8`$ value derived from cluster abundance ($`\sigma _8=(1.13\pm 0.19)\left(\frac{\mathrm{\Omega }_m}{0.3}\right)^{0.53}`$, Viana & Liddle 1996).
The uncertainty in our measurement is clearly dominated by cosmic variance and statistical errors. This can be improved by increasing the number of fields $`N_f`$. Since the signal-to-noise ratio scales as $`\sqrt{N_f}`$, a four fold improvement in $`N_f`$ should yield a $`6.8\sigma `$ detection and a $`3.4\sigma `$ measurement of the rms shear. This, and the presence of other wide field cameras, offers good prospects for the improvement of the measurement of $`\sigma _8`$ from cosmic shear. On the other hand the determination of $`\sigma _8`$ from cluster abundance is currently measured only at the $`6\sigma `$ level and is fundamentally limited by the finite number of nearby clusters, for which accurate temperatures can be determined. In addition, it depends sensitively on the assumption of gaussian initial conditions. It is therefore likely that cosmic shear measurements will supplant cluster abundance for the normalisation of the power spectrum. With an even larger number of fields, one can also measure the shape of the power spectrum by looking at the correlation of the shear between and within nearby fields. The advent of wide-field cameras will make this possible in the near future.
## Acknowledgements
We would like to thank Roger Blandford, Chris Benn, Andrew Firth, Mike Irwin, Andrew Liddle, Peter Schneider, Yannick Mellier, Roberto Maoli and Jason Rhodes for useful discussions. We are indebted to Nick Kaiser for providing us with the Imcat software, and to Douglas Clowe for teaching us to use it. We thank Max Pettini for providing us with one of the WHT fields. We are also grateful to Ian Smail, the referee, for useful comments and suggestions. This work was performed within the European TMR lensing network. AR was supported by a TMR postdoctoral fellowship from this network, and by a Wolfson College Research Fellowship. |
warning/0003/astro-ph0003203.html | ar5iv | text | # QSOs and Absorption Line Systems Surrounding the Hubble Deep Field
## 1 Introduction
Deep galaxy redshift samples are permitting a new and often surprising view of the Universe at much younger epochs, and into which the role of gas, both hydrogen and processed, via QSO absorption line systems can be incorporated. Only recently, and with the help of the 10-m Keck telescopes, have deep galaxy redshift surveys been able to measure properties of galaxies at some of the redshifts ($`2.5z4.5`$) which have been easily accessible to absorption line studies for over three decades. Combining the study of QSO absorbers and galaxy surveys has the potential to greatly enhance our understanding of the formation and evolution galaxies as well as the large-scale structures which typically contain them. For example, even if galaxies and absorbers are closely related, biasing, which plays an important role in deciphering structure formation, is expected to be different for for galaxies, QSOs, absorbers, and the various classes of each (e.g. Demiański & Doroshkevich, 1999; Cen et al., 1998; Fang & Jing, 1998; Quashnock & Vanden Berk, 1998; Bi & Fang, 1996).
A generic result of the deep galaxy pencil-beam surveys is that half or more of the galaxies measured tend to lie in very narrow redshift “spikes” which are present to redshifts of at least $`z=1`$ (Cohen et al., 1996a, b) and are often found at much higher redshifts ($`z3`$) in the “dropout” surveys (Steidel et al., 1998; Adelberger et al., 1998). The number density, redshift spacing, density enhancements, velocity dispersions, and morphological mixtures, all support the hypothesis that these structures in redshift space are parts of the precursors to present-day galaxy superclusters and walls (Cohen et al., 1996a, b). This evidence is mostly circumstantial so far, since the deep pencil-beam surveys cover only very small (typically 50 sq. arcmin. or less) disjoint areas of the sky. Additional but shallower redshift surveys have been carried out in narrow fields adjacent to at least one deep pencil beam survey, which have supported the the idea that the redshift structures are coherent in the transverse spatial dimension on scales up to at least a degree, and for redshifts up to at least $`z0.4`$ (Cohen et al., 1999). Extending this type of survey to deeper redshifts is difficult not only due to the faintness of the galaxies, but in the redshift range $`1.2z2`$ there is a lack of redshifted galaxy spectral features available at optical wavelengths. It is a highly desirable but currently difficult goal of future redshift surveys to cover both larger areas and a more complete redshift range. QSO absorption line systems offer a means of efficiently extending these studies to wider volumes and higher redshift, which is the aim of the program described here.
The approach is to search for intervening absorption line systems in the spectra of QSOs at small angular separations. The selection function for heavy-element QSO absorption line systems, identified mainly by C iv $`\lambda `$1550Å and Mg ii $`\lambda `$2799Å doublet transitions, is luminosity independent, and limited at high redshift only by the emission redshift of the backlighting QSOs. In optical spectra Mg ii lines can be detected from redshifts of $`z0.152.0`$ and C iv lines from $`z1`$ to over 4. Absorption surveys towards groups of QSO sightlines have been successfully used to trace structure in three dimensions at high redshift (Crotts, 1985, 1989; Jakobsen & Perryman, 1992; Foltz et al., 1993; Elowitz et al., 1995; Dinshaw & Impey, 1996; Williger et al., 1996; Vanden Berk et al., 1999; Impey et al., 1999). A few QSOs have also been observed directly within the areas covered by the galaxy surveys, and their spectra have revealed absorption line systems that very often lie within the redshift peaks defined by the galaxies (Steidel et al., 1998). These studies have demonstrated the utility of absorption line systems in probing large-scale structure both in radial and angular dimensions, and of using large-scale structure studies to decipher the relationship between galaxies and absorbing gas.
QSOs bright enough to use for 3-dimensional absorption line studies generally have a high enough angular density so that suitable groups can be found in virtually any field of sufficiently high galactic latitude. For example, most UVX QSO surveys reveal a density of about 30 QSOs per sq. degree to a limiting magnitude of $`B21`$ (e.g. Zhan et al., 1989), which is a practical limit for absorption line surveys with 4-m class telescopes. To take full advantage of this technique, one should select fields in which deep galaxy redshift surveys have also taken place. The galaxy and absorber surveys are then complementary: the galaxies provide the redshift locations and velocity dispersions of structures, while the absorbers can be used to quickly and efficiently widen the survey to larger areas and additional redshift ranges, and probe the otherwise invisible structure of the gas.
The Hubble Deep Field (HDF; Williams et al., 1996) is the site of one of the most complete and comprehensive sets of deep redshift surveys, with over $`300`$ measured redshifts in an area of only $`50`$ sq. arcmin. (Cohen et al., 1996a; Steidel et al., 1996; Lowenthal et al., 1997; Guzmán et al., 1997; Phillips et al., 1997; Hogg et al., 1998). The measured redshifts lie in the range $`z1.3`$ and $`z2.0`$, with a gap between $`1.3`$ and $`2.0`$ due to restrictions of optical spectroscopy. We have chosen the area surrounding the Hubble Deep Field for our initial QSO/absorber study because of the large and continuing amount of research devoted to this sightline, and because it is easily accessible not only by northern-hemisphere telescopes, but also to the Hubble Space Telescope (HST) which can be used for follow-up observations of the low-redshift Ly $`\alpha `$ systems. Indeed, this latter approach is the primary justification for the construction of the Hubble Deep Field South, and a survey similar to ours for additional QSOs in that direction of the sky is currently taking place (Teplitz et al., 1998). Liu et al. (1999, hereafter LPIF) recently carried out a QSO survey in the one square degree surrounding the HDF, and found 30 QSOs brighter than $`B=21`$. While the LPIF survey and ours have similar goals and survey depths, ours uses 5-band photometry (LPIF used only $`U,B,\mathrm{and}R`$ bands) to search for high-redshift QSOs, and we have started QSO absorption line follow-up spectroscopy. Comparisons of the two surveys will be made when appropriate. In this paper we present our initial results on the QSO survey towards the HDF (there are no reasonably bright QSOs inside the HDF itself), and our preliminary absorption line study of 3 of the QSO lines-of-sight. The imaging observations and photometry, QSO candidate selection and verification, and QSO absorption spectroscopy, are presented in § 2, § 3, and § 4 respectively. We discuss the distributions of the QSOs and absorbers relative to the galaxy redshift sample in § 5. A summary is given in § 6.
## 2 $`U,B,V,R,I`$ Imaging and Photometry
### 2.1 Observations and Image Reduction
Images centered on the Hubble Deep Field were taken at McDonald Observatory using the Prime Focus Camera (PFC) mounted on the 0.76 m telescope. The PFC is a dedicated prime focus (f/3.0) corrector with a $`2048\times 2048`$ Loral Fairchild CCD, which covers an area of $`46.25\times 46.25`$ sq. arcminutes (a plate scale of $`1.355`$ arcsec$`/`$pixel). One CCD field, centered on the HDF, was imaged many times in each of the five filters of the Bessel $`UBVRI`$ system. Small ($`50`$ pixel) offsets were made between each of the exposures to facilitate the removal of CCD chip defects and cosmic ray events.
The observations were made on several nights in late February and early March, 1998. The seeing was exceptionally good on two of the nights, yielding point spread functions with typical FWHM less than 2 pixels. These were also the only photometric nights, such that the standard star observations were useful for absolute photometric calibrations. About half of the images in each band were taken in these conditions. The seeing was substantially worse during the other nights, and it turned out that the co-addition of frames taken on those nights did not improve the image depths enough to justify the loss of morphological information and close-source separation. The primary goal of the QSO search is to identify QSOs bright enough for absorption line system spectroscopy follow-up, so the marginal improvement in magnitude limits is not ultimately important.
The raw images were reduced using a package of IRAF<sup>1</sup><sup>1</sup>1IRAF is written and supported by the IRAF programming group at the National Optical Astronomy Observatories (NOAO) in Tucson, Arizona. scripts written by Inger Jørgensen specifically to reduce McDonald PFC imaging data. Individual science frames were corrected for bias level, differential shutter open time, flat fields, and illumination gradients. Science frames in each band were co-added taking into account seeing, bad pixels, background level, and noise in each frame. The total exposure times and FWHM for the final coadded science images is given in Table 1.
### 2.2 Photometry
Standard star observations were taken each night the sky appeared to be photometric. The photometric stability was acceptable on only two of the nights. Typically $`45`$ Johnson-Kron-Cousins $`UBVRI`$ standard star fields from the list of Landolt (1992) were observed each night at high and low airmasses. The standard star frames were reduced in the same way as the science frames (but with no coaddition). Aperture photometry was performed on all of the standard stars in the frames, and an aperture correction was determined for each filter.
Zero point offsets ($`u_0,b_0,v_0,r_0,i_0`$), extinction coefficients ($`u_1,b_1,v_1,r_1,i_1`$), and color corrections ($`u_2,b_2,v_2,r_2,i_2`$) were determined for the two photometric nights, by interactively fitting the parameters of sets of equations like those below. The equations relate the aperture-corrected instrumental magnitudes ($`u,b,v,r,i`$) to the standard Johnson-Kron-Cousins magnitudes ($`U,B,V,R,I`$), the airmass of the observations ($`X_u,X_b,X_v,X_r,X_i`$), and a color term:
$`u`$ $`=`$ $`U+u_0+u_1\times X_u+u_2\times (UB)`$ (1)
$`b`$ $`=`$ $`B+b_0+b_1\times X_b+b_2\times (BV)`$ (2)
$`v`$ $`=`$ $`V+v_0+v_1\times X_v+v_2\times (VR)`$ (3)
$`r`$ $`=`$ $`R+r_0+r_1\times X_r+r_2\times (VR)`$ (4)
$`i`$ $`=`$ $`I+i_0+i_1\times X_i+i_2\times (RI)`$ (5)
Systems of equations with many different color terms were fit, since not all science objects were detected in every co-added image. The equations were transformed to yield functions for each of the standard magnitudes. The coefficients varied slightly between the two nights, so separate transformations were applied to the data taken on each of the nights. No correction was made for Galactic reddening, since the direction towards the HDF has a very small reddening factor (Williams et al., 1996).
Objects in the co-added science frames were detected, and their fluxes measured, using the program SExtractor (Bertin & Arnouts, 1996). SExtractor determines the background, detects objects, deblends multiple sources extracted as single objects, measures magnitudes, and discriminates between point-like and extended objects. The program parameters were adjusted so that all objects clearly identified as separate objects by eye were detected and deblended with SExtractor. The SExtractor “best estimate” (using either adaptive aperture or corrected isophotal photometry; Bertin & Arnouts, 1996) of the total flux for each object, was used for magnitude calculations. SExtractor was also run on the standard star frames in order to compare the aperture-corrected and SExtractor magnitude estimates. There was a small ($`<3\%`$) offset between the two estimates for the standard stars, which did not appear to be magnitude dependent; this offset was applied to the SExtractor magnitudes of the science objects.
An effective airmass for each co-added image was determined by fitting a line to the individual science frame airmasses vs. the instrumental magnitude differences between the co-added frame and the individual frames. The effective airmass (the $`y`$-intercept of the line fit) for each co-added image was used in the photometric transformation equations.
Science objects were matched on all co-added frames in which they were detected. The final standard magnitude determinations were made for each science object, using the transformation equations, including the color term if possible. If an object was detected in only one frame (for example, faint objects in the $`R`$ band image, or objects close to a non-overlapping frame edge), no color term was applied.
Uncertainties in the magnitude estimates are given by SExtractor, based upon the flux and extent of the object, and the background variance. These estimates agreed well with uncertainties based upon variations among individual science frames, except for saturated objects. Stars become saturated in our images at approximately $`U=12.3,B=14.5,V=13.8,R=14.1,\mathrm{and}I=14.1`$. We have used the SExtractor estimates for the magnitude uncertainties except for objects brighter than the saturation level, which we simply flagged as “saturated”. The magnitude uncertainties, shown in Fig. 1, reach the 10% level at $`U=20.1,B=21.3,V=21.1,R=21.1,\mathrm{and}I=20.2`$.
Aside from the statistical uncertainties, there may be systematic uncertainties in the magnitude estimates due to a variety of possible causes. For our purposes, systematic uncertainties are not worrisome as long as the stellar locus is well defined by the measured colors, and outliers can be easily identified. However, accurate magnitudes in an absolute sense are necessary for other uses of the data, and for comparison with other studies. To check this, we have compared our $`UBR`$ magnitudes with those of LPIF (who did not take observations in the $`V`$ or $`I`$ bands), for objects common to the two lists. The $`B`$ and $`R`$ band measurements in each set are not significantly different, however, our measured $`U`$ magnitudes are brighter on average by 0.13 mag, which is about 4 standard errors of the mean away from no difference in the $`U`$ measurements. The vast majority of the objects used for comparison are fainter than $`U=20.1`$, the 10% uncertainty level of our $`U`$ band data, which may account for the larger difference. It is also possible that since all of our $`U`$ band observations were done on a single night, the difference can be attributed to uncorrected sky variations. In any case, the color-color diagrams (§ 3) appear to be in good agreement with those of other studies, and we have not applied additional photometric corrections.
### 2.3 Astrometry
Astrometry was performed by comparing the pixel coordinates (determined using SExtractor) of stars in our field to the J2000 equatorial coordinates given in the HST Guide Star Catalog<sup>2</sup><sup>2</sup>2The Guide Star Catalog was produced at the Space Telescope Science Institute under U.S. Government grant. These data are based on photographic data obtained using the Oschin Schmidt Telescope on Palomar Mountain and the UK Schmidt Telescope.. About 90 GSC stars appear in the co-added images. Tasks in the IRAF imcoords package were used to fit a 2-dimensional polynomial function to the pixel/equatorial coordinates. The r.m.s. of the residuals was less than $`0.5`$ arcseconds in both the $`x`$ and $`y`$ pixel dimensions for each co-added image.
### 2.4 Star-Galaxy Separation
Discrimination between point-like or extended objects is a serious issue for our dataset, given the fairly large pixel size ($`1.355\mathrm{}/`$pix). The method we used was based upon the “stellarity index” produced by the SExtractor neural-network classifier (Bertin & Arnouts, 1996). Each object detected in a co-added image was assigned a number between 0 and 1, which represents the confidence that an object is stellar. The stellarity index match for objects detected in multiple bands was quite good. For example, for objects detected in both the $`U`$ and $`R`$ band, the indices matched to within 0.1 for more than 75% of the objects, although the correlation degrades with fainter magnitudes. For multiply detected objects, the indices were weighted by the inverse of the squared magnitude uncertainties, then averaged over all the detections. We used an index $`0.6`$, because this included a large number of objects without noticeably increasing the width of the stellar locus in the color-color diagrams. In addition, all but one of the confirmed stars and QSOs from LPIF are selected with this cut.
### 2.5 The Object Catalog
The final imaging catalog contains 10647 objects detected in at least one band, 1516 detected in all 5 bands, and 1836, 4033, 5681, 8736, and 7841 objects detected in the $`U,B,V,R,\mathrm{and}I`$ bands respectively. There are 2147 objects classified as stellar, or about 20% of the total number of objects. Objects selected as QSO candidates will be presented in the next section, but the full catalog is likely to be useful for other studies, particularly because the survey area contains and surrounds the HDF. The full object catalog containing coordinates, magnitudes, uncertainties, and stellarity indices for all of the detected objects, may be obtained by contacting the authors.
## 3 QSO Candidate Selection and Verification
### 3.1 Selection of QSO Candidates
QSO candidates were selected based upon their locations in color space. In order to maintain a reasonably high efficiency of QSO selection, the candidates should clearly be located well outside of the stellar locus, and in regions of color space which QSOs are known to occupy at a relatively high density. The simplest selection criterion is to make one or two-dimensional cuts in two-color spaces. For example, QSOs with redshifts up to $`2.2`$ can be found with good efficiency by selecting objects with $`UB<0.3`$. At various redshifts, strong features in QSO spectra, such as the onset of the Ly $`\alpha `$ forest, move into and out of different photometric passbands. Thus QSO colors can be strongly dependent on redshift, and various color space cuts are most efficacious over select ranges of redshift. Automated but more complex outlier selection techniques have been tried in other studies (e.g. Newberg & Yanny, 1997; Warren et al., 1991), which are appropriate for large surveys for which it is impractical to check every candidate. Our sample is small enough to check each outlier individually, and our goal is not to identify a complete sample of QSOs, so color space cuts, based in part on results from past studies, are adequate for our purposes.
To select the search regions, two-color diagrams were plotted for all unsaturated objects classified as stellar, with magnitudes brighter than the 10% uncertainty level (Fig. 2). For the ($`UB)/(BV`$) diagram, we also plotted all of the available colors of QSOs in the catalog of Véron-Cetty & Véron (1996). Based on the location of the stellar locus and the known QSOs, cuts in ($`UB)/(BV`$) color space were made to select candidates from our imaging catalog. An historically successful method for selecting QSOs up to $`z2.2`$ is to select objects with $`UB0.3`$ – the so-called “UV-excess” method. This also appeared to be a good cutoff for our dataset, as seen in Fig. 2. In addition, a large fraction of the QSOs plotted from the Véron-Cetty & Véron catalog could have been selected with a $`BV0.35`$ cut, which includes only a small part of the stellar locus (mostly A-stars). These combined cuts in the ($`UB)/(BV`$) plane are the “UVX” selection method. UVX candidates with $`BV>0.6`$ are often identified as compact narrow emission line galaxies (NELGs) instead of QSOs. Few of our candidates exceed this limit, so we have not used it as a selection criterion. UVX candidates were divided into “bright” and “faint” sets, depending on whether the $`U,B,\mathrm{and}V`$ magnitudes were brighter or fainter than the 10% uncertainty levels. It is assumed that the “bright” candidates have a higher fraction of true QSOs, due to their better photometric accuracy. The UVX candidates that have not been spectroscopically confirmed are listed in Table 3.
Other cuts in color space, mainly aimed at locating higher-redshift QSOs, have been explored in other studies (e.g. Irwin et al., 1991; Hall et al., 1996). The number density of QSOs with $`z>3`$ to the limits of our survey is only about $`5`$ per square degree (e.g. Hall et al., 1996), but even one high-redshift QSO in the direction of the HDF would be valuable for absorption system studies. Hall et al., using a filter set similar to ours, successfully used cuts in color space to identify QSOs up to $`z=4.33`$. We have adopted several of their selection criteria, with slight modifications, in order to search for higher-redshift candidates in our catalog. These cuts are based on the ($`UV)/(VR`$), ($`BV)/(VR`$), and ($`BR)/(RI`$) two-color diagrams, and usually include objects which are red in the first color and blue in the second. In addition, we have added a cut in the ($`UB)/(BV`$) plane for objects red in $`UV`$ which are also blue in $`BV`$. The color selection criteria are shown in Fig. 2 and listed in Table 2. The cuts are set at reasonable values designed to run close to the stellar locus without introducing a large fraction of stars. We call these criteria collectively the “high-$`z`$” selection methods. As with the UVX selection, we have divided the high-$`z`$ sample into “bright” and “faint” sets, according to the 10% magnitude uncertainty levels. Because larger photometric errors in the faint set can cause a large number of non-QSOs to be selected as candidates, we kept only those faint high-$`z`$ candidates which passed as candidates using more than one two-color cut. As expected, the high-$`z`$ selection did not produce as many QSO candidates as the UVX selection. The high-$`z`$ candidates which have not been spectroscopically identified are listed in Table 4.
### 3.2 Spectroscopic Candidate Verification
The initial candidate verification was done as a poor-weather contingency program in April 1998 using the McDonald Observatory 2.7m telescope and Large Cass Spectrometer (LCS). All $`7`$ of the QSO candidates we observed in this run have also been observed by LPIF, and the $`4`$ QSOs and 1 NELG we confirmed in this run were also identified by them. A fifth candidate (J123800+6213) also turned out to be a QSO, but the S/N level in our spectrum was too low to identify it as such. For a second verification run in March 1999, we had the advantage of the published QSO list of LPIF, and so were able to avoid candidates which had already been observed. Our candidate list contained many UV-excess objects and high-$`z`$ candidates not in any of the lists of LPIF. We used the McDonald 2.7m and IGI spectrograph to observe $`11`$ candidates, which yielded 4 QSOs and 2 NELGs.
All of the spectra were reduced using standard techniques and tasks in IRAF. Bias level and flat field corrections were applied, then the spectra were optimally extracted (Horne, 1986), wavelength calibrated, and co-added. A sensitivity correction was applied to give an indication of the relative spectral shapes, but the spectra were not flux calibrated. The final reduced, co-added, calibrated QSO and NELG spectra are shown in Fig. 3.
In total, we observed $`18`$ QSO candidates, of which $`9`$ are QSOs, $`1`$ is an AGN, $`2`$ are narrow-emission-line galaxies, $`4`$ are stars, and $`2`$ remain unidentified. An additional 19 objects in our candidate list were observed by LPIF, $`9`$ of which are QSOs, and $`10`$ of which are are stars. One QSO from the LPIF list, J123622+6215, was not selected as a candidate by us, since it has a stellarity index of only $`0.37`$ caused by blending with a fainter object. The QSOs and NELGs confirmed in our program and those confirmed by LPIF in our survey area, are listed in Table 5. The identified stars are listed in Table 6. There are 16 more bright UV-excess candidates in our list which we have not observed spectroscopically, and which do not appear in the candidate list of LPIF. The unconfirmed UVX QSO candidates are listed in Table 3, and the unconfirmed high-$`z`$ candidates are listed in Table 4. The redshift distribution of the identified QSOs is shown in Fig. 4, and the coordinate positions are shown in Fig. 5.
While our goal is not a complete survey of QSOs in the area, it is useful to compare the density of QSOs near the HDF to other QSO surveys. Including the QSOs found by us and by LPIF in the $`0.56`$ sq. deg. area surrounding the HDF, there is a total of $`17`$, or roughly $`30`$ per square degree down to a limiting magnitude of $`B=21`$. This would be in good agreement with the densities found in several other faint UVX surveys (e.g. Koo & Kron, 1988; Zhan et al., 1989), which find roughly $`30`$ per sq. deg., except that we have a remaining 32 unidentified candidates with $`B21`$. Applying our UVX success rate (just over 50%, including the results of LPIF) to the remaining 32 UVX candidates with $`B21`$, we expect about another $`16`$ QSOs in our candidate list. Many of the remaining UVX candidates lie close to the $`UB`$ and $`BV`$ selection limits, and some lie in the region more heavily populated by NELGs, so it is doubtful that the efficiency for the remaining candidates will be as high as $`50\%`$. Assuming an efficiency only half this ($`25\%`$) we would reasonably expect about another $`8`$ QSOs, making the UVX QSO density about $`45`$ per sq. deg. to $`B21`$. While this is significantly higher than most previous studies, the density is in good agreement with Hall et al. (1996) who also noted that the density they found (in separate survey areas) was surprisingly high. The discrepancy may be due to differences in CCD vs. photographic detection techniques, some other selection difference, or real differences in the QSO number density, but the issue is unresolved. In any case, we conclude that our candidate selection is both relatively complete and efficient, and more than adequate for our purposes.
## 4 QSO Absorption Line System Spectroscopy
The principal goal of the QSO survey is to provide targets for higher-resolution follow-up spectroscopy in order to locate QSO absorption line systems near the HDF. After our first verification run, we identified 4 bright QSOs. Spectra suitable for absorption system searches were obtained for 3 of them: J123414+6226 ($`z=1.326`$), J123402+6227 ($`z=1.305`$), and J123637+6158 ($`z=2.518`$). One of these (J123414+6226) was bright enough to observe at very high resolution using the Keck HIRES spectrograph (Vogt et al., 1994). QSOs J123414+6226 and J123402+6227 are separated by only 112 arcsec. The observing logs for the higher resolution spectra are summarized in Table 7.
The three QSO spectra were searched for absorption lines using the methods described by Vanden Berk et al. (1999). Briefly, a continuum is fit to the spectrum, the flux spectrum and error arrays are normalized by the fit, then convolved with a normalized line-spread-function profile to produce an “equivalent-width” array. Absorption features having a significance level above 3$`\sigma `$ were flagged, then measured by fitting Gaussian profiles which yield observed line centers, equivalent widths, and their associated uncertainties. The lines were identified with ionic transitions and redshifts based upon the line positions, strengths, and presence of corroborating lines. In the final line list, only lines with a significance level greater then $`4.5\sigma `$ were kept, unless the line could be identified with a transition occurring in a system identified with more significant lines. The absorption lines are listed in Table 8 and marked on the QSO spectra plots in Figs. 68.
Not counting Ly $`\alpha `$ forest lines, a Milky Way ISM system, and a BAL system, we have identified 5 heavy-element absorption line systems in the three QSO spectra – two each in J123414+6226 and J123637+6158, and one in J123402+6227. The systems in the Keck spectrum of J123414+6226 are at $`z=0.28159`$ and $`z=0.55649`$, and both are Mg ii doublet systems. Both systems would be classified as “weak” since their equivalent widths are less than $`0.3`$Å (Churchill et al., 1999). The system in the ARC/MDM spectrum of J123402+6227 is at a redshift of $`z=0.5621`$. The line widths are somewhat uncertain since they lie on the blueward edge of the QSO C iii\] $`\lambda 1909`$ emission line, but the line centers and relative equivalent widths are consistent with a Mg ii doublet. There is another possible Mg ii doublet in this spectrum at $`z=0.5478`$, but we list it only as a candidate, since the doublet ratios are inconsistent, and one line falls below our $`4.5\sigma `$ completeness limit. No significant lines were detected in the red spectrum of the QSO, but the $`4.5\sigma `$ lower equivalent width limit of this spectrum, $`1.3`$Å, is relatively insensitive. The two systems in the MDM spectrum of J123637+6158 are at $`z=0.7913`$ and $`z=1.8895`$, and are identified by a Mg ii and C iv doublet respectively. The spectrum also shows a rich Ly $`\alpha `$ forest ranging from $`2.15<z<2.52`$, and a broad absorption line system near $`z=2.38`$, seen in both Ly $`\alpha `$ and C iv absorption. Since the BAL phenomena is likely to be unrelated to intervening galaxies (Turnshek, 1984), we have not included it in the analysis of § 5.
## 5 Comparison With the HDF Galaxy Redshift Distribution
There are so far about $`300`$ published galaxy redshifts towards the HDF, which come mainly from the surveys of Cohen et al. (1996a); Steidel et al. (1996); Lowenthal et al. (1997); Guzmán et al. (1997); Phillips et al. (1997), and Hogg et al. (1998). The galaxy redshifts measured towards the HDF lie within two redshift ranges, $`0z1.3`$ and $`2.9z3.6`$. There are few measured redshifts between these ranges, due to the lack of prominent spectral features observable at optical wavelengths. QSOs are observable over this entire redshift range, but our highest confirmed QSO has a redshift of $`z=2.58`$. Absorption systems are detectable at wavelengths above the atmospheric cutoff at $`z0.15`$ for Mg ii doublets. Thus the distributions of galaxies, QSOs, and absorbers can be compared within overlapping redshift ranges.
The redshift distribution of the galaxies towards the HDF up to $`z=2`$ is shown in Fig. 9, and the redshifts of the individual QSOs and absorbers are superimposed. The galaxy distribution is characterized by sharp peaks which contain most of the galaxies. We have defined redshift peaks in a manner similar to Cohen et al. (1996b). The statistical significance parameter, $`X_{max}`$, is defined as the maximum absolute number of standard deviations the number count in a peak lies from the mean count, found after varying the count histogram bin sizes and locations (Cohen et al., 1996b). A group of galaxies is considered a peak if the group contains at least 5 galaxies, and has an $`X_{max}5`$. At least 8 distinct peaks are identified this way at redshifts 0.087, 0.319, 0.455, 0.475, 0.515, 0.559, 0.847, and 0.962, which are marked by dots on Fig. 9. This list includes 5 of the 6 peaks identified by Cohen et al. (1996b), excluding the peak at 0.679 which we find has 7 members but an $`X_{max}`$ of only $`3.9`$. Many less significant peaks may also be present. The velocity widths of the peaks are typically $`\sigma _v300`$km/s. If these structures are the precursors to walls seen in the local universe, as suggested by Cohen et al. (1996b), some of the QSOs and absorbers in the surrounding volume are likely to be contained within these structures. Of the 19 QSOs and 1 AGN, few appear to be coincident with any of the strong galaxy peaks, but several have redshifts close to possible smaller galaxy groups (Fig. 9). The measured redshifts of QSOs can vary by over 1000km/s depending on what emission lines are used and how they are measured (e.g. Tytler & Fan, 1992). For this reason, QSOs are not ideal for tracing structure on scales less than a few hundred km/s, and any matches between galaxy peak and QSO redshifts would be uncertain.
Redshifts for absorption line systems, on the other hand, can be measured very accurately, even with relatively low-resolution absorption spectra. Of the four absorbers which lie in the well-sampled galaxy redshift range ($`z1.3`$), two have redshifts coinciding with the second most populated peak in the galaxy distribution at $`z0.559`$, one system at $`z=0.7913`$ lies near a possible weaker galaxy group, and one at $`z=0.2816`$ does not appear to lie near any galaxy feature. The eight galaxy peaks occupy a total velocity path of about $`4800`$km/s between $`0<z1.3`$ (assuming $`600`$km/s per peak) or about $`2\%`$ of the total velocity path, so the random binomial probability of finding two or more out of 4 absorption systems in any of the peaks is about $`0.2\%`$. Thus it is reasonable to assume that at least some of the absorption line systems are physically related to the peaks in the galaxy distribution.
If the absorbers at $`z=0.559`$ are parts of the same structure that contains the galaxies, then the galaxy structure extends at least as far as the HDF and absorber transverse separations. For an $`\mathrm{\Omega }_m=1`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0`$ ($`\mathrm{\Omega }_m=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$) universe, the comoving transverse separations of the QSO absorbers and HDF are $`7.9`$ ($`9.6`$) and $`8.5`$ ($`10.4`$) $`h^1`$Mpc. The inclination angle of a hypothesized sheet containing the galaxies and absorbers to the line of sight would likely be less than $`30`$ degrees, given that each absorber is about one velocity dispersion width ($`460`$km/s) from the mean redshift of the galaxy peak, and on opposite sides. Even for fairly large inclination angles, we would expect absorption members of the sheet to lie close to the redshift of the galaxy peak at this transverse separation, since the velocity width of the peak translated into a comoving width is $`3.7`$ ($`5.3`$) $`h^1`$Mpc at $`z=0.559`$. At this preliminary stage, the combined galaxy and absorption data are consistent with the suggestion by Cohen et al. (1996a, b) that this structure and those containing other galaxy peaks are parts of the precursors to present-day superclusters or walls. The lower limit on the transverse size of the structure at $`z=0.559`$ is about twice the radial extent, but a denser and wider absorption study is needed to definitively test for a filamentary or sheet-like geometry.
There is a strong correlation between the presence of a Mg ii absorption line system and a luminous galaxy in close physical proximity (Bergeron & Boisse, 1991; Steidel et al., 1994; Guillemin & Bergeron, 1997). It is therefore probably not surprising to find a number of these systems near concentrations of luminous galaxies in redshift space. Our preliminary result from the three QSO sightlines demonstrates the utility of using heavy-element QSO absorption line systems as complementary probes of large-scale structure at high redshift. Absorption spectroscopy of the remaining QSOs in our sample, and those of the slightly wider survey of LPIF, would likely yield an order of magnitude more absorption line systems towards the HDF. Such a sample could show, for example, whether the absorbers and galaxies occupy the redshift peaks at the same frequency, how far the galaxy structures extend in three dimensions, and how the absorbers and galaxies are biased relative to one another.
## 6 Summary
We have begun a survey to identify QSOs and absorption line systems in a $`45\times 45`$ square arcmin area surrounding the Hubble Deep Field. So far $`19`$ QSOs have been identified within our survey area to a limiting magnitude of $`B21`$, and over 30 UVX and high-redshift QSO candidates remain. We have obtained absorption line spectra for three of the brighter QSOs in the field, which have revealed at least 5 heavy-element absorption line systems. Of the four systems that overlap the redshift range explored in deep galaxy redshift surveys of the HDF, two lie at or very near one of the strongest redshift peaks in the galaxy distribution. If the absorbers and galaxies in the peak are part of the same structure, it extends at least $`7h^1`$Mpc ($`\mathrm{\Omega }_m=1`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0`$) in the transverse direction at a redshift of $`z0.56`$. This supports earlier evidence from the galaxies alone that the peaks in the galaxy distribution are parts of larger structures, which may be the precursors to present-day superclusters or walls.
We are grateful to Inger Jørgensen, Marcel Bergmann, and Gary Hill for assistance in developing the image reduction routines. D.E.V.B. was supported in part by the Harlan J. Smith Fellowship at the University of Texas McDonald Observatory. |
warning/0003/cond-mat0003251.html | ar5iv | text | # Random magnetic field and quasi-particle transports in the mixed state of high 𝑇_𝑐 cuprates
## Abstract
By a singular gauge transformation, the quasi-particle transport in the mixed state of high $`T_c`$ cuprates is mapped into charge-neutral composite Dirac fermion moving in short-range correlated random scalar and long-range correlated vector potential. A fully quantum mechanical approach to longitudinal and transverse thermal conductivities is presented. The semi-classical Volovik effect is presented in a quantum mechanical way. The quasi-particle scattering from the random magnetic field which was completely missed in all the previous semi-classical approaches is the dominant scattering mechanism at sufficient high magnetic field. The implications for experiments are discussed.
The general problem of quasi-particle transport in the mixed state of high $`T_c`$ cuprates is important, because simultaneous measurements of thermal conductivities $`\kappa _{xx}`$ and $`\kappa _{xy}`$ provide a lot of information on the new physics pertinent to $`d`$ wave superconductors. On the experimental side, Krishana et al observed that in superconducting BSCCO and YBCO, at temperature $`T>5K`$, the longitudinal thermal conductivity $`\kappa _{xx}(H)`$ initially decreases with applied magnetic field $`H`$, then reaches a plateau . They also measured thermal Hall conductivity $`\kappa _{xy}`$ at $`T>10K`$ and extracted the thermal Hall angle $`\mathrm{tan}\theta =\frac{\kappa _{xy}}{\kappa _{xx}}`$. On the theoretical side, employing semi-classical approximation, Volovik pointed out that the circulating supercurrents around vortices induce Doppler energy shift to the quasi-particle spectrum, which leads to a finite density of states at the nodes . This effect ( Volovik effect) has been employed to explain the above experimental observations of $`\kappa _{xx}`$ by several authors . However, semi-classical method can not be used to calculate $`\kappa _{xy}`$. A fully quantum mechanical approach is needed to get any information on $`\kappa _{xy}`$.
Starting from BCS Hamiltonian, Wang and MacDonald performed a first numerical calculation on quasi-particle spectrum in vortex lattice state . By phenomenological scaling argument, Simon and Lee (SL) proposed the approximate scaling forms for $`\kappa _{xx}`$ and $`\kappa _{xy}`$ for dirty $`d`$ wave superconductors in the mixed state. Anderson employed a singular gauge transformation to study quasi-particle dynamics in the mixed state. Franz and Tesanovic (FT) employed a different singular gauge transformation to map the quasi-particle in a square vortex lattice state to Dirac fermion moving in an effective periodic scalar and vector potential with zero average and studied the quasi-particle spectrum . Using FT transformation, Marinelli et al studied the spectrum in various kinds of vortex lattice states in great detail .
In this paper, by considering carefully the gauge invariance overlooked by previous authors , we extend FT singular gauge transformation to include the curvature term which is important to $`\kappa _{xy}`$. After clarifying some important subtle points of the singular gauge transformation, we prove exactly that there is no Landau level quantitation, then apply it to disordered vortex state with logarithmic interaction between vortices. We find that quasi-particle moving in the disordered vortex state of high $`T_c`$ cuprates can be mapped into charge-neutral composite Dirac fermion moving in short-range correlated random scalar potential and long-range correlated vector potential with zero average. The quasi-particle scattering from the long-range correlated internal gauge field dominates over those from the well-known Volovik effect and the non-magnetic scattering at sufficient high magnetic field $`HH^{}H_{c2}(\frac{T}{T_c})^2`$. $`\kappa _{xx}`$ satisfies scaling Eq.24, at $`H>H^{}`$, it approaches different pinning strength dependent plateaus due to the vertex correction shown in Fig.1. However, $`\kappa _{xy}`$ satisfies scaling Eq.25, at $`H>H^{}`$, it increases as $`\sqrt{H}`$.
We start from the $`d`$ wave BCS Hamiltonian in the presence of external magnetic field:
$$H=𝑑xd^{}(x)\left(\begin{array}{cc}h+V(x)& \widehat{\mathrm{\Delta }}\\ \widehat{\mathrm{\Delta }}^{}& h^{}V(x)\end{array}\right)d(x)$$
(1)
with $`d_{}(x)=c_{}(x),d_{}(x)=c_{}^{}(x)`$, $`V(x)`$ is random chemical potential due to non-magnetic impurities.
The non-magnetic impurity scattering part can be written as:
$$H_{imp}=V(x)d_\alpha ^{}(x)\tau _{\alpha \beta }^3d_\alpha (x)$$
(2)
We assume that $`V(x)`$ satisfies Gaussian distribution with zero mean and variances $`\mathrm{\Delta }_A`$
$$<V(x)>=0,<V(x)V(x^{})>=\mathrm{\Delta }_A\delta ^2(xx^{})$$
(3)
The gauge invariance dictates:
$`h`$ $`=`$ $`{\displaystyle \frac{1}{2m}}(\stackrel{}{p}{\displaystyle \frac{e}{c}}\stackrel{}{A})^2ϵ_F`$ (4)
$`\widehat{\mathrm{\Delta }}`$ $`=`$ $`{\displaystyle \frac{1}{4p_F^2}}[\{p_x{\displaystyle \frac{1}{2}}_x\varphi ,p_y{\displaystyle \frac{1}{2}}_y\varphi \}\mathrm{\Delta }(\stackrel{}{r})`$ (5)
$`+`$ $`(p_x{\displaystyle \frac{1}{2}}_x\varphi )\mathrm{\Delta }(\stackrel{}{r})(p_y+{\displaystyle \frac{1}{2}}_y\varphi )`$ (6)
$`+`$ $`(p_y{\displaystyle \frac{1}{2}}_y\varphi )\mathrm{\Delta }(\stackrel{}{r})(p_x+{\displaystyle \frac{1}{2}}_x\varphi )`$ (7)
$`+`$ $`\mathrm{\Delta }(\stackrel{}{r})\{p_x+{\displaystyle \frac{1}{2}}_x\varphi ,p_y+{\displaystyle \frac{1}{2}}_y\varphi \}]`$ (8)
where $`\varphi `$ is the phase of $`\mathrm{\Delta }(\stackrel{}{r})`$ .
The gauge invariance in $`\widehat{\mathrm{\Delta }}`$ has not been taken into account in Refs.. Although its correct treatment does not affect the linearized Hamiltonian ( see Eq.11 ), it is crucial to the curvature term ( see Eq.12 ) which is important to $`\kappa _{xy}`$. The similar gauge invariance was considered in Eq.2.12 of Ref..
Following FT , we introduce composite fermion $`d_c`$ by performing a singular unitary transformation $`d=Ud_c`$:
$$H_s=U^1HU,U=\left(\begin{array}{cc}e^{i\varphi _A(\stackrel{}{r})}& 0\\ 0& e^{i\varphi _B(\stackrel{}{r})}\end{array}\right)$$
(9)
where $`\varphi _A`$ is the phase from the vortices in sublattice $`A`$ and $`\varphi _B`$ is the phase from the vortices in sublattice $`B`$.
In this letter, we assume the thermal currents are sufficiently weak that the vortices remain pinned by non-magnetic impurities. Therefore, the transport properties of $`d`$ is exactly the same as the composite fermions $`d_c`$. It is easy to check that $`U`$ commutes with $`\tau ^3`$, therefore the transformation leaves Eq.2 $`H_{imp}`$ invariant.
Expanding $`H_s`$ around the node 1 where $`\stackrel{}{p}=(p_F,0)`$, we obtain $`H_s=H_l+H_c`$ where the linearized Hamiltonian $`H_l`$ is given by:
$`H_l`$ $`=`$ $`v_f(p_x+a_x)\tau ^3+v_2(p_y+a_y)\tau ^1+v_fv_x(\stackrel{}{r})`$ (10)
$`+`$ $`V(x)\tau ^3+(12,xy)`$ (11)
where $`\stackrel{}{v}_s=\frac{1}{2}(\stackrel{}{v}_s^A+\stackrel{}{v}_s^B)=\frac{\mathrm{}}{2}\varphi \frac{e}{c}\stackrel{}{A}`$ is the total superfluid momentum and $`a_\alpha =\frac{1}{2}(v_\alpha ^Av_\alpha ^B)=\frac{1}{2}(\varphi _A\varphi _B)`$ is the internal gauge field. Anderson’s gauge choice is $`\varphi _A=\varphi ,\varphi _B=0`$ or vice versa .
We get the corresponding expression at node $`\overline{1}`$ and $`\overline{2}`$ by changing $`v_fv_f,v_2v_2`$ in the above Eq.
The curvature term $`H_c`$ can be written as:
$$H_c=\frac{1}{m}[\{\mathrm{\Pi }_\alpha ,v_\alpha \}+\frac{\stackrel{}{\mathrm{\Pi }}^2+\stackrel{}{v}^2}{2}\tau ^3+\frac{\mathrm{\Delta }_0}{2ϵ_F}\{\mathrm{\Pi }_x,\mathrm{\Pi }_y\}\tau ^1]$$
(12)
Where $`\stackrel{}{\mathrm{\Pi }}=\stackrel{}{p}+\stackrel{}{a}`$ is the covariant derivative. $`H_c`$ takes the same form for all the four nodes.
It is easy to see that $`v_\alpha (\stackrel{}{r})`$ acts as a scalar scattering potential, it respects time-reversal (T) symmetry, but breaks Particle-Hole (PH) symmetry . There are two very different kinds of internal gauge fields in $`H_l`$: $`V(x)`$ is due to non-magnetic impurity scattering at zero field, $`a_\alpha `$ is completely due to Aharonov and Bohm (AB) phase scattering from vortices generated by external magnetic field. They both respect P-H symmetry. In general, $`V(x)`$ breaks T symmetry, but T symmetry is restored in the unitary limit . For general flux quantum $`\alpha `$, $`a_\alpha `$ breaks T symmetry, but T symmetry is restored at $`\alpha =1/2`$ because $`\alpha =1/2`$ flux quantum is equivalent to $`\alpha =1/2`$ one due to the periodicity under $`\alpha \alpha +1`$. This is also the underlying physical reason why we are able to choose the two sublattices $`A`$ and $`B`$ freely without changing any physics. Due to this exact T symmetry, there is no Landau level quantization as claimed in .
In $`H_c`$, the only term which breaks both P-H and T symmetry is $`\psi ^{}\{p_\alpha ,v_\alpha \}\psi =iv_\alpha (_\alpha \psi ^{}\psi \psi ^{}_\alpha \psi )`$. This term will lead to thermal Hall conductivity to be discussed in the following .
From Eq.11, it is easy to identify the conserved charge currents at node 1:
$$j_{1x}=\psi _1^{}(x)v_F\tau ^3\psi _1(x),j_{1y}=\psi _1^{}(x)v_2\tau ^1\psi _1(x)$$
(13)
with the currents at node 2 differing from the above expressions by $`(12,xy)`$. It is known that the charge conductivity of $`d_c`$ corresponds to the spin conductivity of $`c`$ electrons Because the spin $`\sigma _s`$ and thermal conductivities are related by Wiedemann-Franz law . For simplicity, in the following, we only give specific expressions for the spin conductivity which can be evaluated by Kubo formula.
The Hamiltonian $`H_l+H_c`$ enjoys gauge symmetry $`U_u(1)\times U_s(1)`$, the first being uniform (or external ) and the second being staggered ( or internal ) gauge symmetry. Although the composite fermion $`d_\alpha `$ is charge neutral to the external magnetic field, it carries charge $`1`$ to the internal gauge field $`a_\alpha `$.
We assume a randomly pinned vortex array with logarithmic interaction between vortices. In the hydrodynamic limit, after averaging over all the possible positions of the vortices $`R_i`$, we find:
$`<v_\alpha >=<a_\alpha >=0,<v_\alpha (\stackrel{}{k})a_\beta (\stackrel{}{k}^{})>=0`$ (14)
$`<v_\alpha (\stackrel{}{k})v_\beta (\stackrel{}{k})>=\pi ^2(\delta _{\alpha \beta }{\displaystyle \frac{k_\alpha k_\beta }{k^2}}){\displaystyle \frac{n_v}{k^2+n_v}}`$ (15)
$`<a_\alpha (\stackrel{}{k})a_\beta (\stackrel{}{k})>=\pi ^2(\delta _{\alpha \beta }{\displaystyle \frac{k_\alpha k_\beta }{k^2}}){\displaystyle \frac{n_v}{k^2}}`$ (16)
Where the vortex density is $`n_v=\frac{N}{V}=\frac{H}{H_{c2}}\frac{1}{\xi ^2}`$.
The first line in Eq.16 is exact. The $`vv`$ and $`aa`$ correlators are the most general forms consistent with the incompressibility of the vortex system . The pinning strength will only enter as prefactors in front of $`n_v`$. For notational simplicity, we suppress these prefactors.
Because $`v`$ and $`a`$ are decoupled at quadratic order (see Eq.9), the long-range logarithmic interaction between vortices suppresses the fluctuation of superfluid velocity, but does not affect the fluctuation of the internal gauge field. Therefore the scalar field acquires a ” mass ” determined by the vortex density, but the gauge field remains ” massless ”. The gauge field is a pure quantum mechanical effect, it was completely missed in all the previous semi-classical approaches . Here we explicitly demonstrate that being gapless, its fluctuation even dominates over the well-known Volovik effect in the low energy limit. It also dominates over that from the non-magnetic scattering at sufficiently high field and low energy limit.
In fact, in the weakly type II limit $`\xi <\lambda <d_v`$, the superfluid velocity vanishes in the interior of superconductor, the long-range correlated gauge potential in Eq.16 becomes the only scattering mechanism .
From the Eq.16, it is easy to realize that the internode scattering $`k_F^2`$ is weaker than the intra-node scattering $`p_0^2`$ by a factor $`\alpha ^1=\frac{\mathrm{\Delta }_0}{ϵ_F}1`$. In the following we neglect the internode scattering.
Up to the order of Gaussian cumulants, the scalar potential and vector potential are uncorrelated. However, they are correlated by Non-Gaussian cumulants. The lowest order non-Gaussian cumulants are the skewness:
$`<v_\alpha (\stackrel{}{r}_1)v_\beta (\stackrel{}{r}_2)a_\gamma (\stackrel{}{r}_3)>=<a_\alpha (\stackrel{}{r}_1)a_\beta (\stackrel{}{r}_2)a_\gamma (\stackrel{}{r}_3)>=0`$ (17)
$`<v_\alpha (\stackrel{}{k}_1)v_\beta (\stackrel{}{k}_2)v_\gamma (\stackrel{}{k}_3)>=\pi ^3n_v\delta (\stackrel{}{k}_1+\stackrel{}{k}_2+\stackrel{}{k}_3)`$ (18)
$`\times {\displaystyle \frac{iϵ_{\alpha \delta }k_{1\delta }(\stackrel{}{k}_2\stackrel{}{k}_3\delta _{\beta \gamma }k_{2\gamma }k_{3\beta })}{(k_1^2+n_v)(k_2^2+n_v)(k_3^2+n_v)}}`$ (19)
$`<v_\alpha (\stackrel{}{k}_1)a_\beta (\stackrel{}{k}_2)a_\gamma (\stackrel{}{k}_3)>=\pi ^3n_v\delta (\stackrel{}{k}_1+\stackrel{}{k}_2+\stackrel{}{k}_3)`$ (20)
$`\times {\displaystyle \frac{iϵ_{\alpha \delta }k_{1\delta }(\stackrel{}{k}_2\stackrel{}{k}_3\delta _{\beta \gamma }k_{2\gamma }k_{3\beta })}{(k_1^2+n_v)k_2^2k_3^2}}`$ (21)
In fact, because any distribution function satisfies $`P[a_\alpha (x)]=P[a_\alpha (x)]`$, any correlators involving odd number of $`a_\alpha `$ vanish. After coarse graining, the exact T symmetry of $`H_l`$ is approximated by the average one. This approximation will lead to correct behaviors of self-averaging physical quantities. But it does not apply to non-self-averaging quantity such as Hall conductance fluctuation.
The discussion on $`\kappa _{xx}`$: The scalar potential capture the essential physics of Volovik effect: the quasi-particles energies are shifted by superfluid flow. Following the RG analysis in Ref., it can be shown that the random scalar potential is marginally relevant, therefore generates finite density of states at zero energy. Because $`k_Fl_{tr}k_Fd_vk_F\xi 5`$, the SCBA in standard impurity scattering process can be applied to calculate the low energy scattering rate. In $`k,\omega 0`$ limit, it leads to
$$1=v_F^2\pi ^2n_v\frac{d^2p}{(2\pi )^2}\frac{p_y^2}{p^2(p^2+n_v)}\frac{1}{\mathrm{\Gamma }_0^2+E_p^2}$$
(22)
where $`E_k^2=(v_fk_1)^2+(v_2k_2)^2`$, the retarded self-energy $`\mathrm{\Sigma }^R(k,\omega )=\mathrm{\Sigma }(\stackrel{}{k},i\omega \omega +i\delta )`$, the zero energy scattering rate is $`\mathrm{\Gamma }_0=Im\mathrm{\Sigma }^R(0,0)`$.
The above equation leads to the quasi-particle lifetime:
$$1/\tau _l\mathrm{\Gamma }_0\mathrm{\Delta }_0\sqrt{\frac{H}{H_{c2}}}$$
(23)
Now we look at the vertex correction to $`\kappa _{xx}`$ due to the ladder diagram shown in Fig.1 at $`T=0`$.
Fig 1: Vertex correction to longitudinal conductivity
Fig.1a is just the bubble diagram. It leads to the well known bubble conductivity : $`\sigma _{xx}^0=\frac{s^2}{\pi ^2}\frac{v_f^2+v_2^2}{v_fv_2}`$.
By checking the integral equation satisfied by the vertex function $`\mathrm{\Gamma }(p,i\omega ,i\omega +i\mathrm{\Omega })=\tau ^3(1+\mathrm{\Lambda }(p,i\omega ,i\omega +i\mathrm{\Omega }))`$ depicted in Fig.1c, we find $`\mathrm{\Lambda }`$ is at the order of 1 independent of $`n_v`$, therefore $`\sigma _{xx}`$ receives vertex correction of order 1 independent of $`n_v`$ . This vertex correction was completely missed in the semiclassical treatments .
The random gauge field gives additional scattering mechanism. it has scaling dimension 2, therefore strongly relevant and dominates over Volovik effect at low energy limit. Similar SCBA to Eq.22 leads to logarithmic divergent quasi-particle scattering rate $`1/\tau _l`$ which is not gauge-invariant anyway. But the vertex correction similar to Fig.1 removes the logarithmic divergence and leads to the finite gauge-invariant transport time $`\tau _{tr}\sqrt{\frac{H_{c2}}{H}}\frac{1}{\mathrm{\Delta }_0}`$ .
The vertex correction to the bubble conductivity due to the non-magnetic impurity scattering Eq.3 among the four nodes was calculated in Ref., it was found to be negligible. It is obvious that the two vertex corrections are different due to different scattering mechanisms, therefore the two conductivity values are different, although the bubble results are the same.
At finite temperature, the $`T`$ dependence comes solely from the Fermi function, $`\sigma _{xx}`$ should satisfy the following scaling ( $`T_c\mathrm{\Delta }_0`$ ):
$$\sigma _{xx}(H,T)=F_1(aT\tau _{tr})=F_1(a\frac{T}{T_c}\sqrt{\frac{H_{c2}}{H}})$$
(24)
This scaling is consistent with Simon and Lee using phenomenological scaling argument. Our derivation bring out explicitly the underlying physical process: the quasiparticle scattering due to the long-range correlated random gauge potential. Pushing further, we conclude that in the high field limit $`Ha^2H_{c2}(\frac{T}{T_c})^2`$, $`\sigma _{xx}`$ should approach the $`T=0`$ value $`F_1(0)=\sigma _{xx}(0)`$ at the order of 1. This value depends on not only the anisotropy parameter $`\alpha =v_f/v_2`$, but also the pinning strength appearing in Eq.16. This dependence could explain the different plateau values observed in the experiments .
Unfortunately, the value $`\sigma _{xx}(0)`$ is hard to be sorted out experimently due to the large background contributions from phonons .
The discussion on $`\kappa _{xy}`$: We start with $`H_l`$. In order to get a non-vanishing $`\kappa _{xy}`$, we must identify terms which break both T and P-H symmetry. As shown previously, $`H_l`$ respects exact T symmetry, therefore $`<\sigma _{xy}>=0`$ to the linear order. We have to go to the curvature term Eq.12 to see its contribution to $`<\sigma _{xy}>`$.
The first contribution comes from the skewness between Volovik term and the $`\{p_\alpha ,v_\alpha \}`$ term $`<v_\alpha (\stackrel{}{r}_1)v_\beta (\stackrel{}{r}_2)v_\gamma (\stackrel{}{r}_3)>`$ in Eq.21 which breaks both T and P-H symmetry.
Just like in $`\kappa _{xx}`$, the skewness between scalar and random gauge field $`<v_\alpha (\stackrel{}{r}_1)a_\beta (\stackrel{}{r}_2)a_\gamma (\stackrel{}{r}_3)>`$ in Eq.21 gives additional scattering mechanism. It even dominates over the pure scalar skewness at low energy limit.
Due to the antisymmetric tensor $`ϵ_{\alpha \delta }`$, we find $`\sigma _{2xy}=\sigma _{1yx}=\sigma _{1xy}`$. Because both skewnesses are even under $`v_fv_f,v_2v_2`$, it is easy to find that $`\sigma _{1xy}=\sigma _{\overline{1}xy}`$, therefore $`\sigma _{xy}=\sigma _{1xy}+\sigma _{2xy}+\sigma _{\overline{1}xy}+\sigma _{\overline{2}xy}=4\sigma _{1xy}`$.
Because the $`\{p_\alpha ,v_\alpha \}`$ term contains one more derivative, simple power counting leads to
$$<\sigma _{xy}(H,T)>=\frac{T_c}{ϵ_F}\sqrt{\frac{H}{H_{c2}}}F_2(b\frac{T}{T_c}\sqrt{\frac{H_{c2}}{H}})$$
(25)
This scaling is consistent with Simon and Lee by phenomenological scaling argument. Our derivation bring out explicitly the leading contributions from the $`\{p_\alpha ,v_\alpha \}`$ term in the curvature term and also its small numerical factor $`\frac{T_c}{ϵ_F}`$. Pushing further, we conclude that in high field limit $`Hb^2H_{c2}(\frac{T}{T_c})^2`$, $`\sigma _{xy}`$ should increase with $`H`$ as $`\frac{T_c}{ϵ_F}\sqrt{\frac{H}{H_{c2}}}F_2(0)`$. Taking $`\alpha 10,H10T,H_{c2}150T`$, we find the prefactor is about $`1/40`$, so $`\kappa _{xy}`$ is smaller than $`\kappa _{xx}`$ by a factor of $`1/40`$. The smallness of $`\kappa _{xy}`$ make it difficult to measure experimentally.
The most recent data at $`10K<T<30K`$ for $`\kappa _{xy}/T^2`$ was shown to satisfy quite well the scaling $`\kappa _{xy}/T^2=F(b\sqrt{H}/T)`$ which follows from Eq.25, however, it continues to decrease up to $`H=14T`$ instead of increasing linearly with $`\sqrt{H}/T`$ as follows from Eq.25. The discrepancy may be due to the inelastic scattering at $`T>10K`$ not considered in this paper. For technical reason, so far the data is not available at $`T<10K`$.
In conclusion, we point out that the dominant scattering mechanism at sufficient high magnetic field is due to the long-range correlated random gauge potential instead of the well-known Volovik effect.
This work was supported by NSF Grant No. DMR-97-07701 and university of Houston. I am deeply indebted to B. I. Halperin, A. J. Millis, N. Read and Z. Tesanovic for very valuable discussions. I thank D. Arovas, A. V. Balatsky, A. W. W. Ludwig, A. D. Stone and A. M. Tsvelik for patiently explaining their work to him. I also thank C. Chamon, M. Franz, T. Senthil and C. S. Ting for helpful discussions. |
warning/0003/math0003077.html | ar5iv | text | # Poincaré Polynomials of Hyperquot Schemes
## 1. Introduction
In this paper, we find generating functions for the Poincaré polynomials of hyperquot schemes for all partial flag varieties. These generating functions give the Betti numbers of hyperquot schemes, and thus give dimension information for the cohomology ring of every hyperquot scheme.
Let $`𝐅(n;𝐬)`$ denote the partial flag variety corresponding to flags of the form:
$$V_1V_2\mathrm{}V_lV=^n$$
with dim $`V_i=s_i`$. The space $`\mathrm{Mor}_𝐝(𝐏^1,𝐅(n;𝐬))`$ of morphisms from $`𝐏^1`$ to $`𝐅(n;𝐬)`$ of multidegree $`𝐝=(d_1,\mathrm{},d_l)`$ can be viewed as the space of successive quotients of $`V_{𝐏^1}`$ of vector bundles of rank $`r_i`$ and degree $`d_i`$, where $`r_i:=ns_i`$ and $`V_{𝐏^1}:=V𝒪_{𝐏^1}`$ is a trivial rank $`n`$ vector bundle over $`𝐏^1`$. Its compactification, the hyperquot scheme which we denote $`𝒬_𝐝=𝒬_𝐝(𝐅(n;𝐬))`$, parametrizes flat families of successive quotient sheaves of $`V_{𝐏^1}`$ of rank $`r_i`$ and degree $`d_i`$. It is a generalization of Grothendieck’s Quot scheme \[G\].
There has been much interest in compactifications of moduli spaces of maps, for example the stable maps of Kontsevich. Hyperquot schemes are another natural such compactification. Indeed, most of what is known so far about the quantum cohomology of Grassmanians and flag varieties has been obtained by using Quot scheme compactifications. They have been used by Bertram to study Gromov-Witten invariants and a quantum Schubert calculus \[B1\] \[B2\] for Grassmannians, and by Ciocan-Fontanine and Kim to study Gromov-Witten invariants and the quantum cohomology ring of flag varieties and partial flag varieties \[K\] \[C-F1\] \[C-F2\] \[FGP\], see also \[C1\] \[C2\].
The paper is organized in the following way:
In section 2, we give some properties of hyperquot schemes, including a description of the Zariski tangent space to $`𝒬_𝐝`$ at a point.
In section 3, we consider a torus action on the hyperquot scheme. By the theorems of Bialynicki-Birula, the fixed points of this action give a cell decomposition of $`𝒬_𝐝`$ \[BB1\]\[BB2\]. The fixed point data is organized to give a generating function for the topological Euler characteristic of $`𝒬_𝐝`$.
In section 4, we use the Zariski tangent space to $`𝒬_𝐝`$ at a point as described in section 2 to compute tangent weights at the fixed points. This gives an implicit formula for the Betti numbers of $`𝒬_𝐝`$. The torus action and techniques are similar to those used by Strømme in the case $`l=1`$, where $`𝐅(n:s)`$ is the Grassmannian $`𝐆_s(n)`$ and $`𝒬_𝐝`$ is the ordinary Quot scheme \[S\].
In section 5, we reorganize the implicit formula for the Betti numbers in a way that reduces the problem to a purely combinatorial one. In particular, we collect the information into the form of a generating function.
Let $`𝒫(𝐗)=_Mb_{2M}(𝐗)z^M`$ denote the Poincaré polynomial of a space $`𝐗`$. It is classically known that $`𝒫(𝐅(n;𝐬))`$ is equal to the following generating function for the Betti numbers of the partial flag variety:
$$𝒫(𝐅(n;𝐬))=\underset{M}{}b_{2M}(𝐅)z^M=\frac{_{i=1}^n(1z^i)}{_{j=1}^{l+1}_{i=1}^{s_js_{j1}}(1z^i)}$$
with $`s_{l+1}:=n`$ and $`s_0:=0`$.
Defining $`f_k^{i,j}:=1t_i\mathrm{}t_jz^k`$, the main result is:
###### Theorem 1.
$`{\displaystyle \underset{d_1,\mathrm{},d_l}{}}𝒫(𝒬_𝐝(𝐅(n;𝐬)))t_1^{d_1}\mathrm{}t_l^{d_l}=`$
$`𝒫(𝐅(n;𝐬)){\displaystyle \underset{1ijl}{}}{\displaystyle \underset{s_{i1}<ks_i}{}}\left({\displaystyle \frac{1}{f_{s_jk}^{i,j}}}\right)\left({\displaystyle \frac{1}{f_{s_{j+1}k+1}^{i,j}}}\right)`$
In section 6, we discuss the special cases of the ordinary Quot scheme and of the hyperquot scheme for complete flags, and provide some specific examples.
## 2. Hyperquot Schemes
We fix some notation. Let $`V=^n`$ be a complex n-dimensional vector space. Let $`𝐅:=𝐅(n;𝐬)`$ denote the partial flag variety corresponding to flags of the form:
$$V_1V_2\mathrm{}V_lV$$
where $`V_i`$ is a complex subspace of dimension $`s_i`$. We have $`s_0:=0<s_1<\mathrm{}<s_l<s_{l+1}:=n`$. Define $`r_i:=ns_i`$. As a special case, let $`𝐅(n)=𝐅(n;1,2,\mathrm{},n1)`$ denote the complete flag variety, with $`𝒬_𝐝(𝐅(n))`$ the corresponding hyperquot scheme for complete flags. Also note that the Grassmannian parametrizing $`r`$-dimensional quotients of $`V`$, is also a special case, $`𝐆^r(n)=𝐅(n;nr)`$.
For any space $`T`$, let $`V_T`$ denote the trivial rank $`n`$ vector bundle on $`T`$, i.e. $`V_T:=V𝒪_T`$ .
Consider a functor $`_𝐝`$ from the category of schemes to the category of sets. For a scheme $`T`$, $`_𝐝(T)`$ is defined to be the set of flagged quotient sheaves
$$V_{𝐏^1\times T}_1\mathrm{}_l$$
with each $`_i`$ flat over $`T`$ with Hilbert polynomial $`\chi (𝐏^1,(_i)_t(m))=(m+1)r_i+d_i`$ on the fibers of $`\pi _T:𝐏^1\times TT`$. This last condition requires that $`_i`$ be of rank $`r_i`$ and relative degree $`d_i`$ over $`T`$, so that for any $`tT`$, $`(_i)_t`$ is of degree $`d_i`$.
It is proven that the functor $`_𝐝`$ is represented by the projective scheme $`𝒬_𝐝=𝒬_𝐝(𝐅(n;𝐬))`$ following the ideas of Grothendieck and Mumford \[C-F2\]\[G\]\[M\]. It has also been described in a different way by Kim \[K\], as a closed subscheme of a product of Quot schemes. Kim also proves the following result:
###### Theorem 2 (Kim).
$`𝒬_𝐝(𝐅(n;𝐬))`$ is an irreducible, rational, nonsingular, projective variety of dimension
$$\underset{i=1}{\overset{l}{}}d_i(s_{i+1}s_{i1})+dim(𝐅(n;𝐬))$$
with $`s_0=0,s_{l+1}=n`$ and $`dim(𝐅(n;𝐬))=_{i=1}^l(s_{i+1}s_i)s_i.`$ In particular, the theorem states that $`dim𝒬_𝐝(𝐅(n))=2|d|+\left(\genfrac{}{}{0pt}{}{n}{2}\right)`$ where $`|d|=_{i=1}^ld_i.`$
Associated to $`𝒬_𝐝(𝐅(n;𝐬))`$ is a universal sequence of sheaves on $`𝐏^1\times 𝒬_𝐝`$ of successive quotients of sheaves, each of which is flat over $`𝒬_𝐝`$.
$$V_{𝐏^1\times 𝒬_𝐝}B_1\mathrm{}B_l.$$
Define $`A_i`$ as the kernel of $`V_{𝐏^1\times 𝒬_𝐝}B_i`$. Each $`A_i`$ is flat over $`𝒬_𝐝`$, and it is an easy consequence of flatness that each $`A_i`$ is locally free. Thus, we have the following universal sequence on $`𝐏^1\times 𝒬_𝐝`$:
(1)
$$A_1A_2\mathrm{}A_lV_{𝐏^1\times 𝒬_𝐝}B_1\mathrm{}B_l.$$
with $`A_i`$ of rank $`s_i`$, $`B_i`$ of rank $`ns_i`$. Denote the inclusion maps by $`\gamma _i:A_iA_{i+1}`$ and the surjections by $`\pi _i:B_{i1}B_i`$ for each $`1il`$. Here, we define $`A_{l+1}=B_0=V_{𝐏^1\times 𝒬_𝐝}`$ and $`A_0=B_{l+1}=0`$. The map $`\gamma _i:A_iA_{i+1}`$ is an inclusion of sheaves, not an inclusion of bundles.
The following proposition, proved by Ciocan-Fontanine following the ideas in Kollar’s work on Hilbert schemes, determines the Zariski tangent space of $`𝒬_𝐝`$ at a point \[Ko\].
###### Proposition 1.
Let $`x𝒬_𝐝`$ correspond to successive quotients and subsheaves of $`V_{𝐏^1}`$:
$$𝒜_1\mathrm{}𝒜_lV_{𝐏^1\times 𝒬_𝐝}_1\mathrm{}_l.$$
Then we have the following exact sequence:
$$0(T_{𝒬_𝐝})_x\underset{i=1}{\overset{l}{}}\mathrm{Hom}(𝒜_i,_i)\stackrel{d}{}\underset{i=1}{\overset{l1}{}}\mathrm{Hom}(𝒜_i,_{i+1})0$$
where $`(T_{𝒬_𝐝})_x`$ is the Zariski tangent space to $`𝒬_𝐝`$ at the point $`x`$, and $`d`$ is the restriction of the difference map given by $`d(\{\varphi _i\})=\{\pi _{i+1}\varphi _i\varphi _{i+1}\gamma _i\}`$.
## 3. A Torus Action
In this section, we use the torus action introduced by Strømme in Theorem 3.6 of \[S\]. In the case of the ordinary Quot scheme, we obtain the same description of the fixed points as Strømme, but with slightly different notation. Our description allows us to provide a full description of the fixed point locus of the hyperquot scheme under this torus action.
Consider a maximal (n-dimensional) torus $`T`$ in $`GL(V)`$ which acts on $`V`$ and hence induces an action on subsheaves of $`V_{𝐏^1}`$. As a $`T`$-module, $`V`$ splits as a direct sum of one-dimensional subspaces, $`_{i=1}^nW_i`$. Denote $`𝒪_i:=W_i𝒪_{𝐏^1}`$.
For $`f_kH^0(𝐏^1,𝒪_{𝐏^1}(d_k))`$, a form of degree $`d_k`$, let $`f_k𝒪_i(d_k)𝒪_i`$ denote the sheaf $`𝒪_i(d_k)`$ defined by the section $`f_k`$.
###### Lemma 1.
A locally free subsheaf $`𝒮V_{𝐏^1}`$ of rank $`s`$ and degree $`d`$ is fixed by the action of $`T`$ if and only if it is of the form
$$𝒮=\underset{k=1}{\overset{s}{}}f_k𝒪_{c_k}(d_k)$$
where $`d_k`$ are nonnegative integers such that $`_kd_k=d`$, $`1c_1<\mathrm{}<c_sn`$, and $`f_k`$ is a homogeneous form in $`X`$ and $`Y`$ of degree $`d_k`$.
Proof. Since $`T`$ acts with different weights on each $`𝒪_i`$, $`𝒮V_{𝐏^1}`$ is a fixed point of $`T`$ if and only if $`𝒮=_{i=1}^n𝒮_i`$ where $`𝒮_i:=𝒮𝒪_i`$. Since $`\text{rank}(𝒮)=s`$, $`𝒮_i\mathrm{}`$ for exactly $`s`$ such $`i`$, say $`𝒮_{c_k}\mathrm{}`$ for a sequence $`1c_1<\mathrm{}<c_sn`$.
Since we have $`𝒮_{c_k}𝒪_{c_k}`$, we know that we can write $`𝒮_{c_k}=𝒪_{c_k}(d_k)`$ for some nonnegative integer $`d_k`$.
Threfore we have:
$$𝒮=\underset{k=1}{\overset{s}{}}𝒮_{c_k}=v\underset{k=1}{\overset{s}{}}𝒪_{c_k}(d_k),$$
where deg $`𝒮_{c_k}=d_k`$ with $`_{k=1}^sd_k=d`$. Since the inclusion of $`𝒮_{c_k}`$ is given by some section $`f_k`$, which is a polynomial of degree $`d_k`$ in $`X`$ and $`Y`$, the lemma is proven.
Let $`T^{}`$ be the one-dimensional torus which acts on $`H^0(𝒪_{𝐏^1}(1))`$ by $`XtX`$ and $`Yt^1Y`$. Then $`T^{}`$ acts on $`𝐏^1`$ and hence on subsheaves of $`V_{𝐏^1}`$. Thus under the action of the product torus $`T\times T^{}`$, the fixed points are subsheaves $`𝒮V_{𝐏^1}`$ fixed by both $`T`$ and $`T^{}`$. A point $`(_{k=1}^sf_k𝒪_{c_k}(d_k)V_{𝐏^1})`$ is fixed by $`T^{}`$ if and only if each $`f_k`$ is a monomial in $`X`$ and $`Y`$.
Therefore, we have proven:
###### Lemma 2.
A locally free subsheaf $`SV_{𝐏^1}`$ of rank $`s`$ and degree $`d`$ is fixed under the action of $`T\times T^{}`$ if and only if it is of the form
$$\underset{k=1}{\overset{s}{}}X^{a_k}Y^{b_k}𝒪_{c_k}(a_kb_k).$$
Here, $`𝒪_i`$ denotes the $`i`$th component of the trivial rank $`n`$ vector bundle $`V_{𝐏^1}`$, and $`(a,b,c)`$ are sequences of $`s`$ nonnegative integers satisfying:
1. $`_{k=1}^sa_k+b_k=d`$
2. $`1c_1<\mathrm{}<c_sn`$
Remark. This combinatorial data is equivalent to the fixed point data of Strømme. For an element $`(\alpha ,\beta ,\delta )`$ as in \[S\], let $`\delta _{c_1}=\mathrm{}\delta _{c_{nr}}=1`$ be the nonzero elements, with $`1c_1<\mathrm{}<c_{nr}n`$. Then the sequence $`(\alpha ,\beta ,\delta )`$ corresponds to the sequence $`(a,b,𝐜)`$.
### 3.1. A torus action on $`𝒬_𝐝`$
Note that a point of $`𝒬_𝐝`$ can be given by successive subsheaves over $`𝐏^1`$ of $`V_{𝐏^1}=_{i=1}^n𝒪_i`$.
Let $`T`$ and $`T^{}`$ be as above. Since the actions of $`T`$ and $`T^{}`$ extend to actions on $`𝒬_𝐝(𝐅(n;𝐬))`$, we have an action of $`T\times T^{}`$ on $`𝒬_𝐝`$.
Using the same methods as used in section 3, we find the fixed points of $`𝒬_𝐝`$ under this action.
A point of $`𝒬_𝐝`$ can be given by a sequence of subsheaves
$$𝒜_1\mathrm{}𝒜_lV_{𝐏^1}$$
where rank $`𝒜_i=s_i`$ and $`\mathrm{deg}𝒜_i=d_i`$. Let $`𝒜`$ denote this sequence $`\{𝒜_i\}_{i=1}^l`$. Then $`𝒜`$ is fixed by the action of $`T\times T^{}`$ if and only if each $`𝒜_iV_{𝐏^1}`$ is fixed and the inclusions $`𝒜_i𝒜_{i+1}`$ hold. By Proposition 2, $`𝒜_i`$ is fixed when
$$𝒜_i=\underset{j=1}{\overset{s_i}{}}𝒜_{i,j}:=\underset{j=1}{\overset{s_i}{}}X^{a_{i,j}}Y^{b_{i,j}}𝒪_{c_{i,j}}(a_{i,j}b_{i,j})$$
where $`_{1js_i}a_{i,j}+b_{i,j}=d_i`$ and $`1c_{i,s_{i1}+1}<\mathrm{}<c_{i,s_i}n`$. Here, we denote by $`𝒪(ab)`$ the line bundle on $`𝐏^1`$ given by global section $`X^aY^b`$.
The inclusion $`𝒜_i𝒜_{i+1}`$ holds under exactly the following conditions:
1. $`c_{i,j}=c_{i+1,j}`$ whenever $`1js_i`$.
2. (2)
$$𝒪_{c_{i,j}}(a_{i,j}b_{i,j})𝒪_{c_{i,j}}(a_{i+1,j}b_{i+1,j})$$
is an inclusion of sheaves.
Let $`S:=S(n;s_1,\mathrm{}s_l)`$ be the subset of $`S_n`$ consisting of permutations $`\sigma S_n`$ such that if $`\sigma (i)<\sigma (i+1)`$ unless $`i(s_1,\mathrm{}s_l)`$. More explicitly, an element $`\sigma S`$ is such that
(3)
$$\sigma (s_{i1}+1)<\mathrm{}<\sigma (s_i)\text{ for }1il.$$
Therefore every sequence $`\{c_{i,j}\}`$ corresponds to an element $`\sigma S`$ by $`c_{i,j}=\sigma (j)`$, and this correspondence is a bijection by the first condition above.
The second condition gives conditions on the sequences of nonnegative integers $`a`$ and $`b`$. The inclusion of sheaves $`𝒪(a_{i,j}b_{i,j})𝒪`$ is given by the global section $`X^{a_{i,j}}Y^{b_{i,j}}`$ and $`𝒪(a_{i+1,j}b_{i+1,j})𝒪`$ is given by the global section $`X^{a_{i+1,j}}Y^{b_{i+1,j}}`$. Therefore (2) gives an inclusion of subsheaves if and only if that inclusion is given by global sections
$$X^{a_{i,j}a_{i+1,j}}Y^{b_{i,j}b_{i+1,j}}$$
so that the conditions $`a_{i,j}a_{i+1,j}0`$ and $`b_{i,j}b_{i+1,j}0`$ must hold.
Let $`P`$ be the set of $`(a,b,\sigma )`$ such that $`a`$ and $`b`$ are sequences of nonnegative integers $`a_{i,j}`$ and $`b_{i,j}`$ with $`1il,1js_i`$, and $`\sigma S(n;s_1,\mathrm{},s_l)`$ which satisfy:
1. $`a_{i,j}a_{i+1,j}`$
2. $`b_{i,j}b_{i+1,j}`$
3. $`_{j=1}^{s_i}a_{i,j}+b_{i,j}=d_i`$
For $`(a,b,\sigma )P`$, define
$$𝒜_{i,j}=\{\begin{array}{cc}𝒪_{\sigma (j)}(a_{i,j}b_{i,j})& \text{ for }1il\text{ and }1js_i\hfill \\ 0& \text{ otherwise}\hfill \end{array}$$
This defines sequences of subsheaves $`𝒜_{i,j}𝒜_{i+1,j}`$. Let $`𝒜_i=_{j=1}^{s_i}𝒜_{i,j}`$. Let $`r(a,b,\sigma )𝒬_𝐝`$ be the associated flag of subsheaves of $`V_{𝐏^1}`$. We have proven:
###### Proposition 2.
$`r:P𝒬_𝐝`$ is a bijection onto $`𝒬_𝐝^{T\times T^{}}`$.
Let $`_{i,j}:=V_{𝐏^1}/𝒜_{i,j}`$ be the corresponding quotient so that we have the following short exact sequences:
(4)
$$0𝒜_{i,j}V_{𝐏^1}_{i,j}0$$
Similarly, define the sheaves $`_i=_{j=1}^{s_i}_{i,j}`$.
### 3.2. Euler characteristic
Under a generic choice of one-dimensional subtorus $`\mathrm{\Gamma }T\times T^{}`$, $`𝒬_𝐝`$ has isolated fixed points under the action of $`\mathrm{\Gamma }`$, with $`𝒬_𝐝^\mathrm{\Gamma }=𝒬_𝐝^{T\times T^{}}`$. We know by Theorem 2 that $`𝒬_𝐝(𝐅(n;𝐬))`$ is a nonsingular complex projective variety. The odd cohomology of $`𝒬_𝐝`$ vanishes since the fixed point locus $`𝒬_𝐝^\mathrm{\Gamma }`$ is finite \[BB1\] \[BB2\]. Therefore, the Euler characteristic is the number of fixed points. The fixed point data has been collected into the combinatorial data of the set $`E`$, so that the Euler characteristic is the cardinality of $`E`$. In this section, we find a generating function for the Euler characteristics of the hyperquot schemes. We prove:
###### Theorem 3.
$$\underset{d_1,\mathrm{}d_l}{}\chi (𝒬_𝐝(𝐅(n;𝐬)))t_1^{d_1}\mathrm{}t_l^{d_l}=\left(\mathrm{\#}(S)\right)\left(\underset{1ijl}{}\frac{1}{(1t_i\mathrm{}t_j)^{s_is_{i1}}}\right)^2$$
The cardinality of the set of permutations $`S=S(n;s_1,\mathrm{},s_l)`$ is:
$$\mathrm{\#}(S)=\underset{i=0}{\overset{l}{}}\left(\genfrac{}{}{0pt}{}{ns_i}{s_{i+1}s_i}\right)$$
with $`s_0=0,s_{l+1}=n`$.
Proof. Let $`\alpha _{i,j}=a_{i,j}a_{i+1,j}`$ and $`\beta _{i,j}=b_{i,j}b_{i1,j}`$, where we let $`a_{l+1,j}=b_{l+1,j}=0`$. Then $`a_{i,j}=_{k=i}^l\alpha _{k,j}`$ and $`b_{i,j}=_{k=i}^l\beta _{k,j}`$. Note that while the variables $`(a,b)`$ satisfy various inequalities, the nonnegative integers of $`(\alpha ,\beta )`$ are independent. Consider the set $`P^{}`$ of elements $`(\alpha ,\beta ,\sigma )`$ with $`\sigma S`$ satisfying:
(5)
$$\underset{k=i}{\overset{l}{}}\underset{j=1}{\overset{s_i}{}}\alpha _{k,j}+\beta _{k,j}=d_i.$$
Let $`P^{\prime \prime }`$ denote the set of pairs $`(\alpha ,\beta )`$ of natural numbers satisfying the linear relations (5). We have constructed a bijection between $`E`$ and $`E^{}`$, so that $`\chi (𝒬_𝐝(𝐅(n;𝐬)))=\mathrm{\#}(P)=\mathrm{\#}(P^{})=\mathrm{\#}(S)\mathrm{\#}(P^{\prime \prime })`$
We see that
$`\left({\displaystyle \underset{1ijl}{}}{\displaystyle \frac{1}{(1t_i\mathrm{}t_j)^{s_is_{i1}}}}\right)^2`$
$`=`$ $`{\displaystyle \underset{1ijl}{}}{\displaystyle \underset{s_{i1}<ks_i}{}}{\displaystyle \underset{\alpha _{k,j}}{}}(t_i\mathrm{}t_j)^{\alpha _{k,j}}{\displaystyle \underset{\beta _{k,j}}{}}(t_i\mathrm{}t_j)^{\beta _{k,j}}`$
$`=`$ $`{\displaystyle \underset{\alpha _{k,j}}{}}{\displaystyle \underset{\beta _{k,j}}{}}{\displaystyle \underset{i=1}{\overset{l}{}}}t_i^{_{k=i}^l_{j=1}^{s_i}\alpha _{k,j}+\beta _{k,j}}`$
so that each set of natural numbers $`(\alpha ,\beta )`$ satisfying the relations (5) contributes exactly one to the coefficient of $`t_1^{d_1}\mathrm{}t_l^{d_l}`$. This proves the theorem.
## 4. An implicit formula for the Betti numbers
Let $`N>>0`$ be a large integer. Let $`\mathrm{\Gamma }T\times T^{}`$ be the one-dimensional subtorus which acts on $`𝒪_i`$ by $`tv=t^{Ni}v`$ and acts on $`H^0(𝐏^1,𝒪(1))`$ by $`XtX,Yt^1Y`$. It is this $`^{}`$ action of $`\mathrm{\Gamma }`$ on $`𝒬_𝐝(𝐅(n;𝐬))`$ which is used.
In order to find information about the contribution of the various fixed points to the Betti numbers, we must consider our $`^{}`$ action of $`\mathrm{\Gamma }`$ on $`𝒬_𝐝`$ more carefully.
Fix the following notation. Consider $`\mathrm{\Gamma }`$ a $`^{}`$-action on a scheme $`X`$. If $`xX`$ is a fixed point of this action, and $`E`$ is a bundle over $`X`$, denote by $`E_x^+`$ the $`\mathrm{\Gamma }`$\- submodule of $`E(x)`$ where $`\mathrm{\Gamma }`$ acts with positive weights. In particular, the theorems of Bialynicki-Birula state that for isolated fixed points $`\{x_i\}X_\mathrm{\Gamma }`$, there is a cell decomposition of $`X`$ given by the orbits $`X_i`$ of $`x_i`$, with $`dim_{}X_i=dim_{}T_X(x_i)^+`$ \[BB1\] \[BB2\].
We first compute the tangent weights at the fixed points of the $`^{}`$ action of $`\mathrm{\Gamma }`$ on $`𝒬_𝐝`$. For $`\sigma S`$, define $`ϵ_{i,j}^\sigma `$ for $`1i,jn`$ by $`ϵ_{i,j}^\sigma =1`$ if $`\sigma (i)<\sigma (j)`$, $`ϵ_{i,j}^\sigma =0`$ otherwise. Note that $`ϵ_{i,j}+ϵ_{j,i}=1`$ for $`ij`$. Define $`\epsilon _{i(k,k^{}]}^\sigma `$ for $`1i,k,k^{}l`$ by $`\epsilon _{i(k,k^{}]}^\sigma =_{s_k<js_k^{}}ϵ_{i,j}`$ and similarly define $`\epsilon _{(k,k^{}]j}^\sigma =_{s_k<is_k^{}}ϵ_{i,j}`$. If the permutation $`\sigma `$ is understood, it may be suppressed.
Define a map $`h:P`$ by:
$`h(a,b,\sigma )`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{l}{}}}{\displaystyle \underset{ks_i}{}}(a_{i,k}+b_{i,k}+1)\epsilon _{k(i,i+1]}^\sigma `$
$`+`$ $`{\displaystyle \underset{i=1}{\overset{l}{}}}{\displaystyle \underset{ks_i}{}}(a_{i,k}+b_{i,k})\epsilon _{(i1,i]k}^\sigma +{\displaystyle \underset{i=1}{\overset{l}{}}}{\displaystyle \underset{s_i<ks_{i+1}}{}}b_{i,k}`$
Then we have the following implicit formula for the Betti numbers of the hyperquot scheme:
###### Proposition 3.
For any (nonnegative) integer $`M`$,
$$b_{2M}(𝒬_𝐝(𝐅(n;𝐬)))=\text{rank }A_M(𝒬_𝐝)=\mathrm{\#}(h^1(M)).$$
Proof. If we show that $`h(a,b,𝐞)=dim_{}(T_{𝒬_𝐝}(r(a,b,\sigma ))^+)`$, then by applying the theorems of Bialynicki-Birula, we will be done. Let $`𝒜`$ be the sequences of subsheaves associated to $`r(a,b,\sigma )𝒬_𝐝`$ as in section 3.1. From the short exact sequence on $`𝒬_𝐝`$ given in Lemma 1 we have:
$$0T_{𝒬_𝐝}(𝒜)\underset{i=1}{\overset{l}{}}\mathrm{Hom}(𝒜_i,_i)\underset{i=1}{\overset{l1}{}}\mathrm{Hom}(𝒜_i,_{i+1})0.$$
Therefore the tangent weights of $`T_{𝒬_𝐝}(𝒜)`$ are those obtained by removing the weights of the quotient term from those of the middle term. In particular, the positive weights are also be obtained this way. More precisely, we can say that
$`dim_{}(T_{𝒬_𝐝}(𝒜))^+=`$
$`dim_{}\left({\displaystyle \underset{i=1}{\overset{l}{}}}\mathrm{Hom}(𝒜_i,_i)\right)^+dim_{}\left({\displaystyle \underset{i=1}{\overset{l1}{}}}\mathrm{Hom}(𝒜_i,_{i+1})\right)^+.`$
Define maps $`h_{i,j}^k:P`$ for $`0ijl,k=1,2,3`$ as follows:
(7) $`h_{i,j}^1(a,b,\sigma )={\displaystyle \underset{ks_i}{}}(a_{i,k}+b_{i,k}+1)\epsilon _{k,(j,l+1]}^\sigma `$
$`h_{i,j}^2(a,b,\sigma )={\displaystyle \underset{ks_j}{}}(a_{j,k}+b_{j,k})\epsilon _{(0,i],k}^\sigma `$
$`h_{i,j}^3(a,b,\sigma )={\displaystyle \underset{ks_i}{}}b_{j,k}`$
where we allow zero maps when appropriate.
The proposition is then an immediate consequence of the following two lemmas.
###### Lemma 3.
For any $`ij`$, $`dim_{}(\mathrm{Hom}(𝒜_i,_j))^+=(h_{i,j}^1+h_{i,j}^2+h_{i,j}^3)(a,b,\sigma )`$.
###### Lemma 4.
$$h(a,b,\sigma )=\underset{i=1}{\overset{l}{}}(h_{i,i}^1+h_{i,i}^2+h_{i,i}^3)(a,b,\sigma )\underset{i=1}{\overset{l1}{}}(h_{i,i+1}^1+h_{i,i+1}^2+h_{i,i+1}^3)(a,b,\sigma ).$$
We first prove Lemma 4.
As an immediate consequence of the definitions (7) we have:
$`h_{i,i}^1h_{i,i+1}^1={\displaystyle \underset{ks_i}{}}(a_{i,k}+b_{i,k}+1)\epsilon _{k,(i,i+1]}`$
$`h_{i,i}^2h_{i1,i}^2={\displaystyle \underset{ks_i}{}}(a_{i,k}+b_{i,k})\epsilon _{(i1,i],k}`$
$`h_{i,i}^3h_{i1,i}^3={\displaystyle \underset{s_{i1}<ks_i}{}}b_{i,k}`$
and since $`h_{l,l+1}^1=h_{0,1}^2=h_{0,1}^3=0`$, Lemma 4 follows. ∎
It only remains to prove Lemma 3. We have
$`\mathrm{Hom}(𝒜_i,_j)={\displaystyle \underset{k,m}{}}\mathrm{Hom}(𝒜_{i,k},_{j,m})=`$
$`{\displaystyle \underset{ks_i}{}}{\displaystyle \underset{m>s_j}{}}\mathrm{Hom}(𝒪_{\sigma (k)}(a_{i,k}b_{i,k}),𝒪_{\sigma (m)}))`$
$`{\displaystyle \underset{ks_i,ms_j}{}}\mathrm{Hom}(𝒪_{\sigma (k)}(a_{i,k}b_{i,k}),𝒪_{\sigma (m)}/𝒪_{\sigma (m)}(a_{j,m}b_{j,m}))`$
We have three situations to consider:
1. $`m>s_j`$
$`\mathrm{Hom}(𝒪_{\sigma (k)}(a_{i,k}b_{i,k}),𝒪_{\sigma (m)})`$ is of rank $`a_{i,k}+b_{i,k}+1`$, with weights the same sign as $`(\sigma (m)\sigma (k))`$ for $`N`$ large enough. The number of $`m>i`$ with $`\sigma (m)>\sigma (k)`$ is $`_{i<mn}ϵ_{k,m}`$. In the notation of (3), since $`s_{l+1}=n`$, this number is $`(a_{i,k}+b_{i,k}+1)\epsilon _{k,(j,l+1]}`$. This gives the term $`h_{i,j}^1(a,b,\sigma )`$ in Lemma 3.
2. $`km`$
$`\mathrm{Hom}(𝒪_{\sigma (k)}(a_{i,k}b_{i,k}),𝒪_{\sigma (m)}/𝒪_{\sigma (m)}(a_{j,m}b_{j,m}))`$ is of rank $`a_{j,m}+b_{j,m}`$, with weights the same sign as $`\sigma (m)\sigma (k)`$. Thus the positive weight contribution is $`_{ks_i}(a_{j,m}+b_{j,m})ϵ_{k,m}=(a_{j,m}+b_{j,m})ϵ_{(0,i],m}`$, which gives the term $`h_{i,j}^2`$ in Lemma 3.
3. $`k=m`$
$`\mathrm{Hom}(𝒜_{i,k},_{j,k})`$ sits inside the long exact sequence induced by the short exact sequence (4):
$`0`$ $``$ $`\mathrm{Hom}(𝒜_{i,k},𝒜_{j,k})\mathrm{Hom}(𝒜_{i,k},𝒪_{\sigma (k)})`$
$`\mathrm{Hom}(𝒜_{i,k},_{j,k})H^1(𝒜_{i,k}^{}𝒜_{j,k})0`$
We have two cases:
(a) $`𝒜_{i,k}𝒜_{j,k}`$. Here, equation (4) becomes
$$0\mathrm{Hom}(𝒜_{i,k},𝒜_{j,k})\mathrm{Hom}(𝒜_{i,k},𝒪_{\sigma (k)})\mathrm{Hom}(𝒜_{i,k},_{i,k})0.$$
$`\mathrm{\Gamma }`$ acts on $`\mathrm{Hom}(𝒜_{i,k},𝒜_{j,k})`$ by $`tX^rY^s=X^{r(a_{i,k}a_{j,k})}Y^{s+(b_{i,k}b_{j,k})}`$ and on $`\mathrm{Hom}(𝒜_{i,k},𝒪_{\sigma (k)})`$ by $`tX^rY^s=X^{ra_{i,k}}Y^{s+b_{i,k}}`$. Thus, the positive part of this piece of $`T_{𝒬_𝐝}(r(a,b,\sigma ))`$ has dimension $`b_{j,k}`$. This gives the $`h_{i,j}^3`$ term.
(b) $`𝒜_{i,k}\hookrightarrow ̸𝒜_{j,k}`$. From (4) we get
$$0\mathrm{Hom}(𝒜_{i,k},𝒪_{\sigma (k)})\mathrm{Hom}(𝒜_{i,k},_{j,k})H^1(𝒜_{i,k}^{}𝒜_{j,k})0.$$
We have $`H^1(𝒜_{i,k}^{}𝒜_{j,k})=H^1(𝒪((a_{i,k}a_{j,k})+(b_{i,k}b_{j,k}))).`$ By Serre duality and the same arguments as in the previous case, the positive contribution of $`\mathrm{Hom}(𝒜_{i,k},_{j,k})`$ is $`(b_{j,k}b_{i,k})+b_{i,k}=b_{j,k}`$. This gives the term $`h_{i,j}^3`$.
Therefore we have shown that $`dim_{}(T_{𝒬_𝐝}(𝒜))^+=h(a,b,\sigma )`$, so that the proposition is proved. ∎
## 5. Poincaré polynomials
We use the implicit formula for the Betti numbers proved in Proposition 3. Rewrite (4) as:
$`h(a,b,\sigma )={\displaystyle \underset{i=1}{\overset{l}{}}}{\displaystyle \underset{ks_i}{}}\epsilon _{k(i,i+1]}+{\displaystyle \underset{i=1}{\overset{l}{}}}{\displaystyle \underset{s_{i1}<ks_i}{}}b_{i,k}`$
$`+{\displaystyle \underset{i=1}{\overset{l}{}}}{\displaystyle \underset{ks_i}{}}(a_{i,k}+b_{i,k})(\epsilon _{k(i,i+1]}+\epsilon _{(i1,i]k})`$
Recall the sequences of independent nonnegative integers $`\alpha `$ and $`\beta `$ introduced in the proof of Theorem 3, given by $`\alpha _{i,j}=a_{i,j}a_{i+1,j},\beta _{i,j}=b_{i,j}b_{i+1,j}`$. We see that $`a_{i,k}=_{ji}\alpha _{j,k}`$ and $`b_{i,k}=_{ji}\beta _{j,k}`$. Changing to the variables $`(\alpha ,\beta ,\sigma )`$, the middle sum of (5) becomes
$`{\displaystyle \underset{ijl}{}}{\displaystyle \underset{ks_i}{}}(\alpha _{j,k}+\beta _{j,k})(\epsilon _{k(i,i+1]}+\epsilon _{(i1,i]k})`$
$`={\displaystyle \underset{ijl}{}}{\displaystyle \underset{s_{i1}<ks_i}{}}(\alpha _{j,k}+\beta _{j,k})(\epsilon _{k(i,j+1]}+\epsilon _{(i1,j]k})`$
Therefore, we can simplify our expressions to get:
$`H(\alpha ,\beta ,\sigma ):=h(a,b,\sigma )={\displaystyle \underset{i=1}{\overset{l}{}}}{\displaystyle \underset{ks_i}{}}\epsilon _{k(i,i+1]}+{\displaystyle \underset{j=1}{\overset{l}{}}}{\displaystyle \underset{ks_j}{}}\beta _{j,k}`$
$`+{\displaystyle \underset{ijl}{}}{\displaystyle \underset{s_{i1}<ks_i}{}}(\alpha _{j,k}+\beta _{j,k})(s_js_i+\epsilon _{k(j,j+1]}+\epsilon _{(i1,i]k})`$
By the definition of $`H`$, we have shown
###### Proposition 4.
$$b_{2M}(𝒬_𝐝(𝐅(n;𝐬)))=\text{rank }A_M(𝒬_𝐝)=\mathrm{\#}(H^1(M)).$$
For $`wS`$, define $`P(w)`$ to be the elements $`(\alpha ,\beta ,\sigma )P`$ satisfying $`\sigma =w`$. Let $`H_w`$ denote the restriction of $`H`$ to $`F(w)`$. Then $`\mathrm{\#}(H_w^1(M))`$ counts the number of sequences of natural numbers $`(\alpha ,\beta )`$ satisfying the relation $`H_w(\alpha ,\beta )=M`$ given by (5) as well as the relations in (5). Since all of these relations are linear in the variables $`\alpha _{k,j}`$ and $`\beta _{k,j}`$, by the same reasoning as in the proof of Theorem 3, we have the following generating function:
$`{\displaystyle \underset{M,d_1,\mathrm{}d_l}{}}\mathrm{\#}(H_w^1(M))t_1^{d_1}\mathrm{}t_l^{d_l}z^M=`$
$`z^{_{il}_{ks_i}\epsilon _{k(i,i+1]}^w}{\displaystyle \underset{1ijl}{}}{\displaystyle \underset{s_{i1}<ks_i}{}}{\displaystyle \frac{1}{f_{\rho _{i,j,k}}^{i,j}}}{\displaystyle \frac{1}{f_{\rho _{i,j,k}+1}^{i,j}}}`$
where we have defined $`f_k^{i,j}=1t_i\mathrm{}t_jz^k`$ and $`\rho _{i,j,k}=s_js_i+\epsilon _{k(j,j+1]}^w+ks_{i1}1.`$
We are now ready to prove Theorem 1.
By the definitions of $`H`$ and $`H_w`$, we have
$$\mathrm{\#}(H^1(M))=\underset{wS}{}\mathrm{\#}(H_w^1(M))$$
and hence $`b_{2M}(𝒬_𝐝(𝐅(n;𝐬)))=_w\mathrm{\#}(H_w^1(M))`$. Therefore, by (5), it suffices to prove the following (purely combinatorial) result:
###### Proposition 5.
$`{\displaystyle \underset{wS(n;s_1,\mathrm{},s_l)}{}}z^{_{il}_{ks_i}\epsilon _{k(i,i+1]}^w}{\displaystyle \underset{1ijl}{}}{\displaystyle \underset{s_{i1}<ks_i}{}}{\displaystyle \frac{1}{f_{\rho _{i,j,k}}^{i,j}}}{\displaystyle \frac{1}{f_{\rho _{i,j,k}+1}^{i,j}}}`$
$`=\left({\displaystyle \frac{_{i=1}^n(1z^i)}{_{j=1}^{l+1}_{i=1}^{s_js_{j1}}(1z^i)}}\right){\displaystyle \underset{1ijl}{}}{\displaystyle \underset{s_{i1}<ks_i}{}}{\displaystyle \frac{1}{f_{s_jk}^{i,j}}}{\displaystyle \frac{1}{f_{s_{j+1}k+1}^{i,j}}}`$
We use induction on $`n`$ to prove the proposition.
For $`n=1`$, there are two cases:
1. $`s_1=0`$. Here, $`S(1;0)=S_1=id`$. Both sides of the equation are equal to $`1`$, so that the proposition holds.
2. $`s_1=1`$. We have $`S(1;1)=S_1=id`$. Both sides of the equation are equal to $`\frac{1}{(1z)(1tz)}`$, so again the proposition holds.
The strategy is to break up $`S=S(n;(s_1,\mathrm{},s_l))`$ into $`l+1`$ different permutation groups upon which we can use the inductive hypothesis.
For $`1ml+1`$, let $`S(m)`$ denote the subset of $`S`$ consisting of permutations $`w`$ such that $`w(s_{m1}+1)=1`$. It is clear that $`S=_mS(m)`$ is a disjoint union. Any $`wS(m)`$ satisfies: $`ϵ_{s_{m1}+1,j}^w=1`$ for $`js_{m1}+1`$ and $`ϵ_{i,s_{m1}}^w=0`$ for all $`i`$.
For $`wS(m)`$, let $`w^{}S^{}:=S(n1;s_1^{},\mathrm{},s_l^{})`$ be defined by:
1. $`w^{}(i)=w(i)1`$ for $`is_{m1}`$
2. $`w^{}(j)=w(j+1)1`$ for $`s_{m1}+1<j`$.
Let $`ϵ_{i,j}^{}=ϵ_{i,j}^w^{}`$ and define $`\epsilon _{i(k,k^{}]}^{}`$ and $`\rho _{i,j,k}^{}`$ accordingly. Note that $`s_i^{}=s_i`$ for $`im1,s_j^{}=s_j1`$ for $`mj`$ and
(12)
$$\underset{il}{}\underset{ks_i}{}\epsilon _{k(i,i+1]}=(ns_m)+\underset{il}{}\underset{ks_i,ks_{m1}+1}{}\epsilon _{k(i,i+1]}.$$
We split the left hand sum over $`S`$ into sums over $`S(m)`$ for $`1ml+1`$. For each $`S(m)`$, we can factor out the parts of the product on the left hand side where $`i=m`$ and $`k=s_{m1}+1`$. Using (12), this gives:
$`{\displaystyle \underset{wS}{}}z^{_{il}_{ks_i}\epsilon _{k(i,i+1]}}{\displaystyle \underset{1ijl}{}}{\displaystyle \underset{s_{i1}<ks_i}{}}{\displaystyle \frac{1}{f_{\rho _{i,j,k}}^{i,j}}}{\displaystyle \frac{1}{f_{\rho _{i,j,k}+1}^{i,j}}}`$
$`=`$ $`{\displaystyle \underset{m=1}{\overset{l+1}{}}}z^{ns_m}{\displaystyle \underset{mj}{}}{\displaystyle \frac{1}{f_{s_{j+1}s_m}^{m,j}}}{\displaystyle \frac{1}{f_{s_{j+1}s_m+1}^{m,j}}}`$
$`({\displaystyle \underset{wS(m)}{}}z^{_{il}_{ks_i^{}}\epsilon _{k(i,i+1]}^{}}{\displaystyle \underset{imj}{}}{\displaystyle \underset{s_{i1}^{}<ks_i^{}}{}}{\displaystyle \frac{1}{f_{\rho _{i,j,k}^{}+1}^{i,j}}}{\displaystyle \frac{1}{f_{\rho _{i,j,k}^{}+2}^{i,j}}}`$
$`{\displaystyle \underset{\begin{array}{c}ij\\ m>i\text{ or }j<m\end{array}}{}}{\displaystyle \underset{s_{i1}^{}<ks_i^{}}{}}{\displaystyle \frac{1}{f_{\rho _{i,j,k}^{}}^{i,j}}}{\displaystyle \frac{1}{f_{\rho _{i,j,k}^{}+1}^{i,j}}}).`$
By induction. we may apply the result to $`S(m)\stackrel{}{=}S(n1;s_1^{},\mathrm{},s_{l+1}^{})`$ to the quantity in parentheses. In particular, by what follows from the proof of Proposition 5 for $`S(m)`$, the sum becomes:
$`{\displaystyle \underset{m=1}{\overset{l+1}{}}}z^{ns_m}{\displaystyle \underset{mj}{}}{\displaystyle \frac{1}{f_{s_{j+1}s_m}^{m,j}}}{\displaystyle \frac{1}{f_{s_{j+1}s_m+1}^{m,j}}}`$
$`({\displaystyle \frac{_{i=1}^{n1}(1z^i)}{_{j=1}^{l+1}_{i=1}^{s_j^{}s_{j1}^{}}(1z^i)}}{\displaystyle \underset{imj}{}}{\displaystyle \underset{s_{i1}^{}<ks_i^{}}{}}{\displaystyle \frac{1}{f_{s_j^{}k}^{i,j}}}{\displaystyle \frac{1}{f_{s_{j+1}^{}k+1}^{i,j}}}`$
$`{\displaystyle \underset{\begin{array}{c}ij\\ m>i\text{ or }j<m\end{array}}{}}{\displaystyle \underset{s_{i1}^{}<ks_i^{}}{}}{\displaystyle \frac{1}{f_{s_j^{}+1k}^{i,j}}}{\displaystyle \frac{1}{f_{s_{j+1}^{}+1k+1}^{i,j}}}).`$
Since we have:
$$\frac{_{i=1}^n(1z^i)}{_{j=1}^{l+1}_{i=1}^{s_js_{j1}}(1z^i)}=\frac{_{i=1}^{n1}(1z^i)}{_{j=1}^{l+1}_{i=1}^{s_j^{}s_{j1}^{}}(1z^i)}\frac{1z^n}{1z^{s_ms_{m1}}},$$
we can write this sum explicity as:
$`{\displaystyle \underset{m=1}{\overset{l+1}{}}}z^{ns_m}{\displaystyle \frac{_{i=1}^n(1z^i)}{_{j=1}^{l+1}_{i=1}^{s_js_{j1}}(1z^i)}}{\displaystyle \frac{(1z^{s_ms_{m1}})}{(1z^n)}}`$
$`{\displaystyle \underset{mj}{}}{\displaystyle \frac{1}{f_{s_{j+1}s_m}^{m,j}}}{\displaystyle \frac{1}{f_{s_{j+1}s_m+1}^{m,j}}}{\displaystyle \underset{mj}{}}{\displaystyle \underset{s_{m1}<ks_m1}{}}{\displaystyle \frac{1}{f_{s_jk}^{m,j}}}{\displaystyle \frac{1}{f_{s_{j+1}+1k}^{m,j}}}`$
$`{\displaystyle \underset{im1}{}}{\displaystyle \underset{s_{i1}<ks_i}{}}{\displaystyle \frac{1}{f_{s_{m1}k}^{i,m1}}}{\displaystyle \frac{1}{f_{s_m1k}^{i,m1}}}{\displaystyle \underset{\begin{array}{c}ij\\ im\\ jm1\end{array}}{}}{\displaystyle \underset{s_{i1}<ks_i}{}}{\displaystyle \frac{1}{f_{s_jk}^{i,j}}}{\displaystyle \frac{1}{f_{s_{j+1}+1k}^{i,j}}}`$
By clearing denominators, the proposition follows once we have proven:
###### Lemma 5.
$`(1z^n){\displaystyle \underset{1ijl}{}}f_{s_{j+1}s_i}^{i,j}=`$
$`{\displaystyle \underset{m=1}{\overset{l+1}{}}}z^{ns_m}(1z^{s_ms_{m1}}){\displaystyle \underset{im1}{}}f_{s_ms_{i1}}^{i,m1}{\displaystyle \underset{mj}{}}f_{s_js_m}^{m,j}{\displaystyle \underset{\begin{array}{c}ij\\ im\\ jm1\end{array}}{}}f_{s_{j+1}s_i}^{i,j}`$
Proof. First, we change our notation so that we work with independent variables $`x_i`$ where we define $`x_r=t_1\mathrm{}t_r`$, with $`x_0=1`$. Then for any $`ij`$, we have $`t_i\mathrm{}t_j=x_j/x_{i1}`$. Therefore we have
$$f_k^{i,j}=1t_i\mathrm{}t_jz^k=\frac{x_{i1}x_jz^k}{x_{i1}}.$$
Substituting into both sides of Lemma 5 and multiplying through by $`x_0^lx_1^{l1}\mathrm{}x_l^0`$ it suffices to prove the following polynomial identity in the ring $`[x_0,\mathrm{}x_n,z]`$, where we define $`e_k^{i,j}=x_ix_jz^k`$:
(17)
$$(1z^n)\underset{1ijl}{}e_{s_{j+1}s_i}^{i1,j}=$$
$$\underset{m=1}{\overset{l+1}{}}z^{ns_m}(1z^{s_ms_{m1}})\underset{im1}{}e_{s_ms_{i1}}^{i1,m1}\underset{mj}{}e_{s_js_m}^{m1,j}\underset{\begin{array}{c}ij\\ im\\ jm1\end{array}}{}e_{s_{j+1}s_i}^{i1,j}.$$
The polynomial ring $`[x_0,\mathrm{}x_n,z]`$ is a unique factorization domain, and that the left side of (17) completely factored except for the term $`(1z^n)`$. Since the degree of $`z`$ matches on both sides, as does the term of $`t_1^0\mathrm{}t_l^0=1`$, namely $`(1z^n)`$, it is enough to show the right side vanishes with the relation $`e_{s_{j+1}s_i}^{i1,j}=0`$ for each $`ij`$, i.e. that $`(x_{i1}x_jz^{s_{j+1}s_i})`$ is a factor of the right side.
Fix $`ij`$. Then all but two summands on the right vanish. In particular, after some cancellations in the final terms of the two products, and bringing one of the terms to the other side, we have left to show:
(20) $`z^{ns_i}{\displaystyle \underset{pi1}{}}e_{s_is_{p1}}^{p1,i1}{\displaystyle \underset{iq}{}}e_{s_qs_i}^{i1,q}{\displaystyle \underset{\begin{array}{c}pj\\ pi\end{array}}{}}e_{s_{j+1}s_p}^{p1,j}{\displaystyle \underset{j+1q}{}}e_{s_{q+1}s_{j+1}}^{j,q}`$
(23) $`=z^{ns_{j+1}}{\displaystyle \underset{pj+1}{}}e_{s_{j+1}s_{p1}}^{p1,j}{\displaystyle \underset{j+1q}{}}e_{s_qs_{j+1}}^{j,q}{\displaystyle \underset{\begin{array}{c}iq\\ qj\end{array}}{}}e_{s_{q+1}s_i}^{i1,q}{\displaystyle \underset{pi1}{}}e_{s_is_p}^{p1,i1}`$
with the relation $`e_{s_{j+1}s_i}^{i1,j}=0`$.
But now, by doing the substitution $`x_{i1}=x_jz^{s_{j+1}s_i}`$ , we see that we will have proven Lemma 5 once we show that the polynomial identity (20) holds in the (unique factorization domain) $`[x_0,\mathrm{}x_{i2},x_i,\mathrm{}x_n,z]`$. We make the following observations about the substitution:
1. $`e_{s_is_{p1}}^{p1,i1}e_{s_{j+1}s_{p1}}^{p1,j}`$
2. $`e_{s_is_p}^{p1,i1}e_{s_{j+1}s_p}^{p1,j}`$
3. $`e_{s_qs_i}^{i1,q}\{\begin{array}{cc}z^{s_{j+1}s_i}e_{s_qs_{j+1}}^{j,q}\hfill & \text{when }j+1q\hfill \\ z^{s_qs_i}e_{s_{j+1}s_q}^{q,j}\hfill & \text{when }qj\hfill \end{array}`$
4. $`e_{s_{q+1}s_i}^{i1,q}\{\begin{array}{cc}z^{s_{j+1}s_i}e_{s_{q+1}s_{j+1}}^{j,q}\hfill & \text{when }jq\hfill \\ z^{s_{q+1}s_i}e_{s_{j+1}s_{q+1}}^{q,j}\hfill & \text{when }q<j\hfill \end{array}`$
Substituting into both sides of (20), and using the above properties, we have two completely factored polynomials on each side of the identity. It is easy to check that the degree of $`z`$ in the two terms match, that the sign matches, and that the factors of the form $`e_k^{i,j}`$ match exactly. ∎
This concludes the proof of Proposition 5 and Theorem 1.
For any scheme $`X`$, setting $`z=1`$ into the Poincaré polynomial
$$𝒫(X)=\underset{M}{}(1)^Mb_M(X)z^M$$
gives the Euler characteristic $`\chi (X)`$. Since odd cohomology of $`𝒬_𝐝`$ vanishes, this substitution into Theorem 1 provides another proof of Theorem 3.
## 6. Special cases
### 6.1. Quot scheme
We can apply Theorem 1 to the ordinary Quot scheme, parametrizing rank $`r`$ degree $`d`$ quotients of $`V_{𝐏^1}`$, to get a generating function for the Poincaré polynomials of $`𝒬_d(𝐆^r(n))`$.
###### Theorem 4.
$`{\displaystyle \underset{d}{}}𝒫(𝒬_d(𝐆^r(n)))t^d=`$
$`𝒫(𝐆^r(n)){\displaystyle \underset{i=1}{\overset{nr}{}}}\left({\displaystyle \frac{1}{1tz^{i1}}}\right)\left({\displaystyle \frac{1}{1tz^{ni+1}}}\right).`$
where $`𝒫(𝐆^r(n)`$ is the Poincaré polynomial of $`𝐆^r(n)`$, which is the following classical generating function for the Betti numbers for the Grassmannian:
$`𝒫(𝐆^r(n))={\displaystyle \underset{M}{}}b_{2M}(𝐆^r(n))z^M={\displaystyle \frac{_{i=1}^n(1z^i)}{_{i=1}^{nr}(1z^i)_{i=1}^r(1z^i)}}`$
This was the case studied by Strømme, who found implicit formulas for the Betti numbers, which are the same up to notation as those found in this paper. Generators and relations of the Chow ring of $`𝒬_𝐝`$ are also given in \[S\]. However, this set is far from minimal, and is not suited to the study of the Chow rings as the degree $`d`$ becomes large.
### 6.2. Hyperquot scheme for a complete flag variety
Consider the space $`𝒬_𝐝(𝐅(n;𝐬))`$ where $`l=n1`$ and $`s_i=i`$, i.e. the space $`𝒬_𝐝(𝐅(n))`$.
Fix $`n`$. Then we have the following generating function for the Poincaré polynomials of $`𝒬_𝐝(𝐅(n))`$ where $`𝐝=(d_1,\mathrm{},d_{n1})`$.
###### Theorem 5.
$`{\displaystyle \underset{d_1,\mathrm{}d_{n1}}{}}𝒫(𝒬_𝐝(𝐅(n)))t_1^{d_1}\mathrm{}t_{n1}^{d_{n1}}=`$
$`𝒫(𝐅(n)){\displaystyle \underset{1ijn1}{}}\left({\displaystyle \frac{1}{1t_i\mathrm{}t_jz^{ji}}}\right)\left({\displaystyle \frac{1}{1t_i\mathrm{}t_jz^{ji+2}}}\right).`$
The classical term $`𝒫(𝐅(n))`$ is given by:
$$𝒫(𝐅(n))=\underset{M}{}b_{2M}(𝐅(n))z^M=\frac{_{i=1}^n(1z^i)}{_{j=1}^n(1z)}.$$
### 6.3. Examples
1. $`𝐅(1;0)=𝐆^1(1)`$ is a point and $`𝒬_d(𝐅(1;0))`$ is a point for $`d=0`$ and empty for $`d>0`$.
$$\underset{d}{}𝒫(𝒬_d(𝐅(1;0)))t^d=1$$
which is consistent with the theorem.
2. $`𝐅(1;1)=𝐆^0(1)`$ is a point. $`𝒬_d(𝐅(1;1))`$ parametrizes quotients of $`𝒪_{𝐏^1}`$ of rank $`0`$ and degree $`d`$, which are all of the form $`𝒪𝒪_D`$, where $`D\text{Sym}^d𝐏^1\stackrel{}{=}𝐏^d`$. Therefore $`𝒬_d(𝐅(1;1))\stackrel{}{=}𝐏^d`$, giving:
$$\underset{d,M}{}b_{2M}(𝐏^d)t^dz^M=\underset{d}{}t^d\left(\underset{Md}{}z^M\right)=\frac{1}{(1t)(1tz)}.$$
3. $`𝒬_d(𝐆^{n1}(n))`$ can be viewed as the space of sheaf injections $`𝒪(d)_{i=1}^n𝒪`$ up to equivalence. Each inclusion of sheaves is given by $`n`$ sections in $`H^0(𝐏^1,𝒪(d))`$. Thus, we can view any such inclusion as an element of the vector space $`_{i=1}^nH^0(𝒪(d))`$ of dimension $`n(d+1)`$. Two inclusions are equivalent exactly when they differ by a scalar. Hence, $`𝒬_d\stackrel{}{=}𝐏^{n(d+1)1}`$ so that $`𝒫(𝒬_d)=_{0Mn(d+1)}z^M`$. |
warning/0003/hep-th0003192.html | ar5iv | text | # Freedman-Townsend vertex from Hamiltonian BRST cohomology
## 1 Introduction
The cohomological understanding of the antifield-BRST symmetry was proved to be a useful tool for constructing consistent interactions in gauge theories . Among the models of great interest in theoretical physics that have been inferred along the deformation of the master equation, we mention the Yang-Mills theory , the Freedman-Townsend model , and the Chapline-Manton model . Also, it is important to notice the deformation results connected to Einstein’s gravity theory and four- and eleven-dimensional supergravity .
Recently, first-order consistent interactions among exterior $`p`$-forms have been approached in also by means of the antifield-BRST formulation. On the one hand, models with $`p`$-form gauge fields (antisymmetric tensor fields of various ranks) play an important role in string and superstring theory, supergravity and the gauge theory of gravity . The study of theoretical models with gauge antisymmetric tensor fields give an example of so-called ‘topological field theory’ and lead to the appearance of topological invariants, being thus in close relation to space-time topology, hence with lower dimensional quantum gravity . In the meantime, antisymmetric tensor fields of various orders are included within the supergravity multiplets of many supergravity theories , especially in $`10`$ or $`11`$ dimensions. The construction of ‘dual’ Lagrangians involving $`p`$-forms is naturally involved with General Relativity and supergravity in order to render manifest the $`SL(2,𝐑)`$ symmetry group of stationary solutions of Einstein’s vacuum equation, respectively to reveal some subtleties of ‘exact solutions’ for supergravity . On the other hand, the Hamiltonian version of BRST formalism , appears to be the most natural setting for implementing the BRST symmetry in quantum mechanics (Chapter 14), as well as for establishing a proper connection with canonical quantization formalisms, like, for instance, the reduced phase-space or Dirac quantization procedures . These considerations motivate the necessity of a Hamiltonian BRST approach to consistent interactions that can be added among a system of exterior $`p`$-forms. To our knowledge, this problem has not been analyzed until now.
In this paper we investigate the consistent Hamiltonian interactions that can be introduced among a set of abelian two-form gauge fields in four dimensions. Our programme is the following. Initially, we show that the Hamiltonian problem of introducing consistent interactions among fields with gauge freedom can be reformulated as a deformation problem of the BRST charge and BRST-invariant Hamiltonian of a given “free” theory, and derive the main equations describing these two types of deformations, which turn out to involve the “free” Hamiltonian BRST differential. Subsequently, we start with the action of a set of abelian two-forms in four dimensions (in first-order form), and construct its corresponding BRST charge and BRST-invariant Hamiltonian. The BRST symmetry of this free model splits as the sum between the Koszul-Tate differential and the exterior derivative along the gauge orbits. Next, we solve the main equations that govern the Hamiltonian deformation procedure in the case of the model under study taking into account the BRST cohomology of the free theory. As a result of this cohomological approach, we find the BRST charge and BRST-invariant Hamiltonian of the deformed model. Relying on these deformed quantities, we then identify the deformed Hamiltonian theory by analyzing its first-class constraints, first-class Hamiltonian and also the corresponding gauge algebra plus reducibility relations. The resulting system is nothing but the non-abelian Freedman-Townsend model in four dimensions .
## 2 Hamiltonian deformation equations
We consider a dynamical “free” theory, described by the canonical variables $`z^A`$, subject to the first-class constraints
$$G_{a_0}\left(z^A\right)0,a_0=1,\mathrm{},M_0,$$
(1)
that can in principle be reducible. For definiteness, we take all the canonical variables to be bosonic, but our analysis can be extended to fermions modulo introducing some appropriate sign factors. It is well known that a constrained Hamiltonian system can be described by the action
$$S_0[z^A,u^{a_0}]=\underset{t_1}{\overset{t_2}{}}𝑑t\left(a_A\left(z\right)\dot{z}^AH_0u^{a_0}G_{a_0}\right),$$
(2)
where $`H_0`$ is the first-class Hamiltonian, $`u^{a_0}`$ stands for the Lagrange multipliers, and $`a_A\left(z\right)`$ is the one-form potential that induces a symplectic two-form $`\omega _{AB}`$, whose inverse $`\omega ^{AB}`$ defines the fundamental Dirac brackets $`[z^A,z^B]^{}=\omega ^{AB}`$. The Hamiltonian gauge algebra reads as
$$[G_{a_0},G_{b_0}]^{}=C_{a_0b_0}^{c_0}G_{c_0},[H_0,G_{a_0}]^{}=V_{a_0}^{b_0}G_{b_0},$$
(3)
while action (2) is invariant under the gauge transformations
$$\delta _ϵz^A=[z^A,G_{a_0}]^{}ϵ^{a_0},\delta _ϵu^{a_0}=\dot{ϵ}^{a_0}V_{b_0}^{a_0}ϵ^{b_0}C_{b_0c_0}^{a_0}ϵ^{c_0}u^{b_0}Z_{a_1}^{a_0}ϵ^{a_1},$$
(4)
with $`Z_{a_1}^{a_0}`$ the first-stage reducibility functions of the “free” theory. In order to generate consistent interactions at the Hamiltonian level, we deform the action (2) by adding to it some interaction terms $`S_0\stackrel{~}{S}_0=S_0+g\underset{0}{\overset{(1)}{S}}+g^2\underset{0}{\overset{(2)}{S}}+\mathrm{}`$, and modify the gauge transformations (4) in such a way that the deformed gauge transformations leave invariant the new action. Consequently, the deformation of the action (2) and of the gauge transformations (4) produces a deformation of the Hamiltonian “free” gauge algebra (3) and of the “free” reducibility functions. As the BRST charge $`\mathrm{\Omega }_0`$ and the BRST-invariant Hamiltonian $`\underset{B}{\overset{\left(0\right)}{H}}`$ contain all the information on the gauge structure of the “free” theory, we can conclude that the deformation of the “free” gauge algebra and “free” reducibility functions induces the deformation of the solutions to the equations $`[\mathrm{\Omega }_0,\mathrm{\Omega }_0]^{}=0`$ and $`[\underset{B}{\overset{\left(0\right)}{H}},\mathrm{\Omega }_0]^{}=0`$. In conclusion, the problem of constructing consistent interactions at the classical Hamiltonian level can be reformulated as a deformation problem of the BRST charge, respectively, of the BRST-invariant Hamiltonian of the “free” theory.
If the interactions are consistently constructed, then the BRST charge of the “free” theory can be deformed as
$`\mathrm{\Omega }_0\mathrm{\Omega }`$ $`=`$ $`\mathrm{\Omega }_0+g{\displaystyle d^3x\omega _1}+g^2{\displaystyle d^3x\omega _2}+O\left(g^3\right)=`$ (5)
$`\mathrm{\Omega }_0+g\mathrm{\Omega }_1+g^2\mathrm{\Omega }_2+O\left(g^3\right),`$
where $`\mathrm{\Omega }`$ should satisfy the equation
$$[\mathrm{\Omega },\mathrm{\Omega }]^{}=0.$$
(6)
Equation (6) can be analyzed order by order in the deformation parameter $`g`$, leading to
$$[\mathrm{\Omega }_0,\mathrm{\Omega }_0]^{}=0,$$
(7)
$$2[\mathrm{\Omega }_0,\mathrm{\Omega }_1]^{}=0,$$
(8)
$$2[\mathrm{\Omega }_0,\mathrm{\Omega }_2]^{}+[\mathrm{\Omega }_1,\mathrm{\Omega }_1]^{}=0,$$
(9)
$$\mathrm{}$$
While equation (7) is satisfied by assumption, from the remaining equations we deduce the pieces $`\left(\mathrm{\Omega }_k\right)_{k>0}`$ on account of the “free” BRST differential. With the deformed BRST charge at hand, we then deform the BRST-invariant Hamiltonian of the “free” theory
$`\underset{B}{\overset{\left(0\right)}{H}}H_B`$ $`=`$ $`\underset{B}{\overset{\left(0\right)}{H}}+g{\displaystyle d^3xh_1}+g^2{\displaystyle d^3xh_2}+O\left(g^3\right)=`$ (10)
$`\underset{B}{\overset{\left(0\right)}{H}}+gH_1+g^2H_2+O\left(g^3\right),`$
and impose that this is precisely the BRST-invariant Hamiltonian of the deformed system
$$[H_B,\mathrm{\Omega }]^{}=0.$$
(11)
Like in the previous case, equation (11) can be decomposed accordingly the deformation parameter like
$$[\underset{B}{\overset{\left(0\right)}{H}},\mathrm{\Omega }_0]^{}=0,$$
(12)
$$[\underset{B}{\overset{\left(0\right)}{H}},\mathrm{\Omega }_1]^{}+[H_1,\mathrm{\Omega }_0]^{}=0,$$
(13)
$$[\underset{B}{\overset{\left(0\right)}{H}},\mathrm{\Omega }_2]^{}+[H_1,\mathrm{\Omega }_1]^{}+[H_2,\mathrm{\Omega }_0]^{}=0,$$
(14)
$$\mathrm{}$$
Obviously, equation (12) is fulfilled by hypothesis, while from the other equations one can determine the components $`\left(H_k\right)_{k>0}`$ relying on the BRST symmetry of the “free” system. Equations (79), etc. and (1214), etc. stand for the main equations governing our deformation procedure, and they will be explicitly solved in the next sections in order to obtain the consistent Hamiltonian interactions that can be added among a set of two-form gauge fields in four dimensions.
## 3 Free BRST differential
We begin with the Lagrangian action for a set of abelian two-form gauge fields in first-order form (also known as the abelian Freedman-Townsend model)
$$S_0^L[A_\mu ^a,B_a^{\mu \nu }]=\frac{1}{2}d^4x\left(B_a^{\mu \nu }F_{\mu \nu }^a+A_\mu ^aA_a^\mu \right),$$
(15)
where $`B_a^{\mu \nu }`$ stands for a set of antisymmetric tensor fields, and the field strength of $`A_\mu ^a`$ reads as $`F_{\mu \nu }^a=_\mu A_\nu ^a_\nu A_\mu ^a_{[\mu }A_{\nu ]}^a`$. After eliminating the second-class constraints ( the independent ‘co-ordinates’ of the reduced phase-space are $`A_i^a`$, $`B_a^{0i}`$, $`B_a^{ij}`$ and $`\pi _{ij}^a`$), we remain only with the first-class ones
$$G_i^{(1)a}ϵ_{0ijk}\pi ^{jka}0,G_i^{(2)a}\frac{1}{2}ϵ_{0ijk}F^{jka}0,$$
(16)
and the first-class Hamiltonian
$$H_0=\frac{1}{2}d^3x\left(B_a^{ij}F_{ij}^aA_i^aA_a^i+\left(^iB_{0i}^a\right)\left(_jB_a^{0j}\right)\right)d^3xh.$$
(17)
In addition, the functions $`G_i^{(2)a}`$ from (16) are first-stage reducible
$$^iG_i^{(2)b}=0.$$
(18)
The non-vanishing Dirac brackets among the independent components are expressed by
$$[B_a^{0i}\left(x\right),A_j^b\left(y\right)]_{x^0=y^0}^{}=\delta _a^b\delta _j^i\delta ^3\left(𝐱𝐲\right),$$
(19)
$$[B_a^{ij}\left(x\right),\pi _{kl}^b\left(y\right)]_{x^0=y^0}^{}=\frac{1}{2}\delta _a^b\delta _k^{[i}\delta _l^{j]}\delta ^3\left(𝐱𝐲\right),$$
(20)
so the Hamiltonian gauge algebra reads as
$$[G_i^{(1)a},G_j^{(1)b}]^{}=0,[G_i^{(1)a},G_j^{(2)b}]^{}=0,[G_i^{(2)a},G_j^{(2)b}]^{}=0,$$
(21)
$$[H_0,G_i^{(1)a}]^{}=G_i^{(2)a},[H_0,G_i^{(2)a}]^{}=0.$$
(22)
Then, the BRST charge and BRST-invariant Hamiltonian of the free theory are given by
$$\mathrm{\Omega }_0=d^3x\left(G_i^{(1)a}\eta _a^{\left(1\right)i}+G_i^{(2)a}\eta _a^{\left(2\right)i}+\eta _a^i𝒫_i^{\left(2\right)a}\right),$$
(23)
$$\underset{B}{\overset{\left(0\right)}{H}}=H_0+d^3x\eta _a^{\left(1\right)i}𝒫_i^{\left(2\right)a}.$$
(24)
In (2324), $`\eta _a^{\left(1\right)i}`$ and $`\eta _a^{\left(2\right)i}`$ stand for the fermionic ghost number one ghosts, $`\eta _a`$ denote the bosonic ghost number two ghosts for ghosts, while the $`𝒫`$ ‘s represent their corresponding antighosts. The ghost number ($`\mathrm{g}h`$) is defined like the difference between the pure ghost number ($`\mathrm{p}gh`$) and the antighost number ($`\mathrm{a}ntigh`$), with
$$\mathrm{p}gh\left(z^A\right)=0,\mathrm{p}gh\left(\eta ^\mathrm{\Gamma }\right)=1,\mathrm{p}gh\left(\eta _a\right)=2,\mathrm{p}gh\left(𝒫_\mathrm{\Gamma }\right)=0,\mathrm{p}gh\left(𝒫^a\right)=0,$$
(25)
$$\mathrm{a}ntigh\left(z^A\right)=0,\mathrm{a}ntigh\left(\eta ^\mathrm{\Gamma }\right)=0,\mathrm{a}ntigh\left(\eta _a\right)=0,$$
(26)
$$\mathrm{a}ntigh\left(𝒫_\mathrm{\Gamma }\right)=1,\mathrm{a}ntigh\left(𝒫^a\right)=2,$$
(27)
where
$$z^A=(A_i^a,B_a^{\mu \nu },\pi _{ij}^a),\eta ^\mathrm{\Gamma }=(\eta _a^{\left(1\right)i},\eta _a^{\left(2\right)i}),𝒫_\mathrm{\Gamma }=(𝒫_i^{\left(1\right)a},𝒫_i^{\left(2\right)a}).$$
(28)
The BRST differential $`s=[,\mathrm{\Omega }_0]^{}`$ of the free theory splits as
$$s=\delta +\gamma ,$$
(29)
where $`\delta `$ is the Koszul-Tate differential, and $`\gamma `$ represents the exterior longitudinal derivative along the gauge orbits. These operators act like
$$\delta z^A=0,\delta \eta ^\mathrm{\Gamma }=0,\delta \eta _a=0,$$
(30)
$$\delta 𝒫_i^{\left(1\right)a}=ϵ_{0ijk}\pi ^{jka},\delta 𝒫_i^{\left(2\right)a}=\frac{1}{2}ϵ_{0ijk}F^{jka},\delta 𝒫^a=^i𝒫_i^{\left(2\right)a},$$
(31)
$$\gamma A_i^a=0,\gamma B_a^{0i}=ϵ^{0ijk}_j\eta _{ka}^{\left(2\right)},\gamma B_a^{ij}=ϵ^{0ijk}\eta _{ka}^{\left(1\right)},\gamma \pi _{ij}^a=0,$$
(32)
$$\gamma \eta _a^{\left(1\right)i}=0,\gamma \eta _a^{\left(2\right)i}=^i\eta _a,\gamma \eta _a=0,$$
(33)
$$\gamma 𝒫_i^{\left(1\right)a}=0,\gamma 𝒫_i^{\left(2\right)a}=0,\gamma 𝒫^a=0.$$
(34)
The above formulas will be used in the next sections at the deformation procedure.
## 4 Deformed BRST charge
In order to derive the deformed BRST charge resulting from (23), we proceed to solving the equations (89), etc., paying attention to the fact that the BRST differential of the uncoupled model decomposes like in (29). Equation (8) is satisfied if and only if $`\omega _1`$ is a $`s`$-co-cycle modulo the exterior spatial derivative $`\stackrel{~}{d}=dx^i_i`$, i.e., it fulfills
$$s\omega _1=_kj^k,$$
(35)
for some $`j^k`$. For solving the above equation, we develop $`\omega _1`$ accordingly the antighost number
$$\omega _1=\underset{1}{\overset{\left(0\right)}{\omega }}+\underset{1}{\overset{\left(1\right)}{\omega }}+\mathrm{}+\underset{1}{\overset{\left(J\right)}{\omega }},\mathrm{a}ntigh\left(\underset{1}{\overset{\left(I\right)}{\omega }}\right)=I,$$
(36)
and take into account that the last term in (36) can be assumed to be annihilated by $`\gamma `$. As $`\mathrm{a}ntigh\left(\underset{1}{\overset{\left(J\right)}{\omega }}\right)=J`$ and $`\mathrm{g}h\left(\underset{1}{\overset{\left(J\right)}{\omega }}\right)=1`$, it results that $`\mathrm{p}gh\left(\underset{1}{\overset{\left(J\right)}{\omega }}\right)=J+1`$. On the other hand, we observe that the ghosts for ghosts are $`\gamma `$-invariant, such that we can take $`\underset{1}{\overset{\left(J\right)}{\omega }}`$ under the form
$$\underset{1}{\overset{\left(J\right)}{\omega }}=\alpha ^{a_1a_2\mathrm{}a_N}\eta _{a_1}\eta _{a_2}\mathrm{}\eta _{a_N},$$
(37)
where $`N`$ is a nonnegative integer with $`2N=J+1`$. This further enforces that $`J`$ should be odd, $`J=1,3,5\mathrm{}`$. Under this choice, it is simple to check that the $`\gamma `$-invariant coefficients $`\alpha ^{a_1a_2\mathrm{}a_N}`$ have to pertain to $`H_J\left(\delta |\stackrel{~}{d}\right)`$. Nevertheless, using the results from adapted to the Hamiltonian case, it follows that $`H_J\left(\delta |\stackrel{~}{d}\right)=0`$ for all $`J>2`$, which leads to $`J=1`$. Consequently, we find that
$$\omega _1=\underset{1}{\overset{\left(0\right)}{\omega }}+\underset{1}{\overset{\left(1\right)}{\omega }},$$
(38)
where $`\underset{1}{\overset{\left(1\right)}{\omega }}=\alpha ^a\eta _a`$, with the coefficients $`\alpha ^a`$ from $`H_1\left(\delta |\stackrel{~}{d}\right)`$, i.e.
$$\delta \alpha ^a=^km_k^a,$$
(39)
for some $`m_k^a`$. From (31), it results that we have $`\alpha ^a=\alpha _{ib}^a𝒫^{\left(2\right)ib}`$, such that
$$\delta \alpha ^a=\frac{1}{2}\alpha _{ib}^aϵ^{0ijk}F_{jk}^b.$$
(40)
In order to restore a total derivative in the right hand-side of (40), we choose $`\alpha _{ib}^a=f_{bc}^aA_i^c`$, with $`f_{bc}^a`$ some constants antisymmetric in the lower indices, $`f_{bc}^a=f_{cb}^a`$. With this choice, we find that $`\delta \alpha ^a=_j\left(\frac{1}{2}f_{bc}^aϵ^{0ijk}A_k^bA_i^c\right)`$, while
$$\underset{1}{\overset{\left(1\right)}{\omega }}=f_{bc}^aA_i^c𝒫^{\left(2\right)ib}\eta _a.$$
(41)
Now, we investigate the equation (35) at antighost number zero, namely
$$\delta \underset{1}{\overset{\left(1\right)}{\omega }}+\gamma \underset{1}{\overset{\left(0\right)}{\omega }}=^j\nu _j,$$
(42)
for some $`\nu _j`$. Using (41), after some computation we arrive at
$$\delta \underset{1}{\overset{\left(1\right)}{\omega }}=^j(\frac{1}{2}f_{bc}^aϵ^{0ijk}A_k^bA_i^c\eta _a)+\gamma \left(\frac{1}{2}f_{bc}^aϵ^{0ijk}A_k^bA_i^c\eta _{ja}^{\left(2\right)}\right),$$
(43)
which further gives
$$\underset{1}{\overset{\left(0\right)}{\omega }}=\frac{1}{2}f_{bc}^aϵ^{0ijk}A_k^bA_i^c\eta _{ja}^{\left(2\right)}.$$
(44)
In this way, we have completely determined the first-order deformation of the BRST charge
$$\mathrm{\Omega }_1=d^3x\left(f_{bc}^aA_i^c𝒫^{\left(2\right)ib}\eta _a\frac{1}{2}f_{bc}^aϵ^{0ijk}A_j^bA_k^c\eta _{ia}^{\left(2\right)}\right).$$
(45)
Next, from (9) we conclude that the deformation is consistent also at order $`g^2`$ if and only if $`[\mathrm{\Omega }_1,\mathrm{\Omega }_1]^{}`$ is $`s`$-exact. In the meantime, with the help of (45) we deduce that
$$[\mathrm{\Omega }_1,\mathrm{\Omega }_1]^{}=\frac{1}{3}f_{a[d}^ef_{bc]}^ad^3x\left(ϵ^{0ijk}A_i^dA_j^bA_k^c\eta _e\right).$$
(46)
Thus, the integrand of $`[\mathrm{\Omega }_1,\mathrm{\Omega }_1]^{}`$ cannot be $`s`$-exact modulo $`\stackrel{~}{d}`$, so it should vanish. This can be attained if and only if the constants $`f_{bc}^a`$ fulfill the Jacobi identity
$$f_{a[d}^ef_{bc]}^a=0,$$
(47)
hence if and only if they represent the structure constants of a Lie algebra. Accordingly, we find that $`\mathrm{\Omega }_2=0`$. Moreover, the higher-order equations that govern the deformation of the BRST charge are satisfied for $`\mathrm{\Omega }_3=\mathrm{\Omega }_4=\mathrm{}=0`$. In conclusion, the complete deformed BRST charge is expressed precisely by $`\mathrm{\Omega }=\mathrm{\Omega }_0+g\mathrm{\Omega }_1`$.
## 5 Deformed BRST-invariant Hamiltonian
In the sequel we determine the deformed BRST-invariant Hamiltonian corresponding to (24) with the help of the equations (1314), etc. We begin with the equation (13), whose first term is found of the type
$`[\underset{B}{\overset{\left(0\right)}{H}},\mathrm{\Omega }_1]^{}`$ $`=`$ $`{\displaystyle }d^3xf_{bc}^a(ϵ^{0ijk}({\displaystyle \frac{1}{2}}\eta _{ia}^{\left(1\right)}A_j^b+\eta _{ia}^{\left(2\right)}_j\left(^lB_{0l}^b\right))A_k^c`$ (48)
$`\eta _a𝒫^{\left(2\right)ib}_i\left(^lB_{0l}^c\right))={\displaystyle }d^3x\lambda .`$
We can thus write (13) in the equivalent form
$$sh_1+\lambda =_j\rho ^j,$$
(49)
for some $`\rho ^j`$. The solution to (49) is expressed by
$$h_1=f_{bc}^a\left(\frac{1}{2}A_j^bA_k^cB_a^{jk}+\left(^lB_{0l}^b\right)\left(B_a^{0i}A_i^c+\eta _a^{\left(2\right)i}𝒫_i^{\left(2\right)c}+\eta _a𝒫^c\right)\right),$$
(50)
which further yields
$$sh_1+\lambda =_j\left(f_{bc}^a\left(^lB_{0l}^b\right)\left(ϵ^{0ijk}\eta _{ia}^{\left(2\right)}A_k^c+\eta _a𝒫^{\left(2\right)jc}\right)\right).$$
(51)
On behalf of $`h_1`$, we approach now the equation (14). The first term in (14) is equal to zero as $`\mathrm{\Omega }_2=0`$, while the second one is given by
$`[H_1,\mathrm{\Omega }_1]^{}`$ $`=`$ $`f_{bc}^af_{de}^c{\displaystyle }d^3x(ϵ^{0ijl}A_j^e\eta _i^{\left(2\right)d}𝒫^{\left(2\right)le}\eta ^d)\times `$ (52)
$`_l\left(B_a^{0k}A_k^b+\eta _a^{\left(2\right)k}𝒫_k^{\left(2\right)b}+\eta _a𝒫^b\right){\displaystyle d^3x\beta }.`$
This means that equation (14) can be alternatively written as
$$sh_2+\beta =_l\mu ^l,$$
(53)
for some $`\mu ^l`$. After some computation, we find that its solution is
$`h_2=f_{bc}^af_{de}^cB_a^{0k}A_k^b\left({\displaystyle \frac{1}{2}}B_{0i}^dA^{ie}+\eta ^{\left(2\right)id}𝒫_i^{\left(2\right)e}+\eta ^d𝒫^e\right)+`$
$`{\displaystyle \frac{1}{2}}f_{bc}^af_{de}^c\left(\eta _a𝒫^b\eta ^d𝒫^e+\eta _a^{\left(2\right)k}𝒫_k^{\left(2\right)b}\eta ^{\left(2\right)jd}𝒫_j^{\left(2\right)e}+2\eta _a𝒫^b\eta ^{\left(2\right)jd}𝒫_j^{\left(2\right)e}\right),`$ (54)
where
$$\mu ^l=f_{bc}^af_{de}^c\left(ϵ^{0ijl}A_j^e\eta _i^{\left(2\right)d}𝒫^{\left(2\right)le}\eta ^d\right)\left(B_a^{0k}A_k^b+\eta _a^{\left(2\right)k}𝒫_k^{\left(2\right)b}+\eta _a𝒫^b\right).$$
(55)
In addition, we derive that $`[H_2,\mathrm{\Omega }_1]=0`$. Then, the equation of order $`g^3`$ associated with the BRST-invariant Hamiltonian is verified for $`h_3=0`$ as all the terms but that involving $`h_3`$ vanish. Further, all the higher-order deformation equations are checked if we take $`H_4=H_5=\mathrm{}=0`$. In consequence, the complete deformed BRST-invariant Hamiltonian for the model under study reads as $`H_B=\underset{B}{\overset{\left(0\right)}{H}}+gd^3xh_1+g^2d^3xh_2`$, where $`h_1`$ and $`h_2`$ are given by (50), respectively, (5).
## 6 Identification of the deformed model
At this point, we are able to identify the resulting interacting theory. Synthesizing the results from the previous two sections, so far we solved the deformation equations associated with the BRST charge and BRST-invariant Hamiltonian for the free theory, and obtained that their complete consistent solutions are respectively given by
$`\mathrm{\Omega }`$ $`=`$ $`{\displaystyle }d^3x({\displaystyle \frac{1}{2}}ϵ_{0ijk}(F^{jka}gf_{bc}^aA^{jb}A^{kc})\eta _a^{\left(2\right)i}+`$ (56)
$`\eta _a\left(D^i\right)_b^a𝒫_i^{\left(2\right)b}+ϵ_{0ijk}\pi ^{jka}\eta _a^{\left(1\right)i}),`$
$`H_B={\displaystyle }d^3x({\displaystyle \frac{1}{2}}B_a^{ij}(F_{ij}^agf_{bc}^aA_i^bA_j^c){\displaystyle \frac{1}{2}}A_i^aA_a^i+\eta _a^{\left(1\right)i}𝒫_i^{\left(2\right)a}+`$
$`{\displaystyle \frac{1}{2}}\left(\left(D^i\right)_b^aB_{0i}^b\right)\left(\left(D_j\right)_a^cB_c^{0j}\right)gf_{bc}^a\left(\eta _a^{\left(2\right)i}𝒫_i^{\left(2\right)c}+\eta _a𝒫^c\right)\left(D^l\right)_d^bB_{0l}^d+`$
$`{\displaystyle \frac{1}{2}}g^2f_{bc}^af_{de}^c(\eta _a𝒫^b\eta ^d𝒫^e+\eta _a^{\left(2\right)k}𝒫_k^{\left(2\right)b}\eta ^{\left(2\right)jd}𝒫_j^{\left(2\right)e}+2\eta _a𝒫^b\eta ^{\left(2\right)jd}𝒫_j^{\left(2\right)e})),`$ (57)
where we used the notations $`\left(D^i\right)_b^a=\delta _b^a^i+gf_{bc}^aA^{ic}`$ and $`\left(D^i\right)_b^a=\delta _b^a^igf_{bc}^aA^{ic}`$. From the antighosts-independent component in (56) we read that only the latter set in the initial first-class constraints (16) are deformed
$$\gamma _i^{\left(2\right)a}\frac{1}{2}ϵ_{0ijk}\left(F^{jka}gf_{bc}^aA^{jb}A^{kc}\right)0,$$
(58)
while the first set is kept unchanged. Another interesting aspect is that the resulting BRST charge contains no pieces quadratic in the ghost number one ghosts, hence the gauge algebra (in the Dirac bracket) of the deformed first-class constraints remains abelian, being not affected by the deformation method. Moreover, as can be noticed from the term linear in the ghosts for ghosts, the original reducibility relations (18) are also deformed, the new reducibility relations corresponding to (58) being of the form
$$\left(D^i\right)_b^a\gamma _i^{\left(2\right)b}=0.$$
(59)
Analyzing the structure of the pieces in (6) that involve neither ghosts nor antighosts, we discover that the first-class Hamiltonian of the deformed theory reads as
$`H`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle }d^3x(B_a^{ij}(F_{ij}^agf_{bc}^aA_i^bA_j^c)A_i^aA_a^i+`$ (60)
$`\left(\left(D^i\right)_b^aB_{0i}^b\right)\left(\left(D_j\right)_a^cB_c^{0j}\right)),`$
while from the components linear in the antighost number one antighosts we find that the Dirac brackets among the new first-class Hamiltonian and first-class constraint functions $`\gamma _i^{\left(2\right)a}`$ are modified as
$$[H,\gamma _i^{\left(2\right)a}]^{}=gf_{bc}^a\left(\left(D^j\right)_d^bB_{0j}^d\right)\gamma _i^{\left(2\right)c},$$
(61)
the others being not altered by the deformation mechanism. The first-class constraints and first-class Hamiltonian generated until now along the deformation scheme reveal precisely the consistent Hamiltonian interactions that can be introduced among a set of two-form gauge fields, which actually produce the non-abelian Freedman-Townsend model in four-dimensions. As the first-class constraints generate gauge transformations, we can state that the added interactions deform the gauge transformations, the reducibility relations, but not the algebra of gauge transformations (due to the abelianity of the deformed first-class constraints).
The Lagrangian version corresponding to the deformed model constructed in the above can be inferred in the usual manner via the extended and total formalisms, which then lead to the expected Lagrangian action
$$\stackrel{~}{S}_0^L[A_\mu ^a,B_a^{\mu \nu }]=\frac{1}{2}d^4x\left(B_a^{\mu \nu }H_{\mu \nu }^a+A_\mu ^aA_a^\mu \right),$$
(62)
that is invariant under the gauge transformations
$$\delta _ϵB_{\mu \nu }^a=ϵ_{\mu \nu \lambda \rho }\left(D^\lambda \right)_b^aϵ^{\rho b},\delta _ϵA_\mu ^a=0.$$
(63)
The notation $`H_{\mu \nu }^a`$ signifies the field strength of Yang-Mills fields
$$H_{\mu \nu }^a=F_{\mu \nu }^agf_{bc}^aA_\mu ^bA_\nu ^c.$$
(64)
The deformation of the gauge transformations of the two-forms is due exactly to the term linear in the deformation parameter from the constraint functions (58).
## 7 Conclusion
To conclude with, in this paper we have investigated the consistent Hamiltonian interactions that can be introduced among a set of two-form gauge fields in four dimensions. Our analysis is based on the deformation of both BRST charge and BRST-invariant Hamiltonian of the uncoupled version of the model under study. Starting with the Hamiltonian BRST symmetry of the free theory, we infer the first-order deformation of the BRST charge by expanding the co-cycles accordingly the antighost number, and show that it is consistent also to higher orders in the deformation parameter. With the deformed BRST charge at hand, we proceed to deriving the corresponding deformed BRST-invariant Hamiltonian, which turns out to be at most quadratic in the coupling constant. In this way, we have generated the Hamiltonian version of the Freedman-Townsend model. As a result of our procedure, the added interactions deform the gauge transformations, the reducibility relations, but not the algebra of gauge transformations.
## Acknowledgment
This work has been supported by a Romanian National Council for Academic Scientific Research (CNCSIS) grant.
## Note added
After completion of this work, we became aware of two more papers, and , containing relevant Hamiltonian results that can be related to our approach. |
warning/0003/cond-mat0003124.html | ar5iv | text | # Monte Carlo study of the scaling of universal correlation lengths in three-dimensional O(𝑛) spin models
## I Introduction
The concept of scaling, the observation that singular observables vary in a scale-free manner according to power laws when the driving parameter of a transition (temperature, magnetic field, …) is tuned towards a critical point, has since the first observations been a key ingredient of the theory of critical phenomena zinn-justin ; kadanoff:domb . Exploiting the symmetry of scale-invariance, forming the geometrical basis for the power-law behavior in the vicinity of a critical point, through the idea of real-space renormalization, scaling theory can be mapped on the behavior of finite systems near the transition point of the bulk system in the limit of diverging system sizes, the thermodynamic limit. This finite-size scaling (FSS) barber:72 ; fisher:74a ; barber:domb occurs with scaling exponents generically linked to the exponents that govern scaling in the bulk system. Thus the apparent weakness of finite system size that hampers simulational approaches actually turns out to be their intrinsic strength, when exploring FSS means exploring thermal scaling binder:schlad ; bd:como .
The significance of scaling theory for the understanding of critical phenomena becomes quite exposed in the context of conformal field theory (CFT) for two-dimensional systems belavin:84a . In the course of exploiting the additional invariances of conformal symmetry one is able to split the critical point partition function of a lattice system into a sum over contributions from all the scaling variables present in a specific model. Consider a critical system on a $`L\times L^{}`$ lattice with toroidal boundary conditions; then the partition function decomposes as cardy:86a ; cardy:86b :
$$Z(L,L^{})=e^{fA+\pi c\delta /6}\underset{n}{}e^{2\pi x_n\delta },$$
(1)
where $`c`$ is the central charge of the considered theory, $`f`$ the bulk free energy per unit volume, $`\delta =L^{}/L`$, $`A=LL^{}`$, and the sum runs over the whole content of scaling operators with dimensions $`x_n`$. Thus, the knowledge of the operator content of a theory in connection with the corresponding scaling dimensions is equivalent to an “exact” solution of the model on finite lattices.
### Two Dimensions –
A particular example of a scaling relation in two dimensions that can be derived assuming conformal invariance of critical point entities concerns the two-point function in the limit of $`L^{}\mathrm{}`$. It it generally sufficient to assume translational, rotational, dilatational, and inversional invariance to imply conformal invariance henkel:book ; homogeneity, isotropy and scale invariance alone suffice to uniquely fix the critical, connected two-point function of an operator $`\varphi `$ in the infinite plane up to an overall normalization factor:
$$\varphi (z_1,\overline{z}_1)\varphi (z_2,\overline{z}_2)_c=(z_1z_2)^x(\overline{z}_1\overline{z}_2)^x,$$
(2)
where $`z_1`$, $`z_2`$ are complex co-ordinates parametrizing the plane. Then, one uses the logarithmic map
$$w=\frac{L}{2\pi }\mathrm{ln}z,z$$
(3)
to wrap the complex plane around an infinite length cylinder $`S^1\times `$ of circumference $`L`$ with co-ordinates $`w=u+iv`$, where $`v`$ measures the polar angle along $`S^1`$ and $`u`$ the longitudinal direction along $``$. Assuming conformally covariant transformation behavior of the (primary) operator $`\varphi `$, one arrives at an expression for the two-point function on the cylinder cardy:84a :
$`\varphi (w_1,\overline{w}_1)\varphi (w_2,\overline{w}_2)_c=\left({\displaystyle \frac{2\pi }{L}}\right)^{2x}\left({\displaystyle \frac{\left|z_1z_2\right|}{\left|z_1z_2\right|^2}}\right)^x=`$
$`\left({\displaystyle \frac{2\pi }{L}}\right)^{2x}\left(2\mathrm{cosh}{\displaystyle \frac{2\pi }{L}}(u_1u_2)2\mathrm{cos}{\displaystyle \frac{2\pi }{L}}(v_1v_2)\right)^x.`$ (4)
In the limit of large longitudinal distances $`|u_1u_2|L`$ and $`v_1=v_2`$, one is left with a purely exponential drop with a correlation length
$$\xi _{}=\frac{L}{2\pi x}.$$
(5)
Thus, utilization of conformal invariance yields a finite-size scaling relation including the amplitude, which is in contrast to renormalization group theory that usually gives the scaling exponents and only certain amplitude ratios, but not the amplitudes themselves. Since this result emerges from a field-theoretic description of statistical mechanics that does not take into account the microscopical details of the system, it is expected to be universalgriffiths:70a . Note, however, that this proposed universality goes beyond the usual notion of an universal quantity and comprises three different aspects: (i) the correlation length of a given operator should be the same within the associated universality class of models; (ii) when looking at different operators, on the other hand, the form of Eq. (5) should be left unchanged, all operator-dependent information being condensed in the scaling dimension $`x`$; (iii) finally, even when looking at models of different universality classes, all that should change are the scaling dimensions (and the definition of $`\varphi `$), the validity of Eq. (5) being untouched. Property (i) implies the “hyperuniversality” relation of Privman and Fisher privman:84a . In the following, we will refer to the whole extent of aspects (i)-(iii) exceeding the usual notion of universality with the term “hyperuniversal”. A corollary that is of importance for transfer matrix calculations that use an unnormalized (quantum) Hamiltonian results from taking the ratio of the correlation lengths of two primary operators, for example the densities of magnetization and energy which are usually primary for spin models:
$$\frac{\xi _\sigma }{\xi _ϵ}=\frac{x_ϵ}{x_\sigma }.$$
(6)
Because of the independence from the overall amplitude $`1/2\pi `$ of Eq. (5) this relation might still stay valid when changing the geometry in a way such that only this overall amplitude is altered. In terms of universality this constitutes a weaker form of the aspect (i) above, namely universality of amplitude ratios instead of amplitudes themselves; we will refer to this weaker property as (i’) in the following.
A suitable test-bed for these general field-theory results is, of course, given by the exactly solvable two-dimensional Ising model. Using Eq. (5) and the generic relations between scaling dimensions and the conventional critical exponents:
$$x_\sigma =\frac{\beta }{\nu },x_ϵ=\frac{1\alpha }{\nu },$$
(7)
giving $`x_\sigma =1/8`$ and $`x_ϵ=1`$ for the two-dimensional Ising model, one arrives at a ratio $`x_ϵ/x_\sigma =8`$. A direct evaluation of the spin-spin correlation length in the Onsager-Kaufman framework gives, as the leading term in the scaling series, $`\xi _\sigma =4L/\pi L/(2\pi \frac{1}{8})`$, in agreement with the CFT result domb:60 ; nightingale:76a ; derrida:82a . The same holds true for the leading scaling amplitude of the energy-energy correlation function bloete:83a , $`\xi _ϵ=L/2\pi `$. Both amplitudes have also been evaluated numerically to high precision in a Monte Carlo (MC) study diplom , resulting in perfect agreement with Eq. (5).
A possible alteration of the $`S^1\times `$ situation, namely changing the boundary conditions along the $`S^1`$-direction from periodic to antiperiodic has also been treated within the CFT framework, exploiting the fact that in the case of the ferromagnetic nearest-neighbor Ising model the antiperiodic boundary corresponds to the insertion of a seam of antiferromagnetic bonds along this boundary line. This calculation yields cardy:84b ; cardy:domb :
$$\xi _\sigma =\frac{4}{3\pi }L,\xi _ϵ=\frac{1}{4\pi }L,$$
(8)
again in good agreement with Monte Carlo data diplom . Note, however, that this last relation, in contrast to Eq. (5), is specific to the Ising model and the special choice of the densities of magnetization and energy as operators and thus is not “hyperuniversal” in the sense of properties (ii) and (iii) presented above.
The amplitude-exponent relation Eq. (5) for two-dimensional systems has been checked analytically or numerically and found valid for an impressive series of further models like the Potts model and its percolation limit derrida:82a , the XY model luck:82a , the symmetric eight-vertex model bloete:83a , and quantum spin models penson:84a to name only the most prominent.
### Three Dimensions –
On leaving the domain of two-dimensional systems towards higher dimensions, the wealth of exact field theoretic calculations is instantly reduced to severe scarcity. The conformal group coincides with the set of holomorphic functions in the special case of spatial dimension $`d=2`$ and is thus infinite-dimensional as a group. For $`d3`$, unfortunately, it reduces to a simple Lie group with dimension $`D(d+1)(d+2)/2`$ for any Riemannian, connected manifold. As a consequence, only in two dimensions the postulate of conformal invariance is restrictive enough for a classification of the operator contents of the different universality classes and thus an exact solution of the critical theories within the limits of field-theory assumptions. For $`d3`$, on the other hand, the implications of the finite-dimensional conformal-group symmetry reach hardly beyond the consequences of plain renormalization group theory exploiting dilatational invariance. However, since inversional symmetry is still present, a transformation like Eq. (3) stays conformal in higher dimensions, now connecting the spaces $`^d`$ and $`S^{d1}\times `$. Applied to the two-point function one arrives at a scaling relation analogous to Eq. (5), namely $`\xi _{}=R/x`$, cp. Ref. cardy:85a , which contains the $`d=2`$ result as a special case assuming $`L=2\pi R`$, $`R`$ being the radius of $`S^{d1}`$. Since primarity of operators is a priori not well defined for $`d3`$, it is, however, unclear for which operators this relation should hold. A numerical analysis for this geometry, which has to cope with the fact that $`S^{d1}`$ for $`d3`$ is a truly curved space and thus hard to regularize by discrete lattices, will be presented in a separate publication prep .
On the other hand, the toroidal geometry $`S^1\times \mathrm{}\times S^1\times `$, which is much more convenient for numerical simulations, is not conformally flat and thus no CFT predictions exist for this case. In spite of this theoretically unfavorable situation a transfer matrix calculation for the Hamiltonian limit of the three-dimensional Ising model on the geometry $`S^1\times S^1\times T^2\times `$ by Henkel henkel:86a ; henkel:87a ; henkel:87b rendered results still comparable to the situation for the $`S^{d1}\times `$ geometry. For the ratios of leading scaling amplitudes of correlation lengths for different boundary conditions (bc) he found
$$\begin{array}{ccc}\hfill \xi _\sigma /\xi _ϵ& =& 3.62(7)\text{for periodic bc,}\hfill \\ \hfill \xi _\sigma /\xi _ϵ& =& 2.76(4)\text{for antiperiodic bc.}\hfill \end{array}$$
(9)
A comparison with the (inverse) ratio of the corresponding scaling dimensions,
$$x_ϵ/x_\sigma =\frac{(1\alpha )/\nu }{\beta /\nu }=\frac{2(\nu d1)}{\nu d\gamma }=2.7264(13),$$
(10)
(cp. Table 1 and Eq. (7)) showed that even though the original expectation to possibly find agreement in the case of periodic boundary conditions as in the two-dimensional case was not met, the data are consistent with the relation Eq. (6) for the unorthodox case of antiperiodic boundary conditions. Note that one has to compare ratios in this case, because the quantum Hamiltonian used in the calculation is defined only up to on overall normalization constant. This result is in qualitative agreement with a Metropolis MC simulation by Weston weston:90 , who found ratios $`\xi _\sigma /\xi _ϵ`$ of about $`3.7`$ for periodic and $`2.6`$ for antiperiodic boundary conditions, respectively. Considering these striking observations it seems interesting to check whether this behavior is just a coincidence or special feature of the Ising model or instead indicates a general property of critical models on this special three-dimensional geometry.
The rest of the paper is organized as follows. In Sec. II we introduce the general class of models we want to examine and present the way we are going to discretize the three-dimensional geometry $`T^2\times `$. We discuss simulation methods, observables, estimators for measurements and parameters of the simulations. In Sec. III we outline the statistical tools used for the data analysis. It is quite hard to extract high-precision information about correlation lengths from MC simulation data; we will thus discuss the special path of data analysis we are going to proceed along and present details of the statistical tools used there for. This tool-set is “calibrated” with simulations of the two-dimensional Ising model, where exact results for comparison are available. In Sec. IV we discuss the results for the correlation lengths ratios of our simulations for the Ising, XY and (generalized) Heisenberg models. Our results, already briefly announced in Ref. prl:99a , confirm Henkel’s findings on a high level of accuracy. Furthermore this behavior seems to carry through for the whole class of O($`n`$) spin models and is thus far from being a “numerical accident”. In Sec. V we try to rank our numerical findings in the context of the classification of universality presented above. The type of the model considered enters not only via a variation of the scaling dimensions, but also influences the overall prefactor of Eq. (5). Sec. VI is devoted to the discussion of the relation of our finite-$`n`$ results to the spherical model, which is connected to the limit $`n\mathrm{}`$ of the class of O($`n`$) spin models. The classic identification of both models seems to break down as soon as (multi-point) correlation functions are considered. The final Sec. VII contains our conclusions.
## II Models and Simulation
Throughout this paper we consider classical, ferromagnetic, zero-field, nearest-neighbor, O($`n`$) symmetric spin models with Hamiltonian
$$=J\underset{ij}{}𝝈_i𝝈_j,𝝈_iS^{n1}.$$
(11)
The underlying lattice is taken to be simple cubic with dimensions $`L_x\times L_y\times L_z`$. Special cases of this class of models include the Ising ($`n=1`$), XY ($`n=2`$), and Heisenberg ($`n=3`$) models. This Hamiltonian has the advantage of representing a whole class of models with critical points in three dimensions, tuned by the single parameter $`n`$. According to the $`T^2\times `$ geometry we set $`L_x=L_y`$ and apply periodic or antiperiodic boundary conditions in the $`x`$ and $`y`$ directions. In both cases we use periodic boundary conditions in the $`z`$-direction to eliminate surface effects that are also absent in the $`L_z\mathrm{}`$ case assumed in Eq. (4). To reduce effects of finite size in $`z`$-direction one has to ensure that $`L_z\xi _{}`$, a concrete rule will be given below.
In view of the problem of critical slowing down, we use the Wolff single cluster update algorithmwolff:89a for all O($`n`$) model simulations, cp. prl:99a . The adaption of this update procedure to the case of antiperiodic boundary conditions along the torus directions is straightforward if one exploits the above mentioned equivalence of an antiperiodic boundary to the insertion of a seam of antiferromagnetic bonds along the boundary line for the case of nearest-neighbor interactions. Considering the Ising model or, alternatively, embedded Ising spins for $`n>1`$ models wolff:90a , this means: adjacent spins interacting antiferromagnetically are connected with a bond obeying the Swendsen-Wang probability $`p=1\mathrm{exp}(2\beta J)`$ in case of opposite orientation and are left unbonded in case of identical orientation. This rule exactly reflects the change in energy compared to the ferromagnetic case and thus trivially satisfies detailed balance.
The main observables of our simulations are the connected correlation functions of the densities of magnetization and energy:
$$\begin{array}{ccc}\hfill G_\sigma ^c(𝐱_1,𝐱_2)& =& 𝝈(𝐱_1)𝝈(𝐱_2)𝝈𝝈,\hfill \\ \hfill G_ϵ^c(𝐱_1,𝐱_2)& =& ϵ(𝐱_1)ϵ(𝐱_2)ϵϵ.\hfill \end{array}$$
(12)
We define the energy density as a local sum over the nearest neighborhood $`𝐱^{}`$ of a spin $`𝐱`$ ($`𝐱^{}\mathrm{nn}𝐱`$):
$$ϵ(𝐱)=\frac{J}{2}\underset{𝐱^{}\mathrm{nn}𝐱}{}𝝈(𝐱)𝝈(𝐱^{}),$$
(13)
the factor $`1/2`$ ensuring that $`E=_𝐱ϵ(𝐱)`$. It is straightforward to construct a bias-reduced estimator for the case of $`(𝐱_2𝐱_1)\widehat{e}_z`$, corresponding to the correlation length $`\xi =\xi _{}`$: first, taking advantage of the translation invariance of the systems along the $`z`$-axis established by a periodic boundary, one can average over the “layers” $`i|z_2z_1|=\text{const}`$. To improve on that consider a “zero-mode projection” wj:93a , i.e. define layered variables
$$\overline{𝒪}_t(z)=\frac{1}{L_xL_y}\underset{𝐱^{},z^{}=z}{}𝒪_t(𝐱^{}),$$
(14)
where $`𝒪_t=𝝈_t`$ or $`ϵ_t`$ denotes the times series of MC measurements, and consider the estimator
$`\widehat{G}_𝒪^{c,}(i)`$ $`=`$ $`{\displaystyle \frac{1}{T}}{\displaystyle \underset{t=1}{\overset{T}{}}}{\displaystyle \frac{1}{L_z}}{\displaystyle \underset{|z_2z_1|=i}{}}\overline{𝒪}_t(z_1)\overline{𝒪}_t(z_2)`$ (15)
$`\left({\displaystyle \frac{1}{TL_z}}{\displaystyle \underset{t=1}{\overset{T}{}}}{\displaystyle \underset{z}{}}\overline{𝒪}_t(z)\right)^2,`$
where $`T`$ denotes the length of the MC time series. This estimator obviously does not directly measure $`G^{c,}`$, but inspecting the continuum form Eq. (4) reveals that the deviation stemming from transversal cross-correlations entering the estimator declines exponentially with increasing longitudinal distance $`i`$ and thus becomes irrelevant for the long-distance behavior we are interested in. Numerical investigations confirm that these considerations stay correct when passing to three dimensions diplom . In the large-distance regime zero-mode projection reduces the variance of correlation function estimates by a factor inversely proportional to the layer volume $`L_xL_y`$. Note that the given estimator for the disconnected part $`𝒪^2`$ has a bias that vanishes as $`1/T`$ in the large-$`T`$ limit.
As mentioned above, periodic boundary conditions in $`z`$-direction eliminate surface effects associated with this direction, but still effects of finite $`L_z`$ will trigger deviations from the $`L_z\mathrm{}`$ limit assumed in Eq. (5). Inspecting the form of Eq. (4) in the limit of distances $`i\xi _{}`$ one expects longitudinal correlations according to:
$$G^{c,}(i)e^{i/\xi _{}}+e^{(L_zi)/\xi _{}},$$
(16)
i.e. the exponential decay is superimposed by an exponentially increasing part. Thus, using too small values of $`L_z`$ results in an effective underestimation of correlation lengths. In order to satisfy $`L_z\xi _{}`$ in a systematic way, i.e. to keep this effect away from the region of clear signal for measuring the correlation lengths, and assuming linear scaling of correlation lengths according to $`\xi _{}=AL_x`$, one has to keep the ratio $`L_z/\xi _{}=L_z/AL_x`$ fixed and therefore has to scale $`L_z`$ proportionally to $`L_x`$. Simulations for the case of the two-dimensional Ising model show that these finite-size effects are negligible compared to the statistical errors for $`L_z/\xi _{}10`$ and lengths of time series of about $`10^6`$ to $`10^7`$ measurements diplom . Adding a safety margin the longitudinal system sizes for the simulations in three dimensions where chosen such that $`L_z/\xi _{}15`$, the scaling amplitude $`A`$ being estimated from a simulation of an “oversized” system. Since $`\xi _\sigma >\xi _ϵ`$ for all models under consideration, the amplitude $`A_\sigma `$ of the spin-spin correlation length scaling is significant for the satisfaction of this condition. Note that from Eq. (15) increasing $`L_z`$ also has the positive side effect of improving the statistics of the correlation function estimation.
In order to judge the efficiency of the used cluster update algorithm and to ensure reasonable usage of computer time we evaluated integrated autocorrelation times $`\tau _{\mathrm{int}}`$ using a binning technique flyvbjerg:89a . The strong asymmetry of the model lattices reduces the average size of clusters and thus Wolff’s cluster update algorithm does not perform as good as on (hyper-)cubic lattices, resulting in increased autocorrelation times. Since measurements of $`\widehat{G}^{c,}`$ are computationally expensive compared to update steps, but the statistical gain vanishes with increasing $`\tau _{\mathrm{int}}`$, measurements were done with frequencies of about $`1/\tau _{\mathrm{int}}`$. Approaching the low-temperature phase, antiperiodic boundary conditions in the torus directions produce a spatially stable boundary of the geometric clusters along the antiferromagnetic seam, which in turn enforces a second boundary along the $`z`$ direction. This results in a further reduction of the average cluster size compared to the periodic boundary case. Fig. 1 shows typical configurations for the case of the (two-dimensional) Ising model.
## III Data Analysis
Having sampled correlation functions according to Eq. (15) and assuming the functional form $`G^{c,}(i)=a\mathrm{exp}(i/\xi _{})+b`$, we refrain from using instrinsically unstable non-linear three-parameter fits and resort to the following estimator instead,
$$\widehat{\xi }_𝒪(i)=\mathrm{\Delta }\left[\mathrm{ln}\frac{\widehat{G}_𝒪^{c,}(i)\widehat{G}_𝒪^{c,}(i\mathrm{\Delta })}{\widehat{G}_𝒪^{c,}(i+\mathrm{\Delta })\widehat{G}_𝒪^{c,}(i)}\right]^1,$$
(17)
which eliminates the additive and multiplicative constants $`a`$ and $`b`$ above. Note that it is not allowed to assume $`b=0`$ a priori for time series of finite length, cp. Ref. prl:99a . Apart from stability considerations this approach allows for computational simplifications, since correlation functions can be sampled irrespective of normalization and the biased estimation of the disconnected part $`𝒪^2`$ can be dropped. In addition, Eq. (17) simplifies the distinction of the long-distance part of the correlation function from the short-distance region: as the explicit two-dimensional expression Eq. (4) implies, exponential decay will only occur asymptotically, but with deviations decaying themselves exponentially; apart from that, lattice artefacts that are not reflected in the continuum expression Eq. (4) additionally distort the short-distance behavior. Fig. 2 shows an example plot of the spin-spin correlation length estimates $`\widehat{\xi }_\sigma (i)`$ for the Ising model. The transition from the short-distance region that should not be used for the final estimate to the purely exponential long-distance behavior is clearly visible. The parameter $`\mathrm{\Delta }`$ in Eq. (17) can be used to tune the signal-noise ratio for the correlation length estimate; increasing $`\mathrm{\Delta }`$ dramatically reduces the apparent statistical fluctuations in $`\widehat{\xi }(i)`$, cp. Fig. 2. Note, however, that the reduction of variances for individual distances $`i`$ is accompanied by an increase of cross-correlations between estimates for adjacent estimates, so that the error of an average over a region of distances becomes minimal for a value $`\mathrm{\Delta }`$ clearly below its allowed maximum. As a compromise, we use $`\mathrm{\Delta }2\xi _ϵ`$ for both estimators $`\widehat{\xi }_\sigma (i)`$ and $`\widehat{\xi }_ϵ(i)`$.
Naive estimates for the statistical errors (variances) of complex, non-linear combinations of observable measurements like the estimator Eq. (17) are extremely biased due to two effects: even for quite sparse measurements with frequencies around $`1/\tau _{\mathrm{int}}`$ successive elements of the time series are still correlated, generically leading to systematic underestimation of variances. This effect is being eliminated by the grouping together of measurements to sub-averages of length $`\mu `$ (“binning”) flyvbjerg:89a , which leads to an asymptotically uncorrelated time series of length $`T^{}=T/\mu `$ used in the further process of error estimation. For the production-run time-series the bin size was chosen to regularly include several thousand measurements, which is far in the asymptotical regime. Secondly, the strong non-linearity of estimators like Eq. (17) forbids the use of the usual formula for the standard deviation of a set of measurements. A common solution to this problem is the use of the Gaussian error propagation formula, which, however, only uses a lowest order Taylor series approximation to the functions and assumes Gaussian distribution of the mean values, i.e. long enough time series for all observables. A far more general ansatz is given by resampling techniques such as the “jackknife” efron:82 that apply to a quite general set of probability distributions and capture function non-linearities exactly. The jackknife variance and bias estimators mimic the brute force error estimation method of comparing $`k`$ completely independent MC time series of lengths $`T^{}`$ and applying the naive estimates: removing single elements (i.e. bins) of a single time series of length $`T^{}`$ one by one results in $`T^{}`$ time series of length $`T^{}1`$, e.g. for the correlation function estimates:
$$\widehat{G}_{(s)}(i)=\frac{1}{T^{}1}\underset{ts}{}\widehat{G}_t(i),$$
(18)
resulting in jackknife-block estimates for the correlation length of:
$$\begin{array}{ccc}\hfill \widehat{\xi }_{(s)}(i)& =& \mathrm{\Delta }\left[\mathrm{ln}\frac{\widehat{G}_{(s)}(i)\widehat{G}_{(s)}(i\mathrm{\Delta })}{\widehat{G}_{(s)}(i+\mathrm{\Delta })\widehat{G}_s(i)}\right]^1,\hfill \\ \hfill \widehat{\xi }_{()}(i)& =& \frac{1}{T^{}}\underset{s}{}\widehat{\xi }_{(s)}(i).\hfill \end{array}$$
(19)
Then the jackknife estimate of variance is given by:
$$\widehat{\mathrm{VAR}}(\widehat{\xi }(i))=\frac{T^{}1}{T^{}}\underset{s=1}{\overset{T^{}}{}}\left(\widehat{\xi }_{(s)}(i)\widehat{\xi }_{()}(i)\right)^2.$$
(20)
Note the missing factor of $`1/(T^{}1)^2`$ as compared to the usual variance estimate which accounts for the trivial correlation between the $`T^{}`$ jackknife-block estimates. One can show that this estimator, apart from the reweighting prefactor $`(T^{}1)/T^{}`$, is strictly conservative, i.e. deviations from the true variance are always positive efron:82 . Similarly, the resampling scheme provides an estimate for the bias of estimators, namely:
$$\widehat{\mathrm{BIAS}}(\widehat{\xi }(i))=(T^{}1)(\widehat{\xi }_{()}(i)\widehat{\xi }(i)),$$
(21)
and thus offers a bias corrected correlation length estimate as $`\stackrel{~}{\xi }(i)=T^{}\widehat{\xi }(i)(T^{}1)\widehat{\xi }_{()}(i)`$. Since in non-pathological cases the bias of an estimator vanishes with increasing length of the time series, the jackknife bias estimate provides a good check for whether the considered series are long enough to neglect bias. A jackknife error estimate for these bias-corrected estimators is possible iterating the jackknife resampling scheme to second order berg:92a .
Since Eq. (17) gives a vector of estimators for the correlation length instead of only a single one, an improved final estimate can be achieved by an average over the $`\widehat{\xi }(i)`$. However, as for example Fig. 2 reveals, only a certain range of distances $`i=i_{\mathrm{min}},\mathrm{},i_{\mathrm{max}}`$ is suited for this purpose, where the lower bound $`i_{\mathrm{min}}`$ results mainly from small-distance deviations as reflected by Eq. (4), whereas the large distance bound $`i_{\mathrm{max}}`$ cuts off the region where the signal of exponential fall-off drops below the size of statistical fluctuations, so that error estimates become inaccurate and eventually the estimator Eq. (17) becomes maldefined due to negative arguments of the logarithm. Conventionally, averaging over the estimates $`\widehat{\xi }(i)`$ for $`i=i_{\mathrm{min}},\mathrm{},i_{\mathrm{max}}`$ would be done with weights $`\alpha _i1/\sigma ^2(\widehat{\xi }(i))`$ that minimize the theoretical variance of the mean value. This prescription, however, neglects correlations between the individual estimates. Note that cross-correlations between adjacent estimates $`\widehat{\xi }(i)`$ are quite large, not only because large scale fluctuations of the correlation functions are dominant, but also since the used estimator Eq. (17) explicitly introduces such correlations increasing in range with increasing $`\mathrm{\Delta }`$. As a simple variational calculation shows, for the case of correlated variables to be averaged over, one has to choose the weights according as
$$\alpha _k=\frac{_i(\mathrm{\Gamma }^1)_{ik}}{_{i,j}(\mathrm{\Gamma }^1)_{ij}},$$
(22)
in order to minimize the variance of the mean value. Here, $`\mathrm{\Gamma }_{p\times p},p=i_{\mathrm{max}}i_{\mathrm{min}}+1`$, denotes the covariance matrix of the $`\widehat{\xi }(i)`$. $`\mathrm{\Gamma }`$ itself can be estimated within the jackknife resampling scheme as:
$`\widehat{\mathrm{CORR}}_{ij}\widehat{\mathrm{CORR}}(\widehat{\xi }(i),\widehat{\xi }(j))=`$
$`={\displaystyle \frac{T^{}1}{T^{}}}{\displaystyle \underset{s=1}{\overset{T^{}}{}}}\left(\widehat{\xi }_{(s)}(i)\widehat{\xi }_{()}(i)\right)\left(\widehat{\xi }_{(s)}(j)\widehat{\xi }_{()}(j)\right).`$ (23)
The fact that, considering Eq. (22), variance and covariance estimates directly influence the final results for the correlation lengths, gave the motivation for the quite careful statistical treatment presented above.
Finally, the selection of the regime $`i=i_{\mathrm{min}},\mathrm{},i_{\mathrm{max}}`$ can, besides the obvious eyeball method, also be done in a way based on statistical criteria. Interpreting the average over the $`\widehat{\xi }(i)`$ as a fit of the estimated $`\widehat{\xi }(i)`$ values to the trivial function $`f(\widehat{\xi })=\overline{\xi }=\mathrm{const}`$, the systematic deviations from the plateau regime for very small and very large distances $`i`$ should be clearly reflected in quality-of-fit parameters. Thus, looking at the $`\chi ^2`$-distribution,
$$\widehat{\chi }^2=\underset{i,j=i_{\mathrm{min}}}{\overset{i_{\mathrm{max}}}{}}(\widehat{\xi }(i)\overline{\xi })(\widehat{\mathrm{\Gamma }}^1)_{ij}(\widehat{\xi }(j)\overline{\xi }),$$
(24)
will be a good criterion for judging the “flatness” of the plateau regime $`i_{\mathrm{min}},\mathrm{},i_{\mathrm{max}}`$ included in the average. Again, as an estimator $`\widehat{\mathrm{\Gamma }}_{ij}`$ for the covariance matrix one can use the jackknife expression $`\widehat{\mathrm{CORR}}_{ij}`$. Then finding the optimal region of distances for the average is equivalent to the optimization problem $`|\widehat{\chi }^2/g1|\mathrm{min}`$, with $`g=i_{\mathrm{max}}i_{\mathrm{min}}=p1`$ denoting the number of degrees of freedom of the fit. However, this ansatz of optimization bears some uncertainties: minimizing the distance of $`\widehat{\chi }^2/g`$ from $`1`$ supposes that the optimal choice includes estimates $`\widehat{\xi }(i)`$ whose dispersion around $`\overline{\xi }`$ is exactly reflected by the estimated variances. In view of the jackknife’s tendency to overestimate errors it might be more favorable to minimize $`|\widehat{\chi }^2/g|`$ itself. Furthermore, considering the statistical nature of the data, the absolute minimum of $`|\widehat{\chi }^2/g1|`$ or $`|\widehat{\chi }^2/g|`$ sometimes happens to be an isolated fluctuation, far apart from the bulk of next-to-optimal solutions. Finally, this optimization procedure tends to result in minimal values for very small regime sizes $`p`$ since the fit becomes trivial for very small numbers of points; this, however, conflicts with another possible goal of optimization, namely the minimization of the overall variance of the final result. To circumvent these problems we resort to considering the whole two-dimensional distribution $`\widehat{\chi }^2/g(i_{\mathrm{min}},i_{\mathrm{max}})`$. It is characterized by a rather flat plateau regime for intermediate values of $`i_{\mathrm{min}}`$ and $`i_{\mathrm{max}}`$ and steep increases at the boundaries, cp. Fig. 3. A good recipe for the determination of bounds is then given by first choosing a preliminary $`i_{\mathrm{min}}`$ well above the steep ascent for small $`i`$; then a plot like Fig. 3(a) allows to determine the upper bound $`i_{\mathrm{max}}`$. Finally, a plot of $`\{\widehat{\chi }^2/g|i_{\mathrm{max}}=\mathrm{const}\}`$ determines the final lower bound $`i_{\mathrm{min}}`$, cp. Fig. 3(b).
To test the methods of data analysis described in this section we performed simulations of the two-dimensional Ising model. Using a series of systems with $`L_x=5,\mathrm{},20`$ and finite-size scaling fits including an effective higher-order correction term of the form $`\xi (L_x)=AL_x+BL_x^\kappa `$, we find for the leading correlation lengths scaling amplitudes $`A_{\sigma /ϵ}`$ final estimates for the case of periodic boundary conditions of $`A_\sigma =1.27374(81)`$ and $`A_ϵ=0.1583(17)`$, in excellent agreement with the exact results $`A_\sigma =4/\pi 1.27324`$ and $`A_ϵ=1/2\pi 0.15915`$, cp. Eq. (5). For the case of antiperiodic boundary conditions we arrive at $`A_\sigma =0.42410(30)`$ and $`A_ϵ=0.07984(38)`$, compared to CFT results of $`A_\sigma =4/3\pi 0.42441`$ and $`A_ϵ=1/4\pi 0.07958`$, cp. Eq. (8).
## IV Results: amplitude ratios
Let us now turn to the three-dimensional geometry $`T^2\times `$ and the determination of amplitude ratios according to Eq. (6). We report the results of simulations for the O($`n`$) spin models for $`n=1`$, $`2`$, $`3`$, and $`10`$.
### Ising Model –
Simulations of the Ising model were done at an inverse temperature given by a high-precision MC estimate of the bulk critical coupling in three dimensionstalapov:96 , $`\beta _c=0.2216544(3)`$. We use a temperature reweighting technique to check for the influence of the uncertainty of $`\beta _c`$ on the final results ferrenberg:88a ; ferrenberg:88ae . We find it completely negligible compared to the statistical errors for the case of the Ising model. To enable a proper FSS analysis including sub-leading terms we performed simulations for transverse system sizes $`L_x=4,\mathrm{\hspace{0.17em}5},\mathrm{},\mathrm{\hspace{0.17em}20},\mathrm{\hspace{0.17em}25},`$ and $`30`$, scaling $`L_z`$ accordingly. Adapting the frequency of measurements to the autocorrelation times, about $`2\times 10^6`$ and $`8\times 10^6`$ nearly independent measurements were recorded for the systems with periodic and with antiperiodic boundary conditions, respectively. Collecting the final estimates $`\overline{\xi }`$ for the correlation lengths one ends up with a scaling plot like that shown in Fig. 4. The scaling behavior is quite linear, however, as plots of the amplitudes $`\overline{\xi }/L_x`$ reveal, corrections to the purely linear scaling behavior are clearly resolvable, cp. Fig. 5. As an aside, Fig. 5(b) additionally shows jackknife bias corrected estimators according to Eq. (21); for the given length of time series bias effects of our estimator Eq. (17) can clearly be neglected.
Returning to the two-dimensional case for a moment, it is easy to see the source for the leading correction term in the correlation length scaling. In the framework of conformal field theory the effect of lattice discretization as well as the influence of non-linearity of scaling fields that increase with the distance from criticality (i.e. the thermodynamic limit in our case) can be included in considerations using conformal perturbation theory henkel:book . A formal perturbation expression for the spin-spin correlation length including the effect of a perturbing operator coupled with strength $`a_k`$ is to first order given by
$$\xi _{\sigma }^{}{}_{}{}^{1}=\frac{2\pi }{L}\left[x+2\pi a_k(𝐂_{1k1}𝐂_{0k0})\left(\frac{2\pi }{L}\right)^{x_k2}\right],$$
(25)
where the perturbing operator has dimension $`x_k`$ and the coefficients $`𝐂_{nkn}`$ result from the operator product expansion (OPE). One finds reinicke:87a that to lowest order the only non-vanishing amplitude belongs to an operator that corresponds to the breaking of rotational symmetry by the square lattice as compared to the continuum solution. It has dimension $`x_k=4`$ leading to $`1/L^2`$ corrections, in agreement with the first-order expansion of the exact result nightingale:76a :
$$\xi _{\sigma }^{}{}_{}{}^{1}(L)=\frac{2\pi }{L}\left[\frac{1}{8}2\pi \frac{1}{768\pi }\left(\frac{2\pi }{L}\right)^2\right].$$
(26)
A similar effect will be present in the three-dimensional systems, but the correction exponent can no longer be evaluated analytically. Fig. 5 shows that the sign of the leading correction term is unchanged in three dimensions for the systems with periodic boundary conditions, whereas it is reversed for the systems with antiperiodic boundary. This stays true for the other O($`n`$) spin models discussed below. To account for corrections to scaling we fit the correlation lengths data to the functional form
$$\xi (L_x)=AL_x+BL_x^\kappa ,$$
(27)
treating the correction exponent $`\kappa `$ as an additional fit parameter. Due to the presence of higher-order corrections, however, the resulting values of $`\kappa `$ have to be taken as effective exponents, that will in general differ from Wegner’s correction exponent $`\omega `$. Therefore we decided to keep $`\kappa `$ as a parameter, despite of existing field-theory estimates for $`\omega `$, cp. zinn-justin . We take into account the effect of neglecting higher-order correction terms by successively dropping points from the small $`L_x`$ end while monitoring the quality-of-fit parameters $`\chi ^2/g`$ or $`Q`$ to find a compromise between fit stability and precision of the final amplitudes $`A`$. The range of sizes $`L_x`$ used is indicated by the range of the solid lines in Fig. 5. Our results for the scaling amplitudes and their ratios as listed in Table 3 and the ratio of scaling dimensions according to Eq. (10) show precise agreement in the sense of Eq. (6) for the case of antiperiodic boundary conditions and clear mismatch for a periodic boundary. This is in agreement with the results of Henkel henkel:87a and Weston weston:90 , but at a level of accuracy that makes a casual coincidence very unlikely.
### XY Model –
The XY model is, as well as the Heisenberg models, accessible to cluster update methods using the embedded cluster representation wj:chem , which we made use of. The simulations were performed at the coupling $`\beta _c=0.454167(3)`$, which is an average of recent literature estimates, cp. Table 2. Using the same transverse system sizes $`L_x=L_y`$ as for the Ising model, but adjusting the lengths $`L_z`$ according to the different correlation length amplitudes, we took between $`1\times 10^6`$ and $`16\times 10^6`$ measurements, using measurement frequencies around $`1/\tau _{\mathrm{int}}`$ as above. Fig. 6 shows the amplitude scaling plot of the spin-spin correlation length for periodic boundary conditions. The additional curves are results of a temperature reweighting analysis, trying to judge the effect of critical coupling uncertainties. The precision of the data is well illustrated by the fact that, reweighting our results to the minimum and maximum estimated critical couplings, respectively, cited in Table 2, results in a variation of the scaling curves far beyond the range covered by the remaining statistical errors. Nevertheless, reweighting to the $`1\sigma `$-range inverse temperatures $`\beta _c\mathrm{\Delta }\beta `$ and $`\beta _c+\mathrm{\Delta }\beta `$ as given above triggers deviations at most comparable to the error estimates of the statistical analysis. The intermediate maximum of the curve for $`\beta _{\mathrm{min}}`$, however, might be an artefact indicating that $`\beta _{\mathrm{min}}`$ is already too far away from the simulation temperature to allow for reliable reweighting. The effect of temperature variation is generally observed to be smaller for the antiperiodic boundary systems; furthermore, it is more important for the case of the spin-spin correlation length since here statistical errors are clearly smaller than for the energy-energy correlation length estimates. Thus, Fig. 6 shows the largest effect observed.
Fitting the final correlation length results $`\overline{\xi }_{\sigma /ϵ}`$ to the functional form Eq. (27), we arrive at the final estimates for the leading amplitudes given in Table 3. Comparing these to the ratio of scaling dimensions resulting from the averaged critical exponent estimates of Table 2 and Eq. (10), we again find Eq. (6) confirmed for antiperiodic boundary conditions only; this behavior is obviously not specific to the Ising model.
### Heisenberg Model –
The $`n=3`$ Heisenberg model case is treated analogously to the XY model. Table 2 gives the critical parameter estimates used for the simulations and comparison. With statistics similar to that for the $`n=1`$ and $`n=2`$ cases, the simulations confirm the findings of the Ising and XY models, cp. Table 3 for details. For the case of the energy-energy correlation length of the systems with periodic boundary conditions the gathered statistics did not suffice for a stable non-linear fit including corrections according to Eq. (27). We thus performed a simple linear fit dropping the correction term. This, however, results in an error estimate which is not quite realistic and, furthermore, induces a systematic underestimation of the amplitude since one expects $`B_ϵ<0`$, cp. Fig. 5(b). From the results of the other models this effect is estimated to be about $`2\sigma `$-$`3\sigma `$ in magnitude.
### O(10) Model –
To gain additional evidence and in order to facilitate considerations concerning the $`n\mathrm{}`$ limit, giving a clear picture of systematic dependencies on the parameter $`n`$, we also simulated the $`n=10`$ generalized Heisenberg model. Since, of course, in the past much less effort has gone into the investigation of the O($`n`$) model with $`n>4`$, there are quite few estimates of the critical coupling. We thus here use a single high-temperature series estimate of $`\beta _c=2.42792(8)`$ butera:97a . The implementation of the Wolff cluster update algorithm has to cope with the technical intricacy of generating pseudo-random numbers equally distributed on a hyper-sphere, see Appendix A for details. Due to this complication we only simulated systems up to a transversal size of $`L_x=20`$ and reduced the number of measurements to $`2\times 10^6`$. The critical exponents for comparison, given by a plain average over some recent estimates sokolov:95a ; butera:97a ; kleinert:99a , are:
$$\nu =0.8713(75),\gamma =1.721(14).$$
(28)
Table 3 shows again agreement between amplitude and exponent ratios only for the case of antiperiodic boundaries. Note that, as critical exponent estimates become rare with increasing $`n`$, the correlation length ratio estimate already reaches the precision of the scaling dimension ratio estimate. Checking the influence of the critical coupling uncertainty we find it only important compared to statistical errors in the case of the spin-spin correlation length for periodic boundary systems; the results reweighted to $`\beta _\pm =\beta _c\pm \mathrm{\Delta }\beta `$ are $`A_\sigma ^{}=0.670805(56)`$ and $`A_\sigma ^+=0.671432(65)`$, respectively. This, however, does not noticeably influence the error of the ratio estimate, since here the error of the estimate of $`A_ϵ`$, which is much larger, is dominant.
We thus find the linear amplitude-exponent relation Eq. (6) confirmed for several spin models in three dimensions with the peculiarity that one has to insert a seam of antiferromagnetic bonds along the $`T^2`$-directions to restore the two-dimensional situation.
## V Results: “Meta” Amplitudes
Comparing our results for the three-dimensional geometry $`S^1\times S^1\times `$ to the CFT conjecture for the case of two dimensions, we are interested in the respective ranges of validity in terms of the classification of universality aspects given above in the Introduction. The fact that our simulations of the isotropic lattice representation of the O($`n`$) universality classes give results in agreement with the strongly anisotropic quantum Hamiltonian representation used by Henkel in his transfer matrix calculations for the case of the Ising model henkel:86a ; henkel:87a ; henkel:87b , indicates that the considered amplitude ratios are universal, i.e. (i’) holds. Apart from that, Henkel henkel:86a explicitly checked for universality of amplitude ratios by the insertion of an irrelevant perturbing operator and found it confirmed for both cases of boundary conditions. However, strictly speaking, there is no proof of universality for the cases $`n>1`$. The universality aspect (i) above, i.e. universality of the amplitudes themselves, could not be checked in Henkel’s calculations, because the quantum Hamiltonian is only defined up to an overall normalization constant. Yurishchev yuri:94a ; yuri:97a considered the behavior of an anisotropic Ising model and found varying correlation lengths amplitudes on variation of the ratios of couplings in the different directions. This, however, is no argument against amplitude universality since anisotropy is represented by marginal instead of irrelevant operators. On the other hand, amplitude ratios stay universal even with respect to those marginal perturbations, in consistency with Henkel’s strongly anisotropic Hamiltonian limit calculations. In fact it has been argued that for all systems below their upper critical dimension correlation length scaling amplitudes are universal quantities privman:84a .
Having found very good agreement in three dimensions between ratios of correlation lengths and scaling dimensions according to Eq. (6) for the case of antiperiodic boundary conditions, it is interesting to see what the overall, operator-independent, “meta” amplitude $`𝒜`$ according to:
$$\xi _{\sigma /ϵ}=A_{\sigma /ϵ}L_x=\frac{𝒜}{x_{\sigma /ϵ}}L_x,$$
(29)
that was $`𝒜=1/2\pi `$ for two-dimensional periodic systems, cp. Eq. (5), becomes in three dimensions, in particular whether it is again model independent. Since our results for the spin-spin correlation lengths are always more precise than those for energy-energy correlation lengths, we use $`\overline{\xi }_\sigma `$ to determine $`𝒜`$. The estimates for the spin-spin scaling dimension $`x_\sigma `$ resulting from the corresponding estimates of bulk critical exponents $`\nu `$ and $`\gamma `$ listed in Tables 1 and 2 and Eq. (28) are $`x_\sigma =0.5182(4)`$ (Ising), $`x_\sigma =0.5188(9)`$ (XY), $`x_\sigma =0.5160(17)`$ (Heisenberg), and $`x_\sigma =0.512(12)`$ ($`n=10`$), respectively. Thus, inserting our results for $`A_\sigma `$ listed in Table 3, we obtain for the “meta” amplitudes $`𝒜(n)`$:
$$𝒜=A_\sigma x_\sigma =\{\begin{array}{cc}0.12278(43)\hfill & \text{Ising}\hfill \\ 0.12510(37)\hfill & \text{XY}\hfill \\ 0.12622(49)\hfill & \text{Heisenberg}\hfill \\ 0.1325(30)\hfill & n=10\hfill \end{array}.$$
(30)
These values can additionally be compared with an analytical result that is available for the case of the spherical model, which is commonly believed to be identical to the $`n\mathrm{}`$ limit of the O($`n`$) spin model stanley:68a . Again using the Hamiltonian formulation, Henkel and Weston henkel:88a ; henkel:92a found that the amplitude exponent relation Eq. (6) is valid for the spherical model on $`S^1\times S^1\times `$ for both kinds of boundary conditions, periodic and antiperiodic. This is due to the fact that the quantum Hamiltonian factorizes into a set of uncoupled harmonic oscillators. The amplitude $`𝒜`$ for the case of antiperiodic boundary conditions was found to be $`𝒜0.13624`$ henkel:92a ; allen:93a . Plotting this value together with the finite-$`n`$ results of Eq. (30) shows an apparently smooth variation of the “meta” amplitudes with the order parameter dimension $`n`$, the eyeball extrapolation of the finite-$`n`$ values to $`1/n0`$ matching the spherical model result, cp. Fig. 7(a). Facing this variation, the hypothesis of a “hyperuniversal” amplitude $`𝒜(n)=𝒜`$ that does not depend on $`n`$, as was the case for the two-dimensional systems, can be clearly ruled out. Thus, type (iii) universality of the classification above gets broken when passing from two to three dimensions. The matching of the finite-$`n`$ values with the universal spherical model amplitude, on the other hand, indicates universality also of the finite-$`n`$ amplitudes and thus universality of type (i) above.
Even without a scaling law of the type Eq. (6) being valid for the case of periodic boundary conditions, one can nevertheless plot the corresponding combination $`A_\sigma x_\sigma `$ for this case also, as is illustrated in Fig. 7(b). The values are:
$$A_\sigma x_\sigma =\{\begin{array}{cc}0.4240(17)\hfill & \text{Ising}\hfill \\ 0.3912(7)\hfill & \text{XY}\hfill \\ 0.3719(12)\hfill & \text{Heisenberg}\hfill \\ 0.3439(78)\hfill & n=10\hfill \end{array}.$$
(31)
The corresponding value for the spherical model is given by $`A_\sigma x_\sigma 0.3307`$, cp. brezin:82a ; henkel:92a . The finite-$`n`$ values again run smoothly into the spherical model limit.
## VI The limit of infinite spin dimensionality
While the finite-$`n`$ amplitudes of Fig. 7 fit well to the spherical model result, this is not the case for the correlation lengths ratios themselves. From inspection of Fig. 8 the smooth variation of correlation length ratios for finite $`n`$ does not fit at all to the spherical model result of Henkel and Weston henkel:88a ; henkel:92a that gives a ratio $`A_\sigma /A_ϵ=2`$ for both, periodic and antiperiodic boundary conditions. By eyeball extrapolation one would instead expect the amplitude ratios to reach values around $`4`$ for antiperiodic and around $`5\frac{1}{3}`$ for periodic boundary conditions in the limit $`n\mathrm{}`$. And indeed, accepting the validity of a linear amplitude-exponent relation according to Eq. (6) for the case of antiperiodic boundary conditions and using the usual relations for the connection between scaling dimensions and bulk critical exponents, namely Eq. (7), one would expect $`x_\sigma =1/2`$ and $`x_ϵ=2`$ since $`\beta =1/2`$, $`\nu =1`$ and $`\alpha =1`$ for the spherical model. The resulting ratio $`x_ϵ/x_\sigma =4`$ perfectly agrees with the eyeball extrapolation of our finite-$`n`$ data. However, by inspection of the energy-energy correlation function in the Hamiltonian limit and using factorization arguments, Henkel henkel:88a conjectured $`x_ϵ=1`$ instead, resulting in the ratio $`A_\sigma /A_ϵ=2`$, in contrast to the relation Eq. (7). Taking into account the obvious agreement of eyeball extrapolation and spherical model calculation for the amplitudes $`𝒜(n)`$ that were calculated from the spin-spin correlation length amplitude as $`𝒜(n)=A_\sigma x_\sigma `$, cp. Fig. 7, it becomes obvious that the mismatch is entirely due to the behavior of the energy-energy correlations. Note also that, since the specific heat is constant in the low-temperature phase of the spherical model in three dimensions, interpreting this as an effectively vanishing specific-heat exponent $`\alpha ^{}=0`$ leads to an effective energetic scaling dimension $`x_ϵ^{}=1`$. This, in fact, implies a violation of the scaling relation Eq. (7), which is of the hyper-scaling type, for the case of the spherical model.
Puzzled by this striking mismatch, we performed a roughly explorative MC simulation directly in the spherical model, which rendered results in qualitative agreement with an amplitude ratio of $`A_\sigma /A_ϵ=2`$ as suggested by the analytical calculation. Then, it is natural to ask whether there is a contradiction with Stanley’s result on the equivalence of the $`n\mathrm{}`$ limit of the O($`n`$) model and the spherical model berlin:52 , which has been, after some debate over mathematical subtleties helfand:69a , rigorously proven kac:71a . The precise statement that can be proven is the identity of the partition functions or, equivalently, free energies of the two models in the thermodynamic limit for the whole temperature range, even independent of the order of taking the limits $`n\mathrm{}`$ and $`N\mathrm{}`$ (the thermodynamic limit). Since multi-point correlation functions do not follow from the (source-free) partition function, this does not say anything about the behavior of these functions in those two models. A direct calculation in the spherical model, cf. Appendix B, results in a simple factorization property of the long distance behavior of the connected energy-energy correlation function for all temperatures in one and two dimensions and in the high-temperature phase down to $`T_c`$ in three dimensions. If the four-point function of the spherical-model spins is denoted by $`C_{ijkl}`$, one has:
$`C_{ii+1jj+1}C_{ii+1}^2`$ $`=C_{ij}C_{i+1j+1}+C_{ij+1}C_{i+1j}`$ (32)
$`2C_{ij}^2,|ji|\mathrm{},`$
where $`C_{ij}`$ are the corresponding two-point functions. This confirms Henkel’s results for the Hamiltonian formulation henkel:88a on more general grounds.
Considering the $`n\mathrm{}`$ limit of the O($`n`$) model, on the other hand, reveals that the connected part of the energy-energy correlation function vanishes in the first-order saddle-point approximation that is being used for the comparison of the two models, cf. Appendix C. This is in agreement with general considerations for the large $`n`$ model by Brézin brezin:82a . For the case of the one-dimensional spin chain, the connected energy-energy correlation function even vanishes exactly for all $`n`$, so that one can rule out an agreement of the two limits to higher order of the steepest-descent expansion in this case. Thus the mismatch of finite-$`n`$ extrapolations and spherical model results of Fig. 8 has some well-defined mathematical reason.
Starting from the observation that the curves of Fig. 8 for the amplitude ratios seem to be quite parallel as a function of (finite) $`n`$ for the both kinds of boundary conditions, we also plotted the collapsed ratio $`\frac{A_\sigma /A_ϵ}{x_ϵ/x_\sigma }`$ that should be unity if the amplitude-exponent relation Eq. (6) holds true. Inspecting Fig. 9, this is, according to our above results, of course the case for antiperiodic boundary conditions. Moreover, and a priori somewhat unexpected, this ratio seems to be also quite constant for the case of a periodic boundary, stabilizing around a value compatible with $`4/3`$ within statistical errors. Note that the exceptionally small error of the value for $`n=3`$ (the Heisenberg model) and its apparent deviation towards a larger ratio is due to the impossibility to fit the $`n=3`$ energy-energy correlation lengths to a scaling law including a correction term as mentioned in Sec. IV. Statistically, the data are consistent with a fit to a constant ($`Q=0.08`$), and perfectly so when dropping the $`n=3`$ point ($`Q=0.4`$).
In view of this observation one might argue that the asymptotic scaling relation Eq. (6) in three dimensions has to be replaced by a generalized ansatz of the form
$$\frac{\xi _\sigma }{\xi _ϵ}=R\frac{x_ϵ}{x_\sigma },$$
(33)
with an overall, model independent factor $`R`$ that depends only on the boundary conditions and happens to be just $`1`$ for the case of an antiperiodic boundary. For the amplitude scaling law this would lead to an asymptotic form
$$\xi _{\sigma /ϵ}(n)=R\frac{𝒜(n)}{x_{\sigma /ϵ}}L_x,$$
(34)
cp. Eq. (5). Accepting such a generalized ansatz, a least-squares fit of the collapsed ratios of Fig. 9 to a constant $`R`$ gives $`R=1.0037(45)`$ for antiperiodic boundary conditions, underlining the validity of the original amplitude-exponent relation Eq. (6), or alternatively Eq. (33) with $`R=1`$, for this case. For the periodic-boundary systems, on the other hand, we arrive at $`R=1.3546(76)`$ (omitting the $`n=3`$ point), indeed statistically consistent with the conjectured value of $`4/3`$.
This somewhat diminishes the at first sight apparently exceptional importance of choosing antiperiodic boundary conditions in three dimensions. Taking into account the smooth amplitude variation of Fig. 7(b) the same universality statements hold for periodic and for antiperiodic boundary conditions.
## VII Conclusions
We performed extensive MC simulations for several representatives of the class of O($`n`$) spin models. Concentrating on the geometry of three-dimensional slabs $`S^1\times S^1\times `$ we found a simple inversely linear relation between the leading scaling amplitudes of the correlation lengths of the magnetization and energy densities and the corresponding scaling dimensions valid to high accuracy for the Ising ($`n=1`$), XY ($`n=2`$), Heisenberg ($`n=3`$), and $`n=10`$ generalized Heisenberg models for antiperiodic boundary conditions along the torus directions. This is the analogue of the CFT result in two dimensions with periodic boundary conditions applied. There is evidence for the universality not only of amplitude ratios (type (i’) of our classification in the Introduction), but also of scaling amplitudes themselves (type (i)). To definitely decide the question whether universality in the sense (ii) above, i.e. condensation of all operator dependent information in the scaling dimensions, is present, further operators would have to be considered. Independence, apart from changes in the scaling dimension, of the scaling amplitudes from the model under consideration, i.e. type (iii) universality, is explicitly broken for three dimensions as compared to the two-dimensional case: we find a smooth variation of the overall “meta” amplitudes $`𝒜(n)=A_\sigma (n)x_\sigma (n)`$, depending on the order-parameter dimension $`n`$. It might be interesting to consider further classes of models, such as for example Potts models, to see whether any of these properties are specific to the O($`n`$) spin model class.
Considering the deviation of the periodic boundary correlation lengths ratios from the corresponding inverse scaling dimension ratios, the validity of a scaling law of the form Eq. (6) can be definitely ruled out for this case. Generalizing this ansatz with an overall factor $`R`$ depending on boundary conditions as in Eq. (33), however, we find it fulfilled also for the case of periodic boundaries with a factor $`R`$ independent from $`n`$ and taking a value compatible with $`4/3`$. In view of that, the fact that $`R=1`$ for the case of antiperiodic boundary conditions might be rather a coincidence than a “deep” physical property. Taking into account that in two dimensions the corresponding prefactors are specific to the operators considered, cp. Eq. (8), makes it probable that a similar behavior occurs in three dimensions, destroying type (ii) universality. It might be interesting to analyze the behavior of correlation lengths in the four-dimensional geometry $`S^1\times S^1\times S^1\times `$ to check whether a scaling law of the generalized form Eq. (33) can be retained and if so, how the factor $`R`$ depends on the dimensionality of the lattice.
Trying to match our finite $`n`$ results with analytical calculations for the spherical model we found a striking mismatch of the data concerning energy-energy correlations. Inspecting the four-point functions directly in the spherical model and the O($`n\mathrm{}`$) model limit we find that both results do not match to first order of the saddle-point approximation in general dimensions and to all orders in one dimension. Thus, the idea of equivalence of the two models has to be limited to its original extent, namely the identity of partition functions in the thermodynamic limit. Quantities not directly related to the partition function, like multi-point correlation functions, do not necessarily have to coincide. Further work has to be done to possibly evaluate exactly the correlation lengths ratios in the $`n\mathrm{}`$ limit for both sorts of boundary conditions.
Since, still, there is no explanation of the findings concerning the correlation lengths ratios for finite $`n`$ in terms of a field-theoretic or otherwise exact approach, we would like to encourage further research in this direction.
###### Acknowledgements.
The authors thank K. Binder, J. L. Cardy, and M. Henkel for useful discussions. MW gratefully acknowledges support by the “Deutsche Forschungsgemeinschaft” through the “Graduiertenkolleg Quantenfeldtheorie”.
## Appendix A Equal distribution of random numbers on a hyper-sphere
Consider a probability density in polar co-ordinates $`f(\varphi ,\theta )`$ equally distributed on the $`2`$-sphere $`S^2`$, i.e.:
$$\frac{f(\varphi ,\theta )\mathrm{d}\varphi \mathrm{d}\theta }{\mathrm{sin}\theta \mathrm{d}\varphi \mathrm{d}\theta }=\mathrm{const}.$$
(35)
Factorizing $`f(\varphi ,\theta )=p(\varphi )q(\theta )=\mathrm{const}\mathrm{sin}\theta `$, and taking into account the normalization condition $`d\mathrm{\Omega }f(\varphi ,\theta )=1`$, one finds:
$$f(\varphi ,\theta )=p(\varphi )q(\theta )=\frac{1}{2\pi }\frac{1}{2}\mathrm{sin}\theta .$$
(36)
Pseudo-random number generators usually generate numbers equally distributed in the unit interval $`[0,1]`$. How does this transform to an arbitrary distribution? Let a random variable $`z`$ be distributed with a density $`g(z)`$ and transform according to $`z^{}=\omega (z)`$; the density $`h(z^{})`$ then follows from the equation
$$g(z)\mathrm{d}z=h(z^{})\mathrm{d}z^{}=h(\omega (z))\omega ^{}(z)\mathrm{d}z.$$
(37)
Thus, for random numbers $`z`$ equally distributed in $`[0,1]`$ the transformation $`\theta =\mathrm{arccos}(12z)`$ gives the desired distribution $`q(\theta )=\frac{1}{2}\mathrm{sin}\theta `$. This form is being used for the simulations of the $`n=3`$ Heisenberg model. For general polar co-ordinates in $`^n`$, $`x_1=r\mathrm{cos}\theta _1`$, $`x_2=r\mathrm{sin}\theta _1\mathrm{cos}\theta _2`$, up to $`x_n=r\mathrm{sin}\theta _1\mathrm{}\mathrm{sin}\theta _{n1}`$, where $`0\theta _i\pi `$, $`0\theta _{n1}<2\pi `$ is understood, the volume element is given by:
$$\mathrm{d}V=r^{n1}\mathrm{sin}^{n2}\theta _1\mathrm{sin}^{n3}\theta _2\mathrm{}\mathrm{sin}\theta _{n2}\mathrm{d}r\underset{i}{}\mathrm{d}\theta _i,$$
(38)
so that one has for the factors $`f^{(i)}(\theta _i)`$ of an equally distributed density $`f(\theta _1,\mathrm{},\theta _{n1})=_if^{(i)}(\theta _i)`$:
$`f^{(i)}(\theta _i)={\displaystyle \frac{1}{\gamma (ni1)}}\mathrm{sin}^{ni1}\theta _i,i<n1,`$
$`f^{(n1)}(\theta _{n1})={\displaystyle \frac{1}{2\pi }},`$ (39)
with normalization factors $`\gamma (k)=\sqrt{\pi }\mathrm{\Gamma }(\frac{k+1}{2})/\mathrm{\Gamma }(\frac{k}{2}+1)`$. Thus, for $`z_i`$ equally distributed in $`[0,1]`$ the transformations $`z_i(\theta _i)`$ are given by:
$$z_i(\theta _i)\mathrm{int}(\theta _i)=\frac{1}{\gamma (ni1)}d\theta _i\mathrm{sin}^{ni1}\theta _i,$$
(40)
for $`i<n1`$. The integrals can be evaluated analytically for each $`\theta _i`$. There is, however, no closed form expression for the inverse transformation $`\theta _i(z_i)`$ that is needed to generate random vectors equally distributed on the hyper-sphere $`S^{n1}`$. The trivial workaround solution of sampling equally distributed in the hyper-cube $`L^n=[1,1]\times \mathrm{}\times [1,1]`$, discarding the complement $`L^n\backslash B^n`$ and projecting the remaining points on the sphere $`S^{n1}`$, suffers from asymptotically vanishing efficiency, since the ratio of used to discarded volumes vanishes with increasing $`n`$ exponentially as $`\pi ^{n/2}/2^n\mathrm{\Gamma }(\frac{n}{2}+1)`$. We thus resorted to a numerical inversion of $`z_i(\theta _i)`$ using interpolation between the pre-calculated points of a binary tree.
## Appendix B Energy-energy correlation function in the spherical model
Consider the spherical model of Berlin and Kac berlin:52 consisting of “spins” $`ϵ_i`$ with the constraint:
$$\underset{i=1}{\overset{N}{}}ϵ_i^2=N,$$
(41)
where $`N`$ denotes the number of lattice sites. For ease of reference we use the notation of the original paper here; thus, the $`ϵ_i`$ are not to be confused with the local energy densities defined above in Eq. (13). The Hamiltonian is:
$$=J\underset{ij}{}ϵ_iϵ_j.$$
(42)
Using the Fourier representation of the $`\delta `$-constraint Eq. (41) the partition function can be written as:
$`Z_N`$ $`=`$ $`{\displaystyle \frac{A_N^1}{2\pi i}}{\displaystyle _{\alpha _0i\mathrm{}}^{\alpha _0+i\mathrm{}}}dse^{Ns}{\displaystyle \mathrm{}dϵ_1\mathrm{}dϵ_N}`$ (43)
$`\times \mathrm{exp}(s{\displaystyle \underset{i}{}}ϵ_i^2+K{\displaystyle \underset{ij}{}}ϵ_iϵ_j),`$
choosing $`\alpha _0`$ such that the singularities in $`s`$ of the integrand are excluded from the integration volume. $`A_N`$ ensures the correct normalization of the integral measure and $`K=\beta J`$ denotes the coupling. Diagonalizing the quadratic form $`_{ij}ϵ_iϵ_j`$ with eigenvalues $`\lambda _j`$ via an orthogonal transformation $`ϵ_i=_jV_{ij}y_j`$, the Gaussian integration over the $`ϵ_i`$ can be performed:
$`{\displaystyle \mathrm{}dy_1\mathrm{}dy_N\mathrm{exp}[\underset{j}{}(sK\lambda _j)y_j^2]}`$
$`=\pi ^{N/2}\mathrm{exp}[{\displaystyle \frac{1}{2}}{\displaystyle \underset{j}{}}\mathrm{ln}(sK\lambda _j)]`$ (44)
so that,
$`Z_N`$ $`=`$ $`A_N^1\pi ^{N/2}2Ke^{\frac{1}{2}N\mathrm{ln}2K}{\displaystyle \frac{1}{2\pi i}}{\displaystyle _{z_0i\mathrm{}}^{z_0+i\mathrm{}}}dz`$ (45)
$`\times \mathrm{exp}[N2Kz{\displaystyle \frac{1}{2}}{\displaystyle \underset{j=1}{\overset{N}{}}}\mathrm{ln}(z{\displaystyle \frac{1}{2}}\lambda _j)],`$
where $`s=2Kz`$. This expression can be evaluated in the saddle point limit $`N\mathrm{}`$ depending on the distribution of the eigenvalues $`\lambda _i`$ for a given lattice. Now consider the two-point function,
$$C_{ij}ϵ_iϵ_j=\underset{r,s}{}V_{ir}V_{js}y_ry_s=\underset{r}{}V_{ir}V_{jr}y_r^2,$$
(46)
where the last equality follows from the symmetry of the partition function Eq. (43). Compared to the Gaussian integration Eq. (44) the insertion of a factor $`y_r^2`$ in the integrand gives an additional factor of:
$$\frac{1}{2(sK\lambda _r)}=\frac{1}{4K(z\frac{1}{2}\lambda _r)}.$$
(47)
The corresponding integral over $`z`$ can also be evaluated in the saddle point approximation berlin:52 . Now, analogously, consider the four-point function:
$$C_{ijkl}ϵ_iϵ_jϵ_kϵ_l=\underset{r,s,t,u}{}V_{ir}V_{js}V_{kt}V_{lu}y_ry_sy_ty_u.$$
(48)
Here, again, only paired occurrences of the $`y_m`$ survive due to the inversion symmetry:
$`C_{ijkl}`$ $`={\displaystyle \underset{r}{}}V_{ir}V_{jr}V_{kr}V_{lr}y_r^4+{\displaystyle \underset{rs}{}}V_{ir}V_{jr}V_{ks}V_{ls}y_r^2y_s^2+`$ (49)
$`{\displaystyle \underset{rs}{}}`$ $`V_{ir}V_{js}V_{kr}V_{ls}y_r^2y_s^2+{\displaystyle \underset{rs}{}}V_{ir}V_{js}V_{ks}V_{lr}y_r^2y_s^2.`$
The insertion of $`y_r^4`$ under the Gaussian integral gives an additional factor of $`3/[4(sK\lambda _r)^2]=3/[16K^2(z\lambda _r/2)^2]`$, whereas $`y_r^2y_s^2`$ gives $`1/[16K^2(z\lambda _r/2)(z\lambda _s/2)]`$, so that the diagonal terms left out in Eq. (49) are reinserted:
$`C_{ijkl}=`$ $`{\displaystyle \underset{r,s}{}}`$ $`(V_{ir}V_{jr}V_{ks}V_{ls}+V_{ir}V_{js}V_{kr}V_{ls}`$ (50)
$`+V_{ir}V_{js}V_{ks}V_{lr})y_r^2y_s^2`$
Now performing the $`z`$-integration of Eq. (45) in the saddle point limit $`N\mathrm{}`$ is equivalent to just inserting the saddle point value $`z=z_s`$ for the factors given above, whenever a normal saddle point exists. As Berlin and Kac have shown, this is the case for all finite temperatures in one and two dimensions and for $`TT_c`$ in three dimensions; in the low-temperature phase, the saddle point “sticks” to its value for $`T=T_c`$. Then, the four-point function simply factorizes, so that, comparing Eq. (50) to the expression Eq. (46) for the two-point function it is clear that:
$$C_{ijkl}=C_{ij}C_{kl}+C_{ik}C_{jl}+C_{il}C_{jk},$$
(51)
and, finally, considering the connected energy-energy correlation function, one has:
$`C_{ii+1jj+1}C_{ii+1}^2`$ $`=C_{ij}C_{i+1j+1}+C_{ij+1}C_{i+1j}`$ (52)
$`2C_{ij}^2,|ji|\mathrm{},`$
so that the energy-energy correlation function is trivially related to the spin-spin correlation function. Note that Eq. (51) would follow from Wicks’s Lemma for the Gaussian model. This especially confirms the factor-two relation $`x_ϵ/x_\sigma =2`$ between the corresponding scaling dimensions derived by Henkel using transfer matrices henkel:88a . The factorization property can also be seen in the grand-canonical formulation of the spherical model, the “mean” spherical model lewis:52a , where the hard constraint Eq. (41) is being replaced by its thermodynamical average, so that one can leave out the problematic $`z`$-integration above. There has been some debate over the coincidence of the thermodynamic limit of the two models, which is now believed to be settled yan:65a .
## Appendix C Energy-energy correlation function in the limit of infinite spin dimensionality
The treatment of the partition function of the O($`n`$) model in the $`n\mathrm{}`$ limit is quite analogous to that of the spherical model, cp. stanley:68a . For the comparison of the $`n\mathrm{}`$ limit with the spherical model the constraint $`𝝈_i𝝈_i=1`$ of Eq. (11) has to be replaced by $`𝝈_i𝝈_i=n`$. We write the partition function of the model as:
$`Z_N^{(n)}(K)=A_{N}^{(n)}{}_{}{}^{1}{\displaystyle \mathrm{}d\sigma _1^{(1)}\mathrm{}d\sigma _N^{(n)}\underset{j}{}\delta (n𝝈_j^2)}`$
$`\times \mathrm{exp}[K{\displaystyle \underset{ij}{}}{\displaystyle \underset{\nu }{}}\sigma _i^{(\nu )}\sigma _j^{(\nu )}],`$ (53)
where $`A_N^{(n)}`$ ensures the correct normalization. Rewriting the $`\delta `$-constraints to the Fourier representation, one now has to introduce $`N`$ variables $`\left\{t_i\right\}`$, arriving at:
$`Z_N^{(n)}(K)=A_{N}^{(n)}{}_{}{}^{1}\left({\displaystyle \frac{K}{2\pi i}}\right)^N{\displaystyle _{\mathrm{}}^+\mathrm{}}\mathrm{}{\displaystyle _{\mathrm{}}^+\mathrm{}}d\sigma _1^{(1)}\mathrm{}d\sigma _N^{(n)}`$
$`\times {\displaystyle _i\mathrm{}^{+i\mathrm{}}}\mathrm{}{\displaystyle _i\mathrm{}^{+i\mathrm{}}}\mathrm{d}t_1\mathrm{}\mathrm{d}t_N\mathrm{exp}(Kn{\displaystyle \underset{i}{}}t_i)`$
$`\times {\displaystyle \underset{\nu =1}{\overset{n}{}}}\mathrm{exp}(K{\displaystyle \underset{i}{}}t_i\sigma _{i}^{(\nu )}{}_{}{}^{2}+K{\displaystyle \underset{ij}{}}\sigma _i^{(\nu )}\sigma _j^{(\nu )}).`$ (54)
Interchanging the order of integrations one is again left with integrals of Gaussian type that are easily solved transforming the spin variables orthogonally according to $`\sigma _i^{(\nu )}=_jV_{ij}y_j^{(\nu )}`$. Note that the transformation is symmetric in the component index $`\nu `$ of the spins. The calculation is given in more detail for the case of a one-dimensional chain below. Here, we again consider the relation between two-point and four-point correlation functions. We take the two-point function to be
$$C_{ij}\frac{1}{n}𝝈_i𝝈_j=\sigma _i^{(\nu )}\sigma _j^{(\nu )},$$
(55)
where the last equation for any $`\nu =1,\mathrm{},n`$ follows from the O($`n`$) symmetry of the model in the unbroken, high-temperature phase. Using the same arguments of Gaussian integration as for the case of the spherical model, the four-point function:
$$C_{ijkl}\frac{1}{n^2}(𝝈_i𝝈_j)(𝝈_k𝝈_l),$$
(56)
again decomposes in terms of the diagonal variables $`y_i^{(\nu )}`$ as:
$`C_{ijkl}`$ $`=`$ $`{\displaystyle \frac{1}{n^2}}{\displaystyle \underset{r,t,\mu ,\nu }{}}V_{ri}V_{rj}V_{tk}V_{tl}y_{r}^{(\mu )}{}_{}{}^{2}y_{t}^{(\nu )}{}_{}{}^{2}`$ (57)
$`+{\displaystyle \frac{1}{n^2}}{\displaystyle \underset{r,s,\mu }{}}V_{ri}V_{sj}V_{rk}V_{sl}y_{r}^{(\mu )}{}_{}{}^{2}y_{s}^{(\mu )}{}_{}{}^{2}`$
$`+{\displaystyle \frac{1}{n^2}}{\displaystyle \underset{r,s,\mu }{}}V_{ri}V_{sj}V_{sk}V_{rl}y_{r}^{(\mu )}{}_{}{}^{2}y_{s}^{(\mu )}{}_{}{}^{2}.`$
In the saddle point limit, which now corresponds to $`n\mathrm{}`$, this expression factorizes in terms of two-point functions as:
$$C_{ijkl}=C_{ij}C_{kl}+\frac{1}{n}C_{ik}C_{jl}+\frac{1}{n}C_{il}C_{jk},$$
(58)
so that the “mixed” terms are suppressed with $`1/n`$. This asymmetry results from the preset pairing of the spin component indices $`\mu `$ and $`\nu `$ in the four-point function. As a consequence, the connected part of the energy-energy correlation function:
$$C_{ii+1jj+1}C_{ii+1}^2=\frac{1}{n}C_{ij}C_{i+1j+1}+\frac{1}{n}C_{ij+1}C_{ji+1},$$
(59)
vanishes in the first-order saddle-point approximation. Thus, any non-vanishing contributions that are to be expected from our numerical results, have to come from sub-leading terms in the steepest-descent expansion. The correspondence of the $`n\mathrm{}`$ limit to the spherical model seems only to hold to leading order of the saddle-point approximation.
In the broken, low-temperature phase Eq. (55) has to be replaced by
$$C_{ij}=\frac{1}{n}𝝈_i𝝈_j\underset{\nu }{\mathrm{max}}\sigma _i^{(\nu )}\sigma _j^{(\nu )}C_{ij}^{\mathrm{max}},$$
(60)
so that the factorization property of the four-point function Eq. (58) becomes
$$C_{ijkl}C_{ij}C_{kl}+\frac{1}{n}C_{ik}^{\mathrm{max}}C_{jl}^{\mathrm{max}}+\frac{1}{n}C_{il}^{\mathrm{max}}C_{jk}^{\mathrm{max}},$$
(61)
and again the connected part of the energy-energy correlation function is $`O(1/n)`$, vanishing in the first-order saddle-point limit.
For the case of an one-dimensional lattice the first-order saddle-point approximation is exact as can be checked by explicit calculation. Consider an open chain of O($`n`$) spins<sup>1</sup><sup>1</sup>1Considering a closed chain is technically much more intricate, cp. thompson:domb , but, of course, gives the same results in the thermodynamic limit $`N\mathrm{}`$.. The partition function is given by the general expression Eq. (53) with the nearest-neighbor sum $`_{ij}𝝈_i𝝈_j`$ replaced by the one-dimensional expression $`_i𝝈_i𝝈_{i+1}`$. Following Stanley stanley:69a , we factor out the integration over the last spin $`𝝈_N`$, which has the form:
$`𝒵^{(n)}(K)={\displaystyle \frac{K}{2\pi i}}{\displaystyle \mathrm{}d\sigma ^{(1)}\mathrm{}d\sigma ^{(n)}_i\mathrm{}^{+i\mathrm{}}du}`$
$`\times \mathrm{exp}[uK(n{\displaystyle \underset{\nu }{}}\sigma _{}^{(\nu )}{}_{}{}^{2})]\mathrm{exp}[K{\displaystyle \underset{\nu }{}}c_\nu \sigma ^{(\nu )}],`$ (62)
where $`c_\nu \sigma _{N1}^{(\nu )}`$. Inserting the unity factor $`\mathrm{exp}[K\alpha _0(n_\nu \sigma _{}^{(\nu )}{}_{}{}^{2})]`$ and choosing $`\alpha _0`$ sufficiently large to exclude the singularities, one has:
$`𝒵^{(n)}(K)`$ $`=`$ $`{\displaystyle \frac{K}{2\pi i}}{\displaystyle _{\alpha _0i\mathrm{}}^{\alpha _0+i\mathrm{}}}dve^{vKn}{\displaystyle \underset{\nu }{}}{\displaystyle d\sigma ^{(\nu )}}`$ (63)
$`\times \mathrm{exp}[K(v\sigma _{}^{(\nu )}{}_{}{}^{2}c_\nu \sigma ^{(\nu )})],`$
where $`vu+\alpha _0`$. Square completion and a change of variables $`w=2v`$ gives:
$`𝒵^{(n)}(K)`$ $`=`$ $`\left({\displaystyle \frac{2\pi }{K}}\right)^{n/2}{\displaystyle \frac{K}{4\pi i}}{\displaystyle _{2\alpha _0i\mathrm{}}^{2\alpha _0+i\mathrm{}}}dw`$ (64)
$`\times \mathrm{exp}[{\displaystyle \frac{1}{2}}nK(w+1/w)]w^{n/2}`$
$`=`$ $`{\displaystyle \frac{1}{2}}K(2\pi /K)^{n/2}I_{n/21}(nK),`$
which is an integral representation of the modified Bessel function of the first kind. Thus, the spin integrations can be done successively, the full partition function being given by:
$$Z_N^{(n)}(K)=[(nK/2)^{1n/2}\mathrm{\Gamma }(n/2)I_{n/21}(nK)]^{N1},$$
(65)
where the $`\mathrm{\Gamma }`$ function enters through the normalization factor $`A_{N}^{(n)}{}_{}{}^{1}`$ and the last integration, which corresponds to $`𝒵^{(n)}(0)`$. Considering the two-point function, an additional factor $`𝝈_i𝝈_j`$, $`i<j`$, is inserted in the integrand of Eq. (53). Again starting the integration with the last spin $`𝝈_N`$, the first $`Nj`$ integrations are unaltered. The integration over $`𝝈_j`$ gives additional factors of $`c_\nu /2v`$ from the Gaussian integration Eq. (64), where now $`c_\nu \sigma _{j1}^{(\nu )}`$, so that one is left with
$$\stackrel{~}{𝒵}^{(n)}(K)=\frac{1}{2}K\left(\frac{2\pi }{K}\right)^{n/2}I_{n/2}(nK)\underset{\nu }{}\sigma _i^{(\nu )}c_\nu ,$$
(66)
and the form of the integrand for the next integrations is unchanged. The integration over $`𝝈_i`$ adds a factor of $`n`$ since $`c_\nu `$ above becomes $`\sigma _i^{(\nu )}`$ and $`_\nu \sigma _i^{(\nu )}\sigma _i^{(\nu )}=n`$, followed by another $`i1`$ integrations of the partition-function type. With $`uu(nK)=I_{n/2}(nK)`$ and $`vv(nK)=I_{n/21}(nK)`$ one arrives at:
$$\frac{1}{n}𝝈_i𝝈_j=\frac{v^{N1+ij}u^{ji}}{v^{N1}}=(u/v)^{ji}.$$
(67)
From this it is straightforward to derive the form of the four-point function by analogy:
$`{\displaystyle \frac{1}{n^2}}(𝝈_i𝝈_j)(𝝈_k𝝈_l)`$ $`=`$ $`v^{Nl}u^{lk}v^{kj}u^{ji}v^{i1}v^{1N}`$ (68)
$`=`$ $`(u/v)^{(lk)+(ji)},`$
where $`i<j<k<l`$ is understood. For the special case of energy-energy correlations one has:
$$\frac{1}{n^2}(𝝈_i𝝈_{i+1})(𝝈_j𝝈_{j+1})=(u/v)^2,$$
(69)
which does not depend on the distance $`|ji|`$. Hence the connected energy-energy correlation function vanishes exactly even for finite $`n`$ in one dimension. The $`n\mathrm{}`$ limit of this expression is given by:
$$\frac{1}{n^2}(𝝈_i𝝈_{i+1})(𝝈_j𝝈_{j+1})=\frac{4K^2}{[1+\sqrt{1+(2K)^2}]^2}.$$
(70) |
warning/0003/cond-mat0003196.html | ar5iv | text | # PECULIARITIES OF RAMAN SPECTRA SHAPE IN THE DISORDERED FERROELECTRICS
## 1 Introduction
Investigation of Raman spectra of the first order (FOR) in disordered ferroelectrics was shown to be sensitive method for studying of the critical slowing down of optic phonons nearby ferroelectric transition and dynamics of local fluctuation (see e.g. and ref. therein). Several attempts were made to explain FOR spectral anomalies such as strong increase of peak intensity in the vicinity of $`T_c`$ and peculiar shape of the line . However, up to now there is no general approach to the description of Raman spectra in the disordered ferroelectrics nearby $`T_c`$. These results are in the discrepancy in the values of the materials physical characteristics obtained from experimental data (see e.g. -). The most promising way for development of general approach seems to be the model allowing for inhomogeneous broadening of FOR lines induced by static disorder and homogeneous broadening due to dynamic effects. The existence of both these contributions to Raman spectra was shown early in $`KTa_{1x}Nb_xO_3`$ ($`KTN`$) and $`K_{1x}Li_xTaO_3`$ ($`KLT`$) .
Theory of inhomogeneously broadened lines in radio-, optic- and other spectroscopy methods was developed in many details early for conventional dielectric and magnetic systems . In these materials inhomogeneous broadening used to be temperature independent, so that only homogeneous broadening may be the source of temperature dependence of the spectra line shape and width. In the disordered ferroelectrics due to nonlinear and spatial correlation effects which is known to be especially strong in the vicinity of $`T_c`$ inhomogeneous broadening was recently shown to be temperature dependent .
In the present work a theory of FOR allowing for both linear and nonlinear contributions to inhomogeneous broadening as well as to homogeneous mechanisms of line broadening is developed. The theory explains the main peculiarities of observed FOR spectra in $`KTL`$ with 1% and 4% of $`Li`$ and in $`KTN`$ with 15.7% of $`Nb`$ ions when the systems approach the phase transition from above. Since in vicinity of the phase transition the nonlinear effects are known to be large enough our theory is more general than that in , where nonlinear and spatial correlation effects were not taken into account. The proposed theoretical approach allows to describe of the Raman spectra (in distingvish ) without calculation of the correlation function of the quasi-static polarization fluctuations but only suggesting about its spectral density form. Because of generality of proposed theory it can be applied to many ferroelectrics in vicinity of transition temperature.
## 2 Theory of first order Raman spectra shape
2.1 Incipient ferroelectric $`KTaO_3`$ doped by $`Li`$ or $`Nb`$ ions can have ferroelectric phase transition, mixed ferroglass phase and dipole glass state in dependence on temperature and the impurities concentrations . These materials can be regarded as the model systems of the disordered ferroelectrics. Their peculiar properties are connected with off-center positions of $`Li`$ and $`Nb`$ ions substituted for $`K^+`$ and $`Ta^{5+}`$ ions respectively. Some anomalies of Raman spectra can be explained also by these ions off-centrality. In particular quasistatic polarization fluctuations induced by off-center ions can lead to the reduction of $`KTaO_3`$ cubic symmetry and to the appearance of first order Raman scattering (FOR) even above the transition temperature $`T_c`$ . The most detail description of the appeareance of the single phonon Raman lines above $`T_c`$ can be found in where it was shown how the slow finite-range precursor order, dominant near the phase transition, is responsible for the persistence of quasi-first-order hard-mode features above $`T_c`$.
As known, Raman scattering in perovskite ferroelectrics is caused by the changes in the oxygen electrtonic polarizability $`\delta \alpha (r,t)`$ induced by optic vibration modes of the lattice. This changes can be written in the form
$$\delta \alpha (r,t)=𝐏(𝐫,t)\widehat{\mathrm{\Lambda }}𝐏(𝐫,t)$$
(1)
where $`P(r,t)`$ represents the space- and time-dependent polarization fluctuation and $`\widehat{\mathrm{\Lambda }}`$ is a fourth-rank tensor. Equation (1) usually describes second-order Raman scattering. However, if we write the fluctuation polarization as a sum over the components due to the polar hard modes $`P^h`$ and slow relaxing component $`P^\mu `$ we can explain the appearance of single-phonon Raman scattering above $`T_c`$ considering the cross terms $`P^\mu P^h`$ in the Eq.(1) The scattering intensity is given by the spatial and temperature Fourier components of the polarizability correlation function
$`I(\omega )`$ $``$ $`<\delta \alpha (r,t)\delta \alpha (0,0)>_{q=0,\omega }`$ (2)
$``$ $`{\displaystyle \underset{q^{}}{}}{\displaystyle 𝑑\omega ^{}<P^\mu (r,t)P^\mu (0,0)>_{q^{},\omega ^{}}<P^h(r,t)P^h(0,0)>_{q^{},\omega \omega ^{}}},`$
Because the first correlation function has a sharp maximum near $`\omega ^{}=0`$ and second one near $`\mathrm{\Omega }_q`$, $`I(\omega )`$ is sharply peaked at $`\omega =\mathrm{\Omega }_q`$, i.e., near the hard single-phonon frequency.
It is seen that (2) can be represented as the convolution of the functions represented inhomogeneous and homogeneous mechanisms of broadening connected respectively with the first and the second correlators and so it can be written in the form
$$I(\omega )=I_0_{\mathrm{}}^{\mathrm{}}J(\omega ,\omega ^{})f(\omega ^{})𝑑\omega ^{}.$$
(3)
The detailed form of homogeneuos $`J(\omega ,\omega ^{})`$ and inhomogeneous contribution $`f(\omega ^{})`$ can be obtained by the following way. Thermal lattice vibrations usually lead to homogeneous broadening with simple Lorentzian shape, i.e.
$$<P^h(r,t)P^h(0,0)>_{q^{},\omega \omega ^{}}\frac{1}{\mathrm{\Omega }_q^{}}\frac{\mathrm{\Gamma }}{\mathrm{\Gamma }^2+\left(\omega \omega ^{}\mathrm{\Omega }_q^{}\right)^2},$$
(4)
which should be valid for the difference of frequencies $`(\omega \omega ^{})`$ close to hard phonon frequency $`\mathrm{\Omega }_q^{}`$. On the other hand the correlation function of quasistatic polarization reads
$$<P^\mu (r,t)P^\mu (0,0)>_{q^{},\omega ^{}}=<P^\mu (r)P^\mu (0)>_q^{}\pi \delta (\omega ^{}).$$
(5)
Substituting (long-wave approximation) $`_q^{}\frac{V}{(2\pi )^3}d^3q^{}`$ and performing some transformation one obtaine that
$$f(\omega ^{})=𝑑q^{}q^2<P^\mu (r)P^\mu (0)>_q^{}\delta (\omega ^{}\mathrm{\Omega }_q^{})\frac{1}{\mathrm{\Omega }_q^{}},$$
(6)
$$J(\omega ,\omega ^{})=\frac{\mathrm{\Gamma }}{\mathrm{\Gamma }^2+(\omega \omega ^2)},I_0=\frac{V}{2\pi }.$$
(7)
Equations (6) and (7) determine respectively the contribution of inhomogeneous and homogeneous broadening into Raman line shape (see Eq. (3)). However it is seen from Eq. (6), that for $`f(\omega )`$ calculation one has to calculate firstly the correlation function of polarization. Its calculation utilized some special models and supposition . To our mind more general approach for $`f(\omega )`$ calculation can be statistical theory of specrtal line shape . This theory was sucsessfully applied for description of optic, radiospectrroscopy, $`\gamma `$-resonance etc. line shapes .
2.2 The shape of $`f(\omega )`$ was calculated in the statistical theory framework for the cases when the frequency shift of spectral line is linear and nonlinear function of random fields. The latter case seems to be especially important for disordered ferroelectrics at $`T=T_c\pm \mathrm{\Delta }T`$, $`\mathrm{\Delta }T(10÷20)K`$, where nonlinear and correlation effects is known to be large enough. As a matter of fact the distribution function allowing for these effects can be expressed via linear one in the framework of the general theory of probability which makes it possible to write down the distribution of one random quantity via that of another if the relation between these quantities is known . For example in the simplest case when the random quantity $`x`$ is a single-valued monotonous function of another random quantity $`h`$ then the relation between their distribution functions $`g(h)`$ and $`f(x)`$ can be written as
$$g(h)=f(x(h))\left|\frac{dx(h)}{dh}\right|.$$
(8)
In general case when several different $`x`$ values correspond to the same $`h(x)`$ value the space of $`x`$ should be devided into the regions where the function $`h(x)`$ is monotonous. For the entire $`x`$-domain distribution function $`g(h)`$ can be represented as a sum of terms like Eq.(8) . Since the distribution function in the case of linear contribution of the random field $`f_1(\omega )`$ can be analytically calculated in statistical theory approach we have to express via it the distribution function allowing for nonlinear random field contribution. Let us suppose that the shift $`\mathrm{\Delta }\omega =\omega \omega _0\omega `$ of the spectral line maximum position $`\omega 0`$ due to random field contribution can be written as a power law (up to some $`m^{th}`$ power) of the random field $`\omega ^{}`$
$$\omega =\omega ^{}\alpha _2\omega ^2\mathrm{}\alpha _m\omega ^m.$$
(9)
Equation (9) makes it possible to express the distribution function of $`\omega `$ via that of $`\omega ^{}`$ in the form
$$f_m(\omega )=\underset{k=1}{\overset{m}{}}f_1\left(\omega ^{}=\omega _k\right)\left|\frac{d\varphi (\omega ,\omega ^{})}{d\omega ^{}}\right|_{\omega ^{}=\omega _k},$$
(10)
$$\varphi (\omega ,\omega ^{})=\omega \omega ^{}\alpha _2\omega _{}^{}{}_{}{}^{2}\mathrm{}\alpha _m\omega _{}^{}{}_{}{}^{m}.$$
(11)
where $`\omega _k`$ are the real roots of the algebraic equation
$$\varphi (\omega ,\omega _k)=0.$$
(12)
It is seen, that $`m^{th}`$ order distribution function $`f_m(\omega )`$ is expressed via that calculated in linear approximation when all nonlinear coefficients equal zero, i.e. $`\alpha _2=\alpha _3=\mathrm{}=\alpha _m=0`$. Shape of $`f_1(\omega )`$ calculated in the statistical theory approach was shown to be Gaussian, Lorentzian or Holtzmarkian in dependence on types of random field sources with parameters determined by the sources concentrations and characteristics .
In the simplest case, when the main contribution is connected with the first nonlinear term in Eqs. (9), (11) ($`\alpha _20,\alpha _3=\mathrm{}=\alpha _m=0`$) Eqs.(10), (11) and (12) lead to the following form of the normalized second order distribution function
$$f_2(\omega )=\frac{\mathrm{\Theta }\left(\omega +\frac{1}{4\alpha _2}\right)}{\sqrt{1+4\alpha _2\omega }}\left[f_1\left(\frac{\sqrt{1+4\alpha _2\omega }1}{2\alpha _2}\right)+f_1\left(\frac{\sqrt{1+4\alpha _2\omega }+1}{2\alpha _2}\right)\right],$$
(13)
where $`\mathrm{\Theta }`$ is the teta-function, so that $`f_20`$ only in region $`\omega _c\omega \mathrm{}`$ ($`\alpha _2>0`$) or $`\mathrm{}\omega \omega _c`$ ($`\alpha _2<0`$),
$$\omega _c=(1/4\alpha _2)$$
(14)
is a critical frequency at which a divergency of $`f_2(\omega )`$ appears. Therefore $`f_2(\omega )`$ is strongly asymmetrical, and its form at $`\omega \omega _c`$ (the wing of $`f_2(\omega )`$) is the following
$$f_2(\omega )1/\sqrt{1+4\alpha _2\omega }.$$
(15)
Let us consider the homogeneous contribution in the Lorentzian form (see Eq.(7)). In this case the integration in Eq.(3) is equivalent to substitution $`\omega \pm \frac{i}{\tau }`$ for $`\omega `$ in the Eq.(13) ($`1/\tau \mathrm{\Gamma }`$ is half width on the half height). If there are several mechanisms of homogeneous broadening with Lorentzian forms $`1/\tau =_i1/\tau _i`$, where $`i`$ numerates the mechanisms.
The aforementioned procedure (or integration in Eq.(3 )) with respect to Eq.(13) in supposition that $`f_1(\omega )`$ has Gaussian form, i.e.
$$f_1(\omega )=\frac{1}{\sqrt{2\pi }}e^{{\scriptscriptstyle \frac{\omega ^2}{2\mathrm{\Delta }^2}}},$$
(16)
leads to the following shape of spectral line in the considered case
$`I_2(\omega )={\displaystyle \frac{\frac{1}{2}+\frac{1}{\pi }\mathrm{arctan}\tau (\omega \omega _c)}{\mathrm{\Delta }\sqrt{2\pi \phi (\omega )}}}\{\mathrm{exp}\left[{\displaystyle \frac{S_1(\omega )2(1+2\alpha _2\omega )}{8\alpha _2^2\mathrm{\Delta }^2}}\right]\mathrm{cos}{\displaystyle \frac{4\alpha _2/\tau S_2(\omega )}{8\alpha _2^2\mathrm{\Delta }^2}}`$
$`+\mathrm{exp}\left[{\displaystyle \frac{S_1(\omega )2(1+2\alpha _2\omega )}{8\alpha _2^2\mathrm{\Delta }^2}}\right]\mathrm{cos}{\displaystyle \frac{4\alpha _2/\tau +S_2(\omega )}{8\alpha _2^2\mathrm{\Delta }^2}}\},`$ (17)
where
$`\phi (\omega )=\sqrt{(1+4\alpha _2\omega )^2+(4\alpha _2/\tau )^2},`$
$`S_{1,2}(\omega )=\sqrt{2}\sqrt{\phi (\omega )\pm (1+4\alpha _2\omega )}.`$
The results of numerical calculations for several values of dimensionless parameters $`\alpha _2\mathrm{\Delta }`$ and $`1/(\tau \mathrm{\Delta })`$ are depicted in figs. 1,2. It is seen that homogeneous contribution transforms $`f_2(\omega )`$ divergence at $`\omega =\omega _c`$ into sharp maximum, so that the spectral line has two maxima (see fig. 1) instead of one in the linear case origin of high frequency one being connected with Gaussian form. The distance between two maxima approximately equals $`\omega _c`$ (see fig. 1). At large enough nonlinear contribution only sharp maximum at $`\omega =\omega _c`$ conserves, its width increases with $`1/\tau `$ increasing (see fig. 2). The left hand side half-width of low-frequency peak completely defined by homogeneous broadening mechanisms, meanwhile right hand side part of the line at $`\omega >\omega _c`$ defines mainly by inhomogeneous mechanism contribution.
## 3 Raman spectra in KTL and KTN
3.1 The developed theory was applied to recently observed $`TO_2`$ FOR in $`KTL`$ with 1% and 4% of $`Li`$ and in $`KTN`$ with 15.7% of $`Nb`$ .
Let us begin with the consideration of Raman spectra in $`KTL`$. Measurements were carried out at $`T=10`$ K ($`x_{Li}=0.01`$) and $`T=55`$ K ($`x_{Li}=0.04`$) . In both samples the observed line was strongly asymmetric with maximum at $`\omega 198\mathrm{cm}^1`$. These lines were fitted good enough by Eqs. (12) - (14) with the following dimensionless parameters $`\alpha _2\mathrm{\Delta }=0.38`$, $`(\tau \mathrm{\Delta })^1=0.06`$ (fig. 3) and $`\alpha _2\mathrm{\Delta }=0.55`$, $`(\tau \mathrm{\Delta })^1=0.15`$ (fig. 4) for the considered $`Li`$ concentrations respectively.
The position of the lines maxima $`\omega _m\omega _0=\omega _c`$ is defined by the parameter of nonlinearity in accordance with Eq. (14). We obtained $`\alpha _20.1`$ cm by the fitting of the high frequency line tails with the Eq.(15). This value gives $`\omega _m=\omega _c+\omega _0197.6\mathrm{cm}^1`$ with the reference point $`\omega _0=199\mathrm{cm}^1`$. Note that Eq.(15) describes also observed frequency dependence of the lines tails for the same $`\alpha _2`$ value. This made it possible to obtaine yhe magnitude of the Gaussian width $`\mathrm{\Delta }`$ with the help of aforemationed $`\alpha _2\mathrm{\Delta }`$ values: $`\mathrm{\Delta }=3.8\mathrm{cm}^1`$ ($`x_{Li}=0.01`$) and $`\mathrm{\Delta }=5.5\mathrm{cm}^1`$ ($`x_{Li}=0.04)`$.
In accordance with our theory the line form at $`\omega <\omega _c`$ defines completely by homogeneous mechanism contribution represented by Eq.(4). It is seen that low-frequency half-width $`1/\tau `$ is connected with hard phonon life time $`\mathrm{\Gamma }^1`$. Keeping in mind the obtained values of $`(\tau \mathrm{\Delta })^1\mathrm{\Gamma }/\mathrm{\Delta }`$ and $`\mathrm{\Delta }`$ one find $`\mathrm{\Gamma }`$ ($`T=10`$ K) $`0.25\mathrm{cm}^1`$, $`\mathrm{\Gamma }`$ ($`T=55`$ K) $`0.8\mathrm{cm}^1`$. These date are in resonable agreement with ordinary values of hard phonon life times and with observed low-frequency half-width (see figs 3, 4 ).
3.2 Now let us proceed to consideration of Raman spectra in $`KTN`$ with 15.7% $`Nb`$ which has the transition from cubic to tetragonal phase at $`T_c=138.6`$ K. The measurements were carried out at several temperatures in vicinity of $`T_c`$: $`T=160`$, 150, 146 and 142 K . At all the temperatures the lines with two maxima were observed, the first being nearby $`\omega _1200\mathrm{cm}^1`$ and the second at $`\omega _2220\mathrm{cm}^1`$. The intensity of low frequency maximum essentially increased with $`T`$ lowering, meanwhile the intensity of high frequency one became very small at $`T=142`$ K. Since nonlinear parameter $`\alpha _2`$ increases with temperature approaching to $`T_c`$ , nonlinear effects has to be the largest at $`T=142`$ K. Qualitatively transformation of spectra from two-peak line to one-sharp peak line at nonlinear parameter increasing is in agreement with theoretical overcasting (see figs.1, 2) It is seen also that increasing of low frequency maximum intensity with $`T`$ lowering can be the result of $`1/\tau `$ decreasing.
To be sure that nonlinear effects are really responsible for observed Raman spectra transformation we checked if the Eqs.(13-15) fitted experimental spectra. It was shown that Eq.(15) fitted the wing ($`\omega 230\mathrm{cm}^1`$) of Raman line at $`T=142`$ K for $`\alpha _20.015\mathrm{cm}`$, which lead to $`\omega _c20\mathrm{cm}^1`$ (see Eq. (14)). This value fits pretty good the distance between two peaks of observed Raman spectra (see fig. 5), which speaks in favour of nonlinear effects contribution. In fig. 5a we depicted line shape calculated with the help of Eq. (17) for $`\alpha _2=0.012\mathrm{cm}`$ and $`\mathrm{\Delta }17\mathrm{cm}^1`$. The later quantity was taken from measured high frequency maximum width. Note, that obtained $`\mathrm{\Delta }`$ value made it possible to fit dimensionless $`\omega /\mathrm{\Delta }`$ scale with $`\omega `$ scale in fig. 5 and later in fig. 6.
The values of homogeneous broadening parameter $`1/\tau `$ at different T were calculated in supposition that it defines mainly by reorientational frequency of elastic dipole connected with $`Nb`$. This frequency temperature dependence was measured early and it was described by Arrenius law
$$\frac{1}{\tau }=\frac{1}{\tau _0}\mathrm{exp}(U/T)$$
(18)
with U=200 K and $`1/\tau _0=7\times 10^9`$ Hz. At $`T=150`$ K Eq.(13) leads to the value $`(\tau \mathrm{\Delta })^10.004`$, which was used in calculation of the line, depicted in fig. 5a. It is seen from fig. 5 that the calculation and observed spectra look like one another.More detailed comparison of the theory and experiment was carried out for Raman line observed at $`T=142`$ K (see fig. 6). Theoretical curve was drawn for aforementioned parameter $`\alpha _2=0.015`$ cm, obtained from line wing behaviour and $`1/\tau `$ was calculated with the help of Eq.(18). It is seen that theory fits pretty good observed Raman spectra. This gave evidence that measured Raman line asymmetry and rapid change in line shape when approaching the transition from above is really connected with nonlinear effects in $`KTN`$ with 15.7% $`Nb`$. Theory overcasts strong increasing of low frequency peak at the region $`142\mathrm{K}>T>T_c`$ because of $`\alpha _2`$ increasing and $`1/\tau `$ decreasing in supposition that there is no another even small temperature independent contribution to $`1/\tau `$.
Comparing the obtained data for $`KTL`$ and $`KTN`$ one can see that because the reorientation rate of $`Nb`$ dipoles is much larger than that of $`Li`$, the homogeneous broadening of Raman line in $`KTL`$ is defined by hard phonon dynamic whereas in $`KTN`$ \- by $`Nb`$ elastic moment reorintation. Note that in the reorientation of $`Nb`$ electric dipole moment were supposed to be the origin of the homogeneous broadening. However the parameters of the electric dipoles orientations obtained from fitting of the theory with the experiment were strongly different from those obtained early in independent measurements .
## 4 Discussion
The proposed theoretical description of Raman spectra shapes was perfomed without calculation of correlation function of quasy-static fluctuation of polarization. The comparison with the caculations of Raman spectra based on calculation of this correlation function shows that the parameter $`\alpha _2\mathrm{\Delta }`$ corresponds to $`v_h^2/\omega _0^2r_c^2`$ where $`v_h`$, $`\mathrm{\Omega }_0`$ and $`r_c`$ are, respectively, a sound velosity, hard mode frequency at $`q=0`$ and the correlation length of the polarisation in the pure lattice. These physical quantities define temperature and concentrational dependence of obtained values of $`\alpha _2\mathrm{\Delta }`$. The value of parameter $`R_c/r_c`$ ($`R_c`$ is correlation radius of the lattice with impurities) defines the ratio of inhomogeneous and homogeneous contributions and at $`TT_c`$ ($`R_c\mathrm{}`$ ) the line becomes completely inhomogeneous . In our approach the parameter of nonlinearity strongly increases with $`TT_c`$ and becomes much greater than homogeneous contribution which tends to decrease the magnitude of line maximum. Therefore qualititavely our results are in agreement with those obtained in .
However comparing the frequency dependence of $`J(\omega )`$ at large $`\omega `$ one can see that it was described as $`(\omega \mathrm{\Omega }_0)^{3/2}`$ whereas in our theory as $`(1+4\alpha _2\omega )^{1/2}`$. More accurate measurements of line intensity decay could be desirable for both theory comparison. Moreover, our theory gives the line shape with two maxima for intermidiate values of $`\alpha _2\mathrm{\Delta }`$, which looks like that observed in $`KTN`$ (see fig. 5). Thus the observed line shape with two maxima naturally appeares in our theory whereas the second maximum was not obtained in the previous theoretical description . Its origin was supposed to be some forbidden transition related to the mixture of acoustic and optic modes.
Therefore peculiarities of Raman spectra shape were explained by proposed theory. In particular it was shown that nonlinear effects leads to strong assymetry of the lines and to appearing of the low frequency sharp maximum, its left hand side is defined by dynamic properties of the system. The division between dynamic and static characteristics contribution into Raman spectra shape makes possible to investigate separately the both aforementioned characteristics by Raman spectroscopy method.
## Figure captions
Figure 1. Line shape calculated on the base of Eq.(9) for $`\alpha _2\mathrm{\Delta }`$ =0.22 and $`(\tau \mathrm{\Delta })^1`$= 0.3 (curve 1), 0.01 (curve 2); doted line is Gaussian form.
Figure 2. Line shape calculated on the base of Eq.(9) for $`\alpha _2\mathrm{\Delta }`$ =0.4 and $`(\tau \mathrm{\Delta })^1`$ = 0.1 (curve 1), 0.05 (curve 2), 0.01 (curve 3); doted line is Gaussian form.
Figure 3. FOR scattering line shape, solid line - theory at $`\alpha _2\mathrm{\Delta }`$ =0.38 and $`(\tau \mathrm{\Delta })^1`$= 0.06, crosses - experimental data for KLT with 1% of Li at $`T=10`$ K . Intensity is represented in arbitrary units.
Figure 4. FOR scattering line shape, solid line - theory at $`\alpha _2\mathrm{\Delta }`$ =0.55 and $`(\tau \mathrm{\Delta })^1`$= 0.15, crosses - experimental data for KLT with 4% of Li at $`T=55`$ K . Intensity is represented in arbitrary units.
Figure 5. FOR scattering line shape of KTN with 15.7% of Nb at $`T=150`$ K (b); calculated line shape for $`\alpha _2\mathrm{\Delta }`$ =0.21, $`(\tau \mathrm{\Delta })^1`$= 0.004 (a).
Figure 6. FOR scattering line shape, solid line - theory at $`\alpha _2\mathrm{\Delta }`$ =0.25 and $`(\tau \mathrm{\Delta })^1`$= 0.0036, doted line - for KTN with 15.7% of Nb at $`T=142`$ K . |
warning/0003/gr-qc0003087.html | ar5iv | text | # Massive Scalar Particles in a Modified Schwarzschild Geometry
Massive, spinless bosons have vanishing probability of reaching the sphere $`r=2M`$ from the region $`r>2M`$ when the original Schwarzschild metric is modified by maximal acceleration corrections.
PACS: 04.70.-s, 04.70.Bw
Keywords: Quantum Geometry, Schwarzschild metric
It is commonly believed that the construction of a geometrical theory of quantum mechanics would lend perspective to a variety of problems, from the unification of general relativity and quantum mechanics to the regularization of field equations. In response to this need Caianiello and collaborators , developed a model in which quantization is interpreted as curvature of the eight-dimensional space-time tangent bundle TM. The model incorporates the Born reciprocity principle and the notion that the proper acceleration of massive particles has an upper limit $`𝒜_m`$.
Classical and quantum arguments supporting the existence of a maximal acceleration (MA) have long been adduced . MA also appears in the context of Weyl space and of a geometrical analogue of Vigier’s stochastic theory .
Some authors regard $`𝒜_m`$ as a universal constant fixed by Planck’s mass ,, but a direct application of Heisenberg’s uncertainty relations , as well as the geometrical interpretation of the quantum commutation relations given by Caianiello, suggest that $`𝒜_m`$ be fixed by the rest mass of the particle itself according to $`𝒜_m=2mc^3/\mathrm{}`$.
MA touches upon a number of issues. The existence of a MA would rid black hole entropy of ultraviolet divergencies ,, and circumvent inconsistencies associated with the application of the point-like concept to relativistic quantum particles .
It is significant that a limit on the acceleration also occurs in string theory. Here the upper limit manifests itself through Jeans-like instabilities which occur when the acceleration induced by the background gravitational field is larger than a critical value $`a_c=(m\alpha )^1`$for which the string extremities become causally disconnected . $`m`$ is the string mass and $`\alpha `$ is the string tension.
Frolov and Sanchez have then found that a universal critical acceleration $`a_c=(m\alpha )^1`$ must be a general property of strings.
While in all these instances the critical acceleration is the result of the interplay of the Rindler horizon with the finite extension of the particle ,, in the Caianiello model MA is a basic physical property of all massive particles which appears automatically in the physical laws. At the same time the model introduces an invariant interval in TM that leads to a regularization of the field equations that does not require a fundamental length as in and does therefore preserve the continuum structure of space-time.
Applications of the Caianiello model range from cosmology to the calculation of corrections to the Lamb shift of hydrogenic atoms. A sample of pertinent references can be found in . In all these works space-time is endowed with a causal structure in which the proper accelerations of massive particles are limited. This is achieved by means of an embedding procedure pioneered in and discussed at length in , . The procedure stipulates that the line element experienced by an accelerating particle is represented by
$$d\tau ^2=\left[1+\frac{\ddot{x}_\mu \ddot{x}^\mu }{𝒜_m^2}\right]\eta _{\mu \nu }dx^\mu dx^\nu ,$$
(1)
and is therefore observer-dependent as conjectured by Gibbons and Hawking . As a consequence, the effective space-time geometry experienced by accelerated particles exhibits mass-dependent corrections, which in general induce curvature, and give rise to a mass-dependent violation of the equivalence principle. The classical limit $`\left(𝒜_m\right)^1=\frac{\mathrm{}}{2mc^3}0`$ returns space-time to its ordinary geometry.
In the presence of gravity, we replace $`\eta _{\mu \nu }`$ with the corresponding metric tensor $`g_{\mu \nu }`$, a choice that preserves the full structure introduced in the case of flat space. We obtain
$$d\tau ^2=\left(1+\frac{g_{\mu \nu }\ddot{x}^\mu \ddot{x}^\nu }{𝒜_m^2}\right)g_{\alpha \beta }dx^\alpha dx^\beta \sigma ^2(x)g_{\alpha \beta }dx^\alpha dx^\beta ,$$
(2)
where $`\ddot{x}^\mu =d^2x^\mu /ds^2`$ is the, in general, non–covariant acceleration of a particle along its worldline.
We have recently studied the modifications produced by MA in the motion of a test particle in a Schwarzschild field . We have found that these account for the presence of a spherical shell, external to the Schwarzschild sphere, that is forbidden to any classical particle and hampers the formation of a black hole. Our aim here is to study the behaviour of a quantum, scalar particle in this modified Schwarzschild geometry. The calculations involve both classical and quantum behaviours of the particle together in a single framework. The first one determines, through the expectation value of the acceleration, the effective gravitational field which in turn defines the latter by altering the make-up of the Klein-Gordon equation.
Before embarking on this problem, some cautionary remarks are in order .
The effective theory presented is intrinsically non-covariant. Non-covariant is the quadri-acceleration that appears in $`\sigma ^2(x)`$ and non-covariant is $`\sigma ^2(x)`$ itself which is not, therefore, a true scalar. In addition $`\sigma ^2(x)`$ could be eliminated from (2) by means of a coordinate transformation if one insisted on applying the principles of general relativity to this effective theory. On the contrary, the embedding procedure requires that $`\sigma ^2(x)`$ be present in (2) and that it be calculated in the same coordinates of the unperturbed gravitational background. It is therefore desirable to check the results of a particular calculation in more than a single coordinate system. Nonetheless the choice of $`\ddot{x}^\mu `$ is supported by the derivation of $`𝒜_m`$ from quantum mechanics, by special relativity and by the weak field approximation to general relativity. A fully covariant presentation of the ideas expounded is still lacking. The model is not intended, therefore, to supersede general relativity, but rather to provide a way to calculate the effect of MA on the quantum particle.
For convenience, the natural units $`\mathrm{}=c=G=1`$ are used below. The conformal factor can be easily calculated as in starting from (2), with $`\theta =\pi /2`$, and from the well known expressions for $`\ddot{t},\ddot{r}`$ and $`\ddot{\varphi }`$ in Schwarzschild coordinates . One obtains
$$\sigma ^2(r)=1+\frac{1}{𝒜_m^2}\{\frac{1}{12M/r}(\frac{3M\stackrel{~}{L}^2}{r^4}+\frac{\stackrel{~}{L}^2}{r^3}\frac{M}{r^2})^2+$$
$$+(\frac{4\stackrel{~}{L}^2}{r^4}+\frac{4\stackrel{~}{E}^2M^2}{r^4(12M/r)^3})[\stackrel{~}{E}^2(1\frac{2M}{r})(1+\frac{\stackrel{~}{L}^2}{r^2})]\},$$
(3)
where $`M`$ is the mass of the source, $`\stackrel{~}{E}`$ and $`\stackrel{~}{L}`$ are the total energy and angular momentum per unit of test particle rest mass $`m`$.
As discussed in , the modifications introduced by Eq. (3) include the presence of a spherical shell, external to the Schwarzschild sphere, that is forbidden to classical particles. The radius of the shell is $`2M<r<(2+\eta )M`$, where $`\eta `$ is much less than one and increases with the total energy per unit of test particle mass $`\stackrel{~}{E}`$. The question now arises whether quantum particles can penetrate the shell. This problem is tackled in the present work where the massive, quantum particle satisfies the Klein–Gordon equation.
In the effective curved space–time of metric (2), the wave equation for a scalar particle of rest mass $`m`$ is
$$(_\mu ^\mu +m^2)\psi (x)=0,$$
(4)
where $`_\mu ^\mu =(1/\sqrt{\stackrel{~}{g}})_\mu (\sqrt{\stackrel{~}{g}}\stackrel{~}{g}^{\mu \nu }_\nu )`$, $`\stackrel{~}{g}_{\mu \nu }=\sigma ^2(r)g_{\mu \nu }`$, and $`_\mu `$ is the covariant derivative.
Written explicitly, Eq. (4) takes the form
$$\{\frac{^2}{t^2}\frac{e^\lambda }{\sigma ^2r^2}\frac{}{r}\left(\sigma ^2r^2e^\lambda \frac{}{r}\right)$$
$$\frac{e^\lambda }{r^2}[\frac{1}{\mathrm{sin}\theta }\frac{}{\theta }\left(\mathrm{sin}\theta \frac{}{\theta }\right)+\frac{1}{\mathrm{sin}^2\theta }\frac{^2}{\varphi ^2}]+m^2\sigma ^2e^\lambda \}\psi (t,r,\theta ,\varphi )=0.$$
(5)
By separating variables, the wave function can be written as
$$\psi (t,r,\theta ,\varphi )=T(t)R(r)\mathrm{\Theta }(\theta ,\varphi )$$
(6)
and Eq. (5) can be split into the following three equations
$$\frac{^2T}{t^2}+\omega ^2T=0,$$
(7)
$$\frac{1}{\mathrm{\Theta }}\left[\frac{1}{\mathrm{sin}\theta }\frac{}{\theta }\left(\mathrm{sin}\theta \frac{}{\theta }\right)+\frac{1}{\mathrm{sin}^2\theta }\frac{^2}{\varphi ^2}\right]\mathrm{\Theta }=l(l+1),$$
(8)
$$e^{2\lambda }R^{^{\prime \prime }}+\left(2\frac{\sigma ^{}}{\sigma }+\frac{2}{r}+\lambda ^{}\right)e^{2\lambda }R^{^{}}+\left[\omega ^2e^\lambda \left(\frac{l(l+1)}{r^2}+m^2\sigma ^2\right)\right]R=0,$$
(9)
where $`\omega ^2`$ is a separation constant corresponding to the frequency of the wave, $`l`$ is the orbital angular momentum quantum number of the scalar particle and a prime indicates differentiation with respect to $`r`$.
The solution of Eq. (8) is
$$\mathrm{\Theta }_{lp}(\theta ,\varphi )=Y_l^p(\mathrm{cos}\theta )e^{ip\varphi }$$
(10)
where $`Y_l^p(\mathrm{cos}\theta )`$ are the usual spherical harmonics, and $`p`$, with $`pl`$, is the magnetic quantum number. The general solution of eq. (7) is
$$T(t)=C_1e^{i\omega t}+C_2e^{i\omega t},$$
(11)
where $`C_1`$ and $`C_2`$ are arbitrary constants. It follows, from Eqs. (6), (10) and (11) that the eigenfunctions of the scalar wave equation (5) can be cast in the form
$$\psi (t,r,\theta ,\varphi )=NR(r)Y_l^p(\mathrm{cos}\theta )e^{i(p\varphi \pm \omega t)},$$
(12)
where $`N`$ is a normalization constant and $`R(r)`$ is the solution of the radial wave equation (9).
In order to derive from (9) the effective quantum potential in which the boson field propagates, one usually introduces the variable $`r^{}=r^{}(r)`$ such that
$$e^{2\lambda }\left(\frac{dr^{}}{dr}\right)^2=1.$$
(13)
Eq. (13) implies that $`r^{}(r)=r+2M\mathrm{ln}(r2M)`$, which is defined for $`r2M`$. After substituting $`R(r^{})=\alpha (r^{})\beta (r^{})`$ into (9), one requires that the coefficient of $`d\alpha /dr^{}`$ vanishes , i.e.
$$\frac{d\beta }{dr^{}}G(r)\beta =0,$$
(14)
where
$$G(r)\left(\frac{\sigma ^{}}{\sigma }+\frac{1}{r}\right)e^\lambda .$$
(15)
In the region $`r2M`$, the equation linking $`r`$ to $`r^{}`$ may be used to integrate Eq. (14). The result is $`\beta (r)=\beta _0(r\sigma (r))^1`$ where $`\beta _0`$ is an integration constant. $`\beta `$ vanishes for $`r2M`$. The equation for $`\alpha (r)`$ reduces to the Schroedinger–like equation
$$\frac{d^2\alpha }{dr^2}+V_{eff}(r)\alpha =\omega ^2\alpha ,$$
(16)
where the effective potential $`V_{eff}(r)`$ is given by
$$V_{eff}(r)=G^2(r)+e^\lambda G^{}(r)+e^\lambda \left(\frac{l(l+1)}{r^2}+m^2\sigma ^2\right).$$
(17)
As in , it is convenient to introduce the adimensional quantities $`\lambda =\stackrel{~}{L}/M=l/(mM)`$, $`ϵ=(M𝒜_m)^1=(2mM)^1`$ and $`\rho =r/M`$. The behaviour of $`\stackrel{~}{V}_{eff}(\rho )=V_{eff}(\rho )/m^2`$ is shown in Fig. 1. The largest contribution comes from the $`e^\lambda m^2\sigma ^2`$ term in (16). For $`\rho 2`$ one finds $`\stackrel{~}{V}_{eff}(\rho )\frac{\stackrel{~}{E}^4ϵ^2}{(\rho 2)^2}`$, which, unlike $`\stackrel{~}{V}_{eff}(\rho )`$ of Ref. , definitely diverges on the Schwarzschild sphere. This suggests that $`|\alpha |^20`$ as $`r2M`$.
In order to get a clear indication of the behaviour of $`|R(r)|^2`$, we calculate the asymptotic solution of the radial wave equation near the Schwarzschild horizon by writing
$$\rho =2+x,$$
(18)
where $`x<<1`$, and by expanding the coefficients of the radial wave equation in a power series. To leading order, one obtains $`\sigma \sqrt{8/ϵ^2x^3}`$ and $`\sigma ^{}/\sigma 3/(2Mx)`$. The radial wave equation (9) then reduces to the Bessel equation
$$x^2\frac{d^2R}{dx^2}2x\frac{dR}{dx}\frac{4}{x^2}R=0$$
(19)
and its solution is
$$R(x)=x^{3/2}e^{\pm i(3/2)\pi }Z_{\pm 3/2}\left(\frac{2}{x}\right),$$
(20)
where $`Z_\nu (z)`$ is the Bessel function with half integer index. In the limit $`x0`$, Eq. (20) reads
$$R(x)\sqrt{\frac{1}{\pi }}x^2e^{i(1/x+\gamma )},$$
(21)
where $`\gamma `$ is a constant phase factor. The radial probability density $`P(x)`$ in proximity of the event horizon is then
$$P(x)=R(x)^2x^4,$$
(22)
which vanishes as $`x0`$. It must be emphasized that our result differs from that derived by Kofinti . In fact, the corresponding probability density for propagation of a quantum particle in an unmodified Schwarzschild geometry does not vanish at $`\rho =2`$ .
Let us now ascertain that the results obtained persist in isotropic coordinates. These are related to $`r`$ by the non-linear transformation $`r=(1+a/4u)^2u`$ and yield the metric tensor
$$g_{\mu \nu }=\text{diag}(e^\lambda ,e^\mu ,e^\mu u^2,e^\mu u^2\mathrm{sin}^2\theta ),$$
(23)
where now
$$e^\lambda =\frac{(1a/4u)^2}{(1+a/4u)^2},e^\mu =\left(1+\frac{a}{4u}\right)^4,a=2GM/c^2.$$
In these coordinates, therefore, the weak field limits of (23) and of the Schwarzschild metric coincide. The isotropic coordinates also leave the element of spatial distance in conformal form.
We start again from the expressions for the components of the four-velocity
$`\dot{t}`$ $`=`$ $`{\displaystyle \frac{\stackrel{~}{E}(1+a/4u)^2}{(1a/4u)^2}},`$ (24)
$`\dot{u}`$ $`=`$ $`{\displaystyle \frac{1}{(1+a/4u)^2}}\left\{{\displaystyle \frac{\stackrel{~}{E}^2(1+a/4u)^2}{(1a/4u)^2}}{\displaystyle \frac{\stackrel{~}{L}^2}{u^2(1+a/4u)^4}}1\right\}^{1/2},`$ (25)
$`\dot{\phi }`$ $`=`$ $`{\displaystyle \frac{\stackrel{~}{L}}{u^2(1+a/4u)^4}}.`$ (26)
and that of the conformal factor
$$\sigma ^2(r)=1+\frac{1}{𝒜_m^2}\left[\frac{(1a/4u)^2}{(1+a/4u)^2}\ddot{t}^{\mathrm{\hspace{0.17em}2}}\left(1+\frac{a}{4u}\right)^4\ddot{u}^2u^2\left(1+\frac{a}{4u}\right)^4\ddot{\varphi }^2\right].$$
(27)
The classical, repulsive shell still exists in proximity of the horizon $`u=a/4`$ as indicated by Fig. 2 (compare with Fig. 1 of Ref. ). Its existence confirms the result of . The analogous occurrence of a classically impenetrable shell was also derived by Gasperini as a consequence of the breaking of the $`SO(3,1)`$ symmetry.
Repeating the same calculations as in the Schwarzschild case, we find that the radial wave function $`R(u)`$ satisfies the equation
$$e^{\lambda \mu }R^{^{\prime \prime }}+e^{\lambda \mu }\left(2\frac{\sigma ^{}}{\sigma }+\frac{2}{u}+\frac{\lambda ^{}}{2}+\frac{\mu ^{}}{2}\right)R^{^{}}+$$
(28)
$$+\left[\omega ^2e^\lambda \left(e^\mu \frac{l(l+1)}{u^2}+m^2\sigma ^2\right)\right]R=0.$$
The functions $`\mathrm{\Theta }(\theta ,\phi ),T(t)`$ and the constants are as defined in (10) and (7).
In order to derive the effective potential from (28), we now introduce the variable $`u^{}=u^{}(u)`$ such that
$$e^{\lambda \mu }\left(\frac{du^{}}{du}\right)^2=1.$$
(29)
Eq. (29) implies that
$$u^{}(u)=\frac{a^2}{16}+ua\mathrm{ln}u+2a\mathrm{ln}(4ua),$$
(30)
which is defined for $`4ua`$. We again substitute $`R(u^{})=\alpha (u^{})\beta (u^{})`$ into (28) and require that the coefficient of $`d\alpha /du^{}`$ vanishes, i.e.
$$\frac{d\beta }{du^{}}+G(u)\beta =0,$$
(31)
where
$$G(r)\frac{e^{\lambda /2\mu /2}}{2}\left(2\frac{\sigma ^{}}{\sigma }+\frac{2}{u}+\mu ^{}\right).$$
(32)
The integration of (31) yields the result
$$\beta (u^{})=\frac{\beta _1e^{\mu /2}}{\sigma u},$$
(33)
where $`\beta _1`$ is an integration constant. The equation for $`\alpha (u^{})`$ reduces to the Schroedinger–like equation, where now the effective potential $`V_{eff}(u)`$ is given by
$$V_{eff}(u)=G^2(u)+e^{\lambda /2\mu /2}\frac{dG(u)}{du}+e^\lambda \left(e^\mu \frac{l(l+1)}{r^2}+m^2\sigma ^2\right).$$
(34)
It is a simple task to calculate the behaviour of the potential (34) in proximity of the singularity point $`4u=a`$. In fact, setting $`4u=a+x`$, with $`x0`$, one gets
$$V_{eff}(u)m^2/x^6\mathrm{}\text{as}x0,$$
(35)
where the dominant contribution is represented, once again, by $`e^\lambda m^2\sigma ^2`$. In analogy to the foregoing, we can therefore conclude that the probability to find the quantum particle near the horizon vanishes as $`ua/4`$. In fact, in the limit $`x0`$, Eq. (28) reduces to the form ($`Ry`$)
$$x^2y^{\prime \prime }9xy^{}\frac{4\stackrel{~}{E}^2m^2}{4a^2𝒜^2x^6}y=0,$$
(36)
whose solution is a Bessel function. In the limit $`x0`$, we get
$$yx^4\mathrm{cos}\left(\frac{\stackrel{~}{E}m}{2a𝒜x^3}\right).$$
(37)
Then the probability vanishes as $`x0`$, as expected. The choice of isotropic coordinates does not alter the fact that massive scalar particles cannot cross the horizon when propagating in a space-time modified by MA corrections.
In conclusion, we have determined the behaviour of a spinless boson in the neighborhood of the Schwarzschild sphere $`\rho =2`$ when the Schwarzschild metric is modified by maximal acceleration corrections according to the model of Refs. , , . Though the effective potentials experienced by classical and quantum particles are different, their effects are similar. Classical particles can not penetrate the shell of radius $`2<\rho <2+\eta `$ where their kinetic energy becomes negative. Similarly, the probability density to find massive spinless bosons in the region $`\rho =2+x`$ with $`x<<1`$, vanishes with $`x`$ at $`\rho =2`$ where $`\sigma ^2(x)`$ and the quantum potential diverge. In both instances, maximal acceleration corrections strongly suppress the absorption of particles in proximity of the horizon. Quantum tunneling of scalar particles through the shell is not therefore a viable process for black hole formation in the model, unless matter is transmuted first into massless particles, as discussed in . These would then have to be absorbed by the interior of the star at a rate higher than the corresponding re–emission rate.
Acknowledgments
Research supported by NATO Collaborative Research Grant No. 970150, by Ministero dell’Università e della Ricerca Scientifica of Italy MURST fund 40% and 60% art.65 D.P.R. 382/80 and by the Natural Sciences and Engineering Research Council of Canada. GL acknowledges the financial support of UE (P.O.M. 1994/1999). |
warning/0003/hep-th0003287.html | ar5iv | text | # Field Redefinition Invariance in Quantum Field Theory
## Abstract
The issue of field redefinition invariance of path integrals in quantum field theory is reexamined. A “paradox” is presented involving the reduction to an effective quantum-mechanical theory of a $`(d+1)`$-dimensional free scalar field in a Minkowskian spacetime with compactified spatial coordinates. The implementation of field redefinitions both before and after the reduction suggests that operator-ordering issues in quantum field theory should not be ignored.
Field redefinition invariance is a basic property expected of all physically meaningful quantities, such as the poles of renormalized propagators. By contrast, there exist quantities related to the specific choice of field variables, such as wave function renormalization factors, whose values depend on the particular parametrization.
The question then arises as to the transformation properties of functional integrals under nonlinear point canonical transformations. For the quantum-mechanical counterpart of this problem, additional terms $`O(\mathrm{}^2)`$ appear in the path integral . This phenomenon—which can be viewed as a manifestation of the stochastic nature of the Lagrangian formulation of the path integral—is usually studied by introducing a discretization of the time variable . The ensuing “extra” terms are an inevitable consequence of the quantization of the theory, which promotes the classical coordinates to quantum operators; in effect, for every operator ordering of the associated Hamiltonian,<sup>*</sup><sup>*</sup>*In this Letter we adopt Weyl ordering, which corresponds to the midpoint prescription. there exists a particular prescription for handling the lattice definition of the path integral .
The standard lore in quantum field theory dictates, in contradistinction to the quantum-mechanical procedure, that no additional terms are needed. More precisely, the action is assumed to change by direct substitution of the field transformation, together with the inclusion of a term arising from the Jacobian determinant associated with the change of field variables . Moreover, for a $`D`$-dimensional quantum field theory, the Jacobian becomes superfluous within the dimensional-regularization scheme—upon exponentiation, the formally infinite $`D`$-dimensional spacetime delta function $`\delta ^{(D)}(0)`$ generated by the trace is set equal to zero . A similar line of reasoning is employed to argue away any possible contribution by “extra” terms generated in the path integral; these terms—being a manifestation of operator ordering—would vanish by dimensional regularization, because they would involve delta functions at zero spatial argument, as follows from $`[\mathrm{\Phi }(x),\mathrm{\Pi }(x)]=i\mathrm{}\delta ^{(D1)}(0)`$. More precisely, the standard justification for this procedure is based on the assumed existence and necessity of local counterterms in the action, so that Jacobians and any other additional terms resulting from operator ordering (all of which are local quantities in the action), have the only effect of changing the coefficients of these local counterterms.
However, upon closer examination, one realizes that a solid justification for setting infinite quantities equal to zero is still lacking. Even if the validity of dimensional regularization is not questioned, one could analyze the problem from the lattice point of view,The spacetime delta function at zero argument is related to the inverse lattice spacing $`a`$, in the form $`\delta ^{(D)}(0)a^D`$. in which the Jacobian as well as the “extra” terms, do not vanish. In fact, the relevance of a term proportional to $`\delta ^{(D)}(0)`$, which may be interpreted as a limitation of dimensional regularization, was discovered in the early literature of the massive vector boson theory and of the renormalization of the nonlinear sigma model , where it was used for the explicit cancellation of divergent terms .
The purpose of this Letter is to investigate these questions in a field theory toy model, in which we have full control of regularization issues and can test the relevance of non-linear field redefinitions. Further technical details will appear elsewhere. Our model is a free scalar quantum field theory in $`D=d+1`$ dimensions, in a flat spacetime with Minkowskian metric $`\eta ^{\mu \nu }=\mathrm{diag}(+1,1,\mathrm{},1)`$, characterized by the action
$`S[\mathrm{\Phi }]`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _{\mathrm{}^1\times T^d}}d^Dx\left(\eta ^{\mu \nu }_\mu \mathrm{\Phi }_\nu \mathrm{\Phi }m^2\mathrm{\Phi }^2\right)`$ (1)
$`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _\mathrm{}^1}𝑑t{\displaystyle _{T^d}}d^d𝐱\left\{\left[\dot{\mathrm{\Phi }}(t,𝐱)\right]^2\left[\mathbf{}\mathrm{\Phi }(t,𝐱)\right]^2m^2\left[\mathrm{\Phi }(t,𝐱)\right]^2\right\}.`$ (2)
In Eq. (2), each spatial coordinate (corresponding to $`\mu =1,\mathrm{},d`$) is assumed to be curled up into a circle $`S^1`$ of radius $`R`$, so that the whole space is compactified into a $`d`$-dimensional torus $`T^d=S^1\times \mathrm{}\times S^1`$; this amounts to the periodicity conditions $`x^\mu x^\mu +L`$ (for $`\mu =1,\mathrm{},d`$), with $`L=2\pi R`$, which permit a simplification in our analysis of field redefinitions.Our selection of the compact space $`T^d`$ is guided by the convenience of choosing a flat spacetime. Our analysis suggests that the “extra terms” will arise independently from the details of this compactification procedure. Our approach is based on making a nonlinear but local field redefinition
$$\mathrm{\Phi }=F[\stackrel{~}{\mathrm{\Phi }}],$$
(3)
using two different methods and comparing the corresponding results. In Method 1, the compactified spatial coordinates are integrated out to yield an effective quantum-mechanical problem, which is then subject to the quantum-mechanical counterpart of the transformation (3), for which the existence of an “extra” term is a well-established result . In Method 2, the standard quantum-field theoretical lore is applied directly to the field redefinition (3) of the $`D`$-dimensional field theory, followed by a reduction to a quantum-mechanical action by integrating out the spatial coordinates. The required identity of the results of the two methods leads to a remarkable “paradox”: no new terms are developed in the field-theory case (Method 2), despite the appearance of “extra” terms for the quantum-mechanical case (Method 1). Reconciling these two methods calls for either a detailed explanation or a revision of the standard lore.
A digression is in order for subsequent notational and computational purposes. In our Letter we will exploit the local nature of the field redefinition (3), which guarantees the ultralocal property of the spacetime metric, i.e.,
$$𝒢[\stackrel{~}{\mathrm{\Phi }}](t,𝐱;t^{},𝐱^{})=\delta (tt^{})\delta ^{(d)}(𝐱𝐱^{})\left(F^{}[\stackrel{~}{\mathrm{\Phi }}(t,𝐱)]\right)^2=\delta (tt^{})g[\stackrel{~}{\mathrm{\Phi }}](𝐱,𝐱^{};t),$$
(4)
where the reduced metric $`g[\stackrel{~}{\mathrm{\Phi }}]`$ will be useful for the calculations of Method 1. When implementing the nonlinear field redefinition (3), the transformed action $`S[\stackrel{~}{\mathrm{\Phi }}]`$ has two (Method 2) or three (Method 1) pieces: (i) the part obtained by direct substitution into the original free action (2), $`S_0[\stackrel{~}{\mathrm{\Phi }}]=S\left[F[\stackrel{~}{\mathrm{\Phi }}]\right]`$ ; (ii) the effective action arising from the Jacobian,
$$S_{\mathrm{Jacobian}}[\stackrel{~}{\mathrm{\Phi }}]=\frac{i\mathrm{}}{2}\mathrm{Tr}\mathrm{ln}𝒢[\stackrel{~}{\mathrm{\Phi }}],$$
(5)
where $`\mathrm{Tr}`$ stands for the spacetime trace; and (iii) the “extra” term $`S_{\mathrm{extra}}[\stackrel{~}{\mathrm{\Phi }}]`$ of $`O(\mathrm{}^2)`$ arising from its quantum-mechanical Weyl-ordered counterpart (for Method 1).
Method 1.
Introducing the formal inner product
$$\mathrm{\Phi },\mathrm{\Psi }(t)=_{T^d}d^d𝐱\mathrm{\Phi }(t,𝐱)\mathrm{\Psi }(t,𝐱),$$
(6)
the action (2) becomes
$$S[\mathrm{\Phi }]=\frac{1}{2}_\mathrm{}^1𝑑t\left[\dot{\mathrm{\Phi }},\dot{\mathrm{\Phi }}(t)\mathbf{}\mathrm{\Phi },\mathbf{}\mathrm{\Phi }(t)m^2\mathrm{\Phi },\mathrm{\Phi }(t)\right],$$
(7)
which may be converted into an effective quantum-mechanical problem by expanding the scalar field in periodic eigenfunctions
$$\mathrm{\Phi }(t,𝐱)=\underset{𝐧Z^d}{}\varphi ^𝐧(t)b_𝐧(𝐱)$$
(8)
(Kaluza-Klein-like decomposition) and integrating out the $`𝐱`$ dependence. In Eq. (8), $`\left\{b_𝐧(𝐱)\right\}_{𝐧Z^d}`$ is a basis for the space $`\mathrm{}^{T^d}`$ of real functions on the $`d`$-torus ($`𝐱T^d`$). For the sake of simplicity and without loss of generality, we will take the spatial coordinates as defined in $`[L/2,L/2]^d`$, with periodic boundary conditions; even though it is customary to use the Fourier basis $`b_𝐧(𝐱)=e^{2\pi i𝐧𝐱/L}`$, our analysis will be carried out for an arbitrary $`\left\{b_𝐧(𝐱)\right\}`$.
In order to avoid the appearance of awkward divergences, we will work with the discrete version of the theory, as defined in a Minkowskian spacetime lattice with compactified spatial coordinates $`(t_\alpha ,𝐱_𝐣)`$. Specifically, the introduction of the large integers $`M`$ and $`N`$, as well as of a finite time interval $`T`$, defines the lattice spacings $`\delta =T/M`$ and $`ϵ=L/N`$, in terms of which $`t_\alpha =\alpha \delta `$ and $`𝐱_𝐣=𝐣ϵ`$, with $`\alpha `$ and $`𝐣`$ selected from the integers modulo $`M`$ and $`N`$ respectively, i.e., $`\alpha Z_M`$ and $`𝐣=(j_1,\mathrm{},j_d)(Z_N)^d`$. In what follows, it will prove useful to introduce the notation $`\phi ^𝐣(t)=\mathrm{\Phi }(t,𝐱_𝐣)`$, with which the lattice action becomes
$$S[\phi ]=\frac{1}{2}\delta ϵ^d\underset{\alpha Z_M}{}\underset{𝐣(Z_N)^d}{}\left\{\left[\frac{\phi ^𝐣(t_{\alpha +1})\phi ^𝐣(t_\alpha )}{\delta }\right]^2\underset{\mu =1}{\overset{d}{}}\left[\frac{\phi ^{𝐣+𝐞_\mu }(t_\alpha )\phi ^𝐣(t_\alpha )}{ϵ}\right]^2m^2\left[\phi ^𝐣(t_\alpha )\right]^2\right\},$$
(9)
where $`𝐞_\mu `$ is the unit vector in the $`\mu `$ direction. In this Letter, we will focus on the discretization of the spatial variable, as a way of introducing a quantum-mechanical system with a finite number of degrees of freedom. Instead, the time variable will be kept continuous in most equations, with the understanding that discretization of the time—independently from $`𝐱`$—can be implemented whenever this proves convenient.<sup>§</sup><sup>§</sup>§In Ref. , it was shown that the use of a lattice for the variable $`t`$ (with an independent lattice constant $`\delta `$ arising from an even number $`M`$ of points) permits the correct quantum-mechanical treatment of “extra” terms $`O(\mathrm{}^2)`$ in the limit $`M\mathrm{}`$, under a nonlinear change of variables.
The main advantage of introducing a lattice for our problem lies in that it eliminates ultraviolet divergences, by reducing the space of functions defined on $`T^d`$ to a finite-dimensional space $`\mathrm{}^{(Z_N)^d}𝒱_{N^d}`$, of dimension $`N^d`$. In $`𝒱_{N^d}`$, an arbitrary basis can be chosen by selecting $`N^d`$ linearly independent vectors $`\mathbf{\{}\text{ }\mathbf{(}\text{ }b_𝐧(𝐱_𝐣)\mathbf{)}_{𝐣(Z_N)^d}\mathbf{\}}_{𝐧(Z_N)^d}`$. Then, for any field variable,
$$\mathrm{\Phi }(t,𝐱)=\underset{𝐧(Z_N)^d}{}\varphi ^𝐧(t)b_𝐧(𝐱),$$
(10)
which reproduces the Kaluza-Klein decomposition (8) in the continuum limit, while
$$\phi ^𝐣(t)=\underset{𝐧(Z_N)^d}{}\varphi ^𝐧(t)\mathrm{\Lambda }_𝐧^𝐣,$$
(11)
with $`\mathrm{\Lambda }_𝐧^𝐣=b_𝐧(𝐱_𝐣)`$ defining an invertible $`N^d\times N^d`$ matrix. A particular convenient choice, in addition to the Fourier basis, is provided by the “canonical” basis $`c_𝐣(𝐱)`$, which is defined by $`c_𝐣(𝐱_𝐤)=\delta _𝐣^𝐤`$ and amounts to a real-space lattice representation of the field $`\mathrm{\Phi }(t,𝐱)`$, with components $`\phi ^𝐣(t)`$. The discrete version of the inner product (6),
$$\mathrm{\Phi },\mathrm{\Psi }(t)=\left(\frac{L}{N}\right)^d\underset{𝐣(Z_N)^d}{}\phi ^𝐣(t)\psi ^𝐣(t)=\underset{𝐧,𝐦(Z_N)^d}{}\gamma _{\mathrm{𝐧𝐦}}\varphi ^𝐧(t)\psi ^𝐦(t)$$
(12)
defines the linear-space symmetric metric $`\gamma _{\mathrm{𝐧𝐦}}=b_𝐧,b_𝐦`$, in terms of which the resulting action is
$$S[\varphi ]=𝑑t\underset{𝐧,𝐦(Z_N)^d}{}\left[\frac{1}{2}g_{\mathrm{𝐧𝐦}}[\varphi ]\dot{\varphi }^𝐧\dot{\varphi }^𝐦\frac{1}{2}h_{\mathrm{𝐧𝐦}}\varphi ^𝐧\varphi ^𝐦\frac{m^2}{2}\gamma _{\mathrm{𝐧𝐦}}\varphi ^𝐧\varphi ^𝐦\right]$$
(13)
\[cf. Eq. (7)\], where the matrix elements $`g_{\mathrm{𝐧𝐦}}[\varphi ]`$ (metric) and $`h_{\mathrm{𝐧𝐦}}`$, and $`\gamma _{\mathrm{𝐧𝐦}}`$ admit the expressions
$$g[\varphi ]\frac{\phi }{\varphi ^𝐧},\frac{\phi }{\varphi ^𝐦}=b_𝐧,b_𝐦\gamma ;h=\underset{\mu =1}{\overset{d}{}}\left(_\mu \right)^T\gamma _\mu .$$
(14)
In Eq. (14) the elements of the matrix $`_\mu `$ are defined in terms of the lattice counterparts of the spatial derivatives $`_\mu b_𝐧(𝐱)`$, i.e.,
$$b_𝐧(𝐱_{𝐣+𝐞_\mu })b_𝐧(𝐱_𝐣)=ϵ\underset{𝐥(Z_N)^d}{}(_\mu )_𝐧^𝐥b_𝐥(𝐱_𝐣).$$
(15)
With this definition, the matrix $`_\mu `$ is explicitly dependent on $`ϵ`$ or $`1/N`$, i.e., $`_\mu =_\mu (1/N)`$; however, it admits the asymptotic expansion $`_\mu (1/N)=_\mu (0)+O(1/N)`$, so that a definite finite value $`_\mu ^{(0)}=_\mu (0)`$ exists in the continuum limit ($`N\mathrm{}`$). This limit will be eventually assumed in Eq. (13) and similar expressions, in which case the substitution $`(Z_N)^dZ^d`$ should be performed.Parenthetically, Eq. (13) describes a system of $`N`$ coupled quantum-mechanical oscillators $`\varphi ^𝐧(t)`$; for example, when the Fourier basis $`b_𝐧(𝐱)=e^{2\pi i𝐧𝐱/L}`$ is chosen, then $`\gamma _{\mathrm{𝐧𝐦}}=L^d\delta _{𝐧,𝐦}`$ and $`\mathbf{}_𝐦^𝐧=2\pi i𝐧\delta _𝐦^𝐧/L+O(1/N)`$, whence Eq. (13) provides the frequencies $`\omega _𝐧=\sqrt{(2\pi |𝐧|/L)^2+m^2}`$, as $`N\mathrm{}`$.
Let us now consider the field redefinition (3) and expand the new field $`\stackrel{~}{\mathrm{\Phi }}(t,𝐱)`$ in modes,
$$\stackrel{~}{\mathrm{\Phi }}(t,𝐱)=\underset{𝐧(Z_N)^d}{}\stackrel{~}{\varphi }^𝐧(t)b_𝐧(𝐱),$$
(16)
with the implicit transformation
$$\varphi ^𝐧f^𝐧[\stackrel{~}{\varphi }].$$
(17)
Then, the reduced metric $`g[\stackrel{~}{\mathrm{\Phi }}]`$ (with respect to the new coordinates), as defined in Eq. (4) from the ultralocal full-fledged metric $`𝒢[\stackrel{~}{\mathrm{\Phi }}](t,𝐱;t^{},𝐱^{})`$, is diagonal; in fact, the lattice version of Eq. (4) implies that the reduced lattice metric coefficients $`g_{\mathrm{𝐣𝐤}}[\stackrel{~}{\phi }]`$ are given from
$$g[\stackrel{~}{\phi }]=\left(\frac{L}{N}\right)^d\mathrm{diag}\left\{\left(F^{}[\stackrel{~}{\phi }]\right)^2\right\}.$$
(18)
On the other hand, with respect to any other basis,
$$g[\stackrel{~}{\varphi }]=\mathrm{\Lambda }^Tg[\stackrel{~}{\phi }]\mathrm{\Lambda },$$
(19)
where $`\mathrm{\Lambda }_𝐧^𝐣=\stackrel{~}{\phi }^𝐣/\stackrel{~}{\varphi }^𝐧=b_𝐧(𝐱_𝐣)`$.
The change of variables (17) in the quantum-mechanical path integral should be implemented by including the “extra” term, i.e., the transformed action $`S[\stackrel{~}{\varphi }]`$ becomes
$$S[\stackrel{~}{\varphi }]=S_0[\stackrel{~}{\varphi }]+S_{\mathrm{Jacobian}}[\stackrel{~}{\varphi }]+S_{\mathrm{extra}}[\stackrel{~}{\varphi }].$$
(20)
The first term in Eq. (20) can be computed by direct substitution in Eq. (13),
$$S_0[\stackrel{~}{\varphi }]=S\left[f[\stackrel{~}{\varphi }]\right]=𝑑t\underset{𝐧,𝐦(Z_N)^d}{}\left[\frac{1}{2}g_{\mathrm{𝐧𝐦}}[\stackrel{~}{\varphi }]\dot{\stackrel{~}{\varphi ^𝐧}}\dot{\stackrel{~}{\varphi ^𝐦}}\frac{1}{2}\left(h_{\mathrm{𝐧𝐦}}+m^2\gamma _{\mathrm{𝐧𝐦}}\right)f^𝐧[\stackrel{~}{\varphi }]f^𝐦[\stackrel{~}{\varphi }]\right].$$
(21)
As for the second term, the Jacobian determinant $`{\displaystyle \underset{\alpha Z_M}{}}\left\{\left(det\stackrel{ˇ}{g}[\stackrel{~}{\varphi }](t_\alpha )\right)^{1/2}\right\}`$—with $`\stackrel{ˇ}{g}[\stackrel{~}{\varphi }]=g[\stackrel{~}{\varphi }]\delta `$ \[from Eq. (4)\]—leads to the standard contribution to the action,
$$S_{\mathrm{Jacobian}}[\stackrel{~}{\varphi }]=\frac{i\mathrm{}}{2}\underset{\alpha Z_M}{}\mathrm{tr}\mathrm{ln}\left\{\stackrel{ˇ}{g}[\stackrel{~}{\varphi }](t_\alpha )\right\}=\frac{i\mathrm{}}{2}\mathrm{Tr}\mathrm{ln}\left\{g[\stackrel{~}{\varphi }]\delta (tt^{})\right\}$$
(22)
\[cf. Eq. (5)\], where $`\mathrm{tr}`$ stands for the reduced spatial trace (with respect to spatial indices alone), as opposed to the spacetime trace $`\mathrm{Tr}`$. Finally, the “extra” term arising from the stochastic nature of the path integral isThe Einstein summation convention for repeated indices is adopted from Eq. (23) on.
$$S_{\mathrm{extra}}[\stackrel{~}{\varphi }]=\frac{\mathrm{}^2}{8}𝑑tg^{\mathrm{𝐧𝐦}}[\stackrel{~}{\varphi }]\mathrm{\Gamma }_{\mathrm{𝐥𝐧}}^𝐬[\stackrel{~}{\varphi }]\mathrm{\Gamma }_{\mathrm{𝐬𝐦}}^𝐥[\stackrel{~}{\varphi }]=\frac{\mathrm{}^2}{8}𝑑t\mathrm{tr}\left(g^1[\stackrel{~}{\varphi }]\mathrm{\Xi }[\stackrel{~}{\varphi }]\right),$$
(23)
where $`\mathrm{\Gamma }_{\mathrm{𝐥𝐧}}^𝐬[\stackrel{~}{\varphi }]`$ are the connection coefficients associated with the metric $`g_{\mathrm{𝐧𝐦}}[\stackrel{~}{\varphi }]`$ and $`\mathrm{\Xi }_{\mathrm{𝐧𝐦}}=\mathrm{\Gamma }_{\mathrm{𝐥𝐧}}^𝐬\mathrm{\Gamma }_{\mathrm{𝐬𝐦}}^𝐥`$. Equation (23) requires the evaluation of $`\mathrm{tr}\left(g^1[\stackrel{~}{\varphi }]\mathrm{\Xi }[\stackrel{~}{\varphi }]\right)`$, which can be performed in an arbitrary basis $`\left\{b_𝐧\right\}`$, due to the tensor nature of the expressions involved in the lattice version of the theory. However, this is most easily done in real space, where the metric is diagonal<sup>\**</sup><sup>\**</sup>\**Obviously, when the metric is nondiagonal, the computations are quite a bit lengthier. For example, for the Fourier basis of exponentials and $`\mathrm{\Phi }=\stackrel{~}{\mathrm{\Phi }}+\lambda \stackrel{~}{\mathrm{\Phi }}^\nu `$, the same results follow straightforwardly from $`g[\stackrel{~}{\varphi }]=(L/N)^d[1+\lambda \nu (\stackrel{~}{\mathrm{\Phi }})^{\nu 1}]^2`$, with the matrix $`(\stackrel{~}{\mathrm{\Phi }})_𝐦^𝐧=\stackrel{~}{\varphi }^{𝐧𝐦}`$. \[Eq. (18)\], so that the inverse metric is $`g^1[\stackrel{~}{\phi }]=(L/N)^d\mathrm{diag}\left\{\left(F^{}[\stackrel{~}{\phi }]\right)^2\right\}`$ and the connection coefficients are $`\mathrm{\Gamma }[\stackrel{~}{\phi }]=\mathrm{diag}^{(3)}\left\{F^{\prime \prime }[\stackrel{~}{\phi }]/F^{}[\stackrel{~}{\phi }]\right\}`$ (diagonal with respect to the three indices in real space). Then,
$$\mathrm{tr}\left(g^1[\stackrel{~}{\phi }]\mathrm{\Xi }[\stackrel{~}{\phi }]\right)=\left(\frac{L}{N}\right)^d\underset{𝐣(Z_N)^d}{}\left[\frac{\left(F^{\prime \prime }[\stackrel{~}{\phi }]\right)^2}{\left(F^{}[\stackrel{~}{\phi }]\right)^4}\right]_𝐣.$$
(24)
For later comparison with Method 2, it is useful to rewrite Eqs. (23) and (24) explicitly in terms of the field $`\stackrel{~}{\mathrm{\Phi }}`$; then,
$$S_{\mathrm{extra}}[\stackrel{~}{\mathrm{\Phi }}]=\frac{\mathrm{}^2}{8}\left(\frac{L}{N}\right)^{2d}d^{d+1}x\frac{\left(F^{\prime \prime }[\stackrel{~}{\mathrm{\Phi }}]\right)^2}{\left(F^{}[\stackrel{~}{\mathrm{\Phi }}]\right)^4}.$$
(25)
Method 2.
In this method, the field redefinition (3) is applied first, while the expansion in Kaluza-Klein modes is later performed in the transformed field theory. The terms in the action obtained from Method 2 will be written with hats to distinguish them from those of Method 1. By direct substitution of the field redefinition (3) in the action (2), the piece
$$\widehat{S}_0[\stackrel{~}{\mathrm{\Phi }}]=S\left[F[\stackrel{~}{\mathrm{\Phi }}]\right]=\frac{1}{2}d^{d+1}x\left[\eta ^{\mu \nu }\left(F^{}[\stackrel{~}{\mathrm{\Phi }}]\right)^2_\mu \stackrel{~}{\mathrm{\Phi }}_\nu \stackrel{~}{\mathrm{\Phi }}m^2\left(F[\stackrel{~}{\mathrm{\Phi }}]\right)^2\right]$$
(26)
develops derivative interaction terms, while the Jacobian, from Eqs. (4) and (5), yields
$$\widehat{S}_{\mathrm{Jacobian}}[\stackrel{~}{\mathrm{\Phi }}]=i\mathrm{}\delta ^{(d+1)}(0)d^{d+1}x\mathrm{ln}F^{}[\stackrel{~}{\mathrm{\Phi }}].$$
(27)
The conventional arguments within the standard lore would imply that the total action is given by only these two contributions, $`\widehat{S}[\stackrel{~}{\mathrm{\Phi }}]=\widehat{S}_0[\stackrel{~}{\mathrm{\Phi }}]+\widehat{S}_{\mathrm{Jacobian}}[\stackrel{~}{\mathrm{\Phi }}].`$
Finally, the action $`\widehat{S}[\stackrel{~}{\mathrm{\Phi }}]`$ can be converted into an effective quantum-mechanical one, $`\widehat{S}[\stackrel{~}{\varphi }]=\widehat{S}_0[\stackrel{~}{\varphi }]+\widehat{S}_{\mathrm{Jacobian}}[\stackrel{~}{\varphi }]`$, by using Eq. (8) (for $`\stackrel{~}{\mathrm{\Phi }}`$) and integrating out the spatial coordinates, with the results
$$\widehat{S}_0[\stackrel{~}{\varphi }]=𝑑t\underset{𝐧,𝐦Z}{}\left[\frac{1}{2}\widehat{g}_{\mathrm{𝐧𝐦}}[\stackrel{~}{\varphi }]\dot{\stackrel{~}{\varphi ^𝐧}}\dot{\stackrel{~}{\varphi ^𝐦}}\frac{1}{2}\left(\widehat{h}_{\mathrm{𝐧𝐦}}+m^2\widehat{\gamma }_{\mathrm{𝐧𝐦}}\right)f^𝐧[\stackrel{~}{\varphi }]f^𝐦[\stackrel{~}{\varphi }]\right]$$
(28)
and \[from Eqs. (4) and (5)\]
$$\widehat{S}_{\mathrm{Jacobian}}[\stackrel{~}{\varphi }]=\frac{i\mathrm{}}{2}\mathrm{Tr}\mathrm{ln}\left\{\widehat{g}[\stackrel{~}{\varphi }]\delta (tt^{})\right\}.$$
(29)
In Eqs. (28) and (29),
$$\widehat{g}_{\mathrm{𝐧𝐦}}[\stackrel{~}{\varphi }]d^d𝐱b_𝐧(𝐱)b_𝐦(𝐱)\left(F^{}[\stackrel{~}{\mathrm{\Phi }}(t,𝐱)]\right)^2=g_{\mathrm{𝐧𝐦}}[\stackrel{~}{\varphi }],$$
(30)
as follows from the limit $`N\mathrm{}`$ of Eqs. (18) and (19); likewise $`\widehat{h}_{\mathrm{𝐧𝐦}}=h_{\mathrm{𝐧𝐦}}`$ \[from Eqs. (14) and (15)\] and $`\widehat{\gamma }_{\mathrm{𝐧𝐦}}=\gamma _{\mathrm{𝐧𝐦}}`$, so that $`\widehat{g}_{\mathrm{𝐧𝐦}}[\stackrel{~}{\varphi }]`$, $`\widehat{h}_{\mathrm{𝐧𝐦}}`$, and $`\widehat{\gamma }_{\mathrm{𝐧𝐦}}`$ coincide with the corresponding matrix elements appearing in the continuum limit of the quantum-mechanical version of this calculation.
Comparison of Methods.
The transformations involved in Methods 1 and 2 are represented in the diagram
$$\begin{array}{ccc}S[\mathrm{\Phi }]& \stackrel{\mathrm{\Phi }=F[\stackrel{~}{\mathrm{\Phi }}]\text{ }}{}& \widehat{S}[\stackrel{~}{\mathrm{\Phi }}]\\ & & \\ \begin{array}{c}S[\varphi ]\end{array}& \stackrel{\varphi =f[\stackrel{~}{\varphi }]\text{ }}{}& S[\stackrel{~}{\varphi }]\stackrel{\mathrm{?}}{=}\widehat{S}[\stackrel{~}{\varphi }]\end{array},$$
(31)
where $``$ stands for reduction to a quantum-mechanical problem (by integrating out the spatial coordinates). The identity of the results of the two methods amounts to the equality of the two actions for the effective quantum-mechanical theory; in other words, it is equivalent to the statement that diagram (31) be commutative. However, if the standard lore holds true, the action $`\widehat{S}[\stackrel{~}{\varphi }]`$ lacks the “extra” term, so that
$$S_0[\stackrel{~}{\varphi }]+S_{\mathrm{Jacobian}}[\stackrel{~}{\varphi }]+S_{\mathrm{extra}}[\stackrel{~}{\varphi }]=\widehat{S}_0[\stackrel{~}{\varphi }]+\widehat{S}_{\mathrm{Jacobian}}[\stackrel{~}{\varphi }].$$
(32)
Let us now analyze the feasibility of Eq. (32). Firstly, the equality $`S_0[\stackrel{~}{\varphi }]=\widehat{S}_0[\stackrel{~}{\varphi }]`$ follows from Eqs. (21) and (28). Secondly, the equality of the Jacobian factors, $`S_{\mathrm{Jacobian}}[\stackrel{~}{\varphi }]=\widehat{S}_{\mathrm{Jacobian}}[\stackrel{~}{\varphi }]`$ is seen from Eqs. (22) and (29). Finally, due to the identity of the first two terms, it is clear that Eq. (32) is incompatible with the existence of a nonzero term $`S_{\mathrm{extra}}[\stackrel{~}{\varphi }]`$. In other words, we are now confronted with the central issue of this Letter: in Method 1, $`S_{\mathrm{extra}}[\stackrel{~}{\varphi }]0`$, while in Method 2, the standard rules for nonlinear field redefinitions failed to generate such a term. The inescapable conclusion, if $`S_{\mathrm{extra}}[\stackrel{~}{\varphi }]`$ cannot be rationalized to vanish, is that this term should have emerged at the level of quantum field theory from the nonlinear field redefinition. Therefore, from Eq. (25) and the identification
$$\left(\frac{L}{N}\right)^d=\delta ^{(d)}(𝐱=0)$$
(33)
(in the limit $`N\mathrm{}`$)—which is recognized to be the standard condition for the transition from the lattice version of the theory to its continuous counterpart—it follows that the final expression for the “extra” quantum-field theoretical term is
$$S_{\mathrm{extra}}[\stackrel{~}{\mathrm{\Phi }}]=\frac{\mathrm{}^2}{8}\left[\delta ^{(d)}(𝐱=0)\right]^2d^{d+1}x\frac{\left(F^{\prime \prime }[\stackrel{~}{\mathrm{\Phi }}]\right)^2}{\left(F^{}[\stackrel{~}{\mathrm{\Phi }}]\right)^4}.$$
(34)
This divergent term is proportional to the square of the $`d`$-dimensional spatial delta function rather than the $`(d+1)`$-dimensional delta function at zero argument. An analogue of this result was found in the early literature on four-dimensional chiral dynamics .
A final remark is in order. An alternative to the approach of Method 2 is afforded by the addition, after field redefinition, of an infinite series of counterterms,
$`S[\stackrel{~}{\mathrm{\Phi }}]={\displaystyle \frac{1}{2}}{\displaystyle }d^{d+1}x[`$ $`\eta ^{\mu \nu }`$ $`\left(F^{}[\stackrel{~}{\mathrm{\Phi }}]\right)^2_\mu \stackrel{~}{\mathrm{\Phi }}_\nu \stackrel{~}{\mathrm{\Phi }}m^2\left(F[\stackrel{~}{\mathrm{\Phi }}]\right)^2]`$ (35)
$``$ $`i\mathrm{}\delta ^{(d+1)}(0){\displaystyle d^{d+1}x\mathrm{ln}F^{}[\stackrel{~}{\mathrm{\Phi }}]}+{\displaystyle d^{d+1}x\underset{\mathrm{}=1}{\overset{\mathrm{}}{}}c_{\mathrm{}}\stackrel{~}{\mathrm{\Phi }}^{\mathrm{}}},`$ (36)
where the unknown coefficients $`c_{\mathrm{}}`$ can be evaluated by computing physically significant quantities and matching with the original free theory. The advantage of our approach lies in that we have been able to directly derive the simple expression in Eq. (34), which would otherwise be obtained by laboriously computing Feynman diagrams and summing the series in Eq. (36).
In conclusion, we have shown evidence for a single “extra” term being generated upon making nonlinear field redefinitions for the (d+1)-dimensional quantum field theory in a Minkowskian spacetime with compactified spatial coordinates. An extension of the work in quantum mechanics , as well as a perturbative calculation based upon these results, gives additional confirmation of the existence of “extra” terms in quantum field theory, at least for the case of flat Euclidean $`D`$-dimensional spacetime. Finally, this work also reveals the need for a more careful use of dimensional regularization in higher-order calculations, as will be discussed elsewhere.
Acknowledgements.
C.R.O.’s work was supported in part by an Advanced Research Grant from the Texas Higher Education Coordinating Board. H.E.C. acknowledges financial support by the University of San Francisco Faculty Development Fund, as well as the hospitality of the University of Houston. |
warning/0003/cond-mat0003424.html | ar5iv | text | # Phase Transitions in Nonequilibrium Systems
## I Introduction
Collective phenomena in systems far from thermal equilibrium have been a subject of extensive studies in recent years. Usually these systems are driven out of equilibrium by external fields, such as electric field in the case of conductors, pressure gradient in the case of fluids, temperature gradient in the case of heat conductors, chemical potential gradient in the case of growth problems and many others . These driving fields are very common in nature and are found in a large variety of physical systems such as granular and traffic flow , gel electrophoresis , superionic conductors to give a few examples. In many cases these systems reach a steady state, which unlike the equilibrium case, is characterised by non-vanishing currents. In these lectures we consider possible collective phenomena and phase transitions which may take place in such steady states. The main problem in studying nonequilibrium systems is the lack of general theoretical framework within which they could be analysed. As a result they are far less understood as compared with equilibrium systems where the Gibbs picture provides such a theoretical framework.
Before discussing nonequilibrium systems it is useful to consider briefly systems in thermal equilibrium. Here decades of studies have yielded a fairly detailed understanding of their thermodynamic behaviour. Many rules which govern phase transitions occurring in these systems have been derived. For example, it has been shown that the critical exponents associated with a phase transition may be classified into universality classes. These classes do not depend on the detailed interactions in the system but rather on a few parameters such as the symmetry of the system and of the order parameter associated with the transition, the dimensionality of the system and the range of interactions. Therefore, in order to study theoretically the critical behaviour of a given system it is sufficient to analyse the simplest possible model which belongs to the same universality class. For reviews see, for example, . It has also been shown that phase transitions and spontaneous symmetry breaking do not take place at low dimension. In particular, no phase transition is expected to take place in a one dimensional system at finite temperatures as long as the interactions are short range . Moreover, breaking of continuous symmetry may take place under the same conditions only in dimensions higher than two . Other rules derived by Landau relate the nature of the transition, namely whether it is first order or continuous, to the symmetry of the systems . If the symmetry allows a third order term in the expansion of the free energy in the order parameter, such as in the case of the transition from a liquid to a nematic liquid crystal phase , the transition cannot be continuous and is necessarily first order. On the other hand if the symmetry is such that no third order term is allowed, such as in the transition from a paramagnetic to a ferromagnetic phase, the transition may either be first order or continuous, depending on the details of the interactions. The Gibbs phase rule is another very useful example of a rule which governs the phase digrams of systems in equilibrium . It deals with fluids composed of $`c`$ components. The thermodynamic phase space of such systems is of $`c+1`$ dimensions, associated with the temperature, pressure, and $`c1`$ chemical potentials. According to the rule, the manifold in this space on which $`n`$ different phases coexist is of $`D=2+cn`$ dimensions. Another rule deals with the phase diagram near a triple point, where three coexistence lined meet. According to this $`180^{}`$ rule, each of the three angles defined by the intersecting coexistence lines must be less than $`180^{}`$. This is a direct result of the convexity of the free energy .
These rules and many others, some of which are related to disordered systems , provide extremely useful tools for analysing and understanding phase diagrams and critical behaviour of models and physical systems in equilibrium. By simply identifying the symmetry of the system and the nature of the order paramenter involved in the phase transition one can usually find the universality class of the transition and even obtain a rough idea of the possible phase diagram.
Our degree of understanding of collective behaviour far from thermal equilibrium is at a much more primitive stage. Since a general theoretical framework for studying nonequilibrium phenomena does not exist, one cannot derive similar rules which would be as general as those for equilibrium systems. Rather, one has to resort to studying specific models and probe the resulting types of phase diagrams and phase transitions, with the hope that some general picture might emerge.
In the present lectures we consider stochastic driven systems in one dimension and discuss some interesting collective behaviour which they display. Unlike equilibrium one dimensional systems which do not exhibit phase transitions, non equilibrium systems exhibit a rich variety of collective phenomena such as first order and continuous phase transitions, spontaneous symmetry breaking (SSB), phase separation, slow coarsening processes and many others. Mechanisms which lead to these phenomena are discussed.
The article is organised as follows: in Section II the concept of detailed balance is discussed, the lack of which is characteristic of nonequilibrium systems. A necessary and sufficient condition for the existence of detailed balance is presented. In Section III a simple driven model, the totally asymmetric exclusion process, is introduced and its phase diagram for a system with open boundaries is calculated using a mean field approximation. The phase diagram exhibits several phases separated by first order and continuous transitions. The matrix method which enables one to obtain exact results for steady state properties is outlined in Section IV. A model which displays spontaneous symmetry breaking in one dimension is introduced in Section V and a model exhibiting phase separation accompanied by slow coarsening processes is described in Section VI. Open problems and perspectives are briefly discussed in Section VII.
## II Detailed balance and driven systems
In this section we make some general considerations concerning the evolution of dynamical systems. Let $`C`$ be a microscopic configuration, and let $`P(C,t)`$ be the probability that the system is in the microscopic configuration $`C`$ at time $`t`$. The dynamics of the system is defined in terms of the transition rates $`W(CC^{})`$ from a configuration $`C`$ to $`C^{}`$. The equation which governs the evolution of the distribution function $`P(C,t)`$ takes the form
$$\frac{P(C,t)}{t}=\underset{C^{}}{}W(C^{}C)P(C^{},t)\underset{C^{}}{}W(CC^{})P(C,t).$$
(1)
The first sum represents the rate of flow, in configuration space, of probability into $`C`$ while the second sum corresponds to the outgoing flow from this configuration. In a steady state the two terms are equal, yielding zero net flow from any configuration.
Systems in thermal equilibrium are characterised by an energy function, or a Hamiltonian, $`E(C)`$. The steady state distribution $`P(C)`$ is proportional to $`e^{E(C)/k_BT}`$, where $`T`$ is the temperature and $`k_B`$ is the Boltzmann constant. Given an energy function $`E(C)`$ one can always find transition rates $`W(CC^{})`$, such as the Metropolis rates, which obey detailed balance. Here the two sums cancel term by term
$$W(C^{}C)P(C^{})=W(CC^{})P(C),$$
(2)
for any pair of configurations $`C`$ and $`C^{}`$.
On the other hand dynamical systems are not defined by an energy function but rather by transition rates. When a system is not in thermal equilibrium, the resulting steady is such that detailed balance (2) is not satisfied. We will basically use this lack of detailed balance as a definition of nonequilibrium.
Given the dynamics of a system, namely the transition rates, it is of interest to know whether or not detailed balance is satisfied. Since, in general, the steady state distribution cannot be calculated, a direct check of the detailed balance condition (2) is not possible. Thus a criterion for existence of detailed balance which is based directly on the transition rates and does not require the knowledge of the steady state is highly desirable. Such a criterion is provided by the following equations. Let $`C_1,C_2,\mathrm{},C_k`$ be a set of $`k`$ microscopic configurations. A necessary and sufficient condition for the existence of detailed balance is that for any such set one has
$$W(12)W(23)\mathrm{}W(k1)=W(1k)W(kk1)\mathrm{}W(21),$$
(3)
where for simplicity we have denoted $`C_i`$ by $`i`$. It is easy to check that (3) is a necessary condition. When detailed balance is satisfied one may replace $`W(ii+1)/W(i+1i)`$ by $`P(i+1)/P(i)`$, where P(i) is the steady state distribution with respect to which detailed balance is satisfied. Using these relations (3) is easily verified.
To demonstrate that this is a sufficient condition as well, we use (3) to derive the steady state distribution. We start with an arbitrary configuration $`1`$ and denote its steady state weight by $`P(1)`$. The weight of states $`2`$ which are directly connected with $`1`$ (namely, for which $`W(12)>0`$), may thus be defined using the detailed balance relation, $`P(2)=P(1)W(12)/W(21)`$. This process may then be repeated to define the weights of states directly connected with states $`2`$ etc, until all microscopic configurations have been reached. The weight of a microscopic configuration $`k`$ which may be reached from $`1`$ via intermediate states $`2,3,\mathrm{},k1`$ is thus given by
$$P(k)=P(1)\frac{W(12)\mathrm{}W(k1k)}{W(kk1)\mathrm{}W(21)}.$$
(4)
For this procedure to be self-consistent one has to verify that any path between configurations $`1`$ and $`k`$ yields the same $`P(k)`$. It is a straightforward matter to show that this follows directly from (3).
Thus, to demonstrate that a dynamical system defined by its transition rates is not in thermal equilibrium it is sufficient to find a single path in configuration space for which (3) is not satisfied. This is usually quite easy to check, making it a very useful criterion. When (3) is not satisfied the system exhibits non-vanishing probability currents between configurations which is an indication of the system not being in thermal equilibrium.
A simple prototypical model of driven systems, termed the ‘standard model’, was introduced by Katz et al . This is a driven lattice gas model defined on a hypercubic lattice with periodic boundary conditions. Each site $`i`$ is either occupied by a particle or is vacant, with $`\sigma _i=0,1`$ being the occupation number. In the absence of drive, an Ising Hamiltonian is assumed
$$H=J\underset{ij}{}\sigma _i\sigma _j,$$
(5)
where the sum is over nearest neighbour (nn) sites $`ij`$. The evolution of the system is defined by Kawasaki dynamics, allowing for particles to hop between nearest neighbour sites. Let $`C`$ and $`C^{}`$ be two configurations obtained from each other by an interchange of a single pair of nn occupation numbers $`\sigma _i`$ and $`\sigma _j`$. The transition rate between $`C`$ and $`C^{}`$ may be taken as the Metropolis rate $`W(CC^{})=w(\beta \mathrm{\Delta }H)`$, where $`\mathrm{\Delta }H=H(C^{})H(C)`$ and $`w(x)=\mathrm{min}(1,e^x)`$. This dynamics leads to the expected Boltzmann equilibrium distribution. In $`d>1`$ dimensions the system exhibits the usual Ising transition from a homogeneous phase at high temperatures to a phase separated state at low temperatures.
Introducing a driving field $`E`$ along one of the axes, the transition rates are modified by adding a term $`uE`$ to $`\mathrm{\Delta }H`$ where
$$u=1,\mathrm{\hspace{0.33em}0},+1,$$
(6)
for a hop along, transverse or opposite to the field direction, respectively. The transition rates are thus given by
$$W(CC^{})=w(\beta (\mathrm{\Delta }H+uE)).$$
(7)
Due to the periodic boundary conditions in the direction of the driving field, these rates do not obey detailed balance, and the steady exhibits non-vanishing currents.
In spite of the simplicity of the model, no exact results for the steady state properties are available (exact in one dimension). Extensive numerical studies of this model in two dimensions demonstrate that the phase separation transition which exists in zero drive, persists for non-zero driving fields. At low temperatures the system exhibits stripes of high density and low density regions which are oriented along the field direction. These stripes coarsen with time leading to a phase separated state.
## III Asymmetric exclusion process in one dimension
In this section we consider the phase diagram of the one dimensional ‘standard model’ defined in the previous section for $`J=0`$. Here the only interaction between the particles is the hard-core interaction which prevents more than one particle from occupying the same site. This process is called asymmetric simple exclusion process (ASEP). Furthermore, we consider the limit $`E\mathrm{}`$, called totally asymmetric simple exclusion process (TASEP). In this limit particles are restricted to move only to the right, with no backward moves. This model turns out to be sufficiently simple to allow for exact calculation of some of its steady state properties. In spite of its simplicity, the model with open boundary conditions exhibits a rather rich and complicated phase diagram, displaying both continuous and discontinuous phase transitions (see below). This is clearly a direct consequence of the fact that the dynamics is a nonequilibrium one. The model and many variants of it have been a subject of extensive studies in recent years .
The dynamics of the model is defined as follows: at any given time a pair of nn sites is chosen at random. If the occupation numbers of these sites are $`(+\mathrm{\hspace{0.33em}0})`$ an exchange is carried out
$$+\mathrm{\hspace{0.33em}0}0+,$$
(8)
with rate $`1`$. All other configurations, remain unchanged. Here and in the following we interchangably use $`1`$ or $`+`$ to denote an occupied site. For periodic boundary conditions the system reaches a trivial steady state in which all microscopic configurations have the same weight. This may be verified by direct inspection of the master equation (1). It is easy to see that the number of configurations to which a given configuration $`C`$ may flow is equal to the number of configurations flowing into $`C`$. To verify that this is the case note that a microscopic configuration $`C`$ is composed of alternating segments of $`+^{}s`$ and $`0^{}s`$. According to the dynamics (8) $`C`$ may be exited when the rightmost particle in one of the $`+`$ segments moves one step to the right. Thus the number of configurations $`C`$ may flow into is equal to $`l`$, the number of $`+`$ segments in this configuration. Similarly $`C`$ may be reached when the leftmost particle in one of the $`+`$ segments hops into its position. The number of configurationd flowing into $`C`$ is therefore also equal to $`l`$. Since all non-vanishing transition rates are $`1`$, the state where all configurations have equal weights is stationary. Therefore in the steady state the system exhibits no correlations, apart from the trivial correlations arising from the fact that the overall density of particles is fixed.
The steady state current $`J`$ is given by
$$J=\sigma _i(1\sigma _{i+1}),$$
(9)
where the brackets denote a statistical average with respect to the steady state weights of the microscopic configuration. Since in the steady state the system exhibits no correlations the current may be written, in the large system limit, as
$$J=p(1p),$$
(10)
where $`p_i=\sigma _i`$ is the density at site $`i`$, and the index $`i`$ is omitted in (10) since the average density is homogeneous, independent of $`i`$. Equation (10), relating the current to the density is known as the fundamental relation (or fundamental diagram). The interesting feature in this relation is that the current is not a monotonic function of the density but rather it exhibits a maximum at $`p=0.5`$. This feature is a result of the hard-core interaction between the particles and it affects rather drastically the steady state properties of the system when open boundary conditions are considered.
We now turn to the model with open boundary conditions. Here, particles are introduced into the system at the left end, they move through the bulk according to the conserving dynamics (8), and leave the system at the right end. To be more specific, at the left boundary $`(i=1)`$ the move
$$0+,$$
(11)
is carried out with a rate $`\alpha `$. Similarly, at the right boundary $`(i=N)`$ one takes
$$+0,$$
(12)
with a rate $`\beta `$. For a schematic representation of the model see Figure 1.
The overall dynamics is non-conserving. Particles are conserved in the bulk but are not conserved at the boundaries. Unlike the case with periodic boundary conditions, the steady state distribution is not trivial, and correlations between the densities at different sites do not vanish. However, far from the boundaries the distribution function is expected to be well approximated by the homogeneous one, suggesting that correlations are small.
We are interested in the steady state of this model for given rates $`\alpha `$ and $`\beta `$. For large $`\alpha `$ and small $`\beta `$, namely for a large feeding rate and a small exit rate the overall density is expected to be high. On the other hand for small $`\alpha `$ and large $`\beta `$ the density is expected to be low. In addition, for a large system, where away from the boundaries the local density is expected to vary very slowly, the fundamental relation (10) is expected to hold locally. Thus the current in the system cannot exceed a maximal current, as suggested by (10). These features yield a rather rich phase diagram, as $`\alpha `$ and $`\beta `$ are varied.
We start by considering the phase diagram in the mean field approximation . Since correlations in this system are expected to be vanishingly small away from the boundaries, this approximation is expected to yield a rather accurate phase diagram. In fact it turns out that the phase diagram obtained in this way is exact.
To derive the mean field equations we note that the current $`J_{i,i+1}`$ between sites $`i`$ and $`i+1`$ is given by $`\sigma _i(1\sigma _{i+1})`$ for $`i=1,\mathrm{},N1`$. In addition the currents at the two ends are given by $`J_0=\alpha 1\sigma _1`$ and $`J_N=\beta \sigma _N`$. Neglecting correlations one finds that in the steady state, where all currents are equal, the following equations have to be satisfied:
$$J=\alpha (1p_1)=p_1(1p_2)=\mathrm{}=p_{N1}(1p_N)=\beta p_N.$$
(13)
Solving these equations for $`J,p_1,\mathrm{},p_N`$ the density profile in the steady state and the current are obtained.
It is instructive to consider these equations in the continuum limit. Replacing $`p_i`$ by $`p(x)`$ in (13) with $`0xL`$ yields the bulk current
$$J(x)=p(1p)D\frac{p}{x},$$
(14)
where $`D`$ is the diffusion constant which, by rescaling $`x`$, may be taken as $`1`$. In this expression the first term represents the drive while the second term is the ordinary diffusion current. The evolution of the system is governed by the continuity equation $`p/t=J/x`$, together with the boundary conditions $`J(0)=\alpha (1p(0))`$ and $`J(L)=\beta p(L)`$. In the steady state the current $`J`$ in (14) is independent of $`x`$ yielding a density profile which has one of the two following forms
$`p(x)`$ $`=`$ $`0.5+v\mathrm{tanh}[v(xx_0)]`$ (15)
$`p(x)`$ $`=`$ $`0.5+v\mathrm{coth}[v(xx_0)],`$ (16)
where $`v^2=1/4J`$. The two parameters $`x_0`$ and $`v`$ (or alternatively the current $`J`$) are determined by the two boundary conditions, and are thus related to $`\alpha `$ and $`\beta `$.
By matching the boundary conditions the density profiles and the current are obtained. The resulting phase diagram is given in Figure 2. The system is found to exhibit three distinct phases in the limit of large length $`L`$:
* Low density phase for which the bulk density is smaller than $`0.5`$ with $`x_0=O(L)`$. The density profile is basically flat, except for a small region near the right end. In this phase $`p(0)=\alpha `$ and $`J=\alpha (1\alpha )`$. It exists for $`\alpha <\beta `$ and $`\alpha <1/2`$.
* High density phase with bulk density larger than $`0.5`$ with $`x_0=O(L)`$. The density profile is flat except at a small region near the left end. Here $`p(L)=1\beta `$ and $`J=\beta (1\beta )`$. This phase exist for $`\beta <\alpha `$ and $`\beta <1/2`$. The two phases co-exist on the line $`\alpha =\beta <1/2`$.
* A maximal current phase in the region $`\alpha >1/2`$ and $`\beta >1/2`$. Here the bulk density is 1/2 exhibiting structures at both ends of the system. These structures decay algebraically as $`1/x`$ when moving away from the ends. In this phase the current is maximal, namely $`J=1/4`$.
The phase diagram exhibits a first order line on which the high density and the low density phases coexist and two second order lines separating these phases from the maximal current phase. Typical schematic density profiles in the various phases are also given in Figure 2.
In the mean field approximation fluctuations are neglected, and therefore by itself this analysis may not serve as a demonstration that phase transitions do take place in $`1d`$ away from thermal equilibrium. In fact mean field approximation yields phase transitions in equilibrium $`1d`$ systems, where they are known not to exist. It is therefore important to examine the role of fluctuations in this driven system and demonstrate that indeed the phase transitions found within the mean field approximation remain when fluctuations are taken into account. This has indeed been demonstrated for the TASEP . A method which goes beyond the mean field approximation and allows exact calculations of steady state properties of some driven $`1d`$ models is described in the next section.
## IV Matrix method
A matrix method for calculating some steady state properties of the TASEP was introduced a few years ago . The method has since then been generalised and applied to other models of driven systems. In the following we briefly outline the method as applied to the TASEP with open boundary conditions described above.
We are interested in calculating the steady state distribution function $`P(\sigma _1,\mathrm{},\sigma _N)`$. In the matrix method one tries to express the distribution function by a matrix element of a product of particular matrices. Let $`D`$ and $`E`$ be two square matrices and $`W|`$ and $`|V`$ be two vectors. For any given configuration, $`(\sigma _1,\mathrm{},\sigma _N)`$ one considers the matrix product in which each occupation number $`\sigma _i`$ is replaced by either a matrix $`D`$ or a matrix $`E`$ depending on whether it is $`1`$ or $`0`$, respectively. The key question is whether one can find matrices $`D`$ and $`E`$ and vectors $`W|`$ and $`|V`$ such that $`P(\sigma _1,\mathrm{},\sigma _N)`$ is proportional to the $`W|,|V`$ matrix element of this product. Within this representation the distribution function may be written as
$$P(\sigma _1,\mathrm{},\sigma _N)W|\underset{i=1}{\overset{N}{}}[\sigma _iD+(1\sigma _i)E]|V.$$
(17)
A priori, it is not at all clear that such representation is available. However, if such representation exists, it may yield a straightforward (though sometimes tedious) way for calculating the distribution function. For example, the density at, say, site $`i=1`$ may be expressed as
$$p_1=\frac{1}{Z_N}\underset{\{X_i\}}{}W|DX_2\mathrm{}X_N|V,$$
(18)
where $`X_i=D,E`$, and the normalization factor $`Z_N`$ is given by
$$Z_N=\underset{\{X_i\}}{}W|X_1X_2\mathrm{}X_N|V=W|C^N|V,$$
(19)
with
$$C=D+E.$$
(20)
Thus, we may rewrite (18) as
$$p_1=\frac{1}{Z_N}W|DC^{N1}|V.$$
(21)
Densities at other sites and density-density correlation functions may similarly be expressed by other matrix elements.
The main question at this point is how to find matrices and vectors such that (17) holds. To this end we consider the local currents in the system. Using the matrix representation, the current between sites $`i`$ and $`i+1`$ $`(i=1,\mathrm{},N1)`$ may be expressed as
$$J_{i,i+1}=\frac{1}{Z_N}W|C^{i1}DEC^{Ni1}|V,$$
(22)
and the currents at the two ends
$`J_0`$ $`=`$ $`{\displaystyle \frac{\alpha }{Z_N}}W|EC^{N1}|V`$ (23)
$`J_N`$ $`=`$ $`{\displaystyle \frac{\beta }{Z_N}}W|C^{N1}D|V.`$ (24)
In the steady state all currents are equal. Taking matrices $`D,E`$ and vectors $`W|,|V`$ which satisfy
$`DE=D+E(=C)`$ (25)
$`\alpha W|E=W|`$ (26)
$`\beta D|V=|V,`$ (27)
guarantee that all currents are equal, with
$$J=\frac{Z_{N1}}{Z_N}.$$
(28)
The question is whether these relations (25) are sufficient to guarantee that the resulting distribution (17) is a steady state. For (17) to be a steady state one has to make sure that
$$P(\sigma _1,\mathrm{},\sigma _N)/t=0,$$
(29)
for each of the $`2^N`$ microscopic configurations. The relations (25) only directly guarantee that $`N+1`$ of these $`2^N`$ equations are satisfied. This may suggest that (25) may not be sufficient to guarantee that the steady state distribution is given by (17). However it can be shown, by direct inspection of Equations (29) that (25) yields the steady state of the system.
The problem is thus reduced to first finding matrices and vectors which satisfy (17), and then calculating some matrix elements to obtain, for example, the current $`J`$. It is straightforward to show that for $`\alpha +\beta 1`$ the matrices which satisfy (17) have to be of infinite order. Such matrices have been found and the current and density profiles and other correlation functions have been calculated . The resulting phase diagram coincides with that obtained by the mean field approximation, although the density profiles are different. For example, in the algebraic, maximal current, phase the local density decays to the bulk density like $`1/\sqrt{x}`$ at large distances from the boundary, unlike the mean field result which yields a $`1/x`$ profile.
The matrix method proved to be very powerful in yielding steady state properties of TASEP dynamics. It has been applied and generalised to study partially asymmetric exclusion processes (ASEP) and models with more than one type of particles . In addition, replacing matrices by tensors proved to be useful in some cases . However the method is restricted to one dimension. It is not standard in the sense that it can not be applied to any dynamical model. Moreover, there is no simple way to tell a priori whether or not it may be applicable for a specific model.
## V Spontaneous symmetry breaking in one dimension
In this section we consider a simple dynamical model which exhibits spontaneous symmetry breaking (SSB) in $`1d`$.
The model may be pictorially described in the following way: consider a narrow bridge connecting two roads. Cars travelling on the bridge in opposite directions do not block each other, although they may slow the traffic flow in both directions. We assume that the two roads leading to the bridge from both sides are statistically identical. Namely the arrival rates of cars at the two ends of the bridge are the same. This system clearly has a right-left symmetry. Thus if this symmetry is not spontaneously broken one would expect that the long time average of the current of cars travelling to the right would be the same as that of cars travelling to the left. The question is whether the bridge is capable of exhibiting breaking of the right-left symmetry, and spontaneously turning itself into a ‘one-way’ street, where the current in one direction is larger than the current in the other direction. It turns out that this may indeed take place in the limit of a long bridge, demonstrating that SSB may take place in $`1d`$ nonequilibrium systems.
To model the ‘bridge’ problem we generalise the TASEP discussed in the previous section . We consider a $`1d`$ lattice of length $`N`$. Each lattice point may be occupied by either a $`(+)`$ particle (positive charge) moving to the right, a $`()`$ particle (negative charge) moving to the left or by a vacancy $`(0)`$. In addition positive (negative) charges are supplied at the left (right) end and are removed at the right (left) end of the system.
The dynamics of the model is defined as follows: at each time step a pair of nearest neighbour sites is chosen and an exchange process is carried out
$$+\mathrm{\hspace{0.33em}0}0+,\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}0}\mathrm{\hspace{0.33em}0},++,$$
(30)
with rates $`1`$, $`1`$ and $`q`$, respectively. Furthermore, at the two ends particles may be introduced or removed. At the left boundary $`(i=1)`$ the processes
$$0+,0,$$
(31)
take place with rates $`\alpha `$ and $`\beta `$, respectively. Similarly, at the right boundary $`(i=N)`$, one has the processes
$$0,+0,$$
(32)
with rates $`\alpha `$ and $`\beta `$, respectively (see Figure 3). In the ‘bridge’ language the boundary terms may be viewed as traffic lights which control the feeding and exit rates at the two ends.
Since the parameters $`\alpha `$ and $`\beta `$ are the same on both ends of the systems the dynamics obviously possesses a right-left symmetry. The question of interest is whether or not this symmetry is preserved in the steady state. Clearly, for small $`\alpha `$ and large $`\beta `$ the density of particles in the system is expected to be low, the two types of particles do not block each other, and the steady state is expected to be symmetric. On the other hand for $`\beta `$ much smaller than $`\alpha `$, particles are blocked in the system, the density is high and it is possible that symmetry breaking takes place.
We start by considering the mean field approximation. It is straightforward to derive the mean field equations for the steady state. They take the form
$`J_+`$ $`=`$ $`p_i[1p_{i+1}(1q)m_{i+1}]`$ (33)
$`J_{}`$ $`=`$ $`m_{i+1}[1m_i(1q)p_i],`$ (34)
for $`i=1,\mathrm{},N1`$, where $`p_i`$ and $`m_i`$ are the densities of the $`(+)`$ and $`()`$ particles at site $`i`$, respectively, and $`J_+`$ and $`J_{}`$ are the currents of the positive and negative particles, respectively. In addition to the bulk equations one has four other equations for the currents at the boundaries
$`J_+`$ $`=`$ $`\alpha (1p_1m_1)=\beta p_N`$ (35)
$`J_{}`$ $`=`$ $`\beta m_1=\alpha (1p_Nm_N).`$ (36)
These $`(2N+2)`$ equations may be solved numerically for $`(p_1,\mathrm{},p_N;m_1,\mathrm{},m_N;J_+,J_{})`$ to yield the $`(\alpha ,\beta )`$ phase diagram of the model. It is found that for large $`\beta `$ the steady state is symmetric (with $`J_+=J_{}`$) while for small $`\beta `$ the two currents are unequal in the steady state.
The matrix method discussed in the previous section has been generalised and applied to this model . However it turned out that a self-consistent matrix representation could be found for this model only for $`\beta =1`$ or in the limit $`\alpha \mathrm{}`$. The limit $`\alpha \mathrm{}`$ is trivially mapped on the single species TASEP model. For $`\beta =1`$ a phase transition is found although no spontaneous symmetry breaking takes place. According to mean field SSB is expected only at much lower exit rates $`\beta `$.
To demonstrate that the non-symmetric state found in the mean field approximation for small $`\beta `$ survives fluctuations, numerical simulations of the dynamics have been carried out and the current difference $`J_+J_{}`$ has been measured as a function of time for small $`\beta `$, where the mean field approximation predicts a broken symmetry phase . A typical time evolution of the current difference for a system of size $`N=80`$ is given in Figure 4.
The figure suggests that the system flips between two macroscopic states: one with a positive net current and the other with negative net current. In the first case the system is predominantly loaded with positive charges moving to the right while in the second case it is loaded with negative charges moving to the left. This time course is characterised by a time-scale $`\tau (N)`$ which measures the average time between flips. Clearly, when averaged over time, the current difference vanishes, yielding a symmetric state. This is to be expected since we are dealing with a finite system, and one certainly does not expect SSB to take place in a finite system. The question is how does the system behave in the thermodynamic limit $`N\mathrm{}`$, and particularly how does $`\tau (N)`$ grow for large $`N`$. Numerical simulations suggest that $`\tau `$ grows exponentially with $`N`$. This means that the probability of a flip is negligibly small in a large system, and thus SSB takes place.
In order to gain some insight into the flipping process we consider the limit of very small $`\beta `$ . In this limit, particles leave the system at a very small rate, and the system is filled with either positive charges moving to the right or negative charges moving to the left. Starting with a positively charged system, one would like to understand the mechanism by which a system of finite length flips into a negatively charged one. The evolution in the small $`\beta `$ limit may be described as follows: with rate $`\beta `$ a positive charge leaves the system at the right end. The vacancy created at this end may either move to the left with velocity $`1`$ or may be filled with a negatively charged particle which in turn moves to the left with velocity $`q`$. When the negative charge reaches the other end of the system it is delayed for a while, but eventually leaves the system in time of order $`1/\beta `$. During this time, other negative charges may arrive at the left end forming a small blockage of negative charges. A typical configuration is given in Figure 5.
It is composed of a segment of $`x`$ negative charges at the left, another segment of $`y`$ positive charges at the right and in between a segment of $`Nxy`$ vacancies. This configuration is denoted by $`(x,y)`$. In the small $`\beta `$ limit other configurations, for example those in which vacancies are present inside the charged segments, do not play a role in the global dynamics and may be neglected.
The dynamics restricted to $`(x,y)`$ configurations is rather simple. It may be viewed as the dynamics of a single particle diffusing on a square lattice performing the following elementary moves:
$`(x,y)`$ $`\stackrel{b}{}`$ $`(x+1,y1)`$ (37)
$`(x,y)`$ $`\stackrel{a}{}`$ $`(x,y1)`$ (38)
$`(x,y)`$ $`\stackrel{b}{}`$ $`(x1,y+1)`$ (39)
$`(x,y)`$ $`\stackrel{a}{}`$ $`(x1,y),`$ (40)
where
$$a=\frac{1}{2(1+\alpha )},b=\frac{\alpha }{2(1+\alpha )},$$
(41)
are the rates of the various moves. Here the first two moves correspond to a positive charge leaving the system at the right end and being replaced by a negative charge (vacancy), respectively. Similarly the last two moves correspond to a negative charge leaving the system at the left end and replaced by a positive charge (vacancy), respectively. A schematic representation of this process is given in Figure 6.
The biased diffusion process takes place as long as the particle stays within the triangle $`(x0,y0,x+yN)`$. When it reaches the boundary of the triangle, for example $`x=0`$ the negative charge blockage at the left end disappears and on a very short time scale (as compared with $`1/\beta `$) the system is filled with positive charges from the left end, moving to $`(0,N)`$. The evolution of a positively charged system is thus represented by a random walk starting at $`(0,N)`$ with elementary steps defined by (37). Due to the bias of these elementary steps, a typical walk for large $`N`$ ends on the $`x=0`$ axis. Once it reaches this axis it moves back to $`(0,N)`$ and the process starts again. This process repeats itself until the diffusing particle performs a walk which starts at $`(0,N)`$ and ends on the $`y=0`$ axis without touching the $`x=0`$ axis while diffusing. When this happens the blockage of positive charges at the right end is removed, the system is rapidly filled with negative charges moving to the other end of the triangle $`(N,0)`$.
This corresponds to a flip. The probability of such a walk taking place has been calculated, yielding the following flipping time :
$$\tau (N)=\frac{C}{\beta }N^{3/2}e^{\kappa N},$$
(42)
where $`C`$ is a constant and
$$\kappa =\mathrm{ln}\left[\frac{2}{a}\left(1a\sqrt{(1a)(12a)}\right)\right].$$
(43)
The exponential flipping time is a direct result of the fact that the random walk corresponding to the evolution of the model is biased. It takes an exponentially long time to reach a distance of order $`N`$ against a bias.
A very interesting question is related to the behaviour of nonequilibrium systems with spontaneous symmetry breaking when an external symmetry breaking field is introduced. In thermal equilibrium a symmetry breaking field makes the phase unfavoured by the field metastable or even unstable (when the field is large). For example, a positive magnetic field applied to an ordered ferromagnetic Ising system, removes the degeneracy between the two magnetic states. Only the state with positive net magnetization remains stable. The two magnetic states coexist only at zero field. This is a direct consequence of the Gibbs phase rule.
It is known that in nonequilibrium systems, this is not necessarily the case . Namely when a symmetry breaking field is applied, the state unfavoured by the field may stay as a stable thermodynamic state. This is in violation of the Gibbs phase rule, which does not hold in nonequilibrium.
The ‘bridge’ model described in this section provides a clear example for this behaviour . To demonstrate this point we introduce a symmetry breaking field by imposing boundary conditions which favour, say, the positively charged state, thus explicitly breaking the symmetry. More specifically, we consider an exclusion model where, instead of having boundary rates $`\alpha ,\beta `$ for both types of particles, we take $`\alpha ,\beta _+`$ for the positive charges and $`\alpha ,\beta _{}`$ for the negative charges. The two exit rates are taken to be of the form $`\beta _\pm =\beta (1H)`$, where $`0<H<1`$ is the symmetry breaking field, favouring the positively charged state. The analysis presented above in the limit $`\beta 0`$ may be repeated for non-vanishing field $`H`$ and the stability of the two phases may be analysed. Here again the dynamics is reduced to a diffusion process of the type (37) but with modifies rates (see Figure 7).
Clearly the positively charged state is stable since it is favoured by the field. The question is whether the negatively charged state is stable when the field $`H`$ is non-vanishing. To examine this problem, we start with a negatively charged system $`(N,0)`$ and consider a random walk defined by the diffusion process. It is easy to see that as long as $`H<a/(1a)=1/(1+2\alpha )`$ the walk is biased in the negative $`y`$ direction, yielding a flipping time exponential in the system size. Thus the negatively charged state is stable even when it is unfavoured by the symmetry breaking field.
## VI Pase separation in one dimension
A phenomenon closely related to spontaneous symmetry breaking is that of phase separation. In $`1d`$ equilibrium systems with short range interactions phase separation does not take place, and therefore no liquid-gas like transition is expected. The density of particles in such a system is thus macroscopically homogeneous.
Recent studies have shown that driven systems may exhibit phase separation in $`1d`$ even when the system is governed by local dynamics . Several models have been introduced to demonstrate this behaviour. In these models more than one type of particles is needed for phase separation to take place. In the following we consider in some detail one of these models, and analyse the mechanism leading to nonequilibrium phase separation .
The model is defined on a $`1d`$ lattice of length $`N`$ with periodic boundary conditions. Each site is occupied by either an $`A`$, $`B`$, or $`C`$ particle. The evolution is governed by random sequential dynamics defined as follows: at each time step two neighbouring sites are chosen randomly and the particles of these sites are exchanged according to the following rates
(44)
The rates are cyclic in $`A`$, $`B`$ and $`C`$ and conserve the number of particles of each type $`N_A,N_B`$ and $`N_C`$, respectively.
For $`q=1`$ the particles undergo symmetric diffusion and the system is disordered. This is expected since this is an equilibrium steady state. However for $`q1`$ the particle exchange rates are biased. We will show that in this case the system evolves into a phase separated state in the thermodynamic limit.
To be specific we take $`q<1`$, although the analysis may trivially be extended for any $`q1`$. In this case the bias drives, say, an $`A`$ particle to move to the left inside a $`B`$ domain, and to the right inside a $`C`$ domain. Therefore, starting with an arbitrary initial configuration, the system reaches after a relatively short transient time a state of the type $`\mathrm{}AABBCCAAAB\mathrm{}`$ in which $`A,B`$ and $`C`$ domains are located to the right of $`C`$, $`A`$ and $`B`$ domains, respectively. Due to the bias $`q`$, the domain walls $`\mathrm{}AB\mathrm{}`$, $`\mathrm{}BC\mathrm{}`$, and $`\mathrm{}CA\mathrm{}`$, are stable, and configurations of this type are long-lived. In fact, the domains in these configurations diffuse into each other and coarsen on a time scale of the order of $`q^l`$, where $`l`$ is a typical domain size in the system. This leads to the growth of the typical domain size as $`(\mathrm{ln}t)/|\mathrm{ln}q|`$. Eventually the system phase separates into three domains of the different species of the form $`A\mathrm{}AB\mathrm{}BC\mathrm{}C`$. A finite system does not stay in such a state indefinitely. For example, the $`A`$ domain breaks up into smaller domains in a time of order $`q^{min\{N_B,N_C\}}`$. In the thermodynamic limit, however, when the density of each type of particle is non vanishing, the time scale for the break up of extensive domains diverges and we expect the system to phase separate. Generically the system supports particle currents in the steady state. This can be seen by considering, say, the $`A`$ domain in the phase separated state. The rates at which an $`A`$ particle traverses a $`B`$ ($`C`$) domain to the right (left) is of the order of $`q^{N_B}`$ ($`q^{N_C}`$). The net current is then of the order of $`q^{N_B}q^{N_C}`$, vanishing exponentially with $`N`$. This simple argument suggests that for the special case $`N_A=N_B=N_C`$ the current is zero for any system size.
The special case of equal densities $`N_A=N_B=N_C`$ provide very interesting insight into the mechanism leading to phase separation. We thus consider it in some detail. Examining the dynamics for these densities, one finds that it obeys detailed balance with respect to some distribution function. Thus in this case the model is in fact in thermal equilibrium. It turns out however that although the dynamics of the model is local the effective Hamiltonian corresponding to the steady state distribution has long range interactions, and may thus lead to phase separation. This particular mechanism is specific for equal densities. However the dynamical argument for phase separation given above is more general, and is valid for unequal densities as well.
In order to specify the distribution function for equal densities, we define a local occupation variable $`\{X_i\}=\{A_i,B_i,C_i\}`$, where $`A_i`$, $`B_i`$ and $`C_i`$ are equal to one if site $`i`$ is occupied by particle $`A`$, $`B`$ or $`C`$ respectively and zero otherwise. The probability of finding the system in a configuration $`\{X_i\}`$ is given by
$$W_N(\{X_i\})=Z_N^1q^{(\{X_i\})}.$$
(45)
where $``$ is the Hamiltonian
$$(\{X_i\})=\underset{i=1}{\overset{N}{}}\underset{k=1}{\overset{N1}{}}(1\frac{k}{N})(C_iB_{i+k}+A_iC_{i+k}+B_iA_{i+k})(N/3)^2,$$
(46)
and the partition sum is given by $`Z_N=q^{(\{X_i\})}`$. The value of the site index $`(i+k)`$ in (46) is taken modulo $`N`$. In this Hamiltonian the interaction between particles is long range, growing linearly with the distance between the particles.
In order to verify that the dynamics (44) obeys detailed balance with respect to the distribution function (45,46) it is useful to note that the energy of a given configuration may be evaluated in an alternate way. Consider the fully phase separated state
$$A\mathrm{}AB\mathrm{}BC\mathrm{}C$$
(47)
The energy of this configuration is $`E=0`$, and, together with its translationally relates configurations, they constitute the $`N`$fold degenerate ground state of the system. We now note that nearest neighbour (nn) exchanges $`ABBA,BCCB`$ and $`CAAC`$ cost one unit of energy each, while the reverse exchanges result in an energy gain of one unit. The energy of an arbitrary configuration may thus be evaluated by starting with the ground state and performing nn exchanges until the configuration is reached, keeping track of the energy changes at each step of the way. This procedure for obtaining the energy is self consistent only when the densities of the three species are equal. To examine self consistency of this procedure consider, for example, the ground state (47), and move the leftmost particle $`A`$ to the right by a series of nn exchanges until it reaches the right end of the system. Due to translational invariance, the resulting configuration should have the same energy as (47), namely $`E=0`$. On the other hand the energy of the resulting configuration is $`E=N_BN_C`$ since any exchange with a $`B`$ particle yields a cost of one unit while an exchange with a $`C`$ particle yields a gain of one unit of energy. Therefore for self consistency the two densities $`N_B`$ and $`N_C`$ have to be equal, and similarly, they have to be equal to $`N_A`$.
The Hamiltonian (46) may be used to calculate steady state averages corresponding to the dynamics (44). We start by an outline of the calculation of the free energy. Consider a ground state of the system (47). The low lying excitations around this ground state are obtained by exchanging nn pairs of particles around each of the three domain walls. Let us first examine excitations which are localized around one of the walls, say, $`AB`$. An excitation can be formed by one or more $`B`$ particles moving into the $`A`$ domain (equivalently $`A`$ particles moving into the $`B`$ domain). A moving $`B`$ particle may be considered as a walker. The energy of the system increases linearly with the distance traveled by the walker inside the $`A`$ domain. An excitation of energy $`m`$ at the $`AB`$ boundary is formed by $`j`$ walkers passing a total distance of $`m`$. Hence, the total number of states of energy $`m`$ at the $`AB`$ boundary is equal to the number of ways $`P(m)`$ of partitioning an integer $`m`$ into a sum of (positive) integers. This and related functions have been extensively studied in the mathematical literature over many years. Although no explicit general formula for $`P(m)`$ is available, its asymptotic form for large $`m`$ is known
$$P(m)\frac{1}{4m\sqrt{3}}\mathrm{exp}(\pi (2/3)^{1/2}m^{1/2}).$$
(48)
Also, a well known result attributed to Euler yields the generating function
$$Y=\underset{m=0}{\overset{\mathrm{}}{}}q^mP(m)=\frac{1}{(q)_{\mathrm{}}},$$
(49)
where
$$(q)_{\mathrm{}}=\underset{n\mathrm{}}{lim}(1q)(1q^2)\mathrm{}(1q^n).$$
(50)
This result may be extended to obtain the partition sum $`Z_N`$ of the full model. In the limit of large $`N`$ the three domain walls basically do not interact. It has been shown that excitations around the different domain boundaries contribute additively to the energy spectrum . As a result in the thermodynamic limit the partition sum takes the form
$$Z_N=N/[(q)_{\mathrm{}}]^3,$$
(51)
where the multiplicative factor $`N`$ results from the $`N`$fold degeneracy of the ground state and the cubic power is related to the three independent excitation spectra associated with the three domain walls.
It is of interest to note that the partition sum is linear and not exponential in $`N`$, as is usually expected, meaning that the free energy is not extensive. This is a result of the long-range interaction in the Hamiltonian and the fact that the energy excitations are localized near the domain boundaries.
Whether or not a system has long-range order in the steady state can be found by studying the decay of two-point density correlation functions. For example the probability of finding an $`A`$ particle at site $`i`$ and a $`B`$ particle at site $`j`$ is,
$$A_iB_j=\frac{1}{Z_N}\underset{\{X_k\}}{}A_iB_jq^{(\{X_k\})},$$
(52)
where the summation is over all configurations $`\{X_k\}`$ in which $`N_A=N_B=N_C`$. Due to symmetry many of the correlation functions will be the same, for example $`A_iA_j=B_iB_j=C_iC_j`$. A sufficient condition for the existence of phase separation is
$$\underset{r\mathrm{}}{lim}\underset{N\mathrm{}}{lim}(A_1A_rA_1A_r)>0.$$
(53)
Since $`A_i=1/3`$ we wish to show that $`lim_r\mathrm{}lim_N\mathrm{}A_1A_r>1/9`$. In fact it can be shown that for any given $`r`$ and for sufficiently large $`N`$,
$$A_1A_r=1/3𝒪(r/N).$$
(54)
This result not only demonstrates that there is phase separation, but also that each of the domains is pure. Namely the probability of finding a particle a large distance inside a domain of particles of another type is vanishingly small in the thermodynamic limit.
Numerical simulations of the model for the case of unequal densities, where such analysis cannot be carried out, strongly indicate that phase separation takes place as long as none of the three densities vanish. They also indicate that the coarsening process which accompanies phase separation is rather slow, with the characteristic length diverging like $`\mathrm{ln}t`$ at long times.
## VII Summary
In these lecture notes some collective phenomena which occur in one-dimensional driven systems have been reviewed. These systems have been extensively studied in recent years by introducing simple models and analysing their steady state properties. Some of these models have been demonstrated to exhibit a rich variety of phenomena which are unexpected in equilibrium one-dimensional systems.
Simple asymmetric exclusion processes in open systems were shown to exhibit both first order and continuous phase transitions. Other systems which have in the past been demonstrated to exhibit phase transitions in $`1d`$ are directed percolation and contact processes . These system, however, possess one or more absorbing states. Once the system evolves into one of these states the dynamics is such that the system is unable to exit. Under these conditions, the existence of a phase transition between a trapped and an untrapped states is rather natural. Usually, once the dynamics in these models is generalised to allow for an exit from the absorbing state no phase transition takes place. The phase transitions occurring in the asymmetric exclusion processes discussed in this paper are rather different, as the dynamics in these models does not possess absorbing states.
Mechanisms which lead to spontaneous symmetry breaking and phase separation in one-dimensional nonequilibrium systems have been discussed. A common crucial feature of these models is that the dynamics conserves, at least to some degree, the order parameter. In the ‘bridge’ model, the densities of the two types of particles are conserved in the bulk although they are not conserved at the two ends of the system. In the $`ABC`$ model, on the other hand, the three densities are fully conserved. When non-conserving processes are introduced into these models spontaneous symmetry breaking and phase separation do not take place. It would be very interesting to consider the possibility of spontaneous symmetry breaking in one dimension when the dynamics does not conserve the order parameter. A related problem has been considered in the context or error correcting computation algorithems. An example of a one-dimensional array of coupled probabilistic cellular automata has been constructed and shown to yield breaking of ergodicity, as would a model with spontaneous symmetry breaking . This approach suggests that indeed spontaneous symmetry breaking in $`1d`$ may exist even when the dynamics is not conserving. However the example given is rather complicated and not well understood.
In spite of the progress made in recent years in the understanding of nonequilibrium collective phenomena, many basic questions remain open, even for the restricted and relatively simple class of systems which evolve into a steady state. For example a classification of continuous nonequilibrium transitions into universality classes, like the one which exists for equilibrium transitions, is not available. Also the dynamical process of the approach to steady state is far from being understood in many cases. The approach outlined in these notes, which involves constructing simple dynamical models and analysing the resulting collective behaviour may prove to be helpful in developing better understanding of some of these complex questions.
Acknowledgments
I thank Martin Evans and Yariv Kafri for many useful comments and for critical reading of the manuscript. |
warning/0003/math0003092.html | ar5iv | text | # Mod 2 Seiberg-Witten invariants of homology tori
## 1. Introduction
While the Seiberg-Witten equations are defined for any $`\mathrm{Spin}^\mathrm{c}`$ structure on a smooth $`4`$-manifold, there is particular interest in the Seiberg-Witten equations associated to a spin structure. One reason for this is that the $`4`$-dimensional spin representation has a quaternionic structure, which gives rise to a large symmetry group of the ‘trivial’ reducible solution to the Seiberg-Witten equations. This group, denoted $`J`$, is generated by $`\mathrm{U}(1)`$ and the quaternion $`j`$. The interplay of this symmetry group and the deformation theory of the trivial solution is central to Furuta’s proof of the ‘$`10/8`$’ inequality, which constrains the homotopy type of smooth spin manifolds. A closely related argument (known to Kronheimer and Furuta as well) was used by Morgan-Szabó to determine the mod $`2`$ Seiberg-Witten invariant of homotopy K3 surfaces and other simply-connected spin manifolds.
In this paper we show that the mod $`2`$ Seiberg-Witten invariant can be determined for a spin manifold $`X`$ which has the same homology groups as the $`4`$-torus $`T^4`$. The value depends on the structure of the cohomology ring of $`X`$, and in particular on the $`4`$-fold cup product $`\mathrm{\Lambda }^4H^1(X)H^4(X)`$. For the rest of the paper, $`X`$ will denote a (spin) homology torus, by which we mean an oriented spin $`4`$-manifold with $`H_1(X;𝐙)𝐙^4`$ and $`H_2(X;𝐙)𝐙^6`$. The cup product on $`H^2(X)`$ is readily seen to be hyperbolic, but the cup product on $`H^1(X)`$ is not determined by the dimensions of these groups. Let us define $`det(X)`$, the determinant of $`X`$, to be the absolute value of
$$<\alpha _1\alpha _2\alpha _3\alpha _4,[X]>$$
where $`\{\alpha _j\}`$ is a basis for $`H^1(X;𝐙)`$.
###### Theorem A.
The value of the Seiberg-Witten invariant for the $`\mathrm{Spin}^\mathrm{c}`$ structure on $`X`$ with trivial determinant line is congruent (mod $`2`$) to the determinant of $`X`$.
Let $`X`$ be a homology torus, and let $`WX`$ be a $`\mathrm{Spin}^\mathrm{c}`$ bundle with trivial determinant line $`LX`$. We fix a square root $`L^{1/2}`$ of the determinant bundle, or equivalently a spin structure on $`X`$. A trivialization of $`L^{1/2}`$ provides us with a preferred origin in the space $`𝒜`$ of $`U(1)`$-connections on $`L^{1/2}`$, namely the (smooth) product connection $`A_0`$. Note that although there are many spin structures on $`X`$, they are all isomorphic as $`\mathrm{Spin}^\mathrm{c}`$ structures; the choice of spin structure is reflected only in the (gauge equivalence class of the) above mentioned trivialization and hence in the choice of $`A_0`$, but does not affect the argument.
Recall that the configuration space for the Seiberg-Witten equations is $`𝒞=𝒜\mathrm{\Gamma }(W^+)`$; however, we restrict the equations to the slice $`𝒞^{}=𝒦\mathrm{\Gamma }(W^+)`$ where $`𝒦=\{A𝒜|d^{}(AA_0)=0\}`$. With this restriction, the moduli space $``$ of solutions to the Seiberg-Witten equations is the quotient of the space of solutions by the action of the group of harmonic gauge transformations; denote by $`𝒢_0`$ the based gauge group of harmonic gauge transformations. The formal dimension of the moduli space $``$ for the trivial $`\mathrm{Spin}^\mathrm{c}`$ structure on $`X`$ is zero (as is the index of Dirac operator $`D_A:\mathrm{\Gamma }(W^+)\mathrm{\Gamma }(W^{})`$ for any $`\mathrm{Spin}^\mathrm{c}`$ connection $`_A`$ on $`W`$). In the absence of any perturbation terms, however, the moduli space is not cut out transversally because it contains the ‘dual’ 4-torus $`T^{}H^1(X;S^1)`$ of reducible solutions $`[A,0]`$ with $`A`$ harmonic. This dual torus is covered (under the action of $`𝒢_0`$) by the space of harmonic connections $`\stackrel{~}{T}^{}=A_0+i^1(X)𝒦`$. In the case $`X=T^4`$ the dual torus coincides with the moduli space; moreover, the only point along $`T^{}`$ where the Dirac operator has nontrivial kernel is $`[A_0,0]`$. From this, and the structure of the quadratic term of the equations, one can show that the Seiberg-Witten invariant (for the trivial $`\mathrm{Spin}^\mathrm{c}`$ structure) of $`T^4`$ is $`\pm 1`$; this of course implies Theorem A for $`X=T^4`$. To prove it in the general case, we perturb the equations along $`\stackrel{~}{T}^{}`$ so that they become as nondegenerate as possible; this is done in two stages - we deal with the linear perturbations in section 2, and with nonlinear ones in section 3. The invariant is then determined by the count of solutions which lie near $`T^{}`$; as in , we use the involution $`j`$ on the moduli space of solutions, induced by taking the dual $`\mathrm{Spin}^\mathrm{c}`$ structure, to pair off the solutions away from $`T^{}`$.
The spaces of sections are $`L_2^2`$ unless stated otherwise; in particular, this holds for the configuration space $`𝒞^{}`$. The gauge transformations are in the space $`L_3^2`$.
## 2. Dirac operators along $`T^{}`$
Recall that the Seiberg-Witten equations are given by a map $`SW:𝒦\mathrm{\Gamma }(W^+)i\mathrm{\Omega }_+^2(X)\mathrm{\Gamma }(W^{})`$, $`(A,\psi )(F_A^+q(\psi ),D_A\psi )`$, where $`F_A^+`$ is the self-dual part of the curvature and $`q`$ is a quadratic map. Thus for any $`A\stackrel{~}{T}^{}`$, the linearization of the equations at $`(A,0)`$ is $`(d^+,D_A)`$. Since $`d^+`$ does not depend on $`A`$, the behavior of the linearizations of the Seiberg-Witten equations along $`\stackrel{~}{T}^{}`$ is described by the family of Dirac operators $`\{D_A,A\stackrel{~}{T}^{}\}`$. We think of this family as a morphism of trivial bundles $`\stackrel{~}{T}^{}\times \mathrm{\Gamma }(W^+)\stackrel{~}{T}^{}\times \mathrm{\Gamma }(W^{})`$. Note that the gauge group $`𝒢_0`$ acts freely on the base space $`\stackrel{~}{T}^{}`$ of these bundles, so dividing out by the action of $`𝒢_0`$ produces bundles $`𝚪(W^\pm )T^{}`$ with fibres $`\mathrm{\Gamma }(W^\pm )`$. Each of these bundles supports a free $`J`$-action which is compatible with the $`J`$-action on the base $`T^{}`$; we call any such bundle a $`J`$-bundle. The family of Dirac operators defines a family of Fredholm operators parametrized by $`T^{}`$; we denote the resulting morphism by $`𝑫:𝚪(W^+)𝚪(W^{})`$. From above we know that the pointwise index of $`𝑫`$ is $`0`$, but the index bundle $`Ind(𝑫)`$ of $`𝑫`$ may be nontrivial. We will see that the latter is determined by the cup product on $`H^1(X)`$. It is, therefore, the index computation that links the cup product structure to the behavior of the linear part of the Seiberg-Witten equations along $`\stackrel{~}{T}^{}`$.
The calculation of the family index of $`𝑫`$ is similar to the one arising in the proof of the wall-crossing formula for $`4`$-manifolds with $`b^1>0`$. The Chern character of the index bundle is given by $`\text{ch}(Ind(𝑫))=\text{ch}(𝐋)/[X]`$, since the $`\widehat{A}`$-genus of $`X`$ is 1. Here $`𝐋X\times T^{}`$ is the universal line bundle equipped with a connection $`𝐀`$ as follows. Let $`\alpha _1,\mathrm{},\alpha _4^1(X;𝐙)`$ be a basis and let $`t_k2\pi it_k\alpha _k`$ be coordinates on $`T^{}^1(X;i𝐑)/^1(X;2\pi i𝐙)`$. The connection 1-form of $`𝐀`$ is given by
$$2\pi i\underset{k}{}t_k\alpha _k.$$
By Chern-Weil theory, the first Chern class of $`𝐋`$ is then represented by the 2-form
$$\mathrm{\Omega }=\underset{k}{}\alpha _kdt_k$$
and therefore
$$\text{ch}(𝐋)=1+\mathrm{\Omega }+\frac{1}{2}\mathrm{\Omega }^2+\frac{1}{6}\mathrm{\Omega }^3+\frac{1}{24}\mathrm{\Omega }^4.$$
It is at this point that the cup product structure of $`X`$ shows up; the formula for the Chern character of the index bundle gives
$$\text{ch}(Ind(𝑫))=\pm r[vol_T^{}]$$
where $`r`$ denotes the determinant of $`X`$. Consequently, $`c_2(Ind(𝑫))=\pm r`$ and $`c_1(Ind(𝑫))=0`$; this suggests that there is a simple model for the index bundle and the construction of this model occupies the rest of the section.
In the proposition below we construct a generic model for the index bundle, realized by stabilizing the domain and the range of the operators. This corresponds to a stabilization of the Seiberg-Witten equations; we will define the stabilized equations via a map
$$\overline{SW}:𝒦\mathrm{\Gamma }(W^+)𝐇^ni\mathrm{\Omega }_+^2(X)\mathrm{\Gamma }(W^{})𝐇^n.$$
###### Proposition 2.1.
Suppose that $`det(X)=r`$. Then there is a $`J\times 𝒢_0`$–equivariant stabilization of the Seiberg-Witten equations, with reducible solutions along $`T^{}`$, such that the corresponding family of Dirac operators has nontrivial kernel at exactly $`r`$ points on $`T^{}`$.
###### Proof.
As an element of the ordinary $`K`$-theory of $`T^{}`$, the index bundle may be represented as a difference of complex vector bundles. We need to represent $`Ind(𝑫)`$ as the difference of two genuine $`J`$-bundles over $`T^{}`$, and so adapt the standard argument to the context of $`J`$-equivariant $`K`$-theory (compare ) as follows. By standard arguments there exists a $`𝐂`$-linear morphism $`𝐆_0:T^{}\times 𝐂^n𝚪(W^{})`$ which is onto the cokernel of $`𝑫`$. This morphism extends to a $`J`$-equivariant morphism $`𝐆:T^{}\times 𝐇^n𝚪(W^{})`$, where the product bundle $`T^{}\times 𝐇^n`$ has the product action of $`j`$; the $`j`$-action on the space of quaternions $`𝐇=𝐂j𝐂`$ is via right quaternionic multiplication. Given any $`[A,0]T^{}`$ and $`w𝐂^n`$ set
$$𝐆([A,0],jw):=j𝐆_0([j(A),0],\overline{w})$$
and extend by linearity. Perturbing the family of Dirac operators $`𝑫`$ by the morphism $`𝐆`$ produces a $`J`$-equivariant epimorphism
$`\overline{𝑫}:𝚪(W^+)T^{}\times 𝐇^n`$ $`𝚪(W^{})`$
$`([A,0],\psi ,w)`$ $`𝑫_{[A,0]}\psi +𝐆([A,0],w).`$
Through this we have represented $`Ind(𝑫)`$ in $`J`$-equivariant K-theory as the difference of the kernel bundle of $`\overline{𝑫}`$ and the product $`J`$-bundle $`T^{}\times 𝐇^n`$.
Considered as a complex bundle, the kernel bundle $`K:=\mathrm{ker}\overline{𝑫}`$ splits as a sum $`K=K^{}K^{\prime \prime }`$, for dimensional reasons, where $`K^{}`$ is a trivial complex bundle, and $`K^{\prime \prime }`$ is a $`𝐂^2`$-bundle with $`c_2(K^{\prime \prime })=\pm r`$ and $`c_1(K^{\prime \prime })=0`$. In fact, $`K`$ splits in the category of $`J`$-bundles over $`T^{}`$, in such a way that $`K^{}`$ is a trivial $`𝐇^{n1}`$-bundle. To construct this splitting note that any vector bundle over $`T^{}`$ with fibre dimension greater than 4 (over $`𝐑`$) admits a nowhere vanishing section $`s`$. On any $`J`$-bundle $`MT^{}`$ such a section $`s`$ gives rise to a trivial $`J`$-invariant sub-bundle $`NT^{}`$ of complex rank 2, spanned by $`s`$ and $`\overline{s}([A,0])=js([j(A),0])`$. Moreover, $`N`$ has a $`J`$-invariant complement in $`M`$; the latter can be taken to be perpendicular to $`N`$ with respect to some (compatible) hermitian inner product on $`M`$. For the case at hand we choose the standard hermitian structure on $`T^{}\times 𝐇^n`$ and the $`L^2`$-inner product on the fibres of $`𝚪(W^+)`$. Denote the resulting $`J`$-equivariant isomorphism by $`𝐅^{}:K^{}T^{}\times 𝐇^{n1}`$.
The bundle $`K^{\prime \prime }`$ admits a structure of a quaternionic line bundle; we use this to construct a $`J`$-equivariant morphism $`𝐅^{\prime \prime }:K^{\prime \prime }T^{}\times 𝐇`$, injective everywhere except at $`r`$ chosen points on $`T^{}`$. Let $`T^{}`$ be a $`j`$-invariant subset with $`r`$ elements; such exists for any $`r`$ since $`j`$-action on $`T^{}`$ has fixed points (for example $`[A_0,0]`$). We choose a section $`s_0`$ of the bundle $`K^{\prime \prime }`$ which vanishes only at the points of $``$ and intersects the zero section transversely. Then the sections $`s_0`$ and $`\overline{s}_0`$ (defined from $`s_0`$ as above) endow $`K^{\prime \prime }`$ with a structure of a quaternionic line bundle over the complement of $``$. Dividing $`s_0`$ by the square of its (quaternionic) norm produces a nowhere vanishing section $`s`$ of $`K^{\prime \prime }`$ over the complement of $``$ and this section $`s`$ induces the required bundle morphism $`𝐅^{\prime \prime }`$.
Note that close to any $`[A_k,0]`$, the norms of linear maps $`𝐅_{[A,0]}^{\prime \prime }`$ are bounded below by some positive constant times distance from $`[A,0]`$ to $`[A_k,0]`$. The morphisms $`𝐅^{}`$ and $`𝐅^{\prime \prime }`$ together define a $`J`$-equivariant morphism $`𝐅:KT^{}\times 𝐇^n`$ which is injective on all the fibres except over the points of $``$ where the kernels can be identified with a copy of $`𝐇`$. We think of the pair $`(\overline{𝑫},𝐅)`$ as the family of Dirac operators associated to the stabilized Seiberg-Witten equations (which are defined below). Note that by construction of $`\overline{𝑫}`$ and $`𝐅`$, the associated family of Dirac operators has nontrivial kernels only at the points of $``$, thus proving the last statement of the proposition.
To finish the construction of the stabilized equations, we need to globalize the perturbation terms $`𝐆`$ and $`𝐅`$. Let $`P:𝒦\stackrel{~}{T}^{}`$ be the $`L^2`$-orthogonal projection (where we treat $`A_0`$ as the origin of the above affine spaces), $`Q:𝒦(\stackrel{~}{T}^{})^{}`$ the orthogonal projection to the complement, and $`\mathrm{\Pi }:𝚪(W^+)T^{}\times 𝐇^nK`$ the orthogonal projection to the kernel of $`\overline{𝑫}`$. The morphism $`𝐅`$ defines a map
$$F:𝒦\mathrm{\Gamma }(W^+)𝐇^n𝐇^n$$
given by $`F(A,\psi ,w)=pr_2𝐅(\mathrm{\Pi }([P(A),\psi ,w])).`$ Similarly, $`𝐆`$ gives rise to
$$G:𝒦\mathrm{\Gamma }(W^+)𝐇^n\mathrm{\Gamma }(W^{})$$
which is well defined up to gauge change by $`[P(A),G(A,\psi ,w)]=𝐆([P(A),0],w)`$; it is completely determined by the appropriate choice of $`G_{A_0}`$.
We define the stabilized Seiberg-Witten equations via a map
$$𝒦\mathrm{\Gamma }(W^+)𝐇^ni\mathrm{\Omega }_+^2(X)\mathrm{\Gamma }(W^{})𝐇^n$$
which is the sum of the original Seiberg-Witten map and the stabilization term given by
$$(A,\psi ,w)\beta (Q(A),\psi ,w)(0,G(A,\psi ,w),F(A,\psi ,w))+(1\beta (Q(A),\psi ,w))(0,0,w)$$
where $`\beta `$ depends smoothly on the $`L_2^2`$-norms of $`A`$ and $`\psi `$ and on the norm of $`w`$ in such a way that it is equal to 1 in a small neighborhood of $`(0,0,0)`$ and equal to 0 in a slightly bigger neighborhood; notice that $`\beta (Q(),,)`$ is invariant under the action of the gauge group $`𝒢_0`$ as well as under the action of $`J`$. It is clear from the nature of the perturbation terms that the moduli space of solutions to the stabilized Seiberg-Witten equation $`\overline{SW}=0`$ still contains the torus of reducibles $`T^{}`$. This proves the proposition. ∎
###### Remark.
The proof of the proposition implies not only that $`T^{}`$ is contained in the moduli space of solutions to $`\overline{SW}=0`$, but also that it is isolated, at least away from the points of $``$. More precisely, for any neighborhood $`U`$ of $``$, the complement $`T^{}U`$ is isolated in the moduli space. This follows from the fact that $`𝐅`$ is injective on the kernels of the perturbed family of Dirac operators $`\overline{𝑫}`$ (along $`T^{}`$) away from $``$.
## 3. Kuranishi maps at the points of $``$
In this section we will construct a further perturbation of the stabilized Seiberg-Witten map $`\overline{SW}`$ whose solution space has a particularly simple form in a neighborhood of $`T^{}`$, as described in the proposition below. The perturbation is supported in a neighborhood of the set $`T^{}`$ and is constructed by modifying the Kuranishi maps at the points of $``$; these are the only points on $`T^{}`$ at which the stabilized Dirac operators have nontrivial kernels.
###### Proposition 3.1.
There exists a $`J\times 𝒢_0`$-equivariant perturbation of the stabilized Seiberg-Witten equations, such that the perturbed map $`\overline{\overline{SW}}`$ satisfies the following:
1. The torus of reducibles $`T^{}`$ is contained and isolated in the moduli space of solutions to the perturbed equations $`\overline{\overline{SW}}=0`$.
2. Given a small generic $`\omega i\mathrm{\Omega }_+^2(X)`$ there exists an invariant neighborhood $`𝒰`$ of $`\stackrel{~}{T}^{}`$, such that all the solutions to $`\overline{\overline{SW}}=(\omega ,0,0)`$ that lie in $`𝒰`$ are smooth and irreducible. More precisely, every point in $``$ gives rise to a smooth circle of solutions to $`\overline{\overline{SW}}=(\omega ,0,0)`$ in $`𝒰`$, contributing $`\pm 1`$ to the invariant, and there are no other solutions in $`𝒰`$.
###### Proof.
Points of $``$ fall into two categories depending on whether they are $`j`$-fixed or not. We consider the former case first, making use of the $`j`$-equivariance of the Kuranishi map. Then we modify the argument to deal with the rest of the points in $``$.
Suppose $`[A_k,0]`$ is $`j`$-fixed. The Kuranishi model for the solutions to $`\overline{SW}=0`$ around $`(A_k,0,0)`$ is given by a $`J`$-equivariant map $`Q:𝐑^4𝐇𝐑^3𝐇`$, where $`𝐑^4`$ corresponds to the harmonic 1-forms, $`𝐑^3`$ to the self-dual harmonic 2-forms, and the quaternions represent the kernel and the cokernel of the perturbed Dirac operator at $`A_k`$. Note that the leading term of $`Q`$ is a quadratic polynomial map which we will make non-degenerate by a perturbation. Denote by $`\overline{Q}_1`$, $`\overline{Q}_2`$ the quadratic parts of the components of $`Q`$. In principle these maps from $`𝐑^4𝐇`$ can contain three sorts of terms: quadratic in the first or the second variable, or bilinear. Which terms really appear is determined by the $`J`$-equivariance. Recall that $`j`$ acts on $`𝐇`$ by right quaternionic multiplication and on the spaces of forms by multiplication by $`1`$, whereas $`U(1)`$ acts by complex multiplication on $`𝐇`$ and trivially on the spaces of forms. This forces $`\overline{Q}_1`$ to be quadratic in the second (quaternionic) variable and $`\overline{Q}_2`$ to be bilinear. Note that $`j`$-equivariance imposes extra restrictions on these terms; clearly $`\overline{Q}_1j=\overline{Q}_1`$. The second component satisfies $`\overline{Q}_2j=j\overline{Q}_2`$ if we think of $`\overline{Q}_2`$ as a linear map $`𝐑^4\text{End}_𝐂(𝐇)`$.
We choose a non-degenerate $`J`$-invariant quadratic map $`R_k:𝐇𝐑^3`$ (with the associated linear map an isomorphism, cf. ) to perturb $`\overline{Q}_1`$. For all but finitely many $`\tau `$, the map $`\overline{Q}_1+\tau R_k`$ is non-degenerate in the above sense. Admissible perturbations of $`\overline{Q}_2`$ are of the form $`(a,w)L(a)w`$, where $`L(a)`$ is a $`𝐂`$-linear map which anti-commutes with the $`j`$-action. The space $``$ of such maps is 4-dimensional over $`𝐑`$ and its non-zero elements are isomorphisms. We choose the map $`L_k:𝐑^4`$, $`aL_k(a)`$ to be an isomorphism. Then for almost all $`\tau `$ the map $`\overline{Q}_2+\tau L_k`$, where we interpret $`\overline{Q}_2`$ as a linear map $`𝐑^4`$, is an isomorphism. Notice that $`\overline{Q}_2(a,)`$ is itself an isomorphism for $`a0`$; this follows from the construction of the linear perturbation $`𝐅`$. Moreover, the norms of these linear maps are bounded from below by $`Ca`$ for some positive $`C`$. This means that we can choose $`\tau `$ small enough so that for $`a0`$ the perturbation term is dominated by the original (quadratic) map. The benefits of this perturbation are twofold; firstly, the only solutions to the perturbed equations close to $`(A_k,0,0)`$ are the reducible ones. Secondly, for a generic $`h^3`$, the preimage of $`(h,0,0)`$ under the perturbed Kuranishi map consists of exactly one circle of solutions, hence the point $`(A_k,0,0)`$ contributes $`\pm 1`$ to the Seiberg-Witten invariant.
Consider now a point $`(A_k,0,0)`$ with $`[A_k,0]`$ not $`j`$-fixed. Such a point has its $`j`$-image in $``$; to make the perturbation term $`j`$-equivariant in this case, we construct a $`U(1)`$-equivariant perturbation at $`(A_k,0,0)`$ and use the $`j`$-action to define the perturbation at its $`j`$-image. Given only $`U(1)`$-equivariance for $`\overline{Q}_1`$ and $`\overline{Q}_2`$ in this case, the structure of these quadratic maps is not so restricted. Using additional properties of the Kuranishi map, we still conclude that $`\overline{Q}_1`$ is quadratic in the second variable and $`\overline{Q}_2`$ is bilinear. However, the space of $`U(1)`$-invariant quadratic polynomials $`𝐇𝐑`$ is four dimensional and $`\overline{Q}_2(a,)`$ can be any $`𝐂`$-linear map, so there is no canonical choice of a good perturbation. To gain the same control over the solution space as for $`j`$-fixed points, we endow the kernel and the cokernel with a quaternionic structure. The perturbation terms can then be constructed as above, using right multiplication by the quaternion $`j`$ in place of the $`j`$-action. For the perturbation term $`R_k:𝐇𝐑^3`$, the associated linear map is surjective and for all but finitely many $`\tau `$, the map $`\overline{Q}_1+\tau R_k`$ is an epimorphism in the above sense. The perturbation of the second component gives rise to an injective map $`aL_k(a)`$; again, for all but finitely many $`\tau `$ the map $`a\overline{Q}_2(a,)+\tau L_k(a)`$ is a monomorphism. The remark about domination of the pertubation term $`\tau L_k(a)`$ by $`\overline{Q}_2(a,)`$ holds as above, and so do the conclusions about the solution space.
We fix a small, generic $`\tau `$ and define the perturbation term as a sum of terms localized near the points of $``$. For a point $`[A_k,0]`$ define the perturbing map by
$$(A,\psi ,w)\tau \beta _k(A,\psi ,w)(R_k(\mathrm{\Pi }_k(\psi ,w)),L_k(P(A))\mathrm{\Pi }_k(\psi ,w),0)$$
where $`\mathrm{\Pi }_k:\mathrm{\Gamma }(W^+)𝐇^nK_{A_k}^{\prime \prime }=𝐇`$ is the $`L^2`$-orthogonal projection and $`\beta _k`$ is a $`[0,1]`$-valued function depending smoothly on the norms of the arguments (using $`A_k0`$), that has support inside a small neighborhood of $`(A_k,0,0)`$ (the projection of which by $`(P,\mathrm{\Pi }_k)`$ is contained in the domain of the Kuranishi map) and is equal to 1 on a smaller neighborhood. The moduli space of solutions to the perturbed equations $`\overline{\overline{SW}}=0`$ still contains the torus of reducibles $`T^{}`$ and it is clear from above that this torus is isolated. ∎
## 4. Completion of the argument
First we observe, following the line of argument in , that the moduli space of solutions to the perturbed equations $`\overline{\overline{SW}}=0`$ is compact. Moreover, because the perturbed equations we use can be connected to the unperturbed equations by a $`1`$-parameter family, the count of solutions we obtain coincides with the Seiberg-Witten invariant. In the complement of $`\stackrel{~}{T}^{}`$, the action of $`J`$ is free, and so we can choose a small $`J`$-equivariant perturbation with support away from $`\stackrel{~}{T}^{}`$ such that the corresponding moduli space is smooth away from $`\stackrel{~}{T}^{}`$. (This fits into the general scheme laid down in §4.3.6 of because the perturbation is simply a small Fredholm section of a bundle over $`(𝒞^{}\stackrel{~}{T}^{})/J`$, pulled back to $`𝒞^{}`$.) Because $`j`$ acts freely, the solutions in the complement of $`\stackrel{~}{T}^{}`$ are paired up, and this part of the moduli space contributes an even number to the Seiberg-Witten invariant.
Along the space of reducible solutions we proceed by choosing a small generic self-dual 2-form $`\omega `$ which has a nonzero harmonic projection. If $`\omega `$ is small enough, the solutions to $`\overline{\overline{SW}}=(\omega ,0,0)`$ in an invariant neighborhood $`𝒰`$ of $`\stackrel{~}{T}^{}`$ are described as follows. For every point in $``$, there is a circle of solutions corresponding to the $`U(1)`$ orbit. THere are $`r`$ such circles, each of which contributes $`\pm 1`$ to the invariant. All the rest of the solutions are paired by the $`j`$ action, hence the statement of the theorem follows.
## 5. Some homology tori
There are a number of examples of homology tori whose Seiberg-Witten invariants one can compute directly; it is interesting to see how these are consistent with our theorem. The simplest are the torus $`T^4`$, whose Seiberg-Witten invariant is $`\pm 1`$, and the connected sum
$$\mathrm{\#}_4S^1\times S^3\mathrm{\#}\mathrm{\#}_3S^2\times S^2$$
whose Seiberg-Witten invariant vanishes. These manifolds have determinant $`1`$ and $`0`$, respectively.
A more interesting class of examples is the set of manifolds of the form $`X=S^1\times M^3`$, where $`M`$ is an orientable $`3`$-manifold with the homology of a torus. Work of Meng and Taubes shows how to compute the invariant of $`X`$, in terms of the Alexander polynomial of $`M`$. There are two parts to the computation. First, there is an identification of the Seiberg-Witten invariant of $`X`$ with the $`3`$-dimensional Seiberg-Witten invariant of $`M^3`$. This is proved by a variant of the argument proving proposition 5.1 of . In particular, the $`\mathrm{Spin}^\mathrm{c}`$ structures on $`X`$ with non-vanishing Seiberg-Witten invariant all pull back from $`M`$. The main theorem of shows that the Seiberg-Witten invariant of $`M`$ (and therefore of $`X`$) has for generating function the multivariable Alexander polynomial of $`M`$. In light of Theorem A, we explain how the determinant of $`X`$ is related to the Alexander polynomial of $`M`$.
We define the determinant $`det(M)`$ analogously to that of $`X`$, using the $`3`$-fold cup product in $`H^1(M)`$. Note that the determinant of $`S^1\times M`$ coincides with that of $`M`$. The Alexander polynomial of $`M`$, $`\mathrm{\Delta }_M`$, is a Laurent polynomial in variables $`t_1^{\pm 1},t_2^{\pm 1},t_3^{\pm 1}`$ which is defined up to multiplication by $`\pm t_i`$. The relation we need is the following:
###### Lemma 5.1.
If $`M`$ is a homology torus, then
$$\mathrm{\Delta }_M(1,1,1)=\pm det(M)^2$$
The Lemma may be deduced from work of L. Traldi and J. Levine . Those authors treat the Alexander polynomial $`\mathrm{\Delta }_L`$ of an $`n`$-component link $`L`$ in a homology sphere; in our situation the homology sphere is obtained by doing surgery on a set of circles representing a basis of $`H_1(M)`$ and $`L`$ consists of the meridians of those circles. If the linking numbers between the components are all $`0`$, as is the case for us, they show that
(1)
$$\frac{\mathrm{\Delta }_L}{(t_11)\mathrm{}(t_n1)}=d_0+\mathrm{higher}\mathrm{order}\mathrm{terms}\mathrm{in}t_i1$$
where $`d_0`$ may be evaluated as a determinant involving the $`\overline{\mu }`$-invariants of $`L`$. (Compare \[6, Corollary 1.6\] and the proof of \[14, Theorem 5.3\].) When there are only $`3`$ components, the determinant works out to be $`\overline{\mu }_{123}(L)^2`$. Now the quotient on the left-hand side of equation (1) is the Alexander polynomial of $`M`$, and it has been known for a long time that the invariant $`\overline{\mu }_{123}(L)`$ coincides with the $`3`$-fold Massey product.
In terms of Seiberg-Witten theory, the evaluation $`\mathrm{\Delta }_M(1,1,1)`$ is the sum of the Seiberg-Witten invariants of all of the $`\mathrm{Spin}^\mathrm{c}`$ structures on $`M`$. Recall that there is an involution on the set of $`\mathrm{Spin}^\mathrm{c}`$ structures, whose only fixed point is the $`\mathrm{Spin}^\mathrm{c}`$ structure $`S_0`$ with trivial determinant, i.e. the one we have been studying. Hence we have the chain of equalities and congruences
$$\text{SW}_X(S_0)=\text{SW}_M(S_0)\mathrm{\Delta }_M(1,1,1)=det(M)^2det(M)(mod2)$$
which is consistent with our main theorem since $`det(M)=det(X)`$.
It is not hard to find $`3`$-manifolds with arbitrary determinant $`det(M)`$; a simple construction is to take 0-framed surgery on the $`n`$-fold band sum of the Borromean rings. The case $`n=2`$ is illustrated below in Figure 1. If each copy of the Borromean rings is oriented so that the triple Massey product is $`+1`$, then $`det(M)=n`$.
Figure 1
###### Remark.
The calculations assembled above give rise to a curious criterion for a homology torus $`X^4`$ to be diffeomorphic to the product of $`S^1`$ and a $`3`$-manifold. Namely, the sum of its Seiberg-Witten invariants should be a square (up to sign). It would be of interest to find an example where this criterion does not hold, but where $`X`$ is homeomorphic (or perhaps homotopy equivalent) to a product.
One last class of examples is obtained via the ‘knot-surgery’ construction of Fintushel and Stern. Following , let $`K`$ be a knot in $`S^3`$, with exterior $`E_K`$. Remove a copy of $`T^2\times D^2`$ from $`T^4`$, and glue in $`S^1\times E_K`$, resulting in a new manifold $`X_K`$ with the same cohomology as $`T^4`$. It is not hard to see that $`X_K`$ is in fact $`S^1\times M`$, where $`M`$ is gotten by replacing a copy of $`S^1\times D^2T^3`$ with $`E_K`$. From this, or from gluing theorems (cf. \[3, Theorem 1.5\]), it follows that the Seiberg-Witten invariant of $`X_K`$ is $`\mathrm{\Delta }_K(T^2)`$. To make a manifold which is not a product, perform this construction on three disjoint tori $`T_1,T_2,T_3`$ (using knots $`K_1,K_2,K_3`$) in different (non-zero) homology classes, as in , to get a manifold $`X_{K_1,K_2,K_3}`$. Suppose that the knot-surgery is performed so that the circle factor in each $`S^1\times E_{K_i}`$ is glued to the same circle factor in $`T^4`$. The result is a product of $`S^1`$ with the manifold obtained by $`0`$-surgery on the Borromean rings with the knots $`K_i`$ tied in the three rings. If the circle factors in each $`S^1\times E_{K_i}`$ are glued to different circles in $`T^4`$ (and the knots are non-trivial) then $`X_{K_1,K_2,K_3}`$ cannot be written as $`S^1`$ times any $`3`$-manifold. This is verified by a fundamental group calculation; on the other hand the Seiberg-Witten invariants are independent of the gluing and are given by
$$\mathrm{\Delta }_{K_1}(T_1^2)\mathrm{\Delta }_{K_2}(T_2^2)\mathrm{\Delta }_{K_3}(T_3^2).$$ |
warning/0003/gr-qc0003041.html | ar5iv | text | # Cosmic String Wakes in Scalar-Tensor Gravities
## 1 Introduction
Topological defects can be formed as a result of one or several thermal phase transitions which occurred in the Early Universe . In particular, much attention has been given to cosmic strings’ models since they are possible sources for the density perturbations which seeded galaxy formation. A relevant mechanism to understand the structure formation by cosmic strings involves long strings moving with relativistic speed in the normal plane, giving rise to velocity perturbations in their wake. If the string is moving with normal velocity $`v_s`$ through matter, a velocity perturbation $`u=8\pi G\mu v_s\gamma `$ (where $`\mu `$ is the linear mass density of the string and $`\gamma =(1v_s^2)^{1/2}`$) towards the plane behind the string results . The study of the effects of a cosmic string passing through matter is of great importance to understand the current organization of matter in the Universe and in this context, many authors have already considered this problem in General Relativity \[3-8\].
On the other hand, it is to notice that all implications of structure formation by cosmic strings have been done in the framework of General Relativity. Nevertheless, it is generally believed that gravity may not be described by Einstein’s action at sufficiently high energy scales where gravity becomes scalar-tensorial in nature. Indeed, most attempts to unify gravity with the other interactions predict the existence of one (or many) scalar(s) field(s) with gravitational-strength coupling. If gravity is essentially scalar-tensorial, there will be direct implications for cosmology and experimental tests of the gravitational phenomena. In particular, all of them will be affected by the variation of the gravitational “constant” $`\stackrel{~}{G}_0`$.
Topological defects have been already considered in the context of a scalar-tensorial gravity. In particular, the authors in ref. have studied the solutions for domain walls and cosmic strings in the simplest scalar-tensorial gravity - the Brans-Dicke theory; in ref. the authors have studied the cosmic string in the dilaton gravity, and finally, in ref. , the author has considered a local cosmic string model in more general scalar-tensor theories in which the conformal factor is an arbitrary function of the scalar field. More recently, superconducting strings have been considered in Brans-Dicke and in more general scalar-tensor theories .
In this work, we consider the formation and evolution of cosmic strings wakes in a scalar-tensor gravity. Namely, we are interested in studying the implications of a scalar-tensor coupling for the formation and evolution of wakes by a cosmic string with metric described in . For this purpose, we consider a simple model in which non-baryonic cold dark matter composed by non-relativistic, collisionless particles propagate around a scalar-tensor cosmic string. We anticipate that our main result is to show that the mechanism of formation and evolution of wakes by an (ordinary) cosmic string in the framework of a scalar-tensor theory presents very similar structure to the same mechanism by a wiggly cosmic string in General Relativity.
This work is outlined as follows. In section 2, we briefly review the properties of the metric of a scalar-tensor string which we are going to deal with throughout this paper and we derive the linearized geodesic equations associated to it. In section 3, we consider the propagation of non-relativistic, collisionless particles in the metric described in section 2 and we study the formation and evolution of wakes in this model. Whenever convenient, we reduce our results to the particular case of Brans-Dicke theory and we compare these results with those already obtained in the framework of General Relativity. Finally, in section 4, we end with some discussions and conclusions.
## 2 Cosmic String Solution in Scalar-Tensor Theories
We start by considering a class of scalar-tensor theories developed by Bergman , Wagoner and Nordtverdt in which the scalar sector of the gravitational interaction is massless. For technical purpose, it is better to work in the so-called Einstein (conformal) frame in which the kinematic terms of tensor and scalar fields do not mix. Then, a cosmic string solution arises from the action:
$`S`$ $`=`$ $`{\displaystyle \frac{1}{16\pi G_{}}}{\displaystyle \text{d}^4x\sqrt{g}\left[R2g^{\mu \nu }_\mu \varphi _\nu \varphi \right]}+`$ (1)
$`{\displaystyle d^4x\sqrt{g}\left[\frac{1}{2}D_\mu \mathrm{\Phi }D^\mu \mathrm{\Phi }^{}\frac{1}{4}F_{\mu \nu }F^{\mu \nu }V(\mathrm{\Phi })\right]},`$
where $`g_{\mu \nu }`$ is a pure rank-2 metric tensor, $`R`$ is the curvature scalar associated to it and $`G_{}`$ is some “bare” gravitational coupling constant. The second term in the r.h.s. of eq. (1) is the matter action representing an Abelian-Higgs model where a charged scalar Higgs field $`\mathrm{\Phi }`$ minimally couples to the $`U(1)`$ gauge field $`A_\mu `$ and $`V(\mathrm{\Phi })`$ is the Higgs potential .
Action (1) is obtained from the original action appearing in the refs. \[15-17\] by a conformal transformation (see, for instance, )
$$\stackrel{~}{g}_{\mu \nu }=A^2(\varphi )g_{\mu \nu },$$
(2)
where $`\stackrel{~}{g}_{\mu \nu }`$ is the physical metric which contains both scalar and tensor degrees of freedom, and by a redefinition of the quantities
$$G_{}A^2(\varphi )=\frac{1}{\stackrel{~}{\mathrm{\Phi }}},$$
where $`\stackrel{~}{\mathrm{\Phi }}`$ is the original scalar field, and
$$\alpha (\varphi )\frac{\mathrm{ln}A}{\varphi }=\frac{1}{[2\omega (\stackrel{~}{\mathrm{\Phi }})+3]^{\frac{1}{2}}},$$
which can be interpreted as the (field-dependent) coupling strenght between matter and the scalar field. We choose to leave $`A^2(\varphi )`$ as an arbitrary function of the scalar field.
The metric of a self-gravitating string can be found in the weak-field approximation. Expanding the tensor $`g_{\mu \nu }=\eta _{\mu \nu }+h_{\mu \nu }`$ and scalar $`\varphi =\varphi _0+\varphi _{(1)}`$ fields, with $`h_{\mu \nu }1`$ and $`\left|\frac{\varphi _{(1)}}{\varphi _0}\right|1`$, it was, then, found :
$$\text{ds}^2=\left[1+8G_0\mu \alpha ^2(\varphi _0)\mathrm{ln}\frac{\rho }{\rho _0}\right]\left[\text{dt}^2\text{dz}^2\text{d}\rho ^2(18G_0\mu )\left(\frac{\rho }{\rho _0}\right)^2\text{d}\theta ^2\right]$$
(3)
and
$$\varphi _{(1)}=4G_0\mu \alpha (\varphi _0)\mathrm{ln}\rho /\rho _0,$$
in a cylindrical coordinate system such that $`\rho 0`$ and $`0\theta <2\pi `$. $`G_0`$ is defined as $`G_0G_{}A^2(\varphi _0)`$. Notice that this is not the effective Newtonian constant $`\stackrel{~}{G}_0=G_{}A^2(\varphi _0)[1+\alpha ^2]_{\varphi _0}`$ as defined in . $`\rho _0`$ is a distance beyond which all matter fields drop away. Conveniently, it has the same order of magnitude of the string radius. It is interesting to note that the metric of a scalar-tensor string in the weak-field approximation (3) is fully described in terms of one dimensional coupling strength $`(G_0)`$ and one post-Newtonian parameter $`(\alpha (\varphi _0))`$. One new feature of a scalar-tensor string is that it exerts gravitational force on test particles, contrary to its General Relativity partner. From (3), we can easily see that this gravitational force on a test particle of mass $`m`$ is given by
$$f=4mG_0\mu \alpha ^2(\varphi _0)\frac{1}{\rho }$$
(4)
and it is always attractive.
### Propagation of Massive Particles and Light
Let us define a new coordinate system by means of the transformation $`x=\rho \mathrm{cos}[(18G_0\mu )^{\frac{1}{2}}\theta +4\pi G_0\mu ]`$ and $`y=\rho \mathrm{sin}[(18G_0\mu )^{\frac{1}{2}}\theta +4\pi G_0\mu ]`$ in such a way that the missing wedge is placed on the positive side of the $`x`$-axis. Then, metric (3) assumes a simple form:
$$\text{ds}^2=(1+h_{00})[\text{dt}^2\text{dx}^2\text{dy}^2\text{dz}^2]$$
(5)
where $`h_{00}=8G_0\mu \alpha ^2(\varphi _0)\mathrm{ln}[(x^2+y^2)^{\frac{1}{2}}]`$. Metric (5) is conformally Minkowskian and has a missing wedge of angular width $`\mathrm{\Delta }=8\pi G_0\mu `$.
Now we are in a position to study the propagation of massive and massless particles in metric (5). Since this metric is conformal to Minkowski minus a wedge, any massless particles (such as photons) will be deflected by an angle equal to $`8\pi G_0\mu `$. From the observational point of view, it would be impossible to distinguish a scalar-tensor string from its General Relativity partner just by considering effects based on deflection of light (i.e., double image effect, for instance). On the other hand, trajectories of massive particles will be affected by the scalar-tensor coupling (which generates the gravitational force (4)) as well as by the conical geometry. If the string is moving with normal velocity $`v_s`$ through matter, a velocity perturbation
$$u=8\pi G_0\mu v_s\gamma +\frac{4\pi G_0\mu \alpha ^2(\varphi _0)}{v_s\gamma },$$
(6)
where $`\gamma =(1v_s^2)^{\frac{1}{2}}`$, towards the plane behind the string results . The first term is equivalent to the relative velocity of particles flowing past a string in General Relativity and is due to the conical geometry. The second term appears due to the scalar-tensor coupling of the gravitational interaction.
Let us make an estimative of the order of magnitude of the corrected term induced by the scalar field in expression (6). It is very illustrative to consider a particular form for the arbitrary function $`A(\varphi )`$, corresponding to the Brans-Dicke theory, $`A(\varphi )=e^{\alpha \varphi }`$ , with $`\alpha ^2=\frac{1}{2\omega +3},(\omega =cte)`$. In this case, we have that $`G_{}A^2(\varphi _0)=G_0=\left(\frac{2\omega +3}{2\omega +4}\right)G_{eff}`$ where $`G_{eff}`$ is the Newtonian constant. Therefore, metric (3) reduces to
$$ds^2=\left[1+\frac{8\mu G_0}{2\omega +3}\mathrm{ln}\frac{\rho }{\rho _0}\right][dt^2dz^2d\rho ^2(18\mu G_0)d\theta ^2],$$
in agreement with the result previously obtained by Barros and Romero .
In the Brans-Dicke case, the expression for the relative velocities of particles flowing past a string reduces to:
$$u=8\pi \left(\frac{2\omega +3}{2\omega +4}\right)G_{eff}\mu v_s\gamma +\frac{4\pi G_{eff}\mu }{(2\omega +4)v_s\gamma }.$$
(7)
Using the values for $`\omega `$ such that $`\omega >2500`$ (consistent with solar system experiments made by Very Long Baseline Interferometry (VLBI) ) and $`<v_s>0.15`$ (consistent with strings simulations ), we conclude that the first term is more than 230 times larger than the second one in expression (7).
## 3 Formation and Evolution of Wakes in Scalar-Tensor Gravities
### 3.1 The Formation of Wakes: Cold Dark Matter Flowing Past the String
Matter through which a long string moves, acquires a boost (6) in the direction of the surface swept out by the string. Matter moves toward this surface by gravitational attraction, and a wake is formed behind the string. The aim of this section is to study the implication of a scalar-tensor coupling for the formation and evolution of a wake behind a string which generates the metric (5). For this purpose, we will mimic this situation with a simple model in which cold dark matter composed by non-relativistic collisionless particles moves past a long scalar-tensor string. In our approach, particles propagate in the plane orthogonal to the string in a region $`\rho \sqrt{x^2+y^2}R_0`$, where $`R_0`$ is the size of a region beyond which the string’s small-structures do not affect the motion.
The geodesics associated to metric (5)
$`2\ddot{x}`$ $`=`$ $`(1\dot{x}^2\dot{y}^2)_xh_{00}`$
$`2\ddot{y}`$ $`=`$ $`(1\dot{x}^2\dot{y}^2)_yh_{00},`$
where $`()`$ refers to derivative with respect to the coordinate $`t`$, can be integrated over the unperturbed trajectories $`x=X_0+v_st`$ and $`y=y_0`$ . To linear order in $`G_0\mu `$, we have
$`\dot{x}`$ $`=v_s2G_0\mu \alpha ^2(\varphi _0)\left({\displaystyle \frac{1v_s^2}{v_s}}\right)\mathrm{ln}\left[{\displaystyle \frac{x^2+y_0^2}{X_0^2+y_0^2}}\right]`$ (8)
$`\dot{y}`$ $`=4G_0\mu \alpha ^2(\varphi _0)\left({\displaystyle \frac{1v_s^2}{v_s}}\right)\left[\mathrm{arctan}{\displaystyle \frac{x}{y_0}}\mathrm{arctan}{\displaystyle \frac{X_0}{y_0}}\right]`$
where the particle has started its motion at $`x=X_0`$ and $`y=y_0`$ with initial velocity $`(\dot{x}=v_s)`$ at $`t=t_0`$. $`X_0`$ is a long distance cut-off of order of the interstring separation.
Integrating (8) again and writing $`y`$ as function of $`x`$, we have:
$$y=y_04G_0\mu \alpha ^2(\varphi _0)\left(\frac{1v_s^2}{v_s^2}\right)\left\{x\left[\mathrm{arctan}\frac{x}{y_0}\mathrm{arctan}\frac{X_0}{y_0}\right]+\frac{y_0}{2}\mathrm{ln}\left[\frac{x^2+y_0^2}{X_0^2+Y_0^2}\right]\right\}$$
(9)
With the orbit given by (9), we can infer how particles accrete onto the wakes. This is better seen in polar coordinates $`(\rho ,\theta )`$, such that $`\rho =\sqrt{x^2+y^2}`$ and $`\theta `$ is the angle measured from the $`x`$-axis. If we assume that particles moving toward the string come from both sides from impact parameters $`\delta R`$ and $`\delta R^{^{}}`$ and that the number of particles crossing the element $`\delta \rho `$ into the foward cone per unit time per unit length of string is $`\nu v_s\delta R`$, with $`\nu `$ as the initial number density of particles, then the number density of particles entering the cone at element $`\delta \rho `$ is $`n_e(\rho ,\theta )=\nu \frac{\rho }{R}\frac{\delta R}{\delta \rho }`$ and the number of particles leaving the cone is $`n_l(\rho ,\theta )=\nu \frac{\rho }{R^{^{}}}\frac{\delta R^{^{}}}{\delta \rho }`$ . In both cases, we have used the conservation of angular momentum in order to calculate the velocity normal to the surface of the cone $`Rv_s/\rho `$ .
If we re-write orbit (9) in terms of the polar coordinates and differentiate with respect to $`y_0`$, we find:
$$\frac{\delta R}{\delta \rho }=\frac{R}{\rho }\left[1+4G_0\mu \alpha ^2(\varphi _0)\frac{\rho \mathrm{cos}\theta X_0}{X_0^2+R^2}\right].$$
(10)
Therefore, we can now compute the number density of particles in the volume element $`\delta \rho `$:
$$nn_e+n_l=\nu \left[2+4G_0\mu \alpha ^2(\varphi _0)X_0(xX_0)\left(\frac{1}{X_0^2+R^2}+\frac{1}{X_0^2+R^{}_{}{}^{}2}\right)\right],$$
(11)
which holds just inside the wake.
Let us now compute the density fluctuation inside and outside the wake. We have, then, respectively:
$$\frac{\delta n}{\nu }\frac{n\nu }{\nu }1+8G_0\mu \alpha ^2(\varphi _0)\left(\frac{xX_0}{X_0}\right),$$
(12)
and
$$\frac{\delta n_e}{\nu }4G_0\mu \alpha ^2(\varphi _0)\left(\frac{xX_0}{X_0}\right).$$
(13)
In both cases, we restricted ourselves to $`R,R^{^{}}X_0`$.
We can now compare our results with those already known in the litterature. In General Relativity, the orbit of a test particle is deviated from its unperturbed trajectory because of the conical geometry and , in this case, the two opposite streams of matter in the wake overlap within the wedge with opening $`8\pi G\mu `$ and the inside matter density is doubled. In a scalar-tensor gravity, this scenario is changed and some new effects occur. Namely, the particle’s original trajectory is also perturbed by the presence of the scalar field and a new term induced by the gravitational force (4) appears. Outside the wake, since $`x<X_0`$, $`\delta n_e`$ given by (13) is negative which means that this region is underdense. An important result of this analysis is that the structure of the formed wake in scalar-tensor gravity is very similar to the one in the case of a wiggly string in General Relativity . We will explore this similarity in more detail in the section 4.
### 3.2 The Evolution of Wakes: The Zel’dovich Approximation
Let us now make a quantitative description of accretion onto wakes using the Zel’dovich approximation, which consists in considering the Newtonian accretion problem in an expanding Universe using the method of linear perturbations. Let us consider that a wake is formed by the scalar-tensor string at $`t_i>t_{eq}`$. The physical trajectory of a dark-particle can be written as
$$h(\stackrel{}{x},t)=a(t)[\stackrel{}{x}+\psi (\stackrel{}{x},t)],$$
(14)
where $`\stackrel{}{x}`$ is the unperturbed comoving position of the particle and $`\psi (\stackrel{}{x},t)`$ is the comoving displacement developed as a consequence of the gravitational attraction induced by the wake on the particle. If we assume that the wake is perpendicular to the x-axis, then the only non-vanishing component of $`\psi `$ is $`\psi _x`$. Therefore, the equation of motion for a dark particle in the Newtonian limit is
$$\ddot{h}=_h\mathrm{\Phi },$$
(15)
where the Newtonian potential satisfies the Poisson’s equation:
$$_h^2\mathrm{\Phi }=4\pi G_0\rho .$$
(16)
In equation (16), $`\rho (t)`$ is the dark matter density in a cold-dark matter Universe. Thus, the linearized equation for $`\psi _x`$ becomes
$$\ddot{\psi }+2\frac{\dot{a}}{a}\dot{\psi }+3\frac{\ddot{a}}{a}\psi =0.$$
(17)
For simplicity, we consider hereafter that the Universe is flat. Therefore $`a(t)t^{\frac{2}{3}}`$ in the matter-dominated era such that $`t>t_{eq}`$, and equation (17) becomes:
$$\ddot{\psi }+\frac{4}{3t}\dot{\psi }\frac{2}{3t^2}\psi =0,$$
(18)
with appropriate initial conditions: $`\psi (t_i)=0`$ and $`\dot{\psi }(t_i)=u_i`$. Equation (18) is the Euler equation whose solution can be easily found:
$$\psi (x,t)=\frac{3}{5}\left[\frac{u_it_i^2}{t}u_it_i\left(\frac{t}{t_i}\right)^{\frac{2}{3}}\right].$$
(19)
The comoving coordinate $`x(t)`$ can be calculated using the fact that $`\dot{h}=0`$ in the “turn around”. That is, eventually, the dark particle stops expanding with the Hubble flow and starts to collapse onto the wake. This means that $`\dot{h}=0`$, or equivalently, $`x+2\psi (x,t)=0`$. This yields
$$x(t)=\frac{6}{5}\left[\frac{u_it_i^2}{t}u_it_i\left(\frac{t}{t_i}\right)^{\frac{2}{3}}\right].$$
(20)
Calculating now the thickness $`d(t)`$ and the surface density $`\sigma (t)`$ of the wake, we have, respectively:
$`d(t)`$ $`=`$ $`{\displaystyle \frac{12}{5}}u_i\left[{\displaystyle \frac{t^{4/3}}{t_i^{1/3}}}{\displaystyle \frac{t_i^{4/3}}{t^{1/3}}}\right],`$
$`\sigma (t)`$ $`=`$ $`\rho (t)d(t)={\displaystyle \frac{2u_i}{5\pi G_0t^2}}\left[{\displaystyle \frac{t^{4/3}}{t_i^{1/3}}}{\displaystyle \frac{t_i^{4/3}}{t^{1/3}}}\right],`$ (21)
where we have used the average density $`\rho (t)=\frac{1}{6\pi G_0t^2}`$ in the matter-dominated era for a flat Universe. Clearly, we see that wakes which are formed at $`t_it_{eq}`$ have largest surface density and (21) reduces to
$$\sigma (t)\frac{2u_i}{5\pi G_0t}\left(\frac{t}{t_i}\right)^{1/3}.$$
(22)
Replacing expression (6) for $`u_i`$ in (22), we finally have:
$$\sigma (t)\frac{8}{5}\frac{\mu }{t}\left(\frac{t}{t_i}\right)^{1/3}\left[2v_s\gamma +\frac{\alpha ^2}{v_s\gamma }\right],$$
(23)
where the second term in r.h.s. is the dilaton’s contribution to the wake’s surface density and, as we have already seen in section 2, this term is more than 230 times less than the purely geometrical contribution.
## 4 Discussion and Conclusions
The aim of this work was to make a first step toward the understanding of the formation and evolution of cosmic string wakes in the context of a scalar-tensor gravity. For this purpose, in section 3, we studied the motion of non-relativistic, collisionless particles in the metric of a scalar-tensor string described in section 2. The linearized geodesic equations found in section 2 were integrated over the unperturbed trajectories which allowed us to calculate the density fluctuations inside and outside the formed wake. The presence of the dilaton has interesting physical consequences. The dilaton qualitatively alters the particles number density (11) with respect to what occurs in General Relativity. In the latter case, the particles number density crossing the element $`\delta \rho `$ is just twice the initial density, while in the former case we have an additional term which expresses the dilaton’s contribution to the generation of wakes. Analysing expression (13) for the density fluctuation outside the wake, again the dilaton alters the previous result obtained in General Relativity. Since $`x<X_0`$ on the side of the coming fluid, we see that $`\delta n`$ in this region is negative which expresses an underdensity outside the wakes. The evolution of the wake was investigated using the Zel’dovich approximation. Thickness, surface density and “turn around” surfaces were computed.
It was shown that the presence of the dilaton produces an effect which is very similar to the effect of the string’s wiggles on the formation of the wakes, albeit our model is the one for an ordinary string. Comparing numerically both models, it seems that the dilaton’s contribution can be neglected in favour of the wiggles’ contribution: For instance, expression (13) for the inside density fluctuation is $`10^3`$ orders of magnitude less than its analogue in the wiggly string in General Relativity . However, we believe that this should not be seen with “pessimist eyes”: the (small) upper bound to the value of $`\alpha ^2`$ in the matter era is just a confirmation that if gravity was really scalar-tensorial in early eras it evoluted to General Relativity in the present era . At early epochs, it is expected that the scalar’s contribution was of the same order of the tensor’s one. Once the dilaton still contributes to the wake’s surface density and this contribution may lead to interesting cosmological consequences.
Wakes produced by moving strings can provide an explanation for filamentary and sheet-like structures observed in the Universe . The wake produced by the string in one Hubble time has the shape of a strip of width $`v_st_i`$. With the help of the surface density (23), we can easily compute the wake’s linear mass density, say $`\stackrel{~}{\mu }`$,
$$\stackrel{~}{\mu }\frac{8\mu }{5}\left(\frac{t}{t_i}\right)^{2/3}\left[2v_s\gamma +\frac{\alpha ^2}{\gamma }\right],$$
(24)
where we see that the dilaton’s contribution independ on the string velocity. If the string moves slower or if we extrapolate our results to earlier epochs of the Universe when the parameter $`1/\omega `$ has been much larger, we conclude that the second term in r.h.s. of eq. (24) will dominate over the GR term. Therefore, the dilatonic wake would have direct implications on the formation of large-scale structure in the Universe.
## Acknowledgments
This work was partially supported by the Fundação de Apoio à Pesquisa do Distrito Federal (FAPDF). SRMM thanks to CNPq for a PhD grant. The authors would like to thank the referees for very interesting comments and suggestions on the previous version of this manuscript. |
warning/0003/cond-mat0003312.html | ar5iv | text | # Sequential fragmentation: The origin of columnar quasi-hexagonal patterns
## I Introduction
Columnar jointing in some kinds of volcanic rocks–especially basaltic lava flows–is one spectacular example of geometrical order in nature, where cracks split the rock in a set of parallel columns . Perpendicularly to the columns the fractures show a distinctive pattern of mostly pentagonal and hexagonal polygons whose sizes vary from a few centimeters to about two meters (see Fig. 1). It has been realized for more than a century that columns result from the contraction of the cooling lava after solidification. There is consensus by now that fractures start at the surfaces of the igneous body, and propagate to the interior as the rock cools down. Fracture patterns at the surface are rather disordered, but the fractures progressively order as they penetrate the sample, reaching an almost stable polygonal configuration after some depth. The fundamental reason of this ordering process is unknown at present. Further evidence for these facts come from the reproduction of columnar cracking in samples of dessicating starches. In this case the columns have diameters in the range of the millimeters, and the ordering process is apparent.
Ryan and Sammis collected evidence suggesting that the vertical advance of the fracturing front is not continuous, but a discrete process that we call sequential fragmentation: at each step, and when some maximum tensile stress is exceeded, a layer of material is fractured. The existence of this punctuated advance of the fracturing front can be seen in the lateral faces of the columns, which usually have typical marks called striae, or chisel marks. Further work has clarified the form in which fractures propagate within each horizontal layer. A fracture appears at some point and propagates under the combination of mode I and mode III fracturing, guided by the upper part of the rock, which was fractured previously. This is a justification for the prismatic form of the columns and the striae on their faces. However, it assumes that the polygonal pattern is already formed in the upper parts of the rock. Aydin and DeGraff tried to give a justification for the evolution of superficial fractures, which usually meet in the form of a ‘T’, towards the ‘Y’ triple junctions typical of well developed columns. But, as they point out, the prediction of the overall polygonal pattern of fractures would require a three dimensional mechanical analysis of the interaction among many neighbor triple junctions. This is a extremely difficult task if pursuit from a microscopic point of view. They conclude that probably energetic arguments (involving fracture energy and elastic energy) may dictate the way in which the final polygonal pattern is formed.
Energetic arguments have been invoked since quite a long time to justify the polygonal structure of columnar basalts, and it is known that the perfect hexagonal pattern relieves the maximum amount of elastic energy for a given total length of fractures. We argue in the next section that for the problem of sequential fragmentation (in which new parts of the rock are sequentially fractured under the influence of both the previously fractured parts and the still intact rock underneath) a minimum principle can be invoked to describe the evolution in depth of the fracture pattern. In the next section we actually show in a numerical simulation (which assumes only the sequential nature of the fragmentation process and no other ad-hoc assumption) that the fracture pattern starts being disordered at the surface, and progressively orders as it penetrates the sample, approaching the ideal pattern we expect on an energetic basis. The minimum principle is used in section III in phenomenological simulations, to evolve superficially disordered patterns into stable polygonal configurations. The statistical properties of the final patterns agree with the available experimental data in basalts and also in starches. In section IV we summarize our results, and point out some open problems in columnar jointing, mainly associated to realistic conditions of cooling.
## II Energetic description of the ordering process
We will concentrate on the problem of a semi-infinite solid body (‘the rock’) cooling down through a (horizontal) free surface . Since this is a situation of inhomogeneous cooling, there will be thermal gradients within the rock. Thermal gradient will point vertically at every point, and then temperature will be constant in any horizontal plane. Under the stresses generated by the thermal gradient, the rock will fracture.
There are two qualitatively different stages in the fracturing process. One is the appearance of fractures at the surface of the rock. Here, the first fracture appears when some maximum stress is exceeded at some point of the sample. Then it propagates horizontally under the influence of the inhomogeneities of the rock. When new fractures nucleate at the surface, they propagate until they meet older ones, usually at right angles, giving rise to typical surface fragmentation patterns that have been extensively studied, both experimentally and theoretically. For our purposes, we only mention that this stage is governed to a large extent by the random disorder present in the system, since fractures nucleate at points where the body can resist the lowest strain. The pattern at the surface is usually quite disordered.
In this paper we study the second stage of the fracturing process of the rock, namely the way in which the superficial, disordered pattern of fractures penetrates the body and orders. We will assume that the temperature distribution within the rock is a given function of coordinates and time, independent of the actual arrangement of fractures, and homogeneous at each horizontal plane. The last fact, however, is not enough to assure that the fracture front (i.e, the vertical coordinate up to which fractures have penetrated, as a function of the horizontal coordinate) will be horizontal. In fact, in a standard situation of fracture mechanics, it would occur that as soon as a fracture penetrates slightly more than the rest, stresses accumulate onto that fracture, the result being that typically a single fracture advances. For our case however, and under realistic cooling conditions, the temperature gradient decreases ahead of the fractures, so if a fracture advances, it rapidly reaches regions where the lower temperature gradient precludes the further advance of that fracture. This is the reason for the sequential advance of the fracture front as schematically illustrated in Fig. 2. At each “time step”, a horizontal slab of material right below the fracture front is fractured under the influence of the already fractured material above, and the still unfractured material below. We will always assume that the conditions for sequential fragmentation apply.
¿From now on we will treat the rock as a collection of particles, elastically joined to their nearest neighbors, in the presence of a constant temperature gradient in the vertical direction. Changes in temperature are interpreted as changes in the equilibrium distance between particles. Fractures will be modeled by the saturation of the elastic energy between neighbor particles as they are taken apart a distance larger than some pre-fixed value $`d_{cr}(T)`$ (see Fig. 3). Note that, in this way, for any given temperature distribution, and for any arrangement of particles, we can define a total energy $`E`$ for the system without ambiguity.
It is useful to divide the total energy $`E`$ in two parts, $`E=E_1+E_2`$. The $`E_1`$ term, that we call elastic energy, comes from those particles being at relative distance lower than $`d_{cr}`$. This is an elastic energy since is quadratic in the relative distance between particles. The second part $`E_2`$ is the contribution from particles at relative distance larger than $`d_{cr}`$, and then it can be associated with broken links (since in this case force vanishes), and identified with the fracture energy. Actually, whenever we talk of the existence of a fracture at a given position of the sample, we mean that neighbor particles are separated by a distance larger than $`d_{cr}`$ across that ‘fracture’.
Having defined the degrees of freedom of the system and the total energy, we can think of the system as a point $`𝒫`$ in the configuration space of all particle coordinates. The sequential evolution we have described (Fig. 2), corresponds to the sequential mechanical relaxation of all particles within the slab between $`z_i`$ and $`z_{i+1}`$, with $`dz=z_{i+1}z_i`$ being the thickness of the slab being fractured at step $`i`$. This sequential process corresponds to the movement of $`𝒫`$ in the energy landscape. Assuming that the mechanical relaxation occurs by some kind of ‘viscous’ dynamics, the present description becomes complete and deterministic, and then we can solve in principle all the (non-linear) mechanical equations for the problem, and obtain in all detail the way in which fractures penetrate the sample. The qualitative features of this advance, however, can be inferred from general arguments. In fact, with the fracture front at a given $`z`$ position, we can calculate the stress field ahead of the fractures, and determine the directions along which this stress is maximized. These are the directions that fractures have the tendency to follow as they advance. The system releases the maximum amount of energy when fractures advance along these directions, compared to any other. In other words, at each step the configuration point $`𝒫`$ moves following a steepest descendent path in the potential energy landscape. Note that due to the particular conditions of sequential advance, this movement is ‘quasistatic’, in the sense that it does not involve the runaway of fractures ahead the fracture front.
The kind of argument we are using is equivalent to those used in surface fragmentation to justify the fact that new fractures meet older ones at right angles. This is a consequence of the tendency of fractures to advance perpendicularly to the direction of maximum stress, and is equivalent to say that the configuration point $`𝒫`$ moves down in energy following the steepest descendent path. We are just saying that for sequential fragmentation the advance of all fractures is governed by this kind of principle. Then, our minimum principle, central to all this work, states that under sequential fragmentation conditions the advance of the fracture front occurs with a tendency to reduce as much as possible the total energy of the system. Note that during this ordering process, the existence of small inhomogeneities in the material plays no significant role, as energy will be mostly dependent only on the geometrical configuration of fractures.
Our principle then justifies qualitatively the observed tendency to produce polygonal arrangements. It is important to note, that the system finds the most convenient pattern by modifying the one at the surface (which usually is quite disordered) through small steps as fractures penetrate the sample. In the next two sub-sections we present results that confirm the validity of our interpretation.
### A A stress calculation
First of all we want to show that standard stresses calculations are consistent with the minimum principle. We have calculated the stress field surrounding a system of unevenly spaced fractures in two dimensions. More specifically, we want to calculate the stress field for a set of fractures as depicted in the inset of Fig. 4, namely, there are pairs of fractures separated by a distance $`d_1`$, and the pairs themselves are separated by some other distance $`d_2`$.
We start with lattice points joined by springs to form a triangular lattice, then modeling an homogeneous and isotropic material with Poisson ratio $`\sigma =2/(4+\sqrt{3})0.35`$. We simulate a piece of size $`l_x\times l_z`$ in the $`x`$ and $`z`$ directions respectively, taking periodic boundary conditions in the $`x`$ direction, and open boundary conditions in the $`z`$ direction. The springs have a rest length $`d_0`$ that depends on its vertical coordinate $`z`$ according to
$$d_0(z)=d_{00}(1\beta \frac{z}{l_z})$$
(1)
In this way we model a constant temperature gradient in the $`z`$ direction (in the simulations we will use $`\beta =0.01`$). The periodic boundary conditions in the $`x`$ direction are taken in such a way that the particles at $`z=0`$ are nominally at zero strain, whereas all planes on top of that are strained with respect to the preferred distance $`d_0`$. The two fractures are introduced in the system by eliminating all springs that go across the fractures.
We have solved numerically the problem, by relaxing (with a viscous dynamics) the coordinates of the particles in order to obtain the equilibrium configuration. Then the stress tensor was calculated and diagonalized at each position. In Fig. 4 we show the results. At each point, the tangent to the line shown in that figure is the direction perpendicular to the eigenvector corresponding to the maximum eigenvalue of the stress tensor, and then it is the direction that fractures will tend to follow as they advance. Starting at the tips of the fractures, we see that these directions go away from each other, as indicated by the arrows. This indicates that, if sequential fragmentation occurs, the close fractures will advance with a tendency to separate from each other, and eventually to produce a set of evenly spaced fractures. In fact, only when the evenly spaced configuration is reached, the maximum stress direction will coincide with the vertical direction, and from here the pattern is not modified. This standard calculation coincides qualitatively with what expected from the minimum principle, since a set of evenly spaced fractures is the configuration that releases the maximum amount of energy (this is the equivalent of the honeycomb lattice in three dimensions). Then we see that the conclusions from our minimum principle do not contradict those obtained from more standard analysis. The advantage, however, is that the minimum principle is much easier to implement in cases where a calculation of stresses is not feasible.
### B Atomistic simulations of ordering
The second result presented to validate the minimum principle is an atomistic numerical simulation in three dimensional systems. We implement sequential fragmentation in the following way. We use a generalization of the procedure extensively used to study surface fragmentation. In that case a layer of material shrinks while it is attached to a fixed underlying layer. We take an hexagonal plane of particles, with particles attached to their neighbors by generalized springs (with an energy-displacement relation as that of Fig. 3) of spring constant $`K`$ and initial natural length $`d_0`$. Their positions are the dynamical variables. They are attached to an underlying hexagonal plane of particles (which are kept fixed to their original positions during the simulations) by vertical springs of constant $`k`$. The vertical springs do not break. Simulation proceeds by reducing the equilibrium distance of the horizontal springs of the layer being simulated. The first fracture appears when the equilibrium distance between two particles becomes grater than the corresponding critical distance $`d_{cr}`$ of the spring that joins them.
For our simulations of sequential fragmentation, the only difference is that we consider also the simulated plane to be joined to an upper plane of fixed particles by spring of constant $`k`$, and that we simulate the fracturing of the system as a sequence of independent two dimensional fragmentation processes. In the simulation of the successive layers the position of particles in the upper plane are taken equal to the final positions of the simulation of the previous layer. In the simulation of the first layer, we do not have an upper plane. However, to avoid introducing disorder into the system (and in order to break the homogeneity that would occur for an absolutely perfect system) we take an upper plane consisting of particles located at the hexagonal lattice plus some random displacement, independent for each particle. We took this displacement to be 0.5 of the lattice parameter. We want to mention that other simulations in which disorder was included, and the first layer was simulated without any upper plane produced qualitatively the same results. The equilibrium distance between particles $`d_0`$ within the layer being simulated is quasistatically reduced from some initial value $`d_{00}`$ to $`pd_{00}`$. We use $`p=0.89`$. In the energy of the horizontal springs (Fig. 3) we use $`d_{cr}=d_0+0.1d_{00}`$. We also take $`K/k=100`$.
In Fig. 5 we see the final pattern of fractures for progressively deeper layers $`n`$, for a system of $`1600`$ particles. As we see, the pattern of fractures that appears is highly disordered for the first few planes, with many fractures ending in the middle of the sample. When we go inside the material, there is a clear tendency to order, forming a polygonal pattern reminiscent of the experimental observations in basalts. Although in Fig. 5 some influence of the hexagonal structure chosen for the underlying lattice is observable, we have verified that the same qualitative process of ordering is found also for other underlying geometries, namely square. We have also looked at the final energy the pattern gets after fracturing, and this quantity is plotted in Fig. 6 as a function of $`n`$. As we see, this quantity has a tendency to be minimized as successive layers are fragmented, which is the right tendency predicted by our arguments. Moreover, in Fig. 6 we also plot the energy expected for a perfect hexagonal pattern, with the size of the hexagons chosen precisely in order to minimize the energy. We see that the solution that was found by the system was not the perfect one, but very close in energy to that. This is a further confirmation that the tendency to minimize the final energy is in fact the driving force for the formation of the polygonal pattern.
## III Phenomenological calculation
Having identified the reason why a superficially disordered pattern shows a tendency to order as it penetrates the material does not exhaust the interesting features of the problem. Here we will address the observation that patterns are usually seen to be polygonal, but not perfectly hexagonal, as it would be preferred by purely energetic reasons. We will show that this is a consequence of the minimization process, since the system is usually not able to reach the absolute minimum of the energy potential, but gets trapped in a relative minimum. Since the problem becomes computationally too costly to be tackled by the methods of the precedent section, we look for a phenomenological approach. We will need to calculate in some approximate manner the energy of the system as fractures advance, in order to search for fracture patterns that tend to minimize the energy.
A realistic calculation is rather complicated and it will be presented elsewhere. Here we will restrict to an heuristic analysis that however is able to show many of the known physical properties of fracture patterns.
Let us suppose that fractures divide the system in sectors of well defined areas $`A_i`$. We are interested in the elastic energy $`E_1`$ of the system after a vertical advance $`dz`$ of the fractures. To lowest order this energy must be a function of the $`A_i`$, of the elastic constants, and of the precise thermal state of the material. We will use the following expression
$$E_1=E_0+\gamma \underset{i}{}A_i^\nu dz,$$
(2)
where $`\gamma >0`$ and $`\nu >1`$ are constants, and we have collected within $`E_0`$ all possible terms that do not depend on $`A_i`$. Three main facts have been used in constructing expression (2). First, the energy is an independent sum over different columns of terms that depend on $`A_i`$. This is the lowest order contribution we expect, in which we disregard contributions proportional to the particular form of the columns, and interaction terms between neighbor columns. Second, the final energy $`E_1`$ increases if $`A_i`$ increases (i.e., $`\gamma >0`$). This is the right tendency, since the final elastic energy becomes lower if new fractures are introduced in the system, and this implies a reduction of the typical $`A_i`$. Third, the exponent $`\nu `$ must be greater than one. This condition implies the tendency of the system to make the distribution of $`A_i`$ as uniform as possible in order to reduce $`E_1`$. With illustrative purposes, in the rest of this paper we will use $`\nu =2`$. We have repeated the simulations with $`\nu `$ in the 1.5 to 2.5 range with no significant change. The precise properties of the material an the thermal state of the system are contained in the value of $`\gamma `$.
Expression (2) for the final elastic energy has to be added with the change in the fracture energy $`E_2`$ during the vertical advance. This is simply given in terms of the energy needed to create the new fractures as
$$\delta E_2=\eta Ldz,$$
(3)
where $`\eta `$ is the fracture energy per unit area, and $`L`$ is the total length of fractures perpendicular to the propagation direction. Collecting the elastic (2) and fracture (3) energy terms, we can rephrase the minimum principle in the following form. Upon fracture advance, the energy functional
$$=\gamma \underset{i}{}A_i^2+\eta L$$
(4)
tends to be minimized. The absolute minimum of (4) is attained by a perfect pattern of hexagons of side
$$l_{\mathrm{min}}=\left(2\eta /9\gamma \right)^{1/3}$$
(5)
Now, we will use functional (4) to evolve irregular patterns (representing superficial fractures) up to point in which they stabilize, and then compare their statistical properties with real ones. Since we are not able to manage a completely general case, we chose a simple possibility that turns out to produce quite interesting results. We generate the pattern at the surface by a process of nucleation of linear fractures: from randomly chosen points within the plane we propagated two opposite, straight fractures. The process was repeated many times, with new fractures stopping as soon as they reached an older fracture. In Fig. 7(a) we show a typical pattern generated by this process. We simulate the modification of the pattern with an algorithm that makes small changes to the positions of the nodes at which fractures join. Each step in the modification of the pattern corresponds to the fracture pattern developing into the rock. The new position for a node was accepted if the new value of the energy, as given by Eq. (4) was lower than the previous value. In addition, at each step of the simulation the configuration was checked for the existence of very close nodes that can allow a change in the topology of the pattern according to the sketch of Fig. 7(d). Again, the changes were accepted only if they reduce the value of $``$. These processes are important since they change the number of sides of the polygons, and allow for a progress towards more stable patterns.
An intermediate pattern in the evolution process is shown in Fig. 7(b), and the final one (after which all proposed changes of the positions of the nodes increase the energy) is shown in Fig. 7(c). Since ‘time’ on our simulations corresponds to ‘depth’ in the rock, the ordering of our patterns represents the progressive order of the real lava fractures deeper into the rock . The final pattern of Fig. 7(c) is not perfectly hexagonal, and thus it is only a relative minimum of (4). There is one single effective parameter in the simulation, that can be taken to be the side of the perfect hexagonal pattern of minimum energy $`l_{\mathrm{min}}`$. For our simulations this value, as given by (5), is indicated in Fig. 7. The qualitative similarity of the final pattern with that of the Giant’s, Causeway shown in Fig. 1, is apparent. This polygonal pattern is now exposed at the surface of the rock, but there is evidence that this is not the original surface. In Fig. 8 we show two quantities that are a measure of the statistical similarity between our patterns and the real ones. In Fig. 8(a) we see the results for the frequency of appearance of polygons with a given number of sides (in this case we also include the results on cornstarch by Müller), and in Fig. 8(b) the corresponding values for the mean area of polygons with a given number of sides, both in our simulations and in the real patterns. The configurations generated by our model are remarkably realistic. We see that, both in real cases and in our simulations, the fractures never reach a perfect hexagonal pattern. Instead, a reproducible distribution of polygons, most of them with 5, 6, and 7 sides is obtained, with a minor contribution of polygons with 4 and 8 sides. Also, polygons with higher number of sides have larger area as Fig. 8(b) shows.
## IV Summary and perspectives
In this paper we have given a first approach to a consistent model for the existence of columnar polygonal patterns in lava flows and some dessicating materials. We have shown in numerical simulations on a discrete model that fractures appear as irregular cracks at the free surface of the material and become ordered as they penetrate into the interior. We have argued that this effect is a consequence of a tendency to minimize an energy functional. The process of minimization follows a rough landscape, and is always towards a local minimun. This process is therefore monotonically decreasing with the thermal fluctuations playing no role. Relying on this principle, we showed that the statistical properties of experimental polygonal patterns can be reproduced.
There are still some problems that deserve further consideration and that we plan to discuss in a forthcoming publication. They have to do mainly with the realistic conditions of cooling. As discussed in section II, it is precisely the decreasing of the temperature gradient ahead of the fractures that makes possible the sequential advance of the fracture front, in a coordinated way all across the sample. The detailed study of this problem provides predictions for the width of chisel marks on the columns.
We also have to determine in a realistic situation the value of the constant $`\gamma `$ and $`\nu `$ in expression 2. This will allow to calculate in particular the typical values for the polygons in basalts and starches. Under realistic cooling conditions we also have to face the problem that temperature changes with time, and the effect of this on the advance of the fracture front has to be discussed.
We thank Roy Clarke, Eric Clement, Alan Cutler, Eric Essene, Len Sander and Youxue Zhang for very useful suggestions. A.G.R. acknowledges partial support from the National Science Foundation. E.A.J. acknowledges the hospitality of ICTP, Trieste, Italy, where part of this worked was done, and financial support from CONICET (Argentina). |
warning/0003/astro-ph0003030.html | ar5iv | text | # RXTE observation of NGC 6240: a search for the obscured active nucleus
## 1 Introduction
The IRAS survey (Neugebauer et al. 1984) discovered many ultraluminous infrared galaxies (ULIRGs) that emit the bulk of their energy in infrared (IR) photons. Since their bolometric luminosity and the number density are as high as those of quasars, ULIRGs are among the most energetic objects in the universe. The most fundamental problem yet to be solved is the energy source of the extremely intense infrared emission.
NGC 6240, a gravitationally interacting system with a complex optical morphology (Fosbury & Wall 1979; Fried & Schulz 1983), is a very interesting example of ULIRG. Its bolometric luminosity reaches $`2.4\times 10^{12}`$ $`L_{}`$ (Weight, Joseph, & Meikle 1984; z=0.0245 and $`H_0=50`$ km s<sup>-1</sup>Mpc<sup>-1</sup> are assumed). NGC 6240 is outstanding in several respects. Its H<sub>2</sub> $`10S(1)`$ at 2.121$`\mu `$m and \[FeII\] 1.644$`\mu `$m line luminosities and the ratio of H<sub>2</sub> to bolometric luminosities are the largest currently known (e.g., van der Werf et al. 1993). Further, its stellar velocity dispersion of 360 km/s is among the highest values ever found in a galaxy centre (e.g., Doyon et al. 1994).
The energy source of the huge IR luminosity is controversial. Many IR spectroscopic studies (e.g. Genzel et al. 1998; Ridgway et al. 1994; Rieke et al. 1985; Weight et al. 1984) have suggested that main energy source of the IR emission is starburst activity, which is presumably a super-starburst induced by a merger of two galaxies (Joseph & Wright 1985; Chevalier & Clegg 1985). The ground-based optical spectrum can be classified as LINER, and is interpreted as a result of shock heating (Heckman et al. 1987). On the other hand, a significant contribution from an active galactic nucleus (AGN) similar to Seyfert galaxies was also discovered from IR spectroscopy (DePoy et al. 1986). Another hint of an AGN in NGC 6240 is the presence of compact bright radio cores (Carral et al. 1990 but see Colbert et al. 1994). HST discovered a core that is excited higher than LINER (Rafanelli et al. 1997).
X-ray observation provides an important tool for investigating both the starburst and AGN activity. The ROSAT (Trümper 1990) observations showed that NGC 6240 is fairly bright in the soft X-ray band below 2 keV with a luminosity larger than $`5\times 10^{42}`$ ergs s<sup>-1</sup> (0.1-2.0 keV), and the bulk of the X-ray emission is extended in a scale of $`25^{\prime \prime }`$ (Schulz et al. 1998; Komossa, Schulz, & Greiner 1998; Iwasawa & Comastri 1998). Detailed spectroscopic studies with ASCA (Tanaka, Inoue, & Holt 1994) data of NGC 6240 have shown that the soft X-ray spectrum can be explained with two thermal components, a cooler component with a temperature of 0.2–0.6 keV and a hotter component of $`1`$ keV with an excess absorption of $`10^{22}`$ cm<sup>-2</sup> (Iwasawa & Comastri 1998). These results show that these soft X-rays are most likely originated from thermal processes, which may arise from starburst activities (e.g. Heckman et al. 1987).
On the other hand, in the 3–10 keV band, another very hard continuum with a strong iron-K emission feature was observed with ASCA (Mitsuda 1995; Iwasawa & Comastri 1998). The observed spectral feature can be accounted for in terms of Compton reflection from optically thick material (e.g. Lightman & White 1988; George, Nandra & Fabian 1990), and is generally accepted as evidence for the presence of an AGN in NGC 6240. The emission-line profile further indicates that a part of the reflector is highly ionized (Mitsuda 1995; Iwasawa & Comastri 1998), and both the ROSAT and ASCA spectra were modeled with a reflection component from warm material surrounding the AGN (Netzer, Turner, & George 1998; Komossa et al. 1998).
As described above, many observational facts of NGC 6240, in particular X-ray spectroscopy, supports the presence of an AGN in NGC 6240, which may account for a significant fraction of the huge IR luminosity. However, the intrinsic power of the AGN is still uncertain, The hidden AGN could be visible as a strongly absorbed X-ray continuum above 10 keV, penetrating through a thick layer of the obscuring matter.
Very recently, Vignati et al. (1999) has published the BeppoSAX results of NGC 6240, concluding the detection of the direct X-rays from an AGN. As described in this paper, we performed an independent study of NGC 6240 with RXTE which carries the PCA (Jahoda et al. 1996) and HEXTE (Rothschild et al. 1998) covering 2–250 keV.
In the spectral analysis, we also utilized the ASCA data covering 0.5–10 keV energy band with two Gas Imaging Spectrometers (GIS: Ohashi et al. 1996) and two X-ray CCD cameras (SIS: Burke et al. 1991). Simultaneous use of the ASCA data provides more constraints in modeling the spectrum. Moreover, because RXTE has no imaging capability, the RXTE spectrum may be subject to contamination by nearby sources. In fact, we find from the ASCA image that it is the case, and the ASCA data are used to correct the RXTE spectrum.
We have examined various spectral models, and conclude the presence of a high-luminosity AGN in NGC 6240. Our results are in essential agreement with those of Vignati et al. (1999).
## 2 RXTE data
### 2.1 Observation and data reduction
The RXTE observation of NGC 6240 was performed on 1997 Nov 9-11. The data were reduced with Ftools 4.1 and 4.2, We discarded the PCA and HEXTE data that were taken when the centre of field of view was within 10 of the local horizon, and when it was off NGC 6240 by more than 0.01 degree. We also selected the time period when all the five PCUs of PCA were on. The total on-source exposure time after the data screening process is 31.4 ksec and 10.3 ksec for the PCA and HEXTE, respectively. All the five PCUs’ top layers of PCA are used for the analysis, while one of 8 detectors of HEXTE (#3 in cluster B) is excluded because of its failure. We found no significant time variability from the PCA background-subtracted light curve in the entire energy band (3-20 keV) as well as in several different energy bands.
### 2.2 Derivation of PCA and HEXTE spectra
We estimated the PCA background using the current standard method. <sup>1</sup><sup>1</sup>1The pcabackest software was used with the background model files of pca\_bkgd\_faint240\_e03v02.mdl and pca\_bkgd\_faintl7\_e03v01.mdl. We attempted to estimate systematic error associated with the background subtraction by comparing the estimated background with the on-source data in the range above 30 keV where the source signal in PCA should be negligible due to low detection efficiency. The count rates of both agreed with each other within 0.01%. Therefore, we did not introduce any systematic error to the PCA background.
We estimated the HEXTE background using the data taken during the off-target pointings (Rothschild et al. 1998). In order to estimate the HEXTE-background systematics, we accumulated spectra from the +1.5 off-pointings and the –1.5 off-pointings, separately, and found that the difference between the two background spectra was within $`\pm `$2%. Therefore, we introduced a 2% systematic error to the HEXTE background spectrum.
Figure 1a illustrates the PCA and HEXTE energy spectra thus obtained. Significant source signals are detected up to $``$25keV in the PCA data. However, the PCA data below 4 keV and above 20 keV were discarded for the spectral analysis below, due to the uncertainty of the energy response reported by Gierliński et al. (1999) and Jahoda et al. (1996). The HEXTE spectrum shows significant signals up to 20 keV, while only upper limits are obtained above 20 keV.
### 2.3 Spectral analysis
In order to see the overall spectral characteristics, we first fit the spectra with a simple power-law model modified by Galactic absorption, i.e. $`f(E)=KE^\mathrm{\Gamma }e^{\sigma _{\mathrm{ph}}N_{\mathrm{H},\mathrm{Gal}}}`$, where $`E`$ is X-ray energy, f(E) is photon flux given in units of photons s<sup>-1</sup> cm<sup>-2</sup> keV<sup>-1</sup>, $`\mathrm{\Gamma }`$ is photon index, $`K`$ is the normalization factor, $`\sigma _{\mathrm{ph}}`$ is the cross-section of photoelectric absorption given by Morrison & McCammon (1983), and $`N_{\mathrm{H},\mathrm{Gal}}`$ is the Galactic hydrogen column density set equal to $`5.8\times 10^{20}`$ cm<sup>-2</sup> (Dickey & Lockman 1990). Using XSPEC software (ver. 10.0), we performed a minimum-chi-square fitting. The best-fit photon-index is 0.51 yielding $`\chi ^2/\nu `$ = 210/32 (Figure 1a). The ratio of the data to the best-fit power-law model (Figure 1b) clearly shows evidence for an iron K emission line at $``$6 keV and a flatter continuum above $``$8 keV.
Then, we modeled the spectrum with two power-law continua (soft and hard) plus a line emission, as expressed by $`f(E)=(K_sE^{\mathrm{\Gamma }_s}+K_hE^{\mathrm{\Gamma }_h}+line(K_l,E_l))e^{\sigma _{\mathrm{ph}}N_{\mathrm{H},\mathrm{Gal}}}`$. The iron-line central energy ($`E_l`$) and the intensity ($`K_l`$) are free parameters, and the line width is assumed to be zero. The fit result is shown in Figure 2 and the best-fit parameters are summarized in Table 1. Notable properties of the best-fit model are very small photon index, $``$0, of the hard pawer-law continuum, and a large equivalent width, 0.79 keV, of the iron line. An absorption edge structure is noticeable at 7–8 keV in the fit residual (Fig. 2), which is most likely the iron K-edge. These features are characteristic of the reflected X-rays from an optically thick material as has been pointed out by several authors (Iwasawa & Comastri 1998; Netzer et al. 1998). X-rays impinging on optically thick matter are photo-absorbed as well as Compton-scattered. These processes form a very flat continuum around $`10`$ keV, together with the K-absorption edge and K emission line of iron. We fit the RXTE spectrum together with ASCA data in § 4 with models including the Compton reflection.
## 3 ASCA data
### 3.1 Observation and data reduction
ASCA observation of NGC 6240 was performed on 27 March, 1994. The GIS provides an X-ray image with a circular field of view of $`50^{}`$ diameter. The SIS was operated with 2-CCD mode, covering a much smaller, rectangular field of view of $`11^{}\times 22^{}`$. Iwasawa & Comastri (1998) presented the result of the SIS data only. Here, we analyse both the SIS and GIS data. In particular, the GIS data are useful in order to look for any contamination sources in the field around NGC 6240.
We accepted the GIS and SIS data that were taken when the X-Ray Telescope (XRT: Serlemitsos et al. 1995) axis was more than 5 above the local horizon, and when the geomagnetic cutoff rigidity was larger than 6 GeV/c in order to ensure a low and stable background. Additional screening condition that the elevation angle from the sunlit earth is greater than 25 and 20 was applied to the SIS0 and SIS1 data, respectively. As reported by Turner et al. (1997), the ASCA data of NGC 6240 show no significant time variation.
### 3.2 GIS image
The GIS image in the full energy band 0.5–10 keV shows a point-like source that coincides with NGC 6240 within $`1`$ arcmin systematic error of the satellite attitude. In addition to the emission from NGC 6240, the soft Galactic diffuse emission covers the entire GIS field of view. The position of NGC 6240, $`(l,b)`$=$`(20.73,27.29)`$, is in the middle of an excess-emission structure of Loop I, which is found in the ROSAT All Sky Survey (Snowden et al. 1997). The energy spectrum of the excess emission is very soft ($`kT0.3`$ keV), and it is significant only in the soft energy band below $`2`$ keV.
On the other hand, at higher energies, we find an extended structure as clearly seen in the image for the 2.4–10 keV band shown in Figure 3, in which the background consisting of non-X-ray background (NXB) and cosmic X-ray background (CXB) has been subtracted. These are estimated from the data obtained in the blank sky observations and data taken when the XRT is pointing at the dark (night) earth (for detail see Ikebe et al. 1995; Ishisaki et al. 1997). The background was subtracted to derive the image. In Figure 3, notable emission is located north-east of NGC 6240, and extends towards north as well as east. Since the extension of the emission is much larger than that of the soft X-ray emission of NGC 6240 detected with ROSAT, we consider it to be an unassociated with NGC 6240. In the ROSAT PSPC data, there exist several faint sources around NGC 6240 as illustrated in Figure 3. These sources, if blurred with the angular response of the GIS, seem to form a brightness structure consistent with that observed with the GIS. Therefore, the extended X-ray structure is most probably due to these faint background sources. Since the field of view of RXTE/PCA and HEXTE are both $``$1 degree FWHM, the emission from the contamination sources will contribute to the RXTE spectra significantly. Below we examine the ASCA spectrum of NGC 6240 and the properties of these contamination sources.
### 3.3 Spectrum of NGC 6240
We construct the GIS energy spectrum of NGC 6240 from a circular region of 3 arcmin radius centered on the X-ray peak. The spectra from the two GIS sensors, GIS-2 and GIS-3, are summed. The NXB + CXB background is subtracted, as has been done for the GIS image. The soft excess emission is not subtracted, but it is negligible above 2.0 keV.
The SIS spectrum of NGC 6240 is extracted within a circle of 3 arcmin radius from the SIS-0 chip-1 and the SIS-1 chip-3. The data taken from the two chips are summed together. For the SIS background, we accumulate photons from a region where no contamination source is present on the same CCD chips with which NGC 6240 was observed. Therefore, the soft Galactic diffuse component is also subtracted as a part of the background.
The GIS and SIS spectra thus obtained are illustrated in Figure 4. Following Iwasawa & Comastri (1998), we fit the ASCA spectrum of NGC 6240 with a two-component model that includes a thermal component and an AGN component. The thermal component consists of emission from two optically-thin thermal plasmas of different temperatures, where the higher temperature component has an excess absorption. The AGN component consists of an absorbed power-law continuum and line emission. The model can be written as;
$`f(E)`$ $`=`$ $`\{thml(T_c,Z,K_c)+e^{\sigma _{\mathrm{ph}}N_\mathrm{H}}thml(T_h,Z,K_h)`$ (1)
$`+`$ $`line(E_l,K_l)+e^{\sigma _{\mathrm{ph}}N_{\mathrm{H},\mathrm{AGN}}}K_{\mathrm{AGN}}E^\mathrm{\Gamma }\}`$
$`\times `$ $`e^{\sigma _{\mathrm{ph}}N_{\mathrm{H},\mathrm{Gal}}},`$
where the parameters in parentheses are kept free. For the thermal plasma emission code, we employ the Mewe-Kaastra model (Mewe, Gronenschild, & van den Oord 1985; Mewe, Lemen, & van den Oord 1986; Kaastra 1992) modified by Liedahl, Osterheld, & Goldstein (1995), which is implemented in XSPEC as the MEKAL model. The metallicities, $`Z`$, of the two thermal components are assumed to be the same. The abundance ratios among different elements are fixed to be the fiducial solar values given by Anders & Grevesse (1989).
With this model, we fit the GIS and SIS spectra simultaneously. In this simultaneous fit, the GIS data below 2.0 keV are excluded because of a slight uncertainty in the energy scale of the GIS arising from the complex xenon M-edge structure in this range. A good fit is obtained as shown in Figure 4 and Table 2, and the results are essentially the same as obtained by Iwasawa & Comastri (1998) using the SIS data only. As noted by Iwasawa & Comastri (1998), the striking spectral features are a very flat continuum above $``$4 keV with a photon index of $`0`$ and a strong iron K-line with an equivalent width of 1.2 keV.
### 3.4 Contamination sources’ spectrum
Although the contamination sources near NGC 6240 are not identified, we only need the energy spectrum for the purpose of the present work. We construct the spectrum from the whole field of view of the GIS excluding the 3-arcmin radius circle centered on the X-ray peak of NGC 6240, from which the estimated background (NXB + CXB) is subtracted. In addition, because of an extended outskirts of the XRT point-spread function, the spectrum still contains a significant contribution from NGC 6240. Using a ray-tracing simulation software, the contribution from NGC 6240 outside the 3-arcmin radius circle is estimated and subtracted. Figure 5 shows the GIS spectrum thus obtained. The resultant GIS spectrum contains the total photons from the contamination sources within the GIS field of view and the Galactic soft diffuse emission.
As shown in Figure 5, thus obtained GIS spectrum is fitted satisfactorily ($`\chi ^2/\nu =18.4/25`$) with the sum of a thin-thermal model (MEKAL model) and a power-law model. For the thermal component, we obtain the best-fit temperature of 0.23$`\pm 0.04`$ keV and the surface brightness of 1.0$`\times 10^{14}`$ ergs s<sup>-1</sup> cm<sup>-2</sup> arcmin<sup>-2</sup> (0.5–2 keV), assuming the element abundances to be solar. We identify this thermal component to be the Galactic diffuse emission, since these values are consistent with the ROSAT results (Snowden et al. 1997). Thus, the spectrum of the contamination sources can be expressed by a power law with the best-fit photon index of 1.56$`\pm `$0.23. Its flux is 2.1$`\times 10^{12}`$ ergs s<sup>-1</sup> cm<sup>-2</sup> (2 – 10 keV), which is $`90`$% as high as that of NGC 6240. Therefore, the contribution from the contamination sources to the RXTE spectrum is quite substantial, and will be taken into account for the analysis of the RXTE spectrum in the next section. It is to be noted that the spectrum of the contamination sources (added together) is pretty hard, consistent with that of AGN. This suggest that these sources, if not all, are possibly AGN.
## 4 RXTE + ASCA joint fit
In this section, we model the 0.5–200 keV energy spectrum of NGC 6240 obtained with RXTE and ASCA, taking into account the contamination sources detected in the GIS field of view. Below 3 keV, the X-ray emission is dominated by the thermal component that presumably originates from the starburst activity in the galaxy, and is well described with the two temperature model (Iwasawa & Comastri 1998) as shown in § 3.3. The X-ray emission from the AGN in NGC 6240 dominates above 4 keV and we perform detailed modeling below.
### 4.1 Power law model
For modeling the energy spectrum of the AGN, we begin with the simplest model, power-law + line, given by equation 1 in § 3.3, The ASCA GIS and SIS spectra of NGC 6240, the PCA spectrum, and the HEXTE spectrum were fitted simultaneously. Since the X-ray intensity of the AGN may have varied between the ASCA and RXTE observations performed at different periods, the normalization factor of the power-law component, $`K_{\mathrm{AGN}}`$, is left free for the ASCA and RXTE spectra, respectively. Since the iron K-line is presumably generated by reprocessing of the X-rays from the AGN on an optically thick matter, the line intensity will be proportional to the AGN luminosity on the time average. Therefore, we assumed that the ratio of the flux of the iron line to that of the power-law continuum, $`K_l/K_{\mathrm{AGN}}`$, was the same in the two separate observations with ASCA and RXTE, respectively. On the other hand, the normalization factor of the thermal components, $`K_c`$ and $`K_h`$, are assumed to be common to the RXTE and ASCA spectra, since the thermal component which is extended should not vary with time. All other parameters are also tied between the two observations. In order to take into account the hard contribution source, a power-law model with the photon index 1.56 as derived in the previous section is included in the PCA and HEXTE spectra with a free normalization factor. We assume that the power law spectrum extends beyond 10 keV with the same photon index.
As shown in Figure 6 and Table 3, the fit is not acceptable. As expected, the obtained parameters of the thermal component are essentially the same as those given in Section 3.3, since the RXTE spectrum has little influence below 4 keV. However, the best-fit power-law continuum of AGN is significantly flatter than that given by Iwasawa & Comastri (1998). Furthermore, the residuals require an even harder continuum in 8–15 keV band, and also suggests a spectral steepening above $`30`$ keV. These features together with a large equivalent width of Fe K-line are consistent with a Compton reflection spectrum. We therefore incorporate Compton reflection in the next subsection.
### 4.2 Reflection model
We employ the Compton reflection model developed by Magdziarz & Zdziarski (1995) implemented in XSPEC as the PEXRAV model. Using the PEXRAV model, we can calculate the reflected X-ray spectrum when X-rays of a power-law spectrum illuminate an optically thick layer of material that is predominately neutral except hydrogen and helium. Here, we assume that the direct X-rays from the AGN are totally blocked by a thick absorber on the line of sight. The parameters that describe the model are: $`\mathrm{\Gamma }`$, photon index of the incident power law spectrum with an exponential cutoff at $`E_c`$; $`R=\mathrm{\Omega }/2\pi `$, where $`\mathrm{\Omega }`$ is the solid angle subtended by the optically thick material; $`\mu =cos\theta `$, where $`\theta `$ is the angle between the line of sight and the normal vector of the optically thick layer; $`A_{\mathrm{Fe}}`$, the iron abundance of the optically thick material. Element abundances besides iron are assumed to be the solar values.
In the following fitting, $`E_c`$ is fixed at 200 keV (practically a single power law in the observed range). $`\mu `$ is fixed at 0.45 so that the model spectrum is closest to that averaged over all viewing angles as described in Magdziarz & Zdziarski (1995). Combining with the thermal component and the line emission, the overall fitting model is given by
$`f(E)`$ $`=`$ $`\{thml(T_c,Z,K_c)+e^{\sigma _{\mathrm{ph}}N_\mathrm{H}}thml(T_h,Z,K_h)`$ (2)
$`+`$ $`line(E_l,K_l)+refl(\mathrm{\Gamma },K_{\mathrm{AGN}})\}e^{\sigma _{\mathrm{ph}}N_{\mathrm{H},\mathrm{Gal}}},`$
where free parameters are shown in parentheses. The normalization factors of the reflection component, $`K_{\mathrm{AGN}}`$, for the ASCA and RXTE spectra are left free from each other for possible time variation of the AGN luminosity. The flux ratio between the Fe K-line and the AGN continuum $`K_l/K_{\mathrm{AGN}}`$ is assumed to be constant. All other parameters are also assumed to be the same between the two observations. Another power-law with a photon index of 1.56 that represents the contamination sources is added to the model for the PCA and HEXTE spectrum.
As shown in Figure 7 and Table 4, this model can account for the 0.5–200 keV wide-band spectrum satisfactorily. The flux of the contamination sources in the RXTE spectrum determined from the fit is in good agreement with that obtained with the GIS within $`10\%`$. The two normalization factors of the AGN component obtained from the ASCA and RXTE spectra respectively happened to be very close ($`K^{\mathrm{RXTE}}/K^{\mathrm{ASCA}}`$=0.92–1.26), as were the Fe K-line intensities nearly equal in these two observations. The equivalent width of the iron line with respect to the reflection continuum is 0.8 keV, which is a typical value for the fluorescence line associated with the Compton-reflection.
However, the best-fit photon index $`\mathrm{\Gamma }`$ of the incident AGN spectrum is 1.26$`\pm `$0.13, which is unusually small compared to the typical values for AGNs (e.g. Mushotzky, Done, & Pounds 1993). In this fit, the viewing angle $`\mu =cos\theta `$ was fixed at 0.45. Even if we allow $`\mu `$ to vary (Table 4), photon index larger than 1.54 is not acceptable. The intrinsic luminosity of the AGN is estimated to be larger than $`4.3\times 10^{43}`$ ergs/s, the value corresponding to the maximum solid angle, i.e. $`R=\mathrm{\Omega }/2\pi `$, of 1.0.
### 4.3 Reflection + Transmission model
Although, the above reflection-only model gives a satisfactory fit to the RXTE \+ ASCA data, the small photon index derived in § 4.2 still remains to be problem. As shown below, this is resolved by adding an absorbed AGN continuum that is transmitted through a thick absorber on the line of sight. (Here we do not consider the extent of the absorber, hence we assume no scattering of X-rays into the line of sight.) The transmitted AGN component is given by
$$e^{N_{\mathrm{H},\mathrm{AGN}}(\sigma _{\mathrm{ph}}+\sigma _{\mathrm{Th}})}K_{\mathrm{AGN}}E^\mathrm{\Gamma }e^{E/E_\mathrm{c}},$$
(3)
where $`\sigma _{\mathrm{Th}}`$ is the Thomson scattering cross-section, and $`N_{\mathrm{H},\mathrm{AGN}}`$ is the hydrogen-column density along line of sight. The attenuation by the Thomson scattering becomes important above $`10`$ keV as compared to photoelectric absorption.
Adding the transmitted AGN component given by eq. 3 to eq. 2, we construct the reflected- and transmitted-AGN + thermal model as;
$`f(E)`$ $`=`$ $`\{thml(T_c,Z,K_c)+e^{\sigma _{\mathrm{ph}}N_\mathrm{H}}thml(T_h,Z,K_h)`$ (4)
$`+`$ $`line(K_l,E_l)+refl(\mathrm{\Gamma },R,E_c,K_{\mathrm{AGN}})`$
$`+`$ $`e^{N_{\mathrm{H},\mathrm{AGN}}(\sigma _{\mathrm{ph}}+\sigma _{\mathrm{Th}})}K_{\mathrm{AGN}}E^\mathrm{\Gamma }e^{E/E_\mathrm{c}}\}`$
$`\times `$ $`e^{\sigma _{\mathrm{ph}}N_{\mathrm{H},\mathrm{Gal}}}.`$
The photon-index $`\mathrm{\Gamma }`$, the cutoff energy, $`E_C`$ (fixed to 200 keV), and the normalization, $`K_{\mathrm{AGN}}`$, are the same for both the reflection and transmitted components. The relative intensities between the transmitted component and the reflection component is determined by the solid angle, $`R`$, which is left free. The metallicity of the elements lighter than Fe and the viewing angle $`\mu =cos\theta `$ are fixed at 1.0 solar and 0.45, respectively. As in the previous fits, including the contamination-source component in the RXTE model, we fit the four spectra jointly with this model.
The reflected- and transmitted-AGN + thermal model gives a good fit (Figure 8, Table 5). The derived photon index is $`\mathrm{\Gamma }`$= 1.59 $`{}_{0.26}{}^{}{}_{}{}^{+0.42}`$, which is consistent with the canonical value of 1.9 (Pounds et al. 1990). The best-fit solid angle of the reflector, $`R=\mathrm{\Omega }/2\pi `$, is 0.51, and the absorption column density, $`N_{\mathrm{H},\mathrm{AGN}}`$, is found to be $`1.7\times 10^{24}`$ cm<sup>-2</sup>. Since $`R`$ was poorly constrained, the intrinsic luminosity of the AGN has a large error range. If we assume that $`R`$ does not exceed 1.0, $`L_\mathrm{X}`$ is obtained to be $`1.1_{0.5}^{+4.5}\times 10^{44}`$ ergs/s in the range 2 – 10 keV. When we leave the viewing angle $`\mu `$ free, the fitting parameters as well as the intrinsic luminosity remain essentially the same, if $`R1.0`$ (Table 5).
So far, we assumed that the matter that obscures the AGN is located only on the line of sight. If the absorbing matter covers a significant solid angle viewed from the AGN such as in the case of a torus, some of the incoming photons will be scattered into our line of sight. Then the model given by eq. 3 would overestimate the AGN luminosity. Matt, Pompilio, & Franca (1999) performed a Monte Carlo calculation of the X-ray transmission through spherically distributed matter for various column densities. According to their result, the true AGN luminosity would be smaller by a factor of $`2`$, if the absorbing matter is distributed in a spherical geometry. Consequently, for the same flux from the cold reflector, the true value of $`R`$ should be larger by a factor of 2 than that in Table 5. The column density of the absorbing matter is also subject to a slight overestimation.
The case that a heavy absorber exists only on the line of sight is rather unlikely. On the other hand, since the fitting result shows a relatively small absorption for the reflection component, the absorbing matter is probably not covering the entire sphere. There two cases, a cloud on the line of sight are spherically distributed matter, are considered to represent two extremes.
In conclusion, the reflected- and transmitted-AGN model gives the following AGN parameters: $`\mathrm{\Gamma }=1.332.02`$, $`L_\mathrm{X}`$(2–10keV) = $`5\times 10^{43}`$$`6\times 10^{44}`$ ergs/s, $`R`$ = 0.1–1, and $`N_{\mathrm{H},\mathrm{AGN}}`$ = 1.0 – 2.7$`\times 10^{24}`$ cm<sup>-2</sup>, where the range of parameters represents not only the statistical errors but also the uncertainties due to unknown inclination angle of the reflector, and the limits for the two extreme geometries of the absorbing/scattering material.
## 5 Discussion
The X-ray spectrum of NGC 6240 is satisfactorily explained with a model consisting of a thermal component and an AGN component. For the AGN component, and equally good fit is obtained either by the reflection-only model or by the reflected- and transmitted-AGN model. Hence, we cannot conclude the detection of the direct AGN component from the present data. However, without the direct (transmitted) component the derived photon index is noticeably smaller than the typical values for AGN. We consider it more probable that the direct AGN component is present at high energies.
According to the unified model for Seyfert galaxies (e.g. Antonucci 1993), one can interpret the result in terms of a tilted molecular torus in which the near-side of the torus acts as an absorber and the far-side acts as a reflector. If the torus is axisymmetric, both the reflecting part and the absorbing part would have a similar column density. With the reflected- and transmitted-AGN model, the column density of the obscuring matter is estimated to be $`2\times 10^{24}`$ cm<sup>-2</sup>, corresponding to Thomson optical depth of $`1`$. This is practically enough for a reflector. Thus, the present result is consistent with the interpretation that NGC 6240 has a similar geometry to Seyfert 2 galaxies. The obtained column density gives an IR extinction of $`A_K100`$, which is consistent with the fact that the previous IR observations did not find the AGN itself. Narrow line region that has not been seen in the optical observations would be obscured as well.
The intrinsic X-ray luminosity of NGC 6240 is estimated in § 4.3 to be in the range $`5\times 10^{43}6\times 10^{44}`$ ergs/s in the range 2–10 keV. For the reflection-only case (§ 4.2), the luminosity is estimated to be larger than $`4\times 10^{43}`$ ergs/s, while the upper bound of luminosity is not determined. However, it would be plausible that the solid angle factor $`R`$ is not much less than several %, which gives essentially the same luminosity range as the above. This luminosity is among those of the most luminous Seyfert nuclei, and even comparable to those of quasars. The bolometric luminosity of the AGN may well exceed $`10^{45}`$ erg/s.
Concerning the power source of the huge IR luminosity, a measure of the contribution of an AGN to the IR emission is a ratio of X-ray luminosity to IR luminosity, $`L_\mathrm{X}/L_{\mathrm{IR}}`$. Based on our results given above and the IR flux calculated from the IRAS result with the formula, $`F_{\mathrm{IR}}`$ = flux(25$`\mu `$m)$`\times `$($`\nu _{25\mu \mathrm{m}}`$) \+ flux(60$`\mu `$m)$`\times `$($`\nu _{60\mu \mathrm{m}}`$), gives $`L_\mathrm{X}(210\mathrm{keV})/L_{\mathrm{IR}}=0.010.1`$ for NGC 6240. This agrees with those of other Seyfert nuclei given by Ward et al. (1988).
Vignati et al. (1999), using the BeppoSAX data of NGC 6240, claim that the direct AGN component was positively detected, though they assumed the photon index of the AGN to be 1.8. Other than that, their results and interpretation are essentially in agreement with ours.
The luminosity of the AGN can be used to infer the mass of the central black hole in NGC 6240. If the AGN accretes about 1% of the Eddington luminosity, the total luminosity of $`10^{45}`$ erg/s would lead to a mass of $`M_{\mathrm{AGN}}10^9M_{}`$, which is consistent with the value expected from the galaxy-mass to black-hole-mass relation (Lauer et al. 1997), with the estimated galaxy mass of $`10^{1112}M_{}`$ after having completed its merging epoch (Shier & Fisher 1997).
## 6 Conclusion
The 0.5–200 keV wide band energy spectrum of NGC 6240 obtained with RXTE and ASCA is accounted for in terms of a soft thermal component and a hard AGN component. The soft component is presumably due to star burst activity. The AGN component consists of a Compton reflection component accompanied by an intense Fe-K emission line and probably a transmitted component (a direct component penetrating through a thick absorber). The detection of the transmitted component is not conclusive from the fitting. However, without a transmitted component, the photon index is unusually small. Assuming that the solid angle factor $`R`$ does not exceed 1, we estimated the intrinsic X-ray luminosity of the AGN in the range 2–10 keV to be in the range $`4\times 10^{43}6\times 10^{44}`$ ergs/s, which yields the ratio of the X-ray luminosity (2–10 keV) to the IR luminosity of $`0.010.1`$. The column density that obscures the central AGN is estimated to be larger than $`1.0\times 10^{24}`$ cm<sup>-2</sup>. These results show that NGC 6240 is among the most luminous Seyfert 2 galaxies.
## Acknowledgments
The authors are grateful to Dr. Joachim Siebert for helping the RXTE data analysis. Y.I. was supported by the post-doctoral program of the Max-Planck-Gesellschaft and is currently supported by the Japan Society for the Promotion of Science Postdoctoral Fellowships for Research Abroad. KML gratefully acknowledges support by NAG5-6921 (RXTE) and NAG5-7971 (LTSA). |
warning/0003/hep-ph0003304.html | ar5iv | text | # Magnetic Moments of Decuplet Baryons in Light Cone QCD
## 1 Introduction
For the determination of the fundamental parameters of hadrons from experiments, some information about physics at large distances is required. The large distance physics can not be calculated directly from fundamental QCD Lagrangian because at large distance perturbation theory can not be applied. For this reason a reliable non-perturbative approach is needed. Among non-perturbative approaches, QCD sum rules occupied a special place in studying the properties of ground state hadrons. This method is applied to various problems in hadron physics and extended in many works (see for example Refs. and references therein). The magnetic moments of hadrons are one of their characteristic parameters in low energy physics. Calculation of the nucleon magnetic moments in the framework of QCD sum rules method using external fields technique, first suggested in , was carried out in . They were later refined and extended to the entire baryon octet in .
In , magnetic moments of the decuplet baryons are calculated within the framework of QCD sum rules using external field method. Note that in , from the decuplet baryons, only the magnetic moments of $`\mathrm{\Delta }^{++}`$ and $`\mathrm{\Omega }^{}`$ were calculated. At present, the magnetic moments of $`\mathrm{\Delta }^{++}`$ , $`\mathrm{\Delta }^0`$ and $`\mathrm{\Omega }^{}`$ are known from experiments. The experimental information provides new incentives for theoretical scrutiny of these physical quantities.
Recently, we have calculated the magnetic moments of the $`\mathrm{\Delta }`$ baryons within the framework of an alternative approach to the traditional sum rules, i.e. the light cone QCD sum rules (LCQSR). In this work, the magnetic moments of other members of the decuplet which contain at least one $`s`$-quark, namely the $`\mathrm{\Sigma }^{\pm ,0}`$, $`\mathrm{\Xi }^{0,}`$ and $`\mathrm{\Omega }^{}`$, are calculated within the same approach. The novel feature of the present work is that we take into account the $`SU(3)`$ flavor symmetry breaking effects.
A few words about the LCQSR method are in order. The LCQSR is based on the operator product expansion on the light cone, which is an expansion over the twists of the operators rather than dimensions as in the traditional QCD sum rules. The main contribution comes from the lower twist operator. The matrix elements of the nonlocal operators between the vacuum and hadronic state defines the hadronic wave functions. (More about this method and its applications can be found in and references therein). Note that magnetic moments of the nucleon using LCQSR approach was studied in .
The paper is organized as follows. In Sect. II, the light cone QCD sum rules for the magnetic moments of the decuplet baryons are derived. In Sect. III, we carry out numerical calculations. Comparison of the predictions of this approach on the magnetic moments of the decuplet baryons with the results of other methods, and the experimental results is also presented in this section.
## 2 Sum Rules for the Magnetic Moments of Decuplet Baryons
A sum rule for the magnetic moment can be constructed by equating two different representations of the corresponding correlator, written in terms of hadrons and quark-gluons. We begin our calculations by considering the following correlator:
$`\mathrm{\Pi }_{\mu \nu }=i{\displaystyle 𝑑xe^{ipx}0|𝒯\eta _\mu ^B(x)\overline{\eta }_\nu ^B(0)|0_F},`$ (1)
where $`𝒯`$ is the time ordering operator, $`F`$ means electromagnetic field and the $`\eta _\mu ^B`$’s are the interpolating currents of the corresponding baryon, B, carrying the same quantum numbers. This correlator can be calculated on one side phenomenologically, in terms of the hadron parameters, and on the other side by the operator product expansion (OPE) in the deep Eucledian region, $`p^2\mathrm{}`$, using QCD degrees of freedom. By equating both expressions, we construct the corresponding sum rules.
Saturating the correlator, Eq. (1), by ground state baryons we get:
$`\mathrm{\Pi }_{\mu \nu }(p_1^2,p_2^2)={\displaystyle \frac{0|\eta _\mu ^B|B_1(p_1)}{p_1^2M_1^2}}B_1(p_1)|B_2(p_2)_F{\displaystyle \frac{B_2(p_2)|\eta _\nu ^B|0}{p_2^2M_2^2}},`$ (2)
where $`p_2=p_1+q`$, $`q`$ is the photon momentum and $`M_i`$ is the mass of the baryon $`B_i`$.
The matrix elements of the interpolating currents between the ground state and the state containing a single baryon, $`B`$, with momentum $`p`$ and having spin $`s`$ is defined as:
$`0|\eta _\mu |B(p,s)=\lambda _Bu_\mu (p,s),`$ (3)
where $`\lambda _B`$ is the residue, and $`u_\mu `$ is the Rarita-Schwinger spin-vector (For a discussion of the properties of the Rarita-Schwinger spin-vector see e.g. ). In order to write down the phenomenological part of the sum rules from Eq. (2) it follows that one also needs an expression for the matrix element $`B(p_1)|B(p_2)_F`$, i.e. the electromagnetic vertex of spin $`3/2`$ baryons. In the general case, this vertex can be written as:
$`B(p_1)|B(p_2)_F=ϵ_\rho \overline{u}_\mu (p_1)𝒪^{\mu \rho \nu }(p_1,p_2)u_\nu (p_2),`$ (4)
where $`ϵ_\rho `$ is the polarization vector of the photon and the Lorentz tensor $`𝒪^{\mu \rho \nu }`$ is given by:
$`𝒪^{\mu \rho \nu }(p_1,p_2)`$ $`=`$ $`g^{\mu \nu }\left[\gamma _\rho (f_1+f_2)+{\displaystyle \frac{(p_1+p_2)_\rho }{2M_B}}f_2+q_\rho f_3\right]`$ (5)
$``$ $`{\displaystyle \frac{q_\mu q_\nu }{(2M_B)^2}}\left[\gamma _\rho (G_1+G_2)+{\displaystyle \frac{(p_1+p_2)_\rho }{2M_B}}G_2+q_\rho G_3\right]`$
where the form factors $`f_i`$ and $`G_i`$ are functions of $`q^2=(p_1p_2)^2`$. In our problem, the values of the formfactors only at one point, $`q^2=0`$, are needed.
In calculations, summation over spins of the Rarita-Schwinger spin vector is performed,
$`{\displaystyle \underset{s}{}}u_\sigma (p,s)\overline{u}_\tau (p,s)={\displaystyle \frac{(\overline{)}p+M_B)}{2M_B}}\left\{g_{\sigma \tau }{\displaystyle \frac{1}{3}}\gamma _\sigma \gamma _\tau {\displaystyle \frac{2p_\sigma p_\tau }{3M_B^2}}+{\displaystyle \frac{p_\sigma \gamma _\tau p_\tau \gamma _\sigma }{3M_B}}\right\}`$ (6)
Using Eqs. (2-6), one can see that the correlator contains many structures, not all of them independent. To remove the dependencies, an ordering of the gamma matrices should be chosen. For this purpose the ordering $`\gamma _\mu \overline{)}p_1\overline{)}ϵ\overline{)}p_2\gamma _\nu `$ is chosen. With this ordering, the correlation function becomes:
$`\mathrm{\Pi }_{\mu \nu }`$ $`=`$ $`\lambda _B^2{\displaystyle \frac{1}{(p_1^2M_B^2)(p_2^2M_B^2)}}[g_{\mu \nu }\overline{)}p_1\overline{)}ϵ\overline{)}p_2{\displaystyle \frac{g_M}{3}}+`$ (7)
$`+`$ other structures with $`\gamma _\mu `$ at the beginning and $`\gamma _\nu `$ at the end $`]`$
where $`g_M`$ is the magnetic form factor, $`g_M/3=f_1+f_2`$. The value of $`g_M`$ at $`q^2=0`$ gives the magnetic moment of the baryon in units of its natural magneton, $`e\mathrm{}/2m_Bc`$. Hence, among the many structures in the correlator, for determination of the magnetic moments, only the structure $`g_{\mu \nu }\overline{)}p_1\overline{)}ϵ\overline{)}p_2`$ is needed. The appearance of the factor $`3`$ can be understood from the fact that in the nonrelativistic limit, the maximum energy of the baryon in the presence of a uniform magnetic field with magnitude $`H`$ is $`3(f_1+f_2)Hg_MH`$ . Another advantage of choosing the $`g_{\mu \nu }\overline{)}p_1\overline{)}ϵ\overline{)}p_2`$ structure is that spin $`1/2`$ baryons do not contribute to this structure. Indeed, their overlap is given by:
$`0|\eta _\mu |J=1/2=(Ap_\mu +B\gamma _\mu )u(p)`$ (8)
where $`(\overline{)}pm)u(p)=0`$ and $`(Am+4B)=0`$ , and we can not construct the structure $`g_{\mu \nu }\overline{)}p_1\overline{)}ϵ\overline{)}p_2`$.
For calculating the correlator (1) from the QCD side, first of all, suitable interpolating currents should be chosen. For the baryons under study, they can be chosen as (see for example ):
$`\eta _\mu ^{\mathrm{\Sigma }^+}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{3}}}ϵ^{abc}[2(u^{aT}C\gamma _\mu s^b)u^c+(u^{aT}C\gamma _\mu u^b)s^c],`$
$`\eta _\mu ^{\mathrm{\Sigma }^0}`$ $`=`$ $`\sqrt{{\displaystyle \frac{2}{3}}}ϵ^{abc}[(u^{aT}C\gamma _\mu d^b)s^c+(d^{aT}C\mu _\alpha s^b)u^c+(s^{aT}C\gamma _\mu u^b)d^c],`$
$`\eta _\mu ^\mathrm{\Sigma }^{}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{3}}}ϵ^{abc}[2(d^{aT}C\gamma _\mu s^b)d^c+(d^{aT}C\gamma _\mu d^b)s^c],`$
$`\eta _\mu ^{\mathrm{\Xi }^0}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{3}}}ϵ^{abc}[2(s^{aT}C\gamma _\mu u^b)s^c+(s^{aT}C\gamma _\mu s^b)u^c],`$
$`\eta _\mu ^\mathrm{\Xi }^{}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{3}}}ϵ^{abc}[2(s^{aT}C\gamma _\mu d^b)s^c+(s^{aT}C\gamma _\mu s^b)d^c],`$
$`\eta _\mu ^\mathrm{\Omega }^{}`$ $`=`$ $`ϵ^{abc}(s^{aT}C\gamma _\mu s^b)s^c`$ (9)
where $`C`$ is the charge conjugation operator, $`a,b,c`$ are color indices. It should be noted that these baryon currents are not unique, one can choose an infinite number of currents with the same quantum numbers .
After some calculations, for the theoretical parts of the correlator, we get:
$`\mathrm{\Pi }_{\mu \nu }^{\mathrm{\Sigma }^+}`$ $`=`$ $`\mathrm{\Pi }_{}^{}{}_{\mu \nu }{}^{\mathrm{\Sigma }^+}{\displaystyle \frac{1}{6}}ϵ^{abc}ϵ^{def}{\displaystyle d^4xe^{ipx}\gamma (q)|\overline{u}^dA_iu^a}`$ (10)
$`\{2A_i\gamma _\nu S_{s}^{}{}_{}{}^{be}\gamma _\mu S_u^{cf}+2A_i\gamma _\nu S_{u}^{}{}_{}{}^{cf}\gamma _\mu S_s^{be}+`$
$`+2S_s^{be}\gamma _\nu A_i^{}\gamma _\mu S_u^{cf}+2A_i\text{Tr}(\gamma _\nu S_{u}^{}{}_{}{}^{cf}\gamma _\mu S_s^{be})+`$
$`+S_s^{be}\text{Tr}(\gamma _\nu A_i^{}\gamma _\mu S_u^{cf})+`$
$`+2S_u^{cf}\gamma _\nu S_{s}^{}{}_{}{}^{be}\gamma _\mu A_i+2S_u^{cf}\gamma _\nu A_i^{}\gamma _\mu S_s^{be}+`$
$`+2S_s^{be}\gamma _\nu S_{u}^{}{}_{}{}^{cf}\gamma _\mu A_i+2S_u^{cf}\text{Tr}(\gamma _\nu A_i^{}\gamma _\mu S_s^{be})+`$
$`+S_s^{be}\text{Tr}(\gamma _\nu S_{u}^{}{}_{}{}^{cf}\gamma _\mu A_i)\}+\overline{s}^eA_is^b`$
$`\{2S_u^{ad}\gamma _\nu A_i^{}\gamma _\mu S_u^{cf}+2S_u^{ad}\gamma _\nu S_{u}^{}{}_{}{}^{cf}\gamma _\mu A_i+`$
$`+2A_i\gamma _\nu S_{u}^{}{}_{}{}^{ad}\gamma _\mu S_u^{cf}+2S_u^{ad}\text{Tr}(\gamma _\nu S_{u}^{}{}_{}{}^{cf}\gamma _\mu A_i)+`$
$`+A_i\text{Tr}(\gamma _\nu S_{u}^{}{}_{}{}^{ad}\gamma _\mu S_u^{ad})\}|0`$
$`\mathrm{\Pi }_{\mu \nu }^\mathrm{\Omega }^{}=`$ $`\mathrm{\Pi }_{\mu \nu }^\mathrm{\Omega }^{}+{\displaystyle \frac{1}{2}}ϵ^{abc}ϵ^{def}{\displaystyle d^4xe^{ipx}\gamma (q)|\overline{s}^fA_is^a}`$ (11)
$`\{2S_s^{cd}\gamma _\nu S_s^{be}\gamma _\mu A_i+2S_s^{cd}\gamma _\nu A_i^{}\gamma _\mu S_s^{be}+`$
$`+2A_i\gamma _\nu S_s^{cd}\gamma _\mu S_s^{be}+S_s^{cd}\text{Tr}(\gamma _\nu S_{s}^{}{}_{}{}^{be}\gamma _\mu A_i)+`$
$`+S_s^{cd}\text{Tr}(\gamma _\nu A_i^{}\gamma _\mu S_s^{be})+A_i\text{Tr}(\gamma _\nu S_{s}^{}{}_{}{}^{cd}\gamma _\mu S_s^{be})\}|0`$
where $`A_i=1,\gamma _\alpha ,\sigma _{\alpha \beta }/\sqrt{2},i\gamma _\alpha \gamma _5,\gamma _5`$, a sum over $`A_i`$ implied, $`S^{}CS^TC`$, $`A_i^{}=CA_i^TC`$, with $`T`$ denoting the transpose of the matrix, and $`S_q`$ is the full light quark propagator with both perturbative and non-perturbative contributions. We calculate the theoretical part of the sum rules in linear order in the strange quark mass, $`m_s`$. The calculations show that, the terms quadratic in the strange quark mass give smaller contributions than the terms linear in $`m_s`$ (about $`8\%`$). For the propagator of quarks, we will use the following expression:
$`S_q`$ $`=`$ $`0|𝒯\overline{q}(x)q(0)|0`$ (12)
$`=`$ $`{\displaystyle \frac{i\overline{)}x}{2\pi ^2x^4}}{\displaystyle \frac{m_q}{4\pi ^2x^2}}{\displaystyle \frac{\overline{q}q}{12}}\left(1{\displaystyle \frac{im_q}{4}}\overline{)}x\right){\displaystyle \frac{x^2}{192}}m_0^2\overline{q}q\left(1{\displaystyle \frac{im_q}{6}}\overline{)}x\right)`$
$``$ $`ig_s{\displaystyle _0^1}dv[{\displaystyle \frac{\overline{)}x}{16\pi ^2x^2}}G_{\mu \nu }(vx)\sigma _{\mu \nu }vx_\mu G_{\mu \nu }(vx)\gamma _\nu {\displaystyle \frac{i}{4\pi ^2x^2}}`$
$``$ $`{\displaystyle \frac{im_q}{32\pi ^2}}G_{\mu \nu }\sigma _{\mu \nu }(\mathrm{ln}{\displaystyle \frac{x^2\mathrm{\Lambda }^2}{4}}+2\gamma _E)]`$
where $`\mathrm{\Lambda }`$ is an energy cutoff separating perturbative and non-perturbative regimes.
In Eqs. (10)-(11), the first terms, $`\mathrm{\Pi }_{\mu \nu }^B`$, describe diagrams in which the photon interact with the quarks perturbatively. Their explicit expressions can be obtained from the remaining terms by substituting all occurances of
$`\overline{q}^a(x)A_iq^bA_{i}^{}{}_{\alpha \beta }{}^{}2\left({\displaystyle d^4yF_{\mu \nu }y_\nu S_q^{pert}(xy)\gamma _\mu S_q^{pert}(y)}\right)_{\alpha \beta }^{ba}`$ (13)
where the Fock-Schwinger gauge, $`x_\mu A_\mu (x)=0`$ is used, and $`S_q^{pert}`$ is the perturbative part of the quark propagator, i.e. the first two terms in Eq. (12). Here, $`F_{\mu \nu }`$ is the electromagnetic field strength tensor.
For customary, here we presented theoretical results only for the correlators of $`\mathrm{\Sigma }^+`$ and $`\mathrm{\Omega }^{}`$ (see Eqs. (10) and (11)). The corresponding expressions for the theoretical parts of the correlators for the $`\mathrm{\Sigma }^{}`$, $`\mathrm{\Sigma }^0`$, $`\mathrm{\Xi }^0`$ and $`\mathrm{\Xi }^{}`$ baryons can be obtained from Eq. (10) as follows: For $`\mathrm{\Sigma }^{}`$, substitute $`d`$ quarks instead of $`u`$ quarks; for $`\mathrm{\Xi }^0`$ exchange $`u`$ and $`s`$ quarks; and for $`\mathrm{\Xi }^{}`$, substitute $`s`$ quarks instead of $`u`$ quarks, and $`d`$ quarks instead of $`s`$ quarks. The theoretical part of the correlator for the $`\mathrm{\Sigma }^0`$ baryon is half the sum of the theoretical parts of the correlators for the $`\mathrm{\Sigma }^+`$ and $`\mathrm{\Sigma }^{}`$ baryons in exact $`SU(2)`$ flavor symmetry limit.
For calculating the QCD part of the sum rules, one needs to know the matrix elements $`\gamma (q)|\overline{q}A_iq|0`$. Upto twist-4, matrix elements contributing to the selected $`g_{\mu \nu }\overline{)}p_1\overline{)}ϵ\overline{)}p_2`$ structure are expressed in terms of the photon wave functions as :
$`\gamma (q)|\overline{q}\gamma _\alpha \gamma _5q|0`$ $`=`$ $`{\displaystyle \frac{f}{4}}e_qϵ_{\alpha \beta \rho \sigma }ϵ^\beta q^\rho x^\sigma {\displaystyle _0^1}𝑑ue^{iuqx}\psi (u)`$
$`\gamma (q)|\overline{q}\sigma _{\alpha \beta }q|0`$ $`=`$ $`ie_q\overline{q}q{\displaystyle _0^1}𝑑ue^{iuqx}`$ (14)
$`\times `$ $`\{(ϵ_\alpha q_\beta ϵ_\beta q_\alpha )[\chi \varphi (u)+x^2[g_1(u)g_2(u)]]`$
$`+`$ $`[qx(ϵ_\alpha x_\beta ϵ_\beta x_\alpha )+ϵx(x_\alpha q_\beta x_\beta q_\alpha )]g_2(u)\}`$
where $`\chi `$ is the magnetic susceptibility of the quark condensate and $`e_q`$ is the quark charge. The functions $`\varphi (u)`$ and $`\psi (u)`$ are the leading twist-2 photon wave functions, while $`g_1(u)`$ and $`g_2(u)`$ are the twist-4 functions.
Using Eqs. (12) and (14), after some algebra, and performing Fourier transformation, the result for the structure $`g_{\mu \nu }\overline{)}p_1\overline{)}ϵ\overline{)}p_2`$ can be obtained. As stated earlier, in order to construct the sum rules, we must equate the phenomenological and theoretical expressions for the correlator. Performing the Borel transformation on the variables $`p^2`$ and $`(p+q)^2`$ in order to suppress the contributions of the higher resonances and the continuum, the following sum rules for the magnetic moment of the baryons are obtained:
$`g_M^{\mathrm{\Sigma }^+}`$ $`=`$ $`{\displaystyle \frac{e^{\frac{M_\mathrm{\Sigma }^{}^2}{M^2}}}{\lambda _\mathrm{\Sigma }^{}^2}}\{{\displaystyle \frac{f\psi (u_0)}{12\pi ^2}}[{\displaystyle \frac{g^2G^2}{48}}M^4f_1({\displaystyle \frac{s_0}{M^2}})](e_s+2e_u)+`$ (15)
$`+`$ $`{\displaystyle \frac{8}{3}}\overline{u}u(g_1(u_0)g_2(u_0))\left[\overline{s}s(e_s+e_u)+\overline{u}ue_u\right]+`$
$`+`$ $`{\displaystyle \frac{\chi \varphi (u_0)\overline{u}u}{6}}\left[m_0^24M^2f_0({\displaystyle \frac{s_0}{M^2}})\right](\overline{s}s(e_s+e_u)+\overline{u}ue_u)+`$
$`+`$ $`{\displaystyle \frac{2}{3}}\overline{u}u(e_s\overline{u}u+2e_u\overline{s}s)+{\displaystyle \frac{g^2G^2M^2}{768\pi ^4}}f_0({\displaystyle \frac{s_0}{M^2}})(e_s+2e_u)+`$
$`+`$ $`{\displaystyle \frac{3M^6}{64\pi ^2}}f_2({\displaystyle \frac{s_0}{M^2}})(e_s+2e_u)+{\displaystyle \frac{m_sM^2}{4\pi ^2}}f_0({\displaystyle \frac{s_0}{M^2}})(e_u\overline{s}se_s\overline{u}u)`$
$``$ $`{\displaystyle \frac{m_s\overline{u}u}{8\pi ^2}}\left(\gamma _E\mathrm{ln}{\displaystyle \frac{\mathrm{\Lambda }^2}{M^2}}\right)\left[m_0^2e_s+{\displaystyle \frac{e_u}{9}}g^2G^2\varphi (u_0)\chi \right]+`$
$`+`$ $`{\displaystyle \frac{m_s\overline{u}uM^2}{\pi ^2}}f_0({\displaystyle \frac{s_0}{M^2}})\left[e_s\gamma _E2e_u(g_1(u_0)g_2(u_0))e_u\right]+`$
$`+`$ $`{\displaystyle \frac{e_um_s\overline{u}u}{4\pi ^2}}(m_0^2{\displaystyle \frac{2}{9}}(g_1(u_0)g_2(u_0)){\displaystyle \frac{g^2G^2}{M^2}}+`$
$`+`$ $`{\displaystyle \frac{8}{3}}\pi ^2f\psi (u_0)+\chi \varphi (u_0)M^4f_1({\displaystyle \frac{s_0}{M^2}}))\},`$
$`g_M^{\mathrm{\Xi }^0}`$ $`=`$ $`{\displaystyle \frac{e^{\frac{M_\mathrm{\Xi }^{}^2}{M^2}}}{\lambda _\mathrm{\Xi }^{}^2}}\{{\displaystyle \frac{f\psi (u_0)}{12\pi ^2}}[{\displaystyle \frac{g^2G^2}{48}}M^4f_1({\displaystyle \frac{s_0}{M^2}})](e_u+2e_s)+`$ (16)
$`+`$ $`{\displaystyle \frac{8}{3}}\overline{s}s(g_1(u_0)g_2(u_0))\left[\overline{u}u(e_u+e_s)+\overline{s}se_s\right]+`$
$`+`$ $`{\displaystyle \frac{\chi \varphi (u_0)\overline{s}s}{6}}\left[m_0^24M^2f_0({\displaystyle \frac{s_0}{M^2}})\right](\overline{u}u(e_u+e_s)+\overline{s}se_s)+`$
$`+`$ $`{\displaystyle \frac{2}{3}}\overline{s}s(e_u\overline{s}s+2e_s\overline{u}u)+{\displaystyle \frac{g^2G^2M^2}{768\pi ^4}}f_0({\displaystyle \frac{s_0}{M^2}})(e_u+2e_s)+`$
$`+`$ $`{\displaystyle \frac{3M^6}{64\pi ^2}}f_2({\displaystyle \frac{s_0}{M^2}})(e_u+2e_s)+`$
$``$ $`{\displaystyle \frac{m_s}{\pi ^2}}(g_1(u_0)g_2(u_0))(\overline{s}se_s+\overline{u}ue_u)\left(2M^2f_0({\displaystyle \frac{s_0}{M^2}})+{\displaystyle \frac{g^2G^2}{18M^2}}\right)`$
$``$ $`{\displaystyle \frac{m_s\chi \varphi (u_0)}{72\pi ^2}}g^2G^2(\overline{s}se_s+\overline{u}ue_u)\left(\gamma _E\mathrm{ln}{\displaystyle \frac{\mathrm{\Lambda }^2}{M^2}}\right)+`$
$``$ $`{\displaystyle \frac{m_0^2m_se_s}{8\pi ^2}}(\overline{s}s+\overline{u}u)\left(\gamma _E\mathrm{ln}{\displaystyle \frac{\mathrm{\Lambda }^2}{M^2}}\right)+`$
$`+`$ $`m_s\left({\displaystyle \frac{2}{3}}f\psi (u_0)+{\displaystyle \frac{m_0^2}{4\pi ^2}}\right)(\overline{u}ue_s+\overline{s}se_u)`$
$`+`$ $`{\displaystyle \frac{m_s}{4\pi ^2}}M^2f_0({\displaystyle \frac{s_0}{M^2}})\left[4\gamma _Ee_s(\overline{s}s+\overline{u}u)(5\overline{u}ue_s+3\overline{s}se_u)\right]`$
$`+`$ $`{\displaystyle \frac{m_s\chi \varphi (u_0)}{4\pi ^2}}M^4f_1({\displaystyle \frac{s_0}{M^2}})(\overline{s}se_s+\overline{u}ue_u)\},`$
$`g_M^\mathrm{\Omega }^{}`$ $`=`$ $`{\displaystyle \frac{e_s}{\lambda _\mathrm{\Omega }^2}}e^{\frac{M_\mathrm{\Omega }^2}{M^2}}\{{\displaystyle \frac{f\psi (u_0)}{4\pi ^2}}[{\displaystyle \frac{g^2G^2}{48}}M^4f_1({\displaystyle \frac{s_0}{M^2}})]+`$ (17)
$`+`$ $`8\overline{s}s^2[g_1(u_0)g_2(u_0)]+`$
$`+`$ $`{\displaystyle \frac{\chi \varphi (u_0)\overline{s}s^2}{2}}\left[m_0^24M^2f_0({\displaystyle \frac{s_0}{M^2}})\right]`$
$`+`$ $`2\overline{s}s^2+{\displaystyle \frac{g^2G^2M^2}{256\pi ^4}}f_0({\displaystyle \frac{s_0}{M^2}})+{\displaystyle \frac{9M^6}{64\pi ^4}}f_2({\displaystyle \frac{s_0}{M^2}})+2f\psi (u_0)m_s\overline{s}s`$
$``$ $`{\displaystyle \frac{m_s\overline{s}s}{6\pi ^2}}g^2G^2\left[{\displaystyle \frac{g_1(u_0)g_2(u_0)}{M^2}}+\chi \varphi (u_0)\left(\gamma _E\mathrm{ln}{\displaystyle \frac{\mathrm{\Lambda }^2}{M^2}}\right)\right]`$
$``$ $`{\displaystyle \frac{6}{\pi ^2}}m_s\overline{s}s(g_1(u_0)g_2(u_0))M^2f_0({\displaystyle \frac{s_0}{M^2}})+`$
$`+`$ $`{\displaystyle \frac{3m_0^2}{8\pi ^2}}m_s\overline{s}s\left(2\gamma _E+\mathrm{ln}{\displaystyle \frac{\mathrm{\Lambda }^2}{M^2}}\right)`$
$``$ $`{\displaystyle \frac{3(1\gamma _E)}{\pi ^2}}m_s\overline{s}sM^2f_0({\displaystyle \frac{s_0}{M^2}})+{\displaystyle \frac{3\chi \varphi (u_0)}{4\pi ^2}}m_s\overline{s}sM^4f_1({\displaystyle \frac{s_0}{M^2}})\}.`$
As is stated earlier, the sum rules for $`\mathrm{\Sigma }^\pm `$, and $`\mathrm{\Xi }^{}`$ can be obtained from Eq. (15) and Eq. (16), respectively as follows: To obtain the sum rules for $`\mathrm{\Sigma }^{}`$ and $`\mathrm{\Sigma }^0`$ from Eq. (15), replace $`e_u`$ by $`e_d`$ and $`(e_u+e_d)/2`$ respectively. To obtain the sum rules for $`\mathrm{\Xi }^{}`$, replace $`e_u`$ by $`e_d`$ in Eq. (16).
In Eqs. (15)-(17), the functions
$`f_n(x)=1e^x{\displaystyle \underset{k=0}{\overset{n}{}}}{\displaystyle \frac{x^k}{k!}}`$ (18)
are used to subtract the contributions of the continuum and $`s_0`$ is the continuum threshold,
$`u_0`$ $`=`$ $`{\displaystyle \frac{M_2^2}{M_1^2+M_2^2}}`$
$`{\displaystyle \frac{1}{M^2}}`$ $`=`$ $`{\displaystyle \frac{1}{M_1^2}}+{\displaystyle \frac{1}{M_2^2}}`$
As we are working with just a single baryon, the Borel parameters $`M_1^2`$ and $`M_2^2`$ should be taken to be equal, i.e. $`M_1^2=M_2^2`$, from which it follows that $`u_0=1/2`$.
## 3 Numerical Analysis
From the sum rules, one sees that, besides several constants, one needs expressions for the photon wave functions in order to calculate the numerical value of the magnetic moment of the decuplet baryons. It was shown in that they do not deviate much from the asymptotic form, hence, we shall use the following photon wave functions :
$`\varphi (u)`$ $`=`$ $`6u\overline{u}`$
$`\psi (u)`$ $`=`$ $`1`$
$`g_1(u)`$ $`=`$ $`{\displaystyle \frac{1}{8}}\overline{u}(3u)`$
$`g_2(u)`$ $`=`$ $`{\displaystyle \frac{1}{4}}\overline{u}^2`$
where $`\overline{u}=1u`$. The values of the other constants that are used in the calculation are: $`f=0.028GeV^2`$, $`\chi =4.4GeV^2`$ (in , $`\chi `$ is estimated to be $`\chi =3.3GeV^2`$), $`g^2G^2=0.474GeV^4`$, $`\overline{u}u=\overline{s}s/0.8=(0.243)^3GeV^3`$, $`m_0^2=(0.8\pm 0.2)GeV^2`$ , $`\lambda _\mathrm{\Sigma }^{}=0.043GeV^3`$, $`\lambda _\mathrm{\Xi }^{}=0.053GeV^3`$, $`\lambda _\mathrm{\Omega }=0.068GeV^3`$ . For the energy cut-off, $`\mathrm{\Lambda }`$, we will take $`\mathrm{\Lambda }=0.5GeV`$.
Having fixed the input parameters, our next task is to find a region of Borel parameter, $`M^2`$, where dependence of the magnetic moments on $`M^2`$ and the continuum threshold $`s_0`$ is rather weak and at the same time higher states and continuum contributions remain under control. We demand that these contributions are less then $`35\%`$. Under this requirement, the working region for the Borel parameter, $`M^2`$, is found to be $`1.1GeV^2M^21.4GeV^2`$ for $`\mathrm{\Sigma }^{}`$ baryons and $`1.1GeV^2M^21.7GeV^2`$ for $`\mathrm{\Xi }^{}`$ and $`\mathrm{\Omega }^{}`$ baryons. In the case of $`\mathrm{\Xi }^{}`$ and $`\mathrm{\Omega }^{}`$ baryons, the working region of the Borel parameter is wider due to the relatively large masses of these baryons.
In Figs. 1-6, we present the dependence of the magnetic moment of each baryon on the Borel parameter, $`M^2`$ for three values of the continuum threshold and for the cases $`m_s=0`$ and $`m_s=0.15GeV`$. The magnetic moments depend weekly on the value of the continuum threshold, they change at most $`6\%`$ by a variation of $`s_0`$ and are also very weakly dependent on $`M^2`$. From these figures we can deduce the following conclusions. When we take into account mass of strange quarks, the results for the magnetic moments of charged decuplet baryons change about $`25\%`$, but for the neutral decuplet baryons, the situation changes drastically, i.e. the results increase by more than a factor of four. This fact can be explained in the following way. In exact $`SU(3)`$ limit, magnetic moments of $`\mathrm{\Sigma }^0`$ and $`\mathrm{\Xi }^0`$ are proportional to $`(e_u+e_d+e_s)`$ and $`(e_u+2e_s)`$, respectively. For example, the $`\mathrm{\Xi }^0`$ case is evident from Eq. (16) if in this equation we put $`m_s0`$ and $`\overline{u}u=\overline{s}s`$. In other words, magnetic moments of $`\mathrm{\Sigma }^0`$ and $`\mathrm{\Xi }^0`$ are exactly zero in $`SU(3)`$ symmetry limit. (In Figs. 2 and 4, they are slightly different from zero . This is due to the fact that in the calculations we take $`\overline{s}s\overline{q}q`$ ($`q=u,d`$)). Hence, the main contribution to the magnetic moments of $`\mathrm{\Sigma }^0`$ and $`\mathrm{\Xi }^0`$ come from $`SU(3)`$ breaking terms (the mass of $`s`$-quark, $`s`$-quark condensate, etc.). For this reason, for the magnetic moments of the neutral decuplet baryons $`SU(3)`$ breaking effects play an essential role. Note that, all the graphs are plotted for $`\chi =4.4GeV^2`$ and $`m_0^2=0.8GeV^2`$. Our final results on the magnetic moments of the decuplet baryons at $`m_s=0.15GeV`$ is presented in Table 1. For completeness, in this table, we also depicted our previous predictions on the magnetic moments of $`\mathrm{\Delta }`$ baryons and also the predictions of other methods. The quoted errors in Table 1, are due to the uncertainties in $`m_0^2`$, $`s_0`$, variation of the Borel parameter $`M^2`$ and the neglected $`m_s^2`$ terms. One final remark is that our predictions on the magnetic moment of $`\mathrm{\Xi }^0`$ differ from the QCD sum rule results not just in magnitude, but also, more essentially, by sign.
## Appendix A
In this appendix, derivation of the rules for Fourier and Borel transformation which we have used in our calculations will be presented.
In coordinate representation, the structures that contribute to the structure $`g_{\mu \nu }\overline{)}p_1\overline{)}ϵ\overline{)}p_2`$ are $`x_\mu x_\nu \overline{)}x\overline{)}ϵ\overline{)}q`$ and $`g_{\mu \nu }\overline{)}x\overline{)}ϵ\overline{)}q`$. Let us start with the following expressions:
$`{\displaystyle d^4xe^{iPx}\frac{x_\mu x_\nu x_\alpha }{(x^2)^n}}`$ (19)
and
$`{\displaystyle d^4xe^{iPx}\frac{x_\alpha }{(x^2)^n}}`$ (20)
for arbitrary $`n`$ (there are also terms proportional to $`\mathrm{ln}(x^2)`$, these terms will be discussed later). Note that we are interested only in the part of the Fourier transforms that are proportional to $`g_{\mu \nu }`$. In Eqs. (19) and (20), $`P^2=(p+uq)^2=p_1^2\overline{u}+p_2^2u`$ where $`\overline{u}=1u`$. The derivation will be demonstrated for Eq. (19), as generalization is quite trivial. One can replace every occurance of $`x_\beta `$ by $`i\frac{}{P_\beta }`$.
$`{\displaystyle d^4xe^{iPx}\frac{x_\mu x_\nu x_\alpha }{(x^2)^n}}`$ $`=`$ $`(i{\displaystyle \frac{}{P_\alpha }})(i{\displaystyle \frac{}{P_\mu }})(i{\displaystyle \frac{}{P_\nu }}){\displaystyle \frac{(i)}{\mathrm{\Gamma }(n)}}\times `$ (21)
$`\times `$ $`{\displaystyle d^4x_0^{\mathrm{}}𝑑te^{iPx}t^{n1}e^{tx^2}}`$
where we have switched to the Euclidean space in the integral and used the identity
$`{\displaystyle \frac{1}{y^n}}={\displaystyle \frac{1}{\mathrm{\Gamma }(n)}}{\displaystyle _0^{\mathrm{}}}t^{n1}e^{ty}`$ (22)
In Eq. (21) one should be careful in taking the derivatives as the derivatives are with respect to the Minkowskian four vector $`P`$ but the integrand is expressed in terms of the Euclidean vector $`P`$. The four dimensional integral is now a trivial Gaussian integration. After performing the integration over Euclidean space time, and taking the derivatives, the coefficient of $`g_{\mu \nu }P_\alpha `$ is found to be
$`{\displaystyle d^4xe^{iPx}\frac{x_\mu x_\nu x_\alpha }{(x^2)^n}}{\displaystyle \frac{\pi ^2}{4\mathrm{\Gamma }(n)}}{\displaystyle _0^{\mathrm{}}}𝑑tt^{n5}e^{\frac{P^2}{4t}}`$ (23)
Using the Borel transformation of the exponential
$`B_{p_1^2}B_{p_2^2}e^{\frac{P^2}{4t}}=\delta \left({\displaystyle \frac{1}{M_1^2}}{\displaystyle \frac{\overline{u}}{4t}}\right)\delta \left({\displaystyle \frac{1}{M_2^2}}{\displaystyle \frac{u}{4t}}\right)`$ (24)
and carrying out the $`t`$ integration, one obtains
$`{\displaystyle d^4xe^{iPx}\frac{x_\mu x_\nu x_\alpha }{(x^2)^n}}{\displaystyle \frac{\pi ^2}{\mathrm{\Gamma }(n)}}\left({\displaystyle \frac{M^2}{4}}\right)^{n3}M^2\delta (uu_0)`$ (25)
where
$`M^2`$ $`=`$ $`{\displaystyle \frac{M_1^2M_2^2}{M_1^2+M_2^2}}`$
$`u_0`$ $`=`$ $`{\displaystyle \frac{M_1^2}{M_1^2+M_2^2}}`$
Similarly
$`{\displaystyle d^4xe^{iPx}\frac{x_\alpha }{(x^2)^n}}`$ $``$ $`{\displaystyle \frac{2\pi ^2}{\mathrm{\Gamma }(n)}}\left({\displaystyle \frac{M^2}{4}}\right)^{n2}M^2\delta (uu_0)`$ (26)
$`{\displaystyle d^4xe^{iPx}\frac{\mathrm{ln}(x^2)x_\alpha }{(x^2)^n}}`$ $``$ $`{\displaystyle \frac{2\pi ^2}{\mathrm{\Gamma }(n)}}\left({\displaystyle \frac{M^2}{4}}\right)^{n2}M^2\times `$ (27)
$`\times `$ $`\left\{\mathrm{ln}\left({\displaystyle \frac{M^2}{4}}\right){\displaystyle \frac{d}{dn}}\mathrm{ln}\mathrm{\Gamma }(n)\right\}\delta (uu_0)`$
$`{\displaystyle d^4xe^{iPx}\frac{\mathrm{ln}(x^2)x_\mu x_\nu x_\alpha }{(x^2)^n}}`$ $``$ $`{\displaystyle \frac{\pi ^2}{\mathrm{\Gamma }(n)}}\left({\displaystyle \frac{M^2}{4}}\right)^{n3}M^2\times `$ (28)
$`\times `$ $`\left\{\mathrm{ln}\left({\displaystyle \frac{M^2}{4}}\right){\displaystyle \frac{d}{dn}}\mathrm{ln}\mathrm{\Gamma }(n)\right\}\delta (uu_0)`$
The corresponding transformation rules for terms containing $`\mathrm{ln}(x^2)`$ have been obtained by making use of the identity
$`\mathrm{ln}(x^2)={\displaystyle \frac{}{ϵ}}{\displaystyle \frac{1}{(x^2)^ϵ}}|_{ϵ=0}`$ (29)
## Figure Captions
* The dependence of the magnetic moment of $`\mathrm{\Sigma }^+`$ on the Borel parameter, $`M^2`$, (in units of nuclear magneton) for three different values of the continuum threshold, $`s_0`$, and for the cases $`m_s=0`$ and $`m_s=0.15GeV`$.
* The same as Fig. 1, but for $`\mathrm{\Sigma }^0`$.
* The same as Fig. 1, but for $`\mathrm{\Sigma }^{}`$.
* The same as Fig. 1, but for $`\mathrm{\Xi }^0`$.
* The same as Fig. 1, but for $`\mathrm{\Xi }^{}`$.
* The same as Fig. 1, but for $`\mathrm{\Omega }^{}`$. |
warning/0003/hep-ph0003021.html | ar5iv | text | # Transverse dynamics of hard partons in nuclear media and the QCD dipole
## I Introduction
The partonic interpretation of physical processes and their nuclear dependence is Lorentz frame dependent. Drell-Yan, e.g., is a $`q`$-$`\overline{q}`$ $`\gamma ^{}`$-fusion in the infinite momentum frame , but it becomes a $`\gamma ^{}`$-bremsstrahlung radiation off the projectile quark if viewed in the target rest frame . Similarly, nuclear shadowing is due to the recombination of partons from different nucleons, if viewed in the infinite momentum frame . In the target frame, it arises from non-additive contributions of the rescattering of the hadronic $`\gamma ^{}`$-Fock states in a spatially extended medium . The descriptions in different Lorentz frames are equivalent, of course. But depending on the physical problem at hand, a well-chosen Lorentz frame may provide a particularly simple partonic interpretation. To study the nuclear dependence of physical processes, the target rest frame provides arguably the most intuitive picture. QCD factorization theorems can be expected to hold for the nuclear dependence of high-$`p_t`$ processes only , and thus a large variety of other approaches to the nuclear dependence of hard processes exists in the literature . These exploit that in the target rest frame, the nuclear dependence of a physical process $`P`$ with transition amplitude $`\mathrm{\Psi }_i|P|\mathrm{\Psi }_f`$ can be attributed often to the multiple rescattering of the hard in- and outgoing partons inside the soft spatially extended target colour field. In the simplest cases, this rescattering effect can be described by multiplying the free in- and outgoing wavefunctions with straight eikonal Wilson lines which account for the leading medium-induced colour rotation of projectile quarks .
In the present work, we derive and study a more refined approximation scheme for in- and outgoing wavefunctions $`\mathrm{\Psi }_i`$ and $`\mathrm{\Psi }_f`$ which includes the leading transverse dynamical evolution of the projectile partons inside the target. To this end, we derive in section II explicit expressions for $`\mathrm{\Psi }_i`$ and $`\mathrm{\Psi }_f`$ which approximate to leading order $`1/E`$ in the norm and next to leading order in the phase the solution of the Dirac equation in the presence of a spatially extended colour field. The $`1/E`$-corrections included in these solutions are known to provide the leading contribution for observables which are essentially determined by the destructive interference between different production amplitudes as, e.g., the non-abelian Landau-Pomeranchuk-Migdal (LPM) effect or the nuclear dependence of Drell-Yan pair production . Indeed, our derivation of $`\mathrm{\Psi }_i`$ and $`\mathrm{\Psi }_f`$ draws on exactly the same approximation schemes which were used in recent studies of the nuclear dependence of these observables. In section II, however, we discuss this rescattering effect without reference to a particular observable. In this way, we obtain a compact expression which turns out to be the non-abelian generalization of the abelian Furry approximation and which may serve as building block in the calculation of very different nuclear dependencies.
The main technical complication in working with non-abelian Furry wavefunctions is that they involve a path-integral over a path-ordered non-abelian Wilson line. In section III and IV, we show for the example of the $`\gamma ^{}q\overline{q}`$ photodissociation process how explicit and exact calculations can be done despite this complication. The key step is a diagrammatic technique first used by Mueller and collaborators which allows to establish the colour triviality of certain cross sections involving $`N`$-fold rescattering processes. Here, colour triviality means that the contribution to a medium-dependent observable to $`N`$-th order in the opacity involves only colour traces which reduce to the $`N`$-th power of the Casimir. This renders the problem essentially abelian. In section IV C, we derive the corresponding diagrammatic identities for our configuration space formulation of partonic rescattering. We then use these identities in explicit proofs of the colour triviality of the inelastic and diffractive part of the inclusive and one-fold differential (i.e. one jet resolved) photoabsorption cross section. At least for the $`\gamma ^{}q\overline{q}`$ photodissociation cross section, all colour trivial observables turn out to be given in terms of the transverse dynamical evolution of a QCD dipole which is described by a simple path integral $`𝒦`$. We discuss the eikonal limit in which the transverse dynamical evolution is neglected, and we quantify the leading corrections to this limiting case.
We choose for all explicit calculations the photodissociation process $`\gamma ^{}q\overline{q}`$ mainly since it is the simplest example which allows to illustrate the main technical difficulties associated with the non-abelian Furry approximation and colour interference effects. The $`\gamma ^{}q\overline{q}`$ process is a quantitatively significant contribution to the nuclear structure function $`F_2`$, but phenomenological applications require the inclusion of processes with initial gluon radiation (e.g. $`\gamma ^{}q\overline{q}g`$). These are known to contribute in the aligned jet region, where the transverse $`q\overline{q}`$ separation is large, to leading order in $`1/Q^2`$. Discussion of these radiative contributions involves the quark-gluon vertex and complicates the analysis of colour interference effects significantly. This lies beyond the scope of a first illustration of the non-abelian Furry approximation, given here. We shall address the corresponding additional technical problems in a subsequent work where we study colour interference in the non-abelian LPM-effect. In the present paper, we discuss only two aspects of the very general question to what extent our approach can be applied to other or more exclusive observables or to other models of the medium: First, we give in section IV B and IV E examples of (more exclusive) photoabsorption processes which are not colour trivial, thus indicating the limitations of the approach advocated here. Second, we argue in section V that the specific model ansatz for in-medium rescattering is not instrumental for our results. In the Conclusions, we summarize our main results and we shortly comment on further perspectives.
## II Asymptotic wavefunctions for rescattering particles
We want to calculate the nuclear dependence of some physical process $`P`$ with transition amplitude $`\mathrm{\Psi }_i|P|\mathrm{\Psi }_f`$ by describing how the medium affects the propagation of the in- and outgoing wavefunctions $`\mathrm{\Psi }_i`$, $`\mathrm{\Psi }_f`$. For the case of the photodissociation process $`\gamma ^{}q\overline{q}`$ depicted in Fig. 1a this means that we write the corresponding transition amplitude in the form
$`\mathrm{\Psi }_i|P|\mathrm{\Psi }_f`$ $`=`$ $`ie{\displaystyle d^4x\mathrm{\Psi }_{u}^{}{}_{}{}^{}(x,p_1)\gamma ^0}`$ (2)
$`\times ϵ_\mu \gamma ^\mu e^{ikx}\mathrm{\Psi }_v(x,p_2).`$
Here, the physical process $`P`$ is determined by the photon- quark vertex $`ieϵ\gamma e^{ikx}`$. In this section, we derive explicit expressions for the medium-dependence of these asymptotic wavefunctions irrespective of a particular process. Section II A explains the solution of the corresponding abelian problem, section II B establishes the non-abelian extension. In the remaining sections of this paper, we shall discuss then for the example of the photodissociation (2) how explicit calculations can be done.
### A Abelian Furry approximation
We consider a relativistic positron with momentum $`(E_2,𝐩_2)`$ ($`E_2m`$). Prior to its detection, this positron undergoes multiple small-angle scattering in a spatially extended medium, described e.g. by a collection $`U(𝐱)`$ of single scattering potentials $`\phi _i(𝐱)=\phi (𝐱\stackrel{ˇ}{𝐱}_i)`$ localized at spatial positions $`\stackrel{ˇ}{𝐱}_i`$,
$`U(𝐱)={\displaystyle \underset{i=1}{\overset{\mathrm{}}{}}}\phi (𝐱\stackrel{ˇ}{𝐱}_i).`$ (3)
The asymptotic electron wavefunction $`\mathrm{\Psi }`$ is a solution to the Dirac equation in this spatially extended field:
$$\left[i\frac{}{t}U(𝐱)m\gamma _0+i\text{tensysevensyfivesy}\text{α}\text{tensysevensyfivesy}\text{}\right]\mathrm{\Psi }(x,p_2)=0.$$
(4)
Which approximation for $`\mathrm{\Psi }(x,p_2)`$ keeps the leading medium-dependence ? An expansion of $`\mathrm{\Psi }`$ in powers of the coupling constant does not since it amounts to an expansion in powers of the single scattering potential $`\phi `$ rather than containing the leading order effect of $`U`$. In QED, the leading $`U`$-dependence is kept in the Furry approximation which is a high energy expansion of the solution of the Dirac equation. For the outgoing positron wavefunction, it reads
$`\mathrm{\Psi }_F(x,p_2)`$ $`=`$ $`e^{iE_2tip_2z}\widehat{D}_2F(𝐱,𝐩_2)v(𝐩_2).`$ (5)
which is exact to order $`O(U/E)`$ and $`O(1/E^2)`$. Here, $`\widehat{D}_i`$ denotes a differential operator
$`\widehat{D}_i`$ $`=`$ $`1i{\displaystyle \frac{\text{tensysevensyfivesy}𝜶\text{tensysevensyfivesy}\mathbf{}}{2E_i}}{\displaystyle \frac{\text{tensysevensyfivesy}𝜶(𝐩_i𝐧p_i)}{2E_i}},`$ (7)
$`\text{tensysevensyfivesy}𝜶=\gamma _0\text{tensysevensyfivesy}𝜸;z=\text{tensysevensyfivesy}𝒏\text{tensysevensyfivesy}𝒙;p_i=|\text{tensysevensyfivesy}𝒑_i|,`$
and the unit vector tensysevensyfivesy$`𝒏`$ specifies the longitudinal direction. The differential operator acts on the transverse wavefunctions $`F`$. For very late times, i.e., for far forward longitudinal distances $`x_L`$, this wavefunction satisfies plane wave boundary conditions
$`F_{\mathrm{}}(𝐱_{},x_L,𝐩_2)`$ $`=`$ $`\mathrm{exp}\left\{i𝐩_2^{}𝐱_{}+i{\displaystyle \frac{𝐩_{2}^{}{}_{}{}^{2}}{2p_2}}x_L\right\},`$ (8)
$`F(𝐲_{},y_L,𝐩_2)`$ $`=`$ $`{\displaystyle 𝑑𝐱_{}G(𝐲_{},y_L;𝐱_{},x_L|p_2)}`$ (10)
$`\times F_{\mathrm{}}(𝐱_{},x_L,𝐩_2).`$
Its evolution to finite longitudinal distances is determined by the retarded Green’s function $`G`$ whose path integral representation reads (for $`z^{}>z`$)
$`G(\text{tensysevensyfivesy}𝒓,z;\text{tensysevensyfivesy}𝒓^{},z^{}|p)=`$ (11)
$`{\displaystyle 𝒟\text{tensysevensyfivesy}𝒓(\xi )\mathrm{exp}\left\{\underset{z}{\overset{z^{}}{}}𝑑\xi \left[\frac{ip}{2}\dot{𝐫}^2(\xi )iU(𝐫(\xi ),\xi )\right]\right\}}.`$ (12)
Here, $`\dot{r}=dr/d\xi `$ and $`G`$ satisfies the boundary conditions $`𝐫(z)=𝐫`$, $`𝐫(z^{})=𝐫^{}`$, with $`G(𝐫,z;𝐫^{},z^{}=z|𝐩)=\delta (𝐫^{}𝐫)`$. The Green’s function (12) describes the Brownian motion of the projectile particle in the plane transverse to the beam. This is the leading medium effect on the propagation of the projectile. Starting from the abelian Furry wavefunction (5), the KST-formalism then allows to describe e.g. the medium dependence of the LPM-bremsstrahlung spectrum . One of the main motivations for what follows is the question to what extent the application of the same approach to non-abelian problems is justified.
### B Non-abelian Furry approximation
To find the non-abelian generalization of the Furry approximation, we consider a spatially extended static colour potential of the form
$`A_\mu (𝐱)`$ $`=`$ $`\delta _{0\mu }{\displaystyle \underset{i=1}{\overset{\mathrm{}}{}}}\phi _i^a(𝐱)T^a,`$ (13)
$`\phi _i^a(𝐱)`$ $`=`$ $`\phi (𝐱\stackrel{ˇ}{𝐱}_i)\delta ^{aa_i},`$ (14)
where $`T^a`$, $`(a=1,\mathrm{},N_c^21)`$, denote the generators of the $`SU(N_c)`$ colour representation of the projectile parton. The $`i`$-th scattering center is located at $`\stackrel{ˇ}{𝐱}_i`$ and exchanges a specific colour charge $`a=a_i`$.
For the spatial support of the potentials $`\phi _i^a`$ we take the rapid fall-off of a Yukawa potential with some Debye screening mass $`M`$. We assume that the mean free path of the projectile parton in the medium is taken to be much larger than $`1/M`$. This ansatz for (14) is known as Gyulassy-Wang model and was originally introduced to mimic rescattering effects of hard partons in the colour-deconfined matter created in the early phase of a relativistic heavy ion collision.
To leading order $`O(1/E)`$, the Feynman diagram in Fig. 1b is the only $`\alpha _s^N`$ rescattering term. Rescattering contributions involving 3- or 4-gluon vertices are known to come with spatial suppression factors in the Gyulassy-Wang model . The $`N`$-fold rescattering of a hard parton in the colour field (13) is thus determined by
$`I^{(N)}(𝐲)`$ $`=`$ $`e^{i𝐩_1𝐲}𝒫({\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle }{\displaystyle \frac{d^3𝐩_i}{(2\pi )^3}}d^3𝐱_i{\displaystyle \frac{i(\mathit{}_i+m)\gamma _0}{p_i^2m^2+iϵ}}`$ (16)
$`\times [iA_0(𝐱_i)]e^{i𝐱_i(𝐩_{i+1}𝐩_i)})v^{(r)}(𝐩).`$
Here, the quark leaves some production vertex with momentum $`p_1`$ and colour $`a_1`$. It undergoes $`N`$ gluon exchanges with the spatially extended colour potential $`A_\mu `$, emerging in the “final state” with momentum $`p`$ and colour $`a`$. $`I^{(N)}(𝐲)`$ is a matrix in the colour representation of the projectile. The path-ordering $`𝒫`$ implies that $`A_0(𝐱_{i+1})`$ stands to the right of $`A_0(𝐱_i)`$. The diagram in Fig. 1 denotes the component $`I_{a_1a}^{(N)}`$ of this matrix. The momentum transfers to the quark line are written as Fourier transforms of the static scattering potential with respect to the relative momenta $`𝐩_{i+1}𝐩_i`$. Finally, instead of an explicit production vertex, we have introduced in (16) the incoming plane wave $`\mathrm{exp}\left[i𝐩_1𝐲\right]`$. This factor allows to glue the above Feynman diagram via $`𝐲`$-integration onto another subprocesses $`P`$ without specifying $`P`$ at the present stage.
In appendix A, we approximate the norm of $`I^{(N)}`$ to leading order $`O(1/E)`$ and the phase to next to leading order. Summing then over contributions for arbitrarily many $`N`$ rescatterings in the medium, we find the non-abelian Furry wavefunction
$`\mathrm{\Psi }_v(y^0,𝐲,p)`$ $`=`$ $`e^{iEy^0}{\displaystyle \underset{N=0}{\overset{\mathrm{}}{}}}I^{(N)}(𝐲)`$ (17)
$`=`$ $`e^{iEy^0ipy_L}\widehat{D}F(𝐲,𝐩)v^{(r)}(𝐩).`$ (18)
This expression compares directly to the abelian Furry approximation (5). In (18), $`\widehat{D}`$ is the operator (7) with $`p_i=p`$, and $`F`$ is the outgoing transverse wavefunction evolved from its asymptotic plane wave form to $`𝐲`$ with the Green’s function $`\overline{G}`$,
$`F(𝐲,𝐩)`$ $`=`$ $`{\displaystyle 𝑑𝐱_{}\overline{G}(𝐲_{},y_L;𝐱_{},x_L|p)}`$ (20)
$`\times F_{\mathrm{}}(𝐱_{},x_L,𝐩).`$
The Green’s function $`\overline{G}`$ is the non-abelian generalization of the Green’s function (12). It can be defined explicitly by its expansion in powers of the scattering potential $`A_0`$:
$`\overline{G}(𝐫,z;𝐫^{},z^{}|p)G_0(𝐫,z;𝐫^{},z^{}|p)i{\displaystyle \underset{z}{\overset{z^{}}{}}}𝑑\xi `$ (21)
$`\times {\displaystyle }d\text{tensysevensyfivesy}𝝆G_0(𝐫,z;\text{tensysevensyfivesy}𝝆,\xi |p)A_0(\text{tensysevensyfivesy}𝝆,\xi )G_0(\text{tensysevensyfivesy}𝝆,\xi ;𝐫^{},z^{}|p)`$ (22)
$`+𝒫{\displaystyle \underset{z_L}{\overset{x_L}{}}}𝑑\xi _1{\displaystyle \underset{\xi _1}{\overset{x_L}{}}}𝑑\xi _2{\displaystyle 𝑑\text{tensysevensyfivesy}𝝆_1𝑑\text{tensysevensyfivesy}𝝆_2G_0(𝐫,z;\text{tensysevensyfivesy}𝝆_1,\xi _1|p)}`$ (23)
$`\times iA_0(\text{tensysevensyfivesy}𝝆_1,\xi _1)G_0(\text{tensysevensyfivesy}𝝆_1,\xi _1;\text{tensysevensyfivesy}𝝆_2,\xi _2|p)`$ (24)
$`\times iA_0(\text{tensysevensyfivesy}𝝆_2,\xi _2)\overline{G}(\text{tensysevensyfivesy}𝝆_2,\xi _2;𝐫^{},z^{}|p).`$ (25)
Here, $`G_0`$ is the free non-interacting Green’s function
$$G_0(𝐫,z;𝐫^{},z^{}|p)\frac{p}{2\pi i(z^{}z)}\mathrm{exp}\left\{\frac{ip\left(𝐫𝐫^{}\right)^2}{2(z^{}z)}\right\},$$
(26)
and the path ordering $`𝒫`$ in (25) ensures that the potential $`A_0(\text{tensysevensyfivesy}𝝆_2,\xi _2)`$ stands to the right of the potential $`A_0(\text{tensysevensyfivesy}𝝆_1,\xi _1)`$. We shall use the Green’s function $`\overline{G}`$ in (25) for $`z^{}>z`$ and $`z>z^{}`$ by defining
$$\overline{G}(𝐫^{},z^{};𝐫,z|p)\overline{G}^{}(𝐫,z;𝐫^{},z^{}|p),\text{for }z^{}>z.$$
(27)
For a hermitian scattering potential, this definition is compatible with the representation (25). Hermitian conjugation automatically inverts the path-ordering. A very compact notation for the expansion (25) can be given in terms of a path-ordered Wilson line $`W([𝐫];z,z^{})`$ which follows the non-abelian potential $`A_0`$ from initial position $`(𝐫(z),z)`$ to final position $`(𝐫(z^{}),z^{})`$ along the path $`𝐫(\xi )`$
$`\overline{G}(𝐫,z;𝐫^{},z^{}|p)=`$ (28)
$`={\displaystyle 𝒟\text{tensysevensyfivesy}𝒓(\xi )\mathrm{exp}\left\{\frac{ip}{2}\underset{z}{\overset{z^{}}{}}𝑑\xi \dot{𝐫}^2(\xi )\right\}W([𝐫];z,z^{})},`$ (29)
$`W([𝐫];z,z^{})=𝒫\mathrm{exp}\left\{i{\displaystyle \underset{z}{\overset{z^{}}{}}}𝑑\xi A_0(𝐫(\xi ),\xi )\right\}.`$ (30)
Again, operators at larger longitudinal distances ($`z^{}>z`$) stand to the right. Expanding the Wilson line to fixed order $`O(A_0^n)`$ coincides with the representation (25). The non-abelian Furry approximation thus differs from the abelian one essentially by path-ordering in the Green’s function $`\overline{G}`$ which describes the dynamical evolution of the transverse wavefunction.
To obtain the result (18), it is crucial that we approximate first the $`N`$-fold rescattering diagram $`I^{(N)}`$, keeping the phase factor to order $`O(1/E)`$ and then resum contributions for arbitrary $`N`$. If one parallels the derivation of the abelian case by directly starting from the solution of the non-abelian Dirac equation in the presence of a spatially extended colour field, one arrives at the recursive solution of Buchmüller and Hebecker . The starting point for their recursion formula is a straight eikonal Wilson line, and the recursion includes corrections to fixed order in energy. An explicit $`n`$-fold iterated expression is thus correct to fixed order $`O(1/E^n)`$, but it does not contain the $`O(1/E)`$-corrections to the phase of the wavefunction, which is characteristic for the Furry approximation. Our diagrammatic approach allows to keep this phase. For large but finite incident energy, our solution is thus characteristically different from that given in Ref. . \[We have checked, e.g., that the abelian version of does not lead to the correct medium dependence of the QED bremsstrahlung spectrum while the abelian version of (18) does. This difference of both solutions is expected since the bremsstrahlung spectrum is sensitive to interference effects which stem from the $`O(1/E)`$-contributions to the phase of the wavefunctions .\]
In the infinite energy limit, the solution (18) reduces to the straight eikonal Wilson line
$`\underset{\nu \mathrm{}}{lim}\overline{G}(𝐫,z;𝐱_{},x_L|\nu )=W([𝐫_s];z,x_L),`$ (31)
$`𝐫_s(\xi )=𝐱_{}{\displaystyle \frac{\xi z}{x_Lz}}+𝐫{\displaystyle \frac{x_L\xi }{x_Lz}},`$ (32)
which is the leading order input for the recursion formula of Ref. . This expression is often used to describe the leading colour rotation of the hard parton in a soft colour field .
The Furry wavefunction (18) derived here allows for the description of the nuclear dependence of a large class of physical observables. To discuss its limitations, we note that QCD factorization theorems for observables including rescattering effects have been established (and can be expected to hold) only for processes for which kinematical constraints ensure very high transverse momentum transfers ($`\mathrm{\Lambda }_{QCD}`$), . The description of soft nuclear rescattering of hard partons always depends on additional assumptions and different approaches may be taken . In particular, we assume (as all other treatments do) that the leading nuclear dependence can be obtained using the idealization of “asymptotic” parton wavefunctions, i.e., without considering parton fragmentation. Since parton fragmentation and soft parton rescattering involve transverse momenta of the same order, this is a requirement on the spatial separation of the two phenomena and amounts to an energy-dependent limit on the longitudinal extension $`L`$ of the nuclear target up to which this description can be expected to apply. Moreover, the ad hoc separation of the transition amplitude into a production $`P`$ and a final state wavefunction including rescattering effects may be oversimplified for some processes. We think, e.g., of the production and rescattering of a heavy quarkonium state with specific quantum numbers. Taking $`P`$ to be the production of the heavy $`q`$-$`\overline{q}`$-pair, it is not clear a priori to what extent final state rescattering modifies the quantum numbers of this state. First studies indicate that the discussion of this problem requires a classification of the hardness of medium-induced momentum transfers which lies outside the scope of the present calculation. To sum up: the discussion of the nuclear dependence of hard observables in terms of $`\mathrm{\Psi }_i|P|\mathrm{\Psi }_f`$ seems justified if no other soft scale (introduced e.g. by parton fragmentation or by the binding energy of the final state) interfers significantly with the final state rescattering effect described by the Furry wavefunctions. The non-abelian LPM-effect , the nuclear dependence of Drell-Yan yields and nuclear shadowing are prominent examples for which a description in terms of $`\mathrm{\Psi }_i|P|\mathrm{\Psi }_f`$ seems suitable.
## III Photodissociation
In this section, we give a closed expression for the $`\gamma ^{}q\overline{q}`$ photodissociation cross section $`\sigma ^{\gamma ^{}q\overline{q}}`$ in terms of the non-abelian Green’s function $`\overline{G}`$ and the squared ingoing wavefunction $`\mathrm{\Phi }`$ of a freely evolving $`q`$-$`\overline{q}`$-pair. This photodissociation cross section contributes to the total virtual photoabsorption cross section $`\sigma _{total}^\gamma ^{}`$ which is related to the deep inelastic structure function $`F_2`$
$$F_2(x,Q^2)=\frac{Q^2}{4\pi ^2\alpha _{\mathrm{em}}}\sigma _{total}^\gamma ^{}(x,Q^2).$$
(33)
In the target rest frame, one can show that photodissociation as depicted in Fig. 2b dominates for small Bjorken $`x`$ over the $`\gamma ^{}`$-$`q`$ fusion process shown in Fig. 2a . The leading corrections to $`\sigma _{\mathrm{total}}^{\gamma ^{}q\overline{q}}`$ come from initial state gluon radiation which we neglect in what follows.
We consider a virtual photon of four momentum $`k=(\nu ,\mathrm{𝟎}_{},\sqrt{\nu ^2+Q^2})`$ which dissociates into a quark-antiquark pair in the time interval $`T/2<t<T/2`$. The dissociation cross section is
$$\sigma _{\mathrm{total}}^{\gamma ^{}q\overline{q}}=\frac{1}{2|k^L|T}𝑑X|S_{fi}|^2,$$
(34)
where the phase space element is written in terms of the on-shell momenta of the outgoing quarks,
$$dX=\frac{d^3p_1}{(2\pi )^3\mathrm{\hspace{0.17em}2}|E_1|}\frac{d^3p_2}{(2\pi )^3\mathrm{\hspace{0.17em}2}|E_2|}.$$
(35)
The rescattering of these quarks in the spatially extended colour field is described by the Furry wavefunctions in the dissociation amplitude
$`S_{fi}`$ $``$ $`S_{fi}^\mu ϵ_\mu ,`$ (36)
$`S_{fi}^\mu `$ $`=`$ $`ie{\displaystyle d^4x\mathrm{\Psi }_{u}^{}{}_{}{}^{}(x,p_1)\gamma ^0\gamma ^\mu }`$ (38)
$`\times e^{ϵ|z|}e^{ikx}\mathrm{\Psi }_v(x,p_2).`$
To discuss the case of different photon polarizations, we write this disscociation amplitude as a contraction of $`S_{fi}^\mu `$ with the polarization vector $`ϵ_\mu `$. To shorten our notation, we do not keep track of the fractional charge $`e_q`$ of the quark and of the number of flavours. To do this, all our final results have to be supplemented by a sum over the available flavour channels weighted by $`e_q^2`$.
Inserting the Furry wavefunctions for quark and antiquark, see (18), we can separate in (38) an energy conserving $`\delta `$-function, $`S_{fi}^\mu =ie(2\pi )\delta (E_2E_1\nu )M_{fi}^\mu `$. We introduce the fraction $`\alpha `$ of the initial energy carried by one quark, $`E_2=\alpha \nu `$, $`E_1=(1\alpha )\nu `$. Here, $`E_1`$ is negative, since the corresponding 4-momentum $`p_1`$ flows into the quark-photon vertex, see Fig. 1a. After coordinate transformation $`(p_1^L,p_2^L)(\alpha ,k^L)`$, the photodissociation cross section reads
$`\sigma _{\mathrm{total}}^{\gamma ^{}q\overline{q}}`$ $`=`$ $`\alpha _{\mathrm{em}}{\displaystyle \frac{d\alpha }{4\nu ^2\alpha (1\alpha )}}`$ (40)
$`\times {\displaystyle }{\displaystyle \frac{d𝐩_1^{}}{(2\pi )^2}}{\displaystyle \frac{d𝐩_2^{}}{(2\pi )^2}}|M_{fi}|^2.`$
Here, we have used Fermi’s golden rule and the $`k^L`$-integration to eliminate the two energy-conserving $`\delta `$-functions. The brackets $`\mathrm{}`$ denote an in-medium average over the colour field $`A_\mu `$ which will be specified below. The probability $`|M_{fi}|^2`$ can be written in terms of the full interacting Green’s functions (29) as
$`|M_{fi}|^2={\displaystyle d^3𝐲d^3\overline{𝐲}e^{iq(y_L\overline{y}_L)}e^{ϵ(|y_L|+|\overline{y}_L|)}𝑑𝐱_{}}`$ (41)
$`\times d𝐱_{}^{}{}_{}{}^{}d\overline{𝐱}_{}d\overline{𝐱}_{}^{}{}_{}{}^{}e^{i𝐩_1^{}(𝐱_{}^{}{}_{}{}^{}\overline{𝐱}_{}^{}{}_{}{}^{})}e^{i𝐩_2^{}(𝐱_{}\overline{𝐱}_{})}`$ (42)
$`\times \overline{G}(𝐱;𝐲|p_2)ϵ_\mu \widehat{\mathrm{\Gamma }}^\mu \overline{G}(𝐲;𝐱^{}|p_1)`$ (43)
$`\times \overline{G}(\overline{𝐱}^{};\overline{𝐲}|p_1)ϵ_\nu \widehat{\mathrm{\Gamma }^{}}^\nu \overline{G}(\overline{𝐲};\overline{𝐱}|p_2).`$ (44)
In general, all spatial coordinates can be different for $`M_{fi}`$ and $`M_{fi}^{}`$. We characterize those for $`M_{fi}^{}`$ by a bar. The spinor structure of the Furry wavefunctions (18) is contained in (44) in the vertex function
$$\widehat{\mathrm{\Gamma }}^\mu =u_{}^{(r^{})}{}_{}{}^{}(p_1)\widehat{D}_1^{}\gamma ^0\gamma ^\mu \widehat{D}_2v^{(r)}(p_2).$$
(45)
In appendix B, we discuss how these vertex functions combine with free Green’s functions $`\overline{G}_0`$ to the incoming $`q`$-$`\overline{q}`$ Fock state. In terms of the square $`\mathrm{\Phi }(\mathrm{\Delta }𝐳;\mathrm{\Delta }\overline{𝐳};\alpha )`$ of this Fock state, the differential photodissociation cross section (40) takes the form
$`{\displaystyle \frac{\sigma _{\mathrm{total}}^{\gamma ^{}q\overline{q}}}{d\alpha d𝐩_1^{}d𝐩_2^{}}}`$ (46)
$`={\displaystyle \frac{\alpha _{\mathrm{em}}}{(2\pi )^4}}{\displaystyle 𝑑𝐛_1𝑑𝐛_2𝑑\overline{𝐛}_1𝑑\overline{𝐛}_2\mathrm{\Phi }(\mathrm{\Delta }𝐛;\mathrm{\Delta }\overline{𝐛};\alpha )}`$ (47)
$`\times {\displaystyle }d𝐱_{}d𝐱_{}^{}{}_{}{}^{}d\overline{𝐱}_{}d\overline{𝐱}_{}^{}{}_{}{}^{}e^{i𝐩_1^{}(𝐱_{}^{}{}_{}{}^{}\overline{𝐱}_{}^{}{}_{}{}^{})}e^{i𝐩_2^{}(𝐱_{}\overline{𝐱}_{})}`$ (48)
$`\times \overline{G}(\overline{𝐛}_2;\overline{𝐱}|p_2)\overline{G}(𝐱;𝐛_2|p_2)`$ (49)
$`\times \overline{G}(𝐛_1;𝐱^{}|p_1)\overline{G}(\overline{𝐱}^{};\overline{𝐛}_1|p_1),`$ (50)
where $`\mathrm{\Delta }𝐛=𝐛_1𝐛_2`$ and $`\mathrm{\Delta }\overline{𝐛}=\overline{𝐛}_1\overline{𝐛}_2`$. The explicit form of the squared incoming wavefunction $`\mathrm{\Phi }`$ is derived in appendix B.
In equation (50), we assume that the nuclear target has nonvanishing density only for some longitudinal positions $`z_L>0`$. The integration variables $`𝐛_i`$, $`\overline{𝐛}_i`$ denote the transverse boundary values of the Green’s functions at the front end $`z_L=0`$ of the nuclear target. Fig. 3 gives a graphical representation for (50) which we shall heavily use in what follows. According to Fig. 3, the virtual photon wavefunction starts interacting with the nuclear medium at $`z_L=0`$ in both the amplitude and complex conjugate amplitude after dissociating at longitudinal positions $`y_L`$, $`\overline{y}_L`$ with $`y_L,\overline{y}_L<0`$. We emphasize, however, that despite appearance, equation (50) as well as its graphical representation in Fig. 3 also include the case that the photon vertex dissociates inside the target at $`y_L>0`$. Technical details of how this is handled are given in appendix B.
## IV Opacity expansion and colour triviality
In this section, we analyze the photoabsorption cross section (50) by expanding the interacting Green’s functions $`\overline{G}`$ in powers of the scattering potential $`A_0(𝐱)`$. In a first step, we focus on the total photoabsorption cross section
$`\sigma _{total}^{\gamma ^{}q\overline{q}}`$ $`=`$ $`\alpha _{\mathrm{em}}{\displaystyle 𝑑\alpha 𝑑𝐛_1𝑑𝐛_2𝑑\overline{𝐛}_1𝑑\overline{𝐛}_2\mathrm{\Phi }(\mathrm{\Delta }𝐛;\mathrm{\Delta }\overline{𝐛};\alpha )}`$ (53)
$`\times {\displaystyle }d𝐱_{}\overline{G}(\overline{𝐛}_2;𝐱|p_2)\overline{G}(𝐱;𝐛_2|p_2)`$
$`\times {\displaystyle }d𝐱_{}^{}{}_{}{}^{}\overline{G}(𝐛_1;𝐱^{}|p_1)\overline{G}(𝐱^{};\overline{𝐛}_1|p_1).`$
To make sense of an expansion in powers of $`A_0`$, we have to specify the in medium average $`\mathrm{}`$ in terms of $`A_0`$. To this end, we specify for the colour potential (13) the contribution of a single scattering potential, centered at $`(\stackrel{ˇ}{𝐫}_i,\stackrel{ˇ}{z}_i)`$,
$`\phi _i^a(𝐱_{},\xi )`$ $`=`$ $`\delta ^{aa_i}{\displaystyle \frac{d^3\text{tensysevensyfivesy}𝜿}{(2\pi )^3}}`$ (55)
$`\times a_0(\text{tensysevensyfivesy}𝜿_{})e^{i(𝐱_{}\stackrel{ˇ}{𝐫}_i)\text{tensysevensyfivesy}𝜿_{}}e^{i(\xi \stackrel{ˇ}{z}_i)\kappa ^L}.`$
Here, we have approximated the argument of the single scattering potential $`a_0(\text{tensysevensyfivesy}𝜿)a_0(\text{tensysevensyfivesy}𝜿_{})`$. This implies that the momentum transfer occurs at a fixed longitudinal position $`\xi =\stackrel{ˇ}{z}_i`$. It is the standard approximation in the high energy limit where the dominant momentum transfer from the medium is transverse, and it motivates the use of time-ordered perturbation theory to rescattering problems .
Starting from (55), we define the medium average $`\mathrm{}`$ as an average over the transverse and longitudinal positions $`(\stackrel{ˇ}{𝐫}_i,\stackrel{ˇ}{z}_i)`$ of the scattering potentials and the colour factors $`a_i`$,
$`f`$ $``$ $`{\displaystyle \frac{1}{A_{}}}\left({\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle \underset{a_i}{}}{\displaystyle 𝑑\stackrel{ˇ}{𝐫}_i𝑑\stackrel{ˇ}{z}_i}\right)`$ (57)
$`\times f(\stackrel{ˇ}{𝐫}_1,\mathrm{},\stackrel{ˇ}{𝐫}_N;\stackrel{ˇ}{z}_1,\mathrm{},\stackrel{ˇ}{z}_N;a_1,\mathrm{},a_N).`$
Here, $`A_{}`$ is a total transverse area which we divide out to regain the cross section per unit transverse area. $`N`$ is the number of different single scattering potentials up to which the function $`f`$ is expanded.
To simplify notation, we replace in what follows the discrete sum over $`\stackrel{ˇ}{z}_i`$ in (13) by an integral over the density $`n`$ of scattering centers
$$A_0(𝐱_{},\xi )=𝑑\stackrel{ˇ}{z}_in(\stackrel{ˇ}{z}_i)\phi _i^a(𝐱_{},\xi )T^a.$$
(58)
Since the effective momentum transfer from the single potential $`\phi _i^a(𝐱_{},\xi )`$ occurs at $`\xi =\stackrel{ˇ}{z}_i`$, we shall often work with $`\xi `$ as integration variable. The expansion of the photoabsorption cross section to $`N`$-th order in $`A_0`$ is an expansion in the $`N`$-th order of the opacity parameter $`\alpha _s^2𝑑\xi n(\xi )`$. In what follows, we study the perturbative expansion in this parameter.
### A N=1 result of Nikolaev and Zakharov
As a first illustration of the above formalism, we expand the integrand of the total photoabsorption cross section (53) to first order in the opacity parameter $`\alpha _s^2𝑑\xi n(\xi )`$, thereby reproducing the well-known nuclear shadowing result of Nikolaev and Zakharov. For $`N=1`$, we have to expand all Green’s functions in (53) and then to collect all contributions to order $`O(A_0^2)`$.
The zeroth and first order contributions $`O(A_0^0)`$ and $`O(A_0^1)`$ to $`\sigma _{total}^{\gamma ^{}q\overline{q}}`$ vanishes due to energy-momentum conservation: without momentum transfer to the medium, the $`q`$-$`\overline{q}`$-pair cannot appear on-shell. To second order $`O(A_0^2)`$, there are four different terms which we depict diagrammatically in Fig. 4a: for each term, the full lines correspond to the full lines shown in Fig. 3 and describe the full Green’s functions in the total photoabsorption cross section (53). To simplify the representation, we have dropped in comparison to Fig. 3 the photon lines and incoming $`q`$-$`\overline{q}`$ wavefunctions. For the total photoabsorption cross section, the transverse positions at the cut are equal for the amplitude and the complex conjugate amplitude.
Let us consider the first term on the r.h.s. of Fig. 4. Here, the Green’s functions of argument $`p_2`$ are free while both Green’s functions with argument $`p_1`$ are expanded to first order. Averaging over the position $`(\stackrel{ˇ}{𝐫}_1,\stackrel{ˇ}{z}_1)`$ of the center of the scattering potential, we find
$`{\displaystyle }d𝐱_{}\overline{G}_0(\overline{𝐛}_2;𝐱|p_2)\overline{G}_0(𝐱;𝐛_2|p_2)`$ (59)
$`\times {\displaystyle }d𝐱_{}^{}{}_{}{}^{}\overline{G}^{(1)}(𝐛_1;𝐱^{}|p_1)\overline{G}^{(1)}(𝐱^{};\overline{𝐛}_1|p_1)`$ (60)
$`={\displaystyle \frac{1}{A_{}}}{\displaystyle 𝑑\xi _1n(\xi _1)\frac{d\text{tensysevensyfivesy}𝜿_{}}{(2\pi )^2}|a_0(\text{tensysevensyfivesy}𝜿_{})|^2T_{a_1}T_{a_1}}`$ (61)
$`\times \delta ^{(2)}(\overline{𝐛}_2𝐛_2)\delta ^{(2)}(\overline{𝐛}_1𝐛_1).`$ (62)
This term does not depend on the separation between the $`q`$-$`\overline{q}`$ pair since the potential touches only one of the quark lines. In contrast, the second term on the r.h.s. of Fig. 4a depends on this separation and takes the explicit form
$`{\displaystyle 𝑑\xi _1n(\xi _1)\frac{d\text{tensysevensyfivesy}𝜿_{}}{(2\pi )^2}|a_0(\text{tensysevensyfivesy}𝜿_{})|^2T_{a_1}T_{a_1}e^{i\text{tensysevensyfivesy}𝜿_{}(𝐛_1𝐛_2)}}`$ (63)
$`\times e^{i\frac{\text{tensysevensyfivesy}𝜿_{}^2}{2\nu \alpha (1\alpha )}(\xi _1z_L)}\delta ^{(2)}\left(\overline{𝐛}_2𝐛_2{\displaystyle \frac{\text{tensysevensyfivesy}𝜿_{}}{p_2}}(\xi _1z_L)\right)`$ (64)
$`\times \delta ^{(2)}\left(\overline{𝐛}_1𝐛_1{\displaystyle \frac{\text{tensysevensyfivesy}𝜿_{}}{p_1}}(\xi _1z_L)\right){\displaystyle \frac{1}{A_{}}}.`$ (65)
This shows explicitly that the transverse Brownian motion induced by rescattering is taken into account in our formulation: the $`q`$-$`\overline{q}`$ dipole does not propagate at fixed transverse separation $`\overline{𝐛}_1𝐛_1`$ but changes its size in response to an interaction at the longitudinal position $`\xi _1`$ by terms of the form $`\frac{\text{tensysevensyfivesy}𝜿_{}}{p_1}(\xi _1z_L)`$. For $`N=1`$, the first and only interaction takes place by definition at the position $`z_L=\xi _1`$ and these terms vanish. For $`N>1`$, however, they do not vanish and lead to a nontrivial dynamical evolution of the transverse dipole size, see below.
Adding up the four real contributions in Fig. 4a, and doing the colour trace, we find
$`\sigma _{total}^{\gamma ^{}q\overline{q}}(N=1)`$ $`=`$ $`N_c\alpha _{\mathrm{em}}{\displaystyle 𝑑\xi n(\xi )𝑑\alpha }`$ (67)
$`\times {\displaystyle }d𝐛\mathrm{\Phi }(𝐛;𝐛;\alpha )\sigma (𝐛),`$
$$\sigma (𝐛)=2C_F\frac{d\text{tensysevensyfivesy}\text{κ}_{}}{(2\pi )^2}|a_0(\text{tensysevensyfivesy}\text{κ}_{})|^2\left(1e^{i\text{tensysevensyfivesy}\text{κ}_{}𝐛}\right).$$
(68)
This is the result of Nikolaev and Zakharov . The total cross section (53) is the product of the Born probability $`\mathrm{\Phi }(𝐛;𝐛;\alpha )`$ for the incoming hadronic Fock state times a dipole cross section $`\sigma (𝐛)`$, integrated over the transverse size $`𝐛`$ of the dipole and the energy distribution $`\alpha `$ between the quark and antiquark.
### B $`N=2`$ tagged: non-trivial colour interference effects
For more than $`N=1`$ scattering center, there are in general non-vanishing interference terms between amplitudes containing different powers of $`A_0`$, see section IV C below. Such contributions appear in the generic situation in which one knows the distribution of scattering centers but no information is available on whether these centers have participated with finite momentum transfer in the scattering process. At least in a gedanken experiment, however, this additional information can be obtained from the recoil of each scattering center, i.e., by tagging the scattering centers. For this very exclusive observable, all contributions to the cross section contain the same power of $`A_0`$ in both amplitudes, and all scattering centers contribute to the amplitude with finite momentum transfers. We say, such scattering centers contribute with real terms, in contrast to the contact term contributions which we discuss in section IV C. Tagged scenarios were considered recently in the study of the non-abelian LPM-effect , and there is some interest in comparing results of tagged and untagged scenarios to understand the origin of colour triviality. To this aim, we consider here as a second application of the opacity expansion the case of two tagged scattering centers: (i) two scattering centers are involved in the process (53) and (ii) both scattering centers provide real terms, i.e., transfer finite transverse momentum on the amplitude level. The 16 contributions to this $`\sigma _{\mathrm{tagged}}^{\gamma ^{}q\overline{q}}(N=2)`$ are listed in Fig. 5. Summing them up, we find
$`\sigma _{\mathrm{tagged}}^{\gamma ^{}q\overline{q}}(N=2)`$ (69)
$`=`$ $`\alpha _{\mathrm{em}}{\displaystyle 𝑑\xi _1n(\xi _1)_{\xi _1}𝑑\xi _2n(\xi _2)𝑑\alpha 𝑑𝐛}`$ (70)
$`\times {\displaystyle }{\displaystyle \frac{d\text{tensysevensyfivesy}𝜿_{1,}}{(2\pi )^2}}{\displaystyle \frac{d\text{tensysevensyfivesy}𝜿_{2,}}{(2\pi )^2}}|a_0(\text{tensysevensyfivesy}𝜿_{1,})|^2|a_0(\text{tensysevensyfivesy}𝜿_{2,})|^2`$ (71)
$`\times \left(\mathrm{Tr}[aabb]A^{(1)}+\mathrm{Tr}[abab]A^{(2)}\right),`$ (72)
where we have introduced the notational shorthands
$`A^{(1)}`$ $`=`$ $`4\mathrm{\Phi }(𝐛,𝐛;\alpha )\left(1e^{i\text{tensysevensyfivesy}𝜿_{1,}𝐛}\right),`$ (73)
$`A^{(2)}`$ $`=`$ $`4\mathrm{\Phi }(𝐛{\displaystyle \frac{\text{tensysevensyfivesy}𝜿_{2,}(\xi _2\xi _1)}{2\nu \alpha (1\alpha )}},𝐛+{\displaystyle \frac{\text{tensysevensyfivesy}𝜿_{2,}(\xi _2\xi _1)}{2\nu \alpha (1\alpha )}};\alpha )`$ (76)
$`\times (e^{i\text{tensysevensyfivesy}𝜿_{1,}𝐛}e^{i\frac{\text{tensysevensyfivesy}𝜿_{1,}\text{tensysevensyfivesy}𝜿_{2,}}{2\nu \alpha (1\alpha )}(12\alpha )(\xi _2\xi _1)}`$
$`e^{i\text{tensysevensyfivesy}𝜿_{1,}\text{tensysevensyfivesy}𝜿_{2,}\frac{(\xi _2\xi _1)}{\nu \alpha }})e^{i\text{tensysevensyfivesy}𝜿_{2,}𝐛}.`$
Here, the term $`A^{(2)}`$ contains information about the non-trivial dynamical evolution of the $`q`$-$`\overline{q}`$-separation which is determined by the “relative transverse mass” $`\mu =\left(\frac{1}{p_1}\frac{1}{p_2}\right)^1=\nu \alpha (1\alpha )`$. The momentum transfer $`\text{tensysevensyfivesy}𝜿_{2,}`$ determines this change of the $`q`$-$`\overline{q}`$-size via a classical equation of motion: $`\frac{\text{tensysevensyfivesy}𝜿_{2,}}{\mu }\left(\xi _2\xi _1\right)`$. In the high energy limit $`\nu \mathrm{}`$, this transverse motion can be neglected and the $`q`$-$`\overline{q}`$-pair propagates at fixed separation. We find
$`\underset{\nu \mathrm{}}{lim}`$ $`\sigma _{\mathrm{tagged}}^{\gamma ^{}q\overline{q}}(N=2)`$ (77)
$`=`$ $`\alpha _{\mathrm{em}}{\displaystyle 𝑑\xi _1n(\xi _1)_{\xi _1}𝑑\xi _2n(\xi _2)𝑑\alpha 𝑑𝐛}`$ (81)
$`\times {\displaystyle }{\displaystyle \frac{d\text{tensysevensyfivesy}𝜿_{1,}}{(2\pi )^2}}{\displaystyle \frac{d\text{tensysevensyfivesy}𝜿_{2,}}{(2\pi )^2}}|a_0(\text{tensysevensyfivesy}𝜿_{1,})|^2|a_0(\text{tensysevensyfivesy}𝜿_{2,})|^2`$
$`\times \mathrm{\Phi }(𝐛,𝐛;\alpha )\mathrm{\hspace{0.17em}4}\left(1e^{i\text{tensysevensyfivesy}𝜿_{1,}𝐛}\right)`$
$`\times \left(\mathrm{Tr}[aabb]\mathrm{Tr}[abab]e^{i\text{tensysevensyfivesy}𝜿_{2,}𝐛}\right).`$
Even in this limiting case, the colour algebra does not factorize from the momentum dependence. This is a consequence of the non-trivial colour interference between different photodissociation amplitudes. The photoabsorption cross section cannot be written as a function of the dipole cross section $`\sigma (b)`$. We note that this complication stems entirely from the non-abelianess of the problem. If we replace both colour traces in (81) by the same constant, the two $`\text{tensysevensyfivesy}𝜿_{i,}`$-integrations combine to the square of the dipole cross section (68). To sum up: in the tagged case, non-trivial colour interference effects prevent us from representing the photoabsorption cross section as a function of the dipole cross section.
### C Contact terms
In the calculation of the $`N=1`$ cross section (67), we did not include all terms of the Taylor expansion of (53) to order $`O(A_0^2)`$. A second order contribution which was not included is e.g.
$`{\displaystyle }d𝐱_{}\overline{G}_0(\overline{𝐛}_2;𝐱|p_2)\overline{G}_0(𝐱;𝐛_2|p_2)`$ (82)
$`\times {\displaystyle }d𝐱_{}^{}{}_{}{}^{}\overline{G}_0(𝐛_1;𝐱^{}|p_1)\overline{G}^{(2)}(𝐱^{};\overline{𝐛}_1|p_1)`$ (83)
$`={\displaystyle \frac{1}{2}}{\displaystyle 𝑑\xi _1n(\xi _1)\frac{d\text{tensysevensyfivesy}𝜿_{}}{(2\pi )^2}|a_0(\text{tensysevensyfivesy}𝜿_{})|^2T_{a_1}T_{a_1}}`$ (84)
$`\times \delta ^{(2)}(\overline{𝐛}_2𝐛_2)\delta ^{(2)}(\overline{𝐛}_1𝐛_1).`$ (85)
Here, the potential $`A_0`$ is linked two times to the complex conjugate amplitude and zero times to the amplitude. The medium average $`\mathrm{}`$ results in two important constraints: (i) both powers of $`A_0`$ couple to the $`q`$-$`\overline{q}`$-pair at the same longitudinal position $`\xi _1`$, and (ii) no net momentum is transferred to the $`q`$-$`\overline{q}`$\- system. Scattering contributions with these properties were called virtual by Mueller and collaborators . We refer to them as contact terms, all other interactions are refered to as real. Diagrammatically, the six contact terms for the $`N=1`$ case are given in Fig. 6a, and equation (85) is represented by the first diagram on the r.h.s.
For the $`N=1`$ photoabsorption cross section (67), contact terms do not contribute since at least one interaction with the $`q`$-$`\overline{q}`$-system is needed in both the amplitude and complex conjugate amplitude in order to get the final state on shell. For $`N>2`$, the same argument about energy-momentum conservation does not imply the absence of contact terms. We have to distinguish the following cases:
1. $`\sigma _{\mathrm{inel}.}^{\gamma ^{}q\overline{q}}`$ inelastic: the cross section involves at least one real interaction.
2. $`\sigma _{\mathrm{diff}.}^{\gamma ^{}q\overline{q}}`$ diffractive (or elastic): the medium interacts with the $`q`$-$`\overline{q}`$-pair only via contact terms.
3. $`\sigma _{\mathrm{total}}^{\gamma ^{}q\overline{q}}`$ total: the cross section involves at least one (real or contact) interaction in both $`M_{fi}`$ and $`M_{fi}^{}`$.
The notion ”inelastic” is justified since any real interaction changes the colour of the target and thus affects the hadronic activity between projectile and target rapidity (in this sense, the target ”breaks up”). The notion “diffractive” or “elastic” involves an additional assumption: by construction, contact terms transfer exactly zero net transverse momentum to the $`q`$-$`\overline{q}`$-pair. Also, we regard in all calculations and for arbitrary scatterings the longitudinal momentum transfer as sufficiently small to justify the approximation $`a_0(\text{tensysevensyfivesy}𝜿)a_0(\text{tensysevensyfivesy}𝜿_{})`$. Our assumption in the above definitions of the diffractive and total photoabsorption cross sections is that despite neglecting the longitudinal momentum transfer in all explicit calculations, it is sufficient to put the (extremely weakly off-shell) partonic contributions of $`\gamma ^{}`$ on-shell. This is usually assumed in the calculation of the total and diffractive cross sections.
For $`N>1`$, contact terms obviously play an important role in the calculation of the inelastic, diffractive and total photoabsorption cross section. In the remainder of this subsection, we summarize some of their important properties and shorthands, which will be heavily used in the following subsections:
#### 1 Identities involving contact terms
First we observe that in (85), the Green’s functions of momentum $`p_2`$ result in the transverse $`\delta `$-function $`\delta ^{(2)}(\overline{𝐛}_2𝐛_2)`$. Dropping them on both sides of (85), and observing that (85) and (62) differ by a factor $`\frac{1}{2}`$, we have checked the identity in Fig. 7a. By a similar calculation, one also checks the identity Fig. 7b.
#### 2 A path integral from iterating contact terms
We now consider the case in Fig. 7c, where the $`q`$-$`\overline{q}`$-state is evolved with exactly one contact term between longitudinal positions $`z`$ and $`z^{}`$ from a transverse separation $`𝐫_1𝐫_2`$ to a transverse separation $`𝐫_1^{}𝐫_2^{}`$. The sum over the three possible contact terms at longitudinal position $`\xi `$, represented on the r.h.s. of Fig. 7c, takes the explicit form
$`{\displaystyle \frac{T_a\mathrm{}T_a}{2C_f}}{\displaystyle 𝑑\xi n(\xi )𝑑𝐫_1(\xi )𝑑𝐫_2(\xi )\sigma \left(𝐫_1(\xi )𝐫_2(\xi )\right)}`$ (86)
$`\times \overline{G}_0(𝐫_2,z;𝐫_2(\xi ),\xi |p_2)\overline{G}_0(𝐫_2(\xi ),\xi ;𝐫_2^{},z^{}|p_2)`$ (87)
$`\times \overline{G}_0(𝐫_1^{},z^{};𝐫_1(\xi ),\xi |p_1)\overline{G}_0(𝐫_1(\xi ),\xi ;𝐫_2,z|p_1).`$ (88)
Since Fig. 7c is only part of a more complicated Feynman diagram, we can say nothing about the positioning of the colour factors $`T_a`$. The corresponding expression $`T_a\mathrm{}T_a`$ in (88) is purely formal. However, for the following, we anticipate an argument explained in the next subsection: for our purposes, the colour factors reduce to a Casimir factor $`C_F`$, i.e., we can substitute in (88) $`\frac{T_a\mathrm{}T_a}{C_f}1`$. Then, equation (88) is seen to correspond to the first order $`n(\xi )`$ density expansion of the double path integral (for $`z^{}>z`$)
$`M(𝐫_1,𝐫_2,z;𝐫_1^{},𝐫_2^{},z^{}|\alpha |\nu )`$ (89)
$`={\displaystyle \underset{𝐫_1(z)=𝐫_1}{\overset{𝐫_1(z^{})=𝐫_\mathrm{𝟏}^{}}{}}}𝒟𝐫_1{\displaystyle \underset{𝐫_2(z)=𝐫_2}{\overset{𝐫_2(z^{})=𝐫_\mathrm{𝟐}^{}}{}}}𝒟𝐫_2`$ (90)
$`\times \mathrm{exp}\{i{\displaystyle _z^z^{}}d\overline{\xi }{\displaystyle \frac{\nu }{2}}(\alpha \dot{𝐫}_2^2+(1\alpha )\dot{𝐫}_1^2)`$ (91)
$`+i{\displaystyle \frac{1}{2}}n(\xi )\sigma (𝐫_1(\xi )𝐫_2(\xi ))\}.`$ (92)
Moreover, the expansion of (92) to $`m`$-th order in the density $`n(\xi )`$ corresponds exactly to the $`m`$-th term on the r.h.s. of Fig. 7d. This shows that the iteration Fig. 7d of the one contact term interaction Fig. 7d is described by the path-integral (92). Since this path integral plays an important role in what follows, we simplify it further. Using the coordinate transformation
$`𝐫_a(\xi )`$ $`=`$ $`(1\alpha )𝐫_1(\xi )+\alpha 𝐫_2(\xi ),`$ (93)
$`𝐫_b(\xi )`$ $`=`$ $`𝐫_1(\xi )𝐫_2(\xi ),`$ (94)
we can write
$`M(𝐫_1,𝐫_2,z;𝐫_1^{},𝐫_2^{},z^{}|\alpha |\nu )`$ (95)
$`=𝒦_0(𝐫_a(z^{}),z^{};𝐫_a(z),z|\nu )`$ (96)
$`\times 𝒦(𝐫_b(z^{}),z^{};𝐫_b(z),z|\nu \alpha (1\alpha )).`$ (97)
The path-integral on the r.h.s. of this expression is given by (for $`z^{}>z`$)
$`𝒦(𝐫(z^{}),z^{};𝐫(z),z|\mu )`$ (98)
$`={\displaystyle 𝒟𝐫\mathrm{exp}\left\{i\underset{z}{\overset{z^{}}{}}𝑑\xi \left[\frac{\mu }{2}\dot{𝐫}^2+i\frac{1}{2}n(\xi )\sigma \left(𝐫\right)\right]\right\}}.`$ (99)
Its opacity expansion reads
$`𝒦(𝐫^{},z^{};𝐫,z)=𝒦_0(𝐫^{},z^{};𝐫,z)`$ (100)
$`{\displaystyle \underset{z}{\overset{z^{}}{}}}𝑑\xi {\displaystyle 𝑑\text{tensysevensyfivesy}𝝆𝒦_0(𝐫^{},z^{};𝐫,\xi )\mathrm{\Sigma }(\text{tensysevensyfivesy}𝝆,\xi )𝒦_0(\text{tensysevensyfivesy}𝝆,\xi ;𝐫,z)}`$ (101)
$`+{\displaystyle \underset{z}{\overset{z^{}}{}}}𝑑\xi _1{\displaystyle \underset{\xi _1}{\overset{z^{}}{}}}𝑑\xi _2{\displaystyle 𝑑\text{tensysevensyfivesy}𝝆_1𝑑\text{tensysevensyfivesy}𝝆_2𝒦_0(𝐫^{},z^{};\text{tensysevensyfivesy}𝝆_2,\xi _2)\mathrm{\Sigma }(\text{tensysevensyfivesy}𝝆_2,\xi _2)}`$ (102)
$`\times 𝒦(\text{tensysevensyfivesy}𝝆_2,\xi _2;\text{tensysevensyfivesy}𝝆_1,\xi _1)\mathrm{\Sigma }(\text{tensysevensyfivesy}𝝆_1,\xi _1)𝒦_0(\text{tensysevensyfivesy}𝝆_1,\xi _1;𝐫,z),`$ (103)
where $`\mathrm{\Sigma }(\text{tensysevensyfivesy}𝝆,\xi )=\frac{1}{2}n(\xi )\sigma \left(\text{tensysevensyfivesy}𝝆\right)`$. Here, we have suppressed the explicit $`\mu `$-dependence in $`𝒦`$. The corresponding free Green’s function $`𝒦_0`$ reads
$$𝒦_0(𝐫^{},z^{};𝐫,z)=\frac{\mu }{2\pi i(z^{}z)}\mathrm{exp}\left\{\frac{i\mu \left(𝐫^{}𝐫\right)^2}{2(z^{}z)}\right\}.$$
(104)
In analogy to our definition of the Green’s function $`\overline{G}`$ in (27), we define $`𝒦(𝐫(z),z;𝐫(z^{}),z^{}|\mu )𝒦^{}(𝐫(z^{}),z^{};𝐫(z),z|\mu )`$ for $`z^{}>z`$.
A path integral $`𝒦`$ of the form derived here was first used by Zakharov in the abelian problem of calculating the passage of ultrarelativistic positronium through matter . More recently, the same path integral was shown to appear in the final expression of the medium-dependence of the LPM-bremsstrahlung spectrum .
### D $`N=`$ arbitrary, untagged: contact terms remove colour interference effects
What happens if contact terms are included in the $`N=2`$ calculation of the elastic, inelastic and total photoabsorption cross section ? In Fig. 8, we have classified into four subsets all terms of order $`O(n(\xi )^2)`$ which have to be considered for the $`N=2`$ photoabsorption cross sections. There are in Fig. 8a the $`4\times 4=16`$ terms for which both interactions are real, in Fig. 8b the $`4\times 6=24`$ terms for which only the second interaction is contact, in Fig. 8c the $`3\times 4\times 2`$ terms for which only the first interaction is contact, and in Fig. 8d the $`2\times 3\times 6=36`$ which involve two contact interactions. All together, these are 100 terms. For the total and the inelastic cross section, the terms in Fig. 8a and Fig. 8b both contribute, but they cancel each other exactly. More precisely, the first diagram in Fig. 8a cancels the first diagram in Fig. 8b, the second diagram in Fig. 8a cancels the second diagram in Fig. 8b, etc. This is a consequence of the identities Fig. 7a and 7b which we apply to the last interaction before the cut.
The same argument cannot be made for the cancellation of the diagrams in Fig. 8c and Fig. 8d: energy momentum conservation restricts the occurence of double contact terms, since at least one interaction is needed on the amplitude level to get the final state on-shell. Depending on whether we calculate the diffractive, inelastic or total photoabsorption cross section, different combinations of these two sets of diagrams contribute. The real interaction Fig. 4a at the cut is determined by minus the combination Fig. 6a of contact terms. This allows us to express all three contributions to the photoabsorption cross section in terms of contact terms, as shown in Fig. 8. Most importantly, all contributions to these photoabsorption cross sections have the colour trace $`\mathrm{Tr}[aabb]`$: for the untagged case for which contact terms are included, colour interference terms vanish in the diffractive, inelastic and total $`N=2`$ photoabsorption cross section.
The above argument can be generalized easily to arbitrary $`N`$. As shown in Fig. 9a, whenever at least one of the $`(N1)`$ first interactions is real, the sum of all real and virtual terms for the $`N`$-th interaction cancels. Inelastic, diffractive and total photoabsorption cross section can thus again be described in terms of $`(N1)`$ contact terms and a characteristic $`N`$-th contribution at the cut. As an immediate consequence, the colour trace of all these contributions reads
$$\mathrm{Tr}[T_{a_1}T_{a_2}\mathrm{}T_{a_N}T_{a_N}T_{a_{N1}}\mathrm{}T_{a_1}]=N_cC_F^N.$$
(105)
In contrast to the tagged photoabsorption cross section, the colour structure factorizes from the momentum dependence: Inclusion of the contact terms results in colour triviality for the $`N`$-fold diffractive, inelastic and total photoabsorption cross section. This justifies the assumption made in deriving the path integral (92) in the last subsection.
According to Fig. 9(b)-(d), the inelastic, diffractive and total photoabsorption cross section can be written in terms of the path-integral $`𝒦`$ of (99) which describes the iteration of contact terms. For the inelastic photoabsorption cross section, this leads to the expression
$`\sigma _{\mathrm{inel}.}^{\gamma ^{}q\overline{q}}`$ $`=`$ $`N_c\alpha _{\mathrm{em}}{\displaystyle 𝑑\alpha 𝑑𝐛𝑑\overline{𝐛}}`$ (109)
$`\times \mathrm{\Phi }(𝐛;\overline{𝐛};\alpha ){\displaystyle _{\xi _{nl}}^L}𝑑\xi n(\xi ){\displaystyle 𝑑𝐫(\xi )}`$
$`\times 𝒦(\overline{𝐛},0;𝐫(\xi ),\xi |\nu \alpha (1\alpha ))\sigma \left(𝐫(\xi )\right)`$
$`\times 𝒦(𝐫(\xi ),\xi ;𝐛,0|\nu \alpha (1\alpha )).`$
Here, the Green’s functions $`𝒦`$ describe the propagation of the $`q`$-$`\overline{q}`$-dipole from the front end of the target at $`z=0`$ up to the position $`\xi `$ of the last interaction. The lower boundary $`\xi _{nl}`$ of the integration over $`\xi `$ is defined by the position of the next to last (“nl”) interaction. This is an awkward property, since we have to expand the $`𝒦`$’s in the number $`N`$ of interactions to determine $`\xi _{nl}`$ order for order in $`N`$. This makes it important to find for (109) with the help of the opacity expansion (103) the equivalent representation
$`\sigma _{\mathrm{inel}.}^{\gamma ^{}q\overline{q}}=N_c\alpha _{\mathrm{em}}{\displaystyle 𝑑\alpha 𝑑𝐛𝑑\overline{𝐛}\mathrm{\Phi }(𝐛;\overline{𝐛};\alpha )}`$ (110)
$`\times [\delta ^{(2)}(𝐛\overline{𝐛})`$ (111)
$`{\displaystyle }d𝐫_e𝒦(\overline{𝐛},0;𝐫_e,L|\mu )𝒦(𝐫_e,L;𝐛,0|\mu )].`$ (112)
For the diffractive contribution, one finds
$`\sigma _{\mathrm{diff}.}^{\gamma ^{}q\overline{q}}=N_c\alpha _{\mathrm{em}}{\displaystyle 𝑑\alpha 𝑑𝐛𝑑\overline{𝐛}\mathrm{\Phi }(𝐛;\overline{𝐛};\alpha )𝑑𝐫_e}`$ (113)
$`\times \left[\delta ^{(2)}\left(\overline{𝐛}𝐫_e\right)𝒦(\overline{𝐛},0;𝐫_e,L|\mu )\right]`$ (114)
$`\times \left[\delta ^{(2)}\left(𝐫_e𝐛\right)𝒦(𝐫_e,L;𝐛,0|\mu )\right].`$ (115)
The total photoabsorption cross section is the sum of both
$`\sigma _{\mathrm{total}}^{\gamma ^{}q\overline{q}}=N_c\alpha _{\mathrm{em}}{\displaystyle 𝑑\alpha 𝑑𝐛𝑑\overline{𝐛}\mathrm{\Phi }(𝐛;\overline{𝐛};\alpha )}`$ (116)
$`\times [2\delta ^{(2)}(\overline{𝐛}𝐛)𝒦(\overline{𝐛},0;𝐛,L|\mu )`$ (117)
$`𝒦(\overline{𝐛},L;𝐛,0|\mu )].`$ (118)
Before turning in the next subsection to the discussion of these expressions, we remark shortly on a phase convention implicitly used in the above results:
The first $`(N1)`$ interactions in the above photoabsorption cross sections are contact terms. Contact terms stand either to the right or to the left of the cut. The first interaction thus occurs for each non-vanishing contribution to (112) at different longitudinal positions $`z_a`$, $`z_b`$ in the amplitude and complex conjugate amplitude. As a consequence, the free incoming wavefunction has to be evolved to these different positions in $`M_{\mathrm{fi}}`$ and $`M_{\mathrm{fi}}^{}`$. We explain in Appendix B following (B12) that the expression $`\mathrm{\Phi }`$ for the squared incoming wavefunction is only correct as long as $`z_a=z_b`$. If one insists on using $`\mathrm{\Phi }`$ for $`z_az_b`$, one is forced to adopt the phase convention:
$`{\displaystyle 𝑑\overline{𝐛}\mathrm{\Phi }(𝐛;\overline{𝐛};\alpha )𝒦_0(\overline{𝐛},z_a;\overline{𝐫},z_b|\nu \alpha (1\alpha ))}`$ (119)
$`=\mathrm{\Phi }(𝐛;\overline{𝐫};\alpha )e^{iq\left(z_bz_a\right)}.`$ (120)
Strictly speaking, using $`\mathrm{\Phi }`$ one has done the $`y_L`$\- and $`\overline{y}_L`$-integrations in the photodissociation probability (44) before specifying the true endpoints of these integrations which are given by the positions $`z_a`$, $`z_b`$ of the first interactions in $`M_{\mathrm{fi}}`$ and $`M_{\mathrm{fi}}^{}`$. The phase convention (120) corrects for the part of the $`y_L`$ integral which one misses in assuming $`z_a=z_b`$. Here, we shortly illustrate the consequences of (120):
With the help of (120), one checks immediately that the $`N=1`$ contribution to (112) agrees with the result (67) of Nikolaev and Zakharov. There is no additional phase factor in this case since $`z_a=z_b`$. However, there is an additional phase factor for all contributions $`N>1`$. In the notationally simplest case, $`N=2`$, we find
$`\sigma _{inel.}^{\gamma ^{}q\overline{q}}(N=2)`$ (121)
$`=N_c\alpha _{\mathrm{em}}\mathrm{Re}{\displaystyle 𝑑\alpha 𝑑\xi ^{}n(\xi ^{})_\xi ^{}𝑑\xi n(\xi )}`$ (122)
$`\times {\displaystyle }d𝐫d\overline{𝐫}\mathrm{\Phi }(𝐫;\overline{𝐫};\alpha )e^{iq\left(\xi \xi ^{}\right)}`$ (123)
$`\times \sigma \left(\overline{𝐫}\right)𝒦_0(\overline{𝐫},\xi ^{};𝐫,\xi |\mu )\sigma \left(𝐫\right).`$ (124)
The phase factor $`\mathrm{exp}\{iq\left(\xi \xi ^{}\right)\}`$ is sensitive to the difference between the longitudinal position of the first scattering center in $`M_{\mathrm{fi}}`$ and $`M_{\mathrm{fi}}^{}`$. The scale is set by the inverse coherence length
$$q=\frac{Q^2}{2\nu }\frac{m^2}{2\nu \alpha (1\alpha )}=\frac{1}{l_f}.$$
(125)
It can be neglected in the high energy limit $`\nu \mathrm{}`$ where the longitudinal extension of the target becomes small compared to $`1/q`$.
### E Colour triviality of the one-fold differential photoabsorption cross section
Colour triviality of the inelastic, diffractive and total photoabsorption cross section (112)-(118) is the result of a complete diagrammatic cancellation which arises due to the identities in Fig. 7 (a) and (b). These identities are stronger than implied by the optical theorem since they are based only on the transverse momentum integration of one of the two quarks in the final state. This makes it possible to use them in the simplification of more differential observables. Here, we study the one-fold differential photoabsorption cross section
$`{\displaystyle \frac{d\sigma ^{\gamma ^{}q\overline{q}}}{d\alpha d𝐩_1^{}}}`$ $`={\displaystyle \frac{\alpha _{\mathrm{em}}}{(2\pi )^2}}{\displaystyle 𝑑𝐛_1𝑑𝐛_2𝑑\overline{𝐛}_1𝑑\overline{𝐛}_2\mathrm{\Phi }(\mathrm{\Delta }𝐛;\mathrm{\Delta }\overline{𝐛};\alpha )}`$ (129)
$`\times {\displaystyle }d𝐱_{}d𝐱_{}^{}{}_{}{}^{}d\overline{𝐱}_{}^{}{}_{}{}^{}e^{i𝐩_1^{}(𝐱_{}^{}{}_{}{}^{}\overline{𝐱}_{}^{}{}_{}{}^{})}`$
$`\times \overline{G}(\overline{𝐛}_2;𝐱|p_2)\overline{G}(𝐱;𝐛_2|p_2)`$
$`\times \overline{G}(𝐛_1;𝐱^{}|p_1)\overline{G}(\overline{𝐱}^{};\overline{𝐛}_1|p_1).`$
We shall derive for the inelastic part of (129) an expression in terms of
$$\overline{\sigma }(𝐛)=2C_F\frac{d\text{tensysevensyfivesy}\text{κ}_{}}{(2\pi )^2}|a_0(\text{tensysevensyfivesy}\text{κ}_{})|^2e^{i\text{tensysevensyfivesy}\text{κ}_{}𝐛},$$
(130)
which is closely related to the dipole cross section,
$$\sigma (𝐫_1\overline{𝐫}_1)=\overline{\sigma }(0)\overline{\sigma }\left(𝐫_1\overline{𝐫}_1\right).$$
(131)
The term $`\overline{\sigma }(0)`$ corresponds to a contact term for which both vertices are linked to the same quark of the $`q`$-$`\overline{q}`$-system. In intermediate steps of our calculation, $`\overline{\sigma }`$ is a useful bookkeeping device to evaluate the diagrams in Fig. 10a. Our final result, however, will depend only on the dipole cross section.
#### 1 Inelastic one-fold differential cross section
The diagrammatic book-keeping of the inelastic contributions to the one-fold differential cross section (129) are involved. In appendix C, we classify all contributing diagrams and we use the identities Fig. 7a and b to show that many of these diagrams cancel each other. As a result of this analysis, the remaining non-vanishing contributions can be represented by the diagrams in Fig. 10a. The colour trace for the $`N`$-th order terms of all these diagrams is $`N_cC_F^N`$: the inelastic part of the cross section (129) is thus free of colour interference terms, it is colour trivial.
We start with the $`N=1`$ contribution to the diagram Fig. 10a1.
$$e^{i𝐩_1^{}\left(𝐱^{}\overline{𝐱}^{}\right)}_0^L𝑑\xi \frac{n(\xi )}{2}\left[\overline{\sigma }\left(𝐫_1\overline{𝐫}_1\right)\overline{\sigma }(0)\right]|_{𝐫_1\overline{𝐫}_1=𝐱^{}\overline{𝐱}^{}}.$$
(132)
This contribution is shown explicitly in Fig. 10c. The relative transverse separation $`𝐫_1\overline{𝐫}_1`$ between the quark in the amplitude and complex conjugated amplitude does not change with longitudinal position $`\xi `$. This is a consequence of evolving on both sides of the cut with Green’s functions of same energy $`p_1`$. It makes the iteration of the $`N=1`$ contribution to arbitrary high orders particularly easy. The total contribution to Fig. 10a1 reads
$$e^{i𝐩_1^{}\left(𝐱^{}\overline{𝐱}^{}\right)}\left(e^{_0^L𝑑\xi \frac{n(\xi )}{2}\sigma \left(𝐱^{}\overline{𝐱}^{}\right)}e^{_0^L𝑑\xi \frac{n(\xi )}{2}\overline{\sigma }\left(0\right)}\right).$$
(133)
The first term is just the exponentiation of the $`N=1`$\- contribution. The second term subtracts those $`N`$-th order contributions which involve only contact terms and thus do not add to the inelastic contribution.
To evaluate the three contributions in Fig. 10a2 and a3, we assume that the real momentum transfer occurs at an arbitrary but fixed longitudinal position $`\stackrel{ˇ}{\xi }`$. The evolution of the free incoming Fock state up to $`\stackrel{ˇ}{\xi }`$ is then described by the path-integral (97). The part of the expression for $`\xi >\stackrel{ˇ}{\xi }`$ is given by
$`e^{i𝐩_1^{}\left(𝐫_1(\stackrel{ˇ}{\xi })\overline{𝐫}_1(\stackrel{ˇ}{\xi })\right)}e^{_{\stackrel{ˇ}{\xi }}^L𝑑\xi \frac{n(\xi )}{2}\overline{\sigma }\left(0\right)}`$ (134)
$`\times \left[\sigma \left(\overline{𝐫}_2(\stackrel{ˇ}{\xi })\overline{𝐫}_1(\stackrel{ˇ}{\xi })\right)+\sigma \left(𝐫_2(\stackrel{ˇ}{\xi })𝐫_1(\stackrel{ˇ}{\xi })\right)\overline{\sigma }\left(0\right)\right].`$ (135)
Here, the real interactions at $`\stackrel{ˇ}{\xi }`$ combine to the second line of (135) and the arbitrary number of contact terms at $`\xi >\stackrel{ˇ}{\xi }`$ leads to the exponential of $`\overline{\sigma }(0)`$. Adding up all contributions of Fig. 10a, we find for the differential photoabsorption cross section (129):
$`{\displaystyle \frac{d\sigma _{\mathrm{inel}.}^{\gamma ^{}q\overline{q}}}{d\alpha d𝐩_1^{}}}`$ (136)
$`={\displaystyle \frac{\alpha _{\mathrm{em}}N_c}{(2\pi )^2}}{\displaystyle 𝑑𝐛𝑑\overline{𝐛}\mathrm{\Phi }(𝐛;\overline{𝐛};\alpha )}`$ (137)
$`\times [e^{i𝐩_1^{}(𝐛\overline{𝐛})}(e^{_0^L𝑑\xi \frac{n(\xi )}{2}\sigma \left(𝐛\overline{𝐛}\right)}`$ (138)
$`e^{_0^L𝑑\xi \frac{n(\xi )}{2}\overline{\sigma }\left(0\right)})`$ (139)
$`+{\displaystyle _{\xi _{nl}}^L}𝑑\stackrel{ˇ}{\xi }{\displaystyle \frac{n(\stackrel{ˇ}{\xi })}{2}}{\displaystyle 𝑑𝐫𝑑\overline{𝐫}𝒦(\overline{𝐛},0;\overline{𝐫},\stackrel{ˇ}{\xi }|\mu )}`$ (140)
$`\times \{\sigma (\overline{𝐫})+\sigma (𝐫)\overline{\sigma }(0)\}𝒦(𝐫,\stackrel{ˇ}{\xi };𝐛,0|\mu )`$ (141)
$`\times e^{_{\stackrel{ˇ}{\xi }}^L𝑑\xi \frac{n(\xi )}{2}\overline{\sigma }\left(0\right)}e^{i𝐩_1^{}(𝐫\overline{𝐫})}].`$ (142)
The first term in the wide brackets stems from the contribution Fig. 10a1) given in (133), the second term denotes the diagrams Fig. 10a2) and a3). Here, the Green’s functions $`𝒦`$ describe the dynamical evolution of the $`q`$-$`\overline{q}`$ dipoles up to the real interaction at $`\stackrel{ˇ}{\xi }`$, from which point onwards the dynamics is given by (135). In analogy to (109), the lower boundary $`\xi _{nl}`$ of the intergration over $`\stackrel{ˇ}{\xi }`$ is determined by the last interaction point before the real interaction. To remove this indirectly defined variable from our solution, we use again the opacity expansion (103) to show that
$`{\displaystyle \frac{d\sigma _{\mathrm{inel}.}^{\gamma ^{}q\overline{q}}}{d\alpha d𝐩_1^{}}}={\displaystyle \frac{\alpha _{\mathrm{em}}N_c}{(2\pi )^2}}{\displaystyle 𝑑𝐛𝑑\overline{𝐛}\mathrm{\Phi }(𝐛;\overline{𝐛};\alpha )}`$ (143)
$`\times [e^{i𝐩_1^{}(𝐛\overline{𝐛})}e^{_0^L𝑑\xi \frac{n(\xi )}{2}\sigma \left(𝐛\overline{𝐛}\right)}{\displaystyle }d𝐫d\overline{𝐫}`$ (144)
$`e^{i𝐩_1^{}(𝐫\overline{𝐫})}𝒦(\overline{𝐛},0;\overline{𝐫},L|\mu )𝒦(𝐫,L;𝐛,0|\mu )].`$ (145)
It is easy to check that the $`𝐩_1^{}`$-integration of this expression coincides with the inclusive inelastic photoabsorption cross section (112).
#### 2 Diffractive and total photoabsorption cross section with one jet resolved
The diffractive one-fold differential photoabsorption cross section involves by definition only contact terms. Due to energy momentum conservation, at least one contact term is required on the amplitude level. An arbitrary non-vanishing number of contact terms in the amplitude translates into a factor $`\delta 𝒦`$, see the discussion of Fig. 7 (d). Hence, the diffractive contribution to the cross section reads
$`{\displaystyle \frac{d\sigma _{\mathrm{diff}.}^{\gamma ^{}q\overline{q}}}{d\alpha d𝐩_1^{}}}`$ $`=`$ $`{\displaystyle \frac{\alpha _{\mathrm{em}}N_c}{(2\pi )^2}}{\displaystyle 𝑑𝐛𝑑\overline{𝐛}\mathrm{\Phi }(𝐛;\overline{𝐛};\alpha )𝑑𝐫𝑑\overline{𝐫}e^{i𝐩_1^{}(𝐫\overline{𝐫})}}`$ (148)
$`\times \left[\delta ^{(2)}(\overline{𝐛}\overline{𝐫})𝒦(\overline{𝐛},0;\overline{𝐫},L|\mu )\right]`$
$`\times \left[\delta ^{(2)}(𝐛𝐫)𝒦(𝐫,L;𝐛,0|\mu )\right].`$
The one-fold differential total cross section is given by the sum of the contributions (145) and (148),
$`{\displaystyle \frac{d\sigma _{\mathrm{total}}^{\gamma ^{}q\overline{q}}}{d\alpha d𝐩_1^{}}}={\displaystyle \frac{\alpha _{\mathrm{em}}N_c}{(2\pi )^2}}{\displaystyle 𝑑𝐛𝑑\overline{𝐛}\mathrm{\Phi }(𝐛;\overline{𝐛};\alpha )}`$ (149)
$`\times [e^{i𝐩_1^{}(𝐛\overline{𝐛})}(e^{_0^L𝑑\xi \frac{n(\xi )}{2}\sigma \left(𝐛\overline{𝐛}\right)}+1)`$ (150)
$`{\displaystyle 𝑑𝐫e^{i𝐩_1^{}(𝐫\overline{𝐛})}𝒦(𝐫,L;𝐛,0|\mu )}`$ (151)
$`{\displaystyle }d\overline{𝐫}e^{i𝐩_1^{}(𝐛\overline{𝐫})}𝒦(\overline{𝐛},0;\overline{𝐫},L|\mu )].`$ (152)
#### 3 Non-trivial colour interference in one-fold and two-fold differential photoabsorption cross sections
Colour triviality of differential cross sections cannot be taken for granted. It has to be established by the diagrammatic techniques used in the above subsections. To illustrate this point, we give in the following simple examples of untagged differential cross sections which show colour interference effects. We calculate the inelastic part of the $`N=2`$ photoabsorption cross section (50) in the $`\nu \mathrm{}`$ limit in which the $`q`$-$`\overline{q}`$ state propagates along straight lines through the nuclear target. For a target of thickness $`L`$ and homogeneous density $`n(\xi )=n_0`$,
$`{\displaystyle \frac{d\sigma _{\mathrm{inel}.}^{\gamma ^{}q\overline{q}}(N=2)}{d\alpha d𝐩_1^{}d𝐩_2^{}}}`$ (153)
$`={\displaystyle \frac{\alpha _{\mathrm{em}}}{(2\pi )^4}}{\displaystyle 𝑑𝐛_1𝑑𝐛_2𝑑\overline{𝐛}_1𝑑\overline{𝐛}_2\mathrm{\Phi }(𝐛_1𝐛_2;\overline{𝐛}_1\overline{𝐛}_2;\alpha )}`$ (154)
$`\times e^{i𝐩_1^{}(𝐛_1\overline{𝐛}_1)}e^{i𝐩_2^{}(𝐛_2\overline{𝐛}_2)}{\displaystyle \frac{n_0^2L^2}{2C_F^2}}{\displaystyle \frac{1}{4}}`$ (155)
$`\times [\overline{\sigma }(𝐛_1\overline{𝐛}_1)+\overline{\sigma }(𝐛_2\overline{𝐛}_2)`$ (156)
$`\overline{\sigma }(𝐛_1\overline{𝐛}_2)\overline{\sigma }(𝐛_2\overline{𝐛}_1)]`$ (157)
$`\times \left[\mathrm{Tr}[aabb]B^{(1)}+\mathrm{Tr}[abab]B^{(2)}\right],`$ (158)
where we have introduced the notational shorthands
$`B^{(1)}`$ $`=`$ $`\overline{\sigma }(𝐛_1\overline{𝐛}_1)+\overline{\sigma }(𝐛_2\overline{𝐛}_2)`$ (160)
$`+\overline{\sigma }(\overline{𝐛}_1\overline{𝐛}_2)+\overline{\sigma }(𝐛_2𝐛_1)4\overline{\sigma }(0),`$
$`B^{(2)}`$ $`=`$ $`\overline{\sigma }(\overline{𝐛}_1\overline{𝐛}_2)+\overline{\sigma }(𝐛_1𝐛_2)`$ (162)
$`\overline{\sigma }(𝐛_1\overline{𝐛}_2)\overline{\sigma }(𝐛_2𝐛_1).`$
For the cross section (158), colour triviality is the condition that $`B^{(2)}`$ vanishes. However, $`B^{(2)}0`$, and colour interference terms remain in (158). In contrast, the elastic part of the $`N=2`$ photoabsorption cross section is colour trivial since it involves by construction only contact terms. Colour triviality (non-triviality) of the inelastic part of the photoabsorption cross section thus implies automatically the colour triviality (non-triviality) of the corresponding total cross section.
In general, the more inclusive the cross section, the more likely it is colour trivial. In this sense, tagged cross sections are very exclusive since they require detailed knowledge of the final state of the medium. On the other hand, calculating more inclusive observables from (158), one recovers colour trivial examples. Especially, the $`𝐩_2`$-integral (or $`𝐩_1`$-integral) of (158) turns out to be colour trivial. This is expected, of course, since these integrated versions of (158) determine the $`N=2`$ term of (145) in the $`\nu \mathrm{}`$-limit.
Based on these results, one may ask whether all one-fold differential photoabsorption cross sections are colour trivial. This is not the case as can be seen e.g. from the inelastic parts of the one-fold differential cross sections
$`{\displaystyle \frac{d\sigma _{\mathrm{inel}.}^{\gamma ^{}q\overline{q}}}{d\alpha d\left(𝐩_1^{}𝐩_2^{}\right)}},`$ (163)
$`{\displaystyle \frac{d\sigma _{\mathrm{inel}.}^{\gamma ^{}q\overline{q}}}{d\alpha d\left(𝐩_1^{}+𝐩_2^{}\right)}}.`$ (164)
For these cross sections, the arguments of $`\overline{\sigma }`$ in the expression (162) for $`B^{(2)}`$ are constraint by $`𝐛_1\overline{𝐛}_1=\pm \left(𝐛_2\overline{𝐛}_2\right)`$. It is easy to check that $`B^{(2)}0`$, i.e., both results are not colour trivial for $`N=2`$ and thus they cannot be colour trivial for $`N=`$ arbitrary. For a colour trivial expression, it is crucial that (50) is not integrated over some average or relative momentum but over the transverse momentum of a final state particle. This is necessary for using the identities of Fig. 7 (a) and (b).
### F Mueller’s dipole formulas as eikonal approximation
Explicit calculations of the $`p_{}`$-integrated and one-fold differential photoabsorption cross sections (112)-(118) and (145)-(158) respectively require an explicit representation of the path integral $`𝒦`$. This necessarily involves an approximation. In this section, we study the eikonal approximation which substitutes the path integrals $`𝒦`$ by their ultrarelativistic limit
$$\underset{\nu \mathrm{}}{lim}𝒦(L,𝐫;0,𝐛|\mu )=\delta ^{(2)}\left(𝐛𝐫\right)S(𝐛).$$
(165)
We consider a homogeneous density distribution $`n(\xi )=n_0`$ for a target of longitudinal extension $`L`$ and we write for the Glauber-type suppression factor
$$S(𝐛)=e^{\frac{1}{2}nL\sigma (𝐛)}.$$
(166)
Also, we neglect the phase factors $`\mathrm{exp}\{iq\left(\xi \xi ^{}\right)\}`$ in this $`\nu \mathrm{}`$-limit, see our discussion of (124), (125) above. In the ultrarelativistic limit, all photoabsorption cross sections reduce to standard Glauber-type expressions:
$`\underset{\nu \mathrm{}}{lim}\sigma _{inel.}^{\gamma ^{}q\overline{q}}`$ $`=`$ $`N_c\alpha _{\mathrm{em}}{\displaystyle 𝑑\alpha 𝑑𝐛\mathrm{\Phi }(𝐛;𝐛;\alpha )}`$ (168)
$`\times \left[1S^2(𝐛)\right],`$
$`\underset{\nu \mathrm{}}{lim}\sigma _{diff.}^{\gamma ^{}q\overline{q}}`$ $`=`$ $`N_c\alpha _{\mathrm{em}}{\displaystyle 𝑑\alpha 𝑑𝐛\mathrm{\Phi }(𝐛;𝐛;\alpha )}`$ (170)
$`\times \left[1S(𝐛)\right]^2,`$
$`\underset{\nu \mathrm{}}{lim}\sigma _{total}^{\gamma ^{}q\overline{q}}`$ $`=`$ $`2N_c\alpha _{\mathrm{em}}{\displaystyle 𝑑\alpha 𝑑𝐛\mathrm{\Phi }(𝐛;𝐛;\alpha )}`$ (172)
$`\times \left[1S(𝐛)\right].`$
This total photoabsorption cross section is Mueller’s dipole formula first derived in Ref. . Also, the elastic cross section is known to describe the diffractive contribution to the deep inelastic scattering structure function $`F_2`$ in the ultrarelativistic limit .
The one-fold differential cross sections read in the eikonal limit
$`\underset{\nu \mathrm{}}{lim}{\displaystyle \frac{d\sigma _{\mathrm{inel}.}^{\gamma ^{}q\overline{q}}}{d\alpha d𝐩_1^{}}}={\displaystyle \frac{\alpha _{\mathrm{em}}N_c}{(2\pi )^2}}{\displaystyle 𝑑𝐛𝑑\overline{𝐛}\mathrm{\Phi }(𝐛;\overline{𝐛};\alpha )e^{i𝐩_1^{}(𝐛\overline{𝐛})}}`$ (173)
$`\times \left[S(𝐛\overline{𝐛})S(\overline{𝐛})S(𝐛)\right],`$ (174)
$`\underset{\nu \mathrm{}}{lim}{\displaystyle \frac{d\sigma _{\mathrm{diff}.}^{\gamma ^{}q\overline{q}}}{d\alpha d𝐩_1^{}}}={\displaystyle \frac{\alpha _{\mathrm{em}}N_c}{(2\pi )^2}}{\displaystyle 𝑑𝐛𝑑\overline{𝐛}\mathrm{\Phi }(𝐛;\overline{𝐛};\alpha )e^{i𝐩_1^{}(𝐛\overline{𝐛})}}`$ (175)
$`\times \left[1S(\overline{𝐛})\right]\left[1S(𝐛)\right],`$ (176)
$`\underset{\nu \mathrm{}}{lim}{\displaystyle \frac{d\sigma _{\mathrm{total}}^{\gamma ^{}q\overline{q}}}{d\alpha d𝐩_1^{}}}={\displaystyle \frac{\alpha _{\mathrm{em}}N_c}{(2\pi )^2}}{\displaystyle 𝑑𝐛𝑑\overline{𝐛}\mathrm{\Phi }(𝐛;\overline{𝐛};\alpha )e^{i𝐩_1^{}(𝐛\overline{𝐛})}}`$ (177)
$`\times \left[1+S(𝐛\overline{𝐛})S(\overline{𝐛})S(𝐛)\right].`$ (178)
The elastic contribution (176) has been obtained previously in calculations of the diffractive component of DIS electron nucleon scattering with one resolved jet in the final state . Furthermore, the total cross section (178) was previously obtained by Mueller (see eq. (27) of Ref. ) from a one-loop calculation arguing then for its general validity. In passing, we recall Mueller’s interpretation of the four terms in (178): for the case $`p_{1}^{}{}_{}{}^{2}Q^2`$, the first two terms turn out to be of equal size while the last two terms are negligible . Looking at the diagrammatic contributions one concludes that in this limit the term proportional $`S(𝐛\overline{𝐛})`$ gives the probability that a quark which gets many random kicks is found with relatively small transverse momentum. The term proportional to $`1`$, on the other hand, corresponds to the case of no scattering and can be viewed as the quantum mechanical shadow of the term proportional to $`S(𝐛\overline{𝐛})`$ .
### G Corrections to the eikonal approximation
To go beyond the eikonal limit, we discuss now the Gaussian dipole approximation for the path-integrals $`𝒦`$. It is based on the observation that the main support in the path integral (99) comes from small transverse distances $`r=|𝐫|`$, where the cross section $`\sigma (𝐫)`$ in (68) has a leading quadratic dependence:
$`\sigma (𝐫)C(r)r^2.`$ (179)
In explicit model calculations, one finds that the $`r`$-dependence of $`C(r)`$ is a slow logarithmic one, and can be neglected. For the dipole cross section in (68), an expansion to order $`r^2`$ confirms this feature. One finds
$$C=\frac{C_F}{2}^{\kappa _c}\frac{d^2\text{tensysevensyfivesy}\text{κ}_{}}{(2\pi )^2}\text{tensysevensyfivesy}\text{κ}_{}^2|a_0(\text{tensysevensyfivesy}\text{κ}_{})|^2,$$
(180)
where the $`\text{tensysevensyfivesy}𝜿_{}`$-integral depends logarithmically on the ultraviolet cut-off $`\kappa _c`$ which one has to introduce in this approximation. We note that $`C`$ provides a measure of the average transverse momentum transfer $`\text{tensysevensyfivesy}𝜿_{}^2`$ in a single scattering. For sufficiently small $`r`$, when the $`r`$-dependence of $`C`$ can be neglected, the path integral (99) reduces to that of a harmonic oscillator
$`𝒦_{\mathrm{osz}}(𝐫_2,L;𝐫_1,0|\mu )`$ $`=`$ $`{\displaystyle \frac{A}{\pi i}}\mathrm{exp}\{iAB(𝐫_1^2+𝐫_2^2)`$ (182)
$`2iA𝐫_1𝐫_2\},`$
$`A`$ $`=`$ $`{\displaystyle \frac{\mu \mathrm{\Omega }}{2\mathrm{sin}(\mathrm{\Omega }L)}},`$ (183)
$`B`$ $`=`$ $`\mathrm{cos}(\mathrm{\Omega }L),`$ (184)
with the oscillator frequency
$$\mathrm{\Omega }=\frac{1i}{\sqrt{2}}\sqrt{\frac{n_0C}{\mu }}.$$
(185)
For what follows, it is important that the $`\mu \mathrm{}`$-limit of $`𝒦_{\mathrm{osz}}`$ coincides with the eikonal limit (165) of the unapproximated path-integral. To see this, we expand the norm of $`𝒦_{\mathrm{osz}}`$ to leading order in $`\mu `$ and the phase to next to leading order,
$`𝒦_{\mathrm{osz}}(𝐫_2,L;𝐫_1,0|\mu )={\displaystyle \frac{\mu +O\left(\mu ^0\right)}{2\pi iL}}\mathrm{exp}\{{\displaystyle \frac{i\mu }{2L}}(𝐫_e𝐫)^2`$ (186)
$`{\displaystyle \frac{Ln_0C}{6}}[𝐫_e^2+𝐫^2+𝐫_e𝐫]+O\left(\mu ^1\right)\}`$ (187)
$`\stackrel{\mu \mathrm{}}{}\delta ^{(2)}\left(𝐫_e𝐫\right)e^{\frac{1}{2}n_0LC\text{tensysevensyfivesy}𝒓^2},`$ (188)
which coincides with (165) for the quadratic ansatz $`\sigma \left(𝐫\right)=C𝐫^2`$. The harmonic oscillator approximation thus provides an explicit representation for the path-integral $`𝒦`$ which preserves the correct high energy limit. At least numerically, this allows for an explicit study of the $`1/\mu `$-corrections to the eikonal limit of the cross sections (112)-(118) and (145)-(152). To explore some qualitative features of these $`1/\mu `$-corrections analytically, we take here recourse to a Gaussian approximation $`\mathrm{\Phi }_G`$ of the incoming Born wavefunction:
$`\mathrm{\Phi }_G(𝐫,\overline{𝐫};\alpha )`$ $`=`$ $`\psi (𝐫)\psi ^{}(\overline{𝐫}),`$ (189)
$`\psi (𝐫)`$ $`=`$ $`\frac{1}{\pi R^2}\mathrm{exp}\left(𝐫^2/R^2\right),`$ (190)
$`{\displaystyle \frac{1}{R^2}}`$ $`=`$ $`(1\alpha )\alpha Q^2+m^2,`$ (191)
where the radius $`R`$ is chosen to reproduce the characteristic width of the fall-off of the exact Born probability $`\mathrm{\Phi }`$ given in (B12) and (B30).
The time-evolved final state wavefunction reads
$`\mathrm{\Psi }_f(\overline{𝐫})`$ $`=`$ $`{\displaystyle 𝑑𝐫𝒦_{\mathrm{osz}}(\overline{𝐫},L;𝐫,0|\mu )\psi (𝐫)}`$ (192)
$`=`$ $`{\displaystyle \frac{1+O(\mu ^1)}{\pi R^2}}\mathrm{exp}[{\displaystyle \frac{\overline{𝐫}^2}{R^2}}{\displaystyle \frac{1}{2}}n_0LC\overline{𝐫}^2+iqL`$ (194)
$`i{\displaystyle \frac{\overline{𝐫}^2}{\mu }}c_1{\displaystyle \frac{\overline{𝐫}^2}{\mu ^2}}c_2+O(\mu ^3)].`$
Here, we have used the phase convention (120) to obtain the term $`iqL`$ in the exponent. The shorthands $`c_1`$ and $`c_2`$ denote the leading real and imaginary $`1/\mu `$-corrections to the final state wavefunction:
$`c_1`$ $`=`$ $`{\displaystyle \frac{L}{6}}\left[n_0^2L^2C^2+6{\displaystyle \frac{n_0LC}{R^2}}+{\displaystyle \frac{12}{R^4}}\right],`$ (195)
$`c_2`$ $`=`$ $`{\displaystyle \frac{L^2}{15}}\left[n_0^3L^3C^3+10{\displaystyle \frac{n_0^2L^2C^2}{R^2}}+40{\displaystyle \frac{n_0LC}{R^4}}+{\displaystyle \frac{60}{R^6}}\right].`$ (196)
Deviations from the eikonal limit can be calculated with the help of (194). For example, we find for the total photoabsorption cross section (118):
$`\sigma _{\mathrm{total}}^{\gamma ^{}q\overline{q}}\underset{\nu \mathrm{}}{lim}\sigma _{\mathrm{total}}^{\gamma ^{}q\overline{q}}`$ (197)
$`=N_c\alpha _{\mathrm{em}}{\displaystyle 𝑑\alpha 𝑑𝐫\mathrm{\Phi }_G(𝐫,𝐫;\alpha )S(𝐫)}`$ (198)
$`\times 2\left[1e^{𝐫^2c_2/\mu ^2}\mathrm{cos}\left({\displaystyle \frac{𝐫^2}{\mu }}c_1+qL\right)\right].`$ (199)
In the $`\nu \mathrm{}`$-limit, this difference vanishes by construction. To understand which scales determine the deviations from the eikonal limit, we recall that $`1/(\mu R^2)=q`$ has an interpretation as inverse coherence length $`1/l_f`$ and $`n_0LC`$ is the total transverse momentum squared accumulated during the rescattering over a distance $`L`$. The eikonal approximation is thus justified if the phases determined by the coherence length and the total transverse energy $`E_{}^{\mathrm{tot}}`$ are negligible:
$`qL`$ $``$ $`1,`$ (200)
$`E_{}^{\mathrm{tot}}L={\displaystyle \frac{n_0LC}{2\mu }}L`$ $``$ $`1.`$ (201)
We conclude this section with two technical remarks:
1. The explicit form of the incoming $`q`$-$`\overline{q}`$ wavefunctions (B9), (B27) is given in terms of the Bessel function $`K_0`$ which has an integral representation in terms of a Gaussian in $`𝐫`$,
$$K_0(ϵ|𝐫|)=\frac{1}{2}_{\mathrm{}}^0\frac{dy_L}{y_L}e^{i\frac{ϵ^2}{4y_L}𝐫^2+iy_L}.$$
(202)
The evolution of the Gaussian wavefunction $`\psi (𝐫)`$ in (194) can thus be used for the exact calculation if $`1/R^2`$ is taken to be the width $`\frac{ϵ^2}{4y_L}`$ of the integrand of (202) and the $`y_L`$-integration is done afterwards. However, to order $`1/\mu `$, terms proportional to $`1/R^4`$ appear in (194) and thus the $`y_L`$-integration cannot be done analytically if $`1/\mu `$-corrections are included. Only the $`\mu \mathrm{}`$-limit can be accessed analytically in this way.
2. A surprising difficulty occurs in the calculation of the photoabsorption cross section (112) from the harmonic oscillator approximation (182) if one tries to do the $`𝐫_e`$-integration first:
$$F_{\mathrm{osz}}(\overline{𝐫},𝐫)=𝑑𝐫_e𝒦_{\mathrm{osz}}(\overline{𝐫},0;𝐫_e,L|\mu )𝒦_{\mathrm{osz}}(𝐫_e,L;𝐫,0|\mu ).$$
(203)
After a lengthy but straightforward calculation, we find for the $`\mu \mathrm{}`$-limit
$$\underset{\mu \mathrm{}}{lim}F_{\mathrm{osz}}(\overline{𝐫},𝐫)=\delta ^{(2)}\left(\overline{𝐫}𝐫\right)e^{\frac{1}{4}n_0LC𝐫^2},$$
(204)
whose exponent differs from that of the eikonal dipole formula (165) by a factor $`\frac{1}{4}`$. This mismatch is an artefact stemming from a calculation which performs simplifications on the cross section level before completing the dynamical evolution on the amplitude level. Starting from (194) for $`\mathrm{\Psi }_f(𝐫_e)`$ and calculating $`\mathrm{\Psi }_f(𝐫_e)\mathrm{\Psi }_f^{}(𝐫_e)`$, one obviously reproduces for (112) the eikonal expression (168) in the $`\mu \mathrm{}`$-limit.
## V Photodissociation via non-abelian Stokes’s theorem
In this section, we argue that the dipole cross section (68) parametrizes the transverse components of the chromoelectric field strength correlations $`FF`$ in the nuclear medium. This suggests an interpretation of $`\sigma (𝐫)`$ which holds model-independent, i.e., irrespective of whether we have build up (68) from the model ansatz (14), or from some other model parametrization of the colour target field.
We first recall the non-abelian Stokes’s theorem. This relates the integral of the non-abelian vector potential $`A_\mu `$ along a closed contour $`C`$ to the area integral of the field strength tensor $`F^{\mu \nu }`$
$`\mathrm{Tr}𝒫\mathrm{exp}\left({\displaystyle _C}𝑑z_\mu A^\mu (z)\right)`$ (205)
$`=\mathrm{Tr}𝒫_{\mathrm{area}}\mathrm{exp}\left({\displaystyle 𝑑\sigma _{\mu \nu }(y)U_{Ay}F^{\mu \nu }(y)U_{yA}}\right).`$ (206)
Here, the $`U_{Ay}`$ are parallel transporters. They ensure that the r.h.s. is gauge-invariant. Equation (206) does not depend on the choice of the position $`A`$, since cyclicity of the trace allows to change the reference point by substituting $`U_{Ay}U_{BA}U_{Ay}`$. The area ordering $`𝒫_{\mathrm{area}}`$ is defined by disecting the area enclosed by $`C`$ in many (ultimately: infinitessimally small) areas in such an order that the parallel transporters $`C_i`$ along the infinitessimal areas combine to $`C`$. As a consequence of the non-Abelian Gauss theorem, (206) turns out to be independent of the orientation of the surface $`d\sigma _{\mu \nu }(y)`$ .
The total photoabsorption cross section (53) is closely related to the Stokes’s theorem, as can be seen from the representation
$`\sigma _{total}^{\gamma ^{}q\overline{q}}`$ $`=`$ $`\alpha _{\mathrm{em}}{\displaystyle 𝑑\alpha 𝑑𝐛_1𝑑𝐛_2𝑑\overline{𝐛}_1𝑑\overline{𝐛}_2\mathrm{\Phi }(\mathrm{\Delta }𝐛;\mathrm{\Delta }\overline{𝐛};\alpha )}`$ (210)
$`\times {\displaystyle }𝒟r_1𝒟r_2e^{\frac{i\nu }{2}{\scriptscriptstyle \left(\alpha \dot{r}_2^2+(1\alpha )\dot{r}_1^2\right)}}`$
$`\times {\displaystyle }𝒟\overline{r}_1𝒟\overline{r}_2e^{\frac{i\nu }{2}{\scriptscriptstyle \left(\alpha \dot{\overline{r}}_2^2(1\alpha )\dot{\overline{r}}_1^2\right)}}`$
$`\times \mathrm{Tr}𝒫\mathrm{exp}\left({\displaystyle _{C(r_1,r_2,\overline{r}_1,\overline{r}_2)}}𝑑z_\mu A^\mu (z)\right)`$
Here, $`C`$ is defined by the transverse paths $`𝐫_1(\xi )`$, $`\overline{𝐫}_1(\xi )`$, $`𝐫_2(\xi )`$, $`\overline{𝐫}_2(\xi )`$ which denote the positions of the rescattering quark and anti-quark in the path integral representation (29) of the corresponding Green’s functions. We can consider $`C`$ as a closed path since we work for a static potential $`A_\mu =\delta _{\mu 0}A_0`$ for which the Wilson line along purely transverse directions $`d𝐱_{}A_{}(x)`$ vanishes. The photoabsorption cross section (210) is thus given by a closed Wilson loop which sums up the gluon field strength of the medium in the area determined by the paths of the rescattering $`q`$\- and $`\overline{q}`$\- quarks.
The connection between total hadronic cross sections as (210) and closed Wilson loops has been studied extensively, see e.g. . Phenomenological applications of the non-abelian Stokes’s theorem (206) were pioneered by Dosch and coauthors . In Dosch’s approach, one takes recourse to an axial gauge in which the parallel transporters on the r.h.s. of (206) reduce to unit operators. The remaining expression is then expanded in powers of $`F`$. Our discussion of (210) borrows from this strategy. Clearly, we cannot choose an axial gauge to remove the parallel transporters in (206), since our gauge freedom is already exhausted by the definition (14). However, we can invoke the proof of colour triviality of (210) to discuss the equivalent abelian problem with a rescaled vector potential $`A_\mu \sqrt{C_F}A_\mu `$. We find
$`\mathrm{exp}\left(ig\sqrt{C_F}{\displaystyle _C}𝑑sA^\mu (\omega _s){\displaystyle \frac{\omega _s^\mu }{s}}\right)`$ (211)
$`=\mathrm{exp}\left(ig\sqrt{C_F}{\displaystyle _S}F_{\mu \nu }(\omega _s){\displaystyle \frac{\omega _s^\mu }{s}}{\displaystyle \frac{\omega _s^\nu }{x_\alpha }}𝑑s𝑑x_\alpha \right)`$ (212)
$`=\mathrm{exp}\left(ig\sqrt{C_F}{\displaystyle _{z_1}^{z_2}}𝑑\xi {\displaystyle _{𝐫_1(\xi )}^{𝐫_2(\xi )}}𝑑x_{}^iE_i^{}(𝐱_{},\xi )\right)`$ (213)
$`=1{\displaystyle _{z_1}^{z_2}}d\xi n(\xi ){\displaystyle \frac{g^2C_F}{2}}{\displaystyle }d\overline{\xi }{\displaystyle _{𝐫_1(\xi )}^{𝐫_2(\xi )}}dx_{}^idx_{}^j`$ (214)
$`\times E_i^{}(𝐱_{},\xi )E_j^{}(𝐱_{}^{}{}_{}{}^{},\xi +\overline{\xi })+O\left(n^2(\xi )\right).`$ (215)
Here, $`\omega _s^\mu `$ denotes the path around the contour $`C`$, and the notation is specified in Fig. 11.
We have used the particular form of a static colour potential $`A_\mu =\delta _{\mu 0}A_0`$ to rewrite the r.h.s. of (206) in terms of transverse electric fields. The detailed arguments for the shift of integration variables needed to arrive at the last equation of (215) are given in appendix B of Ref. . The same appendix contains the derivation of the dipole cross section (68) from a closed abelian Wilson loop:
$`\mathrm{exp}\left(ig\sqrt{C_F}{\displaystyle _C}𝑑sA^\mu (\omega _s){\displaystyle \frac{\omega _s^\mu }{s}}\right)=`$ (216)
$`\mathrm{exp}\left(ig\sqrt{C_F}{\displaystyle _{z_1}^{z_2}}𝑑\xi \left[A_0(𝐫_1(\xi ),\xi )A_0(𝐫_2(\xi ),\xi )\right]\right)`$ (217)
$`=\mathrm{exp}\left({\displaystyle _{z_1}^{z_2}}𝑑\xi n(\xi )\sigma \left(𝐫_1(\xi )𝐫_2(\xi )\right)\right).`$ (218)
Comparing (218) to (215), we can relate the dipole cross section to the two-point correlation function of the transverse electric field strength,
$`\sigma (𝐫_1(\xi )𝐫_2(\xi ))={\displaystyle }d\overline{\xi }{\displaystyle _{𝐫_1(\xi )}^{𝐫_2(\xi )}}dx_{}^idx_{}^j`$ (219)
$`\times E_i^{}(𝐱_{},\xi )E_j^{}(𝐱_{}^{}{}_{}{}^{},\xi +\overline{\xi }).`$ (220)
As long as we parametrize this dipole cross section by the Gaussian approximation $`\sigma (𝐫)=Cr^2`$, only the average of the colour field strength enters our final results in form of one single parameter $`C`$. The final result is model-independent in the sense that it does not depend on the model-specific way in which the colour field strength giving rise to $`C`$ was modelled.
## VI Conclusion
Colour triviality provides a crucial simplification of an otherwise untractable problem. In general, the $`N`$-fold rescattering of a parton in a colour target field leads in the cross section to colour traces over $`2N`$ generators. For sufficiently exclusive processes, the huge number of colour interference terms thus limits explicit calculations of the soft nuclear dependence of hard partonic processes to the case of very few rescatterings . Colour triviality is the consequence of a complete diagrammatic cancellation between these different colour interference terms. For colour trivial observables, all non-abelian complications reduce to the rescaling of coupling constants by appropriate powers of Casimirs. The multiple scattering problem thus becomes an abelian one. The soft nuclear dependence of hard colour-trivial observables can be described in terms of a QCD dipole cross section which absorbs the leading medium-dependence in a one-parameter estimate $`C`$ of the average target colour field strength. This makes the identification of colour-trivial observables of particular interest for relativistic heavy ion collisions at RHIC and LHC where very little is known about the medium a priori but many “hard probes” are expected to receive sizeable nuclear modifications due to rescattering effects.
In the present work, we have derived an explicit general expression for the rescattering effects on a hard coloured parton inside a spatially extended nuclear medium. We have then studied in detail for the simple example of virtual photodissociation under which conditions this general rescattering formula results in colour-trivial observables which can be parametrized by a QCD dipole cross section. In detail:
The non-abelian Furry wavefunction (18) derived in section II is a high-energy approximation to the solution of the non-abelian Dirac equation in a spatially extended colour field. In contrast to other approximate solutions , it is accurate up to order $`O(1/E^2)`$ in the phase. This is known to be indespensable for calculating the nuclear dependence of observables which are determined by the destructive interference between different production amplitudes as e.g. the LPM-effect or the nuclear dependence of Drell-Yan yields. The Furry wavefunction (18) thus provides a unified starting point for the description of the nuclear dependence of a large class of observables.
Based on the Green’s function $`\overline{G}`$ which describes the dynamical evolution of the non-abelian Furry wavefunction, we have derived in section IV a set of diagrammatic identities which play the key role in proofs of colour triviality. These identities exploit the integration over the transverse momentum of a single final state particle only. They are thus much stronger than diagrammatic cancellations implied by the optical theorem. As a consequence, they ensure for the example of the $`\gamma ^{}q\overline{q}`$ process a colour trivial result not only for the total, elastic and inelastic inclusive photoabsorption cross section but also for cases in which one jet is resolved in the final state. All these observables can be described in terms of the same one-parameter QCD dipole cross section.
Earlier applications of these diagrammatic techniques as well as statements about the colour triviality of the photoabsorption cross section exist . Here, we have given relatively short and complete proofs of these statements by exploiting the advantages of a new and compact configuration-space notation implied by the Furry wavefunction. In contrast to previous discussions, our formulation includes the transverse dynamical evolution of the partons. For the example of the photoabsorption cross section studied here, this allowed us to quantify the leading deviations from the eikonal limit which grow at fixed energy proportional to $`L^2`$. Moreover, the compactness of our notation made it possible to discuss in detail technically rather involved processes as e.g. the inelastic and total photoabsorption cross section with one jet resolved in the final state. This points to the strength of the present approach which we believe to be suited for the explicit discussion of more complicated processes as, e.g., further studies of the transverse momentum dependence of the non-abelian LPM-effect or photodissociation including initial state gluon radiation .
###### Acknowledgements.
I am indebted to Miklos Gyulassy for many helpful and inspiring discussions, a critical reading of this manuscript, and the hospitality extended to me at Columbia University. I thank Al Mueller for several discussions about ”contact terms” which have strongly influenced sections IV D \- IV F. Thanks go to Yuri Kovchegov for his patience in explaining to me many technical details of Refs. . Helpful comments by E. Iancu, P. Levai, E. Levin, A. Leonidov, L. McLerran, R. Venugopalan and I. Vitev are gratefully acknowledged. This work was supported by a CERN Fellowship and by the Director, Office of Energy Research, Division of Nuclear Physics of the Office of High Energy and Nuclear Physics of the U.S. Department of Energy under Contract No. De-FG-02-92ER-40764.
## A Non-abelian Furry approximation
In this appendix, we derive the non-abelian Furry wavefunction (18) from the set of $`N`$-scattering Feynman diagrams (16). For an $`N`$-fold rescattering diagram, we use the notation $`𝐩_{N+1}𝐩`$ for the final state momentum. To simplify $`I^{(N)}(𝐲)`$ in (16), we do the longitudinal momentum integrals by contour integration
$`{\displaystyle \frac{dp_i^L}{(2\pi )}\frac{i(\mathit{}_i+m)\gamma _0}{p_i^2m^2+iϵ}e^{ip_i^L(x_i^Lx_{i1}^L)}}`$ (A1)
$`={\displaystyle \frac{(\mathit{}_i+m)\gamma _0}{2p_i^L}}\mathrm{\Theta }(x_i^Lx_{i1}^L)e^{ip_i^L(x_i^Lx_{i1}^L)}.`$ (A2)
We note that, strictly speaking, the position variables $`x_i`$ in this expression are integration variables and do not coincide with the center of the $`i`$-th scattering potential. A more detailed analysis of (16) involves for a particular model also the study of the $`p_i^L`$-poles of the Fourier-transformed single scattering potentials. For a Yukawa-type potential $`1/[(𝐩_i𝐩_{i1})^2+M^2]`$, e.g., these poles give additional contributions to the $`p_i^L`$-integrals, which are however exponentially suppressed due to the Debye-screening mass $`M`$. These details are discussed explicitly in Refs. and for contact terms in Ref. . In the end, the only $`O(1/E)`$-contribution to the $`p_i^L`$-integration turns out to be given by (A2). On the r.h.s. of this equation, $`p_i^L`$ is determined by the pole value to order $`O(1/E)`$, $`p_i^L=p\frac{p_{i}^{}{}_{}{}^{2}}{2p}`$ where $`p^2=E^2m^2`$. Using $`𝐱_0𝐲`$, we can rewrite (16) as
$`I^{(N)}(𝐲)=e^{ipy_L}𝒫({\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle }{\displaystyle \frac{d^2𝐩_i^{}}{(2\pi )^2}}d^3𝐱_i\mathrm{\Theta }(x_i^Lx_{i1}^L)`$ (A3)
$`\times {\displaystyle \frac{(\mathit{}_i+m)\gamma _0}{2p_i^L}}[iA_0(𝐱_i)]e^{i𝐩_i^{}(𝐱_i^{}𝐱_{i1}^{})}`$ (A4)
$`\times e^{i\frac{p_{i}^{}{}_{}{}^{2}}{2p}(x_i^Lx_{i1}^L)})e^{i𝐩𝐱_N+ipx_N^L}v^{(r)}(𝐩).`$ (A5)
We now consider the spinor structure of this expression. To order $`O(1/E^2)`$, each quark propagator introduces a numerator
$$(\mathit{}_i+m)\gamma _0E(\gamma _0\gamma _3)\gamma _0\gamma ^{}𝐩_i^{}\gamma _0+\gamma _3\gamma _0\frac{p_{i}^{}{}_{}{}^{2}}{2p}.$$
(A6)
The normalization of $`I^{(N)}(𝐲)`$ is needed to leading order in energy only. This allows us to neglect the mass term in (A6). For the same reason, it is sufficient to keep only the leading term $`E(\gamma _0\gamma _3)\gamma _0`$ for all numerators (A6) with $`i2`$. Further simplification of (A5) is then possible, using
$$\left(E(\gamma _0\gamma _3)\gamma _0\right)^n=2^{n1}E^n(\gamma _0\gamma _3)\gamma _0.$$
(A7)
The case $`i=1`$ is different: depending on the explicit form of the production vertex, the leading order contribution of this numerator can cancel. We have to keep the numerator $`(\mathit{}_1+m)\gamma _0`$ to order $`O(1/E)`$. To this aim, we substitute in (A5)
$$(\mathit{}_1+m)\gamma _0E(\gamma _0\gamma _3)\gamma _0i\text{tensysevensyfivesy}\text{γ}\frac{}{𝐲}\gamma _0,$$
(A8)
where the differential operator acts on the big bracket in (A5). Equation (A8) is equivalent to (A6) with the transverse components written in configuration space. In a coordinate system with $`𝐩𝐧`$, the above equation takes the form
$`\mathit{}_1\gamma _0`$ $`=`$ $`p(\gamma _0\gamma _3)\gamma _0+\text{tensysevensyfivesy}𝜶^{}(𝐩_1^{}𝐩^{})`$ (A10)
$`\alpha ^L\left({\displaystyle \frac{𝐩_{1}^{}{}_{}{}^{2}}{2p}}{\displaystyle \frac{𝐩_{}^{}{}_{}{}^{2}}{2p}}\right)`$
$``$ $`p(\gamma _0\gamma _3)\gamma _0+i\text{tensysevensyfivesy}𝜶{\displaystyle \frac{}{𝐲}}\text{tensysevensyfivesy}𝜶\left(𝐩p𝐧\right).`$ (A11)
In the same coordinate system, $`0.5(1\gamma _3\gamma _0)v(𝐩)=v(𝐩)`$. Acting with (A11) on $`v(𝐩)`$, we thus find to leading order in $`E`$ an expression proportional to $`\widehat{D}v(𝐩)`$. With these steps, the amplitude (A5) takes the form
$`I^{(N)}(𝐲)`$ $`=`$ $`e^{ipy_L}\widehat{D}𝒫{\displaystyle \left(\underset{i=1}{\overset{N}{}}d^3𝐱_i\mathrm{\Theta }(x_i^Lx_{i1}^L)\right)}`$ (A14)
$`\times \left({\displaystyle \underset{i=1}{\overset{N}{}}}[iA_0(𝐱_i)]G_0(𝐱_{i1},𝐱_i|p)\right){\displaystyle 𝑑𝐱_{}}`$
$`\times G_0(𝐱_N,𝐱|p)F_{\mathrm{}}(𝐱_{},𝐱^L,𝐩)v^{(r)}(p).`$
Here, we have introduced two elements of the abelian Furry approximation: the outgoing transverse plane wave $`F_{\mathrm{}}`$ and the free Green’s function $`G_0`$ of (26) which we have identified here with the Gaussian $`𝐩_i^{}`$-integrals,
$`G_0(𝐱_{i1}^{},x_{i1}^L;𝐱_i^{},x_i^L|p)`$ (A15)
$`={\displaystyle \frac{d^2𝐩_i^{}}{(2\pi )^2}e^{i𝐩_i^{}(𝐱_i^{}𝐱_{i1}^{})}e^{i\frac{p_{i}^{}{}_{}{}^{2}}{2p}(x_i^Lx_{i1}^L)}}.`$ (A16)
For the path-ordered product in (A14) which involves these Green’s functions, we introduce the shorthand
$`\overline{G}^{(N)}(𝐲_{},y_L;𝐱_{},x_L|p)=`$ (A17)
$`𝒫\left({\displaystyle \underset{i=1}{\overset{N+1}{}}}{\displaystyle d^3𝐱_i\mathrm{\Theta }(x_i^Lx_{i1}^L)}\right)G_0(𝐲_{},y_L;𝐱_1^{},x_1^L|p)`$ (A18)
$`\times \left({\displaystyle \underset{i=1}{\overset{N}{}}}[iA_0(𝐱_i)]G_0(𝐱_i^{},x_i^L;𝐱_{i+1}^{},x_{i+1}^L|p)\right),`$ (A19)
where $`𝐱_{N+1}=𝐱_{\mathrm{}}`$. Allowing for arbitrary many gluon exchanges, we have to sum over $`N`$.
$$\overline{G}(𝐲_{},y_L;𝐱_{},x_L|p)=\underset{N=0}{\overset{\mathrm{}}{}}\overline{G}^{(N)}(𝐲_{},y_L;𝐱_{},x_L|p).$$
(A20)
From this one sees easily that $`\overline{G}^{(N)}`$ corresponds exactly to the $`N`$-th order $`O(A_0^N)`$ term in (25). The sum (18) over $`N`$-fold scattering diagrams takes the form of a non-abelian extension of the Furry approximation.
We emphasize that the approximations used in our derivation and especially the different treatment of the quark propagators at the production vertex and in the final state rescattering part of the amplitude $`I^{(N)}`$ leads to a consistent high energy expansion with a norm accurate to leading order in $`O(1/E)`$ and a phase factor accurate up to order $`O(1/E^2)`$. The same approximations were employed in recent calculations of rescattering amplitudes for which the production vertex $`P`$ is a photon or gluon emission vertex .
## B $`q\overline{q}`$ Fock states
In this appendix, we give details of the derivation of transverse and longitudinal components of the squared incoming Fock state
$$\mathrm{\Phi }(\mathrm{\Delta }𝐛;\mathrm{\Delta }\overline{𝐛};\alpha )=\mathrm{\Phi }_{}(\mathrm{\Delta }𝐛;\mathrm{\Delta }\overline{𝐛};\alpha )+\mathrm{\Phi }_L(\mathrm{\Delta }𝐛;\mathrm{\Delta }\overline{𝐛};\alpha ).$$
(B1)
We start with the longitudinal polarization $`ϵ_\mu ^L`$, satisfying $`ϵ^Lk=0`$ and $`ϵ_{}^{L}{}_{}{}^{2}=1`$,
$$ϵ_\mu ^L=\frac{1}{Q}(\sqrt{\nu ^2+Q^2},\text{tensysevensyfivesy}\text{0}_{},\nu ).$$
(B2)
The corresponding vertex function reads to leading order in energy
$$\mathrm{\Gamma }^L=ϵ_\mu ^L\widehat{\mathrm{\Gamma }}^\mu =Q\sqrt{(1\alpha )\alpha }r\delta _{r,r^{}},$$
(B3)
where $`r`$, $`r^{}`$ are the helicities of the quark and antiquark. The square of this longitudinal vertex function, summed over the spin of the final state particles, reads
$$\underset{r,r^{}}{}\mathrm{\Gamma }^L\mathrm{\Gamma }_{}^{L}{}_{}{}^{}=2Q^2(1\alpha )\alpha .$$
(B4)
This is a kinematical prefactor which factorizes in the integrand of (44). For the first interaction in the photodissociation amplitude in (44), we take some longitudinal position $`z_a`$. The $`𝐲`$-integration in (44) can then be done analytically. We find
$`I_L(𝐛_2𝐛_1|y_L,z_a)`$ (B5)
$`={\displaystyle d^2𝐲_{}\overline{G}_0(𝐛_2,z_a;𝐲|p_2)\overline{G}_0(𝐲;𝐛_1,z_a|p_1)}`$ (B6)
$`={\displaystyle \frac{\mu }{2\pi i(z_ay_L)}}\mathrm{exp}\left\{{\displaystyle \frac{i\mu \left(𝐛_2𝐛_1\right)^2}{2(z_ay_L)}}\right\},`$ (B7)
where $`\mu =(1\alpha )\alpha \nu `$. The virtual photon has to dissociate at longitudinal position $`y_L<z_a`$ in order to make an interaction at $`z_a`$ possible. This limits the range of the $`y_L`$-integral:
$`I_L(\mathrm{\Delta }𝐛|z_a)`$ $`=`$ $`{\displaystyle \underset{\mathrm{}}{\overset{z_a}{}}}𝑑y_LI_L(𝐛_2𝐛_1|y_L,z_a)`$ (B8)
$`=`$ $`{\displaystyle \frac{(1\alpha )\alpha \nu }{2\pi i}}e^{iqz_a}\mathrm{\hspace{0.17em}2}K_0(\overline{ϵ}|\mathrm{\Delta }𝐛|),`$ (B9)
$`\overline{ϵ}`$ $`=`$ $`\sqrt{(1\alpha )\alpha Q^2+m^2}.`$ (B10)
If the first interaction occurs at $`z_a`$ in both the amplitude and complex conjugate amplitude, then the square of the incoming longitudinal $`q\overline{q}`$ Fock wavefunction is defined as the combination of the squared emission vertex (B4) and the free time evolution (B7),
$`\mathrm{\Phi }_L(\mathrm{\Delta }𝐛;\mathrm{\Delta }\overline{𝐛};\alpha )={\displaystyle \frac{_{r,r^{}}\mathrm{\Gamma }^L\mathrm{\Gamma }_{}^{L}{}_{}{}^{}}{4\nu ^2\alpha (1\alpha )}}I_L(\mathrm{\Delta }𝐛|z_a)I_L^{}(\mathrm{\Delta }\overline{𝐛}|z_a)`$ (B11)
$`={\displaystyle \frac{Q^2\alpha ^2(1\alpha )^2}{2(2\pi )^2}}\mathrm{\hspace{0.17em}4}K_0(\overline{ϵ}|\mathrm{\Delta }𝐛|)K_0(\overline{ϵ}|\mathrm{\Delta }\overline{𝐛}|).`$ (B12)
This expression appears for longitudinal polarization in the photodissociation cross section (50).
For our calculations in section IV, we have to consider the more general case that the first interaction vertex occurs at $`z_a`$ in the complex conjugated amplitude $`M_{\mathrm{fi}}^{}`$, but at $`z_b>z_a`$ in the amplitude $`M_{\mathrm{fi}}`$. This implies the further free evolution of (B7) from $`z_a`$ to $`z_b`$,
$`I_L(𝐛_2𝐛_1|y_L,z_b)`$ (B13)
$`={\displaystyle d^2𝐛_1^{}d^2𝐛_2^{}G_0(𝐛_2,z_b;𝐛_2^{},z_a|p_2)}`$ (B14)
$`\times I_L(𝐛_2^{}𝐛_1^{}|y_L,z_a)G_0(𝐛_1^{},z_a;𝐛_1,z_b|p_1)`$ (B15)
$`={\displaystyle 𝑑𝐫_b(z_a)K_0(𝐫_b(z_b),z_b;𝐫_b(z_a),z_a|\nu \alpha (1\alpha ))}`$ (B16)
$`\times I_L(𝐫_b(z_a)|y_L,z_a).`$ (B17)
Here, we have used the notation introduced in equations (93) \- (99) with $`𝐫_b(z_a)=𝐛_2^{}𝐛_1^{}`$ and $`𝐫_b(z_b)=𝐛_2𝐛_1`$. Equation (B17) allows us to circumvent a notational problem which stems from the identity:
$`{\displaystyle \underset{\mathrm{}}{\overset{z_b}{}}}𝑑y_LI(\mathrm{\Delta }𝐛|y_L,z_b)`$ (B18)
$`=e^{iq\left(z_bz_a\right)}{\displaystyle \underset{\mathrm{}}{\overset{z_a}{}}}𝑑y_LI(\mathrm{\Delta }𝐛|y_L,z_a).`$ (B19)
Equation (B19) shows that if the points of first interaction differ in $`M_{\mathrm{fi}}^{}`$ and $`M_{\mathrm{fi}}`$, then phase factors $`\mathrm{exp}\left(iq(z_bz_a)\right)`$ arise in the squared free incoming wavefunction (B12). Hence, strictly speaking, we cannot do the $`y_L`$-integral before specifying the first points of interaction. Previous discussions of the $`q`$-$`\overline{q}`$-dipole do not have this difficulty, since they neglect these phase factors - a praxis which is justified for nuclear targets of size $`L1/q`$. If we want to keep the phases $`\mathrm{exp}\left(iq(z_bz_a)\right)`$ and yet write the photoabsorption cross section (50) in terms of $`\mathrm{\Phi }_L`$, we can use (B17) for a simple convention: whenever the free Green’s function $`K_0(𝐫_b(z_b),z_b;𝐫_b(z_a),z_a|\nu \alpha (1\alpha ))`$ acts on the first argument $`\mathrm{\Delta }𝐛`$ of $`\mathrm{\Phi }_L(\mathrm{\Delta }𝐛;\mathrm{\Delta }\overline{𝐛};\alpha )`$, the result is a phase $`\mathrm{exp}\left(iq(z_bz_a)\right)`$, whenever it acts on the second argument, the result is the complex conjugated phase. This allows us to expand the cross section (109) in powers of the opacity without neglecting phase factors and without giving up the simple representation of $`\sigma ^{\gamma ^{}q\overline{q}}`$ in terms of $`\mathrm{\Phi }`$.
We now turn to the transverse polarizations
$`ϵ_\mu ^{}(\lambda )`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}(0,1,i\lambda ,0).`$ (B20)
$`\mathrm{\Gamma }_\lambda ^T(𝐲)`$ $`=`$ $`ϵ_\mu ^{}(\lambda )\mathrm{\Gamma }^\mu `$ (B21)
$`=`$ $`{\displaystyle \frac{1}{2\sqrt{(1\alpha )\alpha }}}[\delta _{r,r^{}}i_𝐲ϵ^{}(\lambda )(r^{}(12\alpha )+\lambda )`$ (B23)
$`+{\displaystyle \frac{m}{\sqrt{2}}}\delta _{r,r^{}}(1+\lambda r^{})].`$
In contrast to the longitudinal case, this vertex does not factorize in the integrand of (44). However, the $`𝐲`$-integration can be done in analogy to (B9),
$`I_\lambda ^{}(\mathrm{\Delta }𝐛|z_a)`$ (B24)
$`={\displaystyle \underset{\mathrm{}}{\overset{z_a}{}}}𝑑y_L{\displaystyle d^2𝐲_{}e^{iqy_Lϵ|y_L|}G_0(𝐛_2;𝐲|p_2)}`$ (B25)
$`\times \mathrm{\Gamma }_\lambda ^T(𝐲)G_0(𝐲;𝐛_1|p_1)`$ (B26)
$`={\displaystyle \frac{(1\alpha )\alpha \nu }{2\pi i}}e^{iqz_a}\mathrm{\hspace{0.17em}2}\mathrm{\Gamma }_\lambda ^T(\mathrm{\Delta }𝐛)K_0(\overline{ϵ}|\mathrm{\Delta }𝐛|).`$ (B27)
The squared transverse wavefunction reads then
$`\mathrm{\Phi }_{}(\mathrm{\Delta }𝐛;\mathrm{\Delta }\overline{𝐛};\alpha )={\displaystyle \frac{\frac{1}{2}_{\lambda ,r,r^{}}}{4\nu ^2\alpha (1\alpha )}}I_\lambda ^{}(\mathrm{\Delta }𝐛|z_a)I_{\lambda }^{}{}_{}{}^{}(\mathrm{\Delta }\overline{𝐛}|z_a)`$ (B28)
$`={\displaystyle \frac{\overline{ϵ}^2}{2(2\pi )^2}}{\displaystyle \frac{\mathrm{\Delta }𝐛\mathrm{\Delta }\overline{𝐛}}{|\mathrm{\Delta }𝐛||\mathrm{\Delta }\overline{𝐛}|}}K_1(\overline{ϵ}\mathrm{\Delta }𝐛)K_1(\overline{ϵ}\mathrm{\Delta }\overline{𝐛})\left(\alpha ^2+(1\alpha )^2\right)`$ (B29)
$`+{\displaystyle \frac{m^2}{2(2\pi )^2}}K_0(\overline{ϵ}\mathrm{\Delta }𝐛)K_0(\overline{ϵ}\mathrm{\Delta }\overline{𝐛}).`$ (B30)
For the case that the points of first interaction $`z_a`$ and $`z_b`$ are different in the amplitude and complex conjugated amplitude, the convention explained below (B19) applies.
The arguments of the modified Bessel functions $`K_0`$ and $`K_1`$ in (B12) and (B30) specify the transverse separation of the $`q`$-$`\overline{q}`$ dipole pair. This separation is given approximately by $`1/\overline{ϵ}=1/\sqrt{(1\alpha )\alpha Q^2+m^2}`$. The higher the virtuality of the photon, the smaller the transverse size of this dipole. In general, the approximation of the virtual photon by the $`q`$-$`\overline{q}`$ Fock state is reasonable at sufficiently high virtuality, $`Q^21`$ GeV<sup>2</sup>, above the vector meson dominance region . There, the $`q`$-$`\overline{q}`$ separation is small enough to render the effects from string tension negligible and the quarks undergo independent scatterings. For a recent attempt to model interactions between the quarks, see Ref. .
## C Classification of diagrams for (129)
In this appendix, we use the identities Fig. 7a and b to simplify the diagrammatic contributions to the inelastic part of the differential photoabsorption cross section (129). For each $`N`$-th order term in the opacity expansion of (129), we use the notational shorthand
$$\underset{i=1}{\overset{N}{}}A_i^{n_i,m_i,o}.$$
(C1)
Here, the index $`i`$ labels the scattering potentials linked to the $`N`$-th order term, $`i=1`$ being the first scattering potential. The superscripts $`n_i,m_i,o`$ denote how the $`i`$-th scattering center is connected to the $`q`$-$`\overline{q}`$-system. Each scattering center is linked twice to the $`q`$-$`\overline{q}`$-system, once a momentum $`\text{tensysevensyfivesy}𝜿_{}`$ flows into the system, once it flows out. $`n_i[1,2]`$ specifies whether the inflowing momentum is transfered to the upper quark line of momentum $`p_1`$ ($`n_i=1`$) or the lower quark line of momentum $`p_2`$ ($`n_i=2`$). Analogously, $`m_i[1,2]`$ specifies whether the outflowing momentum comes from the upper ($`m_i=1`$) or lower ($`m_i=2`$) quark line. The remaining superscript $`o[r,v,w]`$ specifies the position of the two vertices from the $`i`$-th interaction w.r.t. the cut: either both vertices stand to the right of the cut ($`o=v`$) or to the left of the cut ($`o=w`$), or they are a real contribution ($`o=r`$) where one vertex stands to the right and the other to the left of the cut. We illustrate this notation with the examples in Fig. 12.
All $`N`$-th order contributions to the differential photoabsorption cross section (129) fall into exactly one of the following three classes:
1. There is at least one factor $`A_j^{11,r}`$ in the diagram (C1).
2. There is at least one factor $`A_j^{12,r}`$ or $`A_j^{21,r}`$ in the diagram (C1), but no factor $`A_k^{11,r}`$ (arbritrary $`k`$) and no factor $`A_k^{22,r}`$ with $`k<j`$.
3. (a) There is no factor $`A_k^{11,r}`$ (arbritrary $`k`$) but at least one factor $`A_j^{12,r}`$ or $`A_j^{21,r}`$ in the diagram (C1), and there is at least one factor $`A_k^{22,r}`$ with $`k<j`$.
or
(b) There are no factors $`A_j^{11,r}`$, $`A_j^{12,r}`$ or $`A_j^{21,r}`$ in the diagram (C1).
We now use the identities of Fig. 7a,b to show that many of the diagrams in these three classes cancel each other. In this way we determine the only remaining contribution for each of the three classes:
Class 1: The only non-vanishing contributions are those which contain no terms $`A_l^{22,o}`$, $`A_l^{12,o}`$ or $`A_l^{21,o}`$ with $`o[r,v,w]`$. They are shown in Fig. 10(a1).
Argument: Consider the subclass of diagrams containing factors $`A_l^{22,o}`$, $`A_l^{12,o}`$ or $`A_l^{21,o}`$. In case that there is more than one such factor in the diagram, consider the term with the largest index $`l`$, $`l=k`$ say. Leaving all terms $`jk`$ unchanged, we find in this class of diagrams exactly one diagram with $`A_k^{22,r}`$, $`A_k^{22,v}`$ and $`A_k^{22,w}`$ on the $`k`$-th position. These three diagrams cancel each other due to the identity Fig. 7a. Also, for all terms $`jk`$ unchanged, we find exactly one diagram with $`A_k^{21,r}`$ and $`A_k^{21,v}`$, which cancel due to the identity Fig. 7b. For the same reason, the two diagrams with $`A_k^{12,r}`$ and $`A_k^{12,w}`$ cancel each other (note that $`A_k^{12,w}=A_k^{21,w}`$ specifies the same $`k`$-th term in the same diagram). As a consequence, no contribution which contains terms $`A_l^{22,o}`$, $`A_l^{12,o}`$ or $`A_l^{21,o}`$ gives a non-vanishing contribution.
Class 2: The only non-vanishing contributions contain exactly one real term $`A_j^{12,r}`$ or $`A_j^{21,r}`$ with no real term $`A_k^{11,r}`$ or $`A_k^{22,r}`$, $`k`$ arbitrary, and with no contact terms $`A_k^{12,v}`$, $`A_k^{12,w}`$, $`A_k^{22,v}`$, or $`A_k^{22,w}`$ for $`k>j`$. They are shown in Fig. 10(a2).
Argument: Choose in each diagram the term $`A_j^{12,r}`$ or $`A_j^{21,r}`$ with the lowest index $`j`$. Consider diagrams which contain terms $`A_k^{22,o}`$, $`A_k^{12,o}`$ or $`A_k^{21,o}`$, with $`k>j`$ and $`o=r,v,w`$. Taking $`k`$ maximal and leaving all other terms unchanged, these diagrams cancel due to the identities Fig. 7a and b.
Class 3: The only non-vanishing contributions contain exactly one real term $`A_j^{22,r}`$ but no real terms $`A_j^{11,r}`$, $`A_j^{12,r}`$, or $`A_j^{21,r}`$ and no contact terms $`A_k^{22,v}`$, $`A_k^{22,w}`$, $`A_k^{12,v}`$ or $`A_k^{12,w}`$ with $`k>j`$. They are shown in Fig. 10(a3).
Argument: Consider in each diagram the term $`A_j^{22,r}`$ with lowest index $`j`$. Look then at the largest index $`k>j`$ linking to the $`p_2`$-line. Leaving all other terms unchanged, the sum of the contributions with different configuration at position $`k`$ ensures cancellation: $`A_k^{22,r}`$, $`A_k^{22,v}`$ and $`A_k^{22,w}`$ cancel each other due to identity Fig. 7a. $`A_k^{21,r}`$, $`A_k^{21,v}`$ and $`A_k^{12,r}`$, $`A_k^{21,w}`$ cancel each other due to identity Fig. 7b. Thus only contributions with exactly one real term $`A_j^{22,r}`$ survive cancellation. |
warning/0003/astro-ph0003430.html | ar5iv | text | # Rotation, mass loss and pulsations of the star: an analytical model
## Introduction
We choose the distribution of density $`\rho (r)`$ in a spherical-symmetric star in the form
$$\rho (r)=\rho _c(1x^\alpha ),x=\frac{r}{R};$$
(1)
here $`\rho _c=\rho (0)`$ is the central density, $`r`$ is a running radius, $`R`$ is the radius of the model, $`\alpha `$ is a free parameter, ($`\alpha \mathrm{\hspace{0.17em}0}`$, as we require $`d\rho /dr\mathrm{\hspace{0.17em}0}`$).
## Central-to-mean density ratio
From Eq. (1) we have for a cumulative mass $`m`$, total mass $`M`$ and for the central-to-mean density ratio $`\rho _c/\overline{\rho }`$:
$$\begin{array}{c}m(x)=4\pi \rho _cR^3\left(\frac{x^3}{3}\frac{x^{3+\alpha }}{3+\alpha }\right);M=m(1)=\frac{4\pi }{3}\rho _cR^3\frac{\alpha }{3+\alpha }=\frac{4\pi }{3}\overline{\rho }R^3;\frac{\rho _c}{\overline{\rho }}=\frac{3+\alpha }{\alpha }.\hfill \end{array}$$
(2)
## Central moment of inertia
The moment of inertia of the star about its center is:
$$I=_0^Mr^2𝑑m=\frac{4\pi }{5}\rho _cR^5\frac{\alpha }{5+\alpha }:$$
(3)
with help of Eq. (2) we may write down $`I`$ in terms of $`M`$ and $`R`$:
$$I=\frac{3}{5}\frac{3+\alpha }{5+\alpha }MR^2.$$
(4)
## Gravitational potential energy
The total potential energy of the star is:
$$\begin{array}{c}W=G_0^M\frac{m}{r}𝑑m=\frac{16\pi ^2}{15}\frac{\alpha ^2\left(11+2\alpha \right)}{(3+\alpha )\left(5+\alpha \right)\left(5+2\alpha \right)}GR^5\rho _{c}^{}{}_{}{}^{2}=\frac{3\left(3+\alpha \right)\left(11+2\alpha \right)}{5\left(5+\alpha \right)\left(5+2\alpha \right)}\frac{GM^2}{R}.\hfill \end{array}$$
(5)
## WUM-ratio
The central gravitational potential $`U(0)`$ and the potential at the surface $`U(R)`$ of the spherically-symmetric star are
$$U(0)=4\pi G_0^R\rho (r)r𝑑r;U(R)=\frac{GM}{R}.$$
(6)
for the model (1):
$$U(0)=\frac{2\alpha G\pi R^2\rho _c}{2+\alpha }=\frac{3}{2}\frac{3+\alpha }{2+\alpha }U(R).$$
(7)
Combining Eqs (2), (5), (7) we obtain the $`WUM`$-ratio for our model:
$$WUM=\frac{W}{U(0)M}=\frac{2(2+\alpha )(11+2\alpha )}{5(5+\alpha )(5+2\alpha )}.$$
(8)
## Pressure-density relation
Now we find the relation between pressure $`P`$ and density $`\rho `$ in the star, which has the density distribution (1) at hydrostatic equilibrium. In other words, we find the equation of state of matter which leads to distribution of density (1) in the star. We remind that a star with the equation of state $`P(\rho )`$ which does not include a temperature is called pseudopolytrope .
The equation of hydrostatic equilibrium of spherically-symmetric star reads:
$$\frac{1}{\rho }\frac{dP}{dr}=G\frac{m}{r^2}.$$
(9)
Using Eqs (1, 2) and integrating Eq. (9) with initial condition $`P(0)=P_c`$ (central pressure) we obtain the distribution of pressure and density within the star:
$$\begin{array}{c}P(x)=P_cG\pi R^2\rho _{c}^{}{}_{}{}^{2}\left[\frac{2x^2}{3}\frac{4\left(6+\alpha \right)x^{2+\alpha }}{3\left(2+\alpha \right)\left(3+\alpha \right)}+\frac{2x^{2+2\alpha }}{\left(3+\alpha \right)\left(1+\alpha \right)}\right];\hfill \\ \rho (x)=\rho _c(1x^\alpha );x=r/R.\hfill \end{array}$$
(10)
From Eq. (10) using condition $`P(1)=0,`$ we obtain the following relations for the central pressure:
$$P_c=\frac{2\pi \alpha ^2\left(4+\alpha \right)}{3\left(1+\alpha \right)\left(2+\alpha \right)\left(3+\alpha \right)}GR^2\rho _{c}^{}{}_{}{}^{2}=\frac{3\left(3+\alpha \right)\left(4+\alpha \right)}{8\pi \left(1+\alpha \right)\left(2+\alpha \right)}\frac{GM^2}{R^4}.$$
(11)
From Eqs. (10, 11) we obtain the following relation between $`P`$ and $`\rho `$ (”equation of state”, EOS):
$$\begin{array}{c}\frac{P}{P_c}=1+(1\frac{\rho }{\rho _c})^{2/\alpha }\left[1+\frac{2}{\alpha }\frac{\rho }{\rho _c}+\frac{3(2+\alpha )}{\alpha ^2(4+\alpha )}(\frac{\rho }{\rho _c})^2\right].\hfill \end{array}$$
(12)
Note that for any given pair of parameters $`\rho _c,P_c`$, (and fixed $`\alpha `$) we have a particular EOS given by Eq. (12). Therefore these particular pseudopolytropes have the two-parametric EOS, while e.g. the classic polytropes with given adiabatic index $`\gamma `$ have one-parametric EOS: $`P=K\rho ^\gamma `$, the parameter $`K`$ being related with polytropic temperature, see for more details . If we calculate a model with other values of central density $`\rho _c^{}`$ and pressure $`P_c^{}`$ with the same EOS (12), the resulted distribution of density will not coincide with the law (1, see the next Section). Particular cases $`\alpha =1`$ and $`\alpha =2`$ give the more simple equations of state:
$$\frac{P}{P_c}=\frac{1}{5}(\frac{\rho }{\rho _c})^2\left(6+8\frac{\rho }{\rho _c}9(\frac{\rho }{\rho _c})^2\right);\alpha =1;$$
(13)
$$\frac{P}{P_c}=\frac{1}{2}(\frac{\rho }{\rho _c})^2(1+\frac{\rho }{\rho _c});\alpha =2.$$
(14)
Although these equations of state, and the more general EOS (12) are derived and are formally valid only for $`\frac{\rho }{\rho _c}\mathrm{\hspace{0.17em}1}`$, we will loosely use them also at larger densities, see the next Section.
## Density distribution in the $`\alpha =2`$ model
Here we calculate density distribution of the particular model with $`\alpha =2`$, which corresponds to EOS given by Eq. (14). With this EOS, the equation of hydrostatic equilibrium (9) is reduced to the next equation for the density distribution $`\rho (x)`$:
$$\frac{d}{dx}[x^2(\frac{3}{2}\rho +1)\frac{d\rho }{dx}]=15x^2\rho .$$
(15)
In deriving this equation, we used the first relation in Eq. (11). Important notice is that Eq. (15), at the case $`\rho (0)=1`$, has the solution which corresponds to the law (1) (with $`\alpha =2`$), and all parameters corresponding to this case are taken to be equal to unit (that is, at $`\rho (0)=1,`$ we have $`R=1,`$ $`M=1`$ and so on. Also, the dimensionless running radius in Eq. (15) $`x`$ is expressed in units of the total radius of star $`R`$, which is not equal to $`1`$ at $`\rho (0)1`$.
Eq. (15) was solved numerically for two values of $`\rho (0)`$, $`2`$ and $`1/2`$. In these two cases the radius of the star is $`1.169156`$ and $`.9070496`$, respectively. The resulting density distribution is shown in Fig. 2, where abscissae are $`x=r/R`$ and ordinates are $`\rho (x)/\rho (0)`$; $`\rho (0)=2`$ case corresponds to the upper solid curve, while $`\rho (0)=1/2`$ corresponds to the lower solid line. Also shown is the $`standard`$ distribution - Eq. (1) with $`\alpha =2`$, dash line in Fig. 2. For values of the mean-to-central density ratio $`\overline{\rho }/\rho (0)`$ we have: $`.363325`$, $`.4`$ and $`.442107`$ at $`\rho (0)`$ equal to $`1/2`$, $`1`$ and $`2`$, respectively. For larger central density, EOS (14) has larger adiabatic index $`\gamma `$, EOS is more stiff, and this leads to more homogeneous configuration with larger mean-to-central density ratio.
## Pade approximants
We briefly describe the Pade approximants method which we use further in this paper.
From the segment of the series:
$$s_4=1+\underset{k=1}{\overset{k=4}{}}a_kx^k,$$
(16)
coefficients of Pade(2,2) approximants
$$PA=\frac{1+Ax+Bx^2}{1+Cx+Dx^2}$$
(17)
are defined as follows :
$$D=\frac{a_3^2a_2a_4}{a_2^2a_1a^3};C=\frac{a_1a_4a_2a_3}{a_2^2a_1a^3};B=a_2+a_1C+D;A=a_1+C.$$
(18)
## Pade approximants to density distribution
From Eq. (15) we have series expansion at the center:
$$\begin{array}{c}\rho (x)=\rho (0)[1+_{k=1}^{k=4}a_kx^{2k}];a_1=\frac{5}{2+3\rho (0)};a_2=\frac{15\left(1+\rho (0)\right)}{\left(2+3\rho (0)\right)^3};\hfill \\ \\ a_3=\frac{150\left(19\rho (0)\right)\left(1+\rho (0)\right)}{7\left(2+3\rho (0)\right)^5};a_4=\frac{25\left(1+\rho (0)\right)\left(5+222\rho (0)837\rho (0)^2\right)}{7(2+3\rho (0))^7}.\hfill \end{array}$$
(19)
Evidently, at $`\rho (0)=1`$ the series is reduced to $`\rho (x)=1x^2`$. Expressions for coefficients of Pade(2,2) approximants are too cumbersome at the general case of arbitrary $`\rho (0)`$ so we present only one particular case:
$$\rho (0)=2:\rho _{Pade}(x)=2\frac{1281638413840960x^2+3314065x^4}{128163845830720x^2+45345x^4}.$$
(20)
Using this ”analytic solution” we find the radius of the model equal to $`1.17720`$ which is $`1.0068`$ times the calculated value $`1.169156`$. Also, we calculated mean-to-central density ratio according to (20) and found value $`0.435602`$ which is $`0.98528681`$ of the numerical value $`.442107`$.
## Mean adiabatic index
The adiabatic index is defined as:
$$\gamma =\frac{d\mathrm{ln}P}{d\mathrm{ln}\rho }.$$
(21)
Distribution of adiabatic index within the model is:
$$\gamma (x)=\frac{2(1+\alpha )(2+\alpha )x^{2\alpha }(3+\alpha 3x^\alpha )(1x^\alpha )^2}{\alpha \left[4\alpha ^2+\alpha ^3(6+11\alpha +6\alpha ^2+\alpha ^3)x^2+(12+14\alpha +2\alpha ^2)x^{2+\alpha }(6+3\alpha )x^{2+2\alpha }\right]}.$$
(22)
At the surface of the star (at $`x=1`$) $`\gamma =2`$ for any $`\alpha `$ while the value of $`\gamma `$ at the center of the star depends on $`\alpha `$: $`\gamma (0)=0`$ at $`\alpha <2`$, $`\gamma (0)=\mathrm{}`$ at $`\alpha >2`$, and $`\gamma (0)=5/2`$ at $`\alpha =2`$.
Moreover the function $`\gamma (x)`$ is non-monotonic at $`\alpha <2`$, while at $`\alpha 2`$ the function $`\gamma (x)`$ is monotonically decreasing with increasing $`x`$, relative running radius, see Fig. 3.
Therefore at $`\alpha <2`$, in the inner parts of the star, the value of $`\gamma `$ is less than $`4/3`$, the critical value of adiabatic index, while in the outer regions $`\gamma `$ is always larger than $`4/3`$.
The stability of the star against radial perturbations is defined by the mean value of adiabatic index. That is why it is of interest to calculate the mean adiabatic index, $`\overline{\gamma }`$, which is defined as follows:
$$\overline{\gamma }=\frac{1}{_VP𝑑v}_V\gamma P𝑑v;$$
(23)
here an integration is over the volume of star. We obtain at $`\alpha <5`$:
$$\overline{\gamma }=\frac{12(7+\alpha )}{(5\alpha )(11+2\alpha )}.$$
(24)
For any $`\alpha 5`$, $`\overline{\gamma }\mathrm{}`$ due to divergence of $`\gamma (r)P(r)r^2`$ at the center of the star. The function $`\overline{\gamma }(\alpha )`$ is monotonically increasing and even at $`\alpha =0`$, $`\overline{\gamma }=84/55>4/3`$, that is the model is always stable against to the radial perturbations.
## Ellipticity of slow rotating star
For the slow rotation, the ellipticity distribution inside the spherically-symmetric star is governed by the Clairaut’s equation :
$$[\frac{e^{\prime \prime }(x)}{x^2}\frac{6e(x)}{x^4}]_0^x\rho (t)t^2𝑑t+2\rho (x)[\frac{e(x)}{x}+e^{}(x)]=0.$$
(25)
Here $`x=r/R`$ is dimensionless running radius, $`0x1`$, and $`e(x)`$ is an ellipticity of the equidensity surfaces within the star, $`e(x)=1r_p(x)/r_{eq}`$, with $`r_p`$ and $`r_{eq}`$ being the polar and equatorial radii of the equidensity surfaces which are assumed to be the biaxial ellipsoids of revolution.
The Equation (25) can be solved in terms of the series expansion at the center, which we write down here for two cases:
$$\begin{array}{c}\alpha =1:e(x)=_{i=0}^{\mathrm{}}c_ix^i;c_i=\frac{3}{4}\frac{i^2+5i4}{i(i+5)}c_{i1};i1;\hfill \\ \\ e(x)=1+\frac{x}{4}+\frac{15x^2}{112}+\frac{75x^3}{896}+\frac{25x^4}{448}+\frac{69x^5}{1792};\hfill \\ \\ \alpha =2:e(x)=_{i=0}^{\mathrm{}}c_ix^{2i};c_{i+1}=\frac{3}{5}\frac{2i^2+9i+2}{(i+1)(2i+7)}c_{i1}i0;\hfill \\ \\ e(x)=1+\frac{6x^2}{35}+\frac{13x^4}{175}+\frac{52x^6}{1375}+\frac{141x^8}{6875}+\frac{1974x^{10}}{171875}.\hfill \end{array}$$
(26)
We solved Eq. (25) numerically for the model (1) with two values of $`\alpha `$, see Figs. 4 and 5.
The values of the surface-to-central ellipticity ratio of ellipticity $`e(1)/e(0)`$ are $`1.6608`$ and $`2.0488`$ at $`\alpha `$ equal to $`1`$ and $`2`$, respectively. In the theory of (slowly) rotating stars the ratio of centrifugal acceleration $`w^2`$ to the gravitational acceleration $`GM/R`$ at the equator, $`m=\frac{w^2R^3}{GM}`$ is introduced. Also, the ratio $`m`$-to-$`e(R)`$ ratio is introduced, which in the terms of functions $`e(x)`$ and $`e^{}(x)`$ is $`\frac{m}{e}=\frac{2}{5}(2+\frac{e^{}(1)}{e(1)})`$. For the model in question, we have $`\alpha =1:e(1)=1.6608,e^{}(1)=2.0488,m/e=1.2936,`$ and $`\alpha =2:e(1)=1.3312,e^{}(1)=1.3785,m/e=1.2142`$.
## Pade Approximants for the ellipticity distribution
For the ellipticity distribution inside the star, using the series expansion (26), we have Pade(2,2) approximant
$$\alpha =2:e_{Pade}(x)=\frac{5\left(2502514036x+1138x^2\right)}{7\left(1787513090x+1729x^2\right)}.$$
(27)
Even at the surface this expression is very accurate: $`e_{Pade}(1)/e_{calc}(1)=0.99891`$. In fact (27) gives the analytical solution for the Clairaut’s equation for $`\alpha =2`$ model.
For the $`\alpha =1`$ model Pade(2,2) is also rather accurate:
$$e_{Pade}(x)=\frac{672448x+41x^2}{7\left(9688x+15x^2\right)};\alpha =1,$$
(28)
with $`e_{Pade}(1)/e_{calc}(1)=0.99108`$.
## Rotation, contraction and mass loss
The abovementioned analytical expressions for parameters of star may be applied to study of evolution of rotating star, or to evaluation of pulsational periods of star or to any other problem where the simplicity and explicity of evaluation justify the approximation certain inaccuracy.
We consider in this section the evolution of contracting and rotating star with mass loss. Let the rotating star be contracting in such a way that the distribution of density follows the law (1). At the some moment the condition for mass loss may be reached at the star’s equator. We assume that the star is spherically-symmetric and rotation is steady-state (that is angular rotation is constant over the volume of star, $`\omega (r)=constant`$) (that may occur at slow contraction and rapid rotation), then we may write the mass loss condition as:
$$\omega ^2=\frac{GM}{R^3}.$$
(29)
The rate of angular momentum loss is $`dL=\omega R^2dM`$, and taking into account that $`L=k\omega MR^2`$, ($`k`$ is a structure-dependent parameter) we have:
$$\frac{M}{M_0}=\left(\frac{R}{R_0}\right)^\beta ;\beta =\frac{k}{23k}.$$
(30)
As a result, a value of the final mass of the star depends only on parameter $`k`$, (see also ). The values of $`k`$ for polytropes, white dwarfs and ”stepenars” are given in \[5 - 8\]. For the star with the density distribution (1):
$$k=\frac{3+\alpha }{5(5+\alpha )};$$
(31)
note that in Eq. (4) the moment is central, and axial moment is $`I_{axis}=1/3I_{center}`$.
At $`\alpha =.06`$ that corresponds, by value of ratio $`\frac{\rho }{\rho _c}`$, to $`n=3`$ polytrope, we have $`k.012`$ and $`\beta .078`$. Rotation-induced distortion of figure from sphere leads to $`\beta .02`$ . For the star in the pre-white dwarf stage, a value of $`\beta `$ should be even less as the star in pre-white dwarf or pre-neutron star stage is a (very) hot star with elusive extent envelope and with small dense core (and with very small value of $`k`$). The envelope contains the large rotational momentum and the small mass therefore the mass loss per unit momentum loss is very small for a such star.
At the other hand for the homogeneous star, $`k=.2`$, $`\beta =1/7`$ that is 7 times the value of $`n=3`$ polytrope. Therefore if the pre-white dwarf star would be more homogeneous then at contraction the rotating star could lose more mass. However even in this case to reach a sizable value of mass loss at the pre-white dwarf stage, the star should have the rotational momentum by order of magnitude larger that the main sequence star, and for neutron star the difficulty is even larger. The presence of factors leading to the more homogeneous structure could lead to reducing the difficulties in explaining the origin of white dwarfs and neutron stars by the mass loss from ordinary stars.
## Pulsational periods of pre-white dwarf stars
Ledoux and Pekeris using the energy method obtained the following formula for the frequency of the fundamental mode of the adiabatic radial pulsations of the spherically-symmetric star:
$$\sigma ^2=(3\overline{\gamma }4)\frac{W}{I}.$$
(32)
Using the formulas (4, 5, 12) we obtain
$$\sigma ^2=\frac{32\pi }{3}\frac{(1+\alpha )(4+\alpha )}{(5\alpha )(5+2\alpha )}G\overline{\rho }.$$
(33)
At $`\overline{\rho }10^4`$ (a star with solar mass and radius $`1/20`$ the solar radius) and $`\alpha =1`$, we have $`\sigma \mathrm{\hspace{0.17em}8.9\hspace{0.17em}10}^2`$, or for the pulsational period $`P=2\pi /\sigma 70s`$.
Such and even larger periods of light variations occur in HL Tau stars, G 44-32 and R 548 , which are apparently at the late stages of their evolution, and probably - at pre-white dwarf stage. Recent discussion of pre-white dwarf stars see in .
## Radial pulsations
The differential equation for the adiabatic small radial pulsations of the spherically-symmetric star is:
$$\frac{d}{dr}\left(r^4\gamma P\frac{dy}{dr}\right)+y\left\{\sigma ^2\rho r^4+r^3\frac{d}{dr}[(3\gamma 4)P]\right\}=0;$$
(34)
here $`y=\delta r/r`$ is the ratio of the radial displacement to the radius, and $`\sigma `$ is the frequency of the pulsations. At the center (at $`r=0`$), we have condition $`\delta r=ry=0`$, at the surface, $`r=R`$, we require that amplitude is finite. We consider here the case of $`\alpha =2`$ when Eq. (34) is reduced to the form:
$$\begin{array}{c}2y(x)x(19\mathrm{\Sigma }^215x^2)+2y^{}(x)(10+29x^215x^4)+y^{\prime \prime }(x)(5x+8x^33x^5)=0;\hfill \end{array}$$
(35)
here $`x=r/R`$, and $`\mathrm{\Sigma }^2`$ is dimensionless value, expressed in units of $`\frac{P_c}{\rho _cR^2}=\frac{2\pi }{3}G\overline{\rho }`$, see Eqs. (2,11).
Equation (35) can be solved in terms of series expansion, and the recurrence relation can be written down for coefficients of the power series which may contain only even powers of $`x`$. Note that Eq. (35) is the linear differential equation and the function $`y`$ is defined up to an arbitrary factor, so we may take $`y(0)=1`$. Then the first terms of the series expansion at the center are:
$$y=1+\frac{19\mathrm{\Sigma }^2}{25}x^2+\frac{490104\mathrm{\Sigma }^2+\mathrm{\Sigma }^4}{1000}x^4+\frac{267012610\mathrm{\Sigma }^2+239\mathrm{\Sigma }^4\mathrm{\Sigma }^6}{60000}x^6.$$
(36)
At the surface ($`x=1`$) we have the series expansion
$$y(x)=y(1)[1+(\frac{\mathrm{\Sigma }^2}{4}1)(1x)+\frac{1122\mathrm{\Sigma }^2+\mathrm{\Sigma }^4}{48}(1x)^2].$$
For arbitrary $`x`$ the Eq. (35) may be solved numerically. We calculated the four lower modes of radial pulsations and found for the corresponding eigenvalues $`\mathrm{\Sigma }^2`$ the values $`10.325,\mathrm{\hspace{0.17em}39.083},\mathrm{\hspace{0.17em}81.04}`$, and $`136.1`$, see Fig. 6.
The lowest eigenvalue corresponds to $`\sigma ^2=10.3252/3\pi G\overline{\rho }=6.88\pi G\overline{\rho }=`$, that only slightly differs from value obtained by energy method, $`64\pi /9G\overline{\rho }=7.1\pi G\overline{\rho }`$, see Eq. (33) with $`\alpha =2`$. Note that the evaluation of $`\sigma `$ given by Eqs. (32, 33) for the frequency of the fundamental mode is to be either equal to or greater than the true value .
The evaluation of pulsational frequency of the lowest mode can also be obtained directly from Eq. (35), if we put $`y=const`$ (which is not too rough assumption for the fundamental mode eigenfunction, see Fig. 6), then we have
$$\mathrm{\Sigma }^2=1915x^2.$$
(37)
We can take averaged value of right side of this equation with weight $`x^2`$:
$$\mathrm{\Sigma }^2=\frac{1}{_0^1x^2𝑑x}_0^1(1915x^2)x^2𝑑x=10,$$
(38)
which is very close to the ”exact value” $`10.325`$.
## Conclusion
In conclusion, we present here the analytical model density distribution which allows to evaluate qualitatively and quantitavely the many important characteristics of the star including the ellipticity distribution within the rotating star, the pulsational periods and the mass loss at the contraction stages of evolution. The certain inaccuracy of the approximation is the modest price paid for the large simplicity and explicity of the model. Surely, as the first approximation or at least as the pedagogical tool the model is of some interest. |
warning/0003/hep-th0003185.html | ar5iv | text | # Effective Action of Matter Fields in Four-Dimensional String Orientifolds
## 1 Introduction
In the past few years, due to the improved understanding of the role of D-branes in string theory, four dimensional $`𝒩=1`$ Type IIB orientifold compactifications have received renewed attention. Compared to their weakly-coupled heterotic counterparts, which have been more thoroughly explored , these models offer added flexibility, since the tree-level relations between gauge and string couplings or compactification and string scales are non-universal. In particular, these models play an important part in brane-world scenarios (see and references therein).
The purpose of this paper is to continue the work of on the determination of some parts of the effective action for these orientifold compactifications. While discussed the gauge couplings, this article will focus on the study of the couplings of the matter fields. Let us first recall some general facts about the effective action of a four-dimensional field theory with $`𝒩=1`$ or $`𝒩=2`$ supersymmetry, emphasizing the main characteristics of interest here. More detail can be found in , for instance.
The bosonic part of the effective Lagrangian with at most two derivatives is given by the following expression:
where $`z`$ are the scalar fields which parametrize a Kähler manifold of metric $`G_{ij}`$, and $`V(z)`$ is their potential. For $`𝒩=1`$ supergravity, this effective action is completely defined by the following functions :
* the Kähler potential $`K(z,\overline{z})`$ which determines the scalar metric $`G_{i\overline{ȷ}}=_i_{\overline{ȷ}}K`$. For $`𝒩=1`$ type I orientifolds without D5-branes, the matter field dependent part of the tree-level Kähler potential reads $`K=_{i=1}^3\mathrm{log}(\mathrm{Im}T^i+|\varphi ^i|^2/2)`$ where $`T^i`$ is the Kähler structure and $`\varphi ^i`$ is the scalar matter field associated to the $`i^{\mathrm{th}}`$ torus,
* the analytic superpotential $`W(z)`$ which determines the part of the scalar potential associated to the F-terms : $`V_F=G^{i\overline{ȷ}}_iW_{\overline{ȷ}}W`$, and which is not renormalized in perturbation theory,
* the analytic function $`f_a(z)`$ which gives the gauge couplings and the theta angles as $`f_a(z)=\mathrm{\Theta }_a(z)/8\pi ^2+i/g_a^2(z)`$ ,
* the Fayet-Iliopoulos (FI) D-terms, due to the presence of anomalous $`U(1)`$ factors of the gauge group. In type I compactifications, the anomaly-cancellation mechanism involves twisted Ramond-Ramond (R-R) fields and gives rise to D-term contributions to the scalar potential at tree-level.
The calculation of the analytic function $`f_a`$ was the subject of ref. , where the tree-level couplings to twisted moduli and one-loop renormalization were extracted from annulus and Möbius strip diagrams, evaluated in a background magnetic field. Here, we will extend these results to other parts of the effective action, and in particular, we will find the one-loop renormalization of the Kähler metric of the matter fields charged under the gauge groups. However, we will perform direct calculations of the relevant scattering amplitudes, rather than using the background field method, for a reason we will explain below. The new results are as follows:
* in $`𝒩=1`$ sectors, the string oscillator modes do not decouple, and cut off the one-loop amplitude at the string scale $`M_\mathrm{S}`$. The infrared (IR) behavior of the one-loop string amplitude is governed by the field theoretical anomalous dimensions (example of the $`T^6/_3`$ model),
* in $`𝒩=2`$ sectors, only BPS states contribute to the D9-D9 annulus and to the Möbius strip amplitudes, and give rise to moduli-dependent threshold corrections for the matter field associated with the untwisted direction (example of the $`T^6/_6^{}`$ model),
* one-loop induced FI terms are absent for models with D5-branes and $`𝒩=2`$ sectors, generalizing the result of .
* tree-level D-terms, given by the coupling of twisted closed string states to bilinears in matter fields, contribute to the scalar potential. We have calculated them only in the context of $`𝒩=2`$ compactifications, where the twisted moduli space is simpler.
Compared to $`𝒩=1`$ compactifications, $`𝒩=2`$ supersymmetry imposes further restrictions on the effective action; in particular, at two-derivative order, there is no mixing between the hypermultiplets and the vector multiplets <sup>4</sup><sup>4</sup>4Except those dictated by gauge symmetry . Moreover, for $`𝒩=2`$ type I compactifications, the four-dimensional dilaton belongs partly to a vector multiplet and partly to a hypermultiplet . This should be contrasted with what happens in heterotic string theory, where the dilaton is in a vector multiplet, or with type II compactifications, where it is in a hypermultiplet.
The paper is organized as follows; in section two, we describe the methods used to derive the tree-level couplings and one-loop corrections of the matter field metric for a general orbifold compactification. In particular, we give general expressions for the tree-level amplitude involving one closed, twisted NS-NS field and two open-string matter fields and needed to extract the FI D-terms, as outlined in the appendix of . We also present the one-loop, two-point functions needed to obtained the one-loop corrections. Then, in section three, we apply these methods to $`K3\times T^2`$ orientifolds, showing which twisted moduli are effectively involved in the FI couplings. In section four, we discuss the one-loop renormalization of the Kähler metric of matter fields in $`𝒩=1`$ compactifications; we verify that, for the $`𝒩=1`$ $`_3`$ model, string theory reproduces the field theoretical anomalous dimensions. Finally, we study the $`𝒩=1`$ $`_6^{}`$ model and we comment on the effective field theory interpretation.
## 2 General methods
We will consider four-dimensional $`_N`$ orientifolds obtained by orbifolding the six-torus $`T^6`$ by the twist operator $`\theta =e^{2\pi iv_iJ_i}`$, with $`J_i`$ the generator of the rotation in the $`i`$-th complex plane. For a $`_N`$ orientifold, $`\theta ^N=1`$. Here $`v_i=(v_1,v_2,v_3)`$ is known as the twist vector. The twist $`\theta ^k`$ also acts on the $`n\times n`$ Chan-Paton factors: this action is realized by $`n\times n`$ matrices, $`\gamma ^k`$. We call the three complex coordinates of the six-torus $`Z^i(X^{2i+2}+iX^{2i+3})/2`$ for $`i=1,2,3`$, and denote by $`\varphi ^i`$ the open string massless states associated to these directions, which correspond to Wilson lines for the D9-branes, or describe transverse positions of the D5-branes. The action of the orbifold on their Chan-Paton wave functions $`\lambda _i`$ is $`\gamma ^k\lambda _i(\gamma ^k)^1=e^{2\pi iv_i}\lambda _i`$ in order to obtain an invariant state. We will use latin indices $`i,j,\mathrm{}`$ for compact complex coordinates and greek letters $`\mu ,\nu \mathrm{}`$ for four-dimensional spacetime coordinates.
Denoting by $`G_i`$ the metric of the $`i^{\mathrm{th}}`$ torus $`T^i`$ and by $`V_i=\sqrt{G_i}M_\mathrm{S}^2`$ its volume, the gauge coupling constant on D9-branes is given by the inverse of the imaginary part of $`S=a^{\mathrm{R}\mathrm{R}}+iV_1V_2V_3e^{\mathrm{\Phi }_{10}}`$. We also recall that the four-dimensional and ten-dimensional dilatons are related by $`e^{2\mathrm{\Phi }_4}=e^{2\mathrm{\Phi }_{10}}V_1V_2V_3M_\mathrm{S}^6`$.
### 2.1 Background field method versus “dynamical branes”
In , the tree-level couplings to the closed twisted fields and the one-loop renormalization of the gauge couplings were extracted from a one-loop vacuum energy calculation in a background magnetic field, for various orientifold compactifications of type IIB string theory. The effect of this background field is to modify the boundary conditions for the open string . Unfortunately, this method is not so useful for twisted complex coordinates, as we will explain below. First, we show that for coordinates left untwisted in some specific sectors, one can use a variant of the background field method, as follows. If $`X^4`$ and $`X^5`$ are the coordinates left untwisted, one takes the T-dual along one of these directions, say for instance $`X^4`$. This duality transforms D9-branes into D8-branes. Then, one gives an angle $`\theta `$ to one of these D8-branes in the $`X^1X^4`$ plane. The boundary conditions for a string stretched between this tilted D-brane and an untilted one become
$`\{\begin{array}{c}_\sigma X^1(0,\tau )=0\hfill \\ X^4(0,\tau )=0\hfill \end{array}\{\begin{array}{c}_\sigma X^1(\pi ,\tau )+_\sigma X^4(\pi ,\tau )\mathrm{tan}\theta =0\hfill \\ X^1(\pi ,\tau )\mathrm{tan}\theta X^4(\pi ,\tau )=0.\hfill \end{array}`$
If we calculate the partition function in this background, the result turns out to be the same as the one obtained in for the gauge fields.
Now consider instead T-dualizing in four compact, twisted directions to turn the D9-branes into D5-branes. For a twisted coordinate, giving an expectation value (linear in an untwisted coordinate) to the associated field means pulling the brane away from a fixed point, or in field theory language, moving on the Higgs branch of moduli space. We can pull branes away from the fixed point of a $`_N`$ orbifold only in certain combinations of $`N`$ branes into a “dynamical brane”, which has no total charge under the twisted sector of the orbifold. To be precise, a dynamical brane away from a fixed point is made out of $`N`$ copies of the brane under the action of the orbifold group, $`_N`$. (For the orientifold, we also have to include their images under world-sheet parity $`\mathrm{\Omega }`$ .) Labelling these branes by Chan-Paton indices $`i=1,\mathrm{},N`$, their positions are given by $`X(i)`$ and the orbifold group acts as $`\theta (X(i))=X(\gamma (i))`$. Therefore, the Chan-Paton representation of $`\theta `$ on these branes is the permutation matrix :
$`\gamma =\left(\begin{array}{ccccc}\mathrm{\hspace{0.33em}0}& \mathrm{\hspace{0.33em}1}& \mathrm{\hspace{0.33em}0}& \mathrm{}& \mathrm{\hspace{0.33em}0}\\ 0& 0& 1& \mathrm{}& 0\\ & & & \mathrm{}& \\ 1& 0& 0& \mathrm{}& 0\end{array}\right)`$
We see that the dynamical brane is in the regular representation $`R`$ of the orbifold group. Now, it is easy to show that the boundary state associated to the representation $`R`$ is uncharged under the closed string twisted sector. Such boundary states have been constructed in . Since $`\mathrm{tr}_R(\gamma ^k)=0`$ for $`k=1,\mathrm{},N1`$, the contributions of the twisted sectors to the boundary state describing a brane in the regular representation vanish. Therefore, branes away from fixed points have no couplings to the closed string twisted sector. In particular, this argument can be applied to branes in the magnetic field of : when pulled away from a fixed point, these branes no longer have tree-level couplings between the twisted moduli and the gauge kinetic term. This also resolves an apparent paradox about the contribution of the classical action to these couplings. One could try to argue that for branes at a nonzero distance $`|\varphi |`$ from an orbifold fixed point, the coupling would be suppressed by the classical action as $`\mathrm{exp}(|\varphi |^2/\alpha ^{})`$. However, we know that such a term is not compatible with four-dimensional $`𝒩=2`$ supersymmetry since it involves a two-derivative coupling between hypermultiplets and vector multiplets. Happily, we have seen that this coupling is in fact absent for branes away from the fixed point, so there is no paradox. By the same token, we see that the background field method applied to the twisted coordinates can only give contributions from the untwisted sector of the orbifold. To obtain the twisted sector contributions to the couplings and renormalizations of these matter fields, we need to directly compute the relevant scattering amplitudes.
### 2.2 One-loop two-point function
To extract the one-loop renormalization of the wave function of the charged matter field, we calculate the even spin-structure part of the annulus and Möbius strip amplitudes with two open string vertices polarized in a twisted complex direction and inserted on the boundary, which is stuck on a D9-brane. The annulus with both ends on D9-branes reads:
$$𝒜_{99}(\varphi ^i,\varphi ^{\overline{ı}})=\frac{1}{4N}_0^1\frac{dq}{q}_0^q\frac{dz}{z}\frac{d^4p}{(2\pi )^4}\underset{k=0}{\overset{N1}{}}\mathrm{Tr}\left[\theta ^kV(\xi _1,p_1;z)V(\xi _2,p_2;q)q^{L_0}\right]$$
where $`L_0=(p_\mu p^\mu +m^2)/2`$ since we take $`\alpha ^{}=1/2`$. We will use the RNS formalism. The relevant vertex operators in the zero ghost picture are
$`V(\xi ,p;z)=\lambda \xi _i(X^i+i(p\psi )\psi ^i)e^{ipX(z)}`$ (4)
where $`\xi _i`$ is the polarization vector of the scalar $`\varphi ^i`$, and $`\lambda `$ is the Chan-Paton factor as above. Since we are interested in the one-loop renormalization of the kinetic terms of the matter fields, we will consider only the $`𝒪(p^2)`$ contribution to the two-point function. However, due to mass-shell conditions and momentum conservation, this amplitude vanishes. To extract information from this two-point function, we should relax one of these two conditions. To see which one, we recall that vertex operators of physical states must be BRST-invariant. For (4), the conditions are $`p\xi _i=pp=0`$. On the other hand, momentum conservation comes from the integration of the zero modes which gives a function $`\delta (_ip_i)`$, where the $`p_i`$ are the momenta of the external legs. Since the integration of zero modes is independent of the BRST conditions, we can relax momentum conservation and still have physical string amplitudes: $`\delta p_1p_20`$. Although not completely justified<sup>5</sup><sup>5</sup>5This method has also been used in to compute the renormalization of the Planck scale in orientifold compactifications. As explained there, a correct procedure is to start with a three-point amplitude with a U-modulus or the dilaton and the two other fields (for them gravitons, for us scalar fields) which are on-shell but have complex momenta. See also for another alternative and more justified way to calculate these corrections., we will see in the following that this procedure gives results which agree with the effective field theory description and with the heterotic counterpart , when available. Moreover, for the leading, $`\delta `$ independent term, one can justify the calculation by factorizing a four-point function, as in . Finally, our method is in essence very similar to that used in ref. .
Doing the contractions, the annulus diagram reduces to:
$`𝒜_{99}(\varphi ^i,\varphi ^{\overline{ı}})`$ $`=`$ $`{\displaystyle \frac{1}{2N}}p_{1}^{}{}_{\mu }{}^{}p_{2}^{}{}_{\nu }{}^{}\xi ^i\xi ^{\overline{ı}}{\displaystyle \underset{k=0}{\overset{N1}{}}}\mathrm{tr}(\gamma _9^k\lambda _1^{}\lambda _2)\mathrm{tr}(\gamma _9^k)`$
$`\times {\displaystyle _0^i\mathrm{}}d\tau {\displaystyle \underset{\genfrac{}{}{0pt}{}{\alpha ,\beta =0,1/2}{\mathrm{even}}}{}}{\displaystyle \frac{1}{2}}\eta _{\alpha ,\beta }Z_4^{\alpha ,\beta }(\tau )Z_{\mathrm{int},k}^{\alpha ,\beta }(\tau )`$
$`\times {\displaystyle _0^\tau }d\nu e^{\delta X(z)X(q)}\psi ^\mu (z)\psi ^\nu (q)^{\alpha ,\beta }\psi ^i(z)\psi ^{\overline{ı}}(q)^{\alpha ,\beta }`$
where we have introduced $`q=e^{2\pi i\tau }`$, $`z=e^{2\pi i\nu }`$ and $`\eta _{\alpha ,\beta }=(1)^{2\alpha +2\beta +4\alpha \beta }`$. The contribution of the zero modes and oscillators of the spacetime coordinates and ghosts to the partition function, denoted $`Z_4^{\alpha ,\beta }(\tau )`$, and of the compact coordinates, $`Z_{\mathrm{int}}^{\alpha ,\beta }(\tau )`$, are given in the appendix for all the models we will consider in this paper. The correlation functions are also given in this appendix. As usual, the Möbius strip amplitude is obtained by shifting the modular parameter $`\tau `$ by $`1/2`$ and taking into account the modification of the Chan-Paton traces. For models with D5-branes, the annulus amplitude with one boundary on the D9-branes and the other on the D5-branes may also contribute to the renormalization of the Kähler metric.
We can formally expand the contributions of these amplitudes in powers of the momentum as
$`𝒜(\varphi ^i,\varphi ^{\overline{ı}})=\left(\zeta _{\varphi ^i}+\stackrel{~}{\gamma }_{\varphi ^i}\delta +𝒪(\delta ^2)\right)\xi ^i\xi ^{\overline{ı}}`$
The first coefficient, $`\zeta _{\varphi ^i}`$, is the one-loop FI term while $`\stackrel{~}{\gamma }_{\varphi ^i}`$ will give the one-loop renormalization of the matter field metric. If there is an untwisted two-torus in a sector of the orbifold, these coefficients can depend explicitly through a logarithm on its moduli, as we will see in the following sections.
In the string frame, reinstating the tree-level contribution and the Einstein term, the two-derivative effective action for the matter fields reads :
$`^{(\mathrm{S})}={\displaystyle \frac{1}{2\kappa ^2}}V_1V_2V_3M_\mathrm{S}^6e^{2\mathrm{\Phi }_{10}}R+\left(V_1V_2V_3M_\mathrm{S}^6e^{\mathrm{\Phi }_{10}}G_{i\overline{ı}}+\stackrel{~}{\gamma }_{\varphi ^i}\delta _{i\overline{ı}}\right)_\mu \varphi ^i^\mu \varphi ^{\overline{ı}}`$
where $`G_{i\overline{ı}}`$ is the tree-level metric, which, for correctly normalized string vertex operators, begins with $`\delta _{i\overline{ı}}`$ (see appendix B of for instance). To compare this string theory result with the field theory predictions, one has first to go to the Einstein frame. The correct redefinition of the metric in four dimensions is:
$`G_{\mu \nu }^{(\mathrm{S})}=e^{2\mathrm{\Phi }_4}G_{\mu \nu }^{(\mathrm{E})}`$
After this redefinition, the Lagrangian density reads :
$`^{(\mathrm{E})}={\displaystyle \frac{1}{2\kappa ^2}}R+\left(G_{i\overline{ı}}+{\displaystyle \frac{\stackrel{~}{\gamma }_{\varphi ^i}}{\mathrm{Im}S}}\delta _{i\overline{ı}}\right)e^{\mathrm{\Phi }_{10}}_\mu \varphi ^i^\mu \varphi ^{\overline{ı}}.`$ (6)
Here we ignore the one-loop universal correction to the Einstein term .
### 2.3 Disk amplitude and tree-level couplings
The tree-level couplings to closed twisted NS-NS fields can be obtained from a disk amplitude with two open vertices and one closed vertex.
The amplitude involves two charged matter vertices inserted on the boundary of the disk and one closed twisted vertex $`V(\rho ,k;z)`$ in the interior:
$`𝒜={\displaystyle \frac{d^2zdx_1dx_2}{V_{\mathrm{CKG}}}\mathrm{Tr}V(\xi _1,p_1;x_1)V(\xi _2,p_2;x_2)V(\rho ,k;z)}`$
where $`V_{\mathrm{CKG}}`$ is the volume of the $`PSL(2,)`$ conformal Killing group of the disk. This $`PSL(2,)`$ invariance can be used to fix the positions of $`V(\rho ,k;z)`$ and of one of the boundary operators; by a conformal transformation, we map the disk to the upper-half plane and choose $`z=i`$, $`x_1=x`$ and $`x_2=x`$. Since the total superconformal ghost number of the disk is $`2`$, we may choose the $`(1,1)`$ picture for the closed string vertex:
$`V(\rho ,k;z)=\rho _{mn}e^{\varphi (z,\overline{z})}\psi ^m(z)\sigma _k(z)\stackrel{~}{\psi }^n(\overline{z})\sigma _k^{}(\overline{z})e^{ikX(z,\overline{z})},`$ (7)
where the $`\sigma _k`$, $`\sigma _k^{}`$ are the $`_N`$ twist fields . The relevant open string vertices are given by eq. (4). The correlators we need to evaluate the disk amplitude are given in the appendix. Then, it is easy to see that the amplitudes can expressed in term of the following integral:
$`I(\delta ,\alpha )=2^\delta {\displaystyle _0^{\mathrm{}}}𝑑xx^{\delta 1}(xi)^{\delta +\alpha }(x+i)^{\delta \alpha }`$
for general $`\delta `$ and $`\alpha `$, which can be evaluated explicitly using hypergeometric functions; the result is
$`I(\delta ,\alpha )=2^\delta e^{\frac{i\pi \delta }{2}}B(\delta ,\delta )_2F_1(\delta +\alpha ,\delta ;2\delta ;2)=\sqrt{\pi }e^{\frac{i\pi \alpha }{2}}{\displaystyle \frac{\mathrm{\Gamma }(\frac{\delta }{2})\mathrm{\Gamma }(\frac{\delta +1}{2})}{\mathrm{\Gamma }(\frac{\delta +1+\alpha }{2})\mathrm{\Gamma }(\frac{\delta +1\alpha }{2})}}.`$ (8)
We will use this result in the following section.
## 3 $`𝒩=2`$ supersymmetry: $`K3\times T^2`$ orientifolds
### 3.1 (No) one-loop renormalization of the hyperkähler metric
We start with the simplest models obtained by compactifying the six-dimensional $`_2`$ orientifold (and its $`_N`$ generalizations ) to four dimensions. For these models, the twist vector is $`𝐯=(1/N,1/N,0)`$. Tadpole cancellation requires that we introduce 32 D9-branes and, for $`N`$ even, 32 D5-branes. The six-dimensional $`𝒩=(1,0)`$ chiral hypermultiplet becomes a four-dimensional $`𝒩=2`$ hypermultiplet, while the vector multiplet gives an $`𝒩=2`$ vector multiplet whose complex scalar component comes from the directions along on the untwisted two-torus. Consequently, the renormalization of the metric of these latter scalars is related to the renormalization of the coupling constants. One can also see this result directly from a string calculation, using the background field method described in the previous section, which is valid for untwisted coordinates.
On the other hand, the four scalar fields which belong to the hypermultiplet correspond to twisted coordinates and require the direct methods outlined above. Let us begin with the one-loop amplitude. Using the correlators, the partition functions and the theta function identity given in the appendix, one sees that the annulus amplitude vanishes :
Similarly, one can easily see that the Möbius strip amplitude and, for $`N`$ even, the D9-D5 annulus also vanish. Moreover, the presence of a $`\vartheta _1`$ function with zero first argument shows that this result is related to the number of supersymmetries preserved by the compactification. To compare with the effective field theory prediction, we use equation (6). For non-vanishing $`\stackrel{~}{\gamma }`$ coefficients, it predicts two-derivative couplings between the fields $`\varphi ^i`$ which are in hypermultiplets and $`S`$ which is in a vector multiplet. Since such terms are forbidden by $`𝒩=2`$ supersymmetry, we conclude that field theory also predicts the absence of one-loop renormalization of the hyperkähler metric.
### 3.2 Twisted tree-level couplings and Fayet-Iliopoulos terms
Now, we will derive the tree-level couplings of the closed string twisted fields to the charged hypermultiplets. To do this, we first need to recall the structure of the twisted moduli in $`T^4/_N\times T^2`$ orientifold compactifications . These twisted moduli can be interpreted as the Kaluza-Klein reduction of the ten-dimensional fields of type IIB string theory on supersymmetric two-cycles of $`K3`$, projected by the product of the orientation reversal operator $`\mathrm{\Omega }`$ and an operator $`J`$ acting on the twisted sectors. As explained in , this operator $`J`$ exchanges sectors $`k`$ and $`Nk`$. For the untwisted sector, $`J`$ is just the identity. In type IIB, the dilaton, the metric and the R-R 2-form are $`\mathrm{\Omega }`$-even while the NS-NS tensor, $`B^{(2)}`$, and the R-R scalar and 4-form are $`\mathrm{\Omega }`$-odd. Therefore, the bosonic four-dimensional states are obtained by contracting the $`\mathrm{\Omega }`$-even (odd) ten-dimensional fields with $`J`$-even (odd) combinations of harmonic forms from the $`k`$ and $`Nk`$ twisted sectors.
In the twisted NS-NS sector, the massless fields are given by the tensor product of left and right moving modes:
As in , we decompose the rotational symmetry $`SO(4)`$ which acts on the coordinates of the four-torus as $`SU(2)_L\times SU(2)_R`$ and define
$`\mathrm{\Psi }=\left(\begin{array}{cc}\psi ^1& \psi ^{\overline{2}}\\ \psi ^2& \psi ^{\overline{1}}\end{array}\right).`$
One can classify the four twisted fields (3.2) according to their transformations under the $`R`$-symmetry group $`SU(2)_R`$, and define a triplet $`\mathrm{tr}(\mathrm{\Psi }\stackrel{}{\sigma }\mathrm{\Psi }^{})`$ and a singlet $`\mathrm{tr}(\mathrm{\Psi }\mathrm{\Psi }^{})`$. The triplet state is associated to the complex structure and Kähler deformations of the manifold, whereas the singlet $`b^{(0)}`$ comes from the Kaluza-Klein reduction of the ten dimensional $`\mathrm{\Omega }`$-odd $`B^{(2)}`$ field on a vanishing supersymmetric two-cycle $`\mathrm{\Sigma }_k`$ of the orbifold. Explicitly, the states are
$$\begin{array}{cc}& \\ \text{ state }& \text{given by the action of}\\ & \\ & \\ b^{(0)}& \psi _{1/2+k/N}^{\overline{1}}\stackrel{~}{\psi }_{1/2+k/N}^1+\psi _{1/2+k/N}^2\stackrel{~}{\psi }_{1/2+k/N}^{\overline{2}}\\ & \\ \rho _k^3& \psi _{1/2+k/N}^{\overline{1}}\stackrel{~}{\psi }_{1/2+k/N}^1\psi _{1/2+k/N}^2\stackrel{~}{\psi }_{1/2+k/N}^{\overline{2}}\\ \rho _k^+& \psi _{1/2+k/N}^2\stackrel{~}{\psi }_{1/2+k/N}^1\\ \rho _k^{}& \psi _{1/2+k/N}^{\overline{1}}\stackrel{~}{\psi }_{1/2+k/N}^{\overline{2}}\end{array}$$
(14)
on the $`k`$-twisted NS-NS ground state (here we have omitted the contributions of the $`Nk`$-sectors to these fields). We use the Pauli matrices $`\sigma ^\pm =\sigma ^1\pm i\sigma ^2`$.
The R-R sector gives a six-dimensional anti-self-dual twisted 2-form and a twisted scalar, coming from the reduction of the R-R 4 and 2-forms on $`\mathrm{\Sigma }_k`$:
$${}_{}{}^{6}C_{k}^{(2)}=_{\mathrm{\Sigma }_k}^{10}C^{(4)},^6C_k^{(0)}=_{\mathrm{\Sigma }_k}^{10}C^{(2)}.$$
Reducing the anti-self-dual antisymmetric field on the two-torus gives a four-dimensional vector and an antisymmetric tensor (or, equivalently, its scalar dual).
The four fields (the NS-NS triplet and the R-R scalar $`{}_{}{}^{6}C_{k}^{(0)}`$) which come from the Kaluza-Klein reduction of the $`\mathrm{\Omega }`$-even sector fill out a hypermultiplet, while the singlet and its R-R partner $`{}_{}{}^{6}C_{k}^{(2)}`$ give a $`𝒩=2`$ four-dimensional vector-tensor multiplet.
Since according to , there are no couplings between hypermultiplets and vector multiplets up to second order in derivatives, we expect that the amplitude with two charged hypermultiplets and the twisted singlet vanishes. On the other hand, the triplet can couple to the charged hypermultiplets and, indeed, it will correspond to an FI term as argued in . We will now verify this claim by a direct calculation, using the method described in section 2.3.
Using (8), the disk amplitude with insertion of the singlet in the bulk and two charged open strings vertices (polarized in the twisted directions) on the boundary vanishes:
as expected from the supersymmetry argument in the previous paragraph.
The amplitude with the triplet states and two matter fields is given by
$`𝒜(\stackrel{}{\rho }_k,\varphi _1,\varphi _2)`$ $`=`$ $`\delta \left(\rho _k^3(\xi ^1\xi ^{\overline{1}}+\xi ^2\xi ^{\overline{2}})+\rho _k^+\xi ^1\xi ^2+\rho _k^{}\xi ^{\overline{1}}\xi ^{\overline{2}}\right)`$
$`\times \mathrm{tr}(\gamma _9^k\lambda _1^{}\lambda _2)I(\delta ,2kv_i1)`$
up to a numerical overall normalization which depends on $`k`$, and comes from the contractions of the twist fields fixed at the points $`i`$ and $`i`$ on the double cover of the disk. Using the explicit expression of $`I(\delta ,2kv_i1)`$ and expanding the $`\mathrm{\Gamma }`$ functions in $`\delta `$, we obtain a tree-level FI coupling between the twisted triplet and bilinears in the charged matter fields. Moreover, this amplitude also predicts the existence of a kinetic term coupling, and an infinite tower of derivative corrections as usual in string theory. However, these terms disappear when we take the on-shell limit ($`\delta 0`$) of the amplitude, so it is not safe to extrapolate to these orders. One the other hand, this procedure can be justified as in for the momentum-independent term.
A final remark to conclude this section : the same method should allow us to recover the tree-level couplings between twisted field and gauge fields which were obtained in by factorizing the one-loop amplitude in a background field; such direct tree-level calculation also clarifies the fact that, in the NS-NS sector, only the singlet propagates between branes in the magnetic field, a result which was not obvious within the factorization approach. However, as said before, one cannot really trust this computation since the amplitude vanishes on-shell. An alternative and more justifiable way to obtain this coupling is to use the background field method again. Let us just outline the procedure. The idea is to use a boundary state which corresponds to a brane in a constant magnetic field on the orbifold. Those can be constructed directly to reproduce the amplitudes given in or, in the alternative T-dual picture, they can be obtained by a rotation in the spacetime directions of the twisted boundary states of . Then, the coupling of the twisted moduli to the magnetic field are calculated by evaluating the scalar product of these moduli with the boundary state. This argument shows that in fact, in the NS-NS sector, only the singlet couples to the magnetic field at quadratic order.
## 4 $`𝒩=1`$ : anomalous dimensions and threshold corrections
### 4.1 Anomalous dimensions : the $`_3`$ model
In this section, we will derive the kinetic terms at one-loop for the charged matter fields in a $`_N`$ orbifold with $`N`$ a prime integer. Since there are no order two twist elements, these compactifications have only $`𝒩=1`$ sectors and no D5-branes. The one-loop two-point function is given by the sum of the annulus and Möbius strip amplitudes:
$`𝒜(\varphi ^i,\varphi ^{\overline{ı}}){\displaystyle \frac{1}{2N}}{\displaystyle \underset{k=1}{\overset{N1}{}}}{\displaystyle _0^i\mathrm{}}{\displaystyle \frac{d\tau }{\tau }}\left(𝒜_{99}^{(k)}(q)+_9^{(k)}(q)\right)`$
We have omitted the $`k=0`$ sector, which corresponds to the contribution of the $`𝒩=4`$ supersymmetric open string spectrum and therefore does not contribute to wave function renormalization. Using the “amplitude toolbox” given in the appendix, the two-point function becomes
(18)
for the annulus contribution and
(21)
for the Möbius strip amplitude. We observe that the string oscillators do not decouple and, therefore, contribute to the renormalization.
Now, we will compare this result with the field theory prediction of the anomalous dimensions for the $`_3`$ model . This orientifold is defined by the twist vector $`𝐯=(1/3,1/3,2/3)`$. The comparison requires extracting the infrared contribution of the string amplitudes (18) and (21) in the open channel. To do this, we write the theta functions as products and take the limit $`q=e^{2i\pi \tau }0`$. Expanding the integrand in series of powers of $`\delta `$ (recall that we are only interested in order one in $`\delta `$), the integral over $`\nu `$ can be done explicitly. Define $`\alpha _i=e^{2\pi ikv_i}`$. The result for the annulus is
$`\underset{q0}{lim}𝒜_{99}^{(k)}(q)`$ $`=`$ $`{\displaystyle \frac{\delta \xi ^i\xi ^{\overline{ı}}}{8\pi ^2}}\mathrm{tr}(\gamma _9^k\lambda _1^{}\lambda _2)\mathrm{tr}(\gamma _9^k){\displaystyle \underset{j=1}{\overset{3}{}}}(2\mathrm{sin}\pi kv_j)`$
$`\times \left[{\displaystyle \frac{\overline{\alpha }_i^k1}{2\pi \tau \delta }}+{\displaystyle \frac{i\overline{\alpha }_i^k}{1\overline{\alpha }_i^k}}+𝒪(\delta )\right]`$
and for the Möbius strip,
$`\underset{q0}{lim}_9^{(k)}(q)`$ $`=`$ $`{\displaystyle \frac{\delta \xi ^i\xi ^{\overline{ı}}}{8\pi ^2}}\mathrm{tr}(\gamma _9^{2k}\lambda _1^{}\lambda _2){\displaystyle \underset{j=1}{\overset{3}{}}}(2\mathrm{sin}\pi kv_j)`$
$`\times \left[{\displaystyle \frac{\overline{\alpha }_i^{2k}1}{2\pi \tau \delta }}+{\displaystyle \frac{i(\overline{\alpha }_i^k+\overline{\alpha }_i^{2k})}{1\overline{\alpha }_i^k}}+𝒪(\delta )\right].`$
To add these contributions, one has to rescale the modular parameter of the Möbius strip relative to the cylinder. The correct rescaling is obtained by normalizing the proper time in the closed string channel ($`\mathrm{}`$) through the closed string propagators . The relation between $`\mathrm{}`$ and the proper times in the direct channel for the annulus and Möbius strip is $`\tau _M=\tau _A/4=1/4\mathrm{}`$. Moreover, for the $`_3`$ orientifold, $`\mathrm{tr}(\gamma _9^k)=4`$ and $`_{j=1}^3(2\mathrm{sin}\pi kv_j)=(1)^k3\sqrt{3}`$.
With this in mind, one sees upon adding the two contributions that the leading ($`\delta `$-independent) term vanishes. This was already observed in where the one-loop FI term was calculated in the GS formalism, and shown to vanish. Cutting off the integral by introducing the infrared regulator $`t=2i\tau _A1/\mu ^2`$, we find the infrared behavior:
$`\begin{array}{c}\hfill 𝒜={\displaystyle \frac{3i\sqrt{3}}{32\pi ^2}}\delta \xi ^i\xi ^{\overline{ı}}{\displaystyle }_{k=1}^2{\displaystyle \frac{1}{1\overline{\alpha }_i^k}}\mathrm{tr}(\gamma _9^k\lambda _1^{}\lambda _2)\mathrm{ln}{\displaystyle \frac{\mu ^2}{M_I^2}}\end{array}.`$ (23)
To evaluate the Chan-Paton trace, we need to introduce a little bit more detail. As explained in , the massless matter content of the $`_3`$ model is given by three copies of the $`(1,\overline{66})_2`$ and $`(8,12)_1`$ representations of an $`SO(8)\times SU(12)\times U(1)`$ gauge group (the superscripts denote the $`U(1)`$ charge).
To be explicit, we introduce the generators $`\sigma _{ar}`$ and $`\tau _{rs}`$, for $`a=1,\mathrm{},8`$ and $`r,s=1,\mathrm{},12`$, normalized such that $`\mathrm{tr}(\sigma _{ar}^T\sigma _{bs})=\frac{1}{2}\delta _{ab}\delta _{rs}`$ and $`\mathrm{tr}(\tau _{pq}\tau _{rs})=\frac{1}{2}(\delta _{ps}\delta _{qr}\delta _{pr}\delta _{qs})`$. In this basis, the matter fields can be written as $`\varphi ^i\lambda _i=2\psi _a^{ir}\sigma _{ar}`$ for the $`(8,12)`$ representation and $`\varphi ^i\lambda _i=2\chi _{rs}^i\tau _{rs}`$ for the $`(1,\overline{66})`$. Starting from the ten dimensional SYM theory and performing the Kaluza-Klein reduction to four dimensions, this gives correctly normalized kinetic terms for the complex matter fields. The Chan-Paton trace in (23) can now be evaluated:
$`\mathrm{\Delta }_{\mathrm{one}\mathrm{loop}}^{(\mathrm{S})}={\displaystyle \frac{3}{32\pi ^2}}\mathrm{ln}{\displaystyle \frac{\mu ^2}{M_I^2}}(_\mu \psi _a^{ir}^\mu \psi _a^{ir}2_\mu \chi _{rs}^i^\mu \chi _{rs}^i)`$ (24)
for the one-loop renormalization of these fields in the string frame. To compare this result with the field theory prediction, we first go to the Einstein frame. The IR divergent terms can therefore be summarized by the Lagrangian (6), with $`\stackrel{~}{\gamma }_\psi =\frac{3}{32\pi ^2}\mathrm{ln}(\mu ^2/M_I^2)`$ and $`\stackrel{~}{\gamma }_\chi =\frac{3}{16\pi ^2}\mathrm{ln}(\mu ^2/M_I^2)`$. Now, we will show that these coefficients are related to the anomalous dimensions $`\gamma `$ of the matter fields according to $`\gamma \mathrm{ln}(\mu ^2/M_I^2)=\stackrel{~}{\gamma }/\mathrm{Im}S`$.
In an $`𝒩=1`$ SYM theory with a simple gauge group and a generic superpotential,
$$𝒲=\frac{1}{6}\lambda _{ijk}^{abc}\varphi _a^i\varphi _b^j\varphi _c^k,$$
where $`i,j,k`$ are family indices and $`a,b,c`$ group indices (for us, the family indices will label the three complex planes), the anomalous dimensions of the matter fields $`\varphi _a^i`$ are given by the formula
$$(\gamma _i^j)_b^a=\frac{1}{16\pi ^2}(2g^2C_2(R_a)\delta _i^j\delta _b^a\underset{kl,cd}{}\lambda _{ikl}^{acd}\lambda _{bcd}^{jkl})$$
where $`C_2(R_a)`$ is the quadratic Casimir of the representation $`R_a`$ and $`\lambda _{abc}^{ijk}=\lambda _{ijk}^{abc}{}_{}{}^{}`$. This formula can be easily generalized to semi-simple groups with $`U(1)`$ factors. In particular, for the $`_3`$ model, where the superpotential is given by
$$𝒲=\sqrt{\frac{1}{2\mathrm{Im}S}}ϵ_{ijk}\psi ^i\chi ^j\psi ^k$$
one finds
$`(\gamma _\psi )_i^j`$ $`=`$ $`{\displaystyle \frac{1}{16\pi ^2}}\left((2g_{SU(12)}^2C_2^{SU(12)}(12)+2g_{SO(8)}^2C_2^{SO(8)}(8)+g_{U(1)}^2){\displaystyle \frac{11}{\mathrm{Im}S}}\right)\delta _i^j`$
$`(\gamma _\chi )_i^j`$ $`=`$ $`{\displaystyle \frac{1}{16\pi ^2}}\left((2g_{SU(12)}^2C_2^{SU(12)}(66)+4g_{U(1)}^2){\displaystyle \frac{8}{\mathrm{Im}S}}\right)\delta _i^j`$
where we have suppressed a multitude of Kronecker deltas in the group indices. The coupling constants for the gauge groups are $`g_{SO(8)}^2=1/\mathrm{Im}S,g_{SU(12)}^2=1/(2\mathrm{Im}S),g_{U(1)}^2=1/(24\mathrm{Im}S)`$ so the final result is
$$(\gamma _\psi )_i^j=\frac{3\delta _i^j}{32\pi ^2\mathrm{Im}S},(\gamma _\chi )_i^j=\frac{3\delta _i^j}{16\pi ^2\mathrm{Im}S},$$
(25)
in agreement with the string theory result.
### 4.2 One-loop Fayet-Iliopoulos term : the $`_6^{}`$ model
The $`_6^{}`$ model is defined by the twist vector $`𝐯=(1/6,1/2,1/3)`$. The requirement of tadpole cancellation forces us to introduce 32 D9-branes and also 32 D5-branes filling the space transverse to the first and second complex planes. We refer the reader to section five of for more details on this model; here we only summarize the characteristics needed to compute the one-loop kinetic term of the matter fields. The model contains an $`𝒩=4`$ sector $`(\theta ^0)`$, two $`𝒩=1`$ sectors $`(\theta ^1,\theta ^5)`$ and three $`𝒩=2`$ sectors $`(\theta ^2,\theta ^3,\theta ^4)`$. For $`k=2,4`$ (respectively $`k=3`$), the second (resp. third) complex plane is untwisted. It is important to note that since the D5-branes fill the third complex plane but not the first and the second, $`95`$ strings in the $`k=3`$ sector enjoy the full $`𝒩=2`$ supersymmetry, whereas $`95`$ strings in the $`k=2,4`$ sectors see $`𝒩=1`$ supersymmetry only. In the former sector, the D5-branes are transverse only to twisted directions, and thus break no supersymmetry that was not already broken by the D9-branes and the action of the orientifold.
The amplitudes for the two-point function of the scalar $`\varphi ^1`$ are
This field $`\varphi ^1`$, which comes from a complex plane twisted by all sectors of the orbifold (ie. $`kv_1`$ for all $`k`$), only receives contributions from the $`𝒩=1`$ sector for the $`𝒜_{99}`$ and $`_9`$ amplitudes. For these two diagrams, the contributions of the $`𝒩=2`$ sectors vanish, just like we already observed for the scalars of the $`𝒩=2`$ hypermultiplets in $`K3\times T^2`$ compactifications. Notice that, due to the tadpole conditions $`\mathrm{tr}(\gamma _9^k)=\mathrm{tr}(\gamma _5^k)=0`$ for $`k=1,3,5`$, the amplitude $`𝒜_{99}`$ vanishes identically, and one immediately sees that there is no one-loop FI terms proportional to $`\mathrm{tr}(\gamma _9^k\lambda _1^{}\lambda _2)`$ with $`k`$ odd, since the Möbius strip can only contribute to even powers in $`\gamma ^k`$. Further, one can perform an expansion as already performed for the $`_3`$ model, using now the conditions $`\mathrm{tr}(\gamma _5^2)=\mathrm{tr}(\gamma _5^4)=8`$ and $`\gamma _9^6=1`$ . The result is that the contribution of the $`𝒩=1`$, $`k=1,5`$ sectors of the Möbius strip to the would-be one-loop FI term is cancelled by the $`k=2,4`$ sectors of the $`95`$ annulus, which are actually $`𝒩=1`$ for this $`95`$ amplitude only, as noted above.
The FI D-term would have looked like $`\zeta _{\mathrm{FI}}^2\mathrm{\Lambda }_{\mathrm{UV}}\mathrm{tr}Q_{U(1)}`$ for a UV cutoff $`\mathrm{\Lambda }_{\mathrm{UV}}`$, which would have generated a mass term for the charged scalar, proportional to its $`U(1)`$ charge. We thus see that this term is not generated. One can easily check that such mass terms are also absent for the two other scalar fields, $`\varphi ^2`$ and $`\varphi ^3`$. Finally, as in the previous section, the one-loop renormalization of this field is given by its field theoretical $`𝒩=1`$ anomalous dimensions.
### 4.3 Threshold corrections : the $`_6^{}`$ model
The scalar $`\varphi ^2`$ and its complex conjugate $`\varphi ^{\overline{2}}`$ come from a plane which is untwisted in the $`k=2,4`$ sectors. The relevant one-loop two-point amplitudes are
We observe that, besides the field theoretical $`𝒩=1`$ renormalization running up to the string scale, the corrections given by the $`𝒩=2`$ sectors depend on the geometric moduli of the complex planes in the same way as for the gauge bosons. Indeed, in the sectors $`k=2,4`$ where the scalars are untwisted, one can use the background field method suggested at the beginning of section 2 to obtain a result identical to that of the gauge bosons. Notice that this argument also shows that at tree-level, the twisted NS-NS field in the $`k=2,4`$ sectors couples to the kinetic term of this matter field $`\varphi ^2`$ in the same way as the gauge field does. We can explain this phenomenon as follows: we start with a four-dimensional orientifold compactification with a twist vector defined as $`𝐯^{}=2𝐯=(1/3,1,2/3)`$ which generates a $`_3`$ subgroup of the original $`_6^{}`$. The result is an $`𝒩=2`$, $`_3`$ orbifold of the family we studied in the first part of this section. However, it will also have D5-branes which, as we have already seen, are crucial for the absence of one-loop FI terms, but do not fill completely the space transverse to $`K3`$. This $`𝒩=2`$ orbifold leaves the second complex plane untwisted. As argued above, the scalar fields associated to this plane belong to vector multiplets, and so they have the same one-loop renormalization and couplings to the twisted fields of the orbifold. The projection on $`_6^{}`$ invariant states eliminates some of the fields but these couplings survive.
We now describe in more detail the threshold corrections coming from $`𝒩=2`$ sectors. We denote by $`U`$ the complex structure of the second two-torus:
$$U=\frac{G_2^{12}+i\sqrt{G_2}}{G_2^{11}}.$$
The threshold corrections due to $`𝒩=2`$ sectors are given by the sum of $`𝒜_{99}^{(k)}`$ and $`_9^{(k)}`$ for $`k=2,4`$:
(30)
If the Chan-Paton matrices $`\lambda _i`$ had been in the adjoint representation of the group, the coefficients of these threshold corrections would have been the $`𝒩=2`$ effective theory beta functions of the corresponding sector. These corrections reproduce the heterotic ones only in the limit $`\mathrm{Im}T0`$. Non-perturbative corrections are needed to reproduce the complete threshold dependence on $`T`$ which, on the heterotic side, is just the Kähler modulus of the torus, but on the type I side depends on the ten-dimensional string coupling constant as $`T=b_2^{\mathrm{R}\mathrm{R}}+i\sqrt{G_2}M_\mathrm{S}^2e^{\mathrm{\Phi }_{10}}`$.
We have obtained similar results for the scalar $`\varphi ^3`$, except for one important point, its tree-level couplings to the twisted moduli of the $`𝒩=2`$ sector. Indeed, as noticed in , the corresponding twisted field belongs to a hypermultiplet — which cannot couple to kinetic terms of non-abelian gauge fields because of $`𝒩=2`$ supersymmetry — and the complex field $`\varphi ^3`$ is in the vector multiplet of the $`𝒩=2`$, $`_2`$ orientifold generated by $`𝐯^{}=3𝐯=(1/2,3/2,1)`$. On the other hand, it can couple to $`𝒩=1`$ twisted fields; such couplings should be obtained using the method described in the final part of the previous section. Finally, using tadpole conditions, one shows that its threshold corrections come from the $`_9^{(3)}`$ and $`𝒜_{95}^{(0)}`$ amplitudes and depends on the complex structure of the third two-torus, a result which can be explained as for $`\varphi ^2`$.
## 5 Conclusions and discussion
In this article, we have investigated some parts of the effective action of four-dimensional type I compactifications, focusing in particular on the one-loop renormalization of the Kähler metric and the tree-level couplings between charged matter fields and twisted moduli.
For the renormalization of the Kähler metric, the general picture is the following: on the one hand, $`𝒩=1`$ sectors yield moduli-independent corrections to the metric, and hence to the physical Yukawa couplings. Due to the reduced number of supersymmetries, the string oscillators do not decouple, and the renormalization constant of the charged field is given by infrared logarithmic corrections, independent of the volume of the compact space, cut off at the string scale $`M_\mathrm{S}`$ and with a coefficient given by the field theory $`\gamma `$ functions. On the other hand, moduli-dependent threshold corrections arise in $`𝒩=2`$ sectors, for scalar fields associated to the plane left invariant by the twist operator in these sectors. The phenomenological use of this kind of corrections in models with low string scale is discussed in . For a rectangular untwisted torus of radii $`R_1`$, $`R_2`$, these corrections are proportional to $`\mathrm{ln}(\mu ^2R_1R_2)+f(R_1/R_2)`$ where $`\mu `$ is the infrared scale and $`f`$ diverges linearly when $`R_1>>R_2`$. Otherwise, the scalars associated to twisted plane are not renormalized. The contribution of the D9-D5 annulus amplitude is special, in the sense that in the $`𝒩=2`$ sectors where the D5-brane is wrapped around twisted directions and therefore breaks half of these $`𝒩=2`$ supersymmetries, it gives corrections similar to those of $`𝒩=1`$ sectors.
Within this computation of one-loop amplitudes, we have also recovered the result of on the absence of one-loop induced Fayet-Iliopoulos term and generalized it to $`𝒩=1`$ orientifolds with $`𝒩=2`$ sectors and D5-branes. This vanishing occurs because of the cancellation between contributions of worldsheets with different topology and of different sectors. In particular, the presence of D5-branes is crucial in this mechanism. This cancellation is related to the absence of twisted R-R tadpoles in these models.
Finally, we have calculated explicitly tree-level couplings between the twisted fields of the orbifold and charged fields for $`K3\times T^2`$ orientifolds. In agreement to supersymmetry predictions, we have obtained couplings between charged matter fields and the three NS-NS twisted moduli which, with a R-R twisted scalar, make up a hypermultiplet and which transform as a triplet of the $`R`$-symmetry group $`SU(2)_R`$. These NS-NS fields are also the blow-up modes of the orbifold. On the other hand, the coupling constant contains a tree-level part proportional to the scalar component of $`𝒩=2`$ twisted vector-tensor multiplet, which is also a singlet under $`SU(2)_R`$. The CP-odd counterpart of these couplings have been investigated in detail in , where they were extracted by factorization of one-loop amplitudes in the odd spin-structure. The result is that the $`\mathrm{tr}(FF)`$ couples to the twisted R-R tensor which is in a $`D=6,𝒩=(1,0)`$ tensor multiplet while the $`U(1)`$ field couples to the R-R scalar field as $`{}_{}{}^{6}C_{k}^{(0)}\mathrm{tr}\gamma ^{(k)}F`$. The supersymmetric partner of the Chern-Simons coupling of the tensor field is the tree-level coupling between the singlet $`b_k^{(0)}`$ and $`F^2`$ while the counterpart of the other term is given by the Fayet-Iliopoulos D-terms : $`\stackrel{}{\rho }\stackrel{}{D}`$. Integrating out the auxiliary fields $`\stackrel{}{D}`$ gives, as explained in , the coupling between bilinears in the charged matter field and the twisted triplet that we have calculated directly in string theory.
Such disk calculations should easily generalize to $`𝒩=1`$ compactifications, for which the twisted moduli space structure was described in , for instance. Again, the CP-odd partners of these couplings have been analyzed in ; for twisted sectors without fixed plane, the closed string twisted fields belong to linear multiplets, and its R-R part couples as Green-Schwarz terms to $`U(1)`$ gauge fields and $`FF`$. By supersymmetry, we also expect FI couplings for its NS-NS partner. The $`𝒩=2`$ sectors are more involved. Actually, the ambiguity raised in , where they were unable to fix completely the anomalous couplings through the factorization approach, should be determined by the disk calculation. As a final comment, we evoke an open issue in these orientifold compactifications: the problem of target space duality symmetry is not completely settled and needs more investigation.
###### Acknowledgments.
We would like to thank C. Bachas for collaboration on this project and helpful discussions and suggestions, and C. Angelantonj for useful discussions. PB thanks E. Kiritsis for a discussion. PB is financially supported by the “Ministère de l’Equipement, des Transports et de l’Aménagement du Territoire”. MB is financially supported by the Swedish Institute and the Royal Swedish Academy of Sciences.
## Appendix A
One-loop partition functions
The contribution of the zero modes and oscillators of the spacetime coordinates and ghosts to the partition function, common to all the compactifications considered in this paper, is
$`Z_4^{\alpha ,\beta }(\tau )={\displaystyle \frac{1}{4\pi ^4\tau ^2}}{\displaystyle \frac{\vartheta [\genfrac{}{}{0pt}{}{\alpha }{\beta }](0|\tau )}{\eta (\tau )^3}}`$ (31)
for the annulus.
For the $`K3\times T^2`$ orientifolds, the internal annulus partition function is :
$`Z_{\mathrm{int},k}^{\alpha ,\beta }(\tau )=\mathrm{\Gamma }^{(2)}(\tau ){\displaystyle \frac{\vartheta [\genfrac{}{}{0pt}{}{\alpha }{\beta }](0|\tau )}{\eta (\tau )^3}}(2\mathrm{sin}{\displaystyle \frac{\pi k}{N}})^2{\displaystyle \underset{j=1,2}{}}{\displaystyle \frac{\vartheta [\genfrac{}{}{0pt}{}{\alpha }{\beta +kv_j}](0|\tau )}{\vartheta [\genfrac{}{}{0pt}{}{1/2}{1/2+kv_j}](0|\tau )}}`$ (32)
where $`\mathrm{\Gamma }^{(2)}(\tau )`$ is the lattice sum over momenta along the untwisted two-torus:
$`\mathrm{\Gamma }^{(2)}(\tau )={\displaystyle \underset{n_4,n_5}{}}e^{2i\pi \tau |n_4+n_5U|^2/(\sqrt{G}\mathrm{Im}U)}`$ (33)
with $`G_{ab}(a,b=4,5)`$ the torus metric, and $`U=(G_{45}+i\sqrt{G})/G_{44}`$ its complex structure.
For the $`T^6/_3`$ model, the internal annulus partition function is :
$`Z_{\mathrm{int},\mathrm{k}}^{\alpha ,\beta }(\tau )={\displaystyle \underset{j=1}{\overset{3}{}}}(2\mathrm{sin}\pi kv_j){\displaystyle \frac{\vartheta [\genfrac{}{}{0pt}{}{\alpha }{\beta +kv_j}](0|\tau )}{\vartheta [\genfrac{}{}{0pt}{}{1/2}{1/2+kv_j}](0|\tau )}}`$ (34)
For the $`T^6/_6^{}`$ model, the internal annulus partition functions are :
(38)
The internal partition functions for the Möbius strip and the annulus with one boundary on a D9-brane and the other on a D5-brane can be found in appendix 2 of .
One-loop correlation functions
The bosonic correlation function on the torus $`𝒯`$ in the untwisted directions is:
$`X(z_1)X(z_2)_𝒯={\displaystyle \frac{1}{4}}\mathrm{ln}\left|{\displaystyle \frac{\vartheta _1(\nu _1\nu _2|\tau )}{\vartheta _1^{}(0|\tau )}}\right|^2+{\displaystyle \frac{\pi (\mathrm{Im}(\nu _1\nu _2))^2}{2\mathrm{Im}\tau }},`$ (39)
The correlators on the annulus $`𝒜`$ and the Möbius strip $``$ are obtained by symmetrizing this function under the involutions
$`I_𝒜(\nu )=I_{}(\nu )=1\overline{\nu }.`$ (40)
The fermionic correlation functions on the torus are
(43)
for untwisted and twisted worldsheet fermions in the even spin structures. Like the boson propagators, the fermion propagators on the other surfaces can be determined from these correlators by the method of images (see appendix of for more details).
The correlation function of two twisted fermions for strings with DN boundary conditions is
(45)
Theta function identity
(48)
valid for $`\delta _1+\delta _2+\delta _3=0`$ and $`\gamma _1+\gamma _2+\gamma _3=0`$.
Tree-level twisted correlation functions
The twist field correlators on the disk are :
(51)
for the worldsheet fermions and
(54)
for the bosons (up to a $`(z_1z_2)`$ dependent term which comes from the contraction of the twist fields on the disk, and is the same for (51, 54)). We also use the method of images to obtain the correlation functions of both left- and right-moving fields. |
warning/0003/hep-th0003100.html | ar5iv | text | # 1 Introduction
## 1 Introduction
In 1936 Dirac invented a field theory approach for rewriting conformal field theory in four dimensions in a manifestly SO$`(4,2)`$ covariant form in six dimensions . Dirac’s fields $`\mathrm{\Phi }\left(X\right)`$ depend on $`6`$ coordinates $`X^M`$ which have two timelike dimensions, just like the dynamical coordinates $`X^M(\tau ,\mathrm{})`$ used in the formalism of two-time physics on the worldline or worldvolume -. In the notation of - to label $`X^M,`$ with $`M=+^{},^{},0,1,2,3,`$ Dirac’s choice of coordinates are as follows: Minkowski space coordinates $`x^\mu `$ are the homogeneous coordinates $`x^\mu =X^\mu /X^+^{},`$ with $`\mu =0,1,2,3`$, while the extra coordinate $`X^{^{}}`$ is eliminated through the SO$`(4,2)`$ invariant constraint $`XX=2X^+^{}X^{^{}}+X_\mu X^\mu =0`$. The extra coordinates $`X^0^{},X^1^{}`$ given by $`X^\pm ^{}=\left(X^0^{}\pm X^1^{}\right)/\sqrt{2}`$ describe one extra timelike and one extra spacelike dimensions. Dirac showed that the free field equations for scalar, fermion and vector fields in $`4`$ dimensions $`\varphi \left(x^\mu \right)`$ can be rewritten SO$`(4,2)`$ covariantly in terms of fields $`\mathrm{\Phi }\left(X^M\right)`$ that depend on the $`6`$ coordinates, provided these fields also satisfy additional SO$`(4,2)`$ covariant subsidiary conditions. Several authors pursued Dirac’s idea and extended it to interacting conformal field theories, including conformally invariant Yang-Mills theories , but then Dirac’s idea was forgotten for a long time. Recently this approach has been applied to conformal gravity and its interactions with conformal matter .
Dirac’s goal was to realize conformal symmetry linearly in 4+2 dimensional field theory, and this remained the primary motivation for the work in the literature that followed his paper. The goals and results of two-time physics lie in more general directions, although conformal symmetry is included as a special outcome in a particular gauge. In two-time physics there is an underlying new gauge principle that is responsible for recasting the $`d+2`$ dimensional theory as many possible $`d`$-dimensional theories. The purpose of the present paper is twofold. First, to establish the relationship between the gauge principles in two time physics on the worldline and Dirac’s approach in field theory; second, to demonstrate directly in field theory that diverse one-time field theories emerge in $`d`$ dimensions from the same field equations in $`d+2`$ dimensions. It will be seen that the path of derivation of $`d`$ dimensional field theories is in precise correspondence with making gauge choices in the worldline theory, the important step being the embedding of the time coordinate in $`d`$ dimensions in various ways inside the $`d+2`$ dimensions. In this way one can see that the $`d+2`$ dimensional two-time theory plays a unifying role in a new sense, including interactions.
Two-time physics in $`d+2`$ dimensions was developed independently in the worldline (and worldvolume) formulation -, unaware of the field theory formalism invented by Dirac which had been long forgotten <sup>2</sup><sup>2</sup>2I thank Vasilev for bringing to my attention his recent work, and informing me of Dirac’s work and the line of research that followed the same trend of thought in relation to conformal symmetry.. It was perhaps lucky that ignorance of Dirac’s approach permitted the free exploration and development of new insights in the worldline formulation that were not necessarily connected with conformal symmetry. Historically, the motivation for two-time physics came from duality, and signals for two-timelike dimensions in M-theory and its extended superalgebra including D-branes -. In particular certain dynamical attempts to try to understand these phenomena directly paved the way to the formalism in . Two-time physics introduced a new gauge principle - Sp$`(2,R)`$ in phase space, and its generalizations - that insures unitarity, causality and absence of ghosts. This takes care of problems that naively would have arisen in a spacetime with two-timelike dimensions. Morally speaking, this gauge symmetry is related to duality in a generalized sense. The new phenomenon in two-time physics is that this gauge symmetry can be used to obtain various one-time dynamical systems in $`d`$ dimensions from the same two-time action in $`d+2`$ dimensions, through gauge fixing, thus uncovering a new layer of unification through higher dimensions. In this paper we will show that the same insights can be expressed in the language of field theory.
First we will show that the Sp$`(2,R)`$ gauge symmetry (or OSp$`\left(n|2\right)`$ for spinning particles) provides a fundamental gauge symmetry basis for Dirac’s field equations in $`d+2`$ dimensions. In effect, the field equations amount to imposing the non-Abelian OSp$`\left(n|2\right)`$ constraints in an SO$`(d,2)`$ covariant quantization of the worldline-two-time physics theory, while the fields represent the gauge invariant states. After reaching a two-time field theory formalism for scalars, spinors, vectors and higher spin fields, field interactions consistent with the underlying worldline gauge invariance is included. In particular, interactions that are local in $`d+2`$ spacetime, such as Yang-Mills or general reparametrizations, must satisfy certain “kinematic” field equations beyond the dynamical field equations, that are in complete agreement with recent results obtained through background field methods in two-time physics on the worldline . The interacting field theory constructed in this way is in agreement with the latest developments in the Dirac approach included in .
Second, it is shown that, depending on the path of coming down from $`d+2`$ dimensions to some chosen subset of $`d`$ dimensions, by solving the “kinematic” subset of the field equations, the physical meaning of the one-time field theory, as interpreted by an observer in the remaining $`d`$ dimensions, can be quite different. In particular the natural SO$`(d,2)`$ Lorentz symmetry of the original field equations (in the case of flat d+2 dimensional spacetime) can be interpreted in different ways depending on the choice of the remaining $`d`$ coordinates. The resulting one-time field theory has conformal symmetry if one follows Dirac’s path from $`d+2`$ to $`d`$, but with various embeddings of $`d`$ dimensions in $`d+2`$ dimensions one arrives at various one-time field theories. In the flat case, all resulting $`d`$ dimensional field theories have new hidden SO$`(d,2)`$ symmetries which are not necessarily conformal symmetries. Thus the two-time field theory approach unifies classes of one-time physical systems in $`d`$ dimensions that previously would have been thought of as being described by $`d`$-dimensional field theories unrelated to each other.
Solving the “kinematic” subset of field equations amounts to a gauge choice in the worldline formalism of two-time physics, and therefore the physical interpretation of the remaining field theory agrees with similar recent results in the worldline approach. The main essential new point achieved through field theory is the inclusion of interactions in this new type of unification.
These results hold at the level of classical field theory, which could be thought of as the first quantization of the worldline theory. To extend them to second quantized field theory (and analyze issues such as anomalies, etc.) certain open problems in the field theoretic formulation of two-time physics need to be understood. These may involve non-commutative geometry, and they are briefly discussed in the last section. Analogies and connections with other concepts in the literature, such as duality, AdS-CFT and holography are also pointed out in the last section.
## 2 Local and global symmetry
The two-time worldline description of particle dynamics, in the absence of background fields (i.e. “free” case<sup>3</sup><sup>3</sup>3Although interactions are not explicitly present in the “free” action in $`d+2`$ dimensions, the solution of the constraints generates a class of dynamics for the remaining degrees of freedom in $`d`$ dimensions after a gauge is fixed. When background fields are present all possible particle dynamics in $`d`$ dimensions (rather than only a class) can be described from the point of view of two-time physics in $`d+2`$ dimensions, as shown in . We also mention that another generalization is space-time supersymmetry, including a generalized local kappa supersymmetry . This enriches both the local symmetries as well as the global symmetries. The formalism has also been generalized to strings and branes with limited success so far (although full success is expected).), is given by the $`Sp(2,R)`$ gauge theory described by the action
$`S_0`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle 𝑑\tau D_\tau X_i^MX_j^N\epsilon ^{ij}\eta _{MN}}{\displaystyle 𝑑\tau (_\tau X_1^MX_2^N\frac{1}{2}A^{ij}X_i^MX_j^N)\eta _{MN}}`$ (1)
$`=`$ $`{\displaystyle 𝑑\tau \left(_\tau X^MP^N\frac{1}{2}A^{11}X^MX^N\frac{1}{2}A^{22}P^MP^NA^{12}X^MP^N\right)\eta _{MN}}.`$ (2)
Here $`X_i^M(\tau )`$ is an $`Sp(2,R)`$ doublet, consisting of the ordinary coordinate and its conjugate momentum ($`X_1^MX^M`$ and $`X_2^MP^M=S_0/X_{1M}`$). The indices $`i,j=1,2`$ denote the doublet $`Sp(2,R)`$, they are raised and lowered by the antisymmetric Levi-Civita symbol $`\epsilon _{ij}`$. The gauge covariant derivative $`D_\tau X_i^M`$ that appears in (1) is defined as
$$D_\tau X_i^M=_\tau X_i^M\epsilon _{ik}A^{kl}X_l^M.$$
(3)
The local $`Sp(2,R)`$ acts as $`\delta X_i^M=\epsilon _{ik}\omega ^{kl}X_l^M`$ and $`\delta A^{ij}=\omega ^{ik}\epsilon _{kl}A^{lj}+\omega ^{jk}\epsilon _{kl}A^{il}+_\tau \omega ^{ij}`$, where $`\omega ^{ij}\left(\tau \right)`$ is a symmetric matrix containing the three Sp$`(2,R)`$ gauge parameters and $`A^{ij}`$ is the gauge field on the worldline. The second form of the action (2) is obtained after an integration by parts so that only $`X_1^M`$ appears with derivatives. This allows the identification of $`X,P`$ by the canonical procedure, as indicated in the third form of the action.
The gauge fields $`A^{11}`$, $`A^{12}=A^{21}`$, and $`A^{22}`$ act as Lagrange multipliers for the following three first class constraints that form the Sp$`(2,R)`$ algebra
$$X_iX_j=0X^2=P^2=XP=0,$$
(4)
as implied by the local $`Sp(2,R)`$ invariance. It is precisely the solution of these constraints that require that the global metric $`\eta _{MN}`$ has a signature with two-time like dimensions. Thus, $`\eta _{MN}`$ stands for the flat metric on a ($`d,2`$) dimensional space-time, which is the only signature consistent with the equations of motion for the $`Sp(2,R)`$ gauge field $`A^{kl}`$, leading to non-trivial dynamics that can be consistently quantized. Hence the global two-time $`SO(d,2)`$ is implied by the local $`Sp(2,R)`$ symmetry.
The explicit global $`SO(d,2)`$ invariance has the Lorentz generators
$$L^{MN}=X^MP^NX^NP^M=\epsilon ^{ij}X_i^MX_j^N$$
(5)
that are manifestly Sp$`(2,R)`$ gauge invariant. As mentioned above, different gauge choices lead to different particle dynamics in $`d`$ dimensions (relativistic massless and massive particles, non-relativistic massive particle, H-atom, harmonic oscillator, particle in AdS$`{}_{dk}{}^{}\times `$S<sup>k</sup> background etc.) all of which have $`SO(d,2)`$ invariant actions that are directly obtained from (1) by gauge fixing. Since the action (1) and the generators $`L^{MN}`$ (5) are gauge invariant, the global symmetry SO$`(d,2)`$ is not lost by gauge fixing. This explains why one should expect a hidden (previously unnoticed) global symmetry SO$`(d,2)`$ for each of the systems that result by gauge fixing .
To describe spinning particles, worldline fermions $`\psi _a^M\left(\tau \right)`$, with $`a=1,2,\mathrm{},n`$ are introduced. Together with $`X^M,P^M`$, they form the fundamental representation $`(\psi _a^M,X^M,P^M)`$ of OSp$`\left(n|2\right)`$. Gauging this supergroup instead of Sp$`(2,R)`$ produces a Lagrangian that has $`n`$ local supercharges plus $`n`$ local conformal supercharges on the worldline, in addition to local Sp$`(2,R)`$ and local SO$`\left(n\right)`$. The full set of first class constraints that correspond to the generators of these gauge symmetries are, at the classical level,
$$XX=PP=XP=X\psi _a=P\psi _a=\psi _{[a}\psi _{b]}=0.$$
(6)
To have non-trivial classical solutions of these constraints (with angular momentum) at least two timelike dimensions are required. The OSp$`\left(n|2\right)`$ gauge symmetry can remove the ghosts of no more than two timelike dimensions. Therefore, as in the spinless case, the signature is fixed and the global symmetry of the theory is SO$`(d,2)`$. It is applied to the label $`M`$ in $`(\psi _a^M,X^M,P^M)`$. The global SO$`(d,2)`$ generators $`J^{MN}`$ that commute with all the OSp$`\left(n|2\right)`$ gauge generators (6) are
$$J^{MN}=L^{MN}+S^{MN},S^{MN}=\frac{1}{2i}\left(\psi _a^M\psi _a^N\psi _a^N\psi _a^M\right).$$
(7)
In this paper we will be interested in the covariant quantization of the theory in a manifestly SO$`(d,2)`$ covariant formalism. This will be used in the next section to construct the $`d+2`$ dimensional field theory. The commutation rules are
$$[X^M,P^N]=i\eta ^{MN},\{\psi _a^M,\psi _b^N\}=\eta ^{MN}\delta _{ab},$$
(8)
while all other commutators among the basic degrees of freedom are zero. The $`Sp(2,R)`$ or OSp$`\left(n|2\right)`$ gauge constraints applied on the Hilbert space are just enough to remove all negative-norm states (“ghosts”) introduced by the two timelike dimensions , resulting in a unitary quantum theory. We will treat spinless particles as a special case of OSp$`\left(n|2\right)`$ with $`n=0,`$ so we will state the covariant quantization procedure directly for OSp$`\left(n|2\right).`$
Since the constraints form a non-Abelian algebra one must choose a commuting subset of operators to label the Hilbert space. In particular the local OSp$`\left(n|2\right)`$ labels and the global SO$`(d,2)`$ labels correspond to simultaneously diagonalizable operators that include the Casimir operators of both groups
$$|OSp(n|2)labels;SO(d,2)labels>$$
(9)
The OSp$`\left(n|2\right)`$ quadratic Casimir operator that commutes with all the generators in (6) is (before they are set to zero)
$`C_2\left(OSp\left(n|2\right)\right)`$ $`=`$ $`{\displaystyle \frac{1}{8}}\left(X^2P^2+P^2X^2\right){\displaystyle \frac{1}{16}}\left(XP+PX\right)^2`$ (12)
$`+{\displaystyle \frac{1}{4i}}\left(X\psi _aP\psi _aP\psi _aX\psi _a\right)`$
$`+{\displaystyle \frac{1}{32}}\left(\psi _{[a}\psi _{b]}\right)\left(\psi _{[a}\psi _{b]}\right).`$
On the other hand, the global SO$`(d,2)`$ quadratic Casimir operator is given by (orders of operators respected)
$`C_2\left(SO(d,2)\right)`$ $`=`$ $`{\displaystyle \frac{1}{2}}J^{MN}J_{MN}={\displaystyle \frac{1}{2}}L^{MN}L_{MN}+{\displaystyle \frac{1}{2}}S^{MN}S_{MN}+L^{MN}S_{MN},`$ (13)
$`{\displaystyle \frac{1}{2}}L^{MN}L_{MN}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(X^2P^2+P^2X^2\right){\displaystyle \frac{1}{4}}\left(XP+PX\right)^2+1{\displaystyle \frac{d^2}{4}},`$ (14)
$`{\displaystyle \frac{1}{2}}S^{MN}S_{MN}`$ $`=`$ $`{\displaystyle \frac{1}{8}}\left(\psi _{[a}\psi _{b]}\right)\left(\psi _{[a}\psi _{b]}\right)+{\displaystyle \frac{1}{8}}n\left(d+2\right)\left(d+n\right),`$ (15)
$`L^{MN}S_{MN}`$ $`=`$ $`i\left(X\psi _aP\psi _aP\psi _aX\psi _a\right){\displaystyle \frac{1}{2}}n\left(d+2\right).`$ (16)
The extra constants arise from the re-ordering of quantum operators. In the last two lines we have used $`\psi _a\psi _a=n\left(d+2\right)/2`$ that follows from the quantum relation. We see that the Casimir operator of SO$`(d,2)`$ is related to the Casimir operator of OSp$`\left(n|2\right)`$
$$C_2\left(SO(d,2)\right)=4C_2\left(OSp\left(n|2\right)\right)+\frac{1}{8}\left(d+2\right)\left(n2\right)\left(d+n2\right).$$
(17)
Similarly, higher Casimir operators of $`SO(d,2)`$ are also related to Casimir operators of OSp$`\left(n|2\right)`$ except for ordering constants.
One must demand that the physical states be singlets under the gauge symmetry OSp$`\left(n|2\right)`$. This requires vanishing Casimir operators of the gauge group, in particular $`C_2\left(OSp\left(n|2\right)\right)=0`$. This leads to definite and unique eigenvalues for the SO$`(d,2)`$ Casimir operators for physical states. Thus, on physical states the quadratic Casimir operator must have the eigenvalue
$$C_2\left(SO(d,2)\right)=\frac{1}{8}\left(n2\right)\left(d+2\right)\left(d+n2\right).$$
(18)
Similarly, the higher Casimir eigenvalues for SO$`(d,2)`$ are also fixed. Therefore, for given $`d,n`$ one must take a specific SO$`(d,2)`$ representation to guarantee an OSp$`\left(n|2\right)`$ gauge singlet. For example, for spinless particles ($`n=0`$) the quadratic Casimir is fixed to $`C_2=1d^2/4`$ (in the absence of background fields).
When the quantization is performed in a fixed gauge the same eigenvalue of the Casimir operators must emerge for the dynamics of the remaining dynamical system in $`d`$ dimensions for a fixed $`n`$. Indeed after careful ordering of non-linear products of operators this is verified explicitly (see for examples of non-covariant quantization in several fixed gauges). The covariant quantization explains why seemingly unrelated dynamics in $`d`$ dimensions (such as massless relativistic particle, H-atom, harmonic oscillator in one less dimension, particle in AdS$`{}_{dk}{}^{}\times `$S<sup>k</sup> for all $`k,`$ etc.) all must realize the same unitary representation of SO$`(d,2),`$ as they indeed do.
## 3 Fields, “kinematics” and “dynamics”
If the system is quantized in a fixed gauge, one time and one space dimensions are eliminated, making the absence of ghosts and the one-time nature of the system quite evident . The quantum theory is then expressed in terms of a wave equation in $`d`$ dimensions for each one of the fixed gauges (e.g. for $`n=0`$ spinless particles: Klein-Gordon, non-relativistic Schrödinger, H-atom wave equation, Klein-Gordon in AdS$`{}_{dk}{}^{}\times `$S<sup>k</sup> background, etc.). Each one of these wave equations is derivable from an effective field theory action in $`d`$ dimensions. These field theory actions look different but yet they all represents the quantum theory of the same $`d+2`$ system. Since the original theory had an SO$`(d,2)`$ global symmetry, the derived field theories, although they look different, must all have SO$`(d,2)`$ global symmetry and they must all be related. A well known case of the symmetry is the conformal SO$`(d,2)`$ symmetry of the massless Klein-Gordon theory. The symmetry must be present for all the others, and indeed it is the case, provided one takes care of anomalies produced by quantum ordering of operators. For example, the particle on AdS$`{}_{dk}{}^{}\times `$S<sup>k</sup> background would not be SO$`(d,2)`$ symmetric (for every $`k`$) at the field theory level unless a quantized mass term produced by quantum ordering is included in the action .
Similar comments apply for spin 1/2 wave equations, such as the Dirac equation, etc. produced by the various gauge fixings of the OSp$`\left(1|2\right)`$ gauge theory, or for spin 1 wave equations, such as Maxwell equation etc. produced by the various gauge fixings of the OSp$`\left(2|2\right)`$ theory.
An interesting question is: Is there a master field theory in $`d+2`$ dimensions from which all of these $`d`$ dimensional field theories are derived by a procedure akin to the gauge fixing in the underlying OSp$`\left(n|2\right)`$ theory? Furthermore, if field interactions are added to each of the $`d`$ dimensional theories, which of these interactions would still represent the unified master field theory in $`d+2`$ dimensions, thereby making the different $`d`$ dimensional theories all equivalent to each other under some kind of duality transformation?
These questions are answered by quantizing the worldline theory in a manifestly SO$`(d,2)`$ covariant formalism. The wave equation is then in $`d+2`$ dimensions, and it is supplemented by additional field equations that we call “kinematic” as opposed to “dynamic” field equations. The “kinematic” equations impose a subset of the underlying OSp$`\left(n|2\right)`$ constraints. The “dynamic” field equations correspond to another subset of constraints, but are derived from a field theory action in $`d+2`$ dimensions. Field interactions are included in this dynamic action. When the kinematic equations are solved, the field theory is reduced from $`d+2`$ dimensions to $`d`$ dimensions, but there is a choice of which $`d`$ dimensions among $`d+2`$ survive in the remaining field equations. This choice is equivalent to the gauge fixing that could be done in the worldline formulation of the theory. Indeed the remaining $`d`$ dimensional field theory that comes from the $`d+2`$ field theory correctly produces the wave equations derived from the gauge fixed worldline theory, including any anomalies. But now the consistent interactions are also fixed for the $`d`$ dimensional version of the theory, since they all come directly from the field interactions in $`d+2`$ dimensions.
The formulation of the $`d+2`$ field equations, both kinematic and dynamic, proceeds as follows. A physical state $`|\mathrm{\Phi }>`$ of the worldline theory is labelled by both OSp$`\left(n|2\right)`$ and SO$`(d,2)`$ (if no background fields) as in (9). The OSp$`\left(n|2\right)`$ labels must correspond to a singlet for a gauge invariant physical state. The OSp$`\left(n|2\right)`$ labels include a set of commuting generators in addition to the OSp$`\left(n|2\right)`$ Casimir eigenvalues that are zero. On a physical state that is OSp$`\left(n|2\right)`$ singlet the SO$`\left(n\right)`$ generators given by $`\frac{1}{2i}\psi _{[a}\psi _{b]}`$ must all vanish (since the physical state must be an SO$`\left(n\right)`$ singlet). There is an exception for $`n=2`$ : the SO$`\left(2\right)`$ generator $`\frac{1}{2i}\psi _{[1}\psi _{2]}=q`$ need not vanish since every representation of SO$`\left(2\right)`$ is a singlet (although not neutral if $`q0`$). In addition, among the set of commuting operators in OSp$`\left(n|2\right)`$ that would vanish on a singlet, one is tempted to choose the generators $`P^2`$ and $`P\psi _a`$ since these would produce Klein-Gordon and Dirac equations. If these operators vanish we would be forced into a free field theory. However, before we impose this last condition, let us re-examine the expression of the Casimir operator (12) to find out if we can make a weaker choice. As we will see, this is indeed the case, and the weaker choice will allow us to include interactions in field theory.
The OSp$`\left(n|2\right)`$ Casimir (12) may be rewritten by pulling $`P^2`$ and $`P\psi _a`$ to the right side
$`C_2\left(OSp\left(n|2\right)\right)`$ $`=`$ $`{\displaystyle \frac{1}{4}}\left(iXP+{\displaystyle \frac{d+2}{2}}+\left|q\right|\delta _{n,2}\right)\left(iXP+{\displaystyle \frac{d2}{2}}+n\left|q\right|\delta _{n,2}\right)`$
$`+{\displaystyle \frac{1}{4}}X^2P^2{\displaystyle \frac{i}{2}}X\psi _aP\psi _a+{\displaystyle \frac{1}{32}}\left(\psi _{[a}\psi _{b]}\right)\left(\psi _{[a}\psi _{b]}\right)`$
To define a physical state, with a vanishing $`C_2\left(OSp\left(n|2\right)\right)=0,`$ it is sufficient to simultaneously diagonalize the commuting operators $`iXP,`$ $`X^2P^2,`$ $`X\psi _aP\psi _a`$ all of which commute also with the SO$`\left(n\right)`$ generators $`\frac{1}{2i}\psi _{[a}\psi _{b]}`$. Thus, a physical state is defined by
$`X^2P^2|\mathrm{\Phi }`$ $`>`$ $`=0,\left(iXP+{\displaystyle \frac{d2}{2}}+n\left|q\right|\delta _{n,2}\right)|\mathrm{\Phi }>=0`$ (20)
$`X\psi _aP\psi _a|\mathrm{\Phi }`$ $`>`$ $`=0,\left({\displaystyle \frac{1}{2i}}\psi _{[a}\psi _{b]}q\delta _{n,2}\epsilon _{ab}\right)|\mathrm{\Phi }>=0.`$ (21)
Demanding an OSp$`\left(n|2\right)`$ singlet also imposes the SO$`(d,2)`$ Casimir eigenvalue given in (18). Some additional operators, even if they do not commute with the above, may have definite eigenvalues on physical states $`|\mathrm{\Phi }>`$, since we are interested in the states that give only the zero eigenvalues of the operators above rather than all of their eigenvalues. It may then be quantum mechanically compatible if certain additional operators take on specific values as well on the physical states (for example, even though the SO$`\left(n\right)`$ generators do not commute with each other they can all vanish simultaneously on a SO$`\left(n\right)`$ singlet).
In addition to the physical ket states $`|\mathrm{\Phi }>`$ we also consider the spin and position space bra states $`<`$ $`X,spin|.`$ The probability amplitude $`<X,spin|\mathrm{\Phi }>\mathrm{\Phi }_{spin}\left(X\right)`$ defines the physical fields or wavefunctions that will enter in the $`d+2`$ dimensional field theory. The spin labels will be explained below. On the state $`<X,spin|`$ the position operators $`X^M`$ are diagonal. An important property of this state is defined by demanding the $`X^2`$ operator to vanish $`<X,spin|X^2=0`$ as a constraint imposed on the position Hilbert space. From
$$0=<X,spin|X^2|\mathrm{\Phi }>X^2\mathrm{\Phi }_{spin}\left(X\right)$$
(22)
we learn that $`\mathrm{\Phi }_{spin}\left(X\right)`$ vanishes everywhere, except on the $`d+2`$ dimensional lightcone where $`X^2=0.`$ Therefore, to examine the non-trivial fields we must take $`X^2=0.`$ On position space the momentum operators act as derivatives $`<X,spin|P^M=i_M<X,spin|.`$ The quantization procedure we have just adopted (i.e. imposing $`X^2`$ on bra states) implies that when there are derivatives applied on the fields, such as $`_M\mathrm{\Phi }_{spin}\left(X\right),`$ the derivative must be performed first before imposing the constraint
$$X^2=0.$$
(23)
This describes one of the “kinematic” equations that will be needed. Another kinematic constraint is the second equation in (20). On the fields it takes the form
$$\left(X+\frac{d2}{2}+n\left|q\right|\delta _{n,2}\right)\mathrm{\Phi }_{spin}\left(X\right)=0.$$
(24)
where $`\left|q\right|`$ will be related to the spin in the case of $`n=2.`$ Basically this requires fields of specific scales depending on their spin. The required scale is in $`d+2`$ dimensions, not in $`d`$ dimensions. A third kinematic equation is the second equation in (21), but we will solve that one completely and the fields $`\mathrm{\Phi }_{spin}\left(X\right)`$ will be defined after the explicit solution of that equation.
There remains the “dynamic” equations, the first equations in (20,21), which yield Klein-Gordon or Dirac type equations for the fields $`\mathrm{\Phi }_{spin}\left(X\right).`$ In the next few sections we study the dynamic equations for each spinning field $`\mathrm{\Phi }_{spin}\left(X\right),`$ include field interactions, and build an action from which they can be derived. The combination of the interacting field theory action and the kinematic equations (23,24) define the $`d+2`$ dimensional field theory at the classical level.
## 4 Scalar field (n=0)
For $`n=0`$ ( drop $`\psi _a^M`$) the worldline theory based on OSp$`\left(0|2\right)=Sp(2,R)`$ describes a spinless particle. The dynamic (20) and kinematic equations (23,24) take the form
$$X^2^M_M\mathrm{\Phi }\left(X\right)=0,X^M_M\mathrm{\Phi }\left(X\right)=\frac{d2}{2}\mathrm{\Phi }\left(X\right),X^2\mathrm{\Phi }\left(X\right)=0,$$
(25)
Consistent interactions have the form
$$^M_M\mathrm{\Phi }=\lambda \mathrm{\Phi }^{\left(d+2\right)/\left(d2\right)}+\mathrm{}.$$
(26)
where $`\mathrm{}`$ stands for interactions with other fields that we will discuss below. All interactions are constrained by demanding consistency with the Sp$`(2,R)`$ kinematic constraints in (25), which are imposed by applying $`X`$ or $`X^2`$ on both sides, and using (25). Without the interactions this equation is consistent with choosing to diagonalize $`P^20`$ on the physical state, which was possible in the first place, but by going through the steps above we see that $`^M_M\mathrm{\Phi }\left(X\right)`$ need not vanish while remaining consistent with the physical state conditions. In general, if written in radial coordinates, the Laplacian operator $`^M_M`$ in $`d+2`$ dimensions has terms proportional to $`1/X^2,`$ which will tend to blow up as $`X^20`$
$$^M_M=\frac{1}{X^2}\left(\left(X\right)^2+dX\frac{1}{2}L^{MN}L_{MN}\right)$$
(27)
but the numerator is zero after using the second equation in (25) and the physical value of the SO$`(d,2)`$ Casimir (13) for $`n=0`$. Therefore the operator $`^M_M0/0`$ is finite on a physical state as given in (26). In this way we have seen that the underlying $`Sp(2,R)`$ gauge symmetry permits only certain interactions. If $`d+2=6`$ (i.e. $`d=4`$) the right hand side of (26) contains $`g\mathrm{\Phi }^3.`$ The field equation can be derived from the variation of the Lagrangian
$$L_{d+2}^\mathrm{\Phi }=\frac{1}{2}\mathrm{\Phi }^M_M\mathrm{\Phi }\lambda \frac{\left(d2\right)}{2d}\mathrm{\Phi }^{2d/\left(d2\right)},$$
(28)
and it must be supplemented by the subsidiary kinematic conditions in (25).
Evidently one can write a richer $`d+2`$ field theory involving several scalar fields that have interactions with each other so long as those interactions are consistent with the subsidiary kinematic conditions. This means that the power $`2d/\left(d2\right)`$ should be saturated, but this can be done by the product of several scalar fields. If $`d=4`$ the interaction if $`\mathrm{\Phi }^4,`$ but other powers are not permitted.
The equations in (25) are a slight generalization of Dirac’s equations that he obtained by a different set of arguments (instead of the first eq. in (25) he had $`^M_M\mathrm{\Phi }\left(X\right)=0`$). In our case these equations follow directly from the Sp$`(2,R)`$ gauge symmetry conditions of the worldline theory, and thus provide a gauge theory basis for Dirac’s approach.
We will next solve the subsidiary kinematic field equations and show that the remaining dynamics is described by a field theory in $`d`$ dimensions. However, we will see that there are many ways of choosing coordinates in coming from $`d+2`$ dimensions down to $`d`$ dimensions while solving the subsidiary conditions. The choice of coordinates is parallel to fixing a Sp$`(2,R)`$ gauge in the worldline theory. Various one-time field theories in $`d`$ dimensions emerge when “time” is identified in different ways within the $`d+2`$ dimensional space. One of those cases corresponds to conformal field theory, with SO$`(d,2)`$ interpreted as the conformal group, as Dirac suggested. However, all other choices of coordinates lead to other $`d`$ dimensional field theories with SO$`(d,2)`$ symmetry, but with SO$`(d,2)`$ taking on different meanings as less familiar hidden symmetries. Thus, the content of these field equations goes well beyond the linearization of conformal symmetry envisaged by Dirac and the literature that followed his path . In fact, the equations above unify a class of different looking $`d`$-dimensional one-time field theories into the same $`d+2`$ dimensional two-time field theory, including interactions, as shown below.
### 4.1 Massless scalar field in d dimensions
In the worldline formulation the gauge fixing $`X^+\left(\tau \right)=1`$ and $`P^+\left(\tau \right)=0,`$ and solution of constraints $`X^2=0`$ and $`XP=0`$ left behind the Minkowski coordinates and momenta $`x^\mu \left(\tau \right),`$ $`p^\mu \left(\tau \right)`$ as the independent degrees of freedom
$`X^+^{}\left(\tau \right)`$ $`=`$ $`1,X^{^{}}\left(\tau \right)=x^2/2,X^\mu =x^\mu \left(\tau \right),`$ (29)
$`P^+^{}\left(\tau \right)`$ $`=`$ $`0,P^{^{}}\left(\tau \right)=xp,P^\mu =p^\mu \left(\tau \right)`$ (30)
constrained only by $`p^2=0.`$ The dynamics of the remaining coordinates describe the massless relativistic particle . The quantization of the remaining system produced the Klein-Gordon equation which in turn can be derived from the Klein-Gordon action that has the SO$`(d,2)`$ conformal symmetry identified with the Lorentz symmetry $`L^{MN}=X^MP^NX^NP^M`$ in $`d+2`$ dimensions . Field interactions may then be added, but there is no specific instructions for which interactions are permitted, unless one tries to maintain the SO$`(d,2)`$ Lorentz symmetry.
Now, let us do the analog of this gauge fixing directly in the $`d+2`$ dimensional field theory of the previous section. Following Dirac, we use the change of variables
$$X^+^{}=\kappa ,X^{^{}}=\kappa \lambda ,X^\mu =\kappa x^\mu ,$$
(31)
where the one-time is embedded in Minkowski space $`x^\mu `$ while the dependence on the other time will be determined by solving the kinematic field equations. Using the chain rule, $`_M=\frac{\kappa }{X^M}\frac{}{\kappa }+\frac{\lambda }{X^M}\frac{}{\lambda }+\frac{x^\mu }{X^M}\frac{}{x^\mu }`$ we find
$`{\displaystyle \frac{}{X^+^{}}}`$ $`=`$ $`{\displaystyle \frac{}{\kappa }}{\displaystyle \frac{\lambda }{\kappa }}{\displaystyle \frac{}{\lambda }}{\displaystyle \frac{x^\mu }{\kappa }}{\displaystyle \frac{}{x^\mu }}`$ (32)
$`{\displaystyle \frac{}{X^{^{}}}}`$ $`=`$ $`{\displaystyle \frac{1}{\kappa }}{\displaystyle \frac{}{\lambda }},{\displaystyle \frac{}{X^\mu }}={\displaystyle \frac{1}{\kappa }}{\displaystyle \frac{}{x^\mu }},`$ (33)
Note that $`P^+^{}`$ (which was set to zero as a gauge choice in the worldline approach) is represented by the derivative operator
$$P^+^{}=P_{^{}}=i\frac{}{X^{^{}}}=\frac{1}{\kappa }\frac{}{\lambda }.$$
(34)
At this stage no gauge choices have been made;= only a change to more convenient coordinates has been performed, but note the parallel with the gauge in (29,30). Next, we can write the differential operators in the new coordinates
$`X^M_M`$ $`=`$ $`\kappa {\displaystyle \frac{}{\kappa }},`$ (35)
$`^M_M`$ $`=`$ $`{\displaystyle \frac{1}{\kappa ^2}}\left({\displaystyle \frac{}{x^\mu }}+x_\mu {\displaystyle \frac{}{\lambda }}\right)^2{\displaystyle \frac{1}{\kappa ^2}}\left(2\kappa {\displaystyle \frac{}{\kappa }}+d2\right){\displaystyle \frac{}{\lambda }}`$
$`+{\displaystyle \frac{1}{\kappa ^2}}\left(2\lambda x^2\right)\left({\displaystyle \frac{}{\lambda }}\right)^2`$
These differential operators are to be applied on a physical field which is parametrized as $`\mathrm{\Phi }(\kappa ,\lambda ,x^\mu )`$ before imposing the kinematic constraints $`X^2=0.`$ To impose this constraint one must set $`\lambda =x^2/2`$ after differentiation $`\frac{}{\lambda }`$. Then we see that the third term in $`^M_M`$ drops out on sufficiently non-singular wavefunctions. Using the kinematic constraint in (25) together with (35) the kappa dependence is fully determined as an overall factor $`\kappa ^{\left(d2\right)/2}`$
$$\mathrm{\Phi }\left(X\right)=\kappa ^{\left(d2\right)/2}f(x,\lambda ).$$
(37)
This solution allows us to drop also the second term in $`^M_M`$. Next, note that derivatives with respect to $`x^\mu `$ appear only in the combination $`\frac{}{x^\mu }+x_\mu \frac{}{\lambda }.`$ Then, setting $`\lambda =x^2/2`$ after differentiation using the derivative operator $`\frac{}{x^\mu }+x_\mu \frac{}{\lambda }`$ gives the same result as setting $`\lambda =x^2/2`$ before differentiation and differentiating only with $`\frac{}{x^\mu }`$
$$\left[\left(\frac{}{x^\mu }+x_\mu \frac{}{\lambda }\right)f(x,\lambda )\right]_{\lambda =x^2/2}=\frac{}{x^\mu }f(x,\frac{x^2}{2}).$$
(38)
Therefore we can set $`f(x,\lambda )|_{\lambda =x^2/2}=\varphi \left(x\right)`$ before differentiation provided we also drop the term $`\frac{}{\lambda }`$ in the derivative operator $`\frac{}{x^\mu }+x_\mu \frac{}{\lambda }.`$ We see that all $`\frac{}{\lambda }`$ terms have dropped out from the Laplace operator $`^M_M`$ in (4.1). The disappearance of $`\frac{}{\lambda }`$ everywhere is parallel to setting $`P^+^{}=0`$ as a Sp$`(2,R)`$ gauge choice as in (30,34). Using these remarks we see that the physical state conditions (25,26) are by now fully solved in this gauge by the following general form
$$\mathrm{\Phi }\left(X\right)=\kappa ^{\left(d2\right)/2}\varphi \left(x\right),\frac{^2\varphi \left(x\right)}{x^\mu x_\mu }=\lambda \varphi ^{\left(d+2\right)/\left(d2\right)},$$
(39)
where $`\varphi \left(x\right)`$ is an interacting massless Klein-Gordon field in $`d`$-dimensional Minkowski spacetime (in this interaction we assumed a single real field, but it could be more general). The effective action that generates this equation of motion is
$$L_d^\varphi =\frac{1}{2}\varphi ^\mu _\mu \varphi \frac{\lambda \left(d2\right)}{8d}\varphi ^{2d/\left(d2\right)}.$$
(40)
This is in full agreement with the effective field theory that was obtained by quantizing the worldline formalism in the fixed gauge $`X^+^{}\left(\tau \right)=1,`$ $`P^+^{}\left(\tau \right)=0,`$ as given in .
Note that the $`d+2`$ Lagrangian (28) reduces directly to the $`d`$ Lagrangian (40) when the solution of the subsidiary conditions (39) and the form of the Laplacian (4.1) are used
$$L_{d+2}^\mathrm{\Phi }\left(X\right)\kappa ^dL_d^\varphi \left(x\right)$$
(41)
$`\kappa `$ disappears after integration over $`\kappa `$ in the action.
Thus, solving just the kinematic equations $`X^2=0`$ and $`X\mathrm{\Phi }=\frac{1}{2}\left(d2\right)\mathrm{\Phi }`$ with a particular choice of the remaining $`d`$ coordinates, and replacing the solution into the SO$`(d,2)`$ invariant action is sufficient to obtain the dynamics and the interpretation of the theory in $`d`$ dimensions.
It is well known that the interacting massless Klein-Gordon theory (40), including the interaction, is invariant under conformal transformations, although the symmetry is somewhat “hidden”. In the two time formalism given above the conformal symmetry is inherited from the manifestly SO$`(d,2)`$ invariant equations (25,26) as shown in different ways in and . This allows us to interpret conformal symmetry in $`d`$ dimensions as the Lorentz symmetry in $`d+2`$ dimensions acting on the space $`X^M.`$
Thus conformal symmetry in (39) can be taken as evidence for an underlying higher space with one more timelike and one more spacelike dimensions. In this higher spacetime all $`d+2`$ dimensions are at an equal footing - it is only because of the asymmetric choice of coordinates $`\kappa ,\lambda ,x^\mu `$ that (i) the remaining one “time” $`x^0`$ was defined and (ii) the manifest symmetry was broken artificially in the process of solving the “kinematic” equations (gauge constraints) to rewrite the $`d+2`$ field equations as a field theory in $`d`$ dimensions.
The more unifying aspect of the higher space, and the interpretation of the hidden symmetry as being simply the higher Lorentz symmetry, will make a stronger impression on the reader after noting that a similar observation is repeated in several seemingly unrelated field theoretic models that are actually derivable from the same set of field theoretic equations in the higher dimensions. Each of the derived field theories in $`d`$ dimensions has the SO$`(d,2)`$ symmetry realized in the same irreducible unitary representation, but its interpretation is not conformal symmetry. Nevertheless, it is the same Lorentz symmetry of the higher $`d+2`$ spacetime.
### 4.2 Scalar field in AdS$`{}_{D}{}^{}\times S^k`$ background
To show that the meaning of SO$`(d,2)`$ goes beyond the conformal symmetry interpretation, let us now demonstrate that the same SO$`(d,2)`$ invariant equations (25,26) have a different physical interpretation when the coordinates, in particular “time”, are chosen in a different way. Let the $`d+2=D+k+2`$ coordinates be labelled as $`X^M=(X^+^{},X^{^{}},X^\mu ,X^i)`$ with $`X^\mu `$ representing $`\left(D1\right)`$ spacetime dimensions with one time, and $`X^i`$ representing $`k+1`$ spacelike dimensions, so $`D+k=d`$. Consider the following change of variables (this is related to the Sp$`(2,R)`$ gauge choice for a particle moving in the AdS$`{}_{D}{}^{}\times S^k`$ background in the worldline formalism as given in )
$`X^+^{}`$ $`=`$ $`\rho u,X^{^{}}=\rho \sigma ,X^i=\rho {\displaystyle \frac{𝐮^i}{u}}a,X^\mu ={\displaystyle \frac{1}{a}}\rho ux^\mu .`$ (42)
$`\rho `$ $`=`$ $`{\displaystyle \frac{\sqrt{X_i^2}}{a}},\sigma ={\displaystyle \frac{aX^{^{}}}{\sqrt{X_i^2}}},𝐮^i={\displaystyle \frac{aX^+^{}X^i}{X_i^2}},x^\mu ={\displaystyle \frac{aX^\mu }{X^+^{}}}`$ (43)
The $`𝐮^i`$ are Euclidean vectors in $`k+1`$ dimensions, $`u`$ is the magnitude of the Euclidean vector $`u=\left|𝐮\right|,`$ $`a`$ is a constant with dimension of length, and $`x^\mu `$ are Minkowski vectors in $`\left(D1\right)`$ dimensions. The $`X^2=0`$ condition gives
$$\sigma =\frac{a^4+x^2u^2}{2ua^2}.$$
(44)
The SO$`(d,2)`$ covariant line element in $`d+2`$ dimensions $`dXdX`$ gives the AdS$`{}_{D}{}^{}\times S^k`$ line element in $`D+k=d`$ dimensions up to a conformal factor (after using (44)),
$`dXdX`$ $`=`$ $`\rho ^2\left({\displaystyle \frac{\left(d𝐮\right)^2}{u^2}}+{\displaystyle \frac{u^2}{a^2}}\left(dx_\mu \right)^2\right)`$ (45)
$`=`$ $`\rho ^2\left(\left(d\mathrm{\Omega }_k\right)^2+{\displaystyle \frac{du^2}{u^2}}+{\displaystyle \frac{u^2}{a^2}}\left(dx_\mu \right)^2\right),`$ (46)
where $`\left(d\mathrm{\Omega }_k\right)^2`$ is the metric on $`S^k.`$ This shows the relationship of the parametrization to the AdS$`{}_{D}{}^{}\times S^k`$ background, with $`D+k=d`$. We will consider all possible values of $`k=0,1,\mathrm{},\left(d2\right),`$ so that we will exhibit a relation among the field theories for fixed $`d`$, written on the backgrounds AdS$`_d,`$ AdS$`{}_{d1}{}^{}\times S^1,\mathrm{},`$ AdS$`{}_{2}{}^{}\times S^{d2}`$.
Let us rewrite (25,26) in these coordinates. The chain rule $`_M=\left(_M\rho \right)\frac{}{\rho }+\left(_M\sigma \right)\frac{}{\sigma }+\left(_M𝐮^i\right)\frac{}{𝐮^i}+\left(_Mx^\mu \right)\frac{}{x^\mu }`$ gives
$`{\displaystyle \frac{}{X^+^{}}}`$ $`=`$ $`{\displaystyle \frac{1}{\rho u}}\left(𝐮^i{\displaystyle \frac{}{𝐮^i}}x^\mu {\displaystyle \frac{}{x^\mu }}\right),{\displaystyle \frac{}{X^{^{}}}}={\displaystyle \frac{1}{\rho }}{\displaystyle \frac{}{\sigma }},{\displaystyle \frac{}{X^\mu }}={\displaystyle \frac{a}{\rho u}}{\displaystyle \frac{}{x^\mu }}`$ (47)
$`{\displaystyle \frac{}{X^i}}`$ $`=`$ $`{\displaystyle \frac{𝐮^i}{au}}\left({\displaystyle \frac{}{\rho }}{\displaystyle \frac{\sigma }{\rho }}{\displaystyle \frac{}{\sigma }}2{\displaystyle \frac{𝐮^j}{\rho }}{\displaystyle \frac{}{𝐮^j}}\right)+{\displaystyle \frac{u}{a\rho }}{\displaystyle \frac{}{𝐮^i}}`$ (48)
Using these, the relevant differential operators $`X^M_M,`$ $`_M^M`$ (before using (44)) may be written in the form
$`X^M_M`$ $`=`$ $`\rho {\displaystyle \frac{}{\rho }}`$ (49)
$`_M^M`$ $`=`$ $`{\displaystyle \frac{a^2}{\rho ^2u^2}}\left(D_\mu \right)^2+\left[{\displaystyle \frac{𝐮^i}{au}}{\displaystyle \frac{}{\rho }}+{\displaystyle \frac{u}{a\rho }}\left(𝐃_i2{\displaystyle \frac{𝐮^i}{u}}{\displaystyle \frac{𝐮^j}{u}}𝐃_j\right)\right]^2+\mathrm{}`$ (50)
where the derivative operators $`D_\mu ,𝐃_i`$ are given by
$$D_\mu =\frac{}{x^\mu }+\frac{ux_\mu }{a^2}\frac{}{\sigma },𝐃_i=\frac{}{𝐮^i}+\frac{𝐮^i}{u}\left(\frac{x^2}{2a^2}\frac{a^2}{2u^2}\right)\frac{}{\sigma },$$
(51)
and the terms $`\mathrm{}`$ are all proportional to $`\left(2ua^2\sigma a^4x^2u^2\right)`$ which vanishes according to (44).
The general solution of the second equation in (25) now takes the form
$$\mathrm{\Phi }\left(X\right)=\rho ^{\left(d2\right)/2}F(\sigma ,𝐮,x)|_{\sigma =\left(a^4+x^2u^2\right)/2a^2u}.$$
(52)
We note again that it is possible to replace the differential operators $`D_\mu ,𝐃_i`$ that are applied before the substitution $`\sigma =\left(a^4+x^2u^2\right)/2ua^2`$ with the simple differentiation $`\frac{}{x^\mu },\frac{}{𝐮^i}`$ if the substitution is done before differentiation
$`\left[D_\mu F(\sigma ,𝐮,x)\right]_{\sigma =\left(a^4+x^2u^2\right)/2ua^2}`$ $`=`$ $`{\displaystyle \frac{}{x^\mu }}F({\displaystyle \frac{a^4+x^2u^2}{2ua^2}},𝐮,x)`$ (53)
$`\left[𝐃_iF(\sigma ,𝐮,x)\right]_{\sigma =\left(a^4+x^2u^2\right)/2ua^2}`$ $`=`$ $`{\displaystyle \frac{}{𝐮^i}}F({\displaystyle \frac{a^4+x^2u^2}{2ua^2}},𝐮,x)`$ (54)
Therefore, we may define the field $`\varphi (x,𝐮)`$ that depends only on the AdS$`{}_{dk}{}^{}\times S^k`$ variables $`x^m=(x^\mu ,𝐮^i)`$
$$\varphi (x,𝐮)F(\sigma ,𝐮,x)|_{\sigma =\left(a^4+x^2u^2\right)/2a^2u}$$
(55)
Combined with the vanishing of the $`\mathrm{}`$ terms in (50) the net effect is to drop the derivatives $`/\sigma `$ wherever they appear. This is equivalent to the choice of the Sp$`(2,R)`$ gauge $`P^+^{}=\frac{}{iX^{^{}}}=\frac{1}{i\rho }\frac{}{\sigma }=0`$ which was performed in the worldline formalism . With these remarks, we then find that the full set of equations (25, 26, 49, 50) are solved provided $`\varphi (x,𝐮)`$ satisfies the scalar equation in the AdS$`{}_{dk}{}^{}\times S^k`$ background with a quantized mass term
$`\mathrm{\Phi }\left(X\right)`$ $`=`$ $`\rho ^{\left(d2\right)/2}\varphi (x,𝐮)`$ (56)
$`0`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{G}}}_m\left(\sqrt{G}G^{mn}_n\varphi \right)+M^2\varphi +\lambda \varphi ^{\left(d+2\right)/\left(d2\right)}`$ (57)
$`M^2`$ $``$ $`{\displaystyle \frac{1}{4a^2}}\left(d2\right)\left(d2k\right),`$ (58)
where the metric $`G_{mn}`$ is given by the AdS$`{}_{dk}{}^{}\times S^k`$ line element, with labels $`x^m=(x^\mu ,𝐮^i)`$
$$ds^2=\frac{\left(d𝐮\right)^2}{u^2}+\frac{u^2}{a^2}\left(dx_\mu \right)^2G_{mn}dx^mdx^n.$$
(59)
Note that the mass term vanishes if $`d=2`$ or if $`d=2k.`$ Thus for AdS$`{}_{2}{}^{}\times S^{d2}`$ and AdS$`{}_{d/2}{}^{}\times S^{d/2}`$ there is no mass term. These equations follow from the Lagrangian in $`d`$ total dimensions
$`L_d^\varphi `$ $`=`$ $`{\displaystyle \frac{1}{2}}\varphi _m\left(\sqrt{G}G^{mn}_n\varphi \right)`$ (61)
$`\sqrt{G}\left[{\displaystyle \frac{\left(d2\right)\left(d2k\right)}{8a^2}}\varphi ^2+{\displaystyle \frac{\lambda \left(d2\right)}{2d}}\varphi ^{2d/\left(d2\right)}\right]`$
This Lagrangian also follows directly from the $`d+2`$ dimensional Lagrangian by inserting the solution of the kinematic constraints given in (56)
$$L_{d+2}^\mathrm{\Phi }=\rho ^dL_d^\varphi .$$
(62)
The $`\rho `$ dependence disappears in the action after an integration of the Lagrangian in $`d+2`$ dimensions.
The same result was derived in by choosing a Sp$`(2,R)`$ gauge in the worldline formalism and then doing non-covariant quantization. There, it was essential to figure out the correct ordering of the quantum operators, which in turn gave rise to the quantized mass given above. Thus, the quantized mass term is a quantum anomaly. If the anomaly is missed, the AdS$`{}_{dk}{}^{}\times `$S<sup>k</sup> theory would no longer be equivalent to the $`d+2`$ dimensional theory or any of the other $`d`$ dimensional versions.
The evident symmetry of this action is only SO$`(dk1,2)\times SO\left(k+1\right)`$ which corresponds to the Killing symmetries of the AdS$`{}_{dk}{}^{}\times S^k`$ metric $`G_{mn}.`$ However, there is more hidden symmetry in this action that was not noticed before the advent of two-time physics . In the present field theory setting this follows simply from the property that the original set of equations (25, 26) are invariant under the larger SO$`(d,2).`$ This contains the Killing symmetries as a subgroup, but the total symmetry is larger. Therefore we should expect that there are hidden symmetries in the effective action that correspond to the additional generators in the coset
$$\frac{SO(d,2)}{SO(dk1,2)\times SO\left(k+1\right)}.$$
(63)
That is, the effective action given above should have the full SO$`(d,2)=SO(D+k,2)`$ symmetry for every $`k`$. Indeed it was shown in , that this action has the full symmetry SO$`(d,2).`$ The quantized mass term is essential for this symmetry to be valid. Hence, the larger symmetry requires a quantized mass. The generators of the full symmetry, and the transformation of $`\varphi (x,𝐮)`$ under them are explicitly given for every $`k`$ in . The presence of the symmetry is again evidence for the underlying larger space that contains one more spacelike and more timelike dimensions.
Through this example, with various $`k`$, we have demonstrated that the content of the fully covariant equations (25, 26) is much more than the conformal massless particle that was originally aimed for by Dirac . The field theoretic results reported here fully agree with the worldline formalism at the quantum level performed also at fixed gauges. Furthermore, in the field theory formalism field interactions consistent with the SO$`(d,2)`$ symmetry are also introduced directly in $`d+2`$ theory.
It is interesting to consider the AdS-CFT correspondence \- in this setting. Going to the boundary of AdS corresponds to $`u\mathrm{}.`$ In this limit the original form of the theory in $`d+2`$ dimensions can be analyzed easily by examining the parametrization given in (42). We may also define $`\rho =\kappa /u`$ to more easily extract the information when we take the limit with finite $`\kappa `$. In this limit the coordinates and momenta have the form
$$X^+^{}\kappa ,X^{^{}}\frac{\kappa x^2}{2a^2},X^i0,X^\mu \frac{\kappa }{a}x^\mu .$$
(64)
We see that the $`d+2`$ space shrinks in the $`k+1`$ dimensions $`X^i,`$ and remains finite in the $`dk1`$ dimensions $`X^\mu .`$ Then the two-time Lagrangian (28) gets reduced $`L_{d+2}^\mathrm{\Phi }L_{dk+1}^\mathrm{\Phi }`$ in the number of dimensions. By comparison to the parametrization of the previous section, and recalling eqs.(39-41), we learn that the full field theory given by $`L_{d+2}^\mathrm{\Phi }`$ now shrinks to a conformal field theory in $`dk1`$ dimensions that defines the boundary of the AdS space
$$L_{d+2}^\mathrm{\Phi }L_{dk+1}^\mathrm{\Phi }=\kappa ^{\left(dk1\right)/2}L_{dk1}^\varphi .$$
(65)
This is precisely the AdS-CFT correspondence applied to this theory. Having the two-time theory in the form $`L_{d+2}^\mathrm{\Phi }`$ as the common link for various parametrizations, permitted the analysis to proceed in a straightforward manner in proving the AdS-CFT correspondence in the present case.
### 4.3 Non-relativistic Schrödinger field
The two cases, massless Klein-Gordon and particle in AdS$`\times `$S discussed in the two previous sections are relatively easy from the point of view of operator ordering in the first quantized theory. In this section we would like to discuss a harder case in which it is not a priori evident how to order quantum operators.
In the worldline theory the gauge fixing $`P^+^{}\left(\tau \right)=m,`$ and $`P^0\left(\tau \right)=0`$ at the classical level produces the non-relativistic massive particle with mass $`m`$ . In this gauge the remaining degrees of freedom are designated by the canonical pairs $`(t\left(\tau \right),H\left(\tau \right))`$ and $`(𝐫^i\left(\tau \right),𝐩^i\left(\tau \right))`$ which are constrained by $`H=𝐩^2/2m.`$ These are related to the $`X^M,P^M`$ which satisfy $`X^2=0`$ and $`XP=0`$ as follows
$$P^+^{}=m,P^{^{}}=H\left(\tau \right),P^0=0,P^i=𝐩^i\left(\tau \right)$$
(66)
where $`m`$ is a $`\tau `$ independent constant, and
$`X^+^{}`$ $`=`$ $`t\left(\tau \right),X^{^{}}={\displaystyle \frac{1}{m}}\left(𝐫𝐩tH\right),X^i=𝐫^i\left(\tau \right),`$ (67)
$`X^0`$ $`=`$ $`\pm \sqrt{𝐫^2{\displaystyle \frac{2t}{m}}\left(𝐫𝐩tH\right)}`$ (68)
The $`H=𝐩^2/2m`$ condition follows from the remaining dynamical constraint $`P^2=0.`$ Evidently the field theory version of this dynamical constraint is the Schrödinger equation
$$i\frac{\varphi (t,𝐫)}{t}=\frac{1}{2m}^2\varphi (t,𝐫)+\mathrm{}$$
(69)
that follows from the free Lagrangian in $`d`$ dimensions
$$L_d^\varphi =i\varphi ^{}\frac{\varphi }{t}\frac{1}{2m}\varphi ^{}\varphi +\mathrm{}$$
(70)
The dots $`\mathrm{}`$ represent interactions that could be added.
The non-relativistic particle action $`S=𝑑t`$ $`\frac{m}{2}\left(_t𝐫\right)^2`$ has a surprising SO$`(d,2)`$ symmetry (non-conformal) given by the gauge fixed form of the global SO$`(d,2)`$ Lorentz generators $`L^{MN}=X^MP^NX^NP^M`$ as explained in . Evidently the field theory that is derived from the $`d+2`$ field theory must also inherit this symmetry. Operator ordering of the quantity $`X^0`$ (68) is non-trivial, and therefore constructing the SO$`(d,2)`$ symmetry generators $`L^{MN}`$ at the quantum level in this fixed gauge is not easy. These $`L^{MN}`$ would be the Noether charges for the symmetry SO$`(d,2)`$ of the Schrödinger theory. The corresponding problem in the previous two cases were solved satisfactorily by fixing the correct anomalies , but the non-linear form of (68) has discouraged the analysis so far. How does this problem show up in the field theory version, and how is it resolved, in particular when there are field interactions? Without a guiding symmetry such as SO$`(d,2)`$ there would not be restrictions on the interactions.
Let us now try to imitate directly in the $`d+2`$ dimensional field theory the gauge fixing $`P^+^{}\left(\tau \right)=m,`$ and $`P^0\left(\tau \right)=0`$ of the worldline theory. Before applying any of the kinematic constraints, the relevant SO$`(d,2)`$ differential operators can be rewritten in the form<sup>4</sup><sup>4</sup>4Bo Zhang first constructed the following formulas. I thank him for showing me his work.
$$X^M_M=X^+^{}D_+^{}+X^{^{}}D_{^{}}+X^iD_iX^MX_M\frac{1}{X^0}_0$$
(71)
and
$$^M_M=2D_+^{}D_{^{}}+\left(D_i\right)^2\frac{2}{X^0}_0\left(X^M_M+\frac{d2}{2}\right)X^MX_M\left(\frac{1}{X^0}_0\right)^2$$
(72)
where
$$D_+^{}=_+^{}\frac{X^{^{}}}{X^0}_0,D_{^{}}=_{^{}}\frac{X^+^{}}{X^0}_0,D_i=_i+\frac{X_i}{X^0}_0.$$
(73)
Imposing $`X^MX_M=0`$ is equivalent to setting
$$X_0=\pm \sqrt{X^iX_i2X^+^{}X^{^{}}},$$
(74)
but, before doing so, we must apply all the derivatives $`_0`$ on the wavefunction $`\mathrm{\Phi }(X^0,X^+^{},X^{^{}},X^i).`$ However, from (71,72) we see that when the kinematic constraints are applied all terms containing the explicit $`_0`$ drop out, except those appearing in the definition of $`D_+^{},D_{^{}},D_i`$. Furthermore, for these special combinations, applying first the derivative and then imposing (74) gives the same result as first imposing (74) and replacing $`D_+^{},D_{^{}},D_i`$ with ordinary derivatives $`_+^{},_{^{}},_i`$
$$\left[D_{i,\pm ^{}}\mathrm{\Phi }(X^0,X^+^{},X^{^{}},X^i)\right]_{X^0=\pm \sqrt{X^iX_i2X^+^{}X^{^{}}}}=_{i,\pm ^{}}\mathrm{\Phi }|_{X^0}$$
(75)
where we have defined the notation
$$\mathrm{\Phi }|_{X^0}\mathrm{\Phi }(\pm \sqrt{X^iX_i2X^+^{}X^{^{}}},X^+^{},X^{^{}},X^i).$$
(76)
In this way $`_0`$ completely disappears and $`X^0`$ is expressed in terms of the other coordinates. This is the field theory version of the gauge condition $`P^0\left(\tau \right)=0`$ used in the worldline approach.
The next step is to work in a basis that corresponds to $`P^+^{}=P_{^{}}=m`$ while at the same time solve the remaining kinematic constraint that now takes the form
$$\left(X^+^{}_+^{}+X^{^{}}_{^{}}+X^i_i+\frac{d2}{2}\right)\mathrm{\Phi }|_{X^0}=0.$$
(77)
This is done by first going to Fourier space in the $`X^{^{}}`$ coordinate and then imposing the kinematic constraint. The result is
$$\mathrm{\Phi }|_{X^0}=𝑑me^{imX^{^{}}}m^{\left(d4\right)/2}\varphi (mX^+^{},mX^i),$$
(78)
where the function $`\varphi (t,𝐫^i)`$ is arbitrary. Finally we apply the dynamical operator on this form and find the Schrödinger operator
$`\left(^M_M\mathrm{\Phi }\right)||`$ $`=`$ $`\left(2_+^{}_{^{}}+_i^i\right)\left(\mathrm{\Phi }|_{X^0}\right)`$ (79)
$`=`$ $`{\displaystyle 𝑑me^{imX^{^{}}}m^{\left(d4\right)/2}\left[\left(2im\frac{}{t}+_𝐫^2\right)\varphi (t,𝐫)\right]_{t=mX^+^{},𝐫^i=mX^i}}`$ (80)
On the left side the notation $`\left(^M_M\mathrm{\Phi }\right)||`$ implies that both kinematic constraints have been implemented.
Now we see that the free field equation in $`d+2`$ dimensions $`\left(^M_M\mathrm{\Phi }\right)||=0`$ corresponds to the free non-relativistic Schrödinger equation with mass $`P^+^{}=m`$
$$i\frac{}{t}\varphi (t,𝐫)=\frac{1}{2m}_𝐫^2\varphi (t,𝐫),$$
(81)
in agreement with the first quantization of the worldline theory given in (69). By rewriting it in the form $`\left(^M_M\mathrm{\Phi }\right)||=0`$ the hidden SO$`(d,2)`$ symmetry of the Schrödinger equation is exposed. The interactions consistent with the SO$`(d,2)`$ symmetry follow from the original equations in $`d+2`$ dimensions, but unfortunately they do not seem to have a simple or recognizable form in this case, so we will not discuss it any longer in this paper.
### 4.4 Generalizations
As argued above, a class of one-time physics dynamics is unified by the field theoretic two-time formalism. The class is much larger than the cases discussed above since, as we know from the worldline approach, it includes other one-time dynamics such as the H-atom, harmonic oscillator, particle in various potentials, etc.. It would be interesting to explore the interacting field theory for some of these cases. The interaction term then provides a field theoretic approach to the interaction of these systems in a setting which has never been explored before. In some generalized sense this is analogous to duality in M-theory.
The effective one-time field theories thus obtained, the ones in the previous sections, as well as any others derived similarly in other embeddings of $`d`$ dimensions inside the $`d+2`$ spacetime, are all representatives of the same two-time field theory which provides for some remarkable relations among them. Such relations were not apparent before the insight provided by two-time physics -. In principle, in related $`d`$ dimensional field theories one should be able to compute Sp$`(2,R)`$ gauge invariant quantities and obtain the same result. The SO$`(d,2)`$ symmetry properties are Sp$`(2,R)`$ gauge invariant, in particular the SO$`(d,2)`$ is realized in the same unitary representation in all the derived $`d`$-dimensional theories. Likewise, it must be possible to compute various Sp$`(2,R)`$ gauge invariant quantities and obtain the same or related results by using the different one-time field theories, including the interactions. Further computations along these lines, using the full power of interacting field theory, would help to strenghthen the case for two time physics, and perhaps help discover some of its utility by demonstrating that one could perform certain computations more easily by choosing a particular version of the field theory.
## 5 Spin 1/2 field
If we take $`n=1`$ in (20,21) then the physical state describes a spin 1/2 field. The fermion $`\psi ^M`$ is represented by a Dirac gamma matrix $`\psi ^M=\gamma ^M/\sqrt{2},`$ and position space now has an additional SO$`(d,2)`$ spinor index $`<X,\alpha |`$. The fermionic field is given by the probability amplitude $`<X,\alpha |\mathrm{\Phi }>=\mathrm{\Psi }_\alpha \left(X\right)`$. To satisfy the singlet OSp$`\left(1|2\right)`$ conditions given in (20,21) we see that it is sufficient to impose the kinematic constraints
$$\left(X+\frac{d}{2}\right)\mathrm{\Psi }_\alpha =0,X^2\mathrm{\Psi }_\alpha =0.$$
(82)
and the free field equation $`\left(\gamma X\gamma \mathrm{\Psi }\right)_\alpha =0.`$ The second kinematic constraint follows from the property of the bra $`<X,\alpha |X^2=0`$. From
$$\left(\gamma X\gamma \right)^2=X^2^2+2\left(\gamma X\right)\left(\gamma \right)\left(X+\frac{d}{2}\right),$$
(83)
we see $`X^2^2\mathrm{\Psi }_\alpha =0`$ need not be imposed as a separate free field equation. To include interactions consistently with the “kinematic” constraints we assume that the worldline version of the OSp$`\left(1|2\right)`$ gauge theory is properly generalized by including background fields as in . This permits the addition of source terms to the free field equation
$$\left[\gamma X\gamma \left(iA\right)\mathrm{\Psi }\right]_\alpha =h\mathrm{\Phi }^{2/\left(d2\right)}\left(\gamma X\mathrm{\Psi }\right)_\alpha +\left(\gamma X\xi \right)_\alpha .$$
(84)
where $`\xi _\alpha `$ is any other fermion that does not blow up when $`X^20`$, and whose dimension is $`\left(X+\frac{d2}{2}\right)\xi _\alpha =0.`$ The interacting field equation follows from varying the following Lagrangian
$$L_{d+2}^\mathrm{\Psi }=\overline{\mathrm{\Psi }}\gamma X\gamma \left(iA\right)\mathrm{\Psi }h\mathrm{\Phi }^{2/\left(d2\right)}\overline{\mathrm{\Psi }}\gamma X\mathrm{\Psi }+\overline{\mathrm{\Psi }}\gamma X\xi .$$
(85)
The inclusion of the Yang-Mills gauge field $`A_M\left(X\right)`$ assumes that $`\mathrm{\Psi }`$ is charged under the Yang-Mills local internal symmetry. The scalar $`\mathrm{\Phi }`$ must also have the correct charges to couple to the fermion with a non-zero coupling constant $`h,`$ so the notation is schematic. We also assumed that the field $`\mathrm{\Phi }`$ included on the right hand side may be of the type described in the previous section; if so this coupling would modify the field equations for $`\mathrm{\Phi }`$ given in the previous section.
The form, and consistency of the interactions with the underlying OSp$`\left(1|2\right)`$ gauge symmetry, are determined by applying $`X`$ or $`X\gamma `$ on both sides of (84) and using the kinematic equations in (82) and (25). This also produces the conditions
$$X^2A_M=0,\left(X+1\right)A_M=0,XA=0$$
(86)
on the gauge field. The same “kinematic” equations for the gauge field also follow from other independent considerations, including consistency of background fields with the Sp$`(2,R)`$ gauge symmetry in the two-time worldline formalism , and the analysis in the following section for higher spinning fields.
Finally, it is important to note that (84) or (85) have a kappa type local fermionic symmetry given by
$$\delta \mathrm{\Psi }_\alpha =X_M\left(\gamma ^M\kappa \right)_\alpha $$
(87)
where $`\kappa _\alpha \left(X\right)`$ is any spinor in $`d+2`$ dimensions. To prove the kappa symmetry use $`\gamma \left(iA\right)`$ $`\gamma X=\gamma X\gamma \left(iA\right)+X\left(iA\right)+\left(d+2\right)/2`$ and apply the kinematic conditions (82). This means that only half of the fermions are physical, in accord with what is expected when the two-time theory is reduced from $`d+2`$ dimensions to $`d`$ dimensions.
In the case of free fields Dirac showed, with the parametrization given in (31), that the solution space of these equations is precisely the massless Dirac equation for a fermionic field in $`d`$ dimensions. This is also the conclusion reached in by quantizing the OSp$`\left(1|2\right)`$ worldline theory in the gauge $`X^+^{}\left(\tau \right)=1,`$ $`P^+^{}\left(\tau \right)=0,`$ $`\psi ^+^{}\left(\tau \right)=0.`$ To show how the $`d`$ dimensional theory is embedded in $`d+2`$ we give here the field theory version of the gauge choice used in the worldline approach. We first fix the kappa symmetry so that it corresponds to the worldline fermionic gauge $`\psi ^+^{}\left(\tau \right)=0`$
$$\left(\gamma ^+^{}\mathrm{\Psi }\right)_\alpha =0.$$
(88)
Then use the parametrization (31) and the chain rule (32,33) to show that the operators applied on the gauge fixed $`\mathrm{\Psi }`$ can be rewritten in the form
$`\gamma ^M_M\mathrm{\Psi }`$ $`=`$ $`{\displaystyle \frac{1}{\kappa }}\gamma ^\mu D_\mu \mathrm{\Psi }+{\displaystyle \frac{1}{\kappa }}\left(\gamma ^{^{}}x^\mu \gamma _\mu \right)\mathrm{\Psi }`$ (89)
$`\gamma ^MX_M\mathrm{\Psi }`$ $`=`$ $`\kappa \left(\gamma ^{^{}}x^\mu \gamma _\mu \right)\mathrm{\Psi }`$ (90)
and
$`\gamma X\gamma \left(iA\right)\mathrm{\Psi }`$ $`=`$ $`\left(\gamma ^{^{}}x^\mu \gamma _\mu \right)\gamma ^\mu \left(D_\mu iA_\mu \right)\mathrm{\Psi }`$ (92)
$`+\left(\gamma ^{^{}}x^\mu \gamma _\mu \right)\left(2\lambda x^2\right)\left(_\lambda iA_\lambda \right)\mathrm{\Psi }`$
where $`D_\mu =_\mu +x_\mu _\lambda `$ as in (4.1). Inserting these forms in the interacting equation of motion we see that we remain with the overall factor $`\left(\gamma ^{^{}}x^\mu \gamma _\mu \right)`$ on both sides of the equation, but since this is an ivertible matrix that satisfies $`\left(\gamma ^{^{}}x^\mu \gamma _\mu \right)^2=x^2,`$ it can be removed from both sides. Furthermore by using $`X^2=0`$ we set $`\lambda =x^2/2`$ which eliminates the last term in the last equation.
The result is the interacting massless Dirac field in $`d`$ dimensions, with SO$`(d,2)`$ conformal symmetry, in full agreement with the worldline theory approach. Therefore, the content of (82,84) or (85) using the $`d`$ dimensional coordinates (31) and kappa gauge (88) is the interacting massless fermionic field with SO$`(d,2)`$ conformal symmetry.
However, as discussed in there are other gauge choices in two-time physics which would lead to other physical interpretations for the SO$`(d,2)`$ symmetry and of the dynamics from the point of view of a one-time observer. Using the corresponding parametrization for $`X^M,\psi ^M`$ we fully expect that the two-time field equations (82) would yield the same richness of $`d`$ dimensional spin 1/2 one-time physics, but now in the language of field theory.
## 6 Vector and higher spin fields
When $`n=2,3,\mathrm{}`$ the fermions $`\psi _a^M`$ lead to higher spin particles. To display the spin components of the wavefunction we adapt the methods of to the case of SO$`(d,2)`$. The $`n`$ anticommuting $`\psi _a^M`$ are represented in terms of SO$`\left(d+2\right)`$ Dirac gamma matrices $`\gamma _{\alpha \beta }^M`$ acting in spinor space labelled by $`\alpha =1,\mathrm{},2^{\left(d+2\right)/2}.`$ They are given in direct product form acting on the physical state with spin components $`|\mathrm{\Phi }_{\alpha _1\alpha _2\mathrm{}\alpha _a\mathrm{}\alpha _n}>`$
$$\psi _a^M=\gamma ^{}\mathrm{}\gamma ^{}\frac{1}{\sqrt{2}}\gamma ^M1\mathrm{}1$$
(93)
where the $`\frac{1}{\sqrt{2}}\gamma ^M`$ is inserted in the $`a`$’th entry of the direct product, and $`\gamma ^{}`$ (analog of $`\gamma _5`$ in four dimensions) is the product of all $`d+2`$ gamma matrices $`\gamma ^{}=i^{\left(d+2\right)/2}\gamma ^0^{}\gamma ^1^{}\gamma ^0\mathrm{}\gamma ^{d1}`$ such that $`\{\gamma ^{},\gamma ^M\}=0`$ and $`\left(\gamma ^{}\right)^2=1`$ (for simplicity, we assume even $`d+22r`$. If $`d+2`$ is odd the spinor space $`\alpha `$ is doubled to avoid $`\gamma ^{}`$ proportional to identity).
In this formalism the constraint $`\psi _{[a}\psi _{b]}=0`$ (for $`n0`$) on the physical state is solved by the following spin wavefunction. For even $`n`$ ($`n2`$) the spin wavefunction $`<X|\mathrm{\Phi }_{\alpha _1\alpha _2\mathrm{}\alpha _a\mathrm{}\alpha _n}>`$ is a bosonic field written in terms of a SO$`(d,2)`$ tensor $`F_{indices}\left(X\right)`$ whose indices correspond to a Young tableau shaped like a rectangle, with $`\left(d+2\right)/2`$ columns and $`n/2`$ rows, as follows
$`\mathrm{\Phi }_{\alpha _1\alpha _2\mathrm{}\mathrm{}\alpha _n}`$ $`=`$ $`\left(\gamma ^{M_1^1\mathrm{}M_{\left(d+2\right)/2}^1}\right)_{\alpha _1\alpha _2}\left(\gamma ^{M_1^2\mathrm{}M_{\left(d+2\right)/2}^2}\right)_{\alpha _3\alpha _4}\mathrm{}\left(\gamma ^{M_1^{n/2}\mathrm{}M_{\left(d+2\right)/2}^{n/2}}\right)_{\alpha _{n1}\alpha _n}`$
$`\times F_{[M_1^1\mathrm{}M_{\left(d+2\right)/2}^1];[M_1^2\mathrm{}M_{\left(d+2\right)/2}^2];\mathrm{}[M_1^{n/2}\mathrm{}M_{\left(d+2\right)/2}^{n/2}]}.`$
The indices on $`F_{indices}`$ have permutation properties associated with SO$`\left(n\right)`$ type Young tableaux : (i) the antisymmetric indices $`[M_1^i\mathrm{}M_{\left(d+2\right)/2}^i]`$ correspond to the column $`i`$, (ii) the $`n/2`$ columns of indices for different $`i`$’s are symmetrized with each other, (iii) under anti-symmetrization with one more index of a neighboring column the wavefunction vanishes
$$F_{[M_1^1\mathrm{}M_{\left(d+2\right)/2}^1;M_1^2]\mathrm{}M_{\left(d+2\right)/2}^2];\mathrm{}[M_1^{n/2}\mathrm{}M_{\left(d+2\right)/2}^{n/2}]}=0,$$
(95)
(iv) to insure irreducibility under SO$`(d,2)`$ a vanishing trace for any pair of indices using $`\eta ^{MN}`$ is required, symbolically $`F_{indices}\eta =0`$.
For odd $`n`$ the spin wavefunction is a fermionic field $`\psi _{indices}^\alpha \left(X\right)`$, whose indices correspond to the Young tableau described above with $`\left(n1\right)/2`$ columns, and there is one leftover spinor index $`\alpha ,`$ which satisfies the irreducibility condition
$$\left(\gamma ^{M_1^1}\right)_{\alpha \beta }\psi _{[M_1^1\mathrm{}M_{\left(d+2\right)/2}^1];[M_1^2\mathrm{}M_{\left(d+2\right)/2}^2];\mathrm{}}^\beta =0.$$
(96)
For $`n=2,`$ there is an exception since $`q0`$ is possible for an SO$`\left(2\right)`$ singlet. Then it is possible to get a singlet (gauge invariant) of OSp$`\left(2|2\right)`$ even though it is not necessarily neutral under the subgroup SO$`\left(2\right).`$ This allows a more general solution for $`\mathrm{\Phi }_{\alpha _1\alpha _2}`$ than the above. Imposing $`\psi _{[1}\psi _{2]}|\mathrm{\Phi }>=2iq|\mathrm{\Phi }>`$ we find
$`\mathrm{\Phi }_{\alpha _1\alpha _2}\left(X\right)`$ $`=`$ $`\left(1+i\gamma ^{}sign\left(q\right)\left(1\right)^p\right)\left(\gamma ^{M_1\mathrm{}M_{p+2}}\right)_{\alpha _1\alpha _2}F_{M_1\mathrm{}M_{p+2}}\left(X\right),`$ (97)
$`p`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(d2\right)\left|q\right|=integer.`$ (98)
Therefore, by adjusting the value of $`q`$ it is possible to obtain solutions that correspond to antisymmetric tensors $`F_{M_1\mathrm{}M_{p+2}}\left(X\right)`$ with any of the values of $`p`$ in the set $`\{1,0,1,\mathrm{},\frac{1}{2}\left(d2\right)\}`$. If $`q=0`$ only the last value of $`p`$ is possible. This in contrast with the case of $`n3`$ for which only one solution is possible as given above.
For the rest of the discussion, for simplicity, we will specialize to the $`n=2`$ case, and furthermore concentrate on free fields so we will relax the conditions $`X^2P^2X\psi _aP\psi _a0`$ of (20,21) to $`P^2P\psi _a0`$ . The physical state condition $`\psi _aP0`$ requires that the $`n=2`$ wavefunction $`F_{M_1\mathrm{}M_{p+2}}\left(X\right)`$ given in (97) is an on-shell field strength for a $`p`$-brane gauge potential $`A_{M_1\mathrm{}M_{p+1}}`$
$$F_{M_1\mathrm{}M_{p+2}}\left(X\right)=_{[M_{p+2}}A_{M_1\mathrm{}M_{p+1}]},^{M_{p+2}}_{[M_{p+2}}A_{M_1\mathrm{}M_{p+1}]}=0.$$
(99)
The additional physical state condition in (20) requires a specific dimension
$$XF_{M_1\mathrm{}M_{p+2}}=\left(\frac{d2}{2}+2\left|q\right|\right)F_{M_1\mathrm{}M_{p+2}}=\left(p+2\right)F_{M_1\mathrm{}M_{p+2}}.$$
(100)
This equation holds provided the gauge field satisfies $`\left(X+p+1\right)A_{M_1\mathrm{}M_{p+1}}=_{[M_1}U_{M_2\mathrm{}M_{p+1}]}`$ for any $`U_{M_2\mathrm{}M_{p+1}}`$. Through a gauge transformation $`\delta A_{M_1\mathrm{}M_{p+1}}=_{[M_1}\mathrm{\Lambda }_{M_2\mathrm{}M_{p+1}]}`$ one can eliminate $`U`$, hence $`U`$ is arbitrary. With the choice $`U_{M_2\mathrm{}M_{p+1}}=X^{M_1}A_{M_1\mathrm{}M_{p+1}}`$ the condition on $`A_{M_1\mathrm{}M_{p+1}}`$ takes the gauge invariant form $`X^{M_{p+2}}F_{M_1\mathrm{}M_{p+2}}=0.`$
The last equation in (99) may be modified to include interactions through a conserved $`p`$ brane current, so the combined equations (99,100) may be generalized to
$$X^{M_{p+2}}F_{M_1\mathrm{}M_{p+2}}=0,^{M_{p+2}}F_{M_1\mathrm{}M_{p+2}}=J_{M_1\mathrm{}M_{p+1}}.$$
(101)
The last equation contracted with either $`X^{M_1}`$ or $`^{M_1}`$ shows that the brane current must be conserved, satisfy an additional constraint, and be of definite dimension
$$^{M_1}J_{M_1\mathrm{}M_{p+1}}=0,X^{M_1}J_{M_1\mathrm{}M_{p+1}}=0,\left(X+p+1\right)J_{M_1\mathrm{}M_{p+1}}=0.$$
(102)
The first equation in (101) is “kinematics” and the last is dynamics. The dynamical equation follows from a varying the Lagrangian
$$L_{d+2}^A=\frac{1}{4}F_{M_1\mathrm{}M_{p+2}}F^{M_1\mathrm{}M_{p+2}}+A^{M_1\mathrm{}M_{p+1}}J_{M_1\mathrm{}M_{p+1}}$$
(103)
which has the gauge invariance for a $`p+1`$ gauge potential.
In the case of a vector potential we may identify it with the Yang-Mills gauge potential that appeared in the previous section and which coupled to the charged scalars or fermions. Then the current $`J_M`$ need not be included as an additional source at it follows from the gauge couplings in $`L_{d+2}^\mathrm{\Phi }`$ or $`L_{d+2}^\mathrm{\Psi }.`$
The $`p`$ brane potential $`A_{M_1\mathrm{}M_{p+1}}`$ satisfies similar constraints to those of $`J_{M_1\mathrm{}M_{p+1}}`$ after fixing some gauge symmetries. Consider fixing the gauge $`X^{M_1}A_{M_1\mathrm{}M_{p+1}}=0.`$ Then the first equation in (101) reduces to $`\left(X+p+1\right)A_{M_1\mathrm{}M_{p+1}}=0,`$ which requires $`A_{M_1\mathrm{}M_{p+1}}`$ to have a definite dimension. Despite the gauge choice there still remains gauge symmetry under $`\delta A_{M_1\mathrm{}M_{p+1}}=_{[M_1}\mathrm{\Lambda }_{M_2\mathrm{}M_{p+1}]},`$ for all $`\mathrm{\Lambda }_{M_2\mathrm{}M_{p+1}}`$ that have dimension $`p,`$ i.e. $`\left(X+p\right)\mathrm{\Lambda }_{M_2\mathrm{}M_{p+1}}=0.`$ This is sufficient gauge symmetry to further fix the gauge of $`A_{M_1\mathrm{}M_{p+1}}`$ since it now has a definite dimension. Thus, through these gauge choices we may take a $`A_{M_1\mathrm{}M_{p+1}}`$ that satisfies constraints similar to those of the current
$$X^{M_1}A_{M_1\mathrm{}M_{p+1}}=0,^{M_1}A_{M_1\mathrm{}M_{p+1}}=0,\left(X+p+1\right)A_{M_1\mathrm{}M_{p+1}}=0,$$
(104)
while the dynamics simplifies to the gauge fixed form
$$^M_MA_{M_1\mathrm{}M_{p+1}}=J_{M_1\mathrm{}M_{p+1}}.$$
(105)
If we specialize to $`n=2`$ and $`p=0`$ (or $`\left|q\right|=\left(d2\right)/2`$ ) the physical state is a vector gauge field $`A_M`$ that satisfies the gauge invariant equations for $`F_{MN}=_MA_N_NA_M`$
$`X^MF_{MN}`$ $`=`$ $`0,^MF_{MN}=J_N,`$ (106)
$`X^MJ_M`$ $`=`$ $`0,^MJ_M=0,`$ (107)
$`\left(X+2\right)F_{MN}`$ $`=`$ $`0,\left(X+1\right)J_M=0.`$ (108)
For the fixed gauge described above these equations become
$`\left(X+1\right)A_M`$ $`=`$ $`0,X^MA_M=0,^MA_M=0,^M_MA_N=J_N,`$ (109)
$`\left(X+1\right)J_M`$ $`=`$ $`0,X^MJ_M=0,^MJ_M=0.`$ (110)
These coincide with equations that appear in Dirac’s paper for the vector gauge potential. They also are in agreement with the results of the background field approach introduced in .
Following Dirac, if we take $`d+2=6`$ dimensions, the solution of these field equations in the parametrization of eq.(31) is precisely equivalent to Maxwell’s equations for a gauge potential $`A_\mu \left(x\right)`$ in $`d=4`$ dimensions identified as part of the six dimensional $`A_M\left(X\right)`$. The conformal symmetry of Maxwell’s theory in four dimensions is none other than the SO$`(4,2)`$ Lorentz symmetry in six dimensions.
As we have emphasized in the previous sections the parametrization of eq.(31) is connected to one of the possible gauge choices in two-time physics. Parametrizations that are related to other gauge choices would reveal other physical content in the $`d`$ dimensional field theory.
## 7 Gravity
All of the interacting Lagrangians above can be coupled to gravity. To do so we follow the prescription obtained in . In the usual way we need a metric $`G_{MN}\left(X\right)`$ or vielbein $`E_M^a\left(X\right)`$ and a spin connection for SO$`(d,2)`$ $`\omega _M^{ab}\left(X\right)`$ in $`d+2`$ dimensions, but we also need an additional vector $`V^M\left(X\right)`$ constructed from a potential $`W\left(X\right).`$ These fields satisfy the following kinematic equations
$$\mathrm{\pounds }_VG^{MN}=2G^{MN},V^M=\frac{1}{2}G^{MN}_NW,G^{MN}_MW_NW=4W$$
(111)
where $`\mathrm{\pounds }_VG^{MN}`$ is the Lie derivative $`\mathrm{\pounds }_VG^{MN}=VG^{MN}_KV^MG^{KN}_KV^NG^{KM}.`$ Furthermore the kinematic conditions we had earlier for the various fields now take the form
$`\mathrm{\pounds }_V\mathrm{\Phi }`$ $`=`$ $`{\displaystyle \frac{d2}{2}}\mathrm{\Phi },\mathrm{\pounds }_V\mathrm{\Psi }_\alpha ={\displaystyle \frac{d}{2}}\mathrm{\Psi }_\alpha ,V^MF_{MN}=0,`$ (112)
$`W\left(X\right)\mathrm{\Phi }`$ $`=`$ $`0,W\left(X\right)\mathrm{\Phi }=0,W\left(X\right)A_M=0.`$ (113)
where the ordinary derivatives in the Lie derivative $`\mathrm{\pounds }_V`$ should be replaced by covariant derivatives consistent with a local Lorentz symmetry SO$`(d,2)`$ in tangent space. Thus, wherever there was an explicit $`X^M`$ in flat space, it is now replaced by $`V^M\left(X\right)`$ and wherever there was a Yang-Mills derivative $`_M+A_M`$ it is now promoted to a SO$`(d,2)`$ covariant derivative $`_M+\omega _M+A_M`$. Using these modifications the Lagrangians $`L_{d+2}^\mathrm{\Phi },`$ $`L_{d+2}^\mathrm{\Psi },`$ $`L_{d+2}^A`$ constructed earlier in this paper are generalized to couple to gravity consistently with the underlying OSp$`\left(n|2\right)`$ gauge symmetries of two-time physics. They should also be multiplied by a volume factor $`\sqrt{G}=detE`$ that satisfies $`\mathrm{\pounds }_V\sqrt{G}=\left(d+2\right)\sqrt{G}`$ as it follows from (111).
Next we would like to write down a Lagrangian $`L_{d+2}^G`$ for the gravitational sector. But first we will deal with the kinematic constraints in (111) by rewriting them in tangent space using the vielbein and spin connection and giving them a more geometrical meaning. In particular since the spin connection is a gauge field its field strength (the curvature) must satisfy
$$V^MR_{MN}^{ab}=0,R_{MN}^{ab}=_M\omega _N^{ab}_N\omega _M^{ab}+[\omega _M,\omega _N]^{ab}.$$
(114)
like other gauge fields in (112). Similarly, the vielbein can also be viewed as a gauge field. We define the covariant derivative of the vielbein with respect to the spin connection
$$D_ME_N^a=_ME_N^a+\omega _{Mb}^aE_N^b.$$
(115)
The torsion tensor is given by
$$T_{MN}^a=D_ME_N^aD_NE_M^a.$$
(116)
So, we also take the torsion tensor to satisfy the transversality condition, as a kinematic condition
$$V^MT_{MN}^a=0.$$
(117)
We define the Lie derivative of the vielbein by including the covariant derivative using the spin connection; it may be rewritten in terms of the torsion as follows
$`\mathrm{\pounds }_VE_M^a`$ $`=`$ $`V^ND_NE_M^a+_MV^NE_N^a`$ (118)
$`=`$ $`V^ND_{[N}E_{M]}^a+V^ND_ME_N^a+_MV^NE_N^a`$ (119)
$`=`$ $`V^NT_{NM}^a+D_MV^a`$ (120)
$`=`$ $`D_MV^a`$ (121)
we have used the transversality condition on the torsion and defined $`V^a=E_M^aV^M`$, and $`D_MV^a=_MV^a+\omega _M^{ab}V_b`$. If $`\mathrm{\pounds }_VE_M^a`$ is contracted with another vielbein we obtain $`\mathrm{\pounds }_VG_{MN}`$ in the form
$$\mathrm{\pounds }_VG_{MN}=2\mathrm{\pounds }_VE_M^aE_{Na}=2D_MV^aE_{Na}.$$
(122)
Due to the condition (111) this quantity is $`2G_{MN}.`$ Multiplying both sides by $`E^{Na}`$ we find
$$\mathrm{\pounds }_VE_M^a=E_M^a,$$
(123)
with
$$E_N^a=D_MV^a=_MV^a+\omega _M^{ab}V_b.$$
(124)
This form has been previously suggested in ), we derived it here from the homothety conditions (111) obtained in the worldline formalism .
Thus, the vielbein constructed in this way satisfies the kinematic condition automatically while it is fully determined by the arbitrary functions $`V^a\left(X\right)`$ and $`\omega _M^{ab}\left(X\right)`$. The only condition on the functions $`V^a,\omega _M^{ab}`$ is that the curvature and torsion be transverse to $`V^M.`$ Modulo this condition the vielbein, and metric $`G_{MN}`$ are determined. This form solves automatically the first equation in (111). Similarly, the last equation in (111) can be rewritten in terms of $`V^a`$
$$W=V^aV_a.$$
(125)
There remains the second equation in (111) that now takes the form
$$V_a=\frac{1}{2}E_a^MD_M\left(V_bV^b\right)=E_a^M\left(D_MV^b\right)V_b=E_a^ME_M^bV_b$$
(126)
which is an identity since $`E_a^ME_M^b=\delta _a^b.`$ Thus, all kinematic conditions for the gravitational field are fully solved by the arbitrary functions $`V^a\left(X\right)`$ and $`\omega _M^{ab}\left(X\right),`$ and the definition of metric through $`E_M^a=D_MV^a.`$ Note also that we can rewrite the torsion as follows
$$T_{MN}^a=D_{[M}D_{N]}V^a=R_{MN}^{ab}V_b,orT_{cd}^a=R_{cd}^{ab}V_b.$$
(127)
Therefore, the torsion is obtained from the curvature (the spin connection included torsion).
From this construction we may deduce (using $`\mathrm{\pounds }_VE_M^a=E_M^a`$ and $`\mathrm{\pounds }_VR_{MN}^{ab}=2R_{MN}^{ab}`$ as any other gauge field strength)
$`\mathrm{\pounds }_VV^a`$ $`=`$ $`V^MD_MV^a=V^ME_M^a=V^a,`$ (128)
$`\mathrm{\pounds }_VR_{cd}^{ab}`$ $`=`$ $`\mathrm{\pounds }_V\left(E_c^ME_d^NR_{MN}^{ab}\right)=4R_{cd}^{ab},`$ (129)
$`\mathrm{\pounds }_VT_{cd}^a`$ $`=`$ $`3T_{cd}^a.`$ (130)
The transversality conditions $`V^MR_{MN}^{ab}=0`$ on the curvature and torsion may be rewritten in tangent space
$$V^cR_{cd}^{ab}=0,$$
(131)
while $`V^cT_{cd}^a=0`$ is automatically satisfied thanks to (127). This is the only remaining kinematic condition on the gravitational background as long as the primary building blocks are $`V^a`$ and $`\omega _M^{ab}.`$
We now turn our attention to the Lagrangian in the gravitational sector that generates the dynamics for gravity (i.e. impose the analog of the Einstein equations) in two-time physics. Naively the Lagrangian would be given by the Riemann curvature scalar $`R=R_{ab}^{ab}`$ but we must seek a modification in light of the constraints generated by $`\mathrm{\pounds }_V`$ as in (111, 131, 112). Consistent coupling with these constraints requires the form
$$L_{d+2}^G\left(detE\right)R_{ab}^{ab}\mathrm{\Phi }^{2\left(d4\right)/d2}$$
(132)
where $`\mathrm{\Phi }`$ is one (or a combination) of the scalar fields described earlier. Typically the scalar that appears in the overall factors in the Lagrangians we constructed up to now would be identified as the dilaton.
## 8 Discussion
Combining the Lagrangians for scalars, spinors, vectors and gravitons we have a total Lagrangian that generates the dynamical equations of motion through a variational principle, and couples all the fields to one another
$`L_{d+2}`$ $`=`$ $`L_{d+2}^G+L_{d+2}^A+L_{d+2}^\psi +L_{d+2}^\varphi `$ (133)
$`L_{d+2}^G`$ $``$ $`\left(detE\right)\mathrm{\Phi }^{2\left(d4\right)/d2}R_{ab}^{ab}`$ (134)
$`L_{d+2}^A`$ $`=`$ $`{\displaystyle \frac{1}{4}}\left(detE\right)\mathrm{\Phi }^{2\left(d4\right)/d2}F_{MN}F_{KL}G^{MK}G^{NL}`$ (135)
$`L_{d+2}^\mathrm{\Psi }`$ $`=`$ $`\left(detE\right)\left[\overline{\mathrm{\Psi }}\gamma V\gamma \left(iA\right)\mathrm{\Psi }h\mathrm{\Phi }^{2/\left(d2\right)}\overline{\mathrm{\Psi }}\gamma V\mathrm{\Psi }+\overline{\mathrm{\Psi }}\gamma V\xi \right]`$ (136)
$`L_{d+2}^\mathrm{\Phi }`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{\Phi }_M\left(\sqrt{G}G^{MN}_N\mathrm{\Phi }\right)\lambda {\displaystyle \frac{\left(d2\right)}{2d}}\mathrm{\Phi }^{2d/\left(d2\right)}\sqrt{G}.`$ (137)
The dynamical equations thus obtained must be supplemented with the kinematic conditions in (112) and (131). In the gravitational sector $`V^a,\omega _M^{ab}`$ are the primary fields, not $`E_M^a`$ or $`G_{MN}.`$
As discussed above Dirac’s program for coming down from $`d+2`$ dimensions to $`d`$ dimensions can be implemented through many possible paths, ending up with a choice of some $`d`$ dimensions embedded in $`d+2`$ dimensions. In this way one arrives at different looking but non-trivially related interacting field theories in $`d`$ dimensions. This is the new lesson learned from two-time physics.
As mentioned earlier one may consider several scalars, spinors, vectors etc., and build a $`d+2`$ Lagrangian that would reproduce the Standard Model in one of the $`d`$=4 versions of a $`d+2=6`$ dimensional theory in two-time physics. The natural choice of 4 dimensions among the 6 is the one given in (31) since that is the one that corresponds to the massless relativistic particle. It would be interesting to find out what one can learn from the other choices of $`4`$ dimensions that would produce dual versions of the Standard Model. In particular, can one discover non-perturbative phenomena, relations among parameters, or new measurable effects of the standard theory in particle physics? These questions remain to be investigated in general as well as for the Standard Model itself.
The two-time formulation presented here and in - has properties that touches upon other popular but little understood concepts in the current literature. Among them duality, holography, AdS-CFT, background independence are ideas that can be seen to be present in two-time physics is some generalized sense. Holography can be compared to the fact that $`d`$ dimensions, which can be thought of as a surface around the bulk of $`d+2`$ dimensions, is sufficient to describe all of the physics contained in the bulk. In our version of holography we go down two dimensions rather than one and therefore there is not just one $`d`$ dimensional “surface” but many, and this connects to our version of “duality”. Duality can be compared to the many versions of $`d`$ dimensional theories that are related and actually represent the same $`d+2`$ dimensional theory (an analogy to M-theory). We have already given a concrete example of the usual AdS-CFT correspondence at the end of section (4.2), as seen from the point of view of two-time physics, and this could be generalized to more interesting cases. Finally concepts of background independence are present since one could start with a $`d+2`$ theory without backgrounds and end up with a theory in $`d`$ dimensions with many possible curved backgrounds.
We need to end on a down note, but hopefully a stimulating one. The formulation of two-time physics in field theory presented here is incomplete. The fact that the subsidiary “kinematic” conditions are not derived directly as an equation of motion from the field theory Lagrangian is a sign that the formulation is incomplete. Surely one could introduce Lagrange multipliers to impose these conditions, but this seems artificial. Introducing a delta function $`\delta \left(X^2\right)`$ or $`\delta \left(V^2\right)`$ in the action built from the Lagrangian above is also just as artificial, and it still misses the other kinematic constraints due to £$`_V.`$ Rather, a gauge principle that implements the underlying Sp$`(2,R)`$ or OSp$`\left(n|2\right)`$ gauge symmetry directly in field theory is the needed ingredient. This would generate all the kinematic or dynamic constraints simultaneously, as it does in the worldline formalism. In this sense the worldline formalism seems more fundamental at the current stage.
Once the field theory formulation is completed it would then be possible to investigate with more confidence second quantization in the formalism of two-time physics, and try to establish the validity of the duality relations among the d-dimensional theories at the second quantized level. Some such duality is expected, but the correct ordering of operators (or corresponding anomalies) may need further understanding.
To implement the Sp$`(2,R)`$ gauge symmetry in field theory suggested above it may be more natural to consider fields that are functions over phase space $`\mathrm{\Phi }(X,P).`$ This appears to go in the direction of non-commutative geometry, but with specific goals that are not currently part of the thinking in non-commutative geometry. Perhaps it would be helpful to investigate in this direction to complete the field theoretic formulation of two-time physics. |
warning/0003/hep-ph0003152.html | ar5iv | text | # UTEXAS-HEP-00-2 MSUHEP-00310 Photons, neutrinos and large compact space dimensions
## 1. Introduction
The $`22`$ processes $`\gamma \nu \gamma \nu `$, $`\gamma \gamma \nu \overline{\nu }`$ and $`\nu \overline{\nu }\gamma \gamma `$ are of potential interest in astrophysics. However, because of the vector-axial-vector nature of the weak coupling, the leading term in these cross sections for these processes with massless neutrinos, nominally of order $`G_F^2\alpha ^2\omega ^2`$, vanishes due to Yang’s theorem . In the limit that the photon energy $`\omega <m_e`$, where $`m_e`$ is the electron mass, these cross sections can be shown to be of order $`G_F^2\alpha ^2\omega ^2\left(\omega /m_W\right)^4`$ , and, in the annihilation channels at least, this $`\omega ^6`$ behavior persists to center of mass energies $`\sqrt{s}2m_W`$, where $`m_W`$ is the mass of the $`W`$-boson .
The $`\omega ^6`$ behavior of the photon-neutrino cross sections can be understood in terms of an effective Lagrangian of the form
$$_{\mathrm{eff}}^{\mathrm{SM}}=\frac{1}{32\pi }\frac{g^2\alpha }{m_W^4}A\left[\overline{\psi }\gamma _\nu (1+\gamma _5)(_\mu \psi )(_\mu \overline{\psi })\gamma _\nu (1+\gamma _5)\psi \right]F_{\mu \lambda }F_{\nu \lambda },$$
(1)
where $`g`$ is the electroweak gauge coupling, $`\psi `$ is the neutrino field and $`F_{\mu \nu }`$ is the electromagnetic field tensor. In Eq. (1), $`A`$ is
$$A=\left[\frac{4}{3}\mathrm{ln}\left(\frac{m_W^2}{m_e^2}\right)+1\right]$$
(2)
in the low energy limit $`\omega <m_e`$, and $`A`$ is obtained by fitting the numerical calculation of the cross section for $`\omega >m_e`$ . Since $`_{\mathrm{eff}}^{\mathrm{SM}}`$ is a dimension 8 operator, it follows that the center of mass cross sections will behave as $`\omega ^6`$. Another property of Eq. (1) is that the scattered photons in the channel $`\gamma \nu \gamma \nu `$ are circularly polarized in leading order due to the parity violating terms in $`_{\mathrm{eff}}`$. There is no linear polarization in this channel.
Because the scale of $`_{\mathrm{eff}}^{\mathrm{SM}}`$ is $`m_W`$, a typical photon-neutrino cross section is quite small, so small that a high energy neutrino beam is not attenuated by interactions with the present density of relic neutrinos via the process $`\nu \overline{\nu }\gamma \gamma `$ . In the early universe, the photons and neutrinos decouple at a temperature $`T`$ 1.6 GeV, or about one microsecond after the Big Bang. If this temperature were a factor of 10 lower, i.e. $`T\mathrm{\Lambda }_{\mathrm{QCD}}`$, one might be justified in speculating that some remnant of the circular polarization mentioned above could be retained in the cosmic microwave background radiation and at this would provide evidence for the relic neutrino background.
Lowering the decoupling temperature necessitates increasing the cross section, $`\sigma (\nu \overline{\nu }\gamma \gamma )`$, or changing the dependence of the age of the universe, $`t`$, on the temperature $`T`$. The latter seems unlikely, since the $`tT^2`$ radiation dominated behavior of the early universe is insensitive changes such as including a non-vanishing cosmological constant. On the other hand, new interactions could increase $`\sigma (\nu \overline{\nu }\gamma \gamma )`$, provided they involve the exchange of particles with spin $``$ 1. A new interaction of this type is provided by the recent proposal that the compact dimensions of string theory are sufficiently large to make the effective gravitational scale $`\mathrm{\Lambda }`$ of order a TeV rather than the usual $`M_P=1.2\times 10^{19}`$ GeV Planck scale . That this new gravitational interaction will make a significant correction to the standard model photon-neutrino cross sections can be seen by rewriting Eq. (1) in the form
$$_{\mathrm{eff}}^{\mathrm{SM}}=\frac{1}{8\pi }\frac{g^2\alpha }{m_W^4}AT_{\alpha \beta }^\nu T_{\alpha \beta }^\gamma ,$$
(3)
where $`T_{\alpha \beta }^\nu `$ and $`T_{\alpha \beta }^\gamma `$ are the symmetrical energy-momentum tensors of the neutrinos and the photons. Explicitly, we have
$`T_{\alpha \beta }^\nu `$ $`=`$ $`{\displaystyle \frac{1}{8}}[\overline{\psi }\gamma _\alpha (1+\gamma _5)(_\beta \psi )+\overline{\psi }\gamma _\beta (1+\gamma _5)(_\alpha \psi )`$ (4)
$`(_\beta \overline{\psi })\gamma _\alpha (1+\gamma _5)\psi (_\alpha \overline{\psi })\gamma _\beta (1+\gamma _5)\psi ],`$
$`T_{\alpha \beta }^\gamma `$ $`=`$ $`F_{\alpha \lambda }F_{\beta \lambda }{\displaystyle \frac{1}{4}}\delta _{\alpha \beta }F_{\lambda \rho }F_{\lambda \rho }.`$ (5)
In the next section, we show that an effective interaction which is the product of energy-momentum tensors also arises when the spin 2 graviton is exchanged between photons and neutrinos. This is followed by the calculation of $`\sigma (\nu \overline{\nu }\gamma \gamma )`$ and a discussion of the resulting astrophysical implications.
## 2. Graviton exchange between photons and neutrinos
According to models in which only the graviton ($`𝒢`$) propagates in the additional $`n`$ compact dimensions of a $`D=4+n`$ dimensional manifold, the compact spatial dimension $`R`$ is related to $`\mathrm{\Lambda }`$ and $`M_P`$ as
$$\mathrm{\Lambda }^{n+2}R^nM_p^2/4\pi .$$
(6)
The graviton’s propagation in all $`D`$ dimensions implies the existence of a tower of spin 2 particles in ordinary space-time, whose masses are given by $`m_\stackrel{}{n}^2=\stackrel{}{n}^2/R^2`$, where $`\stackrel{}{n}=(n_1,n_2,\mathrm{},n_n)`$ and the $`n_i`$ are integers. Furthermore, in these models the interaction between the spin 2 graviton, $`𝒢_{\mu \nu }`$, and any standard model field has the universal form
$$_{\mathrm{eff}}^𝒢=\frac{\kappa }{2}T_{\mu \nu }𝒢_{\mu \nu },$$
(7)
where $`T_{\mu \nu }`$ is the energy-momentum tensor of the standard model field.
Given the effective coupling, Eq. (7), it is a simple matter to calculate the $`22`$ amplitudes . In the annihilation channels ($`\gamma \gamma \nu \overline{\nu }`$ and $`\nu \overline{\nu }\gamma \gamma )`$, the amplitude for a particular $`m_\stackrel{}{n}`$ has the form
$$𝒜_\stackrel{}{n}=\frac{\kappa ^2}{4}T_{\alpha \beta }^\nu (p_1,p_2)\frac{𝒫_{\alpha \beta \lambda \rho }(k_1+k_2)}{m_\stackrel{}{n}^2si\epsilon }T_{\lambda \rho }^\gamma (k_1,k_2),$$
(8)
with $`s=(k_1+k_2)^2`$. Here $`𝒫_{\alpha \beta \lambda \rho }`$ is the spin 2 projection operator
$$𝒫_{\alpha \beta \lambda \rho }(k)=\frac{1}{2}\left(d_{\alpha \lambda }(k)d_{\beta \rho }(k)+d_{\alpha \rho }(k)d_{\beta \lambda }(k)\frac{2}{3}d_{\alpha \beta }(k)d_{\lambda \rho }(k)\right),$$
(9)
with
$$d_{\alpha \beta }(k)=\delta _{\alpha \beta }+\frac{1}{m_\stackrel{}{n}^2}k_\alpha k_\beta .$$
(10)
Since the energy-momentum tensors are conserved, symmetrical and, in this case, traceless, Eq. (8) reduces to
$$𝒜_\stackrel{}{n}=\frac{\kappa ^2}{4}T_{\alpha \beta }^\nu (p_1,p_2)\frac{1}{m_\stackrel{}{n}^2si\epsilon }T_{\alpha \beta }^\gamma (k_1,k_2).$$
(11)
To complete the calculation of the amplitude, it is necessary to sum $`𝒜_\stackrel{}{n}`$ over the values of $`m_\stackrel{}{n}^2`$. This is done by replacing the sum with an integral over the number density $`d𝒩`$ given by
$$d𝒩=\frac{1}{2}\mathrm{\Omega }_nR^n(m^2)^{(n2)/2}dm^2,$$
(12)
where $`\mathrm{\Omega }_n`$ is the surface area of an $`n`$-dimensional sphere. If the integral over $`dm^2`$ is cut off at $`\mathrm{\Lambda }^2`$, we find as leading terms
$$_0^{\mathrm{\Lambda }^2}\frac{d𝒩}{m^2si\epsilon }=\frac{1}{2}\mathrm{\Omega }_nR^n\mathrm{\Lambda }^{n2}\{\begin{array}{ccc}\mathrm{ln}\left(\frac{\mathrm{\Lambda }^2}{s}\right)& \mathrm{if}& n=2\\ \frac{2}{\text{}\left(n2\right)}& \mathrm{if}& n>2\end{array}=\frac{1}{2}\mathrm{\Omega }_nR^n\mathrm{\Lambda }^{n2}I_n(\mathrm{\Lambda },s).$$
(13)
Apart from a $`\mathrm{ln}(\mathrm{\Lambda }^2/s)`$ term when $`n=2`$, all values of $`n`$ have the same $`\mathrm{\Lambda }^{n2}`$ dependence. If we then take the specific realization of Eq. (6) for the scale parameter $`\mathrm{\Lambda }`$ to be
$$\mathrm{\Omega }_n\mathrm{\Lambda }^{n+2}R^n=M_P^2,$$
(14)
the summed version of Eq. (11) is
$$𝒜_𝒢=\frac{4\pi }{\mathrm{\Lambda }^4}I_n(\mathrm{\Lambda },s)T_{\alpha \beta }^\nu (p_1,p_2)T_{\alpha \beta }^\gamma (k_1,k_2),$$
(15)
where we have used $`\kappa ^2=32\pi /M_P^2`$ .
## 3. $`𝝂\overline{𝝂}\mathbf{}𝜸𝜸`$ cross section including graviton exchange
Using Eq. (3), the Standard Model amplitude for the annihilation processes is
$$𝒜^{\mathrm{SM}}=\frac{1}{8\pi }\frac{g^2\alpha }{m_W^4}AT_{\alpha \beta }^\nu (p_1,p_2)T_{\alpha \beta }^\gamma (k_1,k_2),$$
(16)
which, in view of Eq. (15), leads to the total amplitude
$$𝒜=\left(\frac{1}{8\pi }\frac{g^2\alpha }{m_W^4}A+\frac{4\pi }{\mathrm{\Lambda }^4}I_n(\mathrm{\Lambda },s)\right)T_{\alpha \beta }^\nu (p_1,p_2)T_{\alpha \beta }^\gamma (k_1,k_2).$$
(17)
If the photon helicities are denoted by $`\lambda _1`$ and $`\lambda _2`$, the product of energy-momentum tensors in Eq. (17) is given by
$`T_{\alpha \beta }^\nu (p_1,p_2)T_{\alpha \beta }^\gamma (k_1,k_2)`$ $`=`$ $`{\displaystyle \frac{1}{4}}\mathrm{sin}\theta \left[st(1\lambda _1\lambda _2)+{\displaystyle \frac{1}{2}}s^2(1\lambda _1)(1+\lambda _2)\right],`$ (18)
$`=`$ $`{\displaystyle \frac{1}{4}}_{\lambda _1\lambda _2},`$ (19)
where $`t=(p_1k_1)^2`$, and $`\theta `$ is the scattering angle in the center of mass. The differential cross section for $`\nu \overline{\nu }\gamma \gamma `$ can then be calculated using
$$\frac{d\sigma }{dz}=\frac{1}{32\pi s}\underset{\lambda _1\lambda _2}{}|𝒜_{\lambda _1\lambda _2}|^2,$$
(20)
with $`z=\mathrm{cos}\theta `$, and
$$𝒜_{\lambda _1\lambda _2}=\left(\frac{1}{32\pi }\frac{g^2\alpha }{m_W^4}A+\frac{\pi }{\mathrm{\Lambda }^4}I_n(\mathrm{\Lambda },s)\right)_{\lambda _1\lambda _2}.$$
(21)
Summing over the helicities gives
$$\frac{d\sigma }{dz}=\frac{1}{16\pi }\left(\frac{1}{32\pi }\frac{g^2\alpha }{m_W^4}A+\frac{\pi }{\mathrm{\Lambda }^4}I_n(\mathrm{\Lambda },s)\right)^2s^3(1z^4),$$
(22)
which leads to the total cross section
$`\sigma (\nu \overline{\nu }\gamma \gamma )`$ $`=`$ $`{\displaystyle \frac{1}{2!}}{\displaystyle _1^1}𝑑z{\displaystyle \frac{d\sigma }{dz}}`$ (23)
$`=`$ $`{\displaystyle \frac{s^3}{20\pi }}\left({\displaystyle \frac{1}{32\pi }}{\displaystyle \frac{g^2\alpha }{m_W^4}}A+{\displaystyle \frac{\pi }{\mathrm{\Lambda }^4}}I_n(\mathrm{\Lambda },s)\right)^2.`$ (24)
Using the value $`A=14.4`$ and expressing $`\mathrm{\Lambda }`$ in TeV, we find
$$\sigma (\nu \overline{\nu }\gamma \gamma )=\frac{1}{8}\frac{s^3}{m_e^6}\left(1+.3\frac{I_n(\mathrm{\Lambda },s)}{\mathrm{\Lambda }^4}\right)^2\times 10^{31}\mathrm{fb}.$$
(25)
The cross section is shown in Fig. 1 for the cases $`n=2`$ and $`n=4`$ with $`\mathrm{\Lambda }=.5,\mathrm{\hspace{0.17em}1}\mathrm{and}\mathrm{\hspace{0.17em}10}`$ TeV. Although the logarithmic variation in the $`n=2`$ case is scarcely detectable in the range $`.2\mathrm{GeV}\sqrt{s}2\mathrm{GeV}`$, its presence in the coefficient of $`\mathrm{\Lambda }^4`$ makes the effect of the extra dimensions largest for this case.
## 4. Discussion and conclusions
The possibility of a high energy neutrino scattering from the current relic neutrino background is not materially enhanced by the inclusion of the effects of gravitons propagating in compact dimensions. Neglecting the electroweak contribution to the $`\nu \overline{\nu }\gamma \gamma `$ cross section, which is known to be too small to produce any scattering, the condition $`\sigma _{\nu \overline{\nu }\gamma \gamma }n_\nu ct_0=1`$ for at least one scattering, gives
$$\frac{\pi }{20}\frac{s^3}{\mathrm{\Lambda }^8}\mathrm{ln}^2\left(\frac{\mathrm{\Lambda }^2}{s}\right)n_\nu ct_0=1$$
(26)
or, using the relic neutrino density $`n_\nu =56\mathrm{c}\mathrm{m}^3`$, and the age of the universe $`t_0=15\times 10^9`$ years, the condition can be written
$$x^6\mathrm{ln}^2(x^2)=0.0207\stackrel{~}{\mathrm{\Lambda }}^2,$$
(27)
with $`x=\sqrt{s}/\mathrm{\Lambda }`$ and $`\stackrel{~}{\mathrm{\Lambda }}`$ in GeV. For a 1 TeV scale, the solution to Eq. (27) is $`x=3.78`$, giving $`\sqrt{s}=3.78`$ TeV, which is beyond the range of validity of the effective theory.
The additional contribution to the cross section from gravition exchange will affect the decoupling temperature. The temperature at which the reaction $`\nu \overline{\nu }\gamma \gamma `$ ceases to occur can be determined from the reaction rate per unit volume
$$\rho =\frac{1}{(2\pi )^6}\frac{d^3p_1}{e^{E_1/T}+1}\frac{d^3p_2}{e^{E_2/T}+1}\sigma |\stackrel{}{v}|,$$
(28)
where $`\stackrel{}{p}_1`$ and $`\stackrel{}{p}_2`$ are the neutrino and antineutrino momenta, $`E_1`$ and $`E_2`$ their energies, $`|\stackrel{}{v}|`$ is the flux and $`T`$ the temperature. Using the invariance of $`\sigma E_1E_2|\stackrel{}{v}|`$, the relationship between $`\sigma |\stackrel{}{v}|`$ in the center of mass frame and any other frame is
$$\sigma |\stackrel{}{v}|=\sigma _{CM}\frac{2E_{\mathrm{CM}}^2}{E_1E_2},$$
(29)
which gives
$$\sigma |\stackrel{}{v}|=\frac{s^4}{16E_1E_2m_e^6}\left(1+\frac{.3}{\mathrm{\Lambda }^4}\mathrm{ln}\left(\frac{\mathrm{\Lambda }^2}{s}\right)\right)^2\times 10^{70}\mathrm{cm}^2,$$
(30)
for $`n=2`$ and $`\mathrm{\Lambda }`$ in TeV. Taking $`s=4E_1E_2\mathrm{sin}^2(\theta _{12}/2)`$ , where $`\theta _{12}`$ is the angle between the incoming neutrinos, the angular integrations in Eq. (28) result in the integrand
$$𝑑\mathrm{\Omega }_1𝑑\mathrm{\Omega }_{12}=\frac{(4\pi )^2}{5}\left[\left(1+\frac{.3}{\mathrm{\Lambda }^4}\mathrm{ln}\left(\frac{\mathrm{\Lambda }^2}{4E_1E_2}\right)\right)^2+\frac{.12}{\mathrm{\Lambda }^4}\left(1+\frac{.3}{\mathrm{\Lambda }^4}\mathrm{ln}\left(\frac{\mathrm{\Lambda }^2}{4E_1E_2}\right)\right)+.08\left(\frac{.3}{\mathrm{\Lambda }^4}\right)^2\right].$$
(31)
To estimate the decoupling temperature, the last two terms on the right in Eq. (31), which are suppressed relative to the first by small numerical factors, can be neglected. The reaction rate per unit volume is then given by
$$\rho =\frac{6.4\times 10^{69}\mathrm{cm}^2}{5(2\pi )^4}\frac{T^{12}}{m_e^6}_0^{\mathrm{}}𝑑x\frac{x^5}{e^x+1}_0^{\mathrm{}}𝑑y\frac{y^5}{e^y+1}\left[1+\frac{.3}{\mathrm{\Lambda }^4}\left(\mathrm{ln}\left(\frac{\mathrm{\Lambda }^2}{4T^2}\right)\mathrm{ln}x\mathrm{ln}y\right)\right]^2.$$
(32)
The $`\mathrm{ln}x`$ and $`\mathrm{ln}y`$ terms in Eq. (32) result in contributions which are small relative to the remaining terms. Omitting these terms gives
$$\rho =\frac{6.4\times 10^{69}\mathrm{cm}^2}{5(2\pi )^4}\frac{T^{12}}{m_e^6}\left[1+\frac{.3}{\mathrm{\Lambda }^4}\mathrm{ln}\left(\frac{\mathrm{\Lambda }^2}{4T^2}\right)\right]^2\left[\frac{31}{32}\mathrm{\Gamma }(6)\zeta (6)\right]^2,$$
(33)
where $`\zeta (z)`$ is the Riemann Zeta function. The interaction rate $`R`$ is obtained by dividing Eq. (33) by the neutrino density $`n_\nu =3\zeta (3)T^3/4\pi ^2`$, giving
$$R=7.3\times 10^{24}T_{10}^9\left[1+\frac{.3}{\mathrm{\Lambda }^4}\mathrm{ln}\left(\frac{10^{12}\mathrm{\Lambda }^2}{3T_{10}^2}\right)\right]^2\mathrm{sec}^1,$$
(34)
with $`T_{10}=T/10^{10}K`$. Multiplying $`R`$ by the age of the universe, $`t=2T_{10}^2`$ sec, the condition for a single interaction to occur is
$$\frac{T_{10}}{1828}\left[1+\frac{.3}{\mathrm{\Lambda }^4}\mathrm{ln}\left(\frac{10^{12}\mathrm{\Lambda }^2}{3T_{10}^2}\right)\right]^{2/7}=1.$$
(35)
The solution to this equation is shown in Fig. 2. While there is a substantial correction to the Standard Model decoupling temperature, a decoupling temperature of a few hundred MeV is only possible for $`\mathrm{\Lambda }250300`$GeV, which is unrealistically low. The decoupling temperature for a 1 TeV scale is 1 GeV, down from the Standard Model result of 1.6 GeV. Thus, a mechanism for lowering the photon-neutrino decouping temperature below $`\mathrm{\Lambda }_{\mathrm{QCD}}`$ remains elusive.
## Acknowledgement
One of us (K.K.) wishes to thank her fellow participants in the Michigan State University High School Honors Science Program for numerous helpful conversations. This research was supported in part by the National Science Foundation under grant PHY-9802439 and by the Department of Energy under Contract No. DE-FG13-93ER40757.
## References |
warning/0003/cond-mat0003027.html | ar5iv | text | # SINGLE PARTICLE SLOW DYNAMICS OF CONFINED WATER
## I INTRODUCTION
Water plays a most fundamental role on earth and its anomalous properties as a function of pressure and temperature are the subject of a longstanding scientific debate. Nevertheless there are still many crucial questions that remain to be answered. Some of the most important are described throughout all the present issue that is dedicated to metastable water . In particular, the supercooled region has attracted a wide attention in the last few years. Thermodynamic as well as transport, dynamic, properties are not completely understood in this region. The main reason is that experimentally water can be supercooled only down to $`T_H236K`$. Then, because of homogeneous nucleation due to impurities, the liquid is driven toward the crystal phase . Therefore studies of the liquid both through classic computer Molecular Dynamics, MD, and through theoretical models offer us ways to penetrate deep inside that region in the attempt to release the information that is not directly accessible to experiments.
In particular the normal limit of supercooling and the possibility of vitrification of water is a fundamental point that necessitates to be clarified. A recent experiment sustains the hypothesis that the amorphous phase can be connected to the normal liquid phase through a reversible thermodynamic path . MD simulations of bulk supercooled SPC/E water showed a kinetic glass transition as predicted by mode coupling theory (MCT) at a critical temperature $`T_CT_S`$ , where $`T_S`$ is the singular temperature of water , which is $`T_S=228K`$ or, for SPC/E, $`49`$ degrees below the temperature of maximum density.
Within this framework a comparison of the behavior of the bulk liquid with the same liquid in a confined environment is highly interesting since both the phase diagram and the dynamic behaviour of confined water could present an analogy with the same liquid in the bulk phase. The outcomings of this kind of researches can have therefore important experimental implication for the bulk. In particular experimentally forbidden regions of the phase diagram of bulk water could become accessible through the study of confined water. On the other hand a study of the modification of confined water with respect to the bulk is highly interesting for the development of both biological and industrial applications.
It has been inferred from experiments, although not conclusively proved, that confining water could be equivalent to the supercooling of the bulk . In this paper I will inquire on how far this analogy can be pushed for SPC/E water confined in a silica pore and its bulk phase.
Among the different systems studied experimentally water confined in porous Vycor glass is one of the most interesting with relevance to catalytic processes and enzymatic activity. Vycor offers in fact to water a well characterized network of cilidrical pores, is composed of simple molecules $`SiO_2`$, has a quite well characterized structure with a sharp distribution of pore sizes with an average diameter of $`40\pm 5\AA `$, i.e. the same order of magnitude of many biological confining environments, and a strongly hydrophilic inner surface. For these reasons several experiments on water-in-Vycor have been performed .
I shall show in the following the results concerning the single particle dynamics obtained from a series of MD simulations of SPC/E water confined in a cylindrical silica cavity . The pore has been modeled to represent the average properties of Vycor pores. The simulated system from one side represents therefore a rather general confining environment and from the other offers the possibility of a direct comparison with experiments. The results shown in the following are focused on the role of hydration level on slow dynamics of confined water in comparison with the bulk properties upon supercooling.
In the next section the details of the model of the pore are described together with the simulation details. In the third section the single particle dynamics of confined water is discussed in comparison with that of bulk SPC/E water. The last section concludes the paper with a discussion on the results.
## II MODEL AND SIMULATION DETAILS
A single pore has been constructed for the simulations since in the range of timescales involved in this kind of dynamics water does not leak out of the pore. A cubic cell of vitreous $`SiO_2`$ was built by melting a $`\beta `$-cristobalite single crystal and then by quenching the system down to ambient temperature . The side of the cube is $`d70`$ $`\AA `$. Inside the cell a cylindrical cavity, the pore, with diameter of $`40`$ $`\AA `$ was created by removing all the atoms lying within a distance of $`R=20`$ $`\AA `$ from the z-axis passing through the center of the cube. The inner surface of the pore was then “corrugated” by removing from it all the $`Si`$ atoms which were bonded to less than four $`O`$. At the surface oxygen atoms can be classified as bridging oxygens (bO) if they are bonded to at least two silicon atoms, non-bridging oxygens (nbO) otherwise. Then the dangling bonds of the nbO were saturated by attaching an hydrogen to each nbO. This procedure mimics the experimental preparation of the sample of water-in-Vycor in which internal surfaces of dessicated Vycor are hydrogenated before hydration. At the end of this process the cell contains $`6400`$ silica atoms, $`12500`$ bO and $`230`$ nbO. This last number yields a surface density of acidic hydrogen of $`2.5`$ $`nm^2`$ in good agreement with the $`2.3`$ $`nm^2`$ obtained in the experiments . The simulations have been performed in the NVE ensemble introducing water molecules into the pore. Water molecules interact among themselves via a SPC/E potential, and with Vycor atoms via an effective pair potential . Both potentials have a Coulombic part plus a Lennard Jones term between oxygens. The parameters of the simulation are reported elsewhere . The interactions cutoff is $`9`$ $`\AA `$ and the shifted force method has been used. For the Coulomb interaction it was checked that with respect to the correct use of the Ewald summation this technique was not producing qualitatively different results . The timestep of the simulations was 2.5 fs. Equilibration, reached through a Berendsen thermostat , was monitored via the time dependence of the potential energy and the total energy. Along the pore axis (z-direction) periodic boundary conditions are applied to the water molecules. Along the remaining directions (xy) water is confined. The glass is rigid.
The molecular dynamics calculations have been performed for different numbers of water molecules, corresponding to different levels of hydration of the pore. The definition of hydration level of the pore deserves some consideration. Experimentally Vycor glass absorbs water up to $`25\%`$ of its dry weight, this is defined as equilibrium or full hydration ($`h_f0.25`$ g of water/ g of Vycor). The experimental density of water when confined in such a pore at full hydration is estimated to be $`11\%`$ less than its bulk value at ambient conditions i.e. $`\rho _W=0.0297`$ molecules/$`\AA ^3=0.8877g/cm^3`$ . A partially hydrated sample is then experimentally obtained by absorption of water in the vapor phase until the desired level of hydration is reached. For the designed pore of this simulation the density of the full hydration is obtained for $`N_W=2661`$, where $`N_W`$ is the number of water molecules introduced in the pore. The five hydration levels investigated in the present work are reported in Table I. I will discuss here the results obtained for two temperatures: $`T=298`$ $`K`$ and $`T=240`$ $`K`$.
The snapshots, see Fig.1, of the system at ambient temperature show that the simulated surface is strongly hydrophilic. At all the degree of hydration water adsorbs on the Vycor surface. A wide variety of water cluster is visible for the lowest global density investigated $`\rho _W=0.1687`$ $`g/cm^3`$, which is lower than the estimated monolayer coverage ($`\rho _W0.2219`$ $`g/cm^3`$).
The density profiles of the oxygen atoms of confined water are shown in Fig.2. It is observed already at lower hydrations the presence of a layer of water molecules wetting the substrate surface. At nearly full hydration two layers of water with higher than bulk density are evident. Few molecules are trapped inside small pockets close to the surface, which are a byproduct of the “sample preparation process”. There is a strong tendency of water molecules close to the surface to form hydrogen bonds (HB) with the atoms of the substrate, in particular the hydrogens of water molecules with bO. As a consequence the HB network of water results to be strongly distorted close to the Vycor surface . This is compatible with the findings of recent experiments on water-in-Vycor .
## III SINGLE PARTICLE DYNAMICS OF CONFINED WATER
Bulk SPC/E water, like many glass forming liquid, when supercooled, or when the pressure is increased, develops a diversification of relaxation times scales, one fast and one slow, well described by MCT . In the MCT scenario a liquid approaches the glass transition point with a dynamic behaviour mastered by the so called “cage effect”. The molecule or atom is trapped by the transient cage formed by its nearest neighbour, $`nn`$. After an initial ballistic regime it starts feeling the potential barrier of its $`nn`$. In this intermediate time region the particle is rattling in the cage formed by this potential barrier. When the cage relaxes the particle is free to move and enters the normal diffusive regime. But as the liquid gets closer to $`T_C`$ the cage relaxation time becomes longer and eventually approaches infinity in the idealized MCT. Below $`T_C`$ cages are frozen and only hopping processes can restore ergodicity allowing the particle to move (extended MCT) . It is important here to stress that the cage effect is usually due in liquids to the increase of density, i.e. of $`nn`$, and in this respect water plays a peculiar role since there is no substantial increase in the number of $`nn`$ on supercooling. It is the increased stiffness of the HB network at low temperature that allows for a “cage” to be formed also in bulk supercooled water.
Signatures of a behaviour à la Mode Coupling can be found in all the correlators that have an overlap with the density. In the following I will analyze for confined water in particular the mean square displacement, MSD, and the single particle density-density correlation function in the Q,t space also called the intermediate scattering function, ISF, or $`F_S(Q,t)`$. The signatures of this diversification of relaxation times and therefore the shouldering of the relaxation laws are more evident for the $`Q`$ values close to the peak of the structure factor that for oxygen at ambient temperature is $`Q=2.25\AA ^1`$. In particular the long time tail of the ISF is predicted to have a stretched exponential behaviour when the system approaches the glass transition.
In Fig.3 the mean square displacement of oxygens is displayed in the non-confined z-direction at ambient temperature as a function of hydration level. After the initial ballistic diffusion, before entering the diffusive regime, a flattening of the curve at intermediate times is observed as the hydration level is decreased. In the inset the bulk diffusion coefficient and the confined ones are displayed. There is a substantial decrease of average mobility as the hydration level in the pore is lowered. Correspondingly the oxygens ISF at the oxygen-oxygen peak of the structure factor, Fig.4, displays a shouldering of the relaxation laws upon decreasing hydration level. All the tails of the correlators of Fig.4 are highly non-exponential. None-the-less these ISF could not be fitted to the same formula used for bulk supercooled water ,
$$F_S(Q,t)=\left[1A(Q)\right]e^{\left(t/\tau _s\right)^2}+A(Q)e^{\left(t/\tau _l\right)^\beta }$$
(1)
except for the lowest hydration. In eq.1 $`A(Q)=e^{a^2Q^2/3}`$ is the Lamb-Mössbauer factor (the analogous of the Debye Waller Factor for the single particle) arising from the cage effect, and $`\tau _s`$ and $`\tau _l`$ are, respectively, the short and the long relaxation times. For the fit of the ISF of $`\rho _W=0.1687`$ $`g/cm^3`$ shown in Fig.4 a cage radius $`a0.44`$ $`\AA `$ is obtained, which is similar to the radius obtained for bulk supercooled water where $`a0.5`$ Å. The lower radius obtained for confined water may be due to the slightly higher density of water close to the surface, see Fig.2. The short relaxation time $`\tau _s0.14`$ ps is again comparable to the bulk value which is $`\tau _s0.2`$ ps. $`\tau _l356`$ ps and $`\beta =0.35`$. The $`\beta `$ associated with $`\tau _l`$ is very low compared to the typical values obtained for the supercooled bulk. Moreover the lowest hydration correspond to less than the monolayer coverage so that the dynamics of this system is that of clusters of water molecules attached to the pore surface. For the lowest hydration it is also observed a bump around $`0.7ps`$ that could be possibly related to the existence of the Boson Peak feature in the $`S(q,\omega )`$ . This point will be discussed at the end of the paragraph. For the remaining correlators of Fig.4 no analytic function was found that could fit the strongly non-exponential tails. Due to the strong hydrophilicity of the pore a diversification of dynamic behaviour is to be expected as we proceed from the pore surface to the center of the pore. In Fig.5 the $`F_S(Q,t)`$ for the highest global density at ambient temperature is split into the contribution coming from the two layers of water molecules closer to the pore surface, outer shells, and into the contribution coming from all the remaining ones, inner shells. The first two layers are defined according to the density profile, Fig.2. The inner shell contribution could be perfectly fit to eq.1 as shown in the figure, while the outer shells one decays to zero over a much longer timescale so that water molecules there behave already as a glass. From the fit it is extracted $`\beta =0.74`$, $`\tau _l=0.75`$ $`ps`$ $`\tau _s=0.21`$ $`ps`$. The fit shows a remarkable agreement and both the $`\tau `$ values are similar to those of bulk water, while for bulk water at ambient temperature $`\beta =1`$. This kind of analysis has been extended for a different hydration and a different temperature.
In Fig.6 the ISF shell analysis is shown at the peak of the structure factor for T=240 K and $`\rho _W=0.4971`$ $`g/cm^3`$. Also in this case the fit to the stretched exponential of the tail of the inner shells contribution is remarkable. From the fit $`\beta =0.62`$, $`\tau _l=11`$ $`ps`$ $`\tau _s=0.16`$ $`ps`$ are extracted. Again the $`\tau _l`$ is similar to that of bulk water at the same temperature while the $`\beta `$ here is much lower. In Fig.7 the $`\tau _l`$ and the $`\beta `$ values extracted from the fits to eq.1 done as a function of $`Q`$ for T=240 K and $`\rho _W=0.4971`$ $`g/cm^3`$ are shown. The $`\beta `$ value reaches a plateau value and the $`\tau _l`$ values show a $`Q^2`$ dependence. Both these behaviours are typical of a glass former undergoing a kinetic glass transition and in particular the $`Q^2`$ behaviour has been observed for example in glycerol close to the glass transition .
Let us now come back to Fig.4 where for the lowest hydration a bump around 0.7 ps is clearly visible. Deeply supercooled bulk water displayed the same peak around 0.35 ps . This overshoot has been observed in simulations of supercooled strong glass formers like $`SiO_2`$ . It has been attributed in literature to the existence of a Boson Peak (BP) in the frequency domain. The BP is an excess of vibrational modes present in many glasses. When this glassy anomaly appears in the liquid state it is considered as precursor of the glass transition. This peak in the ISF has been also alternatively related to a disturbance propagating in a finite box. If there are periodic boundary conditions imposed (z direction for the present system) the disturbance would reenter the box after $`t=L/v_s`$ where $`v_s`$ is the sound velocity . In spite of the possible existence of this finite size effect it has been recently proven that the BP can be detected by MD .
Note that in this system the same bump is present also in the supercooled confined simulation, see Fig.6, and it is more evident for the inner shells. So that the presence of a disordered surface from one side seems to enhance the temperature at which the BP shows up and also its intensity with respect to the bulk. From the other side since the silica glass is rigid in our simulation the water molecules in contact with the glass cannot vibrate much so that practically only the inner shells can sustain vibrations. In Fig.8 same correlators of Fig.6 in the xy and z direction are shown. It is important to stress here that for this system the finite size effect in the xy directions is a feature also of the real pore.
This bump is therefore likely to be observed for water-in-Vycor. Both for the t corresponding to the minima and the maxima of the bump appearing in the lowest curves of Fig.8 the ratio of the $`t_z/t_{xy}`$ is 1.44 against the 1.75 of the ratio between the lengths of the pore $`L_z=70\AA `$ and $`L_{xy}=40\AA `$. Moreover, although less evident, a BP can be observed also for the outer shells in Fig.8 and the location is completely different with respect to that of the inner shells. So that in our ISFs there is no direct quantitative connection with a finite size effect that can be detected from the shape and the location of these bumps. It can be inferred from these data that both the size and the geometry, and the presence of surface strongly influence the nature of this peak. Size and geometry signatures can be seen in the change of location of the peak in the ISF in xy and z directions, see Fig.8. Signatures of a presence of a hydrophilic rigid surface can be related to the fact that the bump is more evident for the inner shells and is present already at room temperature. The changes of location and shape with respect to the bulk are therefore also probably influenced by all these causes. None-the-less, no quantitative statements can be made at this stage. Therefore both a frequency domain analysis and a instantaneous normal mode analysis can help to shed light on this issue and they are currently in progress on this system.
## IV DISCUSSION AND CONCLUSIONS
The results discussed in this paper show that for SPC/E water model an analogy between the supercooled bulk and the confined as a function of hydration level of the pore is possible only to the extent that in confined water upon decreasing the hydration level a glassy behaviour appears already at ambient temperature while for bulk water supercooling is required. None-the-less the manner the confined liquid approaches the kinetic glass transition temperature appears completely different. In the pore at higher hydration levels, due to the hydrophilic surface, two quite distinct subsets of water molecules are detectable. Experiments in favour of two phases for confined hydrogen bonded liquids are present in literature . The subset that is in contact with the surface is at higher density with respect to the bulk and is already a glass with low mobility even at ambient temperature. The inner subset displays, like a supercooled liquid, a two step relaxation behaviour à la MCT. It behaves none-the-less differently from the supercooled bulk. In fact it turns out that confined and bulk relaxation times are comparable at the same temperatures but the $`\beta `$ values of the confined water are much lower than those of the bulk always at the same temperature. About the so called Kolhraush exponent $`\beta `$ can be said that in general it is different for different systems but apparently no special significance can be attributed to its numerical value . It is also important to mention here that SPC/E potential is considered one of the best potential for water upon supercooling, but these features are not produced by all potentials. For example the ST2 shows a “jump diffusion” behaviour upon supercooling . These two potential in particular are known to sandwich the behaviour of experimental water so that ST2 water is less and SPC/E water is more structured than real water. On the other hand experimental signatures of MCT behaviour have been found both in the bulk and in water-in-Vycor and also experimental signatures of a possible existence of a BP in water-in-Vycor have been detected. These results are encouraging and more simulations on this pore as a function of temperature and hydration are in progress for a full MCT test and a complete comparison with the bulk.
## V Acknowledgements
I wish to thank Mauro Rovere, Maria Antonietta Ricci and Eckhard Spohr for their contributions to this work, C. Austen Angell, Burkhard Geil, Alberto Robledo and Francesco Sciortino for stimulating discussions on topics related to this paper. |
warning/0003/quant-ph0003090.html | ar5iv | text | # Cavity implementation of quantum interference in a Λ-type atom
## Abstract
A scheme for engineering quantum interference in a $`\mathrm{\Lambda }`$-type atom coupled to a frequency-tunable, single-mode cavity field with a pre-selected polarization at finite temperature is proposed. Interference-assisted population trapping, population inversions and probe gain at one sideband of the Autler-Townes spectrum are predicted for certain cavity resonant frequencies.
Within recent years, there has been a resurgence of interest in the phenomenon of quantum interference between different transition paths of atoms . The principal reason is that it lies at the heart of many new effects and applications of quantum optics, such as lasing without population inversion , electromagnetically-induced transparency , enhancement of the index of refraction without absorption , fluorescence quenching , spectral line narrowing .
The basic system consists of a singlet state connected to a closely-spaced doublet by a single electromagnetic vacuum interaction , so that the two transition pathways from the doublet states to the singlet are not independent and may interfere. It is important for these effects that the dipole moments of the transitions involved are parallel, so that the cross-transition terms are maximal. From the experimental point view, however, it is difficult to find isolated atomic systems which have parallel moments .
Various alternative proposals have been made for generating quantum interference effects. For example, for three-level atomic systems (in $`V`$, $`\mathrm{\Lambda }`$ and $`\mathrm{\Xi }`$ configurations) excited by two laser fields: one being a strong pump field to drive two levels (say $`|1`$ and $`|2`$) and the other being a weak probe field at different frequency to probe the levels $`|0`$ and $`|1`$ or $`|2`$, the strong coherent field can drive the levels $`|1`$ and $`|2`$ into superpositions of these states, so that different atomic transitions are correlated. For such systems, the cross-transition terms are evident in the atomic dressed picture . A four-level atom with two closely-spaced intermediate states coupled to a two-mode cavity can also show the effect of quantum interference . In fact, the experimental observation of the interference-induced suppression of spontaneous emission was carried out in sodium dimers where the excited sublevels are superpositions of singlet and triplet states that are mixed by a spin-orbit interaction .
The major purpose of this Letter is to propose a scheme whereby quantum interference can be readily engendered in realistic, practical situations. We study a $`\mathrm{\Lambda }`$-type atom coupled to a frequency-tunable, single-mode cavity field with a pre-selected polarization which is damped by a thermal reservoir, and show that maximal quantum interference (equivalently, two parallel dipole transition moments) can be achieved in such a system. Interference-assisted population trapping, population inversions and probe gain at one component of the Autler-Townes spectrum are predicted for certain cavity resonant frequencies.
The model consists of a $`\mathrm{\Lambda }`$-type three-level atom with the ground sublevels $`|0`$ and $`|1`$, with a level splitting $`\omega _{10}=E_1E_0`$, coupled by the single-mode cavity field to the excited level $`|2`$. Direct transitions between the ground doublet $`|0`$ and $`|1`$ are dipole forbidden. The master equation for the total density matrix operator $`\rho _T`$ in the frame rotating with the average atomic transition frequency $`\omega _0=(\omega _{20}+\omega _{21})/2`$ takes the form
$$\dot{\rho }_T=i[H_A+H_C+H_I,\rho _T]+\rho _T,$$
(1)
with
$`H_A`$ $`=`$ $`{\displaystyle \frac{\omega _{10}}{2}}\left(A_{11}A_{00}\right),`$ (2)
$`H_C`$ $`=`$ $`\delta a^{}a,`$ (3)
$`H_I`$ $`=`$ $`i\left(g_1A_{12}+g_0A_{02}\right)a^{}h.c.,`$ (4)
$`\rho _T`$ $`=`$ $`\kappa (N+1)\left(2a\rho _Ta^{}a^{}a\rho _T\rho _Ta^{}a\right)`$ (6)
$`+\kappa N\left(2a^{}\rho _Taaa^{}\rho _T\rho _Taa^{}\right),`$
where $`H_C`$, $`H_A`$ and $`H_I`$ are the unperturbed cavity, the unperturbed atom and the cavity-atom interaction Hamiltonians respectively, while $`\rho _T`$ describes damping of the cavity field by the continuum electromagnetic modes at finite temperature, characterized by the decay constant $`\kappa `$ and the mean number of thermal photons $`N`$; $`a`$ and $`a^{}`$ are the photon annihilation and creation operators of the cavity mode, and $`A_{ij}=|ij|`$ is the atomic population (the dipole transition) operator for $`i=j`$ $`(ij)`$; $`\delta =\omega _C\omega _0`$ is the cavity detuning from the average atomic transition frequency, and $`g_i=𝐞_\lambda 𝐝_{i2}\sqrt{\mathrm{}\omega _C/2ϵ_0V}(i=0,\mathrm{\hspace{0.17em}1})`$ is the atom-cavity coupling constant with $`𝐝_{i2}`$, the dipole moment of the atomic transition from $`|2`$ to $`|i`$ , $`𝐞_\lambda `$, the polarization of the cavity mode, and $`V`$, the volume of the system. In the remainder of this work we assume that the polarization of the cavity field is pre-selected, i.e., the polarization index $`\lambda `$ is fixed to one of two possible directions.
In this paper we are interested in the bad cavity limit: $`\kappa g_i`$, that is the atom-cavity coupling is weak, and the cavity has a low $`Q`$ so that the cavity field decay dominates. The cavity field response to the continuum modes is much faster than that produced by its interaction with the atom, so that the atom always experiences the cavity mode in the state induced by the thermal reservoir. Thus one can adiabatically eliminate the cavity-mode variables, giving rise to a master equation for the atomic variables only , which takes the form,
$`\dot{\rho }`$ $`=`$ $`i[H_A,\rho ]`$ (12)
$`+\{F(\omega _{10})(N+1)[|g_0|^2(A_{02}\rho A_{20}A_{22}\rho )+g_0g_1^{}A_{02}\rho A_{21}]`$
$`+F(\omega _{10})(N+1)\left[|g_1|^2\left(A_{12}\rho A_{21}A_{22}\rho \right)+g_0^{}g_1A_{12}\rho A_{20}\right]`$
$`+F(\omega _{10})N\left[|g_0|^2\left(A_{20}\rho A_{02}\rho A_{00}\right)+g_0g_1^{}\left(A_{21}\rho A_{02}\rho A_{01}\right)\right]`$
$`+F(\omega _{10})N\left[|g_1|^2\left(A_{21}\rho A_{12}\rho A_{11}\right)+g_0^{}g_1\left(A_{20}\rho A_{12}\rho A_{10}\right)\right]`$
$`+h.c.\},`$
where $`F(\pm \omega _{10})=\left[\kappa +i(\delta \pm \omega _{10}/2)\right]^1`$.
Obviously, the equation (12) describes the cavity-induced atomic decay into the cavity mode. The real part of $`F(\pm \omega _{10})|g_i|^2`$ represents the cavity-induced decay rate of the atomic excited level $`|2`$ to the ground level $`|i`$, $`(i=0,\mathrm{\hspace{0.17em}1})`$, while the imaginary part is associated with the frequency shift of the atomic level resulting from the interaction with the thermal field in the detuned cavity. The other terms, $`F(\pm \omega _{10})g_ig_j^{},(ij)`$, however, represent the cavity-induced correlated transitions of the atom, i.e., as the atom emits a photon from the excited level $`|2`$ to one of the ground sublevels, say $`|0`$ for example, it drives an absorption of the same photon on a different transition, $`|1|2`$ , and vice versa, which give rise to the effect of quantum interference.
The effect of quantum interference is very sensitive to the orientations of the atomic dipoles and the polarization of the cavity mode. For instance, if the cavity-field polarization is not pre-selected, as in free space, one must replace $`g_ig_j^{}`$ by the sum over the two possible polarization directions, giving $`\mathrm{\Sigma }_\lambda g_ig_j^{}𝐝_{i2}𝐝_{j2}^{}`$ . Therefore, only non-orthogonal dipole transitions lead to nonzero contributions, and the maximal interference effect occurs with the two dipoles parallel. As pointed out in Refs. however, it is questionable whether there is a isolated atomic system with parallel dipoles. Otherwise, if the polarization of the cavity mode is fixed, say $`𝐞_\lambda =𝐞_x`$, the polarization direction along the $`x`$-quantization axis, then $`g_ig_j^{}\left(𝐝_{i2}\right)_x\left(𝐝_{j2}^{}\right)_x`$, which is nonvanishing, regardless of the orientation of the atomic dipole matrix elements. Actually, by selecting the cavity polarization, we can in some cases even engineer a system with two parallel or anti-parallel dipole moments. For example, for an atom with a $`|j,m=0|j1,m=\pm 1`$ transition, if we pre-selected the cavity polarization to the $`x`$-quantization axis, we will achieve a scheme with two parallel dipole moments, whereas if the cavity polarization is pre-selected to the $`y`$-quantization axis, we will have a system with two anti-parallel dipole moments.
It is apparent that if $`\kappa \delta ,\omega _{10}`$, the frequency shifts are negligibly small. Moreover, if we define the cavity-induced decay rates of the excited level to the ground sublevels as $`\gamma _0=\kappa |g_0|^2/[\kappa ^2+(\delta \omega _{10})^2]|g_0|^2/\kappa `$ and $`\gamma _1=\kappa |g_1|^2/[\kappa ^2+(\delta +\omega _{10})^2]|g_1|^2/\kappa `$, the master equation (12) then reduces to the approximate form
$`\dot{\rho }`$ $``$ $`i[H_A,\rho ]`$ (17)
$`+\gamma _0(N+1)(2A_{02}\rho A_{20}A_{22}\rho \rho A_{22})+\gamma _0N(2A_{20}\rho A_{02}A_{00}\rho \rho A_{00})`$
$`+\gamma _1(N+1)(2A_{12}\rho A_{21}A_{22}\rho \rho A_{22})+\gamma _1N(2A_{21}\rho A_{12}A_{11}\rho \rho A_{11})`$
$`+2\sqrt{\gamma _0\gamma _1}(N+1)A_{12}\rho A_{20}+\sqrt{\gamma _0\gamma _1}N(2A_{21}\rho A_{02}A_{01}\rho \rho A_{01})`$
$`+2\sqrt{\gamma _0\gamma _1}(N+1)A_{02}\rho A_{21}+\sqrt{\gamma _0\gamma _1}N(2A_{20}\rho A_{12}A_{10}\rho \rho A_{10}).`$
This equation is same as that of a $`\mathrm{\Lambda }`$-type three-level atom with two parallel transition matrix elements in free space . In other words, the maximal effect of quantum interference in a $`\mathrm{\Lambda }`$-type atom can be achieved in a cavity with a pre-selected polarization. Furthermore, transforming eq. (17) into the basis: $`\left\{|2,|S=\left(\sqrt{\gamma _0}|0+\sqrt{\gamma _1}|1\right)/\sqrt{\gamma _0+\gamma _1},|A=\left(\sqrt{\gamma _0}|1\sqrt{\gamma _1}|0\right)/\sqrt{\gamma _0+\gamma _1}\right\}`$, shows that the cavity mode only couples to the states $`|S`$ and $`|2`$ with a cavity-induced decay rate of $`\left(\gamma _0+\gamma _1\right)`$, and the asymmetric state $`|A`$ is decoupled from the excited state $`|2`$. Interestingly, in the case of degenerate ground states ($`\omega _{10}=0`$), the steady-state solution is highly dependent upon initial conditions of the atom. For example, if the atom is initially in the asymmetric state $`|A`$, it will stay in the state forever, i.e., $`|A`$ is a complete trapped state, whereas the steady-state populations are respectively, $`\rho _{22}=N/(2N+1)`$, $`\rho _{SS}=(N+1)/(2N+1)`$ and $`\rho _{AA}=0`$, if the atom is initially in either the symmetric state $`|S`$ or the excited state $`|2`$. Otherwise, for the atom initially in one of the ground doublet, $`\rho _{22}=N/(4N+2)`$, $`\rho _{SS}=(N+1)/(4N+2)`$ and $`\rho _{AA}=1/2`$, where an half population is trapped in the state $`|A`$. It is evident that the existence of the population trapped state and the dependence of the steady-state population on the initial atomic states originate from the cavity induced quantum interference..
Our numerical calculations show no trapped state at all in the nondegenerate case ($`\omega _{10}0`$). Nevertheless, the cavity-induced quantum interference between the two transition paths, $`|0|2`$ and $`|1|2`$ gives rise to the steady-state population inversions and coherence, as shown in Fig. 1, where $`\omega _{10}=2\kappa =200`$, $`N=20`$ and $`g_0=g_1=10`$ are taken. The steady-state populations and coherence are highly dependent on the cavity frequency. The coherence is symmetric with the cavity detuning and reaches the maximum value at $`\delta =0`$, while the population differences are asymmetric. Furthermore, the population inversions may be achieved for certain cavity frequency. For example, if the cavity frequency is tuned to $`139.2<\delta <82.3`$, the population is inverted between the excited level $`|2`$ and the ground sublevel $`|0`$, (i.e., $`\rho _{22}>\rho _{00}`$), whereas $`\rho _{22}>\rho _{11}`$ in the region of $`82.3<\delta <139.2`$. It is clear that $`\rho _{22}>\rho _{11}>\rho _{00}`$ is achieved in the region of $`139.2<\delta <0`$. The steady-state population inversions and nonzero coherence manifests the cavity-induced quantum interference .
Now we investigate the effects of quantum interference on the Autler-Townes spectrum $`A(\omega )`$, by illuminating a weak, frequency-tunable probe field on such a system. One may predict that, in the absence of the cavity-induced interference (i.e., no cross transition, associated with $`g_ig_j^{}`$, is taken into account ), two transition paths, $`|0|2`$ and $`|1|2`$, are independent, which respectively lead to the higher- and lower-frequency sidebands of the absorption doublet with respective linewidths $`\gamma _0\left(2N+1\right)+\gamma _1\left(N+1\right)`$ and $`\gamma _0\left(N+1\right)+\gamma _1\left(2N+1\right)`$. Whereas, the spectral features may be dramatically modified in the presence of the cavity-induced interference. Here we only concentrate on the case $`\omega _{10}2\kappa \gamma _0,\gamma _1,N`$, so that the doublet is well resolved. See for example, in Fig. 2 where $`\omega _{10}=2\kappa =200`$, $`N=20`$, $`g_0=g_1=10`$ and different cavity detunings are taken, in which the solid (dashed) lines represent the spectrum in the presence (absence) of the cavity induced interference. It is clearly shown that, when the cavity is resonant with the average frequency of the atomic transitions, $`\delta =0`$ , the interference widens and strengthens the absorption doublet, which is symmetric, (Fig. 2(a)). Otherwise, it is asymmetric. Rather surprisingly, probe gain may occur at either the lower- or the higher-frequency sideband, e.g., the probe field is amplified at the lower-frequency sideband for $`\delta =50`$ and $`100`$, while at the other sideband for $`\delta =200`$, see in Figs. 2(b)-2(d) for instance. When the cavity detuning is much larger than the ground sublevel splitting and the cavity linewidth, $`\delta \omega _{10},2\kappa `$, the effect of the cavity induced interference is negligible small so that the absorption spectrum is virtually same as that without interference (we show no figure here).
It is well known that the probe absorption of multi-level atoms is attributed to population difference between two dipole transition levels and coherence between two dipole forbidden levels, and either the inverted populations or the coherence can lead to probe gain. As demonstrated in Fig. 1, the population between the two transition levels $`|2`$ and $`|1`$ is inverted in the region of $`82.3<\delta <139.2`$. Therefore, the gain at the lower-frequency sideband stems from the cavity-induced steady-state population inversion between $`|2`$ and $`|1`$ for $`\delta =50`$ and $`100`$, whereas the cavity-induced coherence between the two dipole-forbidden excited sublevels $`|0`$ and $`|1`$ must be the origin of the gain at the higher-frequency one in the case $`\delta =200`$.
In summary, we have shown that maximal quantum interference can be achieved in a $`\mathrm{\Lambda }`$-type atom coupled to a single-mode, frequency-tunable cavity field at finite temperature, with a pre-selected polarization in the bad cavity limit. The cavity-induced interference may give rise to the population trapping and inversions, and the probe gain at either sideband of the Autler-Townes doublet, depending upon the cavity resonant frequency, the ground level splitting and the mean number of thermal photons. The gain occurring at different sidebands has the various origin: in the case of $`\delta >0`$, the higher-frequency gain is due to the nonzero coherence, while the lower-frequency one is attributed to the population inversion. As shown in Refs: that an apply laser coupling to multilevel atoms may result in the steady-state coherence and population inversions. We here present an another scheme whereby they can be generated by the cavity-induced interference.
We should emphasize that there are no special restrictions on the atomic dipole moments in our system, as long as the polarization of the cavity field is pre-selected, and that the effects of the cavity-induced interference occur over ranges of the parameters, and are profound when the ground level splitting is the same order of the cavity linewidth and the mean number of thermal photons $`N1`$, which may make its experimental observation feasible.
###### Acknowledgements.
I greatly acknowledge conversations with Z. Ficek and S. Swain. |
warning/0003/gr-qc0003097.html | ar5iv | text | # Higher dimensional flat embeddings of (2+1) dimensional black holes
## I Introduction
After Unruh’s work , it has been known that a thermal Hawking effect on a curved manifold can be looked at as an Unruh effect in a higher flat dimensional space time. According to the global embedding Minkowski space (GEMS) approach , several authors recently have shown that this approach could yield a unified derivation of temperature for various curved manifolds such as rotating Banados-Teitelboim-Zanelli (BTZ) , Schwarzschild together with its anti-de Sitter (AdS) extension, Reissner-Nordström (RN) and RN-AdS .
On the other hand, since its pioneering work in 1992, the (2+1) dimensional BTZ black hole has become one of useful models for realistic black hole physics . Moreover, significant interests in this model have recently increased with the novel discovery that the thermodynamics of higher dimensional black holes can often be interpreted in terms of the BTZ solution . It is therefore interesting to study the geometry of (2+1) dimensional black holes and their thermodynamics through further investigation.
In this paper we will analyze Hawking and Unruh effects of the (2+1) dimensional black holes in terms of the GEMS approach. In section 2 after we briefly recapitulate the known global (2+2) dimensional embedding of the static and rotating (2+1) BTZ black holes, we will newly consider the charged static BTZ black hole. In section 3, we will also treat the novel global higher dimensional flat embeddings of the (2+1) static, rotating, and charged de Sitter(dS) black holes, which are the counterpart of usual BTZ black holes. In particular, we will show that the charged dS black hole is embedded in (3+2) GEMS, contrast to the charged BTZ one with (3+3) GEMS structure.
## II BTZ Anti-de Sitter Geometry
### A Static BTZ Space
In this subsection we begin with a brief recapitulation of the GEMS approach to temperature given in Ref. , for the well known (2+1) dimensional uncharged static BTZ black hole which is described by the 3-metric
$$ds^2=N^2dt^2N^2dr^2r^2d\varphi ^2$$
(1)
with the lapse function
$$N^2=M+\frac{r^2}{l^2}.$$
(2)
Here one notes that this BTZ space originates from AdS one via the geodesic identification $`\varphi =\varphi +2\pi `$. The (2+2) AdS GEMS $`ds^2=(dz^0)^2(dz^1)^2(dz^2)^2+(dz^3)^2`$ is then given by the coordinate transformations for $`rr_H`$ (the extension to $`r<r_H`$ is given in Ref. .) with the event horizon $`r_H=M^{1/2}l`$ as follows
$`z^0`$ $`=`$ $`k_H^1\left({\displaystyle \frac{r^2r_H^2}{l^2}}\right)^{1/2}\mathrm{sinh}{\displaystyle \frac{r_H}{l^2}}t,`$ (3)
$`z^1`$ $`=`$ $`k_H^1\left({\displaystyle \frac{r^2r_H^2}{l^2}}\right)^{1/2}\mathrm{cosh}{\displaystyle \frac{r_H}{l^2}}t,`$ (4)
$`z^2`$ $`=`$ $`l{\displaystyle \frac{r}{r_H}}\mathrm{sinh}{\displaystyle \frac{r_H}{l}}\varphi ,`$ (5)
$`z^3`$ $`=`$ $`l{\displaystyle \frac{r}{r_H}}\mathrm{cosh}{\displaystyle \frac{r_H}{l}}\varphi ,`$ (6)
where $`k_H=r_H/l^2`$ is the Hawking-Bekenstein horizon surface gravity. These flat embeddings of the curved spacetime are easily obtained by comparing the 3-metric (1) with $`ds^2=\eta _{ab}dz^adz^b`$, where $`a,b=0,\mathrm{},3`$ and $`\eta _{ab}=(+,,,+)`$.
In static detectors ($`\varphi `$, $`r=`$ const) described by a fixed point in the ($`z^2`$, $`z^3`$) plane (for example $`\varphi =0`$ gives $`z^2=0`$, $`z^3=`$const), one can have constant 3-acceleration
$$a=\frac{r}{l(r^2r_H^2)^{1/2}}$$
(7)
and constantly accelerated motion in ($`z^0`$,$`z^1`$) with the Hawking temperature
$$T=\frac{a_4}{2\pi }=\frac{r_H}{2\pi l(r^2r_H^2)^{1/2}}$$
(8)
which yields the relation $`a_4=(a^2l^2)^{1/2}`$. Here one notes that the above Hawking temperature is also given by the relation
$$T=\frac{1}{2\pi }\frac{k_H}{g_{00}^{1/2}}.$$
(9)
Note that in the asymptotic limit the BTZ space approaches to AdS one whose acceleration at infinity is given by $`a=l^1`$ to yield zero temperature (no Hawking particle at infinity). The Rindler horizon condition $`(z^1)^2(z^0)^2=0`$ implies $`r=r_H`$ and the remaining embedding constraint yields $`(z^3)^2(z^2)^2=l^2`$ so that the BTZ solution yields a finite Unruh area $`2\pi r_H`$ due to the periodic identification of $`\varphi `$ mod $`2\pi `$ . The well-known entropy $`2\pi r_H`$ of the static BTZ space is then given by the transverse Rindler area .
### B Rotating BTZ Space
In this subsection we also briefly summarize the results of the GEMS approach given in Ref. , for the well known (2+1) dimensional uncharged rotating BTZ black hole which is described by the 3-metric
$$ds^2=N^2dt^2N^2dr^2r^2(d\varphi +N^\varphi dt)^2,$$
(10)
where the lapse and shift functions are
$$N^2=M+\frac{r^2}{l^2}+\frac{J^2}{4r^2},N^\varphi =\frac{J}{2r^2},$$
(11)
respectively. Note that for the nonextremal case there exist two horizons $`r_\pm (J)`$ satisfying the following equations,
$$0=M+\frac{r_\pm ^2}{l^2}+\frac{J^2}{4r_\pm ^2},$$
(12)
respectively. Then, without solving these equations explicitly we can rewrite the mass $`M`$ and angular momentum $`J`$ in terms of these outer and inner horizons as follows
$$M=\frac{r_+^2+r_{}^2}{l^2},J=\frac{2r_+r_{}}{l}.$$
(13)
Furthermore by using these relations, we can rewrite the lapse and shift functions as
$$N^2=\frac{(r^2r_+^2)(r^2r_{}^2)}{r^2l^2},N^\varphi =\frac{r_+r_{}}{r^2l},$$
(14)
respectively. Here one notes that this BTZ space originates from AdS one via the geodesic identification $`\varphi =\varphi +2\pi `$. The (2+2) AdS GEMS $`ds^2=(dz^0)^2(dz^1)^2(dz^2)^2+(dz^3)^2`$ is then given by the coordinate transformations for $`rr_+`$ as follows
$`z^0`$ $`=`$ $`k_H^1\left({\displaystyle \frac{(r^2r_+^2)(r_+^2r_{}^2)}{r_+^2l^2}}\right)^{1/2}\mathrm{sinh}\left({\displaystyle \frac{r_+}{l^2}}t{\displaystyle \frac{r_{}}{l}}\varphi \right),`$ (15)
$`z^1`$ $`=`$ $`k_H^1\left({\displaystyle \frac{(r^2r_+^2)(r_+^2r_{}^2)}{r_+^2l^2}}\right)^{1/2}\mathrm{cosh}\left({\displaystyle \frac{r_+}{l^2}}t{\displaystyle \frac{r_{}}{l}}\varphi \right),`$ (16)
$`z^2`$ $`=`$ $`l\left({\displaystyle \frac{r^2r_{}^2}{r_+^2r_{}^2}}\right)^{1/2}\mathrm{sinh}\left({\displaystyle \frac{r_+}{l}}\varphi {\displaystyle \frac{r_{}}{l^2}}t\right),`$ (17)
$`z^3`$ $`=`$ $`l\left({\displaystyle \frac{r^2r_{}^2}{r_+^2r_{}^2}}\right)^{1/2}\mathrm{cosh}\left({\displaystyle \frac{r_+}{l}}\varphi {\displaystyle \frac{r_{}}{l^2}}t\right),`$ (18)
where the surface gravity is given as $`k_H=(r_+^2r_{}^2)/(r_+l^2)`$. For the trajectories, which follow the Killing vector $`\xi =_tN^\varphi _\varphi `$, one can obtain constant 3-acceleration
$$a=\frac{r^4r_+^2r_{}^2}{r^2l(r^2r_+^2)^{1/2}(r^2r_{}^2)^{1/2}}.$$
(19)
and the Hawking temperature
$$T=\frac{a_4}{2\pi }=\frac{r(r_+^2r_{}^2)}{2\pi r_+l(r^2r_+^2)^{1/2}(r^2r_{}^2)^{1/2}}.$$
(20)
Here these trajectories do not describe pure Rindler motion in the GEMS combining accelerated motion in the $`(z^0,z^1)`$ plane with a spacelike motion in $`(z^2,z^3)`$ .
Finally, the entropy of the rotating BTZ space is given by $`2\pi r_+(J)`$ which reproduces the uncharged static BTZ black hole entropy $`2\pi r_H`$ in the vanishing $`J`$ limit. Note that all results in this subsection will be useful to analyze the dS cases.
### C Charged BTZ Space
We now newly consider the charged static BTZ black hole solution where the 3-metric (1) is described by the charged lapse
$$N^2=M+\frac{r^2}{l^2}2Q^2\mathrm{ln}r.$$
(21)
Here the mass $`M`$ can be rewritten as $`M=\frac{r_H^2}{l^2}2Q^2\mathrm{ln}r_H`$ with the horizon $`r_H(Q)`$, which is the root of $`M+\frac{r^2}{l^2}2Q^2\mathrm{ln}r=0`$.
As in the previous two cases, we can first find the $`r^2d\varphi ^2`$ term in the 3-metric by introducing two coordinates $`(z^3,z^4)`$ in Eq. (33), giving $`(dz^3)^2+(dz^4)^2=r^2d\varphi ^2+\frac{l^2}{r_H^2}dr^2`$. Then, in order to obtain the $`N^2dt^2`$ term, we make ansatz of two coordinates, $`(z^0,z^1)`$ in Eq. (33), which, together with the above $`(z^3,z^4)`$, yields
$`(dz^0)^2(dz^1)^2(dz^3)^2+(dz^4)^2`$ (22)
$`=N^2dt^2\left({\displaystyle \frac{r_H^2(\frac{r^2}{l^2}\frac{Q^2r_H}{r})^2}{(\frac{r_H^2}{l^2}Q^2)^2(\frac{r^2r_H^2}{l^2}2Q^2\mathrm{ln}\frac{r}{r_H})}}{\displaystyle \frac{l^2}{r_H^2}}\right)dr^2r^2d\varphi ^2.`$ (23)
Since the combination of $`N^2dr^2`$ and $`dr^2`$ term in Eq. (22) can be separated into positive definite part and negative one as follows
$`\left(k_H^1Q^2{\displaystyle \frac{l[r^2+r_H^2+2r^2f(r,r_H)]^{1/2}}{r_H^2r[1\frac{Q^2l^2}{r_H^2}f(r,r_H)]^{1/2}}}\mathrm{d}r\right)^2\left(k_H^1Q{\displaystyle \frac{[2r_H^2+\frac{r_H^4+Q^4l^4}{r_H^2}f(r,r_H)]^{1/2}}{r_H^2[1\frac{Q^2l^2}{r_H^2}f(r,r_H)]^{1/2}}}\mathrm{d}r\right)^2`$ (24)
$`(dz^2)^2(dz^5)^2,`$ (25)
we can obtain desired flat global embeddings of the corresponding curved 3-metric as
$`ds^2`$ $`=`$ $`(dz^0)^2(dz^1)^2(dz^2)^2(dz^3)^2+(dz^4)^2+(dz^5)^2`$ (26)
$`=`$ $`N^2dt^2N^2dr^2r^2d\varphi ^2.`$ (27)
Note that the $`z^2`$ and $`z^5`$ are monotonic functions in the range of $`Qlr_H<r`$.
As results, we here summarize the (3+3) AdS GEMS given by the following coordinate transformations with an additional timelike dimension $`z^5`$
$`z^0`$ $`=`$ $`k_H^1\left({\displaystyle \frac{r^2r_H^2}{l^2}}2Q^2\mathrm{ln}{\displaystyle \frac{r}{r_H}}\right)^{1/2}\mathrm{sinh}k_Ht`$ (28)
$`z^1`$ $`=`$ $`k_H^1\left({\displaystyle \frac{r^2r_H^2}{l^2}}2Q^2\mathrm{ln}{\displaystyle \frac{r}{r_H}}\right)^{1/2}\mathrm{cosh}k_Ht`$ (29)
$`z^2`$ $`=`$ $`k_H^1Q^2{\displaystyle dr\frac{l[r^2+r_H^2+2r^2f(r,r_H)]^{1/2}}{r_H^2r[1\frac{Q^2l^2}{r_H^2}f(r,r_H)]^{1/2}}}`$ (30)
$`z^3`$ $`=`$ $`l{\displaystyle \frac{r}{r_H}}\mathrm{sinh}{\displaystyle \frac{r_H}{l}}\varphi `$ (31)
$`z^4`$ $`=`$ $`l{\displaystyle \frac{r}{r_H}}\mathrm{cosh}{\displaystyle \frac{r_H}{l}}\varphi `$ (32)
$`z^5`$ $`=`$ $`k_H^1Q{\displaystyle dr\frac{[2r_H^2+\frac{r_H^4+Q^4l^4}{r_H^2}f(r,r_H)]^{1/2}}{r_H^2[1\frac{Q^2l^2}{r_H^2}f(r,r_H)]^{1/2}}},`$ (33)
where the surface gravity is given by $`k_H=[(r_H/l)^2Q^2]/r_H`$ and
$$f(r,r_H)=\frac{2r_H^2}{r^2r_H^2}\mathrm{ln}\frac{r}{r_H}$$
(34)
which, due to L’Hospital’s rule, approaches to unity as $`r`$ goes to infinity.
In static detectors ($`\varphi `$, $`r=`$ const) described by a fixed point in the ($`z^2`$,$`z^3`$) plane (for example $`\varphi =0`$ gives $`z^2=0`$, $`z^3=`$const), one can have constant 3-acceleration
$$a=\frac{rQ^2l^2/r}{l[r^2r_H^22Q^2l^2\mathrm{ln}(r/r_H)]^{1/2}}$$
(35)
and constantly accelerated motion in ($`z^0`$,$`z^1`$) with the Hawking temperature
$$T=\frac{a_6}{2\pi }=\frac{r_HQ^2l^2/r_H}{2\pi l[r^2r_H^22Q^2l^2\mathrm{ln}(r/r_H)]^{1/2}},$$
(36)
which is also attainable via the relation (9). Note that, in the GEMS where one can have a constant Rindler-like accelerated motion, the temperature (36) measured by the detector agrees with the temperature given by the response function of particle detectors. Here one can easily check that, in the uncharged limit where the spacelike $`z^2`$ and timelike $`z^5`$ dimensions in Eq. (33) vanish, the above coordinate transformations are exactly reduced to the previous one (6) for the uncharged static BTZ case. Moreover, the desired black hole temperature is given as
$$T_0=g_{00}^{1/2}T=\frac{(r_H/l)^2Q^2}{2\pi r_H},$$
(37)
which enters into the black hole thermodynamics relations. Here one notes that use of incomplete embedding spaces, that cover only $`r>r_H`$ (as for example in Ref. ), will lead to observers there for whom there is no event horizon, no loss of information, and no temperature.
We now see how the BTZ solution yields a finite Unruh area due to the periodic identification of $`\varphi `$ mod $`2\pi `$. The Rindler horizon condition $`(z^1)^2(z^0)^2=0`$ implies $`r=r_H`$ and the remaining embedding constraints yield $`z^2=f_1(r)`$, $`z^5=f_2(r)`$ and $`(z^4)^2(z^3)^2=l^2`$ where $`f_1(r)`$ and $`f_2(r)`$ can be read off from Eq. (33). The area of the Rindler horizon is now described as
$`{\displaystyle dz^2dz^3dz^4dz^5\delta (z^2f_1(r))\delta (z^5f_2(r))\delta ([(z^4)^2(z^3)^2]^{1/2}l)}`$
which, after performing trivial integrations over $`z^2`$ and $`z^5`$, yields the desired entropy of the charged BTZ space
$`{\displaystyle _{l\mathrm{sinh}(\pi r_H/l)}^{l\mathrm{sinh}(\pi r_H/l)}}dz^3{\displaystyle _0^{[(z^3)^2+l^2]^{1/2}}}dz^4\delta ([(z^4)^2(z^3)^2]^{1/2}l)`$ (38)
$`=`$ $`{\displaystyle _{l\mathrm{sinh}(\pi r_H/l)}^{l\mathrm{sinh}(\pi r_H/l)}}dz^3{\displaystyle \frac{l}{[l^2+(z^3)^2]^{1/2}}}=2\pi r_H(Q),`$ (39)
which reproduces the entropy $`2\pi r_H`$ of the uncharged BTZ case in the limit $`Q0`$.
It seems appropriate to comment on the minimal extra dimensions needed for desired GEMS. As you may know, spaces of constant curvature can be embedded into flat space with only single extra dimension. This is seen in the previous subsections for the static and rotating BTZ cases, which are embedded in (2+2)-dimensional spaces. On the other hand, since the charged BTZ solution is not locally AdS, we have introduced three extra dimensions for desired GEMS. In the next section, we will also obtain similar results for the uncharged and charged (2+1)-dimensional dS cases.
## III (2+1) de Sitter Black Holes
### A Static de Sitter Space
The static dS black hole is described by the 3-metric (1) with the lapse function
$$N^2=M\frac{r^2}{l^2}.$$
(40)
It arises from dS upon making the geodesic identification $`\varphi =\varphi +2\pi `$. The coordinate transformations to the (3+1) dS GEMS $`ds^2=(dz^0)^2(dz^1)^2(dz^2)^2(dz^3)^2`$ are for $`rr_H`$ with the event horizon $`r_H=M^{1/2}l`$
$`z^0`$ $`=`$ $`k_H^1\left({\displaystyle \frac{r_H^2r^2}{l^2}}\right)^{1/2}\mathrm{sinh}{\displaystyle \frac{r_H}{l^2}}t,`$ (41)
$`z^1`$ $`=`$ $`k_H^1\left({\displaystyle \frac{r_H^2r^2}{l^2}}\right)^{1/2}\mathrm{cosh}{\displaystyle \frac{r_H}{l^2}}t,`$ (42)
$`z^2`$ $`=`$ $`l{\displaystyle \frac{r}{r_H}}\mathrm{sin}{\displaystyle \frac{r_H}{l}}\varphi ,`$ (43)
$`z^3`$ $`=`$ $`l{\displaystyle \frac{r}{r_H}}\mathrm{cos}{\displaystyle \frac{r_H}{l}}\varphi ,`$ (44)
where the constant $`r_H`$ are related to the mass.
Even though there is no longer a one to one mapping between the dS GEMS and the BTZ like dS space due to the $`\varphi `$ identification, following a detector motion with certain initial condition such as $`\varphi (t=0)=0`$ still yields a unique trajectory in the embedding space. If the detector trajectory maps into an Unruh one in the dS GEMS without ambiguity, then one can exploit it to evaluate temperature.
Now let us consider static detectors ($`\varphi `$, $`r`$ $`=`$ const). These detectors have constant 3-acceleration
$$a=\frac{r}{l(r_H^2r^2)^{1/2}},$$
(45)
and are described by a fixed point in the ($`z^2,z^3`$) plane (for example $`\varphi =0`$ gives $`z^2=0,`$ $`z^3=`$const), to yield constantly accelerated motion in ($`z^0,z^1`$) with the Hawking temperature
$$T=\frac{a_4}{2\pi }=\frac{r_H}{2\pi l(r_H^2r^2)^{1/2}},$$
(46)
which is connected with $`a`$ by the relation $`a_4=(a^2+l^2)^{1/2}`$. Thus, in the GEMS described in (44), we have a constant Rindler-like accelerated motion and the temperature (46) measured by the detector, which agrees with the temperature given by the response function of particle detectors . We also obtain the entropy $`2\pi r_H`$ of the static dS space as in the BTZ case.
### B Rotating de Sitter Space
The rotating Kerr-dS black hole is described by the 3-metric (10) with the lapse and shift functions
$$N^2=M\frac{r^2}{l^2}+\frac{J^2}{4r^2},N^\varphi =\frac{J}{2r^2}.$$
(47)
Similarly to the rotating BTZ black hole case, we can also rewrite the mass $`M`$ and angular momentum $`J`$ in terms of outer and inner horizons $`r_\pm (J)`$ as follows
$$M=\frac{r_+^2r_{}^2}{l^2},J=\frac{2r_+r_{}}{l}.$$
(48)
Furthermore, by using these relations, we can obtain the lapse and shift functions
$$N^2=\frac{(r_+^2r^2)(r^2+r_{}^2)}{r^2l^2},N^\varphi =\frac{r_+r_{}}{r^2l},$$
(49)
respectively. It arises from dS upon making the geodesic identification $`\varphi =\varphi +2\pi `$. The coordinate transformations to the (3+1) dS GEMS $`ds^2=(dz^0)^2(dz^1)^2(dz^2)^2(dz^3)^2`$ are for $`rr_+`$
$`z^0`$ $`=`$ $`k_H^1\left({\displaystyle \frac{(r_+^2+r_{}^2)(r_+^2r^2)}{r_+^2l^2}}\right)^{1/2}\mathrm{sinh}\left({\displaystyle \frac{r_+}{l^2}}t{\displaystyle \frac{r_{}}{l}}\varphi \right),`$ (50)
$`z^1`$ $`=`$ $`k_H^1\left({\displaystyle \frac{(r_+^2+r_{}^2)(r_+^2r^2)}{r_+^2l^2}}\right)^{1/2}\mathrm{cosh}\left({\displaystyle \frac{r_+}{l^2}}t{\displaystyle \frac{r_{}}{l}}\varphi \right),`$ (51)
$`z^2`$ $`=`$ $`l\left({\displaystyle \frac{r^2+r_{}^2}{r_+^2+r_{}^2}}\right)^{1/2}\mathrm{sin}\left({\displaystyle \frac{r_+}{l}}\varphi +{\displaystyle \frac{r_{}}{l^2}}t\right),`$ (52)
$`z^3`$ $`=`$ $`l\left({\displaystyle \frac{r^2+r_{}^2}{r_+^2+r_{}^2}}\right)^{1/2}\mathrm{cos}\left({\displaystyle \frac{r_+}{l}}\varphi +{\displaystyle \frac{r_{}}{l^2}}t\right),`$ (53)
where the constants $`r_\pm (J)`$ are related to the mass and angular momentum as in Eq. (48).
Similar to the rotating BTZ case, for the trajectories which follow the Killing vector $`\xi =_tN^\varphi _\varphi `$, we obtain constant 3-acceleration
$$a=\frac{r^4+r_+^2r_{}^2}{r^2l(r_+^2r^2)^{1/2}(r^2+r_{}^2)^{1/2}},$$
(54)
and the Hawking temperature
$$T=\frac{a_4}{2\pi }=\frac{r(r_+^2+r_{}^2)}{2\pi r_+l(r_+^2r^2)^{1/2}(r^2+r_{}^2)^{1/2}}.$$
(55)
Note that as in the rotating BTZ black hole these trajectories do not describe pure Rindler motion in the GEMS. On the other hand, the entropy $`2\pi r_+(J)`$ of the rotating Kerr-dS space also reproduces the uncharged static dS black hole entropy $`2\pi r_H`$ in the vanishing $`J`$ limit.
### C Charged de Sitter Space
We now consider the charged static dS black hole solution where the 3-metric (1) is described by the charged lapse
$$N^2=M\frac{r^2}{l^2}2Q^2\mathrm{ln}r.$$
(56)
Here the mass $`M`$ can be rewritten as $`M=\frac{r_H^2}{l^2}+2Q^2\mathrm{ln}r_H`$ with the horizon $`r_H(Q)`$, which is the root of $`M\frac{r^2}{l^2}2Q^2\mathrm{ln}r=0`$.
After similar algebraic manipulation by following the previous steps described in Sec. II.C, we obtain the (3+2) dS GEMS $`ds^2=(dz^0)^2(dz^1)^2(dz^2)^2(dz^3)^2+(dz^4)^2`$ given by the coordinate transformations with only one additional timelike dimension $`z^4`$, in contrast to the BTZ case where one needs to require additionally one spacelike and one timelike dimensions
$`z^0`$ $`=`$ $`k_H^1\left({\displaystyle \frac{r_H^2r^2}{l^2}}2Q^2\mathrm{ln}{\displaystyle \frac{r}{r_H}}\right)^{1/2}\mathrm{sinh}k_Ht,`$ (57)
$`z^1`$ $`=`$ $`k_H^1\left({\displaystyle \frac{r_H^2r^2}{l^2}}2Q^2\mathrm{ln}{\displaystyle \frac{r}{r_H}}\right)^{1/2}\mathrm{cosh}k_Ht,`$ (58)
$`z^2`$ $`=`$ $`l{\displaystyle \frac{r}{r_H}}\mathrm{sin}{\displaystyle \frac{r_H}{l}}\varphi ,`$ (59)
$`z^3`$ $`=`$ $`l{\displaystyle \frac{r}{r_H}}\mathrm{cos}{\displaystyle \frac{r_H}{l}}\varphi ,`$ (60)
$`z^4`$ $`=`$ $`k_H^1Q{\displaystyle dr\frac{\{Q^2l^2[r^2+r_H^2+2r^2f(r,r_H)]+r^2[2r_H^2+\frac{r_H^4+Q^4l^4}{r_H^2}f(r,r_H)]\}^{1/2}}{r_H^2r(1+\frac{Q^2l^2}{r_H^2}f(r,r_H))^{1/2}}},`$ (61)
where the surface gravity is given by $`k_H=[(r_H/l)^2+Q^2]/r_H`$ and $`f(r,r_H)`$ is given by Eq. (34). Here one can easily check that, in the uncharged limit, the above coordinate transformations are reduced to the previous one (44) for the uncharged static dS case. Note that in dS space we need only one additional dimension $`z^4`$ since the $`Q^2`$ term in the numerator has the same sign with respect to the second term, differently from the charged static BTZ case where we have the opposite relative sign between these two terms to yield two additional dimensions, namely the spacelike $`z^2`$ and timelike $`z^5`$ in (33).
In static detectors ($`\varphi `$, $`r=`$ const) described by a fixed point in the ($`z^2`$, $`z^3`$) plane (for example $`\varphi =0`$ gives $`z^2=0`$, $`z^3=`$const), one can have constant 3-acceleration
$$a=\frac{r+Q^2l^2/r}{l[r_H^2r^22Q^2l^2\mathrm{ln}(r/r_H)]^{1/2}}$$
(63)
and the Hawking temperature in constantly accelerated motion in ($`z^0`$,$`z^1`$)
$$T=\frac{a_5}{2\pi }=\frac{r_H+Q^2l^2/r_H}{2\pi l[r_Hr^22Q^2l^2\mathrm{ln}(r/r_H)]^{1/2}}.$$
(64)
In the GEMS one can thus have a constant Rindler-like accelerated motion and the above Hawking temperature measured by the detector. Note that, in the uncharged static limit $`Q0`$, the above 3-acceleration and Hawking temperature are reduced to the previous ones (45) and (46). The desired black hole temperature is then given as
$$T_0=g_{00}^{1/2}T=\frac{(r_H/l)^2+Q^2}{2\pi r_H}.$$
(65)
Note that the entropy $`2\pi r_H(Q)`$ of the charged dS black hole is also given by the Rindler horizon condition. This is also reduced to the entropy $`2\pi r_H`$ for the uncharged static dS case in the limit of $`Q0`$.
## IV Conclusion
In conclusion, we have shown that Hawking thermal properties map into their Unruh equivalents by globally embedding various curved (2+1) dimensional BTZ and dS spaces into higher dimensional flat ones. The relevant curved space detectors become Rindler ones, whose temperature and entropy reproduce the originals. It would be interesting to consider other interesting applications of GEMS, for example to superradiance in rotating Kerr type geometries or Chan’s new classes of static BTZ black hole solution due to a chosen asymptotically constant dilation and scalar .
Finally, it seems appropriate to comment on the rotating version of charged BTZ black hole. As pointed out by several authors, if one includes electric charge $`Q`$, the solution of the field equations is attainable only when the angular momentum $`J`$ vanishes . However, very recently several authors have analyzed the case when all three ’hairs’ $`M,J,`$ and $`Q`$ are different from zero although they have treated in some restricted ranges. Therefore, it is very interesting to show whether the solutions of the rotating charged BTZ and dS black holes may be obtained or not in terms of GEMS approach through further investigation.
###### Acknowledgements.
We would like to thank W.T. Kim and M.I. Park for helpful discussions. We acknowledge financial support from the Ministry of Education, BK21 Project No. D-0055, 1999. |
warning/0003/gr-qc0003107.html | ar5iv | text | # Alberta-Thy-04-00 Quantum Radiation of a Uniformly Accelerated Refractive Body
## 1 Introduction
Electromagnetic radiation from a uniformly accelerated charge is an example of an “eternal problem” of physics. Starting with the work by Born different aspects of this problem have been discussed again and again (see e.g and references therin). In this paper we consider a peculiar quantum analogue of this problem.
Consider a small uncharged body and assume that it has internal degrees of freedom interacting with the electromagnetic field. A polarizable body is a well known example of such a system. Electromagnetic zero-point fluctuations induce dipole moments in the body. If a polarizable body is at rest, corrections to the field connected with this effect after averaging result in the change of the energy of the system. In the presence of two polarizable bodies the energy shift depends on the distance between them and results in the well known Casimir effect (see e.g. ). For an accelerated motion of a polarizable body the net result of the emission of its induced fluctuating dipole moment is quantum radiation, or so called dynamical Casimir effect . For a non-relativistic motion and relativistic motion in 2 dimensional spacetime this effect is studied quite well, especially in the special case when the polarizability is very high and a surface of the body can be approximated by a reflecting mirror-like boundary . Much less results have been obtained for the relativistic motion in physical 4 dimensional spacetime. Exception are cases of a uniformely accelerated plane mirror and relativistic expanding spherical mirrors . See also where quantum radiation from an accelerated spherical body with a mirror boundary was considered. In this paper we study the effect of quantum radiation generated by an accelerated motion of a small polarizable body.
To simplify calculations, we assume that internal degrees of freedom of a body interact not with the electromagnetic field but with a scalar massless field. We assume that a “refractive index” $`n`$ inside a small ball differs from its vacuum value, 1. To solve the problem, we assume also that $`n`$ is close to 1 and use the perturbation expansion in a small parameter $`n1`$. We consider a simplest accelerated motion when the direction and the value of the acceleration (as measured in the comoving frame) are constant. We calculate a correction to the vacuum Hadamard function created by a uniformly accelerated motion of the body. The main result of the paper is the expression for the quantum average energy density flux at infinity for this problem.
The paper is organized as follows. Section 2 discusses the set up of the problem. We formulate the equation for a massless scalar field in a presence of “refracting” matter and discuss the case when a refractive ball is uniformely accelerated. Section 3 contains the calculation of the perturbed Hadamard function in the presence of the accelerated refractive ball of small size. We also discuss symmetry relations for observables at $`𝒥^+`$ connected with the boost invariance of the problem. The expressions for $`\widehat{\phi }^2^{\text{ren}}`$ and $`\widehat{T}_\nu ^\mu ^{\text{ren}}`$ in the wave zone are obtained and discussed in Section 4. Section 5 contains a discussion of the obtained results.
## 2 Model
### 2.1 A “refractive” body in a static spacetime
Our purpose is to study quantum radiation from a an accelerated “refractive” body. We shall use a simplified model by assuming that a body interacts with a quantum massless scalar field $`\phi `$.
In order to describe the model let us consider first a static gravitational field described by metric
$$dS^2=A^2dt^2+\gamma _{ij}dx^idx^j.$$
(2.1)
Here $`A`$ and $`\gamma _{ij}`$ do not depend on $`t`$; $`\xi ^\mu _\mu =_t`$ is a Killing vector, and
$$A^2=\xi ^\mu \xi _\mu .$$
(2.2)
It is well known (see ) that the Maxwell equations in the metric (2.1) are identical to the Maxwell equations in a media with $`\epsilon =\mu =A`$. Thus $`A^1`$ plays the role of the refraction index $`n=1/\sqrt{\epsilon \mu }`$. We use this observation to introduce an effective refraction index into the equations for the scalar field.
Consider a new metric $`dS_n^2`$ related to (2.1) as follows
$$dS_n^2=\frac{A^2}{n}dt^2+n\gamma _{ij}dx^idx^j,$$
(2.3)
where the effective refraction index $`n=n(x^i)`$ does not depend on time $`t`$. We choose an equation for the scalar field $`\phi `$ in the form
$$\mathrm{}_n\phi =0,$$
(2.4)
where $`\mathrm{}_n`$ is the “box”-operator in the metric (2.3). Equation
$$dS_n^2=0,$$
(2.5)
gives characteristics for the equation (2.4). Consider a Killing observer moving with a four-velocity $`u^\mu =\xi ^\mu /A`$. In the reference frame of this observer, $`d\tau =Adt`$ is a proper time, $`dl=\sqrt{\gamma _{ij}dx^idx^j}`$ is a proper distance, and equation (2.5) takes the form
$$\frac{dl}{d\tau }=\frac{1}{n}.$$
(2.6)
The characteristics of the scalar field equation (2.4) are rays moving with a velocity $`c/n`$ with respect to a static observer, and hence $`n`$ really plays the role of the refraction index.
The equation (2.4) can be identically rewritten in the form
$$\mathrm{}\phi =D(n)\phi ,$$
(2.7)
where
$$D(n)\phi =\frac{n^21}{A^2}_t^2\phi .$$
(2.8)
In the case when $`|n1|1`$, the term $`D(n)\phi `$ can be consided as a perturbation<sup>1</sup><sup>1</sup>1There is an ambiguity in the form of the metric (2.3). One can multiply the metric by any function $`f(n)`$ which for $`n=1`$ takes the value 1. This operation would modify the form of the operator $`D(n)`$. In particular, a term proportional $`n`$ would be generated. For a wave of characteristic frequency $`\omega `$ it gives a contribution $`\omega \mathrm{\Delta }n/b`$ where $`b`$ is a size of the body. It can be considered as a perturbation only if it is much smaller than the leading derivative terms of the unperturbed operator which are of the order $`\omega ^2`$. For our problem $`\omega a`$ where $`a`$ is the acceleration of the body, and $`ab1`$. In order to escape problems connected with the applicability of the perturbation approach and to simplify the calculations we choose the special case $`f=1`$. . It should be emphasized that the form of the operator $`D(n)`$ implies that equations (2.7)-(2.8) can be easily generalized to the case of a media with dispersion. For a monochromatic wave of frequency $`\omega `$, $`_t^2\omega ^2`$, and in order to take into account the dispersion it is sufficient to put $`n=n(\omega )`$.
In our set-up we assume that $`n=1`$ everywhere outside some four-dimensional region $`\mathrm{\Gamma }`$ where a refractive body is located, and $`n=\text{const}1`$ inside this region. We assume that a body is static and rigid. Let $`B`$ be a three-dimensional volume occupied by the body at $`t=t_0`$ and $`S=B`$ be a surface of the body. Denote by $`\mathrm{\Sigma }`$ a three-dimensional surface formed by Killing trajectories passing through $`S`$. The region $`\mathrm{\Gamma }`$ is defined as a four-dimensional region located inside $`\mathrm{\Sigma }`$. Thus we have $`\mathrm{\Sigma }=\mathrm{\Gamma }`$.
The operator (2.8) in a spacetime with such a body is of the form
$$D(n)=\frac{n^21}{A^2}\vartheta (\mathrm{\Gamma })_t^2,$$
(2.9)
where $`\vartheta `$ is the Heavyside step function.
### 2.2 Uniformly accelerated body
Now we adopt the above scheme to the case of a uniformly accelerated body moving in a flat spacetime. Let $`(T,X,Y,Z)`$ be standard Cartesian coordinates so that the metric is
$$dS^2=dT^2+dX^2+dY^2+dZ^2.$$
(2.10)
Denote by $`\gamma `$ a world line of a uniformly moving observer. If $`X`$ is the direction of motion and $`a`$ is the acceleration, $`\gamma `$ is described by the equation
$$X^2T^2=l^2a^2.$$
(2.11)
In what follows the length parameter $`l`$ will play an important role. For this reason it is convenient from the very beginning to introduce dimensional coordinates
$$t=\frac{T}{l},x=\frac{X}{l},y=\frac{Y}{l},z=\frac{Z}{l}.$$
(2.12)
Denote
$$x=(1+\xi )\mathrm{cosh}\eta ,t=(1+\xi )\mathrm{sinh}\eta .$$
(2.13)
Then the metric (2.10) takes the Rindler form
$$dS^2=l^2\left[(1+\xi )^2d\eta ^2+d\xi ^2+dy^2+dz^2\right].$$
(2.14)
This metric is valid in the wedge $`x>|t|`$. The equation (2.11) for $`\gamma `$ takes the form
$$\xi =0,$$
(2.15)
while $`l\eta `$ is a proper time along $`\gamma `$.
Surface $`\eta =\eta _0`$ is a plane with a three-dimensional flat metric. It is convenient to introduce spherical coordinates $`(\beta ,\theta ,\varphi )`$ related to $`(\xi ,y,z)`$ as
$$(\xi ,y,z)=\beta n^i,$$
(2.16)
where
$$n^i=(\mathrm{cos}\theta ,\mathrm{sin}\theta \mathrm{cos}\varphi ,\mathrm{sin}\theta \mathrm{sin}\varphi )$$
(2.17)
is a unit vector directed from the origin $`\xi =y=z=0`$ to the point $`(\xi ,y,z)`$.
Consider a small uniformly accelerated body, i.e. with the size much smaller than $`l`$. Such a body is at rest in the reference frame (2.14). In the general case the surface of the body is described by the equation
$$\beta =\beta _0(\theta ,\phi ).$$
(2.18)
Relation (2.18) is the equation which defines the surface $`\mathrm{\Sigma }`$, while (2.18) together with $`\eta =\eta _0`$ determines a position of the surface of the body at time $`\eta _0`$. Later we consider a special case when the body is a ball and its surface is a sphere of radius $`b`$. For this case
$$\beta _0=\frac{b}{l}=\text{const}.$$
(2.19)
## 3 Quantum Radiation of an Accelerated Refractive Body
### 3.1 Hadamard functions and stress-energy tensor
To find quantum radiation of an uniformly accelerated body with $`|n1|1`$, we consider the operator $`D(n)`$ as a perturbation and use perturbation expansion to obtain an answer.
In the absence of the body the field equation is
$$\mathrm{}\phi =0.$$
(3.1)
Denote
$$G_0^{(1)}(x,x^{})=0|\widehat{\phi }(x)\widehat{\phi }(x^{})+\widehat{\phi }(x^{})\widehat{\phi }(x)|0,$$
(3.2)
the Hadamard function for the standard Minkowski vacuum $`|0`$. One has
$$G_0^{(1)}(x,x^{})=\frac{1}{2\pi ^2l^2}\frac{1}{s^2(x,x^{})},$$
(3.3)
where
$$s^2(x,x^{})=(tt^{})^2+(xx^{})^2+(yy^{})^2+(zz^{})^2,$$
(3.4)
$`(t,x,y,z)`$ and $`(t^{},x^{},y^{},z^{})`$ being dimensionless Cartesian coordinates of points $`x`$ and $`x^{}`$.
Consider the inhomogeneous equation
$$\mathrm{}\phi =j.$$
(3.5)
Its solution is
$$\phi (x)=\phi _0(x)l^4G_0^{\text{ret}}(x,x^{})j(x^{})d^4x^{}.$$
(3.6)
where the retarded Green function $`G_0^{\text{ret}}`$ is
$$G_0^{\text{ret}}(x,x^{})=\frac{1}{2\pi l^2}\delta (s^2(x,x^{}))\vartheta (tt^{}).$$
(3.7)
By considering the right-hand side of (2.7) as a perturbation and using (3.6) one gets
$$G^{(1)}(x,x^{})=G_0^{(1)}(x,x^{})+G_{\text{ren}}^{(1)}(x,x^{}),$$
(3.8)
where
$$G_{\text{ren}}^{(1)}(x,x^{})=l^4\{_\mathrm{\Gamma }d^4x^{\prime \prime }[G_0^{\text{ret}}(x,x^{\prime \prime })D^{\prime \prime }G_0^{(1)}(x,x^{\prime \prime })$$
$$+G_0^{\text{ret}}(x^{},x^{\prime \prime })D^{\prime \prime }G_0^{(1)}(x,x^{\prime \prime })]\}.$$
(3.9)
Notation $`D^{\prime \prime }`$ indicates that the operator $`D`$ acts on the argument $`x^{\prime \prime }`$. We also use notation $`G_{\text{ren}}^{(1)}`$ for $`G^{(1)}G_0^{(1)}`$. That is this object that is required for the calculation of physically observable quantities obtained by subtracting contribution of zero-point fluctuations in an empty spacetime. The integration in (3.9) is performed over the interior of the world-tube $`\mathrm{\Gamma }`$.
By calculating $`G_{\text{ren}}^{(1)}(x,x^{})`$ we can find $`\phi ^2^{\text{ren}}`$ and $`T_{\mu \nu }^{\text{ren}}`$ which characterize change in the fluctuations and in the stress-energy tensor generated by the moving body:
$$\phi ^2(x)^{\text{ren}}=\frac{1}{2}\underset{x^{}x}{lim}G_{\text{ren}}^{(1)}(x,x^{}),$$
(3.10)
$$T_{\mu \nu }(x)^{\text{ren}}=\underset{x^{}x}{lim}\mathrm{\Pi }_{\mu \nu ^{}}G_{\text{ren}}^{(1)}(x,x^{}).$$
(3.11)
Here
$$\mathrm{\Pi }_{\mu \nu ^{}}=\left(\frac{1}{2}\xi \right)_{(\mu }_{\nu ^{})}+\left(\xi \frac{1}{4}\right)g_{\mu \nu ^{}}g^{\alpha \beta }_\alpha _\beta ^{}\frac{1}{2}\xi \left(_{(\mu }_{\nu )}+_{(\mu ^{}}_{\nu ^{})}\right),$$
(3.12)
and $`\xi `$ is a parameter of non-minimal coupling. For $`\xi =0`$ one gets the canonical stress-energy tensor, while for $`\xi 1/6`$ one gets the “improved” one with vanishing trace.
### 3.2 $`\phi ^2(x)^{\text{ren}}`$ and $`T_{\mu \nu }(x)^{\text{ren}}`$ on $`𝒥^+`$
We shall perform calculations assuming that a point of observation, $`x`$, is located very far away from the moving body, in the so-called radiation zone. Denote
$$r=\sqrt{x^2+y^2+z^2},u=tr,(x,y,z)=rN^i,$$
$$N^i=(\mathrm{cos}\mathrm{\Theta },\mathrm{sin}\mathrm{\Theta }\mathrm{cos}\mathrm{\Phi },\mathrm{sin}\mathrm{\Theta }\mathrm{sin}\mathrm{\Phi }).$$
(3.13)
The coordinate $`u`$ is the dimensionless retarded time, and $`(r,\mathrm{\Theta },\mathrm{\Phi })`$ are spherical coordinates in the inertial reference frame. The wave-zone corresponds to taking the limit $`r\mathrm{}`$ with $`u`$ and $`N^i`$ fixed.
For calculations it is convenient to make the point splitting in $`t`$-direction, i.e. to choose $`x`$ and $`x^{}`$ (the arguments of $`G_{\text{ren}}^{(1)}`$) so that
$$r=r^{},N^i=N^i^{}.$$
(3.14)
We also put
$$u=u_0\frac{h}{2},u^{}=u_0+\frac{h}{2}.$$
(3.15)
For such a point splitting, $`G_{\text{ren}}^{(1)}(x,x^{})`$ becomes a function of $`r,N^i,u_0`$ and $`h`$:
$$G_{\text{ren}}^{(1)}(x,x^{})|_{\genfrac{}{}{0pt}{}{\text{point}}{\text{splitted}}}=G(r,u_0,N^i,h).$$
(3.16)
Since $`G_{\text{ren}}^{(1)}`$ is a symmetric function of its coordinates $`x`$ and $`x^{}`$, $`G`$ is an even function of its argument $`h`$.
To obtain $`\phi ^2^{\text{ren}}`$, (3.10), it is sufficient to put $`h=0`$ in (3.16). The calculations of the energy density flux are more involved. One obtains
$$\frac{dE}{dUd\mathrm{\Omega }}R^2T_{UU}^{\text{ren}}r^2T_{uu}^{\text{ren}}=4\pi r^2\underset{h0}{lim}\left[\mathrm{\Pi }_{uu}G(r,u_0,N^i,h)\right],$$
(3.17)
where
$$\mathrm{\Pi }_{uu}=\frac{1}{8}\left(14\xi \right)_{u_0}^2\frac{1}{2}_h^2.$$
(3.18)
As we shall see, the leading term of $`G`$ in the wave zone is proportional to $`r^2`$, so that
$$G(r,u_0,N^i,h)=\frac{1}{r^2l^2}\left[𝒢_1(u_0,\mathrm{\Theta })+h^2𝒢_2(u_0,\mathrm{\Theta })+O(h^4)\right].$$
(3.19)
We include factor $`l^2`$ to restore the correct dimensionality of $`G`$. Functions $`𝒢_1`$ and $`𝒢_2`$ are dimensionless. They do not depend on $`\mathrm{\Phi }`$ since the system is invariant with respect to rotation in $`(y,z)`$plane. Combining these results, we get
$$\phi ^2^{\text{ren}}\frac{𝒢_1(u_0,\mathrm{\Theta })}{2r^2l^2},$$
(3.20)
$$\frac{dE}{dUd\mathrm{\Omega }}\frac{1}{l^2}\left[\frac{1}{8}\left(14\xi \right)_{u_0}^2𝒢_1(u_0,\mathrm{\Theta })𝒢_2(u_0,\mathrm{\Theta })\right].$$
(3.21)
### 3.3 Boost invariance
An important additional information about $`\phi ^2^{\text{ren}}`$ and the energy flux at $`𝒥^+`$ can be obtained by using the symmetry of the problem. The spacetime with a uniformly accelerated body is invariant under boost transformations
$$t\stackrel{~}{t}=\gamma (t+vx),$$
$$x\stackrel{~}{x}=\gamma (x+vt),$$
(3.22)
$$\stackrel{~}{y}=y,\stackrel{~}{z}=z,\gamma =(1v^2)^{1/2}.$$
It is easy to determine how this symmetry transformation acts on $`𝒥^+`$. To do this, we introduce retarded spherical coordinates $`(u,r,\mathrm{\Theta },\mathrm{\Phi })`$ and $`(\stackrel{~}{u},\stackrel{~}{r},\stackrel{~}{\mathrm{\Theta }},\stackrel{~}{\mathrm{\Phi }})`$ for both Minkowski frames $`x`$ and $`\stackrel{~}{x}`$, and using (3.22), we find the relation between them. In the wave-zone limit, $`r\mathrm{}`$, $`(u,\mathrm{\Theta },\mathrm{\Phi })`$ – fixed, we have
$$\stackrel{~}{r}=\gamma r(1+v\mathrm{cos}\mathrm{\Theta })+\gamma \frac{vu\mathrm{cos}\mathrm{\Theta }}{1+v\mathrm{cos}\mathrm{\Theta }},$$
$$\stackrel{~}{u}=\frac{\gamma ^u}{1+v\mathrm{cos}\mathrm{\Theta }},$$
(3.23)
$$\mathrm{tan}\stackrel{~}{\mathrm{\Theta }}=\frac{\mathrm{sin}\mathrm{\Theta }}{\gamma (\mathrm{cos}\mathrm{\Theta }+v)},\stackrel{~}{\mathrm{\Phi }}=\mathrm{\Phi }.$$
The invariance of $`\phi ^2^{\text{ren}}`$ under the transformation (3.22) requies that
$$𝒢_1(\stackrel{~}{u},\stackrel{~}{\mathrm{\Theta }})=\gamma ^2(1+v\mathrm{cos}\mathrm{\Theta })^2𝒢_1(u,\mathrm{\Theta }).$$
(3.24)
The invariance condition (3.24) can be written in the infinitesimal form. For this we put $`v=\delta v`$ and put the first variation of (3.24) with respect to $`\delta v`$ at $`v=0`$ equal to zero. This gives the following relation
$$\left(\frac{\stackrel{~}{u}}{v}\right)_{v=0}_u𝒢_1+\left(\frac{\stackrel{~}{\mathrm{\Theta }}}{v}\right)_{v=0}_\mathrm{\Theta }𝒢_1=2\mathrm{cos}\mathrm{\Theta }𝒢_1.$$
(3.25)
Using (3.23), we get
$$\left(\frac{\stackrel{~}{u}}{v}\right)_{v=0}=u\mathrm{cos}\mathrm{\Theta },\left(\frac{\stackrel{~}{\mathrm{\Theta }}}{v}\right)_{v=0}=\mathrm{sin}\mathrm{\Theta }.$$
(3.26)
Hence we have
$$\frac{𝒢_1}{(\mathrm{ln}u)}+\frac{𝒢_1}{\mathrm{ln}(\mathrm{sin}\mathrm{\Theta })}=2𝒢_1.$$
(3.27)
A general solution of the equation (3.27) can be presented in the form
$$𝒢_1(u,\mathrm{\Theta })=\frac{1}{u^2}_1(\frac{\mathrm{sin}\mathrm{\Theta }}{u}).$$
(3.28)
In a similar way we get
$$𝒢_2(u,\mathrm{\Theta })=\frac{1}{u^4}_2(\frac{\mathrm{sin}\mathrm{\Theta }}{u}).$$
(3.29)
## 4 $`\phi ^2^{\text{ren}}`$ and $`T_{\mu \nu }^{\text{ren}}`$ in the Wave Zone
### 4.1 Wave zone approximation
To calculate functions $`𝒢_1`$ and $`𝒢_2`$, we rewrite (3.9) in a more explicit form. Since integration is performed over the world tube $`\mathrm{\Gamma }`$, it is convenient to write the integral in (3.9) in the Rindler coordinates
$$_\mathrm{\Gamma }d^4x^{\prime \prime }\mathrm{}=𝑑\eta 𝑑\omega _0^{\beta _0(\theta ,\varphi )}\beta ^2A𝑑\beta \mathrm{}d^4v\mathrm{},$$
(4.1)
where $`A=1+\beta \mathrm{cos}\theta `$, $`d\omega =\mathrm{sin}\theta d\theta d\varphi `$ and $`\beta _0`$ defines the boundary of the body, see (3.20). In these coordinates we also have
$$D=\frac{(n^21)𝒟}{l^2},$$
(4.2)
$$𝒟=A^2\vartheta (\beta _0(\theta ,\varphi )\beta )_\eta ^2.$$
(4.3)
Both Green functions $`G_0^{\text{ret}}`$ and $`G_0^{(1)}`$ depend only on the distance $`s`$ between a point in the wave zone and a point inside or on the boundary of the world tube $`\mathrm{\Gamma }`$. Simple calculations give
$$s^2(x,x^{\prime \prime })=2rwu^2+2uA\mathrm{sinh}\eta +1+2\beta n^1+\beta ^2,$$
(4.4)
where
$$w=u+\beta 𝒏_{}𝑵_{}F(\eta )A,F(\eta )=\mathrm{sinh}\eta N^1\mathrm{cosh}\eta .$$
(4.5)
Here $`(u,r,\mathrm{\Theta },\mathrm{\Phi })`$ are retarded spherical coordinates of the point $`x`$ in the wave zone, and $`(\eta ,\beta ,\theta ,\varphi )`$ are Rindler spherical coordinates of the point $`x^{\prime \prime }`$ in the tube $`\mathrm{\Gamma }`$. The vectors $`𝒏`$ and $`𝑵`$ are defined by equations (2.17) and (3.13), respectively, and $`𝒏_{}=(0,n^2,n^3)`$, $`𝑵_{}=(0,N^2,N^3)`$.
An important observation is that the leading, $`1/r^2`$, term of $`G_{\text{ren}}^{(1)}`$ in the wave zone can be obtained by neglecting the terms independent of $`r`$ in (4.4), that is by using the following approximate expressions
$$s^2(x,x^{\prime \prime })2rw_{},s^2(x^{},x^{\prime \prime })2rw_+,$$
(4.6)
where
$$w_\pm =w_0\pm \frac{h}{2},w_0=u_0+\beta 𝒏_{}𝑵_{}F(\eta )A.$$
(4.7)
Combining all these results and using (3.19), we get
$$𝒢_1(u_0,\mathrm{\Theta })+h^2𝒢_2(u_0,\mathrm{\Theta })+\mathrm{}$$
$$=\frac{n^21}{16\pi ^3}d^4v\left[\delta (w_{})𝒟(\frac{1}{w_+})+\delta (w_+)𝒟(\frac{1}{w_{}})\right].$$
(4.8)
We omitted $`\vartheta `$-function which enters the definition (3.7) of $`G_0^{\text{ret}}`$ since a future-directed null cone emitted from a point in the wave zone never crosses the tube $`\mathrm{\Gamma }`$.
### 4.2 Calculation of integrals
Denote by $`I(\eta _0,h)`$ the following integral
$$I(\eta _0,h)=_{\mathrm{}}^{\mathrm{}}𝑑\eta \delta (w_{})_\eta ^2(\frac{1}{w_+}).$$
(4.9)
Notice that
$$_\eta ^2(\frac{1}{w_+})=\frac{FA}{w_\pm ^2}+\frac{2(F^{})^2A^2}{w_\pm ^3},$$
(4.10)
where $`()^{}=_\eta ()`$. We use here the following property of the function $`F(\eta )`$
$$F^{\prime \prime }(\eta )=F(\eta ).$$
(4.11)
For $`\mathrm{\Theta }0`$, $`F(\eta )`$ is a monotonically increasing function which changes from $`\mathrm{}`$ (at $`\eta =\mathrm{}`$) to $`+\mathrm{}`$ (at $`\eta =\mathrm{}`$). Thus equation $`w_0(\eta )=c`$ has a unique solution for any $`c`$. We denote by $`\eta _0`$ and $`\eta _\pm `$ the solutions of the following equations
$$w_0(\eta _0)=0,w_0(\eta _\pm )=\frac{h}{2}.$$
(4.12)
The integral (4.9) can be easily calculated by using the relation
$$\delta (w_{})=\frac{\delta (\eta _{})}{F^{}(\eta _{})A}.$$
(4.13)
We get
$$I(\eta _0,h)=\frac{1}{F^{}(\eta _{})}\left[\frac{1}{h^2}F(\eta _{})+\frac{2}{h^3}(F^{}(\eta _{}))^2A\right].$$
(4.14)
Now we use the following Taylor expansions
$$\eta _{}=\eta _0+\underset{n=1}{\overset{\mathrm{}}{}}\frac{h^n}{n!}z_n,$$
(4.15)
$$w_0(\eta _{})=A\underset{n=1}{\overset{\mathrm{}}{}}\frac{1}{n!}F_0^{(n)}(\eta _{}\eta _0)^n,$$
(4.16)
where $`F_0^{(n)}=F^{(n)}(\eta _0)`$. Substituting (4.15) into (4.16) and using (4.11), we solve equation
$$w_0(\eta _{})=\frac{h}{2}$$
(4.17)
to determine $`z_n`$ in terms of $`F_0`$ and $`F_0^{}`$. For calculations we use Maple. The result is
$$z_1=\frac{1}{2AF_0^{}},z_2=\frac{F_0}{4A^2(F_0^{})^3},z_3=\frac{3(F_0)^2+(F_0^{})^2}{8A^3(F_0^{})^5},$$
$$z_4=\frac{3F_0[5(F_0)^2+3(F_0^{})^2]}{16A^4(F_0^{})^7},$$
(4.18)
$$z_5=\frac{3[35(F_0)^430(F_0)^2(F_0^{})^2+3(F_0^{})^4]}{32A^5(F_0^{})^9}.$$
We performed calculations up to the order $`h^5`$ which is required to calculate (4.9) up to the order $`h^2`$.
Next steps of the calculations are the following:
1. Write $`F(\eta _{})`$ as
$$F(\eta _{})=F_0\mathrm{cosh}(\eta _{}\eta _0)+F_0^{}\mathrm{sinh}(\eta _{}\eta _0).$$
(4.19)
2. Substitute (4.15) into expression (4.19) and using (4.18) get the expression for $`F(\eta _{})`$ in powers of $`h`$.
3. Use the obtained expansion to calculate $`I(\eta _0,h)`$ defined by (4.14).
4. Calculate $`J_0(\eta _0,h)=I(\eta _0,h)+I_0(\eta _0,h)`$ to obtain the expression for
$$J(\eta _0,h)=_{\mathrm{}}^{\mathrm{}}𝑑\eta \left[\delta (w_{})_\eta ^2(\frac{1}{w_+})+\delta (w_+)_\eta ^2(\frac{1}{w_{}})\right].$$
(4.20)
We performed these calculations using Maple. The final result is
$$J(\eta _0,h)=\frac{F_0\mathrm{sin}^2\mathrm{\Theta }}{2A^2(F_0^{})^5}[1+\frac{h^2}{8A^2(F_0^{})^4}[(4\mathrm{cosh}^2\eta _0+3)\mathrm{cos}^2\mathrm{\Theta }$$
$$\mathrm{\hspace{0.17em}8}\mathrm{sinh}\eta _0\mathrm{cosh}\eta _0\mathrm{cos}\mathrm{\Theta }7+4\mathrm{cosh}^2\eta _0]].$$
(4.21)
Thus the right-hand side of (4.8) is
$$\frac{n^21}{16\pi ^3}𝑑\omega _0^{\beta _0(\theta ,\varphi )}𝑑\beta \beta ^2A^1J(\eta _0,h).$$
(4.22)
In this relation $`\eta _0`$ is a solution of the equation
$$F(\eta _0)=A^1(u_0+\beta 𝒏_{}𝑵_{}).$$
(4.23)
Since $`\beta 1`$, one can solve this equation perturbatively. Let $`\stackrel{~}{\eta }_0`$ be a solution of the equation
$$F(\stackrel{~}{\eta }_0)=u_0,$$
(4.24)
then
$$\eta _0\stackrel{~}{\eta }_0\frac{\beta }{F_{}^{}{}_{0}{}^{}}(𝒏_{}𝑵_{}u_0\mathrm{cos}\theta ),$$
(4.25)
where $`F_{}^{}{}_{0}{}^{}=F^{}(\stackrel{~}{\eta }_0)`$. In order to take into account the dependence of $`J(\eta _0,h)`$ on $`\beta `$ it is sufficient to expand $`J`$ near $`\stackrel{~}{\eta }_0`$ and use (4.25). The obtained corrections contain an additional small factor $`b/l`$, where $`b`$ is the size of the body. By neglecting this correction and similar corrections in $`A`$, we get
$$\frac{(n^21)V}{16\pi ^3l^3}J_0(\stackrel{~}{\eta }_0,h),$$
(4.26)
where $`V`$ is the volume of the body. By comparison with (4.8) we get
$$𝒢_1(u_0,\mathrm{\Theta })=\frac{F_0\mathrm{sin}^2\mathrm{\Theta }}{(F_0^{})^5},$$
(4.27)
$$𝒢_2(u_0,\mathrm{\Theta })=\frac{F_0\mathrm{sin}^2\mathrm{\Theta }}{8(F_0^{})^9}\left(4F_0^23\mathrm{sin}^2(\mathrm{\Theta })\right),$$
(4.28)
where
$$=\frac{(n^21)V}{32\pi ^3l^3}.$$
(4.29)
Let us emphasize once again that since we are considering the leading in $`b/l`$ terms, to calculate $`F_0`$ and $`F_0^{}`$ one must put $`b=0`$. In particular, $`F_0=u_0`$. In order to get $`F_0^{}`$ one must first solve the equation
$$F_0\mathrm{sinh}\eta _0\mathrm{sin}\mathrm{\Theta }\mathrm{cosh}\eta _0=u_0,$$
(4.30)
and determine $`\eta _0=\eta _0(u_0,\mathrm{cos}\mathrm{\Theta })`$, ans substitute this value into the definition of $`F_0^{}`$
$$F_0^{}\mathrm{cosh}\eta _0\mathrm{sin}\mathrm{\Theta }\mathrm{sinh}\eta _0.$$
(4.31)
### 4.3 $`\phi ^2^{\text{ren}}`$ and energy density flux
It is easy to check that $`𝒢_{1,2}`$ obey the symmetry relations (3.28)–(3.29). Really by using relations (4.30) and (4.31) one can rewrite $`𝒢_{1,2}`$ in the form
$$𝒢_1(u,\mathrm{\Theta })=\frac{g_1(z)}{u^2},𝒢_2(u,\mathrm{\Theta })=\frac{g_2(z)}{u^4},$$
(4.32)
where $`z=\mathrm{sin}(\mathrm{\Theta })/u`$ and
$$g_1(z)=\frac{z^2}{(1+z^2)^{5/2}},g_2(z)=\frac{z^2(43z^2)}{8(1+z^2)^{9/2}}.$$
(4.33)
Using equations (3.20) and (3.21), we get
$$\phi ^2^{\text{ren}}\frac{(n^21)b^3ag_1(z)}{48\pi ^2R^2U^2},$$
(4.34)
$$\frac{dE}{dUd\mathrm{\Omega }}=\frac{(n^21)b^3a}{12\pi ^2U^4}(15\xi )g_3(z).$$
(4.35)
Here
$$g_3(z)=\frac{13z^2/4}{(1+z^2)^{9/2}}.$$
(4.36)
In the previous relations we restored dimensional coordinates $`R`$ and $`U=TR`$, and $`z`$ which enters these relations is $`\mathrm{sin}(\mathrm{\Theta })/(aU)`$, where $`a`$ is the acceleration of the body. Plots of functions $`g_1`$ and $`g_3`$ are shown in Figure 1
By integrating over angles one gets the total energy density flux
$$\frac{dE}{dU}=\frac{(n^21)b^3a^3}{30\pi U^2}(15\xi )f(aU),$$
(4.37)
where
$$f(u)=\frac{1+4u^2+5u^4+10u^6}{(1+u^2)^4}.$$
(4.38)
## 5 Conclusion
In this paper we considered the vacuum polarization effects in the presence of a uniformly accelerated dielectic body. We considered a scalar field model. Under assumption that a size of the body, $`b`$, is much smaller than the inverse acceleration, $`a^1`$, we calculated the energy density flux created by the accelerated body at infinity. This flux is given by (4.37), and for the canonical energy (i.e. for $`\xi =0`$) it is always negative. Its divergence $`U^2`$ near $`U=0`$ is connected with the idealization of the problem: it is assumed that the motion remains uniformly accelerated for an infinite interval of time. The boost-invariance property connected with this assumption significantly simplifies calculations. In particular, the quantity $`dE/(dUd\mathrm{\Omega })`$ giving the anglular distribution of the energy density flux at $`𝒥^+`$ at given moment of the retarted time $`U`$, besides common scale dependence, $`U^4`$, depends on the function of one variable, $`\mathrm{sin}\mathrm{\Theta }/aU`$.
It would be interesting to repeat calculations for a more realistic case of the electromagnetic field. One can expect that some general features, especially those that are related to the symmetry of the problem, will remain similar to the case of the scalar massless field, while details, such as the angular distribution of the energy flux which might depend on the spin of the field will differ. It should be specially emphasized that the dependence of the electromagnetic field equations on the dielectric and magnetic properties of the media is uniquely fixed, while in the model case of a scalar field there is an ambiguity which we specially fixed to simplify the model.
In our consideration we assumed that a uniformly accelerated refractive body is cold, that is its temperature is zero. One can also consider a case when a body is heated. Especialy interesting is a case when the temperature of he body coincides with the Unruh temperature corresponding to its acceleration. General arguments given in allows one to expect that in this case the quantum radiation vanishes. We hope to return to these problems somewhere else.
Acknowledgments: This work was partly supported by the Natural Sciences and Engineering Research Council of Canada. One of the authors (V.F.) is grateful to the Killam Trust for its financial support. |
warning/0003/hep-ph0003257.html | ar5iv | text | # I Introduction
## I Introduction
Semi-exclusive reactions of the type $`A+BC+Y`$, where particle $`C`$ emerges with large transverse momentum and the mass of the inclusive system $`Y`$ satisfies $`\mathrm{\Lambda }_{QCD}M_YE_{cm}`$, provide a new tool for probing the structure of hadrons. It is analogous to DIS, $`epeX`$, in the sense that particles $`A`$ and $`C`$ form an effective current which probes the target $`B`$ at large momentum transfer $`t=(p_Ap_C)^2`$, producing the inclusive system $`Y`$. Semi-exclusive cross sections factorize into a calculable short distance interaction times a standard target parton $`(b)`$ distribution $`f_{b/B}(x_S,t)`$ according to
$$\frac{d\sigma }{dtdx_S}(A+BC+Y)=\underset{b}{}f_{b/B}(x_S,t)\frac{d\sigma }{dt}(AbCd),$$
(1)
where
$$x_s=t/(M_Y^2t)$$
(2)
and the momentum transfer $`t`$ serves as factorization scale. For large $`t`$ only compact configurations of particles $`A`$ and $`C`$ participate in the reaction, and their re-interactions with the target are suppressed. The final parton(s) $`d`$ merges with the target spectators to form the inclusive system $`Y`$ (Fig. 1a).
We shall discuss the feasibility of measuring semi-exclusive photon photoproduction, $`\gamma p\gamma Y`$ at HERA. Here the incoming and outgoing photons together form an effective current which probes a parton (quark or gluon) in the target with resolution $`t`$ (Fig. 1a). This picture is valid provided that the final photon emerges isolated from all hadrons in the inclusive system $`Y`$, which is ensured by the kinematic requirement $`W^2/M_Y^21`$, where $`W`$ is the total $`\gamma p`$ center of mass energy, and $`M_Y`$ is the mass of the hadronic system $`Y`$. Scattering on a single parton implies large $`t`$, typically of order $`M_Y^2`$. As we shall see, luminosity limitations impose $`tM_Y^2`$ at HERA, implying small $`x_s`$ in Eq. (2).
It is not a priori obvious how stringent the kinematic restrictions need to be to ensure semi-exclusive dynamics. At moderate $`W^2/M_Y^2`$, photons may be produced via parton fragmentation, following a hard process like $`\gamma qgq`$ (Fig. 1b). Such a process will typically generate hadrons comoving with the photon, implying $`W^2/M_Y^21`$. Depending on the probability that the photon takes most of the momentum of the fragmenting parton such processes can nevertheless be significant at moderate values of $`W^2/M_Y^2`$. Based on the PYTHIA and LUCIFER Monte Carlo generators we conclude that fragmentation processes are insignificant for $`W^2/M_Y^2\stackrel{>}{_{}}10`$ and $`t\stackrel{>}{_{}}4\mathrm{GeV}^2`$.
Resolved photon contributions (Fig 1c) are analogously suppressed since hadrons in the beam direction must carry little energy for $`W^2/M_Y^2`$ to be large. This requires the beam parton to carry nearly all the photon energy, and not to emit collinear bremsstrahlung prior to its hard scattering. The pointlike photon component transfers the full beam energy into the hard process and will thus dominate at large $`W^2/M_Y^2`$ and $`t`$.
We also estimate the contribution of the Bethe-Heitler process (Fig. 1d), where the beam photon is virtual and the final photon is emitted from the electron. This process is typically detected because of a large angle recoil of the electron. We find that the Bethe-Heitler process is in any case negligible for invariant momentum transfers $`Q^2\stackrel{<}{_{}}0.1\mathrm{GeV}^2`$ between the initial and final electrons.
HERA data on photon production at large transverse momentum have previously been compared with QCD calculations in terms of an isolation cut , which imposes low accompanying transverse energy in a cone around the photon direction. Such a cut removes a large fraction of the photons produced by parton fragmentation, but allows resolved photon contributions. The isolation procedure requires modelling the non-perturbative fragmentation process. This is avoided for the semi-exclusive cross section (1), which depends only on standard structure functions and perturbatively calculable quantities.
Low order PQCD subprocess amplitudes which contribute to the hard vertex $`H`$ of Fig. 1a are shown in Fig. 2. It is important to notice that the lowest order contributions of Fig. 2a,b actually are suppressed in the Regge limit $`\widehat{s}=x_sW^2\mathrm{}`$ at fixed (but large) $`t`$, which is relevant for semi-exclusive dynamics. A (dimensionless) amplitude involving the exchange of two particles of spins $`j_1`$ and $`j_2`$ in the $`t`$-channel behaves in the Regge limit as $`(\widehat{s}/t)^\alpha `$, where $`\alpha =j_1+j_21`$. Hence the contribution of Fig. 2b, with $`j_1=j_2=1/2`$, has $`\alpha =0`$. The amplitude of Fig. 2a also has $`\alpha =0`$. On the other hand, the higher order amplitude of Fig. 2c has $`j_1=j_2=1`$ and thus $`\alpha =1`$. At even higher orders logarithmic corrections from repeated gluon ladders are expected to build up hard Pomeron exchange in the BFKL approximation, as has been studied extensively for the present process .
It is interesting to explore at what value of $`\widehat{s}/t`$ the higher order diagrams begin to dominate. We find that the BFKL amplitude is numerically important compared to the lowest order contributions in the whole semi-exclusive range $`\widehat{s}/t\stackrel{>}{_{}}10`$. If the BFKL approximation is reliable (or the amplitude of Fig. 2c dominates) at such moderate values of the subprocess energy then the subprocess cross section will be found to grow (or be constant) in this whole range. Alternatively, if the lowest order diagrams dominate, the subprocess cross section will decrease in the lower range of $`\widehat{s}/t`$. This would make it smaller than the BFKL estimate at high $`\widehat{s}/t`$.
## II Subprocess Cross Sections
The lowest order cross section for $`\gamma q\gamma q`$ (Fig. 2a) is
$$\frac{d\sigma _{\mathrm{LO}}}{dt}(\gamma q\gamma q)=\frac{2\pi e_q^4\alpha ^2}{\widehat{s}^2}\left(\frac{\widehat{s}}{\widehat{u}}+\frac{\widehat{u}}{\widehat{s}}\right),$$
(3)
with $`\alpha =e^2/4\pi `$. For the lowest order $`\gamma g\gamma g`$ process (Fig. 2b) we have analogously ,
$$\frac{d\sigma _{\mathrm{LO}}}{dt}(\gamma g\gamma g)=2\left(\underset{q}{}e_q^2\right)^2\frac{\alpha ^2\alpha _s^2}{64\pi \widehat{s}^2}\left[|M_1(\widehat{s},t,\widehat{u})|^2+|M_1^{}(\widehat{u},t,\widehat{s})|^2+|M_1^{}(t,\widehat{s},\widehat{u})|^2+20\right],$$
(4)
where
$`|M_1(\widehat{s},t,\widehat{u})|^2`$ $`=`$ $`\left(2+2{\displaystyle \frac{t\widehat{u}}{\widehat{s}}}\mathrm{ln}{\displaystyle \frac{t}{\widehat{u}}}+{\displaystyle \frac{t^2+\widehat{u}^2}{\widehat{s}^2}}\left[\mathrm{ln}^2{\displaystyle \frac{t}{\widehat{u}}}+\pi ^2\right]\right)^2,`$ (5)
$`|M_1^{}(\widehat{u},t,\widehat{s})|^2`$ $`=`$ $`\left(2+2{\displaystyle \frac{\widehat{s}t}{\widehat{u}}}\mathrm{ln}{\displaystyle \frac{\widehat{s}}{t}}+{\displaystyle \frac{\widehat{s}^2+t^2}{\widehat{u}^2}}\mathrm{ln}^2{\displaystyle \frac{\widehat{s}}{t}}\right)^2+4\pi ^2\left({\displaystyle \frac{\widehat{s}^2+t^2}{\widehat{u}^2}}\mathrm{ln}{\displaystyle \frac{\widehat{s}}{t}}+{\displaystyle \frac{\widehat{s}t}{\widehat{u}}}\right)^2.`$ (6)
It is interesting to compare the size of the BFKL cross section to the LO ones given above. The $`\gamma g\gamma g`$ BFKL cross section is to leading logarithmic accuracy given by
$`{\displaystyle \frac{d\sigma _{\mathrm{BFKL}}}{dt}}(\gamma g\gamma g)`$ $`=`$ $`{\displaystyle \frac{81}{16}}{\displaystyle \frac{\alpha ^2\alpha _s^4}{576t^2}}\pi \left({\displaystyle \underset{q}{}}e_q^2\right)^2\left[G\left({\displaystyle \frac{3\alpha _s}{\pi }}\mathrm{ln}{\displaystyle \frac{\widehat{s}}{t}}\right)\right]^2,\text{with}`$ (7)
$`G(z)`$ $`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{d\nu }{1+\nu ^2}}{\displaystyle \frac{\nu ^2}{\left(\nu ^2+\frac{1}{4}\right)^2}}{\displaystyle \frac{\mathrm{tanh}(\pi \nu )}{\pi \nu }}2(11+12\nu ^2)\mathrm{exp}\left[z\chi (\nu )\right],`$ (8)
$`\chi (\nu )`$ $`=`$ $`2\psi (1)2\mathrm{R}\mathrm{e}\left[\psi \left({\displaystyle \frac{1}{2}}+i\nu \right)\right].`$ (9)
In Fig. 3 we show the dimensionless lowest order cross sections $`\widehat{s}^2d\sigma /dt`$ for $`\gamma u\gamma u`$ (solid line) and $`\gamma g\gamma g`$ (times 10, dot-dashed line). The small size of the lowest order $`\gamma g\gamma g`$ cross section means that it will be insignificant also in the physical process $`\gamma N\gamma Y`$, even though the gluon distribution is larger than the quark one at low values of $`x_s`$. The dashed line shows the BFKL cross section (9) for $`\gamma g\gamma g`$, based on iterating higher order diagrams like that in Fig. 2c. We used the fixed value $`\alpha _s=0.2`$ indicated by BFKL fits to HERA and Tevatron data . The BFKL cross section is comparable to the lowest order one already at $`\widehat{s}/t10`$, with their ratio growing roughly as $`(\widehat{s}/t)^2`$. It should be stressed, however, that the BFKL analysis is expected to be reliable only for $`\widehat{s}/t\stackrel{>}{_{}}100`$ , and that there may be sizeable corrections from NLO corrections .
## III Semi-exclusive photon electroproduction at HERA
The $`epe\gamma Y`$ electroproduction cross section is in the semi-exclusive limit $`\mathrm{\Lambda }_{QCD}^2t,M_Y^2W^2`$ related to the subprocesses through
$$\frac{d\sigma }{dydtdx_s}(epe\gamma Y)=f_{\gamma /e}(y,Q_{\mathrm{max}}^2)\underset{iq,g}{}f_{i/p}(x_s,t)\frac{d\sigma }{dt}(\gamma i\gamma i).$$
(10)
Here $`y`$ is the fraction of momentum that the photon, of virtuality $`Q_{\mathrm{max}}^2`$, takes of the electron beam. The Weizsäcker-Williams function $`f_{\gamma /e}(y,Q_{\mathrm{max}}^2)`$ is given in ,
$$f_{\gamma /e}(y,Q_{\mathrm{max}}^2)=\frac{\alpha }{2\pi }\left[\frac{(1+(1y)^2)}{y}\mathrm{ln}\frac{Q_{\mathrm{max}}^2(1y)}{m_e^2y^2}+2m_e^2y\left(\frac{1}{Q_{\mathrm{max}}^2}\frac{1y}{m_e^2y^2}\right)\right].$$
(11)
In our kinematical range the Weizsäcker-Williams scale is identical to the upper limit of the momentum transfer $`Q_{max}^2`$ between the electrons, as the hard scale $`t`$, which characterizes the production process, is much larger than $`Q_{max}^2`$. A detailed discussion of the choice of the Weizsäcker-Williams scale can be found in Refs. . For the parton distributions $`f_{i/p}(x_s,t)`$ we use the GRV94 LO parameterizations .
In this section we first estimate the kinematic region in which the semi-exclusive production mechanism dominates, and then evaluate the physical cross section in this region.
### A Background from Fragmentation and Decay in Photoproduction
Large transverse momentum photons can be produced through quark and gluon fragmentation $`q,g\gamma +X`$, following standard hard scattering processes such as photon gluon fusion $`\gamma gq\overline{q}`$ and gluon bremsstrahlung $`\gamma qqg`$. A second source of contributions are photons from hadronic decays like $`\pi ^0\gamma \gamma `$. In the following we call both background contributions ‘fragmentation’. Such processes typically give hadrons in the photon direction, and are thus suppressed in the limit where $`M_Y^2W^2`$.
We have used the Monte Carlo event generators PYTHIA and LUCIFER to estimate the range of $`W^2/M_Y^2`$ in which semi-exclusive production dominates over fragmentation. These event generators include the direct (semi-exclusive) $`\gamma q\gamma q`$ cross section only at lowest order. As we observed in the introduction, the higher order contribution of Fig. 2c (and its possible BFKL enhancement) actually dominates the lowest order process (Fig. 2a) at high $`\widehat{s}/t`$. Hence comparing the fragmentation background to only the LO semi-exclusive cross-section gives a conservative estimate of the kinematic region where semi-exclusive dynamics dominates. It should also be kept in mind that the fragmentation contribution can be reduced with the help of photon isolation cuts .
We evaluate the contributions from the direct process $`\gamma q\gamma q`$ and that from the background $`\gamma gq\overline{q}`$ and $`\gamma qqg`$ processes separately. If the final state contains several photons, we choose the one with largest energy $`E_\gamma ^{CM}`$ in the CM frame of the photon and the nucleon. The invariant mass $`M_Y^2`$ of the remaining particles is then given by $`M_Y^2=W^22WE_\gamma ^{CM}`$.
In Fig. 4 we show the PYTHIA and LUCIFER results for $`W=200\mathrm{GeV}`$ and two ranges of photon transverse momentum, $`4\mathrm{GeV}^2<t<10\mathrm{GeV}^2`$ and $`10\mathrm{GeV}^2<t<30\mathrm{GeV}^2`$. It may be seen that the semi-exclusive process $`\gamma q\gamma q`$ starts to dominate for $`W^2/M_Y^2\stackrel{>}{_{}}10`$. We have checked that the same conclusion holds for $`W=80\mathrm{GeV}`$. Note that for $`M_Y^2t`$, the subprocess variable $`\widehat{s}/t`$ of Fig. 3 is in the semi-exclusive limit simply related to $`W^2/M_Y^2`$,
$$\frac{W^2}{M_Y^2}=\frac{\widehat{s}}{t}\left(1\frac{t}{M_Y^2}\right)\frac{\widehat{s}}{t}.$$
(12)
### B Background from the Bethe-Heitler Process in Electroproduction
When the incoming photon is virtual the final photon may be radiated off the electron in the Bethe-Heitler (BH) process of Fig. 5 a. We wish to determine the maximum value of $`Q^2`$ for which the BH cross section can be neglected compared to that of photon emission from the quark, i.e., the Virtual Compton Scattering (VCS) process of Fig. 5 b.
At finite $`Q^2`$ the lowest order $`epe\gamma Y`$ cross section can be written
$`{\displaystyle \frac{d\sigma _{LO}(epe\gamma Y)}{dx_sdW^2dQ^2dtd\varphi }}`$ $`=`$ $`{\displaystyle \frac{1}{2(4\pi )^4x_sW_{ep}^4(\widehat{s}+Q^2)}}{\displaystyle \underset{q}{}}f_{q/p}(x_s,t)\overline{|_q|^2},\text{with}`$ (13)
$`\overline{|_q|^2}`$ $`=`$ $`\overline{|_q^{VCS}|^2}+\overline{|_q^{BH}|^2}+\overline{2\mathrm{R}\mathrm{e}\left(_q^{BH}_{q}^{VCS}{}_{}{}^{}\right)}.`$ (14)
Here $`Q^2=q^2=(ll^{})^2`$ and $`\widehat{s}=(q+p)^2=x_sW_{\gamma p}^2`$ in the notation of Fig. 5. $`\varphi `$ is the angle between $`\stackrel{}{q}\times \stackrel{}{p}_\gamma `$ and $`\stackrel{}{\mathrm{}}\times \stackrel{}{\mathrm{}}^{}`$ with the three-vectors given in the $`CM`$ frame of the virtual photon and the proton, while $`W_{ep}300\mathrm{GeV}`$ is the $`epCM`$ energy. We also define
$$\widehat{s}_l=(l^{}+p_\gamma )^2,\widehat{u}_l=(łp_\gamma )^2$$
(15)
which can be obtained from $`\widehat{s}`$ and $`\widehat{u}`$ by replacing the quark momentum $`p(p^{})`$ with the lepton momentum $`l(l^{})`$.
The squared VCS and BH matrix elements can now be written as
$`\overline{|_q^{VCS}|^2}`$ $`=`$ $`{\displaystyle \frac{4(4\pi \alpha )^3e_q^4}{Q^2\widehat{s}\widehat{u}}}F,`$ (16)
$`\overline{|_q^{BH}|^2}`$ $`=`$ $`{\displaystyle \frac{4(4\pi \alpha )^3e_q^2}{t\widehat{s}_l\widehat{u}_l}}F,`$ (17)
with the common factor $`F`$ given by
$$F=\widehat{s}^2+(\widehat{s}+t)^2+\widehat{u}_l^2+(2W_{eq}^2+\widehat{u}_l)^22\widehat{s}(2W_{eq}^2+\widehat{u}_l)2t(W_{eq}^2+\widehat{u}_l)+2Q^2(2\widehat{s}+t3W_{eq}^22\widehat{u}_l)+3Q^4,$$
(18)
and $`W_{eq}^2=(ł+p)^2=x_sW_{ep}^2`$.
$`\overline{2\mathrm{R}\mathrm{e}\left(_q^{BH}_{q}^{VCS}{}_{}{}^{}\right)}`$ $`=`$ $`{\displaystyle \frac{8(4\pi \alpha )^3e_q^3}{Q^2t}}\{Q^2[{\displaystyle \frac{1}{2}}(\widehat{s}\widehat{u})({\displaystyle \frac{1}{\widehat{s}_l}}{\displaystyle \frac{1}{\widehat{u}_l}})+{\displaystyle \frac{1}{\widehat{u}_l}}(lp+lp^{})+{\displaystyle \frac{1}{\widehat{s}_l}}(l^{}p+l^{}p^{})]`$ (25)
$`+t\left[{\displaystyle \frac{1}{2}}(\widehat{s}_l\widehat{u}_l)\left({\displaystyle \frac{1}{\widehat{s}}}{\displaystyle \frac{1}{\widehat{u}}}\right){\displaystyle \frac{1}{\widehat{u}}}(lp+l^{}p){\displaystyle \frac{1}{\widehat{s}}}(lp^{}+l^{}p^{})\right]`$
$`8(lpl^{}p^{}+lp^{}l^{}p)\left({\displaystyle \frac{lp}{\widehat{u}\widehat{u}_l}}+{\displaystyle \frac{lp^{}}{\widehat{s}\widehat{u}_l}}+{\displaystyle \frac{l^{}p}{\widehat{u}\widehat{s}_l}}+{\displaystyle \frac{l^{}p^{}}{\widehat{s}\widehat{s}_l}}\right)`$
$`+lp\left[{\displaystyle \frac{\widehat{s}\widehat{s}_l}{\widehat{u}\widehat{u}_l}}3+{\displaystyle \frac{2}{\widehat{u}\widehat{u}_l}}\left(\widehat{s}l^{}p+\widehat{s}_llp^{}(\widehat{u}+\widehat{u}_l)l^{}p^{}\right)\right]`$
$`+lp^{}\left[{\displaystyle \frac{\widehat{u}\widehat{s}_l}{\widehat{s}\widehat{u}_l}}3+{\displaystyle \frac{2}{\widehat{s}\widehat{u}_l}}\left(\widehat{s}_llp\widehat{u}l^{}p^{}+(\widehat{s}+\widehat{u}_l)l^{}p\right)\right]`$
$`+l^{}p\left[{\displaystyle \frac{\widehat{s}\widehat{u}_l}{\widehat{u}\widehat{s}_l}}3+{\displaystyle \frac{2}{\widehat{u}\widehat{s}_l}}\left(\widehat{s}lp\widehat{u}_ll^{}p^{}+(\widehat{u}+\widehat{s}_l)lp^{}\right)\right]`$
$`+l^{}p^{}[{\displaystyle \frac{\widehat{u}\widehat{u}_l}{\widehat{s}\widehat{s}_l}}3+{\displaystyle \frac{2}{\widehat{s}\widehat{s}_l}}(\widehat{u}lp^{}+\widehat{u}_ll^{}p(\widehat{s}+\widehat{s}_l)lp)]\}.`$
The results presented in Eqs. (16) - (25) have previously been computed, e.g., in Ref. , but with our particular choice of kinematical variables we obtained more compact expressions.
In Fig. 6 we compare the VCS to the total VCS+BH cross section for $`epe\gamma Y`$ as a function of $`Q_{\mathrm{max}}^2`$, the maximum momentum transfer between the electrons. The differential cross section (13) was integrated over the ranges $`x_s[0.01,0.7]`$, $`W[40\mathrm{GeV},160\mathrm{GeV}]`$, $`\varphi [0,2\pi ]`$, $`t[4\mathrm{GeV}^2,10\mathrm{GeV}^2]`$, and $`Q^2[m_e^2,Q_{\mathrm{max}}^2]`$<sup>*</sup><sup>*</sup>*In order to ensure that the electron propagators are far off-shell we also required $`\widehat{s}_l,\widehat{u}_l>t_{\mathrm{min}}=4\mathrm{GeV}^2`$. This cut is, however, irrelevant for $`Q^2\stackrel{<}{_{}}1\mathrm{GeV}^2`$..
### C The Semi-Exclusive Cross Section
We have found that the process $`epe\gamma Y`$ can be used to study semi-exclusive photon production at HERA in the kinematic range $`W^2/M_Y^2\stackrel{>}{_{}}10`$, $`Q^2\stackrel{<}{_{}}0.1\mathrm{GeV}^2`$ and $`t\stackrel{>}{_{}}4\mathrm{GeV}^2`$. In Fig. 7 we show the cross section
$$\frac{d\sigma (epe\gamma Y)}{d(W^2/M_Y^2)}=_{0.25}^{0.75}𝑑yf_{\gamma /e}(y,Q_{\mathrm{max}}^2=0.1\mathrm{GeV}^2)_{|t|_{\mathrm{min}}}^{|t|_{\mathrm{max}}}𝑑t\frac{t(1x_s)^2}{W^2}\underset{iq,g}{}f_{i/p}(x_s,t)\frac{d\sigma }{dt}(\gamma i\gamma i)$$
(26)
for two ranges of momentum transfer, $`4\mathrm{GeV}^2<t<10\mathrm{GeV}^2`$ and $`10\mathrm{GeV}^2<t<30\mathrm{GeV}^2`$. The full curve shows the contribution of the LO process of Eq. (3) (Fig. 2a). The dashed curve shows the contribution of the BFKL subprocess of Eq. (9) (Fig. 2c, plus gluon ladder iterations), together with the corresponding $`\gamma q\gamma q`$ sea quark BFKL contribution ,
$$\frac{d\sigma _{\mathrm{BFKL}}}{dx_sdt}=\left[g(x_s,t)+\frac{16}{81}\mathrm{\Sigma }(x_s,t)\right]\frac{d\sigma _{\mathrm{BFKL}}}{dt}(\gamma g\gamma g),$$
(27)
where $`\mathrm{\Sigma }`$ denotes the quark singlet distribution $`\mathrm{\Sigma }=_q[f_{q/p}+\overline{f}_{q/p}]`$. We use $`\alpha _s=0.2`$ in the BFKL cross section and assume three (four) active flavors in the low (high) $`|t|`$-range. The horizontal dash-dotted line indicates the 1 event level per unit of $`W^2/M_Y^2`$, given a nominal HERA luminosity of 100 events/pb.
We should emphasize that the BFKL approximation may not be reliable for $`W^2/M_Y^2\stackrel{<}{_{}}100`$ , hence the dashed curve is an extrapolation. It is nevertheless interesting to observe that this extrapolation dominates the LO $`q\gamma q\gamma `$ contribution over the whole semi-exclusive range $`W^2/M_Y^2\stackrel{>}{_{}}10`$. This conclusion is insensitive to the $`t`$-range and also to the range of $`y`$ (not shown).
## IV Conclusions
Semi-exclusive processes $`A+BC+Y`$ provide a new tool for investigating hadron structure. Effective currents formed by the $`A\overline{C}`$ system generalize the virtual photon probe familiar from DIS and can carry charge, flavor, baryon and other quantum numbers . Before this tool can be put to use, at least two questions need to be answered:
(i) How stringent limits $`\mathrm{\Lambda }_{QCD}^2t,M_Y^2W^2`$ must be imposed in order for the semi-exclusive production mechanism to dominate?
(ii) Can the hard $`A\overline{C}`$ vertex be reliably computed using PQCD?
In this paper we studied the process $`\gamma p\gamma Y`$, which is especially simple in the sense that both particles $`A`$ and $`C`$ have a point like component. Based on simulations with the PYTHIA and LUCIFER event generators we concluded that semi-exclusive dynamics should dominate for $`W^2/M_Y^2\stackrel{>}{_{}}10`$ and $`t\stackrel{>}{_{}}4\mathrm{GeV}^2`$. Photon emission from the electron (the Bethe-Heitler process) is insignificant for incoming photon virtualities $`Q^2\stackrel{<}{_{}}0.1\mathrm{GeV}^2`$, and can be further suppressed with angular cuts. The semi-exclusive cross section should be measurable at HERA, assuming that the subprocess cross section $`\widehat{\sigma }(\gamma q\gamma q)`$ is not smaller than its lowest order (LO) PQCD approximation.
Point (ii) above is non-trivial, since the semi-exclusive kinematics implies a high energy (Regge) limit for the subprocess, $`\widehat{s}/t1`$. Little is known about the importance of higher order (HO) PQCD corrections in this limit. In the process under study the situation is particularly intriguing since the LO subprocess diagrams shown in Fig. 2a,b correspond to $`q\overline{q}`$ exchange in the $`t`$-channel. At high subenergies $`\widehat{s}`$ they are therefore suppressed by a factor $`1/\widehat{s}^2`$ in the cross section compared to the $`𝒪(\alpha _s^4)`$ gluon exchange contribution of Fig. 2c. The latter is, on the other hand, just the first term in the series of gluon ladder diagrams which is supposed to build up the BFKL Pomeron in this process .
It is not clear from which value of $`\widehat{s}/t`$ HO contributions like Fig. 2c start to dominate the LO processes of Fig. 2a,b. The BFKL approximation has been assumed to be relevant for $`\widehat{s}/t\stackrel{>}{_{}}100`$ . Extrapolating the BFKL cross section to lower energies we found (Fig. 7) that it would in fact dominate the LO cross section in the whole range of semi-exclusive dynamics, $`\widehat{s}/t\stackrel{>}{_{}}10`$. The ratio $`\sigma _{HO}/\sigma _{LO}`$ behaves approximately like $`(W^2/M_Y^2)^2`$, closely reflecting the $`\widehat{s}/t`$ dependence of the respective subprocesses, cf. Eq. (12). A measurement of the $`(W^2/M_Y^2)^2`$ dependence of the cross section will thus directly determine the nature of the dominant $`t`$-channel exchange.
We conclude that the large HERA energy in principle allows accessing the semi-exclusive kinematic region, with its double hierarchy of large scales. The limiting factor will be the luminosity. If the cross section is approximately given by the lowest order contribution in Fig. 7 then only a restricted range of $`(W^2/M_Y^2)^2`$ can be studied. Since the higher order two gluon exchange (BFKL) contributions fall off more slowly with $`(W^2/M_Y^2)^2`$ they will eventually dominate. If their normalization is even close to that indicated by the BFKL extrapolation of Fig. 7 there should be a rich semi-exclusive phenomenology at HERA, not only for photon but also for meson ($`\pi ,\rho ,J/\psi `$) production. Further work is needed to estimate the feasibility of measuring charge exchange processes and the three gluon (Odderon) contribution to $`\pi ^0`$ production.
Acknowledgements. We are grateful for helpful discussions with Stan Brodsky and Markus Diehl. This work is supported in part by the EU/TMR contract EBR FMRX-CT96-0008. |
warning/0003/nlin0003058.html | ar5iv | text | # 1 Introduction
## 1 Introduction
The main problem of stationary quantum chaos is the following: Given a quantum Hamiltonian (operator) $`\widehat{H}`$ with infinitely many bound states, being the quantized object based on its classical analog $`H=H(𝐪,𝐩)`$, the Hamiltonian $`H`$ as a function of the $`N`$ coordinates $`𝐪`$ and momenta $`𝐩`$, what are the geometrical and statistical properties of the eigenfunctions, their Wigner functions, of the energy spectra and of the matrix elements of other quantal observables.
Of course, we have the (stationary) Schrödinger equation, which sometimes we can even solve analytically, e.g. in cases of analytically solvable one-dimensional potentials or in cases of separable $`N`$-dimensional potentials (Landau and Lifshitz 1997), and sometimes we can solve the underlying eigenvalue problem numerically, at least in principle. However, the analytically solvable problems are very untypical, although quite important, because we can use them to explore their neihbourhood (in the functional space of Hamiltonians $`H`$) by means of a large variety of perturbational techniques, and such a neighbourhood includes classically nonintegrable systems which are typical (generic). This is in analogy of the KAM systems in classical mechanics (Gutzwiller 1990). The numerical techniques can be applied to almost all systems, but it turns out that as soon as the system is not (classically) integrable and solvable, also the numerical techniques must be quite sophisticated, especially if we ask for high lying eigenstates. To know the Schrödinger equation and to have the potentiality of solving it helps as little as the analogous situation in the classical dynamics where the potentiality of solving the Hamilton-Jacobi equation does not help very much in studying the global, qualitative and quantitative, properties of motion in generic nonintegrable Hamiltonian systems. This has been realized for the first time by Henri Poincaré, who has shown (see Poincaré 1993, Goroff 1993) that the gravitational three-body problem is indeed nonintegrable and this broken integrability can no longer warrant the existence of invariant tori everywhere in phase space, thereby giving the way to true chaotic motion, which cannot be embedded into smooth $`N`$-dimensional invariant surfaces. The emergence of classically chaotic motion gives rise to the notion of qualitative dynamics, which is apt to embrace the richness and variety of chaotic behaviour. To achieve that new methods are needed, both analytically and numerically. Concepts of Surface-of-Section (SOS) and similar ones become indispensible to work in the new science of nonlinear dynamics, dealing with the dynamical systems described by the set of $`M`$ ordinary first order differential equations in their phase space. For Hamiltonian systems we have $`M=2N`$ Hamilton equations. On the quantum side we face a precisely analogous problem: Given the (stationary) Schrödinger equation of a $`N`$-dimensional quantum system, whose classical analogue is not only nonseparable but also nonintegrable and thus chaotic, we can hardly see the structure of the solutions (eigenstates, described by the wave function and the corresponding Wigner function) and their global properties. New approach is necessary, including the numerical one, to see and classify all the possible types of behaviour. On the theoretical analytical side the semiclassical methods are quite essential, and this line of thoughts goes back to the pioneering and classical work of Gutzwiller (Gutzwiller 1990 and references therein) and Percival (1973), further developed by many workers in classical and quantum chaos (Chirikov 1979, Casati and Chirikov 1994, Berry 1983, Giannoni et al 1991, Haake 1991, Bohigas and Giannoni 1984, Bohigas 1991). For a recent excellent review, covering not only quantum chaos, but also all related theoretical and experimental branches of physics see the paper by Weidenmüller and coworkers (Guhr et al 1998).
The purpose of this paper is to review the main methods and results in the field of quantum chaos, i.e. the study of the solutions of the Schrödinger equation connected with the classically nonintegrable and chaotic systems.
## 2 The main assertion of stationary quantum chaos
The main assertion of stationary quantum chaos is the following answer to the main problem of quantum chaos in the semiclassical limit of sufficiently small $`\mathrm{}`$:
### 2.1 Classical integrability
The case (I) of classically integrable quantal systems $`\widehat{H}`$:
If $`H`$ is classically integrable, then the wave function is locally a superposition of a finite number of plane waves, the number of directions of the wave vector being equal to the number of possible momentum vectors $`𝐩`$ through the coordinate point $`𝐪`$. Globally, the probability density is equal to the classical probability density obtained by projecting the $`N`$-dimensional invariant torus onto the configuration space $`𝐪`$, up to within the resolution scale of the order of one de Broglie wave length. The corresponding Wigner function<sup>2</sup><sup>2</sup>2For the definition and properties of Wigner functions see section 3. $`W(𝐪,𝐩)`$ of the eigenstate is a delta function on the invariant torus labeled by the quantized classical action variable $`𝐈(𝐪,𝐩)=𝐈_𝐧`$, where $`𝐧`$ is the quantum number multi-index $`𝐧=(n_1,n_2,\mathrm{},n_N)`$ denoting the Maslov (EBK) quantized invariant $`N`$-torus, so that
$$W(𝐪,𝐩)=\frac{1}{(2\pi )^N}\delta _N(𝐈(𝐪,𝐩)𝐈_𝐧)$$
(1)
where $`\delta _f`$ is the $`f`$-dimensional Dirac delta function, and in our case $`f=N`$. The eigenvalues of $`\widehat{H}`$, i.e. the eigenenergies, in a small interval, after unfolding, that is after reducing the mean energy level spacing to unity, obey (typically) the Poissonian statistics (Robnik and Veble 1998): The probability $`\mathrm{E}(k,L)`$ of observing $`k`$ levels inside an interval of lentgh $`L`$ is given by<sup>3</sup><sup>3</sup>3It can be shown that knowledge of all $`\mathrm{E}(k,L)`$-statistics is equivalent to the complete knowledge of all n-point correlation functions. The calculation of $`\mathrm{E}(k,L)`$, however, is much easier than the calculation of correlation functions etc., since there is no binning and other advantages. This has been pointed out very clearly by Aurich et al (1997). See also the book by Mehta (1991).
$$\mathrm{E}_{integrable}=\mathrm{E}_{Poissonian}(k,L)=\frac{L^k}{k!}\mathrm{exp}(L)$$
(2)
The untypical cases have measure zero, and are characterized by some number theoretic special properties like e.g. the rectangle billiards with rational squared sides ratio.
### 2.2 Classical ergodicity
The case (E) of classically ergodic quantal systems $`\widehat{H}`$:
If $`H`$ is classically ergodic system, then the wave function is locally a superposition of infinitely many plane waves, the directions of the wave vector $`𝐤`$ being isotropically distributed on a $`N`$-dimensional sphere of radius $`\mathrm{}^1\sqrt{2m(EV(𝐪))}`$, if the Hamiltonian is $`H(𝐪,𝐩)=𝐩^2/(2m)+V(𝐪)`$, where $`m`$ is the mass and $`V`$ the potential energy. Due to the ergodicity the phases of the plane waves are assumed to be random (Berry 1977a,b), which implies that the wave amplitude $`\psi (𝐪)`$ is a Gaussian random function. The random phase assumption, however, can break down in vicinity of isolated unstable classical periodic orbits or families of such orbits, where we observe the scars (Heller 1984), i.e. the regions of enhanced probability density $`|\psi |^2`$. Thus, to the leading approximation we have the microcanonical Wigner function of almost all eigenstates (Shnirelman 1979, Berry 1977a,b, Voros 1979),
$$W(𝐪,𝐩)=\frac{\delta _1(EH(𝐪,𝐩))}{d^N𝐪d^N𝐩\delta _1(EH(𝐪,𝐩))}$$
(3)
The eigenenergies of $`\widehat{H}`$ in a small interval, after unfolding, obey the predictions of classical Random Matrix Theories (RMT), namely the statistics of the eigenvalues of the ensemble of orthogonal Gaussian matrices (GOE) or of unitary Gaussian ensembles (GUE) (depending on the existence or nonexistence of an antiunitary symmetry), introduced by Wigner, and also of the COE/CUE of Dyson (see e.g. the book by Haake (1991)). (We consider only systems with classical analog $`H`$ and therefore ignore spin and GSE). This assertion has been proposed by Bohigas, Giannoni and Schmit (1984). It implies that $`\mathrm{E}(\mathrm{k},\mathrm{L})`$ statistics must obey the RMT laws, the so-called BGS-Conjecture
$$\mathrm{E}_{ergodic}(k,L)=\mathrm{E}_{RMT}(k,L)$$
(4)
### 2.3 Classically mixed systems
The case (M) of classically mixed (generic) quantal systems $`\widehat{H}`$:
If $`H`$ is classically mixed system, then we can distinguish between regular and irregular states. Percival (1973) was the first to propose such a qualitative characterization of eigenstates. The regular states are associated with classical invariant tori (semiclassically EBK/Maslov quantized tori, to the leading semiclassical approximation), and the chaotic states are associated with chaotic components. This view has been made more quantitative in the work of Berry and Robnik (1984). The Berry-Robnik picture rests upon the The Principle of Uniform Semiclassical Condensation (PUSC, see section 3), which states that the Wigner functions of quantal states in the limit $`\mathrm{}0`$ become positive definite, and since they are mutually orthogonal, they must ”live” on disjoint supports, and the phase space volume (Liouville measure) of each of them is of the order of $`(2\pi \mathrm{})^N`$. See section 3 and e.g. (Robnik 1997). The question is, what is the geometry of the object on which they ”condense”, and the answer - as a conjecture - is: uniformly on a classical invariant object (Berry 1977a,b, Robnik 1988, 1995, 1997). Therefore we have regular and irregular states. The assumption is that there is no correlation between the spectral sequences (regular and a series of irregular states). If $`N3`$ we have only one chaotic component (the Arnold web of chaotic motion pervades the entire phase space - energy surface - and is dense, i.e. its closure is the energy surface) and one associated irregular sequence of eigenstates, whereas in $`N=2`$ we have many, even infinite number of sequences of irregular states, of smaller and smaller invariant measure, each sequence being associated with one chaotic component. It is thus assumed that the Wigner function of a regular state is of type (1), whilst for irregular states, and generally, it is
$$W(𝐪,𝐩)=\frac{\delta _f(𝐅(𝐪,𝐩))\chi _\omega (𝐪,𝐩)}{d^N𝐪d^N𝐩\delta _f(𝐅(𝐪,𝐩))\chi _\omega (𝐪,𝐩)}$$
(5)
where $`\chi _\omega (𝐪,𝐩)`$ is the characteristic function of the invariant component, labeled by $`\omega `$, being a (either smooth or nonsmooth, generally possibly also fractal) subset of the smooth $`(2Nf)`$-dimensional invariant surface defined by the $`f`$ implicit equations (global integrals of motion), namely $`𝐅(𝐪,𝐩)=0`$, where $`𝐅=(F_1,F_2,\mathrm{},F_f)`$. The characteristic function $`\chi _\omega (𝐪,𝐩)`$ is defined to have value unity on $`\omega `$ and zero elsewhere. The integer number $`f`$ can be anything between $`1`$ (ergodic system) and $`N`$ (integrable system).
Obviously, the formula (5) is the most general expression for a condensed Wigner function of a (pure) eigenstate. It generalizes the cases (I) and (E). Namely, if we have ergodicity, then $`f=1`$, we put $`F_1(𝐪,𝐩)=EH(𝐪,𝐩)`$, and $`\omega `$ = entire energy surface, and we recover equation (3). In the other extreme (I), we have $`N`$ global integrals of motion in involution, and so $`𝐅(𝐪,𝐩)=𝐈_𝐧𝐈(𝐪,𝐩)`$, and $`\omega `$ = the invariant torus labeled by $`𝐈_𝐧`$, and we recover equation (1) of case (I). In the most general case, therefore, formula (5) applies. Obviously, $`W`$ is normalized (see next section),
$$d^N𝐪d^N𝐩W(𝐪,𝐩)=1$$
(6)
For generic (mixed) systems the most typical case is $`f=1`$, $`F_1(𝐪,𝐩)=EH(𝐪,𝐩)`$ and $`\omega `$ is a (nonsmooth, typically fractal, chaotic) subset of the energy surface $`F_1`$. We write down this most important case explicitly:
$$W(𝐪,𝐩)=\frac{\delta _1(EH(𝐪,𝐩))\chi _\omega (𝐪,𝐩)}{d^N𝐪d^N𝐩\delta _1(EH(𝐪,𝐩))\chi _\omega (𝐪,𝐩)}$$
(7)
It is important to know the relative invariant (Liouville) measure of chaotic and regular eigenstates because the Hilbert space of a mixed Hamiltonian system is split into regular and irregular eigenstates, in the strict semiclassical limit, precisely in proportion to the classical invariant measure of the integrable component (invariant tori) and of the irregular components.
It is quite obvious by looking at the equation (7) that the invariant Liouville measure of a subset $`\omega `$ of the energy surface is equal to
$$\rho (\omega )=\frac{d^N𝐪d^N𝐩\delta _1(EH(𝐪,𝐩))\chi _\omega (𝐪,𝐩)}{d^N𝐪d^N𝐩\delta _1(EH(𝐪,𝐩))}$$
(8)
The relative invariant Liouville measure of the regular components will be denoted by $`\rho _1`$, and the measures of chaotic components (ordered in sequence of decreasing measure) by $`\rho _2,\rho _3,\mathrm{},\rho _m`$, where $`m=\mathrm{}`$ for $`N=2`$ and $`m=2`$ for $`N3`$, as already explained. In section 4 I shall explain how one can calculate the measures $`\rho _2,\rho _3,\mathrm{}`$.
Assuming the above mentioned absence of correlations pairwise between $`m`$ spectral sequences, due to the fact that they have disjoint supports and thus do not interact, where $`m`$ is infinite for $`N=2`$ and $`2`$ for $`N3`$, the spectral statistics can be written as
$$\mathrm{E}_{mixed}(k,L)=\underset{k_1+k_2+\mathrm{}+k_m=k}{}\underset{j=1}{\overset{m}{}}\mathrm{E}_j(k_j,\rho _jL)$$
(9)
which is a manifestation of Berry-Robnik (1984) picture. Here $`\mathrm{E}_j(k,L)`$ is $`\mathrm{E}_{Poisson}(k,L)`$ for $`j=1`$, and $`\mathrm{E}_{RMT}(k,L)`$ for $`j=2,3,\mathrm{},m`$. See cases (I) and (E), equations (2) and (4). The picture is based on the reasonable assumption that (after unfolding) the mean density of levels in the $`j`$-th sequence of levels is $`\rho _j`$, simply applying the Thomas-Fermi rule of filling the phase space volume with elementary cells of size $`(2\pi \mathrm{})^N`$ in the thin energy shell embedding the corresponding subset $`\omega `$. Therefore, please note that the second argument of $`\mathrm{E}_j(k,L)`$ is weighted precisely by the classical relative invariant measure of the underlying invariant component. Also, if there were several regular (Poissonian) sequences they can be lumped together into a single Poissonian sequence (which we traditionally label by $`1`$ with relative invariant measure $`\rho _1`$): It is easy to show, that if $`\alpha _1,\alpha _2,\mathrm{},\alpha _l`$ are positive real numbers and $`\beta `$ being their sum, $`\beta =\alpha _1+\alpha _2+\mathrm{}+\alpha _l`$, then for all $`k`$, and $`L`$,
$$\mathrm{E}_{Poisson}(k,\beta L)=\underset{k_1+k_2+\mathrm{}+k_l=k}{}\mathrm{E}_{Poisson}(k_1,\alpha _1L)\mathrm{E}_{Poisson}(k_2,\alpha _2L)\mathrm{}\mathrm{E}_{Poisson}(k_l,\alpha _lL)$$
(10)
by simply using the definition of $`\mathrm{E}_{Poisson}(k,L)`$ of equation (2). Thus, we have some kind of a central limit theorem, saying that the statistically independent superposition of Poisson sequences results in a Poisson sequence, such that the total density of Poissonian levels $`\beta `$ is equal to the sum of the partial level densities $`\alpha _j`$, $`j=1,2,\mathrm{},l`$.
The case (M) is the most general one, and as the limiting extreme cases includes cases (I) and (E).
### 2.4 Limitations of the universality
There are two important limitations of the above stated asymptotic behaviour as $`\mathrm{}0`$, when $`\mathrm{}`$ is not yet small enough: One is the existence of the outer energy scale, and the other one is the localization phenomena. As for the first, it has been shown by Berry (1985), applying the semiclassical Gutzwiller periodic orbit theory (Gutzwiller 1990 and the references therein), that at energy scales (after unfolding!) $`LL_{max}`$ we do not have the universality but typically a saturation, i.e. $`\mathrm{E}(k,L)`$ statistics at $`L`$ larger than
$$L_{max}=\frac{\mathrm{}}{T_0\mathrm{\Delta }E}$$
(11)
where $`\mathrm{\Delta }E`$ is the mean energy level spacing, and $`T_0`$ the period of the shortest classical periodic orbit in the dynamical system $`H(𝐪,𝐩)`$, deviate from their universal behaviour of cases (I) and (E), equations (2) and (4). Instead, e.g. the sigma and delta statistics become constant. (For definition and inter-relationship see section 3.) However, please observe that as $`\mathrm{}`$ goes to zero, also $`L_{max}`$ goes to infinity as a power $`\mathrm{}^{N+1}`$, so that in the semiclassical limit the universality region becomes larger $`\mathrm{}^{N+1}`$.
As for the second limitation bordering the universal behaviour we comment the following. If the value of the (effective) Planck constant $`\mathrm{}`$ is not sufficiently small, then the eigenfunctions might not be fully extended in the sense of the corresponding Wigner functions obeying the equations (1), (3) and (5), but can be localized (not uniformly extended) on the classical invariant object on which they condense. Such a deviation from the ultimate limiting semiclassical behaviour is therefore a manifestation of the localization phenomena in stationary eigenstates of autonomous Hamiltonian systems, and is manifested also in the spectral statistics. For example, if we have a classically ergodic system, but with very slow chaos (very large diffusion time), we shall observe strongly localized states, mimicking a regular integrable system. In such an extreme case of localization we shall observe Poissonian spectral statistics rather than GOE/GUE. Depending on the strength of localization we shall therefore be able to see transition from Poissonian to GOE/GUE behaviour in an ergodic ssystem. In the intermediate crossover regime we observe Brody-like behavior with fractional power law level repulsion. In a KAM regime the same is true if the effective $`\mathrm{}`$ is not small enough to resolve the structure of small chaotic components. We shall describe these phenomena in the subsequent sections.
However, just briefly, a qualitative comment is in order at this place. The relevant criterion for localization is, that the so called break time or Heisenberg time, defined through
$$t_{break}=t_H=\frac{2\pi \mathrm{}}{\mathrm{\Delta }E}$$
(12)
where $`\mathrm{\Delta }E`$ is the mean level spacing, must be shorter than the diffusion time, so then we have strongly localized states, whilst in the opposite extreme we have strongly extended states. The reason is very simple: Quite generally quantum mechanics (of a suitably chosen initial wave packet) follows classical dynamics (of a suitably chosen ensemble of initial conditions) up to the break time, after which the interference phenomena set in, resulting typically in destructive interference, and thus in the stop of diffusion, which means localization (before the entire phase space has been conquered). For example, in two-dimensional billiards, $`\mathrm{\Delta }E`$ is just constant, so the break time is constant and independent of energy, whilst the classical diffusion time, even if very large at small energies $`E`$, decreases with energy as $`const./\sqrt{E}`$, so ultimately, as $`E\mathrm{}`$, we shall find the extended states and then the general picture of case (M) is applicable, which, of course, as the extreme cases, includes (I) and (E). However, the phenomena of localization, including the scars, are extremely important and as we have sketched above, they are related to the important time scales which control the finite time structure and behaviour of classical dynamics, especially the transport times and so on.
### 2.5 Distribution and fluctuation properties of transition probabilities
Finally, in this subsection we should comment on the statistical properties of the matrix elements of other observables in the eigenbasis of an integrable, ergodic and mixed system. The main work in this direction has been done by Feingold and Peres (1986) for the ergodic case, and this has been been generalized to integrable and mixed systems by Prosen and Robnik (1993a).
The expectation values and generally the matrix elements of other reasonable observables (Hermitian operators having a classical limit) have been little studied (Feingold and Peres 1986, Alhassid and Levine 1986, Wilkinson 1987, 1988). One well known result concerns the fluctuation properties of generalized intensities (squares of matrix elements) within the framework of random matrix theories, namely the Porter-Thomas distribution (Brody et al 1981), which has been experimentally observed and suggested by Porter and Thomas (1956) in the context of nuclear physics. We expect that this fluctuation law applies also in classically ergodic systems with few freedoms. The main motivation of our work (Prosen and Robnik 1993a) was to explain this and to find the appropriate generalization for Hamiltonian systems in the transition region of mixed dynamics.
In order to study the fluctuation properties of generalized intensities one must be able to clearly separate the smooth mean part of the intensities as the function of frequency (= energy difference between the final and initial state/$`\mathrm{}`$) from its fluctuating part. So, given the frequency of the intensity we ask what is its mean value and which is the distribution of its fluctuating part in units of the mean value. In the classically ergodic case Feingold and Peres (1986) propose a formula expressing the mean intensities in terms of the power spectrum of the given observable taken over a dense chaotic classical orbit. In deriving this result they rely on the Shnirelman theorem (1979) expressing the quantum expectation value of a reasonable operator as the classical microcanonical average. This theorem is obvious once one has in mind that the Wigner distributions of the eigenstates of a classically ergodic system in the semiclassical limit are just microcanonical distributions (Berry 1977a,b, Voros 1979), equation (3). In order to rederive Feingold-Peres formula and to generalize it we first point out that the Shnirelman theorem applies also to the states in the regular and mixed regime if the classical average is taken over the relevant classical invariant ergodic component, which supports the corresponding semiclassical eigenstate. This can be an invariant torus, a chaotic component, or the entire energy surface.
Following Feingold and Peres (1986) we start by looking at the following sum over eigenstates $`k`$ of eigenenergies $`E_k`$ for the transition elements $`A_{jk}=j|\widehat{A}|k`$
$`{\displaystyle \underset{k}{}}\mathrm{exp}\left(i(E_jE_k)t/\mathrm{}\right)|A_{jk}|^2`$ $`=`$ $`{\displaystyle \underset{k}{}}j|e^{iE_jt/\mathrm{}}\widehat{A}|kk|e^{iE_kt/\mathrm{}}\widehat{A}|j=`$
$`=`$ $`j|e^{i\widehat{H}t/\mathrm{}}\widehat{A}e^{i\widehat{H}t/\mathrm{}}\widehat{A}|j=j|\widehat{A}(t)\widehat{A}(0)|j`$
Now we apply the generalized Shnirelman theorem, stating that in the semiclassical limit this is equal to the classical average
$$C_j(t)=\{A(t)A(0)\}_j$$
(14)
over the invariant ergodic component labeled by $`j`$ which supports the semiclassical state $`|j`$. Using the ergodicity on the given invariant component this two-point autocorrelation function can be expressed as the time average along a classical dense orbit (dense in the given invariant component, which e.g. can be an invariant torus, or a chaotic component, or the entire energy surface)
$$C_j(t)=\underset{T\mathrm{}}{lim}\frac{1}{T}\underset{T/2}{\overset{T/2}{}}𝑑\tau A(t+\tau )A(\tau ).$$
(15)
Next we replace the sum $`_k`$ by the integral $`𝑑E_k\rho (E_k)`$, where $`\rho (E)`$ is the density of states, and perform the Fourier transform and obtain
$$|A_{jk}|^2_j=\frac{S_j((E_kE_j)/\mathrm{})}{2\pi \mathrm{}\rho (E_k)}$$
(16)
where the state $`j`$ is fixed and the average $`._j`$ is taken over states $`k`$ within a thin energy shell of thickness of few mean level spacings. Here
$$S_j(\omega )=\underset{\mathrm{}}{\overset{\mathrm{}}{}}𝑑tC(t)e^{i\omega t}=\underset{T\mathrm{}}{lim}\frac{1}{T}\left|\underset{T/2}{\overset{T/2}{}}𝑑tA(t)e^{i\omega t}\right|^2$$
(17)
is the power spectrum of a dense orbit in the invariant ergodic component $`j`$. If $`A`$ has a nonvanishing mean value $`\{A\}_j`$ the $`S_j(\omega )`$ will have a delta spike at $`\omega =0`$, and this can be removed by replacing $`A`$ in the above formulas by $`A\{A\}_j`$. To calculate the actual mean values of the intensities $`|A_{jk}|^2`$ we perform in the above formula (on the LHS) also the averaging over the $`j`$ states microcanonically over the thin energy shell around $`E_j`$ of sufficiently wide width such that the corresponding semiclassical states uniformly cover the energy surface, whilst on the RHS we correspondingly take the microcanonical average over all initial conditions $`j`$ on the energy surface $`E_j`$. So the final formula for the mean generalized intensities is
$$|A_{jk}|^2=\frac{\{S((E_jE_k)/\mathrm{})\}_E}{2\pi \mathrm{}\rho (E)}$$
(18)
By $`\{.\}_E`$ we denote the microcanonical average over the energy surface $`E`$. The apparent asymmetry in $`jk`$ of this formula disappears in the semiclassical limit $`\mathrm{}0`$. In the numerical evaluations described in (Prosen and Robnik 1993a) we applied the above formula with $`\{S(\omega )\}_E`$ and $`\rho (E)`$ being calculated on the energy surface placed half way between $`E_j`$ and $`E_k`$, i.e. $`E=(E_j+E_k)/2`$. This choice is met to minimize the error at finite $`\mathrm{}`$.
Knowing the average value of intensities as a function of $`\omega `$ we can now separate the smooth part from its fluctuating part by renormalizing the matrix elements as follows
$$X_{jk}=\frac{A_{jk}}{\sqrt{|A_{jk}|^2}}.$$
(19)
The renormalized matrix elements $`X_{jk}`$ are now regarded as random variable whose probability distribution is denoted by $`D(X)`$, which by definition has unit dispersion, and naturally is expected to be even function of $`X`$, $`D(X)=D(X)`$, and so it has zero mean. In the classically ergodic case we expect that quite generally the matrix elements of a given operator are very well modelled by the GOE of random matrix theories (Brody et al 1981) which predict Gaussian distribution for $`D_{PT}(X)=\mathrm{exp}(X^2/2)/\sqrt{2\pi }`$, which is equivalent to the so-called Porter-Thomas distribution for the intensities $`I=X^2`$, namely $`P(I)=\mathrm{exp}(I/2)/\sqrt{2\pi I}`$, see (Porter and Thomas 1956). In integrable cases one expects a vast abundance of at least approximate selection rules which render most $`X`$ to become zero implying that $`D(X)`$ approaches a delta function $`\delta (X)`$ in the semiclassical limit. This can be seen by considering matrix representation of an operator in the basis of the torus quantized eigenstates of an integrable system, as explained in detail in (Prosen and Robnik 1993b). In the mixed type dynamics (KAM) in the transition region between integrability and chaos we expect a continuous transition from $`\delta (X)`$ towards $`D_{PT}(X)`$. More precisely, a semiclassical formula for $`D(X)`$ in such transition region has been derived by Prosen (1994a) by taking into account the fact that the only broadening of $`D(X)`$ stems from the transitions between chaotic initial and chaotic final states belonging to the same family of the invariant ergodic components (continuously parametrized by the energy), while all other transitions are almost forbidden. This work rests upon a more detailed analysis of higher autocorrelation functions and is reported on in (Prosen 1994b). More details and the numerical illustration of our results can be found in (Prosen and Robnik 1993a) and in (Prosen 1994a,b).
## 3 The Principle of Uniform Semiclassical Condensation and more about the wave functions and statistics
In this section we want to explain the main ingredients and arguments leading to the equations (1), (3) and (5). The ideas go back to Berry (1977a,b), Shnirelman (1979), Voros (1979), Robnik (1988, 1995, 1997). To see that the quantum analogy of the stationary (aspects of) chaos works well it is necessary to look at the objects uniquely determined by given eigenstates in such a manner that one can compare the eigenstates to the classical states (phase portraits at given energy). This can be achieved by introducing the Wigner functions (transforms) of given eigenstates, e.g. of the wave functions.
With this procedure we are building up a kind of the quantal phase space, in the spirit of the Wigner-Weyl formalism (de Groot and Suttorp 1972), in the following way: Let $`\psi _n(𝐪)`$ be the n-th wave function (eigenfunction as a solution of the Schrödinger problem) in the $`N`$-dimensional configuration space with $`𝐪`$ being a position vector, then its corresponding Wigner function (or transform) is defined as:
$$W_n(𝐪,𝐩)=\frac{1}{(2\pi \mathrm{})^N}d^N𝐗\mathrm{exp}(\frac{i}{\mathrm{}}𝐩.𝐗)\psi _n(𝐪\frac{𝐗}{2})\psi _n^{}(𝐪+\frac{𝐗}{2})$$
(20)
where $``$ denotes the complex conjugation. The Wigner function is obviously real. However, unlike the classical distribution functions, the Wigner functions are not positive definite, which is a fundamental consequence of the very nature of quantum mechanics: If they were positive then the quantum mechanics would be identical to classical mechanics. This is the essence of the Wigner theorem (about the quantal phase space distributions). On the other hand, the Wigner functions do have the correct property that they become the configurational probability density $`|\psi (𝐪)|^2`$ when projected down onto the configuration space (i.e. integrating (20) over the momenta $`𝐩`$) and complementary, they become the momentum probability density $`|\phi (𝐩)|^2`$ when integrated over the entire configuration space, as can be immediately verified from the definition (20). Therefore $`W_n`$ integrates to 1 if $`\psi _n`$ is normalized to unity, i.e.
$$W_n(𝐪,𝐩)d^N𝐪d^N𝐩=1.$$
(21)
They also obey the orthogonality relation
$$(2\pi \mathrm{})^Nd^N𝐪d^N𝐩W_n(𝐪,𝐩)W_m(𝐪,𝐩)=\delta _{nm},$$
(22)
($`\delta _{nm}`$ here is the Kronecker delta, i.e. discrete delta function, equal to 1 if $`n=m`$ and zero otherwise) which can be understood at once by recalling that $`(2\pi \mathrm{})^NW_n`$ is in fact the Weyl symbol of the projection operator $`P_n=|n><n|`$. Further, it can be easily seen that the absolute value of $`W_n`$ is bounded from above, namely (Baker 1958, see also de Groot and Suttorp 1972, and Berry 1977b)
$$|W_n(𝐪,𝐩)|\left(\frac{1}{\pi \mathrm{}}\right)^N$$
(23)
showing that it can diverge only in the semiclassical limit when $`\mathrm{}0`$. One can also see from (22) that (when $`n=m`$) one has
$$W_n^2(𝐪,𝐩)d^N𝐪d^N𝐩=1/(2\pi \mathrm{})^N$$
(24)
Therefore unlike (21) the latter integral (24) can diverge as $`\mathrm{}0`$, and this divergence can be due to large contributions for large values of $`|𝐪|`$ and $`|𝐩|`$ or due to the singularities of $`W_n^2`$ (Berry 1977a). The latter possibility is the one that actually occurs, as shown by Baker (1958)
$$W_n(𝐪,𝐩)(2\pi \mathrm{})^NW_n^2(𝐪,𝐩),as\mathrm{}0.$$
(25)
Therefore in the semiclassical limit the Wigner functions $`W_n`$ become positive definite and divergent $`(2\pi \mathrm{})^N`$, which is weak enough still to obey (22) with $`n=m`$. This orthogonality relation shows then that all pairs $`W_n`$, $`W_m`$, with $`nm`$ must have disjoint supports. Therefore they are effectively nonzero and divergent only on a small piece of volume of size $`(2\pi \mathrm{})^N`$. In fact this semiclassical condensation must take place close to and on the energy shell around the classical energy surface of energy $`E_n`$, of total volume $`(2\pi \mathrm{})^N`$. This is of course equivalent to the simple Thomas-Fermi rule of how to determine the average density of states, semiclasically: Divide the available classical phase space volume inside the given energy $`E_n`$ by $`(2\pi \mathrm{})^N`$, and on the average this must be equal to $`n`$, which is the sequential quantum number, i.e. the (cumulative) number of eigenstates below the energy $`E_n`$. From these general considerations we cannot conclude more than stated. It is not clear a priori on what geometrical object does the Wigner function $`W_n`$ condense as $`\mathrm{}0`$. Berry (1977a,b) and Voros (1979), in agreement with Shnirelman’s theorem (1979), have suggested that in case of classical ergodicity $`W_n`$ condenses uniformly on the energy surface, becoming the microcanonical distribution, (3). On the other hand, in the opposite extreme of an integrable motion, or a KAM system with invariant tori, which are EBK quantized and support the quantum state $`|n>`$, Berry (1977a) derives from the semiclassical wave functions in coordinate space that the corresponding Wigner function is equal to (1). So here the Wigner function condenses uniformly on the EBK quantized torus.
The latter result can be easily obtained by noting that in the semiclassical limit the classical canonical tranformations and the quantization do commute, and thus can be performed directly in the space of action-angle variables, immediately yielding the above result, as shown in (Robnik 1995, Hasegawa et al 1989).
In both extreme cases, the ergodicity (3), and the quasi-integrability (existence of a quantized KAM torus) (1), we see that the Wigner function condenses uniformly on the underlying classical object, which is the invariant indecomposable component in the classical phase space. It seems thus very natural to elevate these findings to the Principle of Uniform Semiclassical Condensation, PUSC, (Robnik 1988, Li and Robnik 1994, Robnik 1997), which claims the following: In the semiclassical limit $`\mathrm{}0`$ the Wigner function of the n-th eigenstate condenses uniformly on the underlying classical invariant object (topologically transitive component) labeled by $`\omega `$, which can be an invariant $`N`$-torus, the entire energy surface (in case of ergodicity), or a chaotic component. The corresponding Wigner function is, in the most general case, given by (5). This principle has a great predictive power, when accepted.
The statistical properties of the wave functions in the coordinate space have been analyzed by Berry (1977b), where he has shown that in ergodic cases the probability amplitude distribution is Gaussian random functions, and its autocorrelation function is described by the Bessel functions. In case of integrability or quasi-integrability (a quantized invariant KAM torus) the wave functions in coordinate space are quite ordered, they typically have caustics (projection singularities when projecting the Wigner function (1) down the momentum space onto the configuration space). They are locally well described by the finite number of plane waves, because classically there is only a finite number of possible trajectory velocities (obtained by projection of the torus and of the quasiperiodic orbits on the torus onto the configuration space), whereas in case of ergodicity the number of plane waves is infinite (a circular ensemble of wave vectors), and they have uncorrelated phases, which implies Gaussian randomness. See e.g. (Robnik 1988, 1995, 1997). The limiting behaviour of the condensing Wigner function on a classical invariant object (no $`\mathrm{}`$ enters in this equation, so in a sense we have classical Wigner functions!) implies also that the coarse grained probability density in the configuration space is just classical probability density, obtained by projecting the Wigner function onto the coordinate space, i.e. by integrating it over the momenta $`𝐩`$. By coarse grained we mean smoothing over a few de Broglie wavelengths. And by the classical probability density we mean the value proportional to the time spent (asymptotically) in each cell of equal size (relative invariant measure) in the discretized phase space. Recently, we have brilliantly demonstrated this fact (Robnik et al 1998).
¿From the behaviour of the stationary wave functions we now turn back to the study of the statistical properties of the energy spectra, based on PUSC, giving some more details than in section 2. Again we restrict our discussion only to the time independent (autonomous) Hamiltonian systems with finite (bounded) classical motion and correspondingly a purely discrete quantal energy spectrum (no scattering states). Further we asssume that there are infinitely many energy levels, so that the questions of statistical properties of energy spectra can be raised. Van Kampen (1985) has defined quantum chaos as ”…that property that causes a quantum system to behave statistically”. Now we have seen that this element is involved in the morphology of the eigenstates of classically chaotic, especially ergodic, systems. Therefore we must conclude that stationary quantum chaos exists, and corresponds exactly to the classical chaos. We shall now demonstrate that this is the case also when studying the energy spectra (and possibly also the statistical properties of other observables).
One of the most important cornerstones of the stationary quantum chaos is the so-called Bohigas-Giannoni-Schmit Conjecture (1984), BGS-Conjecture, introduced already in subsection 2.2, equation (4). It states that the classically ergodic Hamiltonian systems (with discrete spectrum) exhibit universal spectral fluctuations, whose statistical properties are correctly captured by the conventional Random Matrix Theories (RMT) (Mehta 1991), and are thus universal. See case (E) of section 2. If we ignore spin (which is not important in studying the classical limit) then the spectral fluctuations are described by either the fluctuations of the eigenvalues in the Gaussian Orthogonal Ensemble (GOE) of random matrices, if the system has an antiunitary symmetry, or by Gaussian Unitary Ensemble (GUE), if there is no antiunitary symmetry, such as e.g. time reversal symmetry, involved in the system. Of course, this statement applies to the statistical analysis of the spectrum, after the unfolding procedure, in which the actual physical energy is replaced by the average number of states up to the given energy - i.e. the integrated (cumulative) level distribution. After unfolding the mean energy level spacing is by construction equal to unity. The average density of states typically is very well described by the familiar Thomas-Fermi rule of filling the classical phase space volume with the quantum cells of size $`(2\pi \mathrm{})^N`$, for which we have seen the reason in the above analysis of the semiclassical behaviour of the condensed Wigner functions of eigenstates. Sometimes the corrections to this asymptotically exact rule can be obtained, e.g. in plane and $`N`$-dimensional billiards, constituting the famous Weyl rule with perimeter, curvature, corner corrections etc (See e.g. Berry and Howls 1994 and references therein). In this unfolding procedure the information on the (nonuniversal) average density of states is eliminated from the spectrum, giving way to the possibility of universal fluctuations of energy levels around its nonuniversal mean distribution. In the classically ergodic systems this is exactly what we find, confirmed and supported by many numerical and actual experiments, and theoretically first corroborated by the result of Berry (1985) on the delta ($`\mathrm{\Delta }`$) statistics, and recently claimed to be proven by Andreev et al (1996), however, under much stronger conditions than ergodicity, namely assuming the exponential decay of correlations. For some recent review see (Robnik 1994,1995,1997). An important recent work in this connection is by Keating et al (1996,1997).
What we said in the above paragraph applies to the scaling systems, where the energy limit (of quantum number $`n\mathrm{}`$) is somehow equivalent to the semiclassical limit of $`\mathrm{}0`$. That is, there is a scaling variable involving the energy and $`\mathrm{}`$ such that the classical dynamics is constant while energy is changing. One such example are the billiard systems, among which the plane billiards are most widely used models. Examples of rigorously ergodic systems are the Sinai billiard, the stadium billiard of Bunimovich and the cardioid billiard. The latter is the limiting case of the family of billiards with analytic boundaries defined as the quadratic conformal map of the unit disc, introduced by Robnik (1983,1984) and further studied by many workers. See Robnik et al (1997). In billiards the topology and the geometry of the phase portrait are exactly identical at all energies except for the scaling of the momentum as a square root of the energy. Therefore the limit of infinite energy is equivalent to the semiclassical limit of $`\mathrm{}0`$. The constancy of the classical dynamics across the spectral stretches that we study is important to draw clear and safe conclusions about the relationship between the classical and quantum chaos. If a system is not a scaling system, then there is no way out other than taking just a small energy interval and letting $`\mathrm{}0`$ so that in this limit the interval is containing an arbitrarily large number of energy levels, a necessary condition to introduce and to define statistical distributions. This general case is the one that we assumed in section 2.
There are two most important statistical measures used to characterize the energy spectra, and both of them are easily related to the $`\mathrm{E}(k,L)`$ statistics that we introduced in section 2. One is the level spacing distribution usually denoted $`P(S)`$, where $`S`$ is the length of the spacing and $`P(S)dS`$ is the probability that $`S`$ lies within the infinitesimal interval $`(S,S+dS)`$. It is normalized to unit probability (by definition of probability density) and to unit first moment (due to the construction by the unfolding procedure). It can be shown that $`P(S)`$ is the second derivative of the so-called gap probability $`\mathrm{E}(0,L)`$ of having no levels inside the interval of length $`S=L`$, so $`P(S)=d^2\mathrm{E}(0,S)/dS^2`$. $`P(S)`$ measures the short range correlations between energy levels. Here the important point is the behaviour of $`P(S)`$ at small $`S`$: For GOE one has the linear behaviour $`P(S)const\times S`$ whilst for GUE we have $`P(S)const\times S^2`$. Correspondingly we talk about the linear and quadratic level repulsion: Because $`P(S)0`$ as $`S0`$ the level crossings, i.e. the degeneracies, are not likely, and in GUE this level repulsion is stronger than in GOE, giving rise - paradoxically - to a more regular spectrum. For GOE/GUE the corresponding $`P(S)`$ for the infinite dimensional case cannot be obtained in a closed form, and for the details the reader is referred e.g. to (Bohigas 1991). However, it is quite surprising and fortunate that the 2-dim GOE/GUE models yield closed analytic formulae which give an excellent approximation to the infinite dimensional case (which normally is referred to when speaking about RMT results). For GOE we have the so-called Wigner distribution
$$P_{\mathrm{GOE}}(S)=\frac{\pi S}{2}\mathrm{exp}(\frac{\pi S^2}{4}),$$
(26)
and for the GUE case
$$P_{\mathrm{GUE}}(S)=\frac{32S^2}{\pi ^2}\mathrm{exp}(\frac{4S^2}{\pi }).$$
(27)
Both cases are easily derived by assuming the 2-dim Gaussian real symmetric matrices (for GOE) or Hermitian symmetric matrices (for GUE). Interestingly, they can be derived from the so-called Wigner surmise (see e.g. Bohigas and Giannoni 1984, Brody et al 1981), which is an approximate argument outside the scope of RMT; it is some kind of a statistical argument.
Long range correlations are measured by the second most important statistical measure, the delta statistics $`\mathrm{\Delta }(L)`$, introduced by Dyson and Mehta. It is an inverse measure of spectral rigidity/regularity, as is immediately obvious from the definition:
$$\mathrm{\Delta }(L)=min_{A,B}\frac{1}{L}_{L/2}^{L/2}[𝒩(x)AxB]^2𝑑x$$
(28)
where $`𝒩(x)`$ is the unfolded cumulative spectral staircase function ($`𝒩(x)=`$ linear average $`x`$ plus oscillatory part $`\stackrel{~}{𝒩}(x)`$), the minimum is taken with respect to the parameters $`A`$ and $`B`$, and the average denoted by $`\mathrm{}`$ is taken over a suitable energy interval over $`x`$. Thus from this very definition $`\mathrm{\Delta }(L)`$ is the local average least square deviation of the spectral staircase $`𝒩(x)`$ from the best fitting straight line over an energy range $`x`$ of $`L`$ mean level spacings. The more regular the (unfolded) spectrum, the easier is to find a linear fit over $`L`$ levels, and consequently the smaller is $`\mathrm{\Delta }(L)`$. The fact that we try to find the best linear fit to the spectral staircase implies that at small $`L`$ the delta statistics $`\mathrm{\Delta }(L)`$ always behaves as $`L/15`$ and thus carries no information about the system at all.
Sometimes it is useful also to know the number variance, denoted by $`\mathrm{\Sigma }^2(L)`$, the dispersion of the number of levels $`n(L)`$ in an interval of length $`L`$, where $`n(L)=L`$, and
$$\mathrm{\Sigma }^2(L)=(n(L)L)^2=L2_0^L(Lr)Y_2(r)𝑑r$$
(29)
where $`Y_2(r)`$ is the pair cluster function (Bohigas 1991, Haake 1991, Mehta 1991). There exists also the connection between $`\mathrm{\Sigma }^2`$ and $`\mathrm{\Delta }`$,
$$\mathrm{\Delta }(L)=\frac{2}{L^4}_0^L(L^32L^2r+r^3)\mathrm{\Sigma }^2(r)𝑑r$$
(30)
although, strictly speaking, this has been proven so far only within the context of RMT (Aurich et al 1997, Mehta 1991). Finally, as announced in section 2, we shall consider not the set of all the cluster functions $`Y_n(x_1,x_2,\mathrm{},x_n)`$, where $`n=2,3,\mathrm{}`$, but rather the $`E(k,L)`$ statistics, for all $`k=0,1,2,\mathrm{}`$, following the suggestion of Steiner and coworkers (Aurich et al 1997), because they are very easy to calculate numerically and yet contain the complete information about the spectral statistics. Since by definition $`\mathrm{E}(k,L)`$ is the probability that inside an interval of length $`L`$ we find exactly $`k`$ levels, there are simple relationships to other statistical quantities. For example, as already mentioned, the level spacing distribution $`P(S)`$ is
$$P(S)=\frac{^2}{L^2}\mathrm{E}(k=0,L=S)$$
(31)
and
$$\mathrm{\Sigma }^2(L)=\underset{k=0}{\overset{\mathrm{}}{}}(kL)^2\mathrm{E}(k,L).$$
(32)
and therefore, through (30), we have the relation expressing $`\mathrm{\Delta }(L)`$ in terms of the $`\mathrm{E}(k,L)`$ statistics.
¿From the definition of the Poissonian $`\mathrm{E}(k,L)`$ statistics in (2) it is easily derived (see (31))
$$P_{Poisson}(S)=\mathrm{exp}(S)$$
(33)
and after (32)
$$\mathrm{\Sigma }_{Poisson}^2(L)=L,$$
(34)
and then using (30)
$$\mathrm{\Delta }_{Poisson}(L)=\frac{L}{15}.$$
(35)
Poissonian statistics means also by definition that there are no correlations, i.e. the pair correlation function factorizes, so that we have for the pair cluster function (c.f. Mehta 1991, Bohigas 1991)
$$Y_2^{Poisson}(x)=0.$$
(36)
Thus, using this fact in equation (29) and then (30) we again recover Poissonian values (34) and (35).
It is at large $`L`$ that the different universality classes of behaviour emerge. Interesting are the asymptotic results for large $`L`$. For a completely regular (equidistant) spectrum (like e.g. one-dimensional harmonic oscillator) one obtains that for large $`L1`$ , $`\mathrm{\Delta }(L)`$ is just constant and equal to $`1/12`$. On the other hand the RMT gives for GOE
$$\mathrm{\Delta }_{\mathrm{GOE}}(L)\frac{1}{\pi ^2}\mathrm{log}L,$$
(37)
and for GUE
$$\mathrm{\Delta }_{\mathrm{GUE}}(L)\frac{1}{2\pi ^2}\mathrm{log}L,$$
(38)
This result of RMT has been derived on dynamical grounds for the energy spectra of individual classically ergodic systems, applying the Gutzwiller’s periodic orbit theory, in a remarkable and important paper by Berry (1985), giving some theoretical support to BGS-Conjecture. As it is believed that the level repulsion is a purely quantal effect and cannot be derived semiclassically (Robnik 1986, 1989), one is not surprised that for eleven years there was hardly any theoretical progress in establishing the BGS-Conjecture. Indeed, Berry concluded (1991) that $`P(S)`$ cannot be derived from applying periodic orbit theory, because it depends sensitively on orbits of all lengths (periods). However, recently Andreev et al (1996) claim to have derived BGS-Conjecture by a different thinking, namely by studying the spectrum of the Frobenius-Peron operator in the semiclassical limit, using the techniques from the supersymmetry field theories, especially the nonlinear sigma model (Weidenmüller et al 1985). In considering the semiclassical limit they assume stronger properties than ergodicity, namely the exponential decay of (classical) correlations.
We may conclude that the support for the BGS-Conjecture is so strong that it can be regarded as well established, although not rigorously proven as yet. By this I mean especially the unusually strong and massive numerical support and evidence accumulated during the past fourteen years. Thus given the correctness of BGS-Conjecture we speak about the universality classes of spectral fluctuations, namely the GOE and GUE class, of subsection 2.2. As is seen in the above formulae for $`P(S)`$ and for $`\mathrm{\Delta }(L)`$, and in the general equation (4), the universality is indeed established: There is no parameter in the statistical properties of spectral fluctuations, and the statistical measures are identical for all ergodic systems, irrespective of their dynamical and geometrical details. Turning this aspect around, we conclude that the spectral fluctuations in a classically ergodic system do not have any further information content. When talking about BGS-Conjecture as applied to individual classically ergodic systems we must emphasize that if there are any exact unitary symmetries involved in the system, then they must be first eliminated before applying BGS-statement. This process we call desymmetrization. Then, even after desymmetrization, we still have to decide whether GOE or GUE statistics apply: The general classification criterion is: If the system has an antiunitary symmetry (like e.g. the time reversal symmetry) then GOE applies, and GUE otherwise (i.e. if there is no antiunitary symmetry) (Robnik and Berry 1986, Robnik 1986).
It is a surprise that RMT apply so well to individual dynamical systems. We claimed that BGS-Conjecture holds true in the strict semiclassical limit $`\mathrm{}0`$. However, how small must be $`\mathrm{}`$ to see this happening? Thus we are now addressing the question of the limitations to universality due to the not-sufficiently-small value of the (effective) Planck constant.
The following criterion is important: As soon as the eigenstates are fully extended chaotic (ergodic) in the sense of (3) the BGS-Conjecture applies. This is always happening asymptotically, as $`\mathrm{}0`$, but a rough criterion is that the classical diffusion time (the typical time for the classical dynamics to conquer the entire available phase space - energy surface) is shorter than the break time introduced in section 2.4, equation (12): If this inequality applies (strong enough, i.e. by a factor 10 or so) then the eigenstates will be fully extended. If the inequality is reversed, then the eigenstates are chaotic (they lie in a classically chaotic region) but localized, which means occupying only a small piece (a proper subset) of the dynamically available phase space. Obviously the break time $`(2\pi \mathrm{})/\mathrm{\Delta }E`$ goes to infinity as $`\mathrm{}0`$, whilst the classical transport time is independent of $`\mathrm{}`$, and thus the desired inequality is asymptotically always satisfied, and therefore in the limit all semiclassical states are fully extended states and we recover the universality of section 2.
In such a dynamically localized classically ergodic regime another interesting phenomenon occurs, namely the fractional power law level repulsion, by which we mean that
$$P(S)const\times S^\beta ,$$
(39)
where the exponent $`\beta `$ can be $`0`$, $`1`$, $`2`$ or anything in between. Thus the localization phenomena of the chaotic eigenfunctions soften the strength of the level repulsion ($`\beta `$ going from $`1`$ to $`0`$). This phenomenon seems quite obvious, since the tails of the localized wave functions overlap even less and thus interact less strongly resulting in reducing the value of $`\beta `$. This trend towards the Poisson statistics is well known in the context of localization phenomena in disordered solid state systems. At present we do not have a theory on how $`\beta `$ should be related to the localization lengths/areas/volumes, and how to predict them. But we have numerical examples demonstrating these features (see e.g. Prosen and Robnik 1994a,b). The theory must satisfy the known limit of $`\beta 1`$ when $`\mathrm{}0`$. One distribution function which at present does not have any deep physical justification as yet, but is just a nice mathematical model which captures the global level spacing distribution with the local property (39) is the well known Brody distribution (Brody 1973, Brody et al 1981)
$$P_{\mathrm{Brody}}(S;\beta )=aS^\beta \mathrm{exp}(bS^{\beta +1}),a=b(\beta +1),b=\{\mathrm{\Gamma }(\frac{\beta +2}{\beta +1})\}^{\beta +1}$$
(40)
where $`a`$ and $`b`$ are obviously determined by the normalizations of the total probability and of the first moment to unity. For $`\beta =0`$ we have Poisson distribution (exponential, i.e. $`P(S)=\mathrm{exp}(S)`$), and for $`\beta =1`$ we have Wigner (i.e. 2-dimensional GOE, given in equation (26)). The role of dynamical localization phenomena has been first realized by Chirikov et al (1981) in the time-dependent systems like kicked rotator and Rydberg atoms in microwaves, but has been also suggested in the time-independent Hamiltonian systems (Chirikov 1993). Feingold (1996) has recently found deeper relationship between the two phenomena.
After having explained the two universality classes of spectral fluctuations in the classically ergodic systems, we now have to add and rediscuss the third universal class comprising of classically integrable systems of two or more degrees of freedom (Robnik and Veble 1998), see subsection 2. (Systems with only one degree of freedom are exceptional and special in the sense that as $`\mathrm{}0`$ the local spectrum is just the perfectly regular equidistant spectrum.) Indeed, if we have two or more quantum numbers the entire spectrum can be thought of as being composed of an infinite number of statistically uncorrelated number sequences, which of course must result in the Poisson statistics $`\mathrm{E}(k,L)`$ in (2), and specifically (33), (34) and (35).
There are semiclassical arguments resting upon the torus quantization by Berry and Tabor (1977) showing that the statistics should be Poissonian. The torus quantization (EBK quantization) is embodied in equation (1), describing the associated Wigner functions. However, these semiclassical arguments are only approximation and it is far from obvious that they should correctly describe e.g. the fine structure of energy spectra and thus the level repulsion and their absence, as has been recently pointed out by Prosen and Robnik (1993c,d). In fact, as explained above, it is believed that semiclassics cannot explain the level repulsion (short range correlations), since it is a purely quantum effect. We know that there are exceptions from the Poissonian behaviour which have been rigorously proven to exist and involve some highly nontrivial and sophisticated mathematics (Bleher et al 1993). Nevertheless, there is quite massive numerical and experimental support to the statement that the spectral fluctuations of classically integrable systems are quite accurately described by the Poisson statistics (2) (Robnik and Veble 1998). There might be cases where the statement is rigorous, whereas in general we think that the measure of exceptions is small and maybe vanishing in some sense. In every case this delicate problem persists to be very important and difficult, but it should also be accepted that typically Poisson model is an excellent approximation. The most important feature is the absence of short range correlations implying the absence of level repulsion, which means that degeneracies are allowed and this is mathematically exhibited in $`P(S)const0`$, in fact according to (33) we have $`P(S)1`$ as $`S0`$.
Another remark should be made about a limitation to universality, mentioned in subsection 2.4, the behaviour of $`\mathrm{\Delta }(L)`$ in individual dynamical systems at large $`L`$, where the limitations to universality of section 2.4 set in. As discovered by Casati et al (1985) and later explained by Berry (1985) there is the phenomenon of saturation, by which we mean that $`\mathrm{\Delta }(L)`$ becomes effectively constant and equal $`\mathrm{\Delta }_{\mathrm{}}`$ if $`L>L_{\mathrm{max}}`$, in any system (ergodic, integrable, partially chaotic - KAM type). This leveling off of the delta statistics is nonuniversal, but the $`L_{max}`$ can be estimated in the context of Berry’s theory (1985) as in equation (11). Therefore for any $`N2`$ the onset of saturation $`L_{max}`$ goes to infinity in the semiclassical limit $`\mathrm{}0`$, giving way to the full universality of the three universality classes (37, 38, 35). The details of the saturation value $`\mathrm{\Delta }_{\mathrm{}}`$ at a fixed and nonzero $`\mathrm{}`$ can be found in (Berry 1985).
Finally, we should say something more about the $`P(S)`$ and $`\mathrm{\Delta }(L)`$ in the classically mixed systems, thus giving more details of the Berry-Robnik (1984) picture. Both statistics are of course implied by the most general statistics (9), through the formulae (31) for $`P(S)`$, and through (32) and (30) for sigma and delta statistics.
Using the general equation (9) and approximation (26) to first calculate $`\mathrm{E}_{GOE}`$, and then to find $`P(S)`$ through (31), for $`m`$ level sequences, we obtain an explicit analytic formula for $`P(S)`$, namely
$$P_m(S)=\frac{d^2}{dS^2}[\mathrm{exp}(\rho _1S)\underset{j=2}{\overset{m}{}}\mathrm{erfc}(\frac{\sqrt{\pi }}{2}\rho _jS)]$$
(41)
where $`\mathrm{erfc}(x)=\frac{2}{\sqrt{\pi }}_x^{\mathrm{}}𝑑t\mathrm{exp}(t^2)`$ is the complementary error function. (For GUE one has to use (27) instead of (26).) One can show
$$P_m(S=0)=1\underset{j=2}{\overset{m}{}}\rho _j^2,$$
(42)
so that now as a consequence of the statistically indpendent superposition of a number of level (sub)sequences we get a trend towards Poissonian statistics, since the degeneracies become possible due to the lack of level repulsion among the regular levels on the one hand and among the levels belonging to different sequences. Thus, e.g. even if there is no regular component but two equally strong chaotic components, so that $`\rho _1=0`$, but $`\rho _2=\rho _3=1/2`$, we get $`P_m(S=0)=11/4=3/40`$. Only if there is only one chaotic (ergodic) component we find $`P_m(S=0)=0`$, describing the GOE-like level repulsion.
Most important in practical applications is the 2-component Berry-Robnik formula ($`m=2`$), namely
$$P_2(S,\rho _1)=\rho _1^2\mathrm{exp}(\rho _1S)\mathrm{erfc}(\frac{\sqrt{\pi }}{2}\rho _2S)+(2\rho _1\rho _2+\frac{1}{2}\pi \rho _2^3S)\mathrm{exp}(\rho _1S\frac{1}{4}\pi \rho _2^2S^2),$$
(43)
and we see the special case of equation (42)
$$P_2(S=0,\rho _1)=1\rho _2^2=\rho _1(2\rho _1),$$
(44)
which vanishes only iff $`\rho _1=0`$ and $`\rho _2=1`$ (ergodicity). This level spacing distribution is very important especially in practical applications, because in mixed systems typically we have a very large dominant chaotic region, so that the next largest chaotic region is much smaller by orders of magnitude, say only one percent of the leading one and can be neglected. In such case the two component formula (43) is an excellent approximation.
For the delta statistics (28) one can derive the additivity property implied by the statistical independence of the (sub)sequences. First one shows it for the sigma statistics (the number variance) (see e.g. Bohigas 1984,1991). Then one can show (Seligman and Verbaarschot 1985)
$$\mathrm{\Delta }(L)=\underset{j=1}{\overset{m}{}}\mathrm{\Delta }_j(\rho _jL).$$
(45)
It is now interesting to verify whether Berry-Robnik theory applies to actual systems which we can analyze numerically. We (Prosen and Robnik 1993c,1994a,b) have done such analysis for a certain one-parameter family of billiards, introduced by Robnik (1983, 1984), namely the 2-dim billiard shape defined as the complex quadratic conformal mapping $`w=w(z)=z+\lambda z^2`$ of the unit disc $`|z|1`$ in the $`z`$-plane onto the $`w`$-plane. The boundary curve is known in the theory of analytic curves as the Pascal’s Snail. (Usually workers refer to this billiard system as Robnik billiard, because it was introduced and dynamically analyzed by the author.) The system is very important because it has analytic boundaries up to the limiting value of the shape parameter $`\lambda =1/2`$ where the singularity appears at $`z=1`$, and therefore for small $`\lambda `$ the KAM-Theory applies: At $`\lambda =0`$ we have the integrable case of the circle billiard with conserved angular momentum. For small $`\lambda 1/4`$ we have a convex billiard with analytic boundaries, studied extensively especially by Lazutkin (1981,1991), where much can be said about the classical and semiclassical analysis, including a construction of an approximate integral of motion (Robnik and Berry 1985, Robnik 1986). This is essentially KAM scenario. For $`\lambda >1/4`$ the boundary is nonconvex and the KAM theory does not apply because the bounce map becomes discontinuous. When $`\lambda =1/4`$ the first point of zero curvature appears at $`z=1`$ and according to Mather (1982) this guarantees that all the Lazutkin caustics (generated by invariant tori for glancing orbits supporting the whispering gallery modes of quantal eigenstates in the semiclassical picture) are destroyed, giving way (preparing the way) for ergodicity, which has been postulated by Robnik (1983). In fact, a careful analysis of certain periodic orbits (Hayli et al 1987) has shown that also for $`\lambda >1/4`$ they can be stable, surrounded by very tiny stability islands that can hardly be detected numerically, which was the reason why in the early work (Robnik 1983) they have not been seen. According to their estimates the system has stable islands up to $`\lambda 0.2791`$, whilst Li and Robnik (1996) have numerical evidence that ergodicity is possible for $`\lambda 0.2775`$. Recently it has been rigorously proven by Markarian (1993) that for $`\lambda =1/2`$ (we have a cusp singularity at $`z=1`$, because $`dw/dz=0`$ there) the system is ergodic, mixing and K. This is thus the first billiard system with analytic boundaries having the chance to be ergodic for $`0.2775<\lambda 1/2`$. (The Sinai billiard and the stadium of Bunimovich are rigorously ergodic, mixing and K, but they do not have analytic boundaries.) The system has been recently studied by many workers (Berry and Robnik 1986, Robnik and Berry 1986, Frisk 1990, Bruus and Stone 1994, Stone and Bruus 1993a,b, Bäcker et al 1995, Bruus and Whelan 1996).
The system is thus ideal to study the morphology of quantum eigenstates at various $`\lambda `$, following a continuous transition from the domain of torus states and Poisson statistics, through the regime of the generic behaviour of mixed dynamics, to the extreme case of (rigorous) ergodicity and entirely chaotic states with GOE statistics. (Of course, as explained in the introduction, we must separate the exact symmetry classes of a given dynamical system before performing the statistical analysis of the energy spectra. This procedure is called the desymmetrization. In our case we have even and odd reflection symmetry classes.) The main results on this have been published in (Li and Robnik 1995a,b,c)
For the details please see (Robnik 1997) and the references therein. Another brilliant numerical confirmation of the Berry-Robnik statistics was given in (Prosen and Robnik 1994a,b) for the quantized compactified standard map, and by Prosen (1995,1996) for a semiseparable oscillator, and recently for a quartic billiard (Prosen 1998). The main problems and issues cocerning the Berry-Robnik picture have been expounded recently in our comment (Robnik and Prosen 1997). The deviation from Berry-Robnik regime towards the Brody-like behaviour with fractional power law level repulsion, as described in subsection 2.4, has been analyzed in detail in (Prosen and Robnik 1993c, 1994a,b).
## 4 Statistical properties of classically chaotic motion and the measure of chaotic components
In this section we address the question of the statistics of classically chaotic motion and the problem of how to determine the measure of the chaotic components $`\rho _2,\rho _3,\mathrm{}`$, which in this section we shall simply denote by $`\rho _2`$, relevant for the problem of stationary quantum chaos in mixed systems, dealt with in subsection 2.3.
In a recent work (Robnik et al 1997) we have demonstrated some general scaling laws in the behaviour of stochastic diffusion in strongly chaotic systems (ergodic, mixing and K with large Lyapunov coefficient, i.e. large KS entropy), mainly in Hamiltonian systems, or in the strange attractors of dissipative systems. The so-called random model that we developed describes very well the diffusion on chaotic components, in the sense that the relative (invariant) measure $`\rho (j)`$ as a function of the discrete time<sup>4</sup><sup>4</sup>4We work either with mappings or with Poincaré mappings on the surface of section. In each case $`j`$ is the number of the iterations of the map. $`j`$ approaches unity exponentially as
$$\rho (j)=1\mathrm{exp}(j/N_c)$$
(46)
where $`N_c`$ is the number of cells of equal size (relative invariant measure) $`a=1/N_c`$ into which the whole ergodic component is decomposed, provided $`N_c`$ is sufficiently large, say $`N_c>100`$ or so. In the above equation we have defined $`\rho (j)=\rho _2(j)/\rho _2(\mathrm{})`$. Thus the average measure of occupied domain on the grid of cells is $`ka=\rho (j)`$. This random model rests upon the assumption that there are absolutely no correlations, not even between two consecutive steps, so that at each step (of filling the $`N_c`$ cells) we have the same a priori probability $`a=1/N_c`$ of visiting any of the cells, irrespective of whether they are already occupied or not. Such absence of correlations can be implied and expected by the large Lyapunov exponents, which in turn imply strong stretching and folding (of a phase space element) even after one iteration, meaning that such a phase element will be evenly distributed (in the coarse grained sense) over the entire phase space (or surface of section). The universal scaling property is reflected in the fact that $`\rho (j)`$ is a function of the ratio $`(j/N_c)`$ only, and does not depend on $`j`$ and $`N_c`$ separately.
Such an assumption of absence of all correlations appears to be strong at first sight, and therefore it is quite surprising that the model describes a whole lot of deterministic dynamical systems for which we can expect large Lyapunov exponents, namely 2D billiard (Robnik 1983, $`\lambda =0.375`$), 3D billiard (Prosen 1997a,b, $`a=\frac{1}{5}`$, $`b=\frac{12}{5}`$), ergodic logistic map (tent map), hydrogen atom in a strong magnetic field ($`ϵ=0.05`$) (Robnik 1981, 1982, Hasegawa et al 1989), and standard map at ($`k=400`$), in which the agreement is almost perfect, except for the last two systems where we see some long-time deviations on very small scales. However, in the standard map at $`k=3`$, and in Hénon-Heiles (1964) system at $`E=\frac{1}{6}`$ the deviations are noticeable though not very big (about only 1%).
It is also quite astonishing that the random model applies very well even to ergodic-only systems, with strictly zero Lyapunov exponents, namely in case of the rectangle billiards (Artuso et al 1997), where the deviations from the exponential law (46) on the largest scale is within a few percent only. It is a well known result (Sinai 1976) that polygonal billiards have exactly zero Lypunov exponents, easy to understand since all periodic orbits are marginally stable (parabolic), and since they are everywhere dense, we conclude that the Lyapunov exponents must be zero everywhere.
As a small but interesting comment we should mention our results on testing the random number generators from (Press et al 1986), where two of them (ran0 and ran 3) are found to be in perfect agreement with the random model, whilst the other two (ran1 and ran2) are exhibiting big deviations. Thus, indeed, some deterministic dynamical systems like hydrogen atom in strong magnetic field etc. can be better number generators than some built-in (black-box) computer algorithms. It should be acknowledged, however, that there are other random number generators which pass all tests of randomness, including ours, e.g. in (Finocchiaro et al 1993).
The random model developed in (Robnik et al 1997) is a statistical model which predicts not only the average relative measure of occupied cells $`\rho (j)=ka`$, the average taken over $`k`$, in (46), but also the standard deviation $`\sigma (j)`$, which under the same assumption of sufficiently large $`N_c`$ is equal to, to the leading order,
$$\sigma (j)=\sqrt{(ka)^2(ka)^2}=\sqrt{\frac{1\rho (j)}{N_c}},$$
(47)
and gives us an estimate of the size of expected statistical fluctuations in $`\rho (j)`$.
The random model (Robnik et al 1997) has been subsequently generalized in an important direction (Prosen and Robnik 1998), namely to describe the diffusion on chaotic components in systems of mixed dynamics, with divided phase space, having regular regions (invariant tori) coexisting in the phase space with chaotic regions, a typical KAM scenario (Kolmogorov 1954, Arnold 1963, Moser 1962, Benettin et al 1984, Gutzwiller 1990). Such systems in two degrees of freedom can have the fractal boundary between the regular and irregular component and thus the convergence to the theoretically expected results can be very slow, mimicking a departure from the random model, although ultimately it conforms to this model. In three or more degrees of freedom there is no boundary between the regular and chaotic regions, because we have the Arnold web (Chirikov 1979), which is everywhere dense in the phase space, and thus a naive box-counting would imply always that the relative invariant measure of the chaotic component is equal to the measure of the entire phase space, so $`\rho _2(j)=1`$, which is wrong, because the KAM theorem gives rigorously that the relative measure of the regular component $`\rho _1`$ is strictly positive, $`\rho _1>1`$, moreover it is close to unity with the perturbation parameter. We assume that the invariant measure of the chaotic component is positive, although strictly speaking this is a major open theoretical problem in the mathematics of nonlinear systems, the so-called coexistence problem (Strelcyn 1991). Therefore in such case one must introduce the possibility of different a priori probabilities, which now are no longer just the same and equal to $`a=1/N_c`$, but have a certain distribution described by the so-called greyness distribution $`w(g)`$, where $`g`$ is a continuous variable on the interval $`[0,1]`$: $`g=0`$ means no visits (white cells), $`g=1`$ are the most frequently occupied cells (black cells), and those cells with $`0<g<1`$ have intermediate number of visits (grey cells). With this model we have shown how by measuring (numerically calculating) $`w(g)`$ we can determine the relative invariant measure $`\mu `$ of the chaotic component. The result is
$$\mu =_0^1gw(g)𝑑g$$
(48)
and the time dependent relative measure of occupied domain is equal to
$$\rho (j)=1_0^1𝑑gw(g)\mathrm{exp}(\frac{gj}{\mu N_c})$$
(49)
and the standard deviation is still given precisely by the equation (47). The greyness distribution can be calculated numerically quite easily by noticing that the greyness $`g`$ is proportional to the average occupancy number $`n(g)`$, namely $`n(g)=g/\mu `$, so by measuring $`n(g)`$ in the limit $`j\mathrm{}`$ and after normalizing the $`g`$ of the peak of $`n(g)`$ to unity, we get the $`g`$’s, and then by binning them into bins of suitably small size $`\mathrm{\Delta }g`$ we get the histogram for $`w(g)`$.
In case of ergodicity (only one chaotic component) we have $`w(g)=\delta (g1)`$, the Dirac delta function at $`g=1`$, and then from equations (48) and (49) follows the random model, with exponential behavior (46).
In a later work we dealt with only ergodic systems, but such having several components, each of them also being ergodic, but weakly coupled, by which we mean that the transition probability for going from one to another component is very small and the typical transition time $`j^{}`$ very long. Obviously, at small times we shall find the random model (46) with $`N_c`$ being equal to the number of cells of the starting component, $`N_c=N_1`$, whilst for very large times $`j`$, bigger than the typical transition time $`j^{}`$, so $`jj^{}`$, we shall find again the random model (46), but now with $`N_c`$ being equal to the number of all cells in the system, $`N_c=N_s`$. In between, when $`jj^{}`$, we have the crossover regime which we analyse in the present work. So, the finite time structure of ergodic systems controlled by their transport times can be also captured analytically. We call the corresponding model the multi-component random model of diffusion. For more details see (Robnik et al 1998).
As the concluding remark of this section it should be explained that the relative measures $`\rho _1,\rho _2,\mathrm{},\rho _m`$ we need in the formula for the statistics of the classically mixed systems in subsection 2.3, equation (9), are the relative Liouville measures on the energy surface ($`E`$), the surface being defined by $`H(𝐪,𝐩)=E=const.`$, whereas in this section we explained how to calculate the relative (invariant simplectic) measure $`\mu `$ of a given invariant chaotic set $`\omega `$ on the Surface of Section (SOS). They are not the same, for a given chaotic set, but the procedures to calculate them are relatively simply related to each other, as has been explained by Meyer (1985). The answer is obtained from the general relation
$$A_E=_Ed^N𝐪d^N𝐩A(𝐪,𝐩)\delta _1(EH(𝐪,𝐩))=\tau A_{SOS}=_{SOS}𝑑X\tau A(𝐪,𝐩),$$
(50)
where $`dX`$ is the invariant simplectic measure on SOS, saying, that the microcanonical average of any classical function $`A(𝐪,𝐩)`$ (observable) over the energy surface $`E`$ is equal to the average over the SOS of $`A`$ weighted by the average time of recurrence $`\tau `$ of a trajectory to SOS on each invariant (ergodic) component. $`\tau `$ is constant for a given trajectory and thus also inside a given invariant (ergodic) component, but changes from one component to another, also on irrational invariant tori. Thus if, specifically, $`A_\omega (𝐪,𝐩)`$ is the characteristic function on a chaotic invariant component, so equal to $`\chi _\omega (𝐪,𝐩)`$, then we have for the measure $`\rho (\omega )`$ of equation (8)
$`\rho (\omega )`$ $`=`$ $`{\displaystyle \frac{_Ed^N𝐪d^N𝐩\delta _1(EH(𝐪,𝐩))\chi _\omega (𝐪,𝐩)}{_Ed^N𝐪d^N𝐩\delta _1(EH(𝐪,𝐩))}}`$ (51)
$`=`$ $`{\displaystyle \frac{_{SOS}𝑑X\tau \chi _\omega (𝐪,𝐩)}{_{SOS}𝑑X\tau }}={\displaystyle \frac{\tau _\omega _{SOS}𝑑X\chi _\omega (𝐪,𝐩)}{_{SOS}𝑑X\tau }}`$
The third equality in the above equation follows by recalling that $`\tau `$ is constant on a given invariant component $`\omega `$, equal to $`\tau _\omega `$. Of course, we can and should calculate (numerically) $`\rho (\omega )`$ by discretizing the SOS into a network of $`N_c`$ cells of equal size $`a=1/N_c`$. As is evident from equation (48), the invariant measure $`dX`$ in a given cell can be chosen simply equal to
$$dX=gw(g)dg$$
(52)
This solves our problem of determining the classical measures $`\rho (\omega )`$ in the context of their role in the semiclassical limiting behaviour of the eigenstates and of the Hilbert space of a general, classically mixed, and therefore generic system, dealt with in the context of quantum chaos mainly in subsection 2.3.
## 5 Discussion and conclusions
The main purpose of this paper is first to provide a compact review of the main topics in the stationary quantum chaos in the general quantal Hamiltonian systems with discrete energy spectra, in correspondence with classical chaos, in the strict semiclassical limit where the effective Planck constant $`\mathrm{}`$ is sufficiently small. This problem has been expounded in the Introduction, section 1.
In section 2, we have explained the universality classes of spectral fluctuations and of their wave functions and of Wigner functions. These comprise of the classically integrable systems exhibiting Poisson statistics (subsection 2.1), and of the classically ergodic systems, obeying the statistics of the of the eigenvalues of the ensembles of random matrices from the classical Random Matrix Theories, namely GOE and GUE, depending on whether the system has or not an antiunitary symmetry, like e.g. the time reversal symmetry (subsection 2.2). Then we went on explaining the general case of classically mixed dynamics, in the transition region between classical integrability and ergodicity, very often well described by the scenario of the KAM Theory (subsection 2.3). We have shown how the Berry-Robnik (1984) picture can be applied, and have generalized it to arbitrary statistics, specifically $`\mathrm{E}(k,L)`$ statistics. The main message is that the Hilbert space of eigenstates of a mixed system is decomposed into the set of regular states (associated with a EBK/Maslov quantized invariant torus) and a set if irregular (chaotic) eigenstates, where their properties are captured by the most general semiclassical Wigner function in equation (5). The regular and irregular sequences are split exactly in proportion to the relative invariant Liouville measures of their supporting classical invariant sets. Then we have described some limitations to the universality classes and the semiclassical asymptotical behaviour (subsection 2.4). The first limitation stems from the existence of the Berry’s outer energy scale (after unfolding) $`L_{max}=(2\pi \mathrm{})/\mathrm{\Delta }E`$ (see equation (11)), so that at $`LL_{max}`$ we have no longer universality but saturation (e.g. of the sigma and of delta statistics). Nevertheless, as $`\mathrm{}0`$, $`L_{max}`$ goes to infinity. The second limitation comes from the localization phenomena, controlled by the relation of the two time scales, the break time and the classical diffusion time. If break time for a given stationary eiegnstate is shorter than diffusion (ergodic) time, then we have a strong localization. If the system is ergodic (but slowly diffusing), then we find a departure from the universal RMT statistics, and in extreme case can be close to Poisson statistics. In the opposite extreme, we find the extended states and correct behaviour generally described by the mixed case (M) of subsection 2.3. In subsection 2.5 we give some fundamental results on the statistical properties of general matrix elements, generalizing the important Feingold-Peres (1986) theory.
In section 3 we discuss the fundamental propeties of the Wigner functions of the eigenstates, and introduce the Principle of Uniform Semiclassical Condensation. Then we say more about the wave functions and the spectral statistics, especially about the level spacing distributions, sigma and delta statistics. There we have also recalled Van Kampen’s definition of quantum chaos and concluded that the quantum chaos, as a phenomenon ”…causing the quantum systems to behave statistically…”, does exist in the problem of the stationary Schrödinger equation and its solutions.
In section 4 we deal with the problem of how to determine, also numerically, the relative invariant measure of classically chaotic components, which enter in the semiclassical formulae for statistics of mixed systems (9). We have described the main ideas, the approach and the results of our recent works on this subject, giving the final decription of how to proceed. The main goal of the theory of stationary quantum chaos is to explain and to describe the mixed systems. Then, the quantal parameters $`\rho _j`$ determined by analyzing the spectral statistics must be equal to the purely classical relative invariant (Liouville) measures (subsection 2.3).
We believe that the material presented here is also a stimulation for further theoretical and numerical work, and also shows the need for more rigorous results on the side of the mathematical physics. For example, we still need the proof of the BGS-Conjecture, especially in its full generality presented in equation (4). We need to prove the Principle of Uniform Semiclassical Condensation, which is more general than the BGS-Conjecture. Finally, as one of the most important issues, we need to understand more deeply and quantitatively the localization phenomena in the stationary eigenstates of general systems. Some important new steps in this direction have been recently undertaken by Casati and Prosen (1998a,b), and by Krylov and Robnik (1998). The most general aspects of quantum chaos related to other branches of theoretical and experimental physics have been recently reviewed and discussed in detail by Weidenmüller and coworkers (Guhr et al 1998).
## Acknowledgments
I wish to thank the Editors of Nonlinear Phenomena in Complex Systems, Professors V.I. Kuvshinov and V.A. Gaisyonok for the kind invitation to write and to submit this paper for the first issue of this new international journal. This work was supported by the Ministry of Science and Technology of the Republic of Slovenia, and by the Rector’s Fund of the University of Maribor. I also thank Dr. Tomaž Prosen (University of Ljubljana) for collaboration on many subjects discussed and presented in this paper.
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warning/0003/hep-ph0003143.html | ar5iv | text | # 1 Introduction
## 1 Introduction
Recently there has been a renewed interest in the possible existence of anomalous neutral gauge boson self-couplings. This is due to the acquisition of new experimental results at LEP2 which, together with the TEVATRON results , begin to produce interesting constraints on such couplings; which should further improve in the future at the next colliders .
This has lead to a reexamination of the phenomenological description commonly used for these couplings. The necessity of certain corrections was discovered and their implications for $`ZZ`$ and $`Z\gamma `$ production at $`e^{}e^+`$ and hadron colliders were discussed .
For what concerns the quantitative theoretical predictions for each of these neutral couplings, very little has been said up to now , in contrary to the of the charged ($`ZWW`$ and $`\gamma WW`$) self-couplings for which several types of predictions had been given since a long time . A reappraisal of the theoretical expectations for these neutral couplings, is still lacking. Therefore, the purpose of this paper is to fill this lack and study the Standard Model (SM) predictions for these couplings, as well as the predictions arising from possible new physics beyond it.
In Section 2 we first recall some general properties following from Bose statistics, Lorentz symmetry and $`SU(2)\times U(1)`$ gauge invariant effective lagrangians. The most notable of them is that the neutral gauge couplings vanish whenever all three gauge boson are on-shell. Thus, at least one the gauge boson need to be off-shell, for such couplings to appear. Then, in Section 3 we consider the perturbative contributions to these couplings arising at one loop. When standard vertices for the gauge boson interactions are used, and in particular no CP violation in the photon- and $`Z`$\- couplings to fermions is considered, then of course only CP conserving neutral gauge self-couplings can arise. At the 1-loop level, such couplings can only be induced by a fermionic triangle diagram, involving either new or SM fermions. We give the exact expression of these contributions to the real and imaginary parts of the neutral gauge couplings, in terms of the fermionic ones $`(g_{vj},g_{aj})`$ and the fermion masses $`M_j`$, as well as the squared mass $`s`$ of the off-shell vector boson. To elucidate the remarkable properties of these results, we study both the high $`s`$ behaviour of these gauge couplings at fixed fermion mass $`M_j`$, as well as their high fermion-mass limit ($`M_j^2s,m_Z^2`$). As we will see, the behaviour in these limits is intimately related to the way the anomaly cancellation is realized.
The quantitative aspects of these fermionic contributions are discussed in Section 4, where we consider the SM contributions to the real and imaginary parts of the couplings, as well as the relative magnitude of the lepton- , light quark- and the top quark-contributions. We observe that the anomaly cancellation is intimately accompanied by considerable cancellation between the lepton and quark contribution to the physical neutral gauge boson couplings at high energy. We then consider the supersymmetric contributions due to the charginos and neutralinos in the MSSM. And finally we discuss the possibility of heavy fermions associated to some form of new physics (NP) with a high intrinsic scale $`\mathrm{\Lambda }_{NP}`$.
Section 5 is devoted to contributions that could arise beyond the fermionic one loop level, either though higher order perturbative diagrams or through non perturbative effects. Finally, in Section 6, we summarize our results and their consequences for the observability of neutral self-boson couplings at present and future colliders.
## 2 General properties of neutral self-boson couplings
Because of Bose statistics, the $`Z`$ and $`\gamma `$ self-couplings vanish identically, when all three particles are on-shell. The general form of the couplings of one off-shell boson ($`V=Z,\gamma `$) to a final pair of on-shell $`ZZ`$ or $`Z\gamma `$ bosons, is
$`\mathrm{\Gamma }_{ZZV}^{\alpha \beta \mu }(q_1,q_2,P)`$ $`=`$ $`{\displaystyle \frac{i(sm_V^2)}{m_Z^2}}\left[f_4^V(P^\alpha g^{\mu \beta }+P^\beta g^{\mu \alpha })f_5^Vϵ^{\mu \alpha \beta \rho }(q_1q_2)_\rho \right],`$ (1)
$`\mathrm{\Gamma }_{Z\gamma V}^{\alpha \beta \mu }(q_1,q_2,P)`$ $`=`$ $`{\displaystyle \frac{i(sm_V^2)}{m_Z^2}}\{h_1^V(q_2^\mu g^{\alpha \beta }q_2^\alpha g^{\mu \beta })+{\displaystyle \frac{h_2^V}{m_Z^2}}P^\alpha [(Pq_2)g^{\mu \beta }q_2^\mu P^\beta ]`$ (2)
$``$ $`h_3^Vϵ^{\mu \alpha \beta \rho }q_{2\rho }{\displaystyle \frac{h_4^V}{m_Z^2}}P^\alpha ϵ^{\mu \beta \rho \sigma }P_\rho q_{2\sigma }\},`$
where the momenta are defined as in Fig.1 and $`sP^2`$, is<sup>1</sup><sup>1</sup>1$`ϵ^{0123}=1`$. used. The expressions (1, 2) follow from the general forms written in and the corrections made in . The forms associated to $`f_4^V,h_1^V,h_2^V`$ are CP-violating, whereas the ones associated to $`f_5^V,h_3^V,h_4^V`$ are CP-conserving.
The CP-conserving forms in (1, 2) are C- and P- violating and in this respect they are analogous to the anapole $`ZW^+W^{}`$ and $`\gamma W^+W^{}`$ vertices
$$\mathrm{\Gamma }_{W^+W^{}V}^{\alpha \beta \mu }(q_1,q_2,P)=i\frac{z_V}{m_W^2}\left\{ϵ^{\mu \alpha \sigma \rho }P_\sigma (q_1q_2)_\rho P^\beta ϵ^{\mu \beta \sigma \rho }P_\sigma (q_1q_2)_\rho P^\alpha \right\},$$
(3)
as well to the corresponding gauge boson-fermion anomalous anapole coupling. None of these couplings exist at tree level in the Standard Model (SM). At the one-loop SM level though, as we will see below, such couplings do appear and tend to be strongly decreasing with $`s`$.
Since the CP violating couplings in (1, 2) can never be generated, if the NP interactions of $`Z`$ and photon conserve CP, we concentrate below on the CP conserving couplings $`f_5^V,h_3^V,h_4^V`$. As already observed these are analogous to the anapole ones. But the situation in this neutral anapole sector is rather different from the one in the sector of the general charged $`ZWW`$ and $`\gamma WW`$ couplings. This can been seen by comparing the results of the calculation of the triangular graph of Fig.2, with the generic expectations from a dimensional analysis in the effective lagrangian framework. More explicitly, the contribution of a heavy fermion of mass $`\mathrm{\Lambda }_{NP}`$ to the aforementioned 1-loop triangular graph results to an $`f_5^V`$ or $`h_3^V`$ coupling, which may occasionally behave like $`(m_W/\mathrm{\Lambda }_{NP})^2`$. On the other hand, when one writes the effective lagrangian in terms of $`SU(2)\times U(1)`$ gauge invariant operators in the linear representation , then at the lowest non-trivial level of $`dim=6`$ operators several anomalous $`ZWW`$ and $`\gamma WW`$ couplings are generated . However, at this level, neither the anapole $`ZWW`$ coupling of (3), nor any neutral gauge couplings ever appear. These couplings require higher dimensional $`dim8`$ operators, which means that their magnitude should be depressed by at least one more power of $`m_W^2/\mathrm{\Lambda }_{NP}^2`$ and behave like<sup>2</sup><sup>2</sup>2The same conclusion should also be valid if the non-linear Higgs representation is used. In this later case the $`ZWW`$ anapole coupling can be generated at the dominant $`D_{chiral}=4`$ level; but the generation of neutral self-couplings still requires higher dimensional operators . $`(m_W/\mathrm{\Lambda }_{NP})^4`$.
It is therefore interesting to examine more precisely the conditions under which such couplings can be generated and what type of NP effects determine their magnitude.
## 3 Fermion loop contributions
We have first looked at the perturbative ways in which the neutral couplings in (1, 2) could be generated. One immediately observes that at the 1-loop level the relevant graphs are triangular ones of the type of Fig.2. For scalars or $`W^\pm `$ bosons running along the loop in such graphs, with standard $`ZWW`$ and $`\gamma WW`$ couplings, we always get identically vanishing contributions. In particular for the CP conserving couplings, the reason is that the $`ϵ^{\mu \nu \rho \sigma }`$ tensor can never be generated from them. Only a fermionic loop (either with a single fermion $`F_j`$ running along the loop, or with mixed $`F_1,F_2,\mathrm{}`$ fermionic contributions), can generate such $`ϵ^{\mu \nu \rho \sigma }`$ terms, through the axial $`Z`$ coupling (see Fig.2). To describe them, we use the standard definitions
$``$ $`=`$ $`eQ_jA^\mu \overline{F}_j\gamma _\mu F_j{\displaystyle \frac{e}{2s_Wc_W}}Z^\mu \overline{F}_j\left(\gamma _\mu g_{vj}\gamma _\mu \gamma _5g_{aj}\right)F_j`$ (4)
$`{\displaystyle \frac{e}{2s_Wc_W}}Z^\mu \overline{F}_1\left(\gamma _\mu g_{v12}\gamma _\mu \gamma _5g_{a12}\right)F_2,`$
where $`Q_j`$ is the $`F_j`$ charge, while $`g_{vj}`$, $`g_{aj}`$ and the mixed couplings $`g_{v12}`$, $`g_{a12}`$ determine the $`Z`$-fermion interactions. If there are no CP violating NP sources, then all these couplings must be real, and hermiticity requires $`g_{v12}=g_{v21}`$, $`g_{a12}=g_{a21}`$. As already said, in such a case only the CP conserving neutral gauge boson couplings in (1, 2) can in principle be generated.
Using standard techniques for preserving CVC and Bose symmetry, (or equivalently for isolating the anomaly contribution) we get the 1-loop fermionic contributions to the CP conserving couplings $`h_3^{Z,\gamma }`$ and $`f_5^{Z,\gamma }`$ presented in Appendix A in terms of Passarino-Veltman functions, and in Appendix B in terms of the Feynman parametrization. These expressions are used below for computing the precise predictions of the Standard Model and of the MSSM. Before presenting these though, the following remarks are in order.
We first note that at the one-loop level, we can never generate $`h_4^Z`$ and $`h_4^\gamma `$, i.e.
$$h_4^Zh_4^\gamma 0.$$
(5)
Therefore, the neutral couplings most likely to appear are $`f_5^{\gamma ,Z}`$ and $`h_3^{\gamma ,Z}`$. From the expressions given in the Appendices A or B, it is easy to obtain their behaviour in the high and low energy limit. At high energy $`sM_j^2,m_Z^2`$, we get
$`h_3^Z`$ $``$ $`f_5^\gamma N_F{\displaystyle \frac{e^2Q_jg_{vj}g_{aj}}{8\pi ^2s_W^2c_W^2}}\left({\displaystyle \frac{m_Z^2}{s}}\right),`$ (6)
$`f_5^Z`$ $``$ $`N_F{\displaystyle \frac{e^2g_{aj}[g_{aj}^2+3g_{vj}^2]}{48\pi ^2s_W^3c_W^3}}\left({\displaystyle \frac{m_Z^2}{s}}\right),`$ (7)
$`h_3^\gamma `$ $``$ $`N_F{\displaystyle \frac{e^2Q_jg_{vj}g_{aj}}{4\pi ^2s_Wc_W}}\left({\displaystyle \frac{m_Z^2}{s}}\right),`$ (8)
where $`M_j`$ is the mass of the single fermion $`F_j`$ assumed to run along the loop in Fig.2 and $`N_F`$ is a counting factor for colour and/or hypercolour.
In the opposite heavy fermion $`F_j`$ limit where $`M_j^2s,m_Z^2`$, we get
$`f_5^Z{\displaystyle \frac{e^2g_{aj}N_F}{960\pi ^2s_W^3c_W^3}}\left({\displaystyle \frac{m_Z^2}{M_j^2}}\right)\left[5g_{vj}^2+g_{aj}^2+{\displaystyle \frac{(2s+3m_Z^2)(7g_{vj}^2+g_{aj}^2)}{21M_j^2}}\right],`$ (9)
$`h_3^Zf_5^\gamma {\displaystyle \frac{e^2Q_jg_{vj}g_{aj}N_F}{96\pi ^2s_W^2c_W^2}}\left({\displaystyle \frac{m_Z^2}{M_j^2}}\right)\left[1+{\displaystyle \frac{2(s+m_Z^2)}{15M_j^2}}\right],`$ (10)
$`h_3^\gamma {\displaystyle \frac{e^2Q_j^2g_{aj}N_F}{48\pi ^2s_Wc_W}}\left({\displaystyle \frac{m_Z^2}{M_j^2}}\right)\left[1+{\displaystyle \frac{2s+m_Z^2}{15M_j^2}}\right],`$ (11)
which is the situation applying to NP contributions characterized by high scale $`\mathrm{\Lambda }_{NP}M_j`$.
In both these limits, the relation
$$h_3^Zf_5^\gamma $$
(12)
holds independently of the fermion couplings. Nevertheless, this relation cannot be exact. Indeed, as one can see from the expressions of the Feynman integrals (B.4B.1), the approximate equality (12) is violated by the different threshold effects associated to the $`Z\gamma `$ and $`ZZ`$ final pairs, in the triangular graph in Fig.2. It turns out though that these threshold effects are rather small and moreover, they rapidly diminish as soon as $`s`$ goes away from threshold. In this respect, we have checked that in a high $`M_j`$ expansion, the violation of the equality (12) is very tiny and of the order of $`m_Z^6/M_j^6`$. The overall conclusion is therefore, that (12) is approximately correct for most of the range of the $`s`$ and $`M_j`$ values. This is also shown by the numerical applications presented in Section 4 below.
We next mention the fermion contribution to the anapole $`ZWW`$ and $`\gamma WW`$ couplings, since they are of the same nature as the above neutral couplings. Indeed, when one computes the triangle loop with a doublet of fermions $`F,F^{}`$ of masses $`M_F,M_F^{}`$, one obtains the result given in (B.21-B.23) in Appendix B. Using then (B.24\- B.26) for the case of standard couplings and a degenerate fermion iso-doublet pair satisfying $`M_F=M_F^{}m_W`$, that result simplifies to
$$z_Z\frac{s_W}{c_W}z_\gamma =N_F\frac{e^2}{1152\pi ^2s_Wc_W}\left(\frac{m_W^2}{M_F^2}\right)\left(1+\frac{4s+2m_W^2}{15M_F^2}\right),$$
(13)
for quarks, and
$$z_Z\frac{s_W}{c_W}z_\gamma =N_F\frac{e^2}{384\pi ^2s_Wc_W}\left(\frac{m_W^2}{M_F^2}\right)\left(1+\frac{4s+2m_W^2}{15M_F^2}\right),$$
(14)
for leptons.
The numerical predictions for the fermion contributions to $`f_5^V`$ and $`h_3^V`$, are strongly affected by the way the anomalies are (presumably) cancelled in the complete theory. Consequently, in the final part of this section we discuss their effect. Such anomalies are generated by triangular fermion loop diagrams. In SM they are cancelled whenever one or more complete families of leptons and quarks are considered. In the MSSM the total chargino or neutralino contributions are separately anomaly free. However, since these anomalies are proportional to the quantities
$`{\displaystyle \underset{j}{}}g_{vj}g_{aj}Q_j,`$ $`{\displaystyle \underset{j}{}}g_{aj}Q_j^2,`$ $`{\displaystyle \underset{j}{}}Q_j,`$
and independent of the masses of the fermions running along the loop, their cancellation may involve fermions with very large mass differences. Consequently three distinct possibilities arise. Either all participating fermions are almost degenerate at scale $`\mathrm{\Lambda }_{NP}`$; or they have mass differences of the electroweak size; or finally certain fermions are much lighter than others, the contributions of the heavier ones to the neutral couplings being then negligible.
These different situations lead to very different predictions for the size of the neutral couplings. In the first case, a complete family of exactly degenerate heavy fermions (for example degenerate heavy leptons and quarks with the SM structure) would lead to the vanishing of all the NP couplings. This arises because, in this case, the combination of the heavy fermion contributions is the same as in the mass independent cancelling triangle anomaly. This is the unbroken $`SU(2)\times U(1)`$ situation.
If instead, one introduces mass splittings of the electroweak size (i.e. $`m_Z^2`$ ) among the multiplets; like e.g. between the heavy lepton and the heavy quark doublets, then the resulting couplings are of the order $`m_Z^4/M_F^4`$, which means that they are suppressed by an extra power $`m_Z^2/M_F^2`$ as compared to (9-11). This case corresponds to a spontaneous broken $`SU(2)\times U(1)`$ situation. Identifying $`M_F`$ with $`\mathrm{\Lambda }_{NP}`$, we then indeed get a contribution of order $`1/\mathrm{\Lambda }_{NP}^4`$, similar to what is predicted by $`dim=8`$ gauge-invariant operators.
Finally, if a single heavy fermion (or a partial set of heavy fermions) is much lighter than all the other fermions in the family, then the couplings are directly given by the leading terms in (9-11); i.e. just proportional to $`(m_Z^2/M_F^2)`$. This is obviously the most favorable situation for their observability, but it would essentially mean that $`SU(2)\times U(1)`$ gauge symmetry is strongly broken in the NP sector.
In the next Section we give some quantitative illustrations.
## 4 Contributions from Standard Model and Beyond
### 4.1 The Standard Model contributions
The SM contribution arises from the three families of leptons and quarks, and the anomaly cancellation occurs separately inside each family. To the couplings $`h_3^{Z,\gamma }`$ and $`f_5^\gamma `$ only the charged fermions contribute; while $`f_5^Z`$ receives contributions from the neutrinos also. In Fig.3 we have drawn the SM contributions to the real and the imaginary parts of these couplings. The respective magnitudes of the contributions of the leptons, the five light quarks, and the top quark are also shown. The consequences of the anomaly cancellation are clearly reflected in the behaviour of the predicted couplings at high energy i.e. for $`sm_Z^2,M_F^2`$. Indeed it can be seen in Fig.3 that although each fermionic contribution decreases like $`1/s`$ in agreement with eq.(6-8), their sum decreases like $`\mathrm{ln}s/s^2`$.
The neutral couplings get imaginary parts as soon as $`s>4M_F^2`$ or $`M_Z^2>4M_F^2`$. After a spectacular threshold enhancement though, the imaginary contribution of each fermion behaves like $`(m_Z^2M_F^2/s^2)\mathrm{ln}(s/M_F^2)`$ for $`s(M_Z^2,4M_F^2)`$. Therefore, the light fermion contribution to the imaginary parts of the couplings is strongly suppressed, and only the top quark effect is visible on Fig.3.
Summarizing, the SM neutral couplings are in general complex but the relative importance of the real and imaginary parts is strongly energy dependent. Below the $`2m_t`$ threshold, the imaginary part is negligible. Above $`2m_t`$, real and imaginary parts have a comparable magnitude; with the imaginary part being somewhat larger. In Table 1, we collect these SM contributions at LEP2 ($`\sqrt{s}=200GeV`$) and at a $`500GeV`$ Linear Collider. The results in Fig.3 and Table 1 indicate also the extent to which (12) is approximately correct for any $`s`$ and $`M_j`$ values.
### 4.2 The MSSM contributions
As a first example of new physics effect, we have computed the additional one loop contributions arising in the Minimal Supersymmetric Standard Model (MSSM). They are rather simple, as the only new fermions are charginos and neutralinos. The two charginos $`\chi _{1,2}^\pm `$ contribute to the four $`h_3^{Z,\gamma }`$ and $`f_5^{Z,\gamma }`$ couplings; while the four neutralinos $`\chi _{14}^0`$ contribute only to $`f_5^Z`$. Charginos couple to the gauge bosons through both their gaugino and higgsino components, whereas neutralinos only contribute through their higgsino components. The new feature, as compared to SM contributions, is that there now exist triangle loops with mixed contributions, for example $`(F_1,F_2,F_2)`$ in the chargino case. This is caused by the non-diagonal $`g_{v12},g_{a12}`$ Z-couplings in (4). The explicit expressions of these new contributions are also given in Appendices A and B. However, because the non-diagonal Z-couplings are generally weaker than the diagonal ones (see below), these mixed contributions turn out to be notably smaller than the unmixed contributions.
Let us first discuss the chargino contributions. If $`\mu `$ and the soft breaking SUSY parameters are taken to be real, as would be the case if no new CP violation source, beyond the one contained in the Yukawa couplings exists; then the chargino masses are given by
$$M_{\chi _{1,2}}^2=\frac{1}{2}\left\{M_2^2+\mu ^2+2m_W^2\sqrt{(M_2^2+\mu ^2+2m_W^2)^24[M_2\mu m_W^2\mathrm{sin}(2\beta )]^2}\right\}.$$
(15)
The photon couplings in (4) are then fixed by $`Q_{\chi _{1,2}}=+1`$.
For the $`Z\chi _1\chi _1`$ couplings in (4) we have
$$g_{v1}=\frac{3}{2}2s_W^2+\frac{1}{4}[\mathrm{cos}2\varphi _L+\mathrm{cos}2\varphi _R],g_{a1}=\frac{1}{4}[\mathrm{cos}2\varphi _L\mathrm{cos}2\varphi _R],$$
(16)
while for the $`Z\chi _2\chi _2`$ couplings
$$g_{v2}=\frac{3}{2}2s_W^2\frac{1}{4}[\mathrm{cos}2\varphi _L+\mathrm{cos}2\varphi _R],g_{a2}=\frac{1}{4}[\mathrm{cos}2\varphi _L\mathrm{cos}2\varphi _R],$$
(17)
where
$`\mathrm{sin}2\varphi _R={\displaystyle \frac{2\sqrt{2}m_W(\mu \mathrm{cos}\beta +M_2\mathrm{sin}\beta )}{D}}`$ , $`\mathrm{sin}2\varphi _L={\displaystyle \frac{2\sqrt{2}m_W(\mu \mathrm{sin}\beta +M_2\mathrm{cos}\beta )}{D}}`$
$`\mathrm{cos}2\varphi _R={\displaystyle \frac{M_2^2\mu ^2+2m_W^2\mathrm{cos}2\beta }{D}}`$ , $`\mathrm{cos}2\varphi _L={\displaystyle \frac{M_2^2\mu ^22m_W^2\mathrm{cos}2\beta }{D}},`$ (18)
with
$$D=\sqrt{(M_2^2+\mu ^2+2m_W^2)^24(M_2\mu m_W^2sin2\beta )^2}.$$
(19)
Finally, the mixed $`Z\chi _1\chi _2`$ couplings are
$`g_{v12}={\displaystyle \frac{\mathrm{Sign}(M_2)}{4}}[\mathrm{Sign}(M_2\mu m_W^2\mathrm{sin}2\beta )\mathrm{sin}2\varphi _R+\mathrm{sin}2\varphi _L],`$
$`g_{a12}={\displaystyle \frac{\mathrm{Sign}(M_2)}{4}}[\mathrm{Sign}(M_2\mu m_W^2\mathrm{sin}2\beta )\mathrm{sin}2\varphi _R\mathrm{sin}2\varphi _L],`$ (20)
where $`\mathrm{Sign}(x)`$ means sign of $`x`$. As expected, the anomaly cancellation in the chargino sector arises when one sums the mixed and unmixed contributions of the two charginos.
For the numerical applications we used the sets of parameters at the electrowaek scale presented in Table 2, .
The main feature of the data in Table 2 is that almost always one of the chargino is considerably lighter than the other. Thus, at energies around $`2M_{\chi _1}`$ but considerably below $`2M_{\chi _2}`$, the dominant contribution comes from the lighter chargino, while the heavier one gives a weaker contribution of opposite sign. At energies higher than both chargino thresholds, these two contributions tend to cancel; the cancellation being a relic of the anomaly cancellation in the chargino sector.
More quantitatively, as the chargino couplings are of electroweak size, when one chargino is light enough (around $`100GeV`$ or less), then their contribution is similar to the SM ones, for what concerns the real parts of the couplings. Similarly to the top quark SM case, the imaginary parts get threshold enhancements just above $`2M_\chi `$, where their magnitude is comparable to that of the real part. These features can be seen in Figs.4, 5 where we have illustrated the cases of the Sets 5 and 6. The results for the Sets 1, 2, 3 are quite similar; although it may remarked that the chargino contribution, particularly to $`f_5^Z`$ or $`f_5^\gamma `$, is somewhat more pronounced there. In Set 4 the chargino contribution is very small, because there, the lightest chargino is relatively heavy, and the Z-axial couplings are very small. The later is due to $`|\mu ||M_2|`$ in this model, which forces $`\varphi _L,\varphi _R`$ to have similar values and thereby the Z-axial couplings to have very low values. The cases of Sets 5 and 6 are identical to the low and high $`\mathrm{tan}\beta `$ scenarios suggested in as a benchmark for SUSY studies. In Table 3 we give the precise predictions for these sets at $`\sqrt{s}=200,500GeV`$.
In addition there is a neutralino contribution to $`f_5^Z`$. It only arises from the $`Z`$ couplings to the Higgsino components. In order to have an estimate of the largest possible neutralino effect, we have taken the case in which the lightest neutralinos are of Higgsino type. As the contribution to $`f_5^Z`$ is proportional to the cubic power of the $`Z`$-neutralino coupling, it would become rapidly negligible if the neutralinos were not dominantly Higgsino-like. So we have taken pure axial Z-Higgsino couplings
$$g_{v\chi _1^0}=g_{v\chi _2^0}=0,g_{a\chi _1^0}=g_{a\chi _2^0}=1,$$
(21)
and only considered the contribution from two neutralinos. The results for the masses (in GeV)
$$(M_{\chi _1^0},M_{\chi _2^0})=(71,130),(78,165),(93,165),(170,195),$$
(22)
are shown in Fig.6. They are somewhat smaller than those due to charginos for comparable masses, this being due to the difference in the $`Z`$ couplings. Remarkable threshold effects nevertheless appear when one neutralino is light enough. The largest effects are obtained for the couple (71,130)GeV.
For this couple, at 200 and at 500 GeV, the contributions to $`f_5^Z`$ in units of $`10^4`$, are
$$0.26+3.3i\text{ and}0.320.22i$$
respectively; i.e. comparable to the SM and to chargino contributions. The same type of comments about the behaviour of the real and of the imaginary parts can be made.
Let us finally note that, if there is nearly degeneracy of the lightest chargino and neutralino, their cumulative effect in $`f_5^Z`$ can be occasionally important and increase the SM contribution by a factor of 2 to 3.
### 4.3 Other NP possibilities.
The above study of the MSSM contributions gives already a good feeling of what can arise from any other perturbative NP contributions at one loop. We now want to extend the discussion by considering quantitatively, in a model-independent way, the contribution of a new fermion $`F`$. Such new fermionic states arise in many extensions of the SM, like in GUTS or in TC models.
We take couplings of electroweak size, which means typical values of the order of $`g_{vF}=g_{aF}=\frac{1}{2}`$, $`Q_F=1`$, and keep the colour-hypercolour factor $`N_F=1`$. In Fig.7 we show how the resulting couplings depend on the fermion mass $`M_F`$, at fixed energies $`\sqrt{s}=200,500GeV`$. The cusps in the real parts and the peaks in the imaginary parts that occur around $`M_F=\sqrt{s}/2`$, are clearly visible there. They have the same structure as in the previous SM and MSSM cases and with the chosen couplings, their magnitude is similar, i.e. a few $`10^4`$.
However for $`M_F\sqrt{s}/2`$, which is the case that we now want to discuss, the $`M_F`$ dependence is smooth and the resulting neutral couplings are purely real. Thus in this limit, they can be well approximated by the energy-independent empirical formulae
$`h_3^\gamma `$ $`=`$ $`0.02\times 10^4\left({\displaystyle \frac{1TeV}{M_F}}\right)^2,`$ (23)
$`h_3^Z`$ $`=`$ $`f_5^\gamma =0.01\times 10^4\left({\displaystyle \frac{1TeV}{M_F}}\right)^2,`$ (24)
$`f_5^Z`$ $`=`$ $`0.009\times 10^4\left({\displaystyle \frac{1TeV}{M_F}}\right)^2;`$ (25)
(compare with eq.(9-11)).
As they stand, these results would describe the most favorable NP case in which a single fermion is lighter than the other ones. With the chosen electroweak couplings and taking $`N_F=1`$, such a contribution becomes nevertheless quickly unobservable when the mass $`M_F`$ reaches the level of a few hundred of GeV. It could only be sizeable if the heavy fermions have enhanced couplings to the photon or to the $`Z`$ (see Section 5), or if the colour-hypercolour factor $`N_F`$ is large. Consequently, it is unlikely that such a new contribution (even without the depressing effect of the anomaly cancellation), can appreciably modify the SM prediction.
## 5 Higher orders and Non Perturbative effects
At the one-loop level we have exploited so far, only the fermionic triangle diagram can contribute to the generation of neutral gauge couplings. In such a case, the CP conserving $`h_4^{\gamma ,Z}`$ couplings are never generated. This is a direct consequence of the symmetries of the fermionic trace of the triangular diagram and of Shouten’s relation. It is therefore interesting to examine if there is any other way to generate such $`h_4^{\gamma ,Z}`$ couplings and enhance its magnitude; compare eq.(2).
Perturbatively, this may happen at a higher-loop level. We have thus explored diagrams of the form of Fig.8a, where the hatched blob denotes a fermion 1-loop diagram generating an anapole $`ZWW`$ coupling. We have found that such an anapole $`ZWW`$-vertex, inside the W-loop of Fig.8a, generates an $`h_4^{\gamma ,Z}`$ coupling of the size
$$h_4^{\gamma ,Z}\frac{\alpha }{4\pi }h_3^{\gamma ,Z};$$
(26)
i.e. the size of a typical electroweak correction to the NP prediction to $`h_3^{\gamma ,Z}`$. Of course the result (26) should only be considered as a rough order of magnitude expectation, since a complete model prediction would require the computation of other diagrams appearing at the same 2-loop order, like those depicted in Fig.8b.
It is conceivable that non-perturbative effects could enhance the above neutral gauge boson couplings. In this respect we may consider strong vector $`𝒱`$ ($`\rho `$-like) and axial $`𝒜`$ ($`A_1`$-like) resonances coupled to the photon and $`Z`$, like in TC models , through the junctions
$$eg_{𝒱\gamma }=eF_𝒱M_𝒱,eg_{𝒱Z}=e\frac{(12s_W^2)}{2s_Wc_W}F_𝒱M_𝒱,eg_{𝒜Z}=\frac{e}{2s_Wc_W}F_𝒜M_𝒜,$$
(27)
where we expect that in the strong coupling regime
$$\frac{F_{𝒱,𝒜}}{M_{𝒱,𝒜}}O(\frac{1}{\sqrt{2\pi }}),$$
(28)
should hold. New strong interactions can generate non perturbative couplings among the $`𝒱`$ and $`𝒜`$ vector bosons; like e.g. those expected in the Vector Dominance Model (VDM) of hadron physics for the $`\rho `$ and $`A_1`$ vector mesons . Such couplings, depicted by the central bubble in Fig.9, could have the same Lorentz decomposition as in eq.(2), but with strengths determined by
$`h_3^S/\mathrm{\Lambda }_{NP}^2`$ $`,h_4^S/\mathrm{\Lambda }_{NP}^4,`$
where $`h_{3,4}^S\sqrt{4\pi }`$. By multiplying these strengths by the junctions given in eq.(27) and using the corresponding $`𝒱`$ or $`𝒜`$ propagators according to Fig.9, one then obtains the corresponding predictions for neutral gauge couplings. For $`s,m_Z^2M_{𝒱,𝒜}^2\mathrm{\Lambda }_{NP}^2`$ we then get
$$h_4^{Z,\gamma }\frac{m_Z^2}{M_{𝒱,𝒜}^2}h_3^{Z,\gamma }\alpha \left(\frac{m_Z^2}{M_{𝒱,𝒜}^2}\right)^2.$$
(29)
For vector meson masses $`M_{𝒱,𝒜}`$ not too far in the TeV range, these values may be somewhat higher than those predicted by the previous perturbative computations.
## 6 Concluding Remarks
We have studied various ways to generate neutral triple gauge boson couplings among the photon and $`Z`$. Since these couplings are actually form factors involving at least one off-shell vector boson, they depend on the corresponding energy-squared variable $`s`$. The simplest way to generate them is through a fermionic triangle loop, involving fermions with arbitrary vector and axial gauge couplings. Such diagrams only generate CP-conserving couplings satisfying
$$h_3^Zf_5^\gamma ,h_4^Zh_4^\gamma 0,$$
(30)
for almost any $`s`$ and fermion mass.
We have then studied the high energy behaviour of these couplings at a fixed fermion mass; as well a the high fermion mass limit at current energies. This last case allows us to illustrate different possible situations, that depend on the NP mass spectrum and on the way the anomaly cancellation takes place. The most favorable situation arises whenever one of the states needed to cancel the anomaly is much lighter that the rest.
To acquire a feeling of the expected magnitudes we have presented in Fig.3 the SM prediction for these coupling as a function of the energy $`\sqrt{s}`$. These SM predictions are found to be at the level of a few $`10^4`$ for LEP (200GeV), while for LC(500GeV) they reduce to a few $`10^5`$; see Table 1. Just above the $`2m_t`$ threshold, an imaginary part of the order of $`10^4`$ appears due to top quark contribution. According to a previous study , such values should be unobservable at LEP2, but marginally observable at a high luminosity LC .
Subsequently, we have computed the supersymmetric (chargino and neutralino) contributions in MSSM, varying the input masses inside the currently reasonable ranges appearing in Table 2 and eq.(22). The results strongly depend on the mass of the lightest SUSY state (chargino or neutralino). If this is close to $`100GeV`$, then the SUSY contribution can be comparable to or even larger (if the chargino and neutralino effects cumulate) than the contribution from the top quark, or even the total SM one; compare Figs.4,5 with Fig.3, and the results in Table 3. As in the SM top case, a non negligible imaginary part is again generated just above the chargino or neutralino thresholds.
To summarize, the ”low mass” contributions, both in SM and in MSSM, predict complex and strongly energy dependent values for these couplings, with remarkable cusp and peak effects which could however only be observed at a high luminosity LC. Note also that for such small values of the couplings no effect from the imaginary parts should be observable in $`ZZ`$ or $`Z\gamma `$ production cross sections, because there is no imaginary tree level contribution with which they could interfer, see .
To acquire a somewhat more model-independent feeling, we have also considered the contributions of a single heavy fermion, supposed to be the lightest one of a new physics spectrum. Keeping its gauge couplings to photon and $`Z`$ as standard, we have studied its contribution versus its mass $`M_F`$. Results are presented in Fig.7 for medium values of $`M_F`$, while empirical formulae have been established for higher values. Obviously, as soon as the fermion is too heavy to be produced in pairs, no imaginary part is generated by such NP. The real parts decrease like $`1/M_F^2`$ and become of the order of $`10^6`$ for a mass $`M_F`$ in the TeV range; compare (23-25). So one would need either a large colour-hypercolour factor or enhanced couplings of the heavy fermion to the photon or to the $`Z`$, in order to get observable NP contributions of this type.
Finally we have discussed how high order effects could feed the couplings $`h_4^V`$, which are still vanishing at one loop. However such contributions are always accompanied by an additional $`\alpha /4\pi `$ factor, which make them totally unobservable. Thus the only chance to generate $`h_4^V`$ is through some kind of non perturbative contributions. An example of such effect based on analogy with low energy hadronic Physics and the Vector Dominance Model has been considered. But even such a rather extreme model only leads to
$$\frac{h_4^V}{h_3^V}\frac{m_Z^2}{\mathrm{\Lambda }_{NP}^2},$$
which for reasonable values of $`\mathrm{\Lambda }_{NP}`$ should render $`h_4^V`$ unobservable.
Our overall conclusion is that it is very unlikely that the neutral gauge couplings would depart in an observable way from SM prediction; provided of course that the new states couple to the photon and $`Z`$ through standard gauge couplings. Exceptions to this statement could come, either from low-lying (order 100 GeV) new states (for example light charginos or neutralinos); or from enhanced photon-new fermion or $`Z`$-new fermion couplings, (for example due to some resonant states of the VDM type).
Appendix A: Fermion loop contributions in terms of Passarino-Veltman functions.
Using the short-hand notation of the Passarino-Veltman functions
$`B_0(s;ij)`$ $`=`$ $`B_0(s;M_i,M_j)`$ (A.1)
$`B_Z(s;ij)`$ $``$ $`B_0(s;M_i,M_j)B_0(m_Z^2+iϵ;M_i,M_j),`$ (A.2)
$`C_{ZZ}(s;ijk)`$ $``$ $`C_0(m_Z^2,m_Z^2,s;M_i,M_j,M_k),`$ (A.3)
$`C_{Z\gamma }(s;ijk)`$ $``$ $`C_0(m_Z^2,0,s;M_i,M_j,M_k),`$ (A.4)
where $`sP^2`$ , and observing the symmetry relations
$`B(s;ij)`$ $`=`$ $`B(s;ji),`$ (A.5)
$`C_{ZZ}(s;ijk)`$ $`=`$ $`C_{ZZ}(s;kji),`$ (A.6)
we get for the contribution of $`F_j`$-fermion loop
$`f_5^\gamma (j)`$ $`=`$ $`{\displaystyle \frac{N_FQ_je^2m_Z^2g_{aj}g_{vj}}{8\pi ^2s_W^2c_W^2(s4m_Z^2)^2s}}\{2B_Z(s;jj)m_Z^2(s+2m_Z^2)+(s2m_Z^2)(s4m_Z^2)`$ (A.7)
$`+`$ $`2C_{ZZ}(s;jjj)[M_j^2(s4m_Z^2)(s2m_Z^2)+2m_Z^4(sm_Z^2)]\},`$
$`f_5^Z(j)`$ $`=`$ $`{\displaystyle \frac{N_Fe^2m_Z^2g_{aj}}{16\pi ^2s_W^3c_W^3(s4m_Z^2)^2}}\{{\displaystyle \frac{(3g_{vj}^2+g_{aj}^2)(s4m_Z^2)}{3}}`$ (A.8)
$`+`$ $`{\displaystyle \frac{B_Z(s;jj)}{sm_Z^2}}\left[4g_{aj}^2M_j^2(s4m_Z^2)+(3g_{vj}^2+g_{aj}^2)m_Z^2(s+2m_Z^2)\right]`$
$`+`$ $`2C_{ZZ}(s;jjj)[(g_{vj}^2+g_{aj}^2)M_j^2(s4m_Z^2)+m_Z^4(3g_{vj}^2+g_{aj}^2)]\},`$
$`h_3^\gamma (j)`$ $`=`$ $`{\displaystyle \frac{N_Fe^2Q_j^2g_{aj}m_Z^2}{4\pi ^2c_Ws_W(sm_Z^2)}}\left[1+2M_j^2C_{Z\gamma }(s;jjj)+{\displaystyle \frac{m_Z^2}{sm_Z^2}}B_Z(s;jj)\right],`$ (A.9)
$`h_3^Z(j)`$ $`=`$ $`{\displaystyle \frac{N_Fe^2Q_jg_{vj}g_{aj}m_Z^2}{4\pi ^2s_W^2c_W^2(sm_Z^2)^2}}\{{\displaystyle \frac{sm_Z^2}{sm_Z^2}}B_Z(s;jj)`$ (A.10)
$`+`$ $`{\displaystyle \frac{s+m_Z^2}{2}}[2C_{Z\gamma }(s;jjj)M_j^2+1]\},`$
where $`M_j`$ is the $`F_j`$ mass, and $`N_F`$ denotes any (colour hypercolour) counting factor.
The mixed term contribution arises when two different fermions, having the same charge but mixed $`ZF_1F_2`$-couplings, are running along the loop in Fig2. We consider mixed $`ZF_1F_2`$ couplings of the type appearing in the second line of (4), which arise e.g. in the chargino and neutralino cases<sup>3</sup><sup>3</sup>3For simplicity we disregard the case, that three different fermions run along the loop in Fig.2, which could in principle only arise in the case of three light neutralino states.. Thus, for the $`ZZ\gamma ^{}`$ case we obtain
$$f_5^\gamma (12)=\frac{N_FQ_1e^2m_Z^2g_{a12}g_{v12}}{8\pi ^2s_W^2c_W^2(s4m_Z^2)^2s}R_{ZZ\gamma ^{}},$$
(A.11)
where
$`R_{ZZ\gamma ^{}}=4(sm_Z^2)(M_2^2M_1^2)[B_0(s;11)B_0(s;22)]+2(s2m_Z^2)(s4m_Z^2)`$
$`+2m_Z^2(s+2m_Z^2)[B_0(s;11)+B_0(s;22)2B_0(m_Z^2+iϵ;12)]`$
$`+4(sm_Z^2)(M_1^4+M_2^4+m_Z^42M_1^2M_2^22M_1^2m_Z^22M_2^2m_Z^2)[C_{ZZ}(s;121)+C_{ZZ}(s;212)]`$
$`+2s(s+2m_Z^2)[M_2^2C_{ZZ}(s;121)+M_1^2C_{ZZ}(s;212)],`$ (A.12)
and $`Q_1=Q_2`$ is the common charge of $`F_1,F_2`$.
Correspondingly for the $`ZZZ^{}`$ case we get
$`f_5^Z(12)={\displaystyle \frac{N_Fe^2m_Z^2}{16\pi ^2s_W^3c_W^3(s4m_Z^2)}}\{[g_{a1}(g_{a12}^2+g_{v12}^2)+2g_{a12}g_{v12}g_{v1}]R_a`$
$`+[g_{a1}(g_{a12}^2+g_{v12}^2)2g_{a12}g_{v12}g_{v1}]R_b+g_{a1}(g_{a12}^2g_{v12}^2)R_c+(12)\},`$ (A.13)
where
$`R_a=1+{\displaystyle \frac{2(M_1^2M_2^2)(s+2m_Z^2)}{s(s4m_Z^2)}}[B_0(m_Z^2;12)B_0(m_Z^2;11)]`$
$`{\displaystyle \frac{1}{(sm_Z^2)(s4m_Z^2)}}\{{\displaystyle \frac{C_{ZZ}(s;112)}{s}}[2M_1^2s^3s^2(M_1^2(M_1^2M_2^2)`$
$`m_Z^2(7M_1^2+3M_2^24m_Z^2))+4sm_Z^2(M_1^2M_2^22M_1^2m_Z^2M_2^4+m_Z^4)+4m_Z^4(M_1^2M_2^2)^2]`$
$`C_{ZZ}(s;121)[s^2M_2^2+s(M_1^43M_1^2M_2^23M_1^2m_Z^2+2M_2^42M_2^2m_Z^2+2m_Z^4)`$
$`+2m_Z^2(M_1^4M_2^4+2M_2^2m_Z^2m_Z^4)]+B_Z(s;11)[(M_1^2m_Z^2)(s+2m_Z^2)`$
$`2M_2^2(sm_Z^2)]+B_Z(s;12)[3M_1^2(s2m_Z^2)+(M_2^22m_Z^2)(s+2m_Z^2)]\},`$ (A.14)
$`R_b={\displaystyle \frac{M_1^2}{sm_Z^2}}\{(M_1^2M_2^2m_Z^2)[C_{ZZ}(s;112)C_{ZZ}(s;121)]`$
$`+(sm_Z^2)C_{ZZ}(s;112)+B_Z(s;11)+2B_Z(s;12)\},`$ (A.15)
$`R_c={\displaystyle \frac{M_1M_2}{sm_Z^2}}\{(2M_1^22M_2^2+s)[C_{ZZ}(s;112)C_{ZZ}(s;121)]`$
$`+2(sm_Z^2)C_{ZZ}(s;121)+2B_Z(s;11)+4B_Z(s;12)\}.`$ (A.16)
Finally for the $`Z\gamma Z^{}`$ mixed case we have
$`h_3^Z(12)`$ $`=`$ $`{\displaystyle \frac{N_Fe^2Q_1g_{v12}g_{a12}m_Z^2}{4\pi ^2s_W^2c_W^2(sm_Z^2)^2}}\{{\displaystyle \frac{2sm_Z^2}{sm_Z^2}}B_Z(s;12)`$ (A.17)
$`+`$ $`(s+m_Z^2)[M_2^2C_{Z\gamma }(s;122)+M_1^2C_{Z\gamma }(s;211)+1]\}.`$
We note that there is no mixed contribution for $`h_3^\gamma `$.
Appendix B: Fermion loop contributions in terms of Feynman integrals.
The contributions of a single $`F_j`$-fermion loop in terms of Feynman integrals are:
$$f_5^\gamma (j)=N_F\frac{e^2Q_jg_{vj}g_{aj}}{4\pi ^2s_W^2c_W^2}I_5^\gamma ,$$
(B.1)
$$f_5^Z(j)=N_F\frac{e^2g_{aj}}{96\pi ^2s_W^3c_W^3}([g_{aj}^2+3g_{vj}^2]I_5^{Z1}+[g_{vj}^2g_{aj}^2]I_5^{Z2}),$$
(B.2)
$$h_3^\gamma (j)=N_F\frac{e^2Q_j^2g_{aj}}{2\pi ^2s_Wc_W}I_3^\gamma ,$$
(B.3)
$$h_3^Z(j)=N_F\frac{e^2Q_jg_{vj}g_{aj}}{4\pi ^2s_W^2c_W^2}I_3^Z,$$
(B.4)
with
$$I_5^\gamma =_0^1𝑑x_1_0^{1x_1}𝑑x_2\frac{x_1(1x_1x_2)m_Z^2}{D_{ZZ}(s)},$$
(B.5)
$`I_5^{Z1}=`$ $`{\displaystyle \frac{6m_Z^2}{sm_Z^2}}{\displaystyle _0^1}dx_1{\displaystyle _0^{1x_1}}dx_2`$ (B.6)
$`\{{\displaystyle \frac{[(1x_1x_2)(m_Z^2x_2^2sx_1^2)+x_2(13x_1)(sx_1+m_Z^2(2x_21))]}{D_{ZZ}(s)}}`$
$`{\displaystyle \frac{m_Z^2[(1x_1x_2)(x_2^2x_1^2)+x_2(13x_1)(x_1+2x_21)]}{D_{ZZ}(m_Z^2)}}\},`$
$$I_5^{Z2}=\frac{6M_F^2m_Z^2}{sm_Z^2}_0^1𝑑x_1_0^{1x_1}𝑑x_2\frac{(13x_1)}{D_{ZZ}(s)},$$
(B.7)
where
$$D_{ZZ}(s)M_j^2+sx_1(x_1+x_21)+m_Z^2x_2(x_21),$$
(B.8)
and
$$I_3^\gamma =_0^1𝑑x_1_0^{1x_1}𝑑x_2\frac{x_1(1x_1x_2)m_Z^2}{D_{Z\gamma }(s)},$$
(B.9)
$$I_3^Z=\frac{m_Z^2}{sm_Z^2}_0^1𝑑x_1_0^{1x_1}𝑑x_2\frac{(sx_1m_Z^2x_2)(1x_1x_2)}{D_{Z\gamma }(s)},$$
(B.10)
where
$$D_{Z\gamma }(s)M_j^2+sx_1(x_1+x_21)+m_Z^2x_2(x_1+x_21).$$
(B.11)
The mixed contributions due to two different fermions (with the same charge) around the loop are:
$$h_3^Z(12)=N_F\frac{e^2Q_1g_{v12}g_{a12}}{4\pi ^2s_W^2c_W^2}I_3^Z+(12),$$
(B.12)
where $`I_3^Z`$ is given by (B.10) with $`D_{Z\gamma }(s)`$ replaced by
$$D_{Z\gamma }^{}(s)M_1^2+(M_2^2M_1^2)(1x_1x_2)+sx_1(x_1+x_21)+m_Z^2x_2(x_1+x_21).$$
(B.13)
Correspondingly
$$f_5^\gamma (12)=N_F\frac{e^2Q_1g_{v12}g_{a12}}{4\pi ^2s_W^2c_W^2}I_5^\gamma +(12),$$
(B.14)
where $`I_5^\gamma `$ is given by the same expression as in (B.5) with $`D_{ZZ}(s)`$ replaced by
$$D_{ZZ}^{}(s)M_1^2+(M_2^2M_1^2)x_2+sx_1(x_1+x_21)+m_Z^2x_2(x_21).$$
(B.15)
Finally,
$`f_5^Z(12)=N_F{\displaystyle \frac{e^2}{96\pi ^2s_W^3c_W^3}}([g_{a1}(g_{a12}^2+g_{v12}^2)+2g_{v1}g_{a12}g_{a12}]I_5^{Za}+M_1^2[g_{a1}(g_{a12}^2+g_{v12}^2)`$
$`2g_{v1}g_{a12}g_{v12}]I_5^{Zb}+2M_1M_2g_{a1}(g_{v12}^2g_{a12}^2)I_5^{Zc})+(12),`$ (B.16)
with
$`I_5^{Za}={\displaystyle \frac{3m_Z^2}{sm_Z^2}}{\displaystyle _0^1}dx_1{\displaystyle _0^{1x_1}}dx_2\{[sx_1(1x_1x_2)(x_21)+m_Z^2x_2^2(1x_2)].`$
$`.({\displaystyle \frac{1}{D_1}}+{\displaystyle \frac{2}{D_2}})+(13x_2)(lnD_1+2lnD_2)\}`$ (B.17)
$$I_5^{Zb}=\frac{3m_Z^2}{sm_Z^2}_0^1𝑑x_1_0^{1x_1}𝑑x_2\{\frac{1x_1}{D_1}\frac{2x_2}{D_2}\}$$
(B.18)
$$I_5^{Zc}=\frac{3m_Z^2}{sm_Z^2}_0^1𝑑x_1_0^{1x_1}𝑑x_2\{\frac{2x_2}{D_1}\frac{2(12x_2)}{D_2}\}$$
(B.19)
and
$`D_1=M_1^2+(M_2^2M_1^2)x_2+sx_1(x_1+x_21)+m_Z^2x_2(x_21),`$
$`D_2=M_1^2+(M_2^2M_1^2)x_1+sx_1(x_1+x_21)+m_Z^2x_2(x_21),`$ (B.20)
Some of the unmixed parts of these expressions can be derived from the results obtained in . We have checked by doing a direct numerical integration, that they agree with the numerical results obtained from the Passarino-Veltman expressions and the FF-package .
It is easy, from the above analytic expressions, to derive the asymptotic expressions given in eq.(6-8) and (9-11).
For comparison we also give the fermion doublet contribution to the $`\gamma WW`$ and $`ZWW`$ anapole couplings defined in (3). Denoting the ”up” and ”down” fermions as $`F`$ and $`F^{}`$ and defining their Z-couplings as in (4), we get
$`z_Z`$ $`=`$ $`N_F{\displaystyle \frac{e^2}{32\pi ^2s_Wc_W}}([(g_{vF}+g_{aF}]I_F+[(g_{vF^{}}+g_{aF^{}}]I_F^{}),`$ (B.21)
$`z_\gamma `$ $`=`$ $`N_F{\displaystyle \frac{e^2}{16\pi ^2s_W^2}}(Q_FI_F+Q_F^{}I_F^{}),`$ (B.22)
where
$`I_F={\displaystyle _0^1}dx_1{\displaystyle _0^{1x_1}}dx_2`$
$`{\displaystyle \frac{x_1(1x_1x_2)m_W^2}{M_F^2+sx_1(x_1+x_21)+m_W^2x_2(x_1+x_21)+(M_F^{}^2M_F^2)x_2}}`$ (B.23)
and $`I_F^{}=I_F(M_F^2M_F^{}^2)`$. In the case of a degenerate doublet $`M_F=M_F^{}`$, with standard couplings, this result simplifies to
$$z_Z=\frac{s_W}{c_W}z_\gamma =N_F\frac{e^2}{48\pi ^2s_Wc_W}I_W,$$
(B.24)
for a doublet of quarks, and
$$z_Z=\frac{s_W}{c_W}z_\gamma =N_F\frac{e^2}{16\pi ^2s_Wc_W}I_W,$$
(B.25)
for a doublet of leptons, with
$$I_W=_0^1𝑑x_1_0^{1x_1}𝑑x_2\frac{x_1(1x_1x_2)m_W^2}{M_F^2+sx_1(x_1+x_21)+m_W^2x_2(x_1+x_21)},$$
(B.26)
which, for $`M_Fm_W`$, leads to eq.(13,14).
Note that for a completely degenerate standard family (a doublet of lepton and a doublet of coloured quarks) the total contribution vanishes. |
warning/0003/astro-ph0003175.html | ar5iv | text | # First Detection of Molecular Gas in the Shells of CenA Based on observations made with the Swedish-ESO Submillimeter Telescope (SEST) at La Silla, Chile
## 1 Introduction
Early type galaxies (E/S0) are often found to be surrounded by faint arc-like stellar structures, called shells or ripples (Malin & Carter (1980)), due to the accretion and subsequent merging of a smaller companion galaxy. It is widely accepted that the high frequency of galaxies with shells ($``$ 50%) attests to the importance of merging in galaxy formation (Schweizer & Seitzer 1988, 1992). Simulations of the stellar component have shown that the shells or ripples are created either by “phase-wrapping” of the tidal debris of the accreted companion on nearly radial orbits (Quinn (1984)), or by “spatial-wrapping” of matter in thin disks (Dupraz & Combes (1987), Hernquist & Quinn (1989)).
CenA is a giant elliptical galaxy with strong radio lobes on either side of a prominent dust lane situated along its minor axis (Clarke et al. (1992)). Additionally, optical and HI observations (Dufour et al. (1979), van Gorkom et al. (1990)) show a warped gaseous disk which has been accreted along the minor axis of this apparently prolate elliptical galaxy. CO mapping suggests that the disk contains 2$`\times 10^8`$ M of molecular gas (Eckart et al. (1990)). Recently, mid-IR observations revealed the presence of a bisymmetric bar-like distribution of hot dust in the inner disk (Mirabel et al. (1999)). High contrast optical images of the galaxy show stars distributed in a large number of faint narrow shells around the galaxy (Malin et al. (1983)). The presence of the warped gas disk and shells suggests that CenA has accreted one (or more) smaller disk galaxy(ies) approximately $`10^8`$ yrs ago (Quillen et al. (1992)).
Schiminovich et al. 1994 detected 4$`\times 10^8`$ M of HI gas associated with the stellar shells, having the same arc-like curvature but displaced 1 arcmin to the outside of the stellar shells. This result is intriguing since in general it is thought that the dynamics of the gas and stellar components are decoupled during a merging event. Detailed numerical modeling of the infall of a small companion on a massive elliptical has demonstrated that aligned and interleaved shells are formed through phase wrapping of the companion’s stars on almost radial orbits (Quinn (1984), Dupraz & Combes (1987)). When gas is taken into account, due to its dissipation it rapidly concentrates in the nucleus and does not form any shell (Weil & Hernquist (1993)). Another possibility is that shells result from space wrapping when the relative angular momentum of the two galaxies is high. In this case the stellar shells do not have the same regular structure (Prieur (1990)) and as they rotate around the central potential they dissolve more rapidly. The gas could remain associated with the stellar shells during a few dynamical times before condensing to the center. The morphology of the shells in CenA, though, suggests a combination of both phase and space wrapping since there are both a number of shells aligned with the major axis of the prolate giant elliptical and there are a few which are irregular. Furthermore, the HI is mostly associated with what Malin et al. (1983) called the diffuse shells.
To explain the presence of gas in phase-wrapped shells, one should consider the interstellar medium as multiphase: a large fraction of the ISM could be composed of dense clumpy material with low dissipation. During a galaxy merger the dense gas behaves almost as collisionless particles and can orbit through the center as the stars do. To trace this dense component we attempted to detect molecular gas from the shells in CenA. The results were positive beyond our expectation, as described now.
## 2 Observations and Data Reduction
The observations have been carried out in May 1999 in La Silla, Chile, with the 15m Swedish-ESO Submillimeter Telescope (SEST) (Booth et al. (1989)). We used the IRAM 115 and 230 GHz receivers to observe simultaneously at the frequencies of the <sup>12</sup>CO(1–0) and the <sup>12</sup>CO(2–1) lines. At 115 GHz and 230 GHz, the telescope half-power beam widths are 44<sup>′′</sup> and 22<sup>′′</sup>, respectively. The main-beam efficiency of SEST is $`\eta `$$`{}_{\mathrm{mb}}{}^{}=T_\mathrm{A}^{}/T_{\mathrm{mb}}`$=0.68 at 115 GHz and 0.46 at 230 GHz (SEST handbook, ESO). The typical system temperature varied between 300 and 450 K (in $`T_\mathrm{A}^{}`$ unit) at both frequencies. A balanced on-off dual beam switching mode was used, with a frequency of 6 Hz and two symmetric reference positions offset by 12 in azimuth. The pointing was regularly checked on the SiO maser R Dor as well as using the continuum emission of the nucleus of CenA. The pointing accuracy was 4<sup>′′</sup> rms. The backends were low-resolution acousto-optical spectrometers. The total bandwidth available was 500 MHz at 115 GHz and 1 GHz at 230 GHz, with a velocity resolution of 1.8 km s<sup>-1</sup>. We mapped four regions of CenA associated with HI and stellar shells (noted as S1–4 in Fig. 1a). Regions S1 and S2 were covered with a 3$`\times `$3 half CO(1-0) beam maps centered at $`\alpha `$=13h26m16.1s, $`\delta `$=$`42^{}`$4655.7<sup>′′</sup> and $`\alpha `$=13h24m35.4s, $`\delta `$=$`42^{}`$0834.9<sup>′′</sup> (J2000) respectively. S3 consisted of a series of pointings along an optical shell and S4 was a single pointing. The rms noise per pointing was $`\sigma _{\mathrm{mb}}`$ 3 mK for both frequencies.
## 3 Results and Discussion
We detected CO emission from two of the fully mapped optical shells (S1 and S2) with associated HI emission, indicating the presence of 4.3$`\times 10^7`$ M of H<sub>2</sub> assuming the standard CO to H<sub>2</sub> conversion ratio. The CO lines were detected at the 4$`\sigma `$ level in four out of the nine pointings of each 3$`\times `$3 map. Figure 1 shows an optical image of CenA, with the positions mapped in CO, the location of the HI and stellar shells, as well as the spectra of the strongest CO detections found at the central position of each map. The molecular gas in both positions is clearly associated with the HI shells since their velocities (340 km s<sup>-1</sup> for S1 and 720 km s<sup>-1</sup> for S2) follow the velocities of the HI as presented in Fig. 3 of Schiminovich et al. (1994). The width of CO lines is $``$ 20 km s<sup>-1</sup> while in a beam of twice the size the HI linewidth is 80 km s<sup>-1</sup>. This difference is easily explained by the systematic velocity gradients within the beams.
As shown in Table 1, the ratio between the H<sub>2</sub> mass (derived from the CO emission) and the HI mass found in the same area is nearly unity for both detected shells and central regions. In fact, the mass ratio between H<sub>2</sub> and HI that we find in CenA is about normal for giant spiral galaxies, where the global M(H<sub>2</sub>)/M(HI) has been found on average to be equal to unity in a survey of 300 objects (Young & Scoville (1991)). According to the type of the galaxy and its star formation activity as measured by the far-infrared flux, this ratio could vary (Sage (1993)). It has been found equal to M(H<sub>2</sub>)/M(HI)=0.2 in the Coma supercluster (Casoli et al. (1998)), and it is even much lower (by a factor 10) in dwarf galaxies (Taylor et al. (1998)).
The total gas mass found in CenA is almost 10<sup>9</sup> M, comparable to that of a giant spiral galaxy. Since this gas must have once belonged entirely to the accreted companion, we can deduce that the latter was not a dwarf, but a massive spiral such as the Milky Way. This also explains the large ratio of CO emission to HI gas observed, leading through the standard conversion ratio to the high values of M(H<sub>2</sub>)/M(HI) found. More surprising is the fact that this ratio is the same (close to unity) in the center, and at 15 kpc from it. In general for most galaxies, due to the metallicity gradient (Vila-Costas & Edmunds (1992)), the ratio decreases exponentially with radius from about 30 in the central part to less than 0.1 in the outermost parts where CO is detected (Combes (1999)). Furthermore the CO(2-1)/CO(1-0) ratio in the shells, corrected for the different beam sizes, is $``$0.6. This is not much lower than the 0.9 observed in the nuclei of nearby spirals (Braine & Combes (1992)) and slightly above what is found in disks. This means that CO lines are not highly subthermally excited and therefore the density of the gas is at least 10<sup>4</sup> cm<sup>-3</sup>.
Our data reveal the presence of dense molecular gas in the shells. This presence helps to understand the existence of HI shells, the HI gas being the diffuse envelopes of the dense molecular clumps, the interface between the interstellar radiation field and the clumps. Should this diffuse gas be present alone, it would have been driven quickly towards the center during the stellar shells formation. Modeling of the ISM should take into account a multiphase medium with a low dissipation gaseous component. Such models have been developed by numerically simulating the gas dynamics through a cloud-collision scheme (Kojima & Noguchi (1997), Combes & Charmandaris (1999)). In these simulations the low dissipation of gas enables a fraction of it to follow the stellar component. However, due to a different initial distribution of gas and stars in the companion galaxy, the gaseous shells do not coincide with the stellar ones. More precisely the gas is radially more extended in the companion disk than the stars and therefore less gravitationally bound. Hence, during the merger the gas is the first to be tidally stripped from the companion and thus does not experience dynamical friction. On the other hand, dynamical friction brakes efficiently the remaining stellar core which is tidally stripped somewhat later in the merging process. Since the stars have lost more energy than the gas they oscillate in the potential with smaller apocenters and thus the shells they form are located inside the gas shells. In this framework the observed displacement of the gas with respect to stars in CenA shells is naturally explained. The presence of a diffuse gas (seen in HI) at those regions is expected since part of the clumpy gaseous component dragged into shells will be dissociated either by local star formation activity or by the global galactic radiation field.
What remains unclear is why the metallicity in the shells is sufficient for the CO emission to be detected. Indeed as described above, the dynamical friction segregates the gas in the elliptical potential according to its initial distribution in the companion and a metallicity gradient should still exist in the final merger remnant.
A solution to this puzzle could be found if we consider the effect of the radio jet of CenA on the gaseous shell. Note that from the four shells mapped in CO emission only the two shells (S1, S2 in Fig. 1) aligned with the jet have been detected. Optical filaments are observed along the jet, only in the regions where the jet and the shells intersect, suggesting that the ambient gas is ionized by the nuclear beamed radiation or is excited by shocks (Graham & Price (1981), Morganti et al (1991)). Moreover, a group of blue stars has been discovered, just between the northern HI shell and its corresponding outermost optical filament (see Fig. 1 and 2 in Graham 1998 and Fasset & Graham 2000). The formation of these stars is proposed to be triggered by the impact of the radio jet on the HI shell. The HII regions ionized by these blue stars have measured velocities coinciding with those of the adjacent HI and CO gas. A study of the stellar content reveals several generations of stars whose lifetimes extend over a period of 15$`\times 10^6`$ years, while supernovae dissipate into the surrounding medium in less than 10<sup>6</sup> years (Caleb & Graham (2000)). This observed stellar activity has certainly enriched the observed gas in metals and can explain our detection of CO molecules. Moreover, the impact of the radio jet could be responsible for the formation of new dense molecular clouds. It is necessary, however, that some of the gas was already present in the jet region, and this gas be driven there by the shells. The formation of gaseous shells requires the presence of dense molecular gas first, since the jet can only maintain or form secondary molecular clouds (as quoted by Graham (1998)), but cannot serve as their primary formation mechanism. Indeed, we can eliminate the alternative possibility in which diffuse gas is spread by the interaction everywhere, and is compressed in molecular clouds in the jet; there would then be no coincidence between the HI gas and the stellar shells in this scenario.
## 4 Conclusions
We have detected CO molecules in two shells aligned along the major axis of Centaurus A. The molecular gas is globally associated with the HI and stellar shells but with a radial shift, the HI being the more external component, and the stars the more internal. The presence of molecular clouds in these distant shells is compatible with the dynamical scenario of phase-wrapping, following the merger of a spiral galaxy with Centaurus A. Part of the interstellar medium of the spiral is clumpy, with very low collision rate and dissipation, and can follow nearly radial orbits during the merger, like the stellar component, without accumulating towards the center. The differential dynamical friction experienced by the gas and stellar components, that are unbound from the spiral companion at different epochs, can explain the radial shifts between the different shells.
The detection of CO emission far from the center implies the presence of H<sub>2</sub> molecules as far as 1.16 R<sub>25</sub>. The present detections, taking into account that only a small fraction of the shells was mapped in CO, suggest that more than 50% of the gas in the outer regions of CenA is in molecular form, and at least 10% of the total molecular gas detected in CenA is not in the nucleus. Moreover the derived HI/H<sub>2</sub> mass ratio is nearly constant with radius. This requires a metallicity enrichment in the most external gas, that could be due to the interaction between the gaseous shells and the radio jet. This prototypical example of a gaseous accretion suggests that the molecular gas is not always confined in the nuclear regions in merger remnants.
###### Acknowledgements.
The authors are grateful to J. van Gorkom for providing the HI data of Cen A, as well F. Mirabel, M. Noguchi, K. Uchida and an anonymous referee for their valuable comments. VC would like to acknowledge the financial support from a Marie Curie fellowship (TMR grant ERBFMBICT960967). |
warning/0003/nucl-th0003025.html | ar5iv | text | # Nuclear Multifragmentation in the Non-extensive Statistics - Canonical Formulation
\[
## Abstract
We apply the canonical quantum statistical model of nuclear multifragmentation generalized in the framework of recently proposed Tsallis non-extensive thermostatistics for the description of nuclear multifragmentation process. The test calculation in the system with $`A=197`$ nucleons show strong modification of the ’critical’ behaviour associated with the nuclear liquid-gas phase transition for small deviations from the conventional Boltzmann-Gibbs statistical mechanics.
\]
Most of the fragmenting systems are characterized by strongly off-equilibrium processes which cease due to dissipation. The theoretical description of the fragmentation process depends on whether the equilibrium has been reached before system starts fragmenting. If the equilibrium is attained, then the thermodynamic models using different statistical ensembles in a given fixed volume (freeze-out volume) can be applied. The ingredients specific for the considered phenomenology enter through the definition of fragments sizes and (binding) energies, fragment internal excitation properties, system size, conserved quantities in this process etc. The observable characteristics of the fragmenting system are employed to fix certain features of, in general unknown, intermediate equilibrium state. In nuclear physics, several models of this kind have been tried with unquestionable success in describing the transitional phenomenon in heavy ion collisions from the regime of particle evaporation at lower excitation energies to the explosion at about 5 - 10 MeV/nucleon of the hot source accompanied by the copious production of the intermediate mass fragments . The situation when the fragment production has to be considered as an off-equilibrium process is described by various kinetic equations, mainly on the level of one-body distribution functions . Here the statistical equilibrium is not assumed but the kinetic models in turn are plagued by the unsurmountable conceptual difficulties in the calculation of asymptotic, observable features of the fragments. As an attempt to overcome at least some of these difficulties in both groups of models, in this work we extend the thermodynamic (canonical) model of the fragmentation in the framework of the recently proposed thermostatistics to include certain off-equilibrium correlations in the system. The Tsallis’ generalized statistical mechanics (TGSM), which provides the basis for generating this new model, is based on an alternative definition for the equilibrium entropy of a system whose $`i`$th microscopic state has probability $`\widehat{p}_i`$ :
$$S_q=k\frac{1_i\widehat{p}_i^q}{q1},\underset{i}{}\widehat{p}_i=1$$
(1)
and $`q`$ (entropic index) defines a particular statistics. Entropy $`S_q`$ has the usual properties of positivity, equiprobability, concavity and irreversibility, and preserves the Legendre transformations structure of thermodynamics. In the limit : $`q1`$, one obtains the usual Boltzmann-Gibbs formulation of the statistical mechanics. The main difference between the Boltzmann-Gibbs formulation and the TGSM lies in the nonadditivity of the entropy. Indeed, for two independent subsystems $`A`$, $`B`$, such that the probability of $`A+B`$ is factorized into : $`p_{A+B}=p_Ap_B`$, the global entropy verifies :
$$S_q(A+B)=S_q(A)+S_q(B)+(1q)S_q(A)S_q(B)$$
(2)
TGSM provides a natural framework for the thermodynamical formalism of the anomalous diffusion and ubiquity of Levy distributions . Long-range correlations in the system, as appearing in the situation of the thermalization of a hot gas penetrating in a cold gas in the presence of long range interactions, is typical for $`q>1`$ . In some cases, the entropic index $`q`$ in TGSM can can be also related to the fluctuations of the temperature in the system . Variety of the off-equilibrium situations which can be accounted for within the TGSM make it useful as a basis for the generalization of the thermodynamical fragmentation models and , in particular in addressing the problem of the influence of these non-extensivity correlations on the signatures of ’criticality’ in finite systems. In the context of nuclear multifragmentation, this is usually referred to as the signatures of liquid-gas phase transition in small systems.
Our starting point is the canonical multifragmentation model with the recurrence equation method which makes the model solvable without the Monte Carlo technique and transparent to the physical assumptions and generalizations. Canonical ensemble method in TGSM was discussed in . The main ingredient of the TGSM generalization of the canonical fragmentation model is the expression for fragment partition function :
$`𝒵_q(s,t)`$ $`=`$ $`{\displaystyle \underset{\stackrel{}{p}}{}}[1+q_1\beta \epsilon _\stackrel{}{p}(s,t)]^{1/q_1}`$ (3)
where $`q_1q1`$, $`s`$ and $`t`$ are the fragment mass and charge respectively, and the fragment partition probability equals :
$`\widehat{p}_\stackrel{}{p}(s,t)=(𝒵_q(s,t))^1[1+q_1\beta \epsilon _\stackrel{}{p}(s,t)]^{1/q_1}`$ (4)
where $`\epsilon _\stackrel{}{p}(s,t)=p^2/2m+U(s,t)`$, $`\beta 1/T`$. The internal energy $`U`$ includes the fragment binding energy, the excitation energy and the Coulomb interaction between fragments in the Wigner-Seitz approximation . Changing summation into the integration in (3) one gets :
$`𝒵_q(s,t)`$ $`=`$ $`{\displaystyle \frac{gV_f}{\lambda _T^3}}\mathrm{\Gamma }(q_{1}^{}{}_{}{}^{1}3/2)\mathrm{\Gamma }^1\left(q_{1}^{}{}_{}{}^{1}\right)\times `$ (5)
$`\times `$ $`q_1^{3/2}[1+q_1\beta U(s,t)]^{\frac{1}{q_1}+3/2},`$ (6)
where $`g`$ is the spin degeneracy factor, $`V_f`$ is the free volume and $`\lambda _T=[(2\pi )/(mT)]^{1/2}`$, where $`m`$ is the mass of the fragment $`(s,t)`$. In the limit $`q1`$, one recovers the familiar expression : $`𝒵_1=gV_f\lambda _{T}^{}{}_{}{}^{3}\mathrm{exp}(\beta U)`$.
Given the partition function, the mean value of any quantity in TGSM is :
$`<𝒪>_q={\displaystyle \underset{\stackrel{}{p}}{}}𝒪_\stackrel{}{p}\widehat{p}_\stackrel{}{p}^q`$ (7)
For the average energy of fragment $`(s,t)`$ one obtains :
$`<\epsilon (s,t)>_q={\displaystyle \frac{}{\beta }}\left({\displaystyle \frac{1[𝒵_q(s,t)]^{q_1}}{q_1}}\right).`$ (8)
In the dilute gas approximation , a partition function of the whole system can be written as follows :
$`𝒬_q(A,Z)={\displaystyle \underset{\widehat{n}\mathrm{\Pi }_{A,Z}}{}}{\displaystyle \underset{s,t}{}}{\displaystyle \frac{\left[𝒵_q(s,t)\right]^{N_{\widehat{n}}(s,t)}}{N_{\widehat{n}}(s,t)!}},`$ (9)
where the sum runs over the ensemble $`\mathrm{\Pi }_{A,Z}`$ of different partitions of $`A`$ and $`Z`$ of the decaying system : $`\{\widehat{n}\}=\{N_{\widehat{n}}(1,0),N_{\widehat{n}}(1,1),\mathrm{},N_{\widehat{n}}(A,Z)\}`$ and $`N_{\widehat{n}}(s,t)`$ is the number of fragments of mass $`s`$ and charge $`t`$ in the partition $`\widehat{n}`$. In this approximation, the recurrence relation technique can be applied providing exact expression for $`𝒬_q(A,Z)`$ :
$`𝒬_q(A,Z)=`$ (10)
$`=`$ $`{\displaystyle \frac{1}{A}}{\displaystyle \underset{s,t<s;st<AZ}{}}s𝒵_q(s,t)𝒬_q(As,Zt)`$ (11)
These relations can now be conveniently used to calculate ensemble averaged characteristics. However, in order to ensure the proper normalization, it is better to work with generalized averages :
$`𝒪_q=<𝒪>_q/<1>_q.`$ (12)
These normalized mean values exhibit all convenient properties of the original mean values (7). Moreover, when the normalized mean values (12) are used, the TGSM can be reformulated in terms of ordinary linear mean values calculated for the renormalized entropic index : $`q^{}=1+(q1)/q`$. In particular, the total average energy of the system becomes :
$`_q={\displaystyle \underset{s,t}{}}<N(s,t)>_{q^{}AZ}<\epsilon (s,t)>_q^{}`$ (13)
where $`<\epsilon (s,t)>_q^{}`$ is given in (8) and :
$`<N(s,t)>_{qAZ}=𝒵_q(s,t){\displaystyle \frac{𝒬_q(As,Zt)}{𝒬_q(A,Z)}}.`$ (14)
Analogously, the heat capacity ($`=_q/T_V`$) is :
$`C_V`$ $`=`$ $`\beta ^2\{{\displaystyle \underset{s,t}{}}{\displaystyle \underset{s^{^{}},t^{^{}}}{}}<\mathrm{\Delta }(st;s^{^{}}t^{^{}})>_q^{}<\epsilon (s,t)>_q^{}\times `$ (15)
$`\times `$ $`<\epsilon (s^{^{}},t^{^{}})>_q^{}+{\displaystyle \underset{s,t}{}}<N(s,t)>_{q^{}AZ}\times `$ (16)
$`\times `$ $`[<\epsilon ^2(s,t)>_q^{}<\epsilon (s,t)>_q^{}^2]\},`$ (17)
where :
$`<\mathrm{\Delta }(st;s^{^{}}t^{^{}})>_q`$ $``$ $`<N(s,t)N(s^{^{}},t^{^{}})>_{qAZ}`$ (18)
$``$ $`<N(s,t)>_{qAZ}<N(s^{^{}},t^{^{}})>_{qAZ}`$ (19)
and
$`<N(s,t)N(s^{^{}},t^{^{}})>_{qAZ}=`$ (21)
$`𝒵_q(s,t)𝒵_q(s^{^{}},t^{^{}}){\displaystyle \frac{𝒬_q(Ass^{^{}},Ztt^{^{}})}{𝒬_q(A,Z)}}+`$
$`+`$ $`\delta _{ss^{^{}}}\delta _{tt^{^{}}}𝒵_q(s,t){\displaystyle \frac{𝒬_q(As,Zt)}{𝒬_q(A,Z)}}.`$ (22)
Fig. 1 shows the caloric curve for different values of the entropic index $`q1`$ in the above described canonical multifragmentation model. The calculations are done for the system with $`Z=79`$ protons and $`N=118`$ neutrons ($`A=197`$). The free volume is : $`V_f=3A/\rho _0A/\rho _f`$, where $`\rho _0=0.168`$fm<sup>-3</sup>. The excitation energy is : $`E^{}=_q(T,\rho _f)_q(T=0,\rho _0)`$. Curves $`T(E^{}/A)`$ for different $`q`$ are very similar outside of the ’critical zone’ of excitation energies : $`E^{}/A(2.510)`$MeV. On the other hand, a strong sensitivity to even tiny changes of $`q`$ can be seen inside of the ’critical zone’.
This fragility of equilibrium ($`q=1`$) ’critical behavior’ to the small changes of the entropic index can be seen even better in Fig. 2 which shows the specific heat vs the temperature. Increasing of the entropic index $`q`$ is associated with both a significant sharpening of the peak in $`C_V`$ and an increase of the ’critical’ temperature $`T_C`$. Since this increase of $`T_C`$ is accompanied by only a small change of the total excitation energy (see Fig. 1), therefore the kinetic part in the total energy increases with $`q`$. In other words, the multifragmentation in statistical systems with $`q>1`$ takes place in the hotter environment than in the limiting equilibrium case $`q=1`$.
It is an open question whether the correlations for $`q1`$ change the nature of the equilibrium ’phase transition’. Whereas the liquid-gas phase transition is characterized by properties of the largest cluster , the shattering phase transition in off-equilibrium systems is characterized by the multiplicity of fragments . Fig. 3 shows the average multiplicity dependence of the normalized second factorial cumulant moment of the multiplicity distribution : $`\gamma _2=(<m(m1)><m>^2)/<m>^2`$. $`\gamma _2`$ is a measure of the fragment - fragment correlations and equals 0 for the Poisson distribution. One can see strong build up of multiplicity fluctuations with increasing $`q`$ in the ’critical region’. This enhancement of $`\gamma _2`$ is associated with the strong pic in $`C_V`$ as seen in Fig. 2. For $`q=1.001`$, the maximum of $`\gamma _2`$ is comparable with those found in the 2D and 3D percolation systems of comparable size .
The fragment-size distributions $`dN/dA`$ at $`TT_C`$ for different $`q`$ values are shown in Fig. 4. One can see the significant evolution of $`dN/dA`$ with increasing entropic index which, together with the evolution of multiplicity distributions (see Fig. 3), illustrate the change of mechanism of the multifragmentation. At $`T=T_C`$, one finds approximately power-like fragment-size distribution for $`q=1`$, and the persistence of the heaviest residue for $`q>1`$. The ’critical zone’ for $`q>1`$ is associated with the exponential fragment-size distribution. This resembles the critical binary fragmentation with the Gaussian dissipation which is an off-equilibrium process. For $`T/T_C>1`$ and $`q>1`$, the heavy residue explodes into the large number of light fragments and the fragment-size distribution remains exponential.
In conclusion, we have developed the generalization of canonical multifragmentation model in TGSM. This new model provides an alternative way of taking into account expected deviations from the thermodynamical equilibrium due to nonextensive correlations in the multifragmentation process. We see the main advantage of the proposed approach in the correct description of of produced fragments and in the preservation of mathematical structure of thermodynamics. Variability of different signals of equilibrium phase transiton with respect to even small deviations from $`q=1`$, demonstrates that the characterization of nuclear phase transition in terms of finite-size scaling analysis may be hazardous. On the other hand, signals of ’criticality’ in $`q`$-generalized canonical fragmentation model are stronger, what in turn demonstrates the robustness of this ’critical phenomenon’. It is worth mentioning that all considered characteristics change qualitatively with $`q`$ in the ’critical zone’ of excitation energies and one cannot exclude that order of the phase transition changes as well.
The new flexible family of fragmentation models obeying $`q`$-statistics provides a powerful tool in analyzing experimental data and in characterizing possible deviations from idealized equilibrium phase-transition picture in nuclear multifragmentation in terms of the entropic index. This analysis is now in progress.
The work was supported by the CNRS-JINR agreement No 96-28. |
warning/0003/gr-qc0003111.html | ar5iv | text | # Triad representation of the Chern-Simons state in quantum gravity
## I Introduction
After four decades of vigorous research, a consistent quantization of general relativity remains as one of the most fundamental problems in theoretical physics. Aside from string theory , a promising approach to this problem is provided by a *canonical* quantization of gravity. Since early attempts in the sixties , canonical quantum gravity enjoyed a renaissance after Ashtekar’s discovery of complex spin-connection variables , which replaced the metric variables used so far. The new *Ashekar representation* of general relativity turned out to be closely related to a Yang-Mills theory of a local $`SO(3)`$-gauge-group , and therefore many ideas and concepts known from Yang-Mills theory could be carried over to the theory of gravity. In particular, the *loop representation*, which had just been investigated within Yang-Mills theory , furnished yet another representation of general relativity , and, moreover, a remarkable connection between gravity and knot theory . Later on, the loop representation of general relativity advanced to a mathematically rigorous theory within the framework of discretized models of gravity, the so-called quantum spin-networks .
As one crucial advantage of the Ashtekar representation the constraint operators of quantum gravity took a polynomial form in the new spin-connection variables, and explicit solutions were found. Among the different quantum states discussed so far , the *Chern-Simons state* played an outstanding role, since it was the only wavefunctional with a well-defined semiclassical limit.<sup>*</sup><sup>*</sup>* Strictly speaking, this is only true for a non-vanishing cosmological constant, where deSitter-like 4-geometries are described by the semiclassical Chern-Simons state . The case of a vanishing cosmological constant has been investigated by Ezawa in , where it turned out, that the semiclassical 4-geometries will in general suffer from different pathologies. A loop representation of the Chern-Simons state was investigated, and turned out to be closely related to the Kauffman-bracket . Moreover, this particular state was found to make an obvious connection between quantum gravity and topological field theory .
However, a physical interpretation of the Chern-Simons state within the Ashtekar representation implied several problems, which arose from the *reality conditions* underlying Ashtekar’s complex theory of gravity . Different *real* versions of Ashtekar’s theory were suggested , but the corresponding quantum constraint equations turned out to be non-polynomial, lacking the Chern-Simons state as a solution.
Amazingly, a rather natural way to circumvent the problems associated with Ashtekar’s reality conditions has never been investigated: If we would be able to transform the Chern-Simons state from the Ashtekar to the metric representation, the geometrical meaning of the fundamental variables would be obvious, and no further reality conditions would be needed. In addition, also questions concerning the normalizability of the Chern-Simons state are much easier to discuss in the real metric variables, than in the complex Ashtekar spin-connection variables. It is therefore interesting to find an explicit transformation connecting these two representations, and to study the Chern-Simons state in the metric representation.
Recently, we examined this problem in the framework of the *homogeneous* Bianchi-type IX model . As an intermediate step, we introduced the *triad representation* of general relativity, which is trivially connected to the metric representation we were interested in. Then it turned out that the Chern-Simons state in the Ashtekar representation can be transformed to the triad variables by a suitably generalized Fourier transformation. Topologically inequivalent choices for the *complex* integration contour in the Fourier integral gave rise to different, linearly independent quantum states in the triad representation, which all arose from the *one* Chern-Simons state in the Ashtekar variables. We found explicit integral representations for the corresponding states in the triad variables, and gave semiclassical interpretations of the wavefunctions in different asymptotic parameter regimes.
In the present paper, we now want to push these results for the homogeneous model a big step further, and will ask for the corresponding form of the *inhomogeneous* Chern-Simons state in the triad representation. For technical reasons, we will restrict ourselves to model Universes, where the spatial hypersurfaces of constant time are compact and without boundaries, but of arbitrary topology. In order to recover the Chern-Simons state as a quantum state of gravity, we should allow for a non-vanishing cosmological constant, which, by the way, is in complete agreement with current cosmological data .
The rest of this paper is organized as follows: In section II we define our notation and start from the metric representation of classical general relativity. We introduce the triad and the Ashtekar variables, and give new representations of the constraint observables in terms of a single tensor density, which is closely related to the curvature of the Ashtekar spin-connection. A canonical quanization of the theory is performed in section III. Choosing a particular factor ordering for the constraint operators of quantum gravity, we discuss the corresponding operator algebra, and show that it closes without any quantum corrections. The transformation connecting the Ashtekar and the triad representation is explained in detail, and is then used to derive a functional integral representation for the Chern-Simons state in the triad representation. In section IV we study several asymptotic expansions of this functional integral in some physically interesting parameter regimes. In particular, we are interested in the semiclassical form of the Chern-Simons state, which then will allow for a discussion of the semiclassical 4-geometries. A separate subsection IV B 1 is dedicated to the behavior of the Chern-Simons state under large, topologically non-trivial $`SO(3)`$-gauge-transformations. The value of the Chern-Simons state on Bianchi-type homogeneous 3-manifolds is computed and compared with earlier results obtained within the framework of homogeneous models. In section V we define an inner product on the Hilbert space of quantum gravity, which is gauge-fixed with respect to the time-redefinition-invariance, and examine the normalizability of the Chern-Simons state. Finally, we summarize our conclusions in section VI. Three appendices deal with certain technical details. In appendix A, we discuss the solvability of the saddle-point equations, which determine the semiclassical Chern-Simons state, and show how the solutions of these equations correspond to *divergence-free* triads in the limit of a vanishing cosmological constant. In appendix B, then five divergence-free triads are calculated for homogeneous Bianchi-type IX metrics, and the corresonding values of the Chern-Simons state are given. In order to comment on possible boundary conditions satisfied by the Chern-Simons state, a further appendix C deals with the asymptotic behavior of particular semiclassical 4-geometries, which arise for a special class of initial 3-metrics.
## II Triad representation and Ashtekar variables
In order to set the stage and to define our notation let us briefly recall the ADM Hamiltonian formulation of general relativity in terms of the densitized inverse triad $`\stackrel{~}{e}_a^i`$ and its canonically conjugate momentum $`p_{ia}`$. This will be called the triad representation for short .
The most commonly used form of the ADM formulation employs as generalized coordinates the metric tensor $`h_{ij}`$ on a family of space-like 3-manifolds foliating space-time. Alternatively one may also employ the inverse metric tensor $`h^{ij}`$ with $`h^{ij}h_{jk}=\delta _k^i`$, or, what will be done here, the densitized inverse metric
$$\stackrel{~}{\stackrel{~}{a}}^{ij}=hh^{ij}$$
(1)
with $`h=det(h_{ij})`$.Here and in the following densities of positive weight are denoted by an upper, and densities of negative weight by a lower tilde. Then the canonically conjugate momenta $`\stackrel{~}{}\text{ }\pi _{ij}`$, which form a tensor density of weight $`1`$, become
$$\stackrel{~}{}\text{ }\pi _{ij}=\frac{\delta L}{\delta \dot{\stackrel{~}{\stackrel{~}{a}}}^{^{^{ij}}}}=\frac{1}{\gamma \sqrt{h}}K_{ij},$$
(2)
where $`\gamma =16\pi G`$ is a convenient abbreviation containing Newton’s constant $`G`$, and $`K_{ij}`$ is the usual extrinsic curvature describing the embedding of the 3-manifold in space-time. The quantity $`L`$ in (2) is the Lagrangian defined by the Einstein-Hilbert action , in which we include a cosmological term with a cosmological constant $`\mathrm{\Lambda }`$. This choice of variables implies a symplectic structure on phase-space defined by the Poisson-brackets
$`\{\stackrel{~}{\stackrel{~}{a}}^{ij}(x),\stackrel{~}{}\text{ }\pi _k\mathrm{}(y)\}=\frac{1}{2}\left(\delta _k^i\delta _{\mathrm{}}^j+\delta _{\mathrm{}}^i\delta _k^j\right)\delta ^3(xy),`$ (3)
$`\{\stackrel{~}{\stackrel{~}{a}}^{ij}(x),\stackrel{~}{\stackrel{~}{a}}^k\mathrm{}(y)\}=0=\{\stackrel{~}{}\text{ }\pi _{ij}(x),\stackrel{~}{}\text{ }\pi _k\mathrm{}(y)\}.`$ (4)
Indices $`i,j`$ will be raised and lowered by $`h^{ij}`$ and its inverse. In order to move on to the triad representation let us introduce the densitized inverse triad $`\stackrel{~}{e}_a^i`$ via
$$\stackrel{~}{e}_a^i\stackrel{~}{e}_a^j=\stackrel{~}{\stackrel{~}{a}}^{ij},$$
(5)
and define an enlarged phase-space by introducing canonically conjugate momenta $`p_{ia}`$ of the $`\stackrel{~}{e}_a^i`$ with Poisson-brackets
$`\{\stackrel{~}{e}_a^i(x),p_{jb}(y)\}=\delta _j^i\delta _{ab}\delta ^3(xy),`$ (6)
$`\{p_{ia}(x),p_{jb}(y)\}=0.`$ (7)
In the following we shall also make use of the triad 1-forms $`e_{ia}`$ and the triad vectors $`e_a^i=\stackrel{~}{e}_a^i/\sqrt{h}`$. In order to guarantee that (4) is compatible with (5), (7), we relate $`\stackrel{~}{}\text{ }\pi _{ij}`$ to $`p_{ja}`$ via
$$\stackrel{~}{}\text{ }\pi _{ij}=\frac{1}{2\sqrt{h}}e_{ia}p_{ja},$$
(8)
which serves to satisfy the first of eqs. (4). Furthermore we introduce the three additional constraints
$$\stackrel{~}{𝒥}_a:=\epsilon _{abc}\stackrel{~}{e}_b^ip_{ic}\stackrel{!}{=}0.$$
(9)
Here the Levi-Cevitta tensor $`\epsilon _{abc}`$ is defined by
$$\epsilon _{abc}:=\epsilon (e_{ia})[abc],$$
(10)
where $`\epsilon (e_{ia})\{\pm 1\}`$ measures the orientation of the triad $`e_{ia}`$, and $`[abc]`$ is the totally antisymmetric Levi-Cevitta symbol normalized such that $`[123]=+1`$. On the constraint hypersurface defined by (9) the quantity $`\stackrel{~}{}\text{ }\pi _{ij}`$ defined by (8) is easily checked to be symmetric in $`i`$, $`j`$ as required by (2) and to satisfy the last of eqs. (4).
The ADM-Hamiltonian
$$H^{\mathrm{ADM}}=d^3x\left(N\stackrel{~}{}_0^{\mathrm{ADM}}+N^i\stackrel{~}{}_i\right)$$
(11)
with Lagrangian parameters $`N`$, $`N^i`$ and constraints $`\stackrel{~}{}_0^{\mathrm{ADM}}`$, $`\stackrel{~}{}_i`$ given in terms of $`\stackrel{~}{\stackrel{~}{a}}^{ij}`$, $`\stackrel{~}{}\text{ }\pi _{ij}`$ is easily rewritten in terms of the triad representation using eqs. (5), (8). This yields (cf. )
$$\stackrel{~}{}_0^{\mathrm{ADM}}=\frac{\gamma }{4}e_{ia}\stackrel{~}{\epsilon }^{ijk}\epsilon _{abc}p_{jb}p_{kc}+\frac{1}{\gamma }e_{ia}\stackrel{~}{\epsilon }^{ijk}F_{jka}+\frac{2\mathrm{\Lambda }}{\gamma }\sqrt{h},$$
$$\stackrel{~}{}_i=_j\left(\stackrel{~}{e}_a^jp_{ia}\right)\stackrel{~}{e}_a^j_ip_{ja},$$
(12)
where $`\stackrel{~}{\epsilon }^{ijk}`$ is the spatial Levi-Cevitta tensor density, With our definition of $`\epsilon _{abc}`$ in (10) the spatial Levi-Cevitta tensor density is naturally obtained as $`\stackrel{~}{\epsilon }^{ijk}=\sqrt{h}\epsilon _{abc}e_a^ie_b^je_c^k`$. and $`F_{jka}=_j\omega _{ka}_k\omega _{ja}+\epsilon _{abc}\omega _{jb}\omega _{kc}`$ is the curvature of the Riemannian spin-connection $`\omega _{ia}=\frac{1}{2}\epsilon _{abc}e_{jb}_ie_{}^{j}{}_{c}{}^{}`$. The additional constraints (9) must of course be added to the Hamiltonian (11) with new Lagrangian parameters $`\mathrm{\Omega }_a`$.
The introduction of the complex Ashtekar variables
$$𝒜_{ia}=\omega _{ia}\pm \frac{i\gamma }{2}p_{ia}$$
(13)
instead of the canonical momenta $`p_{ia}`$ is now convenient in order to simplify the constraints. In the framework of this paper we shall use the variables $`𝒜_{ia}`$ just as auxiliary quantities. In eq. (13) either “+” or “-” may be chosen, but we will keep this option open by using both signs together. The two choices are classically equivalent, but lead to inequivalent quantizations in the quantum theory. The Poisson-brackets in the new variables then take the form
$$\{\stackrel{~}{e}_a^i(x),𝒜_{jb}(y)\}=\pm \frac{i\gamma }{2}\delta _j^i\delta _{ab}\delta ^3(xy),$$
(14)
$$\{𝒜_{ia}(x),𝒜_{jb}(y)\}=0.$$
(15)
The second of these relations follows from the fact that the Riemannian spin-connection $`\omega _{ia}`$ can be expressed as
$$\omega _{ia}=\frac{\delta \varphi }{\delta \stackrel{~}{e}_a^i}$$
(16)
with
$$\varphi :=\frac{1}{2}d^3x\stackrel{~}{\epsilon }^{ijk}e_{ia}_je_{ka}.$$
(17)
Employing $`𝒜_{ia}`$ as a new and complex spin-connection it is convenient to use also its associated curvature
$$_{ija}=_i𝒜_{ja}_j𝒜_{ia}+\epsilon _{abc}𝒜_{ib}𝒜_{jc}.$$
(18)
Then the constraints take the more pleasing form (cf. )
$$\stackrel{~}{}_0^{\mathrm{ADM}}\stackrel{~}{}_0i_i\left(e_a^i\stackrel{~}{𝒥}_a\right)\stackrel{!}{=}0,$$
(19)
with
$$\stackrel{~}{}_0=\frac{1}{\gamma }e_{ia}\left[\stackrel{~}{\epsilon }^{ijk}_{jka}+\frac{2}{3}\mathrm{\Lambda }\stackrel{~}{e}_a^i\right],$$
(20)
$$\stackrel{~}{}_i\frac{2i}{\gamma }\left[\stackrel{~}{e}_a^j_j𝒜_{ia}\stackrel{~}{e}_a^j_i𝒜_{ja}+𝒜_{ia}_j\stackrel{~}{e}_a^j\right]\stackrel{!}{=}0,$$
(21)
$$\stackrel{~}{𝒥}_a\pm \frac{2i}{\gamma }\left[_i\stackrel{~}{e}_a^i+\epsilon _{abc}\stackrel{~}{e}_c^i𝒜_{ib}\right]\stackrel{!}{=}0,$$
(22)
and the Hamiltonian
$$H=d^3x\left(N\stackrel{~}{}_0+N^i\stackrel{~}{}_i+\mathrm{\Omega }_a\stackrel{~}{𝒥}_a\right),$$
(23)
endowed with the symplectic structure (14), (15), is dynamically equivalent to the ADM-Hamiltonian (11). In fact, as long as $`\mathrm{\Lambda }0`$, the constraints (20) - (22) can all be expressed in terms of the single tensor density $`\stackrel{~}{𝒢}_{\mathrm{\Lambda },a}^i`$ defined by
$$\stackrel{~}{𝒢}_{\mathrm{\Lambda },a}^i=\frac{1}{2}\stackrel{~}{\epsilon }^{ijk}_{jka}+\frac{1}{3}\mathrm{\Lambda }\stackrel{~}{e}_a^i,$$
(24)
namely
$$\stackrel{~}{}_0\frac{2}{\gamma }e_{ia}\stackrel{~}{𝒢}_{\mathrm{\Lambda },a}^i\stackrel{!}{=}0,$$
(25)
$$\stackrel{~}{}_i=\pm \frac{2i}{\gamma }\stackrel{~}{}\text{ }\epsilon _{ijk}\stackrel{~}{e}_a^j\stackrel{~}{𝒢}_{\mathrm{\Lambda },a}^k𝒜_{ia}\stackrel{~}{𝒥}_a\stackrel{!}{=}0,$$
(26)
$$\stackrel{~}{𝒥}_a=\pm \frac{6i}{\gamma \mathrm{\Lambda }}𝒟_i\stackrel{~}{𝒢}_{\mathrm{\Lambda },a}^i\stackrel{!}{=}0,$$
(27)
where $`𝒟_i`$ is the covariant derivative with respect to the connection $`𝒜_{ia}`$. For $`\mathrm{\Lambda }=0`$ the relation of the constraint $`\stackrel{~}{𝒥}_a`$ with $`\stackrel{~}{𝒢}_{\mathrm{\Lambda },a}^i`$ is lost. A simple way to satisfy all the constraints (25)-(27) for $`\mathrm{\Lambda }0`$ is to restrict the phase space by the nine conditions
$$\stackrel{~}{𝒢}_{\mathrm{\Lambda },a}^i\stackrel{!}{=}0.$$
(28)
Eqs. (28) are more restrictive than the seven eqs. (25)-(27) which they imply, i.e. we can only hope to get special solutions in this manner. Remarkably, eqs. (28), if imposed as initial conditions, remain satisfied for all times under the time evolution generated by the Hamiltonian (23). This follows from the Poisson-brackets
$$\{d^3xN^i\stackrel{~}{}_i,d^3y\lambda _{ja}\stackrel{~}{𝒢}_{\mathrm{\Lambda },a}^j\}=d^3z\left(N^i_i\lambda _{ja}+\lambda _{ia}_jN^i\right)\stackrel{~}{𝒢}_{\mathrm{\Lambda },a}^j,$$
(29)
$$\{d^3x\mathrm{\Omega }_a\stackrel{~}{𝒥}_a,d^3y\lambda _{jb}\stackrel{~}{𝒢}_{\mathrm{\Lambda },b}^j\}=d^3z\mathrm{\Omega }_a\epsilon _{abc}\lambda _{jb}\stackrel{~}{𝒢}_{\mathrm{\Lambda },c}^j,$$
(30)
$$\{d^3xN\stackrel{~}{}_0,d^3y\lambda _{ja}\stackrel{~}{𝒢}_{\mathrm{\Lambda },a}^j\}=\pm \frac{i}{2}d^3z\frac{N}{\sqrt{h}}\left(e_{ia}e_{jb}2e_{ib}e_{ja}\right)\stackrel{~}{\epsilon }^{jk\mathrm{}}𝒟_k\lambda _\mathrm{}b\stackrel{~}{𝒢}_{\mathrm{\Lambda },a}^i,$$
(31)
which may be verified with some labor using eqs. (24) and (25)-(27). They imply that on the subspace $`\stackrel{~}{𝒢}_{\mathrm{\Lambda },a}^i=0`$ of phase-space
$$\{H,\stackrel{~}{𝒢}_{\mathrm{\Lambda },a}^i\}=0,$$
(32)
i.e. this subspace is conserved.
The equations (28) bear a superficial formal similarity to Einstein’s field equations
$$G_{\mathrm{\Lambda },\nu }^\mu :=G_{}^{\mu }{}_{\nu }{}^{}+\mathrm{\Lambda }\delta _\nu ^\mu =0$$
(33)
in 4 space-time dimensions ($`\mu ,\nu =0,1,2,3`$) with the 4-dimensional Einstein-tensor $`G_{}^{\mu }{}_{\nu }{}^{}`$ satisfying the Bianchi-identity
$$_\mu G_{}^{\mu }{}_{\nu }{}^{}0$$
(34)
and also $`_\mu G_{\mathrm{\Lambda },\nu }^\mu =0`$, because the affine connection satisfies the metric postulate. Since $`\stackrel{~}{𝒢}_{\mathrm{\Lambda },a}^i`$ similarly decomposes in a curvature part satisfying a Bianchi-identity
$$𝒟_i\left(\stackrel{~}{\epsilon }^{ijk}_{jka}\right)0,$$
(35)
and a cosmological term proportional to $`\mathrm{\Lambda }`$ it is a three-dimensional analog of $`G_{\mathrm{\Lambda },\nu }^\mu `$. The analogy extends even to $`𝒟_i\stackrel{~}{𝒢}_{\mathrm{\Lambda },a}^i=0`$, which holds due to the Bianchi-identity but requires in addition for the constraint (22). However, it has to be kept in mind that the spin-connection $`𝒜_{ia}`$ and the densitized inverse triad $`\stackrel{~}{e}_a^i`$ in $`\stackrel{~}{𝒢}_{\mathrm{\Lambda },a}^i`$ are still independent variables. The equations (28) therefore are not a closed set of field equations on the spatial manifolds.
## III Quantization
Canonical quantization in the triad representation is achieved by imposing the commutation relations
$$[\stackrel{~}{e}_a^i(x),p_{jb}(y)]=i\mathrm{}\delta _j^i\delta _{ab}\delta ^3(xy)$$
(36)
and representing $`p_{ia}(x)`$ as
$$p_{ia}=\frac{\mathrm{}}{i}\frac{\delta }{\delta \stackrel{~}{e}_a^i(x)}.$$
(37)
This implies for the $`𝒜_{ia}`$ the representation
$$𝒜_{ia}(x)=\omega _{ia}(x)\pm \frac{\gamma \mathrm{}}{2}\frac{\delta }{\delta \stackrel{~}{e}_a^i(x)},$$
(38)
where $`\omega _{ia}(x)`$, given by (16), (17) is a functional of $`\stackrel{~}{e}_b^j(y)`$ and a diagonal operator in this representation. We now have to choose a special factor ordering in the constraint operators $`\stackrel{~}{𝒥}_a`$, $`\stackrel{~}{}_i`$ and $`\stackrel{~}{}_0`$. It turns out that $`\stackrel{~}{𝒥}_a`$ does not suffer from an ordering ambiguity. We choose the factor ordering in $`\stackrel{~}{}_0`$ and $`\stackrel{~}{}_i`$ as given in (20) and (21) in order to achieve closure of the algebra of the generators. Explicitly, the generators are then given by eqs. (20)-(22) or eqs. (25)-(27) with the ordering of $`\stackrel{~}{e}_a^i`$, $`𝒜_{jb}`$ given there. The algebra of the infinitesimal generators is obtained as<sup>§</sup><sup>§</sup>§The algebra of the constraint operators has been discussed intensively in the literature, see e.g. . The factor ordering and the corresponding operator algebra considered here are in agreement with Ashtekar’s results in .
$$[d^3x\xi ^i\stackrel{~}{}_i,d^3y\phi _a\stackrel{~}{𝒥}_a]=i\mathrm{}d^3z\left(\xi ^i_i\phi _a\right)\stackrel{~}{𝒥}_a,$$
(39)
$$[d^3x\xi ^i\stackrel{~}{}_i,d^3y\eta ^j\stackrel{~}{}_j]=i\mathrm{}d^3z\left(\xi ^i_i\eta ^j\eta ^i_i\xi ^j\right)\stackrel{~}{}_j,$$
(40)
$$[d^3x\phi _a\stackrel{~}{𝒥}_a,d^3y\psi _b\stackrel{~}{𝒥}_b]=i\mathrm{}d^3z\epsilon _{abc}\phi _a\psi _b\stackrel{~}{𝒥}_c,$$
(41)
$$[d^3x\phi _a\stackrel{~}{𝒥}_a,d^3yN\stackrel{~}{}_0]=0,$$
(42)
$$[d^3x\xi ^i\stackrel{~}{}_i,d^3yN\stackrel{~}{}_0]=i\mathrm{}d^3z\left(\xi ^i_iN\right)\stackrel{~}{}_0,$$
(43)
$$[d^3xN\stackrel{~}{}_0,d^3yM\stackrel{~}{}_0]=i\mathrm{}d^3z\left(N_iMM_iN\right)h^{ij}\left(\stackrel{~}{}_j+𝒜_{ja}\stackrel{~}{𝒥}_a\right).$$
(44)
On the right hand side of these equations all generators appear on the right, which means that the algebra closes, at least formally (i.e. in the absence of any regularization procedure), without any quantum corrections.
Following Dirac , physical states $`\mathrm{\Psi }[\stackrel{~}{e}_a^i]`$ must satisfy
$`\stackrel{~}{𝒥}_a\mathrm{\Psi }[\stackrel{~}{e}_a^i]`$ $`\stackrel{!}{=}0`$ $`\text{Lorentz invariance},`$ (45)
$`\stackrel{~}{}_i\mathrm{\Psi }[\stackrel{~}{e}_a^i]`$ $`\stackrel{!}{=}0`$ $`\text{diffeomorphism invariance},`$ (46)
$`\stackrel{~}{}_0\mathrm{\Psi }[\stackrel{~}{e}_a^i]`$ $`\stackrel{!}{=}0`$ $`\text{time-redefinition invariance}.`$ (47)
Moreover, since the Lorentz constraint (45) guarantees only invariance under local $`SO(3)`$-gauge-transformations of the triad $`\stackrel{~}{e}_a^i`$, while the full symmetry group is given by $`O(3)`$, we further have to impose a discrete, global parity requirement
$$𝒫\mathrm{\Psi }[\stackrel{~}{e}_a^i]:=\mathrm{\Psi }[\stackrel{~}{e}_a^i]\stackrel{!}{=}+\mathrm{\Psi }[\stackrel{~}{e}_a^i],$$
(48)
where $`𝒫`$ denotes the parity operator acting on functionals of the triad.
As in the classical theory, the constraints (45)-(47) on physical states are all satisfied if the stronger conditions
$$\stackrel{~}{𝒢}_{\mathrm{\Lambda },a}^i\mathrm{\Psi }[\stackrel{~}{e}_a^i]\stackrel{!}{=}0$$
(49)
hold, where $`\stackrel{~}{𝒢}_{\mathrm{\Lambda },a}^i`$ is the tensor density defined by eqs. (24), (18) in terms of the operators $`\stackrel{~}{e}_a^i`$ and $`𝒜_{ia}`$ given by eqs. (5), (13). Remarkably, the quantum operators $`\stackrel{~}{𝒢}_{\mathrm{\Lambda },a}^i`$ turn out to commute among themselves. It can be seen from eqs. (25)-(27), which must now be read as operator equations, that eqs. (45)-(47) are implied by (49). The subspace of physical states satisfying (49) is the quantum version of the invariant subspace of classical phase-space defined by eqs. (28).
To find the solutions of eqs. (49) it is useful to proceed in two steps. First, it is convenient to perform a similarity transformation (cf. )
$$\mathrm{\Psi }=\mathrm{exp}\left[\frac{2}{\gamma \mathrm{}}\varphi \right]\mathrm{\Psi }^{},$$
(50)
where $`\varphi `$ was defined in eq. (17). Under this transformation, the operators $`𝒜_{ia}`$ according to (38) transform like
$$\mathrm{exp}\left[\pm \frac{2}{\gamma \mathrm{}}\varphi \right]𝒜_{ia}\mathrm{exp}\left[\frac{2}{\gamma \mathrm{}}\varphi \right]=\pm \frac{\gamma \mathrm{}}{2}\frac{\delta }{\delta \stackrel{~}{e}_a^i},$$
(51)
and eq. (49) becomes explicitly
$$\left[\stackrel{~}{\epsilon }^{imn}\left(\pm \gamma \mathrm{}_m\frac{\delta }{\delta \stackrel{~}{e}_a^n}+\frac{\gamma ^2\mathrm{}^2}{4}\epsilon _{abc}\frac{\delta ^2}{\delta \stackrel{~}{e}_b^m\delta \stackrel{~}{e}_c^n}\right)+\frac{2\mathrm{\Lambda }}{3}\stackrel{~}{e}_a^i\right]\mathrm{\Psi }^{}=0.$$
(52)
As a second step, we now consider a representation of $`\mathrm{\Psi }^{}[\stackrel{~}{e}_a^i]`$ by a generalized Fourier integral
$$\mathrm{\Psi }^{}[\stackrel{~}{e}_a^i]=_\mathrm{\Gamma }𝒟^9[𝒜_{ia}]\mathrm{exp}\left[\pm \frac{2}{\gamma \mathrm{}}d^3x\stackrel{~}{e}_a^i𝒜_{ia}\right]\stackrel{~}{\mathrm{\Psi }}[𝒜_{ia}]$$
(53)
where the complex integration manifold $`\mathrm{\Gamma }`$ is chosen in such a way that partial integrations with respect to $`𝒜_{ia}`$ are permitted without any boundary terms. Besides these restrictions, $`\mathrm{\Gamma }`$ may be chosen arbitrarily to guarantee the existence of the functional integral (53) (cf. discussions of the homogeneous Bianchi IX model ). Different choices of $`\mathrm{\Gamma }`$ within these restrictions, which cannot be deformed into each other continuosly without crossing a singularity of the integrand, will, in general, correspond to different solutions. Under the transformation (53) the fundamental operators $`𝒜_{ia}`$, $`\stackrel{~}{e}_a^i`$ transform like
$$\stackrel{~}{e}_a^i\mathrm{\Psi }^{}\frac{\gamma \mathrm{}}{2}\frac{\delta \stackrel{~}{\mathrm{\Psi }}}{\delta 𝒜_{ia}},\frac{\delta \mathrm{\Psi }^{}}{\delta \stackrel{~}{e}_a^i}\pm \frac{2}{\gamma \mathrm{}}𝒜_{ia}\stackrel{~}{\mathrm{\Psi }},$$
(54)
and equation (52) becomes
$$\left[\stackrel{~}{\epsilon }^{ijk}_{jka}\frac{\gamma \mathrm{}\mathrm{\Lambda }}{3}\frac{\delta }{\delta 𝒜_{ia}}\right]\stackrel{~}{\mathrm{\Psi }}=0.$$
(55)
Up to a normalization factor $`𝒩`$, the unique solution of (55) is the Chern-Simons state (cf. )
$$\stackrel{~}{\mathrm{\Psi }}_{\mathrm{CS}}[𝒜_{ia}]=𝒩\mathrm{exp}\left[\pm \frac{3}{\gamma \mathrm{}\mathrm{\Lambda }}𝒮_{\mathrm{CS}}[𝒜_{ia}]\right]$$
(56)
with the Chern-Simons functional
$$𝒮_{\mathrm{CS}}[𝒜_{ia}]=d^3x\stackrel{~}{\epsilon }^{ijk}\left(𝒜_{ia}_j𝒜_{ka}+\frac{1}{3}\epsilon _{abc}𝒜_{ia}𝒜_{jb}𝒜_{kc}\right).$$
(57)
In the $`\stackrel{~}{e}_a^i`$-representation the corresponding wavefunctional is given by
$$\mathrm{\Psi }_{\mathrm{CS}}[\stackrel{~}{e}_a^i]=𝒩_\mathrm{\Gamma }𝒟^9[𝒜_{ia}]\mathrm{exp}\left[\pm \frac{1}{\gamma \mathrm{}}\left(d^3x\stackrel{~}{\epsilon }^{ijk}e_{ia}𝒟_je_{ka}+\frac{3}{\mathrm{\Lambda }}𝒮_{\mathrm{CS}}[𝒜_{ia}]\right)\right].$$
(58)
The state (58) is obviously diffeomorphism-invariant, and it is also gauge-invariant under sufficiently small gauge-transformations (i.e. those which are continuously connected to the identical transformation):Here and in the following, we shall refer to the $`SO(3)`$-gauge-invariance just as “gauge-invariance” for short. The diffeomorphism- and the time-redefinition-invariance, which are of course inherent gauge-symmetries of the theory as well, will allways be mentioned separately. The contribution from the similarity transformation (51) and the Fourier term from (53) fit perfectly together to give the first gauge-invariant term in the exponent of (58), while the second term proportional to $`𝒮_{\mathrm{CS}}`$ is a well-known gauge-invariant functional. The wavefunctional $`\mathrm{\Psi }_{\mathrm{CS}}[\stackrel{~}{e}_a^i]`$ given in (58) further turns out to be parity invariant, as it was required by the condition (48).
However, for a trivial choice of the prefactor $`𝒩`$ in (58) the state $`\mathrm{\Psi }_{\mathrm{CS}}[\stackrel{~}{e}_a^i]`$ *fails* to be invariant under *large* gauge-transformations of the triad, since the Chern-Simons functional in (58) transforms non-trivially under such transformations (cf. ). At this point it is helpful to notice that the prefactor $`𝒩`$ in (58), underlying the only restriction
$$\frac{\delta 𝒩}{\delta \stackrel{~}{e}_a^i}\stackrel{!}{=}0,$$
(59)
is just required to be constant under *infinitesimal* variations of $`\stackrel{~}{e}_a^i`$, while it may still depend on topological invariants of the triad. In section IV B 1 we will make use of this remarkable freedom, choosing the normalization factor $`𝒩`$ in such a way that the state $`\mathrm{\Psi }_{\mathrm{CS}}[\stackrel{~}{e}_a^i]`$ becomes invariant even under large gauge-transformations of the triad with a non-trivial winding number.
Unfortunately, the integration manifold $`\mathrm{\Gamma }`$ in eq. (58) can not be given explicitly, but we will argue that several topologically inequivalent choices for $`\mathrm{\Gamma }`$ do exist, which give rise to linearly independent quantum states $`\mathrm{\Psi }_{\mathrm{CS}}[\stackrel{~}{e}_a^i]`$. These different states in the $`\stackrel{~}{e}_a^i`$-representation arise all from the *one* Chern-Simons state in the $`𝒜_{ia}`$-representation, a phenomenon which is well-known from discussions of the homogeneous Bianchi IX model in earlier papers . Together these states span the subspace of physical states corresponding to the invariant subspace of phase-space defined classically by $`\stackrel{~}{𝒢}_{\mathrm{\Lambda },a}^i=0`$.
## IV Asymptotic expansions of the Chern-Simons state
Since the functional integral occuring in the $`\stackrel{~}{e}_a^i`$-representation of the Chern-Simons state (58) is too complicated to be performed analytically, we will restrict ourselves to an asymptotic evaluation of the wavefunctional (58) in several interesting parameter regimes. The possible different asymptotic regimes can be displayed by rewriting the Chern-Simons state (58) in dimensionless quantities. Therefore, we introduce the three fundamental length-scales of the theory, namely the Planck-scale
$$a_{\mathrm{Pl}}:=\sqrt{\gamma \mathrm{}},$$
(60)
the cosmological scale parameter
$$a_{\mathrm{cos}}:=\left(d^3x\sqrt{h}\right)^{1/3}$$
(61)
and a third length-scale, which is associated with the cosmological constant $`\mathrm{\Lambda }`$:
$$a_\mathrm{\Lambda }:=\sqrt{\frac{3}{\mathrm{\Lambda }}}.$$
(62)
These three length-scales give rise to the definition of two dimensionless parameters, for example
$$\kappa :=\left(\frac{a_{\mathrm{cos}}}{a_\mathrm{\Lambda }}\right)^2=\frac{\mathrm{\Lambda }}{3}a_{\mathrm{cos}}^2,\mu :=\left(\frac{a_{\mathrm{cos}}}{a_{\mathrm{Pl}}}\right)^2=\frac{a_{\mathrm{cos}}^2}{\gamma \mathrm{}}.$$
(63)
Moreover, we may rescale the triad fields with the help of the cosmological scale parameter $`a_{\mathrm{cos}}`$ to arrive at dimensionless field variables denoted by a prime: By definition, the Ashtekar variables $`𝒜_{ia}`$ carry no dimension and need not to be rescaled.
$$e_{ia}^{}=a_{\mathrm{cos}}^1e_{ia},\stackrel{~}{e}_a^i=a_{\mathrm{cos}}^2\stackrel{~}{e}_{}^{i}{}_{a}{}^{},\sqrt{h^{}}=a_{\mathrm{cos}}^3\sqrt{h}.$$
(64)
Making use of eqs. (60)-(64) the Chern-Simons state (58) reduces to the form
$$\mathrm{\Psi }_{\mathrm{CS}}[\stackrel{~}{e}_a^i]=𝒩_\mathrm{\Gamma }𝒟^9[𝒜_{ia}]\mathrm{exp}\left[\pm \mu F\right],$$
(65)
where the exponent $`F`$ is defined by
$$F:=d^3x\stackrel{~}{\epsilon }^{ijk}e_{ia}^{}𝒟_je_{ka}^{}+\frac{1}{\kappa }𝒮_{\mathrm{CS}}[𝒜_{ia}].$$
(66)
### A The semiclassical limit $`\mu \mathrm{}`$
Because of the Gaussian saddle-point form of (65) with respect to the parameter $`\mu `$ it is natural to study the limit $`\mu \mathrm{}`$ first. This limit corresponds to the regime $`a_{\mathrm{cos}}a_{\mathrm{Pl}}`$, and also to the formal limit $`\mathrm{}0`$ (cf. eq. (63)), so we shall refer to it as the *semiclassical* limit for short. In the limit $`\mu \mathrm{}`$ the asymptotic form of the integral (65) becomes in leading order of $`\mu `$
$$\mathrm{\Psi }_{\mathrm{CS}}[\stackrel{~}{e}_a^i]\stackrel{\mu \mathrm{}}{}𝒩\left|\frac{\mu \delta ^2F}{\delta 𝒜_{ia}(x)\delta 𝒜_{jb}(y)}\right|^{\frac{1}{2}}\mathrm{exp}\left[\pm \mu F\right],$$
(67)
where an infinite prefactor in (67) has been omitted. The asymptotic expression (67) has to be evaluated at a saddle-point of the exponent $`F`$ with respect to $`𝒜_{ia}`$, which is obtained by solving the saddle-point equations
$$\frac{\delta F}{\delta 𝒜_{ia}}=2\stackrel{~}{e}_a^i+\frac{1}{\kappa }\stackrel{~}{\epsilon }^{ijk}_{jka}\stackrel{!}{=}0.$$
(68)
The equations (68) more explicitly take the form
$$\stackrel{~}{\epsilon }^{ijk}\left(_j𝒜_{ka}+\frac{1}{2}\epsilon _{abc}𝒜_{jb}𝒜_{kc}\right)=\frac{\mathrm{\Lambda }}{3}\stackrel{~}{e}_a^i,$$
(69)
and coincide with the classical equations $`\stackrel{~}{𝒢}_{\mathrm{\Lambda },a}^i=0`$ as they should, since the latter constitute the classical limit of the gravitational Chern-Simons state. The saddle-point equations (69) must be read as determining implicitly the complex spin-connection $`𝒜_{ia}`$ for any given real triad $`\stackrel{~}{e}_a^i`$, for which we wish to evaluate $`\mathrm{\Psi }_{\mathrm{CS}}[\stackrel{~}{e}_a^i]`$. Since $`\stackrel{~}{e}_a^i`$ carries information about the coordinate system and the local $`SO(3)`$-gauge-degrees of freedom, the solutions $`𝒜_{ia}`$ of (69) for a *given* triad $`\stackrel{~}{e}_a^i`$ have *no* further gauge-freedom. This is why we expect a discrete, finite set of solutions $`𝒜_{ia}`$ of (69) for a fixed triad $`\stackrel{~}{e}_a^i`$. A detailed mathematical discussion of the solvability properties of the semiclassical saddle-point equation (69) will be given in appendix A 1.
For a fixed triad $`\stackrel{~}{e}_a^i`$ the number of the different gauge-fields $`𝒜_{ia}`$ solving (69) will depend on the topology of the spatial manifold $`_3`$: For example, if $`_3`$ has the topology of the 3-sphere $`S^3`$, five distinct solutions $`𝒜_{ia}`$ of the corresponding saddle-point equations are found for spatially *homogeneous* 3-manifolds, which are described by the Bianchi IX model (cf. ). It follows from the arguments given in appendix A 1, that this number of saddle-points is preserved under sufficiently small inhomogeneous perturbations of the triad $`\stackrel{~}{e}_a^i`$. We therefore find *five* physically inequivalent solutions $`𝒜_{ia}`$ in this case. If we consider manifolds $`_3`$ with the topology of the 3-torus $`T^3`$, the subset of homogeneous manifolds is described by the Bianchi I model, restricting the number of independent solutions $`𝒜_{ia}`$ of (69) to be *two*, as in this homogeneous model. Considering other topologies of $`_3`$, the number of inequivalent saddle-points will differ further. However, we will see in subsection IV B that, for *any* given topology of the spatial 3-manifold $`_3`$, the number of distinct saddle-points $`𝒜_{ia}`$ of (69) should *at least* be two.
Given a topology of $`_3`$ and a saddle-point solution $`𝒜_{ia}`$ of (69), the evaluation of (67) at this saddle-point gives a possible semiclassical contribution to the Chern-Simons state $`\mathrm{\Psi }_{\mathrm{CS}}[\stackrel{~}{e}_a^i]`$ in the limit $`\mu \mathrm{}`$. It will depend on the choice of the integration contour $`\mathrm{\Gamma }`$ in (65) whether this particular saddle-point contributes to the functional integral or not. Under gauge- or coordinate- transformations of the triad $`\stackrel{~}{e}_a^i`$ the fixed solution $`𝒜_{ia}`$ of (69) transforms like a spin-connection, since (69) is a coordinate- and gauge-covariant equation. Consequently, the semiclassical expression (67) remains unchanged under (sufficiently small) gauge-transformations, as it indeed must be the case, since $`\mathrm{\Psi }_{\mathrm{CS}}`$, also for $`\mu \mathrm{}`$, was constructed as as a coordinate- and gauge-invariant state. Therefore, we may solve the equations (69) in any desired gauge for $`\stackrel{~}{e}_a^i`$, fixing automatically a gauge for the solutions $`𝒜_{ia}`$.
Any *possible* saddle-point contribution (67) for a given saddle-point $`𝒜_{ia}`$ can be chosen to become the *dominant* contribution to the functional integral in (65) in the limit $`\mu \mathrm{}`$ by choosing the complex integration manifold $`\mathrm{\Gamma }`$ suitably. So the number of linearly independent semiclassical wavefunctionals $`\mathrm{\Psi }_{\mathrm{CS}}[\stackrel{~}{e}_a^i]`$ equals the number of inequivalent saddle-points $`𝒜_{ia}`$ of (69). This is also the number of linearly independent *exact* wavefunctionals $`\mathrm{\Psi }_{\mathrm{CS}}[\stackrel{~}{e}_a^i]`$, because the complex integration manifold $`\mathrm{\Gamma }`$, constructed as a contour of steepest descend to a given saddle-point $`𝒜_{ia}`$, satisfies the requirements for $`\mathrm{\Gamma }`$ in eq. (53) and may therefore be used to define an exact wavefunctional (65). We conclude that the *one* Chern-Simons state (56) in the complex Ashtekar representation generates a discrete, finite set of linearly independent gravitational states in the real triad representation, which differ by the topology of the integration manifolds $`\mathrm{\Gamma }`$ connecting the two representations via (53). The number of the different Chern-Simons states in the $`\stackrel{~}{e}_a^i`$-representation depends on the topology of the spatial manifold $`_3`$ and should at least be *two*.
We will now try to construct explicit solutions $`𝒜_{ia}`$ of the non-linear, partial differential equations (69). In general, analytical solutions of this complicated set of equations are not available, so we will restrict ourselves to asymptotic solutions in the two different limits $`\kappa \mathrm{}`$ and $`\kappa 0`$, which will be treated in sections IV B and IV C, respectively.
### B The limit of large scale parameter $`\mu \mathrm{},\kappa \mathrm{}`$
According to our definition of the parameters $`\mu `$ and $`\kappa `$ in eq. (63), the limit $`\kappa \mathrm{}`$ within the semiclassical limit $`\mu \mathrm{}`$ can be realized by taking the scale parameter $`a_{\mathrm{cos}}`$ of the spatial manifold sufficiently large, $`a_{\mathrm{cos}}a_{\mathrm{Pl}},a_\mathrm{\Lambda }`$. In this special asymptotic regime, solutions of (69) can be found by inserting the ansatz
$$𝒜_{ia}\stackrel{\kappa \mathrm{}}{}\sqrt{\kappa }c_{ia}^{(0)}+𝒪(\kappa ^0)$$
(70)
into the saddle-point equations
$$\stackrel{~}{\epsilon }^{ijk}\left(_j𝒜_{ka}+\frac{1}{2}\epsilon _{abc}𝒜_{jb}𝒜_{kc}\right)=\kappa \stackrel{~}{e}_a^i.$$
(71)
Then we find the two solutions
$$c_{ia}^{(0)}=\pm ie_{ia}^{},$$
(72)
or, equivalently,
$$𝒜_{ia}\stackrel{\kappa \mathrm{}}{}\pm i\sqrt{\frac{\mathrm{\Lambda }}{3}}e_{ia}+𝒪(\kappa ^0).$$
(73)
We should stress that the two signs occurring in (72), (73) are *independent* of the double sign in (13), i.e. for both possible definitions (13) of the Ashtekar variables we find two independent, complex conjugate solutions $`𝒜_{ia}`$ of the saddle-point equations (71) in the limit $`\kappa \mathrm{}`$, corresponding to two semiclassical wavefunctions via (67). To avoid confusion, we will discuss only one of these solutions in the following, which is obtained by choosing the upper sign in eqs. (72), (73). The corresponding results for the second solution may then be obtained at any time by a complex conjugation.
The result (73) can be improved by calculating the coefficients $`c_{ia}^{(n)}`$ of the asymptotic series
$$𝒜_{ia}\stackrel{\kappa \mathrm{}}{}\underset{n=0}{\overset{\mathrm{}}{}}c_{ia}^{(n)}\kappa ^{(1n)/2}.$$
(74)
All coefficients in (74) can be calculated analytically, since, in any order of $`\kappa `$, the non-Abelian term in (71) contains the unknown coefficient $`c_{ia}^{(n)}`$, while the non-local term in (71) is known from the previous orders. Consequently, the recursion equations determining $`c_{ia}^{(n)}`$ are just algebraic equations at each space-point, which, moreover, are linear and analytically solvable for $`n>0`$. The first three terms of the series (74) turn out to be
$$𝒜_{ia}\stackrel{\kappa \mathrm{}}{}\underset{𝒪(\kappa ^{1/2})}{\underset{}{i\sqrt{\frac{\mathrm{\Lambda }}{3}}e_{ia}}}+\underset{𝒪(\kappa ^0)}{\underset{}{\begin{array}{c}\\ \omega _{ia}\end{array}}}+\underset{𝒪(\kappa ^{1/2})}{\underset{}{i\sqrt{\frac{3}{\mathrm{\Lambda }}}\left(\frac{R}{4}e_{ia}e_{ja}R_{}^{j}{}_{i}{}^{}\right)}}+𝒪(\kappa ^1).$$
(75)
To calculate the corresponding saddle-point contribution to the semiclassical Chern-Simons state via (67) we need the Gaussian prefactor and the exponent $`F`$ defined in (66), evaluated at the saddle-point $`𝒜_{ia}`$. The asymptotic form of the Gaussian prefactor becomes in the limit $`\kappa \mathrm{}`$
$$\left|\frac{\mu \delta ^2F}{\delta 𝒜_{ia}(x)\delta 𝒜_{jb}(y)}\right|^{{\scriptscriptstyle \frac{1}{2}}}\stackrel{\kappa \mathrm{}}{}[\text{ }\text{h}\text{ }^{3/4},$$
(76)
with the abbreviation
$$[\text{ }\text{h}\text{ }:=\underset{x_3}{}h(x).$$
(77)
The exponent in (67) for $`\kappa \mathrm{}`$ can be expanded as follows:
$$F\stackrel{\kappa \mathrm{}}{}\frac{1}{\gamma \mathrm{}\mu }\left[i\sqrt{\frac{3}{\mathrm{\Lambda }}}d^3x\sqrt{h}\left(\frac{4\mathrm{\Lambda }}{3}R\right)+\frac{3}{\mathrm{\Lambda }}𝒮_{\mathrm{CS}}(\omega _{ia})\right]+𝒪(\kappa ^{3/2}).$$
(78)
Here the contribution $`\varphi `$ from the similarity transformation (50) has disappeared, because it precisely cancels with the contribution $`\omega _{ia}`$ in the asymptotic series (75) of $`𝒜_{ia}`$. The first term in (78) derives from the contributions of order $`\kappa ^{1/2}`$ and $`\kappa ^{1/2}`$ to the asymptotic series of $`𝒜_{ia}`$ given in (75). It defines a real action
$$S=\pm \frac{1}{\gamma }\sqrt{\frac{3}{\mathrm{\Lambda }}}d^3x\sqrt{h}\left(\frac{4\mathrm{\Lambda }}{3}R\right),$$
(79)
giving rise to a well-defined, semiclassical time evolution. The term of order $`\kappa ^1`$ in the expansion (75), which was not given explicitly there, because it is rather lengthy, determines the asymptotic form of the second term in (78), which is real-valued and therefore governs the asymptotic behavior of $`|\mathrm{\Psi }_{\mathrm{CS}}|^2`$. Surprisingly, this contribution again turns out to be a Chern-Simons functional, but with $`𝒜_{ia}`$ replaced by the real Riemannian spin-connection $`\omega _{ia}`$. As one can check quite easily, this functional $`𝒮_{\mathrm{CS}}[\omega _{ia}]`$ has the interesting property that it is also invariant under *local* scale-transformations of the triad $`e_{ia}\mathrm{exp}[\zeta (x)]e_{ia}`$.
Inserting the results (76) and (78) into (67), we find for the semiclassical Chern-Simons state in the $`\stackrel{~}{e}_a^i`$-representation
$$\mathrm{\Psi }_{\mathrm{CS}}\begin{array}{c}\kappa \mathrm{}\\ \\ \mu \mathrm{}\end{array}𝒩[\text{ }\text{h}\text{ }^{3/4}\mathrm{exp}\left[\pm \frac{1}{\gamma \mathrm{}}\left(i\sqrt{\frac{3}{\mathrm{\Lambda }}}d^3x\sqrt{h}\left(\frac{4\mathrm{\Lambda }}{3}R\right)+\frac{3}{\mathrm{\Lambda }}𝒮_{\mathrm{CS}}[\omega _{ia}]\right)\right],$$
(80)
where the complex conjugate solution $`\mathrm{\Psi }_{\mathrm{CS}}^{}`$ is equally possible, if we choose the second saddle-point solution in eqs. (72), (73). It is remarkable that this result is universal in the sense that it does not depend on the topology of the spatial 3-manifold $`_3`$.
#### 1 Large gauge-transformations
An unsatisfactory feature of the asymptotic state (80) is the fact that its exponent is *not* invariant under large gauge-transformations with a nonvanishing winding number: As is well-known , in general the Chern-Simons functional $`𝒮_{\mathrm{CS}}[\omega _{ia}]`$ transforms inhomogeneously under local gauge-transformations of the triad,
$$e_{ia}\mathrm{\Omega }_{ab}e_{ib}𝒮_{\mathrm{CS}}[\omega _{ia}]𝒮_{\mathrm{CS}}[\omega _{ia}]+\frac{1}{6}I(𝛀),$$
(81)
with $`(\mathrm{\Omega }_{ab})=𝛀O(3)`$ being an arbitrary rotation matrix. The quantity $`I(𝛀)`$ occuring in (81) is defined by
$$I(𝛀):=d^3x\stackrel{~}{\epsilon }^{ijk}\text{Tr}\left[𝛀^\text{T}_i𝛀𝛀^\text{T}_j𝛀𝛀^\text{T}_k𝛀\right]$$
(82)
and known as the Cartan-Maurer invariant . Its value is restricted to be of the form
$$I(𝛀)=I_0w(𝛀),$$
(83)
where the winding number $`w(𝛀)`$ is an integer, and $`I_0`$ is a constant depending only on the topology of the 3-manifold $`_3`$.
A consequence of eq. (81) is that the asymptotic Chern-Simons state (80) will not be invariant under general gauge-transformations of the triad, at least as long as we make a trivial choice for the normalization factor $`𝒩`$ in (80). However, as we pointed out in section III, the factor $`𝒩`$ does not need to be *completely* independent of the triad \- it is still allowed to depend on topological invariants, such as the Cartan-Maurer invariant. This is why we are free to choose the normalization factor $`𝒩`$ according to
$$𝒩\mathrm{exp}\left[\frac{I(\widehat{𝛀})}{2\gamma \mathrm{}\mathrm{\Lambda }}\right],$$
(84)
where $`\widehat{𝛀}`$ is a special gauge-transformation rotating the triad $`e_{ia}`$ into a *gauge-fixed* triad $`g_{ia}`$ of the 3-metric $`h_{ij}=e_{ia}e_{ja}`$. Then the requirement (59) remains to be satisfied, and, in addition, the Chern-Simons state (80) becomes invariant under arbitrary gauge-transformations of the triad $`e_{ia}`$, since the inhomogeneous term in (81) is cancelled precisely by a suitable contribution from the prefactor $`𝒩`$ according to (84). With our special choice (84) of the normalization factor $`𝒩`$ we circumvent the definition of the so-called “$`\mathrm{\Theta }`$-angle”, which can be introduced alternatively to solve the problem associated with large gauge-transformations . As a special, gauge-fixed triad $`g_{ia}`$ in the definition of $`\widehat{𝛀}`$ may serve the “Einstein-triad” that can be constructed by solving the eigenvalue problem of the 3-dimensional Einstein-tensor $`G_{}^{i}{}_{j}{}^{}`$:<sup>\**</sup><sup>\**</sup>\** Here a bar over an index indicates that *no* summation with respect to this index should be performed.
$$G_{}^{i}{}_{j}{}^{}g_a^j=\lambda _{\overline{a}}g_{\overline{a}}^i,g_a^ig_{ib}=\delta _{ab}.$$
(85)
#### 2 Restriction to Bianchi-type homogeneous 3-manifolds
It is very instructive to specialize the asymptotic state (80) to the case of spatially homogeneous 3-manifolds. For homogeneous manifolds of one of the nine Bianchi types, the 3-metric can be expressed in terms of *invariant* triad 1-forms $`𝒆_a=\mathit{ı}_a=ı_{ia}dx^i`$ as (cf. )
$$𝒉=\mathit{ı}_a\mathit{ı}_a,d\mathit{ı}_a=\frac{1}{2}m_{ba}\epsilon _{bcd}\mathit{ı}_c\mathit{ı}_d,$$
(86)
with a *spatially constant* structure matrix $`𝒎=(m_{ab})`$. We should restrict ourselves to compactified, homogeneous 3-manifolds, such that the volume
$$V=\frac{1}{6}\epsilon _{abc}\mathit{ı}_a\mathit{ı}_b\mathit{ı}_c$$
(87)
is finite. If we introduce the scale-invariant structure matrix $`𝑴`$ as
$$𝑴=a_{\mathrm{cos}}𝒎,$$
(88)
the asymptotic Chern-Simons state (80) takes the following value for Bianchi-type homogeneous 3-manifolds:
$`\mathrm{\Psi }_{\mathrm{CS}}\begin{array}{c}\kappa \mathrm{}\\ \\ \mu \mathrm{}\end{array}`$ $`𝒩[\text{ }\text{h}\text{ }^{3/4}\mathrm{exp}[\pm \mu (4i\sqrt{\kappa }{\displaystyle \frac{i}{\sqrt{\kappa }}}[\text{Tr}𝑴^22\text{Tr}𝑴^\text{T}𝑴+\frac{1}{2}\text{Tr}^2𝑴]`$ (93)
$`{\displaystyle \frac{1}{\kappa }}[\text{Tr}𝑴^2𝑴^\text{T}\frac{1}{6}\text{Tr}𝑴(\text{Tr}𝑴^2+2\text{Tr}𝑴^\text{T}𝑴)+2det𝑴])].`$
For homogeneous manifolds of Bianchi-type IX, the determinant of the matrix $`𝑴`$ is given by $`det𝑴=8𝒱`$, where $`𝒱`$ is the dimensionless, invariant volume of the unit 3-sphere, so the matrix $`𝑴`$ may be parametrized by a diagonal, traceless matrix $`𝜷`$ via
$$𝑴=2\sqrt[3]{𝒱}e^{2𝜷}.$$
(94)
Using the identity
$$\text{Tr}e^{2𝜷}\text{Tr}e^{4𝜷}=\text{Tr}e^{6𝜷}+\text{Tr}e^{2𝜷}\text{Tr}e^{2𝜷}3,$$
(95)
and introducing the rescaled parameter $`\kappa ^{}:=𝒱^{2/3}\kappa /4`$, we find for Bianchi-type IX homogeneous 3-manifolds:
$`\mathrm{\Psi }_{\mathrm{CS}}\begin{array}{c}\kappa \mathrm{}\\ \\ \mu \mathrm{}\end{array}`$ $`𝒩[\text{ }\text{h}\text{ }^{3/4}\mathrm{exp}[\pm {\displaystyle \frac{24𝒱}{\gamma \mathrm{}\mathrm{\Lambda }}}(4i\sqrt{\kappa ^{}}^{\mathrm{\hspace{0.17em}3}}i\sqrt{\kappa ^{}}[\text{Tr}e^{2𝜷}\frac{1}{2}\text{Tr}e^{4𝜷}]`$ (100)
$`\frac{1}{2}[\text{Tr}e^{6𝜷}\text{Tr}e^{2𝜷}\text{Tr}e^{2𝜷}+7])].`$
Thus, up to a quantum correction in the Gaussian prefactor, we reproduce exactly the result obtained earlier within the framework of the homogeneous Bianchi IX model in (cf. eq. (5.18) there). To compare the results explicitly, we have to identify $`\kappa ^{}`$ with the parameter $`\kappa `$ in , and to set $`\gamma =16\pi ,𝒱=4\pi ^2`$.
In the case of flat 3-metrics, which are of Bianchi-type I, the structure matrix $`𝑴`$ turns out to vanish, and (93) reduces to
$$\mathrm{\Psi }_{\mathrm{CS}}\begin{array}{c}\kappa \mathrm{}\\ \\ \mu \mathrm{}\end{array}𝒩[\text{ }\text{h}\text{ }^{3/4}\mathrm{exp}\left[\pm 4i\mu \sqrt{\kappa }\right]=𝒩[\text{ }\text{h}\text{ }^{3/4}\mathrm{exp}\left[\pm \frac{4i}{\gamma \mathrm{}}\sqrt{\frac{\mathrm{\Lambda }}{3}}d^3x\sqrt{h}\right],$$
(101)
a result, which also follows directly from (80) by setting $`R=0`$, $`𝒮_{\mathrm{CS}}[\omega _{ia}]=0`$.
#### 3 Semiclassical 4-geometries
Let us now ask for the semiclassical trajectories and the corresponding semiclassical 4-geometries, which are described by the state (80) in the limit $`\mu \mathrm{},\kappa \mathrm{}`$, i.e. in the limit of large scale-parameters $`a_{\mathrm{cos}}a_{\mathrm{Pl}},a_\mathrm{\Lambda }`$. Choosing the Lagrangian multipliers trivially as $`N=1,N^i=0,\mathrm{\Omega }_a=0`$ in (23), we find
$$\dot{\stackrel{~}{e}}_a^i=\{H,\stackrel{~}{e}_a^i\}=\pm i\stackrel{~}{\epsilon }^{ijk}𝒟_je_{ka}=\frac{\gamma }{2}\stackrel{~}{\epsilon }^{ijk}\epsilon _{abc}p_{jb}e_{kc},$$
(102)
where the dot denotes a derivative with respect to the classical ADM time-variable $`t`$ introduced in section II. The semiclassical momentum $`p_{ia}`$ is given in terms of the action (79) of the wavefunction (80) by
$$p_{ia}=\frac{\delta S}{\delta \stackrel{~}{e}_a^i},$$
(103)
or can equivalently be extracted from the asymptotic saddle-point $`𝒜_{ia}`$ according to (75) in connection with (13):
$$p_{ia}\stackrel{\kappa \mathrm{}}{}\pm \frac{2}{\gamma }\left[\sqrt{\frac{\mathrm{\Lambda }}{3}}e_{ia}+\sqrt{\frac{3}{\mathrm{\Lambda }}}\left(\frac{R}{4}e_{ia}e_{ja}R_{}^{j}{}_{i}{}^{}\right)\right].$$
(104)
Thus, for large scale-parameters $`a_{\mathrm{cos}}`$ the classical evolution of the triad $`\stackrel{~}{e}_a^i`$ is determined by the equation
$$\dot{\stackrel{~}{e}}_a^i\stackrel{^{a_{\mathrm{cos}}\mathrm{}}}{}2\sqrt{\frac{\mathrm{\Lambda }}{3}}\stackrel{~}{e}_a^i+\sqrt{\frac{3}{\mathrm{\Lambda }}}\stackrel{~}{e}_a^jG_{}^{i}{}_{j}{}^{},$$
(105)
which describes a deSitter-like time-evolution in leading order $`a_{\mathrm{cos}}`$,
$$\stackrel{~}{e}_a^i(x,t)\stackrel{^{a_{\mathrm{cos}}\mathrm{}}}{}\stackrel{~}{e}_{a,\mathrm{}}^i(x)\mathrm{exp}\left[\mathrm{\hspace{0.17em}2}\sqrt{\frac{\mathrm{\Lambda }}{3}}t\right],$$
(106)
with corrections described by the second term of (105) containing the 3-dimensional Einstein-tensor $`G_{}^{i}{}_{j}{}^{}`$.
The figure $`1`$ shows an embedding of the asymptotic 4-geometry (106) into a flat Minkowski space, where the time direction has been chosen according to the lower sign in eq. (106). As is well-known for inflationary models like the one discussed within this paper, the spatial, Riemannian 3-manifolds $`(_3,𝒉)(t)`$ tend to homogenize in the course of time $`t`$.
FIG. $`1`$. Geometrical illustration of the generalized deSitter-4-geometry (106). The spatial 3-manifolds $`(_3,𝒉)(t)`$ are represented by 1-dimensional curves, possible inhomogenieties are indicated by small deformations of these curves. The resulting space-time 4-manifold $`(_4,𝒈)`$ according to (106) then corresponds to a 2-dimensional, Lorentzian manifold, which has been embedded into a flat, 3-dimensional Minkowski space. Portions of the marginal spatial 3-manifolds, which are of the *same* length-scale $`a`$, have been magnified to illustrate the increase in homogeneity in the course of evolution.
### C The semiclassical vacuum limit $`\mu \mathrm{},\kappa 0`$
Apart from the limit $`\kappa \mathrm{}`$ there exists another asymptotic regime, where an analytical treatment of the semiclassical saddle-point equations (71) is tractable, namely the limit $`\kappa 0`$. By virtue of the relationships (63), a discussion of the Chern-Simons state (65) in the limit $`\mu \mathrm{},\kappa 0`$ corresponds to an investigation of the asymptotic regime $`a_\mathrm{\Lambda }a_{\mathrm{cos}}a_{\mathrm{Pl}}`$. This limit may be realized by considering the special case of a vanishing cosmological constant $`\mathrm{\Lambda }0`$ within the semiclassical limit, what will be called the semiclassical vacuum limit for short.
To find solutions of eqs. (71) in the limit $`\kappa 0`$ we proceed analogously to section IV B, and try a power series ansatz of the form
$$𝒜_{ia}\stackrel{\kappa 0}{}\underset{n=0}{\overset{\mathrm{}}{}}C_{ia}^{(n)}\kappa ^n.$$
(107)
Then we find in the lowest order of $`\kappa `$
$$\stackrel{~}{\epsilon }^{ijk}\left(_jC_{ka}^{(0)}+\frac{1}{2}\epsilon _{abc}C_{jb}^{(0)}C_{kc}^{(0)}\right)=0,$$
(108)
i.e. $`C_{ia}^{(0)}`$ has to be a *flat* gauge-field, which is of the general form
$$C_{ia}^{(0)}=\frac{1}{2}\epsilon _{abc}\mathrm{\Omega }_{db}_i\mathrm{\Omega }_{dc}\text{with}𝛀O(3).$$
(109)
The matrix $`𝛀(x)`$ is a free integration field, as long as we restrict ourselves to the leading order $`𝒪(\kappa ^0)`$ of the saddle-point equations (71). However, in the next to leading order $`𝒪(\kappa ^1)`$, we find the equations
$$\stackrel{~}{\epsilon }^{ijk}𝒟_j^{(0)}C_{ka}^{(1)}:=\stackrel{~}{\epsilon }^{ijk}(_jC_{ka}^{(1)}+\epsilon _{abc}C_{jb}^{(0)}C_{kc}^{(1)})\stackrel{!}{=}\stackrel{~}{e}^{}{}_{a}{}^{i},$$
(110)
which imply additional restrictions for the coefficients $`C_{ia}^{(0)}`$, and thus for the matrix $`𝛀`$ in (109). These *integrability conditions* for the equations (110) can be obtained by operating on (110) with $`𝒟_i^{(0)}`$ from the left: Then the left hand side becomes proportional to the curvature of $`C_{ia}^{(0)}`$, which vanishes by virtue of eq. (108), and a multiplication of the resulting equations with $`a_{\mathrm{cos}}^2`$ yields
$$𝒟_i^{(0)}\stackrel{~}{e}_a^i_i\stackrel{~}{e}_a^i+\epsilon _{abc}C_{ib}^{(0)}\stackrel{~}{e}_c^i\stackrel{!}{=}0.$$
(111)
If we insert the general solution (109) into (111), we arrive at the three integrability conditions
$$_i\left(\mathrm{\Omega }_{ab}\stackrel{~}{e}_b^i\right)\stackrel{!}{=}0,$$
(112)
which fix the integration field $`𝛀(x)`$ in (109). Moreover, the special triad fields
$$\stackrel{~}{d}_a^i:=\mathrm{\Omega }_{ab}\stackrel{~}{e}_b^i$$
(113)
with $`𝛀`$ chosen according to (112) turn out to have the geometrically interesting property of being *divergence-free*. Therefore, we may use the different possible divergence-free triads $`\stackrel{~}{d}_a^i`$ of a given Riemannian manifold $`(_3,𝒉)`$ to parameterize the saddle-points $`𝒜_{ia}`$ in the limit $`\kappa 0`$ via (113) and (109).
For a given divergence-free triad $`\stackrel{~}{d}_a^i`$, which characterizes uniquely one saddle-point solution $`𝒜_{ia}`$ in the limit $`\kappa 0`$, we now wish to calculate the corresponding saddle-point contribution (67) to the Chern-Simons state (65) in the limit $`\mu \mathrm{},\kappa 0`$. We first expand the exponent $`F`$ defined in (66) for $`\kappa 0`$, and find, in particular, that the Chern-Simons functional $`𝒮_{\mathrm{CS}}[𝒜_{ia}]`$ is given by
$$𝒮_{\mathrm{CS}}[𝒜_{ia}]\stackrel{\kappa 0}{}\frac{1}{6}I(𝛀)+𝒪(\kappa ^2).$$
(114)
Here $`𝛀`$ is the special rotation matrix defined in (112), connecting the given divergence-free triad $`\stackrel{~}{d}_a^i`$ with an arbitrary triad $`\stackrel{~}{e}_a^i`$, for which we want to evaluate $`\mathrm{\Psi }_{\mathrm{CS}}[\stackrel{~}{e}_a^i]`$. In (114) a contribution of order $`𝒪(\kappa ^1)`$ is missing, since this term becomes proportional to the curvature of the *flat* gauge-field $`C_{ia}^{(0)}`$. Using eq. (114), the exponent $`F`$ of the semiclassical Chern-Simons state takes the following form in the limit $`\kappa 0`$:
$$F\stackrel{\kappa 0}{}\frac{I(𝛀)}{6\kappa }+d^3x\stackrel{~}{\epsilon }^{ijk}d_{ia}^{}_jd_{ka}^{}+𝒪(\kappa ).$$
(115)
The Cartan-Maurer invariant $`I(𝛀)`$ in (115) can be contracted with the Cartan-Maurer invariant $`I(\widehat{𝛀})`$ in the definition (84) of the normalization factor $`𝒩`$ to give
$$I(𝛀)I(\widehat{𝛀})I(𝛀\widehat{𝛀}^\text{T})=:I_0\widehat{w}[d_{ia}].$$
(116)
Here $`\widehat{w}[d_{ia}]`$ denotes the winding number of the divergence-free triad $`d_{ia}`$ with respect to the Einstein-triad $`g_{ia}`$ defined in (85), which is a functional of $`d_{ia}`$ only: For a given divergence-free triad $`d_{ia}`$ we know the 3-metric $`h_{ij}=d_{ia}d_{ja}`$, and therefore the Einstein-triad $`g_{ia}`$.
Inserting the results (116), (115) into (67), we find the following saddle-point contribution to the Chern-Simons state (65) in the limit $`\mu \mathrm{},\kappa 0`$
$$\underset{\kappa 0}{lim}\mathrm{\Psi }_{\mathrm{CS}}=:\mathrm{\Psi }_{\mathrm{vac}}\stackrel{\mu \mathrm{}}{}\mathrm{exp}[\pm \frac{1}{\gamma \mathrm{}}(\frac{I_0\widehat{w}[d_{ia}]}{2\mathrm{\Lambda }}+d^3x\stackrel{~}{\epsilon }^{ijk}d_{ia}_jd_{ka})],$$
(117)
where the Gaussian prefactor, which contains a complicated, non-local functional determinant, has been hidden in the proportionality sign.
From the result (117) we can see the gauge-invariance of the semiclassical vaccum state $`\mathrm{\Psi }_{\mathrm{vac}}`$, since this state does not depend explicitly on the triad $`\stackrel{~}{e}_a^i`$, but only on the 3-metric $`h_{ij}=e_{ia}e_{ja}`$, to which we have chosen a *fixed* divergence-free triad $`\stackrel{~}{d}_a^i`$. It is remarkable that for the one unique choice (84) of the prefactor $`𝒩`$ gauge-invariance, even under large gauge-transformations, can be achieved in both of the two quite different limits $`\kappa \mathrm{}`$ and $`\kappa 0`$.
The *existence* of divergence-free triads to a given 3-metric $`h_{ij}`$ is discussed in appendix A 2. There, we also argue that in general there will even exist different, topologically inequivalent divergence-free triads, giving rise to linearly independent semiclassical vacuum states via (117).
#### 1 Restriction to Bianchi-type A homogeneous 3-manifolds
We now wish to evaluate the semiclassical vacuum state (117) for the special case of Bianchi-type homogeneous 3-manifolds. For such manifolds, it follows directly from (86) that the divergence of the *invariant* triad $`\stackrel{}{ı}_a=ı_a^i_i`$ can be expressed in terms of the structure matrix $`𝒎`$ as
$$\stackrel{}{}\stackrel{}{ı}_a=\frac{1}{\sqrt{h}}_i\stackrel{~}{ı}_a^i=\epsilon _{abc}m_{bc}.$$
(118)
Consequently, the invariant triad $`\stackrel{}{ı}_a`$ of Bianchi-type homogeneous 3-manifolds is divergence-free, if, and only if the structure matrix $`𝒎`$ is *symmetric*, i.e. if the 3-manifold is of Bianchi-type A. If we restrict ourselves to this special class of manifolds in the following, at least *one* divergence-free triad $`\stackrel{}{d}_a^{(0)}=\stackrel{}{ı}_a`$ is known, and we can calculate the corresponding value of the semiclassical vacuum state (117):
$$\mathrm{\Psi }_{\mathrm{vac}}^{(0)}\stackrel{\mu \mathrm{}}{}\mathrm{exp}\left[\frac{V}{\gamma \mathrm{}}\text{Tr}𝒎\right].$$
(119)
Here we made use of the fact that for 3-manifolds of Bianchi-type A the invariant triad $`\stackrel{}{ı}_a`$ and the Einstein-triad $`\stackrel{}{g}_a`$ differ only by a *spatially constant* rotation $`\widehat{𝛀}`$, implying a vanishing winding number $`\widehat{w}[ı_{ia}]=0`$ in (117). A further specialization of the result (119) to Bianchi-type IX homogeneous manifolds gives
$$\mathrm{\Psi }_{\mathrm{vac}}^{(0)}\stackrel{\mu \mathrm{}}{}\mathrm{exp}\left[\frac{2𝒱}{\gamma \mathrm{}}\left(a_1^2+a_2^2+a_3^2\right)\right],$$
(120)
where we have introduced the three scale parameters $`a_b`$ via
$$𝒎=:2\text{diag}[\frac{a_1}{a_2a_3},\frac{a_2}{a_3a_1},\frac{a_3}{a_1a_2}]V=𝒱a_1a_2a_3,$$
(121)
with the same, dimensionless volume $`𝒱`$ of the unit 3-sphere that already occured in section IV B 2. The saddle-point value (120) corresponds to the “wormhole-state” of the Bianchi IX model . Within the framework of the homogeneous Bianchi IX model, four further semiclassical vacuum states are known, which, in the inhomogeneous approach of the present paper, correspond to nontrivial divergence-free triads of Bianchi-type IX manifolds via (117). These topologically nontrivial divergence-free triads of Bianchi-type IX metrics and the resulting values of the semiclassical vacuum state (117) will be discussed separately in appendix B.
As a further restriction of the state (119) one may consider again the case of flat Bianchi-type I manifolds, where the structure matrix $`𝒎`$, and therefore the exponent of (119), vanishes. Thus, for flat 3-manifolds the behavior of the semiclassical vacuum state is governed by the Gaussian prefactor, which we do not know explicitly.
#### 2 Semiclassical 4-geometries
The semiclassical trajectories and the associated 4-geometries, which are generated by the state (117) in the limit $`\kappa 0,\mu \mathrm{}`$, can be calculated by solving the evolution equations (102) with the flat, semiclassical spin-connection $`𝒜_{ia}`$ derived in section IV C. However, in contrast to the limit $`\kappa \mathrm{}`$ discussed in section IV B 3, we here arrive at *imaginary* evolution equations, since the semiclassical action of the wavefunctional $`\mathrm{\Psi }_{\mathrm{vac}}`$ according to (117) is purely imaginary. Following Hawking , a geometrical interpretation may still be given in terms of an imaginary time variable $`\tau :=it`$, converting the Lorentzian signature of the 4-dimensional space-time into a positive, Euclidian signature. Then the semiclassical evolution equations can conveniently be expressed in terms of the divergence-free triad $`d_{ia}`$, which characterizes the flat Ashtekar spin-connection $`𝒜_{ia}`$ in the limit $`\kappa 0`$:
$$\frac{d}{d\tau }\stackrel{~}{d}_a^i=\pm \stackrel{~}{\epsilon }^{ijk}_jd_{ka}\frac{d}{d\tau }d_{ia}=\omega _{ia}.$$
(122)
Here $`\omega _{ia}`$ in the second equation is the Riemannian spin-connection of the divergence-free triad $`d_{ia}`$. Obviously, the gauge-condition $`_i\stackrel{~}{d}_a^i=0`$ remains preserved in the course of evolution, as it must be the case.
Stationary solutions of eqs. (122) are given by $`\omega _{ia}=0`$, i.e. *flat* 3-manifolds $`(_3,𝒉)`$. With our trivial choice of the Lagrangian multipliers $`N=1,N^i=0`$, these correspond to locally flat, positive definite semiclassical space-time manifolds $`(_4,𝒈)`$. Further solutions of (122) can be constructed with help of the scaling ansatz
$$d_{ia}(x,\tau )=\tau d_{}^{}{}_{ia}{}^{}(x),$$
(123)
which implies $`d_{}^{}{}_{ia}{}^{}(x)=\omega _{ia}(x)`$, and therefore a simple form for the Ricci-tensor of the spatial 3-manifold:
$$R_{}^{i}{}_{j}{}^{}=\frac{2}{\tau ^2}\delta _j^i.$$
(124)
Consequently, the spatial manifold has to be a 3-sphere with radius $`\tau `$, and the 4-dimensional line element becomes
$$ds^2=d\tau ^2+\tau ^2d\mathrm{\Omega }_3^2,$$
(125)
with $`d\mathrm{\Omega }_3^2`$ being the line element of the unit 3-sphere. As for the stationary solutions mentioned above, the line element (125) describes a locally flat, positive definite 4-manifold.
Because of the nonlinearity of the evolution equations (122), the general behavior of the solutions is quite complicated and cannot be discussed here. However, a complete discussion of the possible semiclassical trajectories can be given within the narrow class of Bianchi-type IX homogeneous 3-manifolds, cf. . There it turns out, that the semiclassical evolution governed by the invariant, divergence-free triad $`\stackrel{}{d}_a^{(0)}=\stackrel{}{ı}_a`$, which corresponds to the “wormhole-state” (120) via (117), gives rise to asymptotically *flat* 4-geometries in the limit of large scale parameters $`a_{\mathrm{cos}}`$. Moreover, a second divergence-free triad of these Bianchi-type IX homogeneous 3-manifolds, which is given in appendix B, is known to evolve in such a way, that *compact, regular* 4-manifolds are approached in the limit of vanishing scale parameter $`a_{\mathrm{cos}}`$.<sup>††</sup><sup>††</sup>††The semiclassical vacuum state, corresponding to this second divergence-free triad via (117), is the “no-boundary-state” of the Bianchi IX model.
One may now ask, if such a universal behavior of the semiclassical trajectories, that can be found within the Bianchi IX model, carries over to the inhomogeneous case. Unfortunately, this does not seem to be the case: In appendix C we explicitly solve the evolution equations (122) for a particular class of initial 3-manifolds, and find, that these solutions neither satisfy the condition of asymptotical flatness in the limit $`a_{\mathrm{cos}}\mathrm{}`$, nor the “no-boundary” proposal suggested by Hartle and Hawking . Thus we conclude that, in the inhomogeneous case, the semiclassical vacuum state given in (117) will in general *not* be subject to any specific boundary condition, like the “no-boundary” proposal or the condition of asymptotical flatness.
## V Non-normalizability of the Chern-Simons state in a physical inner product
We now want to argue that the gravitational Chern-Simons state $`\mathrm{\Psi }_{\mathrm{CS}}[\stackrel{~}{e}_a^i]`$ according to eq. (58) does *not* constitute a normalizable physical state on the Hilbert space of quantum gravity. Therefore, we will derive a physical inner product on the configuration space of real triads, which we want to be gauge-fixed with respect to the time-reparametrization invariance of general relativity. In this particular inner product, we then will try to calculate the corresponding norm of the Chern-Simons state $`\mathrm{\Psi }_{\mathrm{CS}}[\stackrel{~}{e}_a^i]`$.
To derive a physical inner product within the framework of the Faddeev-Popov calculus , we first have to find a kinematical inner product, denoted by $`|`$ in the following, with respect to which the quantum constraint operators $`\stackrel{~}{}_0`$, $`\stackrel{~}{}_i`$ and $`\stackrel{~}{𝒥}_a`$ are formally hermitian. Since the *complex* Hamiltonian constraint operator $`\stackrel{~}{}_0`$ defined in eq. (20) cannot be hermitian with respect to *any* inner product on the configuration space, we replace $`\stackrel{~}{}_0`$ by its real version $`\stackrel{~}{}_0^{\mathrm{ADM}}`$ given in (19), with the factor ordering suggested there. With the help of the commutators (39)-(44) one can check quite easily that the algebra of $`\stackrel{~}{}_0^{\mathrm{ADM}},\stackrel{~}{}_i`$ and $`\stackrel{~}{𝒥}_a`$ still closes without any quantum corrections. However, the explicit commutators turn out to be much more complicated than the corresponding commutators of $`\stackrel{~}{}_0,\stackrel{~}{}_i,\stackrel{~}{𝒥}_a`$ given in (39)-(44), and will not be given here.
Since the quantum state $`\mathrm{\Psi }_{\mathrm{CS}}`$ given in (58) is also annihilated by the operator $`\stackrel{~}{}_0^{\mathrm{ADM}}`$, the substitution $`\stackrel{~}{}_0\stackrel{~}{}_0^{\mathrm{ADM}}`$ has no negative consequences for the theory, but the positive effect that we can now define a kinematical inner product, with respect to which the operators $`\stackrel{~}{}_0^{\mathrm{ADM}},\stackrel{~}{}_i`$ and $`\stackrel{~}{𝒥}_a`$ are hermitian. This product turns out to be
$$\mathrm{\Psi }|\mathrm{\Phi }=𝒟^9[e_{ia}]\mathrm{\Psi }^{}[e_{ia}]\mathrm{\Phi }[e_{ia}],$$
(126)
where the functional integral has to be performed over all real triads $`e_{ia}(x)`$. While $`\stackrel{~}{}_0^{\mathrm{ADM}}`$ and $`\stackrel{~}{𝒥}_a`$ are formally hermitian in the product (126), $`\stackrel{~}{}_i`$ is hermitian only if we take a regularization of the theory, where terms containing the singular object $`(_i\delta )(0)`$ vanish.<sup>‡‡</sup><sup>‡‡</sup>‡‡Some authors argue that this should be possible, cf. Matschull . If we can achieve this, we have found a kinematical inner product on the configuration space of all real triads $`e_{ia}(x)`$, and can continue with the Faddeev-Popov calculus by choosing a gauge-condition $`\stackrel{~}{\chi }[e_{ia}]=0`$ fixing the time-gauge. The corresponding physical inner product is then obtained as
$$\mathrm{\Psi }||\mathrm{\Phi }_{\mathrm{phys}}=\mathrm{\Psi }|\delta [\stackrel{~}{\chi }]|J_\mathrm{H}||\mathrm{\Phi },$$
(127)
with the Faddeev-Popov functional determinant
$$J_\mathrm{H}:=det\left(\frac{i}{\mathrm{}}[\stackrel{~}{}_0^{\mathrm{ADM}}(x),\stackrel{~}{\chi }(y)]\right).$$
(128)
A rather natural way to fix the time-gauge is to consider 3-geometries with a given volume-form $`\sqrt{h(x)}`$, for which there remain only two local degrees of freedom. Therefore we assume $`\stackrel{~}{\upsilon }(x)`$ to be a fixed, positive scalar density of weight $`+1`$ on the spatial manifold $`_3`$, normalized such that<sup>\**</sup><sup>\**</sup>\** For example, the quantity $`\stackrel{~}{\upsilon }`$ may be chosen as the rescaled volume element of a maximally symmetric 3-metric on $`_3`$.
$$d^3x\stackrel{~}{\upsilon }(x)\stackrel{!}{=}1.$$
(129)
Furthermore, let $`a_\chi `$ be an arbitrary, positive scale parameter. Then the gauge-condition
$$\stackrel{~}{\chi }:=\sqrt{h(x)}a_\chi ^3\stackrel{~}{\upsilon }(x)\stackrel{!}{=}0$$
(130)
is a diffeomorphism- and $`SO(3)`$-gauge-invariant equation fixing the volume-form of the 3-metric. In particular, it follows from eq. (130) that the length scale $`a_\chi `$ and the cosmological scale $`a_{\mathrm{cos}}`$ introduced in (61) must be equal. In the gauge (130), the physical norm associated with the inner product (127) obviously depends on the scale parameter $`a_\chi `$ and the choice of $`\stackrel{~}{\upsilon }(x)`$, but we can consider the limit $`a_\chi \mathrm{}`$,
$$\mathrm{\Psi }_{\mathrm{}}^2:=\underset{a_\chi \mathrm{}}{lim}\mathrm{\Psi }||\mathrm{\Psi }_{\mathrm{phys}},$$
(131)
which, in case of the Chern-Simons state $`\mathrm{\Psi }=\mathrm{\Psi }_{\mathrm{CS}}`$, will turn out to be independent of $`\stackrel{~}{\upsilon }(x)`$. For an explicit calculation of (131), we need the Faddeev-Popov commutator occuring in (128), which turns out to be
$$\frac{i}{\mathrm{}}[\stackrel{~}{}_0^{\mathrm{ADM}}(x),\stackrel{~}{\chi }(y)]=\frac{\gamma }{4}\delta ^3(xy)\stackrel{~}{ȷ}(x),$$
(132)
with
$$\stackrel{~}{ȷ}(x):=\frac{i\mathrm{}}{2}\left[e_{ia}(x)\frac{\delta }{\delta e_{ia}(x)}+\frac{\delta }{\delta e_{ia}(x)}e_{ia}(x)\right].$$
(133)
The Faddeev-Popov functional determinant $`J_\mathrm{H}`$ according to (128) follows as
$$J_\mathrm{H}=\underset{x_3}{}\frac{\gamma }{4}\stackrel{~}{ȷ}(x),$$
(134)
which, acting on the wavefunctional $`\mathrm{\Psi }_{\mathrm{CS}}`$, measures the space product of the current $`\stackrel{~}{ȷ}(x)`$ of $`\mathrm{\Psi }_{\mathrm{CS}}`$ in the $`h(x)`$-direction of superspace. Since we are dealing with the limit $`a_\chi =a_{\mathrm{cos}}\mathrm{}`$, the exact quantum state $`\mathrm{\Psi }_{\mathrm{CS}}`$ given in (58) may be substituted by the asymptotic state (80) for explicit calculations. Then the current of $`\mathrm{\Psi }_{\mathrm{CS}}`$ in the $`h(x)`$-direction turns out to have the same sign at each space-point for large scale parameters $`a_\chi =a_{\mathrm{cos}}`$,<sup>\*†</sup><sup>\*†</sup>\*† This property of $`\mathrm{\Psi }_{\mathrm{CS}}`$ in the limit $`a_{\mathrm{cos}}\mathrm{}`$ reminds one of the Vilenkin proposal for the wavefunction of the Universe discussed in . so we do *not* need to take the modulus of the Faddeev-Popov determinant in (127), as the general calculus in would prescribe. More explicitly, we find the result
$$J_\mathrm{H}\mathrm{\Psi }_{\mathrm{CS}}|_{\stackrel{~}{\chi }=0}\stackrel{^{a_\chi \mathrm{}}}{}[\text{ }\text{h}\text{ }^{1/2}\mathrm{\Psi }_{\mathrm{CS}}|_{\stackrel{~}{\chi }=0},$$
(135)
where $`[`$ h was defined in (77), so the physical norm (131) becomes in the limit $`a_\chi \mathrm{}`$:
$$\mathrm{\Psi }_{\mathrm{CS}}_{\mathrm{}}^2𝒟^9[e_{ia}][\text{ }\text{h}\text{ }^{1/2}|\mathrm{\Psi }_{\mathrm{CS}}|^2\delta [\stackrel{~}{\chi }].$$
(136)
If we now introduce the new integration variables $`\sqrt{h}`$, and eight locally scale-invariant fields $`\beta _\kappa `$, the functional integral in (136) becomes
$`\mathrm{\Psi }_{\mathrm{CS}}_{\mathrm{}}^2`$ $``$ $`{\displaystyle 𝒟[\sqrt{h}]𝒟^8[\beta _\kappa ]w[\beta _\kappa ][\text{ }\text{h}\text{ }^{3/2}|\mathrm{\Psi }_{\mathrm{CS}}|^2\delta \left[\sqrt{h}a_{\mathrm{cos}}^3\stackrel{~}{\upsilon }\right]}`$ (137)
$`=`$ $`{\displaystyle 𝒟^8[\beta _\kappa ]w[\beta _\kappa ]\mathrm{exp}\left[\pm \frac{6}{\gamma \mathrm{}\mathrm{\Lambda }}\widehat{𝒮}_{\mathrm{CS}}[\beta _\kappa ]\right]},`$ (138)
where
$$\widehat{𝒮}_{\mathrm{CS}}[\beta _\kappa ]:=𝒮_{\mathrm{CS}}[\omega _{ia}]\frac{1}{6}I(\widehat{𝛀})$$
(139)
is a locally scale-invariant functional describing the exponent of $`|\mathrm{\Psi }_{\mathrm{CS}}|^2`$ according to (80) and (84). The weight function $`w[\beta _\kappa ]`$ occuring in (138) depends on the choice of the new integration variables $`\beta _\kappa `$. Since the integrand of (138) is locally scale-invariant, the integral is independent of the choice of $`\stackrel{~}{\upsilon }(x)`$ in (130), as announced above, so the gauge-condition $`\stackrel{~}{\chi }=0`$ can be omitted in the second line of (138).
As a result, we find that the diffeomorphism- , gauge- and locally scale-invariant functional $`\widehat{𝒮}_{\mathrm{CS}}[\beta _\kappa ]`$, which is closely related to the Chern-Simons functional of the Riemannian spin-connection $`\omega _{ia}`$, governs the “probability”-distribution associated with the Chern-Simons state (80) in the limit $`a_{\mathrm{cos}}\mathrm{}`$. Since the functional $`𝒮_{\mathrm{CS}}[\omega _{ia}]`$ is obviously unbounded from above and below, we conclude that the norm (138) cannot be finite, even if we fix the remaining gauge-freedoms concerning the diffeomorphism- and the local $`SO(3)`$-gauge-transformations.
However, we should keep in mind that the result (138) has been derived for a very special choice of the gauge-condition $`\stackrel{~}{\chi }`$ according to (130). Since different gauge-fixings of the Hamiltonian constraint give rise to *inequivalent* physical inner products on the Hilbert space of quantum gravity,<sup>\*‡</sup><sup>\*‡</sup>\*‡ This is a peculiarity of the Hamiltonian constraint, and in contrast to gauge-fixing procedures associated with $`\stackrel{~}{}_i`$ or $`\stackrel{~}{𝒥}_a`$, for which the Faddeev-Popov calculus guarantees a *unique* physical inner product . there may still exist other choices of $`\stackrel{~}{\chi }`$, for which the Chern-Simons state $`\mathrm{\Psi }_{\mathrm{CS}}[\stackrel{~}{e}_a^i]`$ turns out to be normalizable.
## VI Discussion and Conclusion
The main purpose of this paper was to derive and discuss a triad representation of the Chern-Simons state, which is a well-known exact wavefunctional of quantum gravity within Ashtekar’s theory of general relativity. In particular, we were interested in an explicit transformation connecting the real triad representation with the complex Ashtekar representation. Therefore, we first investigated this transformation on the classical level in section II. Here we also derived new representations for the constraint observables $`\stackrel{~}{}_0`$, $`\stackrel{~}{}_i`$ and $`\stackrel{~}{𝒥}_a`$ in terms of a single tensor-density $`\stackrel{~}{𝒢}_{\mathrm{\Lambda },a}^i`$ defined in (24), which is closely related to the curvature $`_{ija}`$ of the Ashtekar spin-connection $`𝒜_{ia}`$.
Then, in section III, we performed a canonical quantization of the theory in the triad representation. In the particular factor ordering for the quantum constraint operators $`\stackrel{~}{}_0`$, $`\stackrel{~}{}_i`$ and $`\stackrel{~}{𝒥}_a`$ suggested by the equations (25)-(27) we found that the constraint algebra closes formally without any quantum corrections.
On the quantum mechanical level, the transformation from the Ashtekar- to the triad representation turned out to be given by a generalized Fourier transformation (53) and a subsequent similarity transformation (50). Here it was essential to allow for an arbitrary *complex* integration manifold $`\mathrm{\Gamma }`$ in the Fourier integral (53), restricted only by the condition that partial integrations should be permitted without getting any boundary terms.
Making use of the transformations (50) and (53), we then recovered the Chern-Simons state of quantum gravity by searching for a wavefunctional which is annihilated by $`\stackrel{~}{𝒢}_{\mathrm{\Lambda },a}^i`$. The Chern-Simons state in the triad representation turned out to be given by the complex functional integral (58). In our approach the Ashtekar variables played only the role of convenient auxiliary quantities. The *reality conditions* originally introduced by Ashtekar in did nowhere enter explicitly, but lie hidden in the choice of the integration contour $`\mathrm{\Gamma }`$ for the functional integrals in (53) and (58).
We did not try to perform the complex functional integral occuring in (58) analytically, but restricted ourselves to semiclassical expansions of the Chern-Simons state, which were treated in section IV. Rewriting the state $`\mathrm{\Psi }_{\mathrm{CS}}[\stackrel{~}{e}_a^i]`$ in suitable dimensionless field-parameters, the functional integral turned out to be of a Gaussian saddle-point form in the semiclassical limit $`\mu \mathrm{}`$, and the semiclassical Chern-Simons state was determined by solutions of the saddle-point equations (69). Here it depended on the choice of the integration contour $`\mathrm{\Gamma }`$, which particular saddle-points contributed to the functional integral (58) via (67). In order to prove the consistency of the semiclassical expansions, we argued for the solvability of the saddle-point equations (69) in a separate appendix A 1 from a mathematical point of view, where it turned out, that saddle-point solutions will exist at least under the restriction $`R(x)2\mathrm{\Lambda }`$.
We were able to find explicit analytical results for the semiclassical Chern-Simons state in the two asymptotic regimes $`\kappa =\mathrm{\Lambda }a_{\mathrm{cos}}^2/3\mathrm{}`$ and $`\kappa 0`$, which were discussed in sections IV B and IV C, respectively.
In the limit $`\kappa \mathrm{}`$, two different solutions of the saddle-point equations (69) could be found, giving rise to the linearly independent asymptotic states $`\mathrm{\Psi }_{\mathrm{CS}}`$ and $`\mathrm{\Psi }_{\mathrm{CS}}^{}`$ given in (80). For a suitable choice of the normalization factor $`𝒩`$ according to (84), these asymptotic states turned out to be invariant under arbitrary, even topologically non-trivial $`SO(3)`$-gauge-transformations of the triad. In the special case of Bianchi-type homogeneous 3-metrics, we obtained the explicit result (93) for the value of the asymptotic Chern-Simons state (80), which, by a further restriction to Bianchi-type IX metrics, coincided with the corresponding result known from discussions of the homogeneous Bianchi-type IX model.
The asymptotic Chern-Simons state (80) in the limit $`\kappa \mathrm{}`$ gives rise to a well-defined semiclassical time-evolution, which we discussed in section IV B 3. There it turned out, that for large scale parameters $`a_{\mathrm{cos}}`$ the semiclassical 4-geometries associated with the Chern-Simons state are given by inhomogeneously generalized deSitter space-times.
In the limit $`\kappa 0`$, the semiclassical saddle-point contributions to the Chern-Simons state can be characterized by divergence-free triads $`\stackrel{}{d}_a`$ of the Riemannian 3-manifold $`(_3,𝒉)`$ via (117). Thus we had to answer the non-trivial question, whether divergence-free triads to a given 3-metric will in general *exist*, what was done in appendix A 2.
In restriction to homogeneous manifolds of Bianchi-type A, *one* divergence-free triad was explicitly known, giving rise to the result (119). In particular, we were able to recover the “wormhole-state” (120), which is a well-known vacuum state within the homogeneous Bianchi IX model. For Bianchi-type IX manifolds, four further divergence-free triads $`\stackrel{}{d}_a^{(\alpha )},\alpha \{1,2,3,4\},`$ were constructed in appendix B. They gave rise to four additional saddle-point contributions $`\mathrm{\Psi }_{\mathrm{vac}}^{(\alpha )},\alpha \{1,2,3,4\},`$ to the vacuum Chern-Simons state, which, however, were restricted to occur simultaneously. We concluded that, together with the “wormhole-state”, only *two* linearly independent values of the vacuum Chern-Simons state are realized for Bianchi-type IX manifolds.
Since these two values should continue to exist under sufficiently small, inhomogeneous perturbations of the 3-metric, and since also in the limit $`\kappa \mathrm{}`$ exactly *two* different values of the semiclassical Chern-Simons state were found, one may assume that the one Chern-Simons state in the Ashtekar representation corresponds to *two* linearly independent states in the triad representation.
Within the narrow class of Bianchi-type IX metrics, the semiclassical 4-geometries associated with the vacuum Chern-Simons state (117) are satisfying physically interesting boundary conditions, namely either the “no-boundary” condition proposed by Hartle and Hawking , or the condition of asymptotical flatness at large scale parameters $`a_{\mathrm{cos}}`$. However, this does *not* remain true for general 3-metrics, as we have shown by exhibiting a counter-example in appendix C. We conclude that, in general, the Chern-Simons state will not satisfy the “no-boundary” condition or the condition of asymptotical flatness. Nevertheless, as we have remarked in section V, the asymptotic state (80) in the limit $`\kappa \mathrm{}`$ reminds one of the *Vilenkin* proposal for the wavefunction of the Universe .
In section V, we investigated the normalizability of the Chern-Simons state (58) in the triad representation. We defined a kinematical inner product on the Hilbert space of quantum gravity, and by performing a special gauge-fixing for the time-gauge we arrived at the physical inner product (127). Unfortunately, the Chern-Simons state turned out to be *non-normalizable* with respect to this particular inner product. However, as we have pointed out, there may still exist other gauge-fixing procedures (e.g. the one suggested by Smolin and Soo in ), which render the Chern-Simons state to be normalizable.
###### Acknowledgements.
Support of this work by the Deutsche Forschungsgemeinschaft through the Sonderforschungsbereich “Unordnung und große Fluktuationen” is gratefully acknowledged. We further wish to thank Prof. Abresch from the Ruhr-Universität Bochum for many fruitful discussions and important ideas concerning the mathematical problems discussed in appendix A.
## A On the solvability of the saddle-point equations
The solvability of the semiclassical saddle-point equations (69) is essential in order to justify the consistency of the asymptotical expansions of the Chern-Simons state discussed in section IV. Therefore, it is worth to study the solvability properties of the nonlinear, partial differential equations (69) from a mathematical point of view, what will be done in section A 1. Applying the results of section A 1 to the special case of a vanishing cosmological constant $`\mathrm{\Lambda }`$, we will then, in section A 2, be able to prove the existence of divergence-free triads of Riemannian 3-manifolds, which determine the semiclassical vacuum state (117).
### 1 The general case $`\mathrm{\Lambda }0`$
If we want to discuss the solvability of the saddle-point equations (69) within the theory of partial differential equations (cf. ), it is *not* advisable to study this problem in the particular form (69), since the spatial derivative operator, which is given by the curl of the gauge-field $`𝒜_{ia}`$, is known to be *non-elliptic*. However, we will show that it is possible to consider a set of second order partial differential equations instead, which will turn out to be elliptic in leading derivative order, thus allowing for solvability statements concerning the solutions $`𝒜_{ia}`$.
Let us first introduce new variables
$$𝒦_{ij}:=\left(\omega _{ia}𝒜_{ia}\right)e_{ja}iK_{ji}$$
(A1)
instead of the gauge-fields $`𝒜_{ia}`$, where $`e_{ia}`$ denotes a fixed triad for which we want to solve the set of equations (69). Up to a Wick-rotation, the tensor $`𝒦_{ij}`$ plays the role of the semiclassical extrinsic curvature tensor $`K_{ij}`$ (cf. eqs. (2), (8) and (13)). If we rewrite the saddle-point equations (69) in terms of the new variables $`𝒦_{ij}`$, they become
$$𝒢_{\mathrm{\Lambda },j}^i:=\frac{1}{\sqrt{h}}\stackrel{~}{𝒢}_{\mathrm{\Lambda },a}^ie_{ja}=G_{\mathrm{\Lambda },j}^i+{}_{}{}^{}𝒦_{}^{i}{}_{j}{}^{}\frac{1}{\sqrt{h}}\stackrel{~}{\epsilon }^{ik\mathrm{}}_k𝒦_\mathrm{}j\stackrel{!}{=}0,$$
(A2)
where
$${}_{}{}^{}𝒦_{}^{i}{}_{j}{}^{}:=\frac{1}{2}\stackrel{~}{\epsilon }^{ik\mathrm{}}\stackrel{~}{}\text{ }\epsilon _{jmn}𝒦_{k}^{}{}_{}{}^{m}𝒦_{\mathrm{}}^{}{}_{}{}^{n}$$
(A3)
are the cofactors of the matrix-elements $`𝒦_{i}^{}{}_{}{}^{j}`$, and $`G_{\mathrm{\Lambda },j}^i`$ is the usual, 3-dimensional Einstein-tensor with a cosmological term. In analogy to (27), the set of equations (A2) implies the three Gauß-constraints
$`\stackrel{~}{𝒥}_a`$ $`=`$ $`\pm {\displaystyle \frac{6i}{\gamma \mathrm{\Lambda }}}\left[_j𝒢_{\mathrm{\Lambda },i}^j\sqrt{h}\stackrel{~}{}\text{ }\epsilon _{ijk}𝒦_{\mathrm{}}^{}{}_{}{}^{j}𝒢_\mathrm{\Lambda }^\mathrm{}k\right]\stackrel{~}{e}_a^i`$ (A4)
$``$ $`\pm {\displaystyle \frac{2i}{\gamma }}e_{ia}\stackrel{~}{\epsilon }^{ijk}𝒦_{jk}\stackrel{!}{=}0,`$ (A5)
which require the tensor $`𝒦_{ij}`$ to be *symmetric* in $`i`$ and $`j`$. Therefore, if we take $`𝒦_{ij}`$ *to be* symmetric in the following, the Gauß-constraints (A5) are satisfied identically, and the first line of (A5) takes the form of three generalized Bianchi-identities. We thus conclude that the set of equations (A2) constitutes only *six* independent equations for the *six* fields $`𝒦_{ij}=𝒦_{ji}`$ we are searching for.
Beside the Gauß-consraints (A5), four further equations are implied by (A2) via (25) and (26), namely the Hamiltonian constraint
$$\stackrel{~}{}_0^{\mathrm{ADM}}=\frac{2\sqrt{h}}{\gamma }𝒢_{\mathrm{\Lambda },i}^i\frac{\sqrt{h}}{\gamma }\left(𝒦^2𝒦_{}^{i}{}_{j}{}^{}𝒦_{}^{j}{}_{i}{}^{}+2\mathrm{\Lambda }R\right)\stackrel{!}{=}0,$$
(A6)
and the three diffeomorphism-constraints
$$\stackrel{~}{}_i=\frac{2ih}{\gamma }\stackrel{~}{}\text{ }\epsilon _{ijk}𝒢_\mathrm{\Lambda }^{jk}\pm \frac{2i\sqrt{h}}{\gamma }\left(_j𝒦_{}^{j}{}_{i}{}^{}_i𝒦\right)\stackrel{!}{=}0,$$
(A7)
respectively. Here $`𝒦`$ in (A6) and (A7) denotes the trace of $`(𝒦_{}^{i}{}_{j}{}^{})`$. Remarkably, the Hamiltonian constraint (A6) is a purely algebraical equation for $`𝒦_{ij}`$, which will be solved explicitly later on, while the diffeomorphism-constraints (A7) are *linear* equations and contain information about the *divergence* of the fields $`𝒦_{ij}`$.
Moreover, since the equations (A2) contain the curl of the fields $`𝒦_{ij}`$, eqs. (A2) and (A7) together may be used to construct a second order derivative operator similar to the Laplace-Beltrami-operator of $`𝒦_{ij}`$. Let us therefore consider the following second order differential equations
$$\mathrm{\Delta }_{ij}:=\sqrt{h}\left[\stackrel{~}{}\text{ }\epsilon _{jmn}_i𝒢_\mathrm{\Lambda }^{mn}\stackrel{~}{}\text{ }\epsilon _{imn}h^{mk}_k𝒢_{\mathrm{\Lambda },j}^n+\frac{1}{2}\stackrel{~}{}\text{ }\epsilon _{ijk}_n𝒢_\mathrm{\Lambda }^{nk}\right]\stackrel{!}{=}0,$$
(A8)
which must be satisfied for solutions $`𝒦_{ij}`$ of (A2). The first term in (A8) can be simplified with help of (A7), and gives in the leading derivative order the gradient of the divergence of $`𝒦_{ij}`$ and, in addition, the Hessian of $`𝒦`$. Making use of eqs. (A2), the second term in (A8) contributes the curl of the curl of $`𝒦_{ij}`$, i.e. taking the first two terms in (A8) together, we arrive at
$$\mathrm{\Delta }_{ij}=_i_j𝒦\mathrm{\Delta }𝒦_{ij}+𝒪(_i𝒦_{jk})$$
(A9)
in leading derivative order. By virtue of eqs. (A5), the third term in (A8) contains only first order derivatives of $`𝒦_{ij}`$. It has been added to obtain simple expressions for the trace and the antisymmetric part of $`\mathrm{\Delta }_{ij}`$, which are given by
$$h^{ij}\mathrm{\Delta }_{ij}0,\stackrel{~}{\epsilon }^{ijk}\mathrm{\Delta }_{jk}\frac{\gamma }{2}h^{ij}_j\stackrel{~}{}_0^{\mathrm{ADM}}.$$
(A10)
Instead of solving the nine equations (A8), we may therefore consider the six equations
$$\mathrm{\Delta }_{(ij)}:=\frac{1}{2}(\mathrm{\Delta }_{ij}+\mathrm{\Delta }_{ji})\stackrel{!}{=}0,\stackrel{~}{}_0^{\mathrm{ADM}}\stackrel{!}{=}0$$
(A11)
to determine the six fields $`𝒦_{ij}`$.
In a next step, we will now solve the Hamiltonian constraint (A6) explicitly. At any space-point $`x_3`$, eq. (A6) describes a five dimensional hyperboloid in the six dimensional space spanned by $`𝒦_{ij}`$, as long as
$$x_3:R(x)2\mathrm{\Lambda },$$
(A12)
which will be assumed in the following. This five dimensional hyperboloid may be parameterized with help of a stereographic projection, hence the general solution of the Hamiltonian constraint can be written in the form
$$𝒦_{}^{i}{}_{j}{}^{}=\frac{\sqrt{R2\mathrm{\Lambda }}}{1\text{Tr}𝓠^2}[\frac{1+\text{Tr}𝓠^2}{\sqrt{6}}\delta _j^i+2𝒬_{}^{i}{}_{j}{}^{}],\text{Tr}𝓠^21,$$
(A13)
where $`𝓠`$ is a symmetric, *traceless* matrix. Matrices $`𝓠`$ with $`\text{Tr}𝓠^2=1`$ correspond to coordinate singularities of the stereographic projection, and thus have to be excluded in (A13). Inserting the general solution (A13) of $`\stackrel{~}{}_0^{\mathrm{ADM}}=0`$ into the first of eqs. (A11), we arrive at *five* equations for the *five* fields $`𝒬_{}^{i}{}_{j}{}^{}`$, which remain to be determined.
We now want to argue that the effective set of partial differential equations obtained this way is soluble with respect to $`𝒬_{}^{i}{}_{j}{}^{}`$. Let us therefore consider a background solution $`\overline{𝒬}_{}^{i}{}_{j}{}^{}`$ of these equations, which we assume to be known for sufficiently simple parameter fields $`\stackrel{~}{e}_a^i`$ and $`\mathrm{\Lambda }`$. Explicit solutions $`𝒜_{ia}`$ of the saddle-point eqs. (69), which correspond to the fields $`𝒬_{}^{i}{}_{j}{}^{}`$ via (A1) and (A13), are in fact known for various *homogeneous* 3-manifolds, such as Bianchi-type IX manifolds, cf. . Under infinitesimal perturbations of the parameter fields $`\stackrel{~}{e}_a^i`$ and $`\mathrm{\Lambda }`$, the new solution $`𝒬_{}^{i}{}_{j}{}^{}`$ will differ from the background solution $`\overline{𝒬}_{}^{i}{}_{j}{}^{}`$ by an infinitesimal amount
$$𝒬_{}^{i}{}_{j}{}^{}=\overline{𝒬}_{}^{i}{}_{j}{}^{}+ϵ𝒬_{}^{}{}_{}{}^{i}{}_{j}{}^{}+𝒪(ϵ^2),$$
(A14)
and in the following it will be sufficient to show that the fields $`𝒬_{}^{}{}_{}{}^{i}{}_{j}{}^{}`$ exist to any given background solution $`\overline{𝒬}_{}^{i}{}_{j}{}^{}`$. Inserting the perturbation ansatz (A14) into $`\mathrm{\Delta }_{(ij)}=0`$, we arrive at five *linear* partial differential equations $`\mathrm{\Delta }_{(ij)}^{}=0`$ in $`𝒪(ϵ)`$ determining the fields $`𝒬_{}^{}{}_{}{}^{i}{}_{j}{}^{}`$. To show that these equations are soluble with respect to $`𝒬_{}^{}{}_{}{}^{i}{}_{j}{}^{}`$, we will restrict ourselves to a discussion of the *symbol* of $`\mathrm{\Delta }_{(ij)}^{}=0`$, which we will show to be *elliptic* (cf. ). The symbol $`\sigma (𝒌)`$ of a linear differential operator is obtained by computing the action on a Fourier mode
$$𝒬_{}^{}{}_{}{}^{i}{}_{j}{}^{}(x)=\widehat{𝒬}_{}^{i}{}_{j}{}^{}(𝒌)e^{ik_{\mathrm{}}x^{\mathrm{}}},$$
(A15)
in leading order of the wavevector $`𝒌`$. For the operator $`\mathrm{\Delta }_{(ij)}^{}`$ under study, we obtain
$`\sigma _{ij}(\mathrm{\Delta }_{(mn)}^{};𝒌)`$ $`=`$ $`2{\displaystyle \frac{\sqrt{R2\mathrm{\Lambda }}}{\left(1\text{Tr}\overline{𝓠}^2\right)^2}}[\sqrt{6}k_ik_j\overline{𝒬}^{mn}\widehat{𝒬}_{mn}|𝒌|^2((1\text{Tr}\overline{𝓠}^2)\widehat{𝒬}_{ij}`$ (A17)
$`+\sqrt{{\displaystyle \frac{2}{3}}}\overline{𝒬}^{mn}(h_{ij}+\sqrt{6}\overline{𝒬}_{ij})\widehat{𝒬}_{mn})].`$
The symbol $`\sigma (𝒌)`$ is called elliptic, if it has a *trivial* kernel for $`𝒌\mathrm{𝟎}`$. Then the linear differential operator is invertable in the leading derivative order, and solutions of the linear differential equations will exist. To prove the ellipticity of the symbol (A17), it remains to be shown that the linear equations
$`\sqrt{6}qn_in_j=\sqrt{{\displaystyle \frac{2}{3}}}q\left(h_{ij}+\sqrt{6}\overline{𝒬}_{ij}\right)+\left(1\text{Tr}\overline{𝓠}^2\right)\widehat{𝒬}_{ij}`$ (A18)
have only the trivial solution $`\widehat{𝒬}_{ij}=0`$ for $`𝒏\mathrm{𝟎}`$, where we have introduced the abbreviations
$`q:=\overline{𝒬}^{ij}\widehat{𝒬}_{ij},𝒏:={\displaystyle \frac{𝒌}{|𝒌|}}|𝒏|=1.`$ (A19)
Contracting eqs. (A18) with $`\overline{𝒬}^{ij}`$, we obtain the necessary implication
$$q\left(1+\text{Tr}\overline{𝓠}^2\sqrt{6}\overline{𝒬}^{ij}n_in_j\right)\stackrel{!}{=}0,$$
(A20)
i.e. if we can show that the bracket in (A20) is different from zero, eq. (A20) implies $`q=0`$, and therefore $`\widehat{𝒬}_{ij}=0`$ via (A18), so the ellipticity of $`\sigma (𝒌)`$ according to (A17) would have been proven.
It now follows from a simple estimate for symmetric matrices $`\overline{𝓠}`$ that the vanishing of the bracket in (A20) implies Here and in the following, we have to restrict ourselves to *real-valued* matrices $`\overline{𝓠}`$, which correspond to real or complex solutions $`𝒜_{ia}`$ of the saddle-point equations (69) via (A13) and (A1) in the two different cases $`R>2\mathrm{\Lambda }`$ or $`R<2\mathrm{\Lambda }`$, respectively.
$$1+\underset{i=1}{\overset{3}{}}\overline{𝒬}_i^2\sqrt{6}\underset{i=1}{\overset{3}{\mathrm{max}}}\{\overline{𝒬}_i\}$$
(A21)
where the $`\overline{𝒬}_i`$ denote the three eigenvalues of the matrix $`\overline{𝓠}`$. Since $`\overline{𝓠}`$ is traceless, these three eigenvalues may be parameterized by
$$\overline{𝒬}_j=\sqrt{\frac{2}{3}}\varrho \mathrm{cos}(\theta +\frac{2\pi j}{3}),j\{1,2,3\}\text{with}\varrho 0,0\theta <2\pi .$$
(A22)
Then the relation (A21) takes the form
$$1+\varrho ^22\varrho (1\varrho )^20,$$
(A23)
and is obviously only satisfied for $`\varrho =1`$. Moreover, because of the identity $`\text{Tr}\overline{𝓠}^2=\varrho ^2`$, the particular value $`\varrho =1`$ corresponds to the coordinate singularity of the stereographic projection used in (A13), and is hence not permitted by construction. Thus the relation (A21) has been brought to a contradiction, and we conclude that the bracket in (A20) cannot vanish, what finishes our proof of the ellipticity of the symbol $`\sigma (𝒌)`$ given in (A17).
Summarizing our results, we have shown that the set of linear partial differential equations $`\mathrm{\Delta }_{(ij)}^{}=0`$, which determines the fields $`𝒬_{}^{}{}_{}{}^{i}{}_{j}{}^{}`$, is elliptic, and therefore soluble in leading derivative order. It follows, that the solutions $`𝒬_{}^{i}{}_{j}{}^{}`$ of the nonlinear set of equations $`\mathrm{\Delta }_{(ij)}=0`$ continue to exist under infinitesimal perturbations of the parameter fields $`\stackrel{~}{e}_a^i`$ and $`\mathrm{\Lambda }`$. Therefore, solutions $`𝒦_{ij}`$ of (A8), and also solutions $`𝒜_{ia}`$ of the saddle-point equations (69) can be obtained via (A13) and (A1) for a wide range of parameter fields $`\stackrel{~}{e}_a^i`$ and $`\mathrm{\Lambda }`$, as long as the only restriction $`R2\mathrm{\Lambda }`$ met in (A12) is satisfied.
### 2 Divergence-free triads in the limit $`\mathrm{\Lambda }0`$
In this section we want to discuss how suitable *flat* gauge-fields $`𝒜_{ia}`$ may be used to construct divergence-free triads $`\stackrel{}{d}_a`$ of a given Riemannian 3-manifold $`(_3,𝒉)`$. Such a flat gauge-field on $`_3`$ can be obtained by pursuing any *fixed* solution $`𝒜_{ia}[\stackrel{~}{e}_a^i,\mathrm{\Lambda }]`$ of the saddle-point equations (69) in the limit $`\mathrm{\Lambda }0`$. Using the arguments of section A 1, this will be possible for 3-manifolds with $`R(x)0`$. By virtue of (27), the corresponding gauge-field $`𝒜_{ia}`$ will not only be flat, but it will in addition satisfy the three Gauß-constraints
$$𝒟_i\stackrel{~}{e}_a^i_i\stackrel{~}{e}_a^i+\epsilon _{abc}𝒜_{ib}\stackrel{~}{e}_c^i=0,$$
(A24)
where $`\stackrel{~}{e}_a^i`$ is a fixed but arbitrary triad of the 3-metric $`𝒉`$.
Let us now consider the *parallel transport* associated with the gauge-field $`𝒜_{ia}`$: Given a vector $`\stackrel{}{v}(0)=v_{a,0}\stackrel{}{e}_a`$ at a point $`P_0`$ of $`_3`$, and a curve $`𝒞:x^i=f^i(u),0u1`$, connecting $`P_0`$ with a second point $`P_1`$, we define a vector-field $`\stackrel{}{v}(u)`$ along $`𝒞`$ by solving the equations of parallel transport,
$$\frac{𝒟v_a}{𝒟u}:=\frac{v_a}{u}+\epsilon _{abc}\frac{f^i}{u}𝒜_{ib}v_c\stackrel{!}{=}0,v_a(0)\stackrel{!}{=}v_{a,0}.$$
(A25)
Since the gauge-field $`𝒜_{ia}`$ is flat, the resulting vector $`\stackrel{}{v}(1)`$ at the Point $`P_1`$ does *not* depend on the particular choice of $`𝒞`$ (cf. ), i.e. if we restrict ourselves to the case of *simply connected* manifolds $`_3`$ in the following, the parallel transport of $`\stackrel{}{v}(0)`$ along arbitrary curves $`𝒞_3`$ will define a well-defined *vector-field* $`\stackrel{}{v}(x)`$ on $`_3`$. By construction, this vector-field $`\stackrel{}{v}(x)`$ turns out to be covariantly constant with respect to $`𝒜_{ia}`$,
$$𝒟_iv_a_iv_a+\epsilon _{abc}𝒜_{ib}v_c0,$$
(A26)
and, as a consequence of eq. (A24), the vector-field $`\stackrel{}{v}(x)`$ is in addition *divergence-free*,
$$\stackrel{}{}\stackrel{}{v}\frac{1}{\sqrt{h}}𝒟_i\left(v_a\stackrel{~}{e}_a^i\right)=\frac{1}{\sqrt{h}}\left(\underset{0}{\underset{}{𝒟_iv_a}}\stackrel{~}{e}_a^i+v_a\underset{0}{\underset{}{𝒟_i\stackrel{~}{e}_a^i}}\right)=0.$$
(A27)
Moreover, it follows from eq. (A26) that the parallel transport according to (A25) conserves the scalar product of two vectors $`\stackrel{}{v}`$ and $`\stackrel{}{w}`$:
$$_i\left(\stackrel{}{v}\stackrel{}{w}\right)𝒟_i\left(v_aw_a\right)=\underset{0}{\underset{}{𝒟_iv_a}}w_a+v_a\underset{0}{\underset{}{𝒟_iw_a}}=0.$$
(A28)
From eqs. (A27) and (A28) it is then obvious that a divergence-free *triad* $`\stackrel{}{d}_a(x)`$ of the Riemannian 3-manifold $`(_3,𝒉)`$ can be constructed by choosing three orthonormal vectors $`\stackrel{}{d}_a`$ at a point $`P_0`$, and parallel-propagating these vectors along arbitrary curves $`𝒞_3`$. Since the only freedom in this construction arises from the choice of $`\stackrel{}{d}_a`$ at a single point $`P_0`$, this divergence-free triad $`\stackrel{}{d}_a(x)`$ associated with the flat gauge-field $`𝒜_{ia}`$ turns out to be unique up to *global* rotations.
## B The vacuum state on Bianchi-type IX homogeneous manifolds
In this appendix we want to discuss the semiclassical vacuum state (117) in the special case of Bianchi-type IX homogeneous 3-manifolds. While one saddle-point contribution, the so-called “wormhole-state”, is given by the result (120), four further semiclassical vacuum states are known within the framework of the homogeneous Bianchi IX model . In the inhomogeneous approach of the present paper, these additional states should correspond to topologically nontrivial divergence-free triads of Bianchi-type IX manifolds via (117). Such special triads can indeed be constructed from the divergence-free triads of the unit 3-sphere, which will be discussed first in section B 1. The divergence-free triads of Bianchi-type IX manifolds and the corresponding saddle-point contributions to the vacuum Chern-Simons state will then be given in section B 2.
### 1 Divergence-free triads of the unit 3-sphere
The 3-sphere is a maximally symmetric 3-manifold with six killing-vectors $`\stackrel{}{\xi }_a^\pm `$, representing the commutator algebra
$$[\stackrel{}{\xi }_a^\pm ,\stackrel{}{\xi }_b^\pm ]=\pm 2[abc]\stackrel{}{\xi }_c^\pm ,[\stackrel{}{\xi }_a^+,\stackrel{}{\xi }_b^{}]=\stackrel{}{0}$$
(B1)
of the symmetry group $`SO(4)SO(3)\times SO(3)`$. From the second of these commutation relations it follows that the three vector-fields $`\stackrel{}{\xi }_a^{}`$ are the left-invariant vector-fields to the killing-vectors $`\stackrel{}{\xi }_a^+`$, and vice versa, i.e. the metric tensor of the unit 3-sphere can be expanded in *both* of the two sets $`\stackrel{}{\xi }_a^\pm `$ with *spatially constant* coefficients. In particular, if we choose the normalization of $`\stackrel{}{\xi }_a^\pm `$ as in the first of eqs. (B1), the invariant vector fields $`\stackrel{}{\xi }_a^\pm `$ form automatically two different sets of *invariant triads* $`\stackrel{}{ı}_a^\pm :=\stackrel{}{\xi }_a^\pm `$ to the metric $`𝒉`$ of the unit 3-sphere:
$$\stackrel{}{ı}_a^+\stackrel{}{ı}_a^+=𝒉=\stackrel{}{ı}_a^{}\stackrel{}{ı}_a^{}.$$
(B2)
According to (B1) and (86), both invariant triads $`\stackrel{}{ı}_a^\pm `$ have a *symmetric* structure matrix $`𝒎`$, and are thus *divergence-free* by virtue of eq. (118). Since they are triads to the same metric $`𝒉`$, they must be connected by a gauge-transformation $`𝑬O(3)`$:
$$\stackrel{}{ı}_a^+=E_{ab}\stackrel{}{ı}_b^{}.$$
(B3)
The matrix $`𝑬`$ has a spatially nontrivial dependence, and may of course be calculated explicitly in any given coordinate system on $`S^3`$.<sup>\*∥</sup><sup>\*∥</sup>\*∥For example, if we employ the Euler angles $`\psi ,\vartheta ,\phi `$ as coordinates on the unit 3-sphere, the matrix $`𝑬`$ turns out to be precisely the well-known Euler-matrix $`𝑬(\psi ,\vartheta ,\phi )`$ (for a definition of the Euler-matrix, see e.g. ). However, in the following the explicit form of the rotation matrix $`𝑬`$ will not be needed.
### 2 Divergence-free triads of Bianchi-type IX homogeneous manifolds
Anisotropic manifolds of Bianchi-type IX can be described by choosing an invariant triad of the unit 3-sphere, for example $`\stackrel{}{ı}_a^+`$, and rescaling this triad with three scale parameters $`a_b>0`$:
$$\stackrel{}{ı}_a:=D_{ab}\stackrel{}{ı}_b^+\text{with}𝑫^1:=\text{diag}(a_1,a_2,a_3).$$
(B4)
Then $`\stackrel{}{ı}_a`$ is the invariant triad of a Bianchi-type IX manifold, and the metric tensor is given by $`𝒉=\stackrel{}{ı}_a\stackrel{}{ı}_a`$. In the general, anisotropic case, only three of the six vector-fields $`\stackrel{}{\xi }_a^\pm `$ discussed in section B 1 remain as killing-vectors of the 3-metric $`𝒉`$, namely the fields $`\stackrel{}{\xi }_a^{}`$. We will assume that the invariant triad $`\stackrel{}{ı}_a`$ given in (B4) is positive-oriented. As pointed out in section IV C 1, this triad $`\stackrel{}{d}_a^{(0)}:=\stackrel{}{ı}_a`$ is automatically divergence-free, and gives rise to the “wormhole” saddle-point contribution (120) to the semiclassical vacuum state.
To find further, topologically nontrivial divergence-free triads $`\stackrel{}{d}_a`$ of Bianchi-type IX metrics, let us try an ansatz of the form
$$\stackrel{}{d}_a=E_{ba}O_{bc}\stackrel{}{ı}_c,$$
(B5)
where $`𝑶=(O_{ab})SO(3)`$ is assumed to be spatially constant.<sup>\***</sup><sup>\***</sup>\*** At least in the isotropic case $`a_1=a_2=a_3`$, this ansatz gives the second divergence-free triad $`\stackrel{}{ı}_a^{}`$ of the 3-sphere by virtue of (B3), if we simply choose $`𝑶=\mathrm{𝟏}`$. If we require the triad $`\stackrel{}{d}_a`$ according to (B5), (B4) to be divergence-free, we arrive at three equations for the matrix $`𝑶`$,
$$\stackrel{}{}\stackrel{}{d}_a=O_{bc}D_{cd}[\stackrel{}{ı}+_d,E_{ba}]\stackrel{!}{=}0.$$
(B6)
The spatial derivatives of the matrix $`𝑬`$ with respect to the vector-fields $`\stackrel{}{ı}_a^+`$ can be calculated by inserting eqs. (B3) into eqs. (B1), and are given by
$$[\stackrel{}{ı}_a^+,E_{bc}]=2\epsilon _{abd}E_{dc}.$$
(B7)
Therefore, the requirements (B6) can be simplified to the form
$$\epsilon _{abc}O_{bd}D_{dc}\stackrel{!}{=}0,$$
(B8)
i.e. the matrix $`𝑶`$ has to be chosen in such a way that for any given diagonal matrix $`𝑫`$ the matrix $`𝑶𝑫`$ is *symmetric*. The only four solutions $`𝑶SO(3)`$ of this problem turn out to be
$`𝑶^{(1)}=\text{diag}(+1,1,1)`$ $`,`$ $`𝑶^{(2)}=\text{diag}(1,+1,1),`$ (B9)
$`𝑶^{(3)}=\text{diag}(1,1,+1)`$ $`,`$ $`𝑶^{(4)}=\text{diag}(+1,+1,+1),`$ (B10)
hence the ansatz (B5) gives exactly *four* further divergence-free triads of Bianchi-type IX homogeneous manifolds,
$$\stackrel{}{d}_a^{(\alpha )}=E_{ba}O_{bc}^{^{(\alpha )}}\stackrel{}{ı}_c,\alpha \{1,2,3,4\}.$$
(B11)
We now wish to compute the semiclassical saddle-point contributions to the vacuum state (117), which correspond to the divergence-free triads $`\stackrel{}{d}_a^{(\alpha )},\alpha \{1,2,3,4\}`$. Therefore we first need the winding numbers $`\widehat{w}`$ of these triads with respect to the Einstein-triad $`\stackrel{}{g}_a`$ of Bianchi-type IX metrics. Since the Einstein-triad turns out to be given exactly by the invariant triad of the homogeneous 3-metric, $`\stackrel{}{g}_a\stackrel{}{ı}_a`$, we have to calculate the Cartan-Maurer invariants (82) of the four rotation matrices
$$𝛀^{(\alpha )}:=𝑬^T𝑶^{(\alpha )},\alpha \{1,2,3,4\}.$$
(B12)
This can be done *without* knowing the matrix $`𝑬`$ in (B12) explicitly, because the spatial derivatives in (82) may be substituted by $`_j=ı_{ja}^+\stackrel{}{ı}_a^+`$, and then be eliminated with help of (B7), yielding
$$I(𝛀^{(\alpha )})=8d^3x\epsilon _{abc}\mathit{ı}_a^+\mathit{ı}_b^+\mathit{ı}_c^+=48𝒱,$$
(B13)
where $`𝒱=2\pi ^2`$ is the dimensionless volume of the unit 3-sphere. Since the constant $`I_0`$ in the definition (83) of the winding number has the numerical value $`I_0=96\pi ^2`$ for manifolds with $`S^3`$-topology (cf. ), it follows that the “absolute” winding numbers of the triads $`\stackrel{}{d}_a^{(\alpha )},\alpha \{1,2,3,4\},`$ are simply given by $`\widehat{w}=1`$.
To proceed in the computation of the semiclassical saddle-point contributions (117), we further have to evaluate the functional $`\varphi `$ defined in (17) for the four divergence-free triads $`\stackrel{}{e}_a=\stackrel{}{d}_a^{(\alpha )},\alpha \{1,2,3,4\}`$. Inserting the triads (B11) into $`\varphi `$ according to (17), we first recover the “wormhole”-exponent of (120), if the spatial derivative $`_j`$ acts on the invariant triad $`\stackrel{}{ı}_a`$. In addition, we obtain a second term, which stems from the action of the derivative operator $`_j`$ on the spatially nontrivial matrix $`𝑬`$. This contribution can again be calculated by reexpressing the spatial derivative in terms of the vector-fields $`\stackrel{}{ı}_a^+`$, and making use of eqs. (B7). In case of the divergence-free triad $`\stackrel{}{d}_a^{(4)}`$, we obtain the explicit result
$$\mathrm{\Psi }_{\mathrm{vac}}^{(4)}\stackrel{\mu \mathrm{}}{}\mathrm{\Psi }_{\mathrm{vac}}^{(0)}\mathrm{exp}\left[\pm \frac{4𝒱}{\gamma \mathrm{}}\left(\frac{6}{\mathrm{\Lambda }}+a_1a_2+a_2a_3+a_3a_1\right)\right],$$
(B14)
with $`\mathrm{\Psi }_{\mathrm{vac}}^{(0)}`$ given in (120). The saddle-point value (B14) is known as the “no-boundary” state from the homogeneous Bianchi IX model. Three further semiclassical saddle-point contributions to the vacuum state (117), which correspond to the remaining divergence-free triads $`\stackrel{}{d}_a^{(\alpha )},\alpha \{1,2,3\}`$, are of the same form as $`\mathrm{\Psi }_{\mathrm{vac}}^{(4)}`$ given in (B14), but with two of the three scale parameters $`a_b`$ replaced by their negatives. In the framework of the Bianchi IX model, the corresponding states were referred to as “asymmetric” states. We conclude that all five saddle-point values $`\mathrm{\Psi }_{\mathrm{vac}}^{(\alpha )},\alpha \{0,\mathrm{},4\},`$ known for the homogeneous Bianchi IX model can be recovered within the inhomogeneous approach of the present paper by evaluating the state (117) for the five topologically inequivalent divergence-free triads $`\stackrel{}{d}_a^{(\alpha )},\alpha \{0,\mathrm{},4\},`$ of Bianchi-type IX manifolds. Up to a Gaussian prefactor, which always lies hidden in the proportionality signs of eqs. (120), (B14), the results are of the same form as in .
However, as we have shown in , the four semiclassical saddle-point contributions $`\mathrm{\Psi }_{\mathrm{vac}}^{(\alpha )},\alpha \{1,2,3,4\},`$ are restricted to occur *simultaneously* for symmetry reasons. This can also be seen within the present, inhomogeneous approach, since the four divergence-free triads $`\stackrel{}{d}_a^{(\alpha )},\alpha \{1,2,3,4\},`$ all have the same winding number, and thus should enter into the value of the Chern-Simons state with the same topological right. We conclude that, in agreement with discussions of the non-diagonal Bianchi IX model, only *two* independent values of the vacuum Chern-Simons state are found for Bianchi-type IX manifolds.
## C A non-flat 4-metric generated by the vacuum state
We now want to give special solutions of the vacuum evolution equations (122), such that the associated semiclassical 4-geometries satisfy neither the “no-bondary” condition proposed by Hartle and Hawking , nor the condition of asymptotical flatness in the limit of large scale parameters $`a_{\mathrm{cos}}`$.<sup>\*††</sup><sup>\*††</sup>\*††Here we assume the vacuum limit $`\kappa 0`$ to be realized by considering a sufficiently small value for the cosmological constant $`\mathrm{\Lambda }`$. Then it will be possible to take the cosmological scale parameter $`a_{\mathrm{cos}}`$ arbitrarily large at the same time, cf. eq. (63). Let us therefore consider the class of 3-metrics
$$𝒉=\stackrel{}{ı}_a\stackrel{}{ı}_a,$$
(C1)
where the triad vector-fields $`\stackrel{}{ı}_a=ı_a^i_i`$ are given by
$$\stackrel{}{ı}_1=\frac{1}{a_1}_1,\stackrel{}{ı}_2=\frac{1}{a_2}_2,\stackrel{}{ı}_3=\frac{1}{a_3}(_3+x^2_1+x^1_2).$$
(C2)
The scale-parameters $`a_b`$ in (C2) are assumed to be spatially constant, and the triad $`\stackrel{}{ı}_a`$ is taken to be positive-oriented. Then the structure matrix $`𝒎`$ introduced in (86) takes the spatially constant form
$$𝒎=\text{diag}[\frac{a_1}{a_2a_3},\frac{a_2}{a_3a_1},\mathrm{\hspace{0.17em}0}],$$
(C3)
i.e. the triad $`\stackrel{}{ı}_a`$ is the invariant triad of a spatially homogeneous 3-manifold, which can be classified to be of Bianchi-type VI<sub>-1</sub>. Since the structure matrix $`𝒎`$ according to (C3) is symmetric, it follows directly from eq. (118) that the invariant triad $`\stackrel{}{ı}_a`$ is divergence-free. The Killing-vectors of the 3-metric (C1) must commute with the $`\stackrel{}{ı}_a`$ and are given by
$$\stackrel{}{\xi }_1=\mathrm{cosh}x^3_1+\mathrm{sinh}x^3_2,\stackrel{}{\xi }_2=\mathrm{sinh}x^3_1+\mathrm{cosh}x^3_2,\stackrel{}{\xi }_3=_3.$$
(C4)
They may be used to compactify the 3-manifold $`_3`$ with the metric (C1) in the three $`\stackrel{}{\xi }_a`$-directions, giving rise to a manifold with the nontrivial topology $`S^1\times T^2`$. The compactified 3-manifold will then have a finite volume $`V=𝒱a_1a_2a_3`$, where the value of $`𝒱>0`$ depends on the particular choice of the compactification.
We are now interested in the semiclassical 4-geometries being generated by the evolution equations (122) in case of the divergence-free triad $`\stackrel{}{d}_a=\stackrel{}{ı}_a`$. If we allow for an arbitrary lapse-function $`N`$, they read
$$\frac{d}{d\tau }\stackrel{~}{ı}_a^i=\pm N\stackrel{~}{\epsilon }^{ijk}_jı_{ka}.$$
(C5)
For the three-metric (C1) under study, eqs. (C5) take the form
$$\frac{d}{d\tau }\sigma _1=N\sqrt{\frac{\sigma _2\sigma _3}{\sigma _1}},\frac{d}{d\tau }\sigma _2=\pm N\sqrt{\frac{\sigma _3\sigma _1}{\sigma _2}},\frac{d}{d\tau }\sigma _3=0,$$
(C6)
where we have introduced the new variables
$$\sigma _1:=a_2a_3,\sigma _2:=a_3a_1,\sigma _3:=a_1a_2.$$
(C7)
Choosing the lapse-function $`N`$ as
$$N=\frac{1}{2}\left(\sigma _1\sigma _2\sigma _3\right)^{1/2},$$
(C8)
the set of eqs. (C6) is easily integrated and has the general solution
$$\sigma _1(\tau )=\sqrt{\tau _0+\tau },\sigma _2(\tau )=\sqrt{\tau _0\tau },\sigma _3(\tau )\sigma _3=\text{const.};|\tau |<\tau _0.$$
(C9)
Here we have chosen $`\tau =0`$ such that $`\sigma _1(0)=\sigma _2(0)`$, so only two integration constants $`\tau _0>0`$ and $`\sigma _3>0`$ remain in (C9).
In order to prove that the 4-geometry according to (C9) is non-flat, it is *not* sensible to compute the 4-dimensional Ricci- or Einstein-tensor, since these quantities vanish identically by construction, so we will consider the nontrivial components $`{}_{}{}^{4}R_{}^{0i}{}_{0j}{}^{}`$ of the 4-dimensional Riemann-tensor instead. For a vanishing shift-vector $`N^i=0`$, they are given by
$${}_{}{}^{4}R_{}^{0i}{}_{0j}{}^{}=\frac{1}{N}\frac{d}{dt}K_{}^{i}{}_{j}{}^{}+K_{}^{i}{}_{k}{}^{}K_{}^{k}{}_{j}{}^{},$$
(C10)
with $`K_{}^{i}{}_{j}{}^{}`$ being the usual extrinsic curvature tensor. With help of the triad (C2), we may convert the spatial indices of $`{}_{}{}^{4}R_{}^{0i}{}_{0j}{}^{}`$ into internal indices $`a`$, $`b`$, to obtain
$$_{ab}:=ı_{ia}ı_b^j{}_{}{}^{4}R_{}^{0i}{}_{0j}{}^{}.$$
(C11)
For the metric (C1), $`(_{ab})`$ is a diagonal matrix with
$$_{33}=\frac{1}{Na_3}\frac{d}{d\tau }\left(\frac{1}{N}\frac{da_3}{d\tau }\right),$$
(C12)
and analogous expressions for $`_{11}`$, $`_{22}`$. Making use of the evolution eqs. (C6), we can eliminate the $`\tau `$-derivatives in (C12) to arrive at
$$_{33}=\frac{\sigma _1\sigma _2\sigma _3}{2}\left(\frac{1}{\sigma _1^2}+\frac{1}{\sigma _2^2}\right)^2,$$
(C13)
and inserting the general solution (C9) into (C13), we find
$$_{33}=\sigma _3\tau _0^2\left(\tau _0^2\tau ^2\right)^{3/2}>0.$$
(C14)
Thus we have found a component of the Riemann-tensor, which is nonzero for all times $`\tau `$, $`|\tau |<\tau _0`$, so the semiclassical 4-geometries obtained by evolving the initial 3-geometries (C1) are *nowhere* flat. Moreover, the semiclassical 4-geometries do *not* satisfy the “no-bondary” condition: While the cosmological scale parameter
$$a_{\mathrm{cos}}=𝒱^{1/3}\left(\sigma _1\sigma _2\sigma _3\right)^{1/6}=𝒱^{1/3}\sigma _3^{1/6}\left(\tau _0^2\tau ^2\right)^{1/12}$$
(C15)
vanishes only at the timelike borders $`|\tau |\tau _0`$ of the semiclassical space-time manifolds, the corresponding curvature components $`_{33}`$ at the same time are tending to $`+\mathrm{}`$. Consequently, the semiclassical 4-manifolds are *not* regular or compact for vanishing scale parameters $`a_{\mathrm{cos}}`$. |
warning/0003/hep-ph0003239.html | ar5iv | text | # Quark Mixings in 𝑆𝑈(6)×𝑆𝑈(2)_𝑅 and Suppression of 𝑉_{𝑢𝑏}
## Acknowledgements
Authors would like to thank valuable discussions at the research meeting on neutrino physics held at RIFP at Kyoto on 28th, February to 1st, March, 2000. One of the authors(T. M) is supported in part by a Grant-in-Aid for scientific Research from Ministry of Education, Science, Sports and Culture, Japan (No. 10640256). |
warning/0003/astro-ph0003394.html | ar5iv | text | # A New Probe of the Molecular Gas in Galaxies: Application to M101
## 1 Introduction
Massive gas clouds in the ISM are considered to be the progenitors of young stars in the conventional picture of star formation in galaxy disks. The gas may initially be either in an atomic or in a molecular state (Elmegreen, 1995) depending on the ambient physical conditions (UV flux and gas pressure), but as the volume densities increase through self-gravity, the gas becomes mostly molecular on its way to forming stars. Once the gas is molecular and at densities above $`100\mathrm{cm}^3`$, the cooling rate is so high (e.g. Goldsmith & Langer (1978)) that rapid collapse follows. The rate-determining step in the conventional picture is then the aggregation of HI or diffuse $`\mathrm{H}_2`$ and the formation of Giant Molecular Clouds. Elmegreen (1993) has discussed this problem in detail.
For many late-type systems, the rate-determining step along the path to star formation appears to be the conversion of HI clouds into $`\mathrm{H}_2`$. The fraction of the ISM in atomic form is thought to increase as one progresses along the Hubble Sequence towards the late-type galaxies (see e.g. the review by Roberts & Haynes (1994)). Furthermore, the atomic fraction is thought to dominate the molecular by an order of magnitude or more for a significant number of actively-star-forming galaxies of types Sc and later (Young & Knezek, 1989).
However, in recent years evidence has been accumulating that a significant fraction of the HI in the ISM of galaxies is in fact not a precursor to the star formation process, but instead is produced by photodissociation of the $`\mathrm{H}_2`$ by UV photons emanating from nearby newly-formed massive stars. In that case, either the way we compute the molecular fraction in galaxies via the CO(1-0) emission is wrong, or our ideas of how to control the otherwise runaway collapse of molecular clouds to form stars need further modification. Shu (1997) has summarized the view that magnetic fields may be a controlling factor in cloud collapse.
The dissociation process was first described by Stecher & Williams (1967). The $`\mathrm{H}_2`$ absorbs photons emitted at 1108 Å and 1008 Å via electronic transitions in the Lyman ($`X^1\mathrm{\Sigma }_g^+B^1\mathrm{\Sigma }_u^+`$) and Werner ($`X^1\mathrm{\Sigma }_g^+C^1\mathrm{\Pi }_u^+`$) bands. In the subsequent decay to the vibrationally excited levels of the ground electronic state, $`10`$% of the $`\mathrm{H}_2`$ molecules will dissociate. Photons with wavelengths as long as $`1850`$ Å can continue to create HI by dissociating the “pumped” ($`X^1\mathrm{\Sigma }_g^+,0<v<14`$) $`\mathrm{H}_2`$ via additional Lyman and Werner band transitions. The UV fluorescence spectrum predicted from this process was first observed by Witt et al. (1989) in the nebula IC 63.
The initial evidence that HI may be a product of the star formation process rather than a precursor to it was discovered in a comparison of the morphology of dust lanes and HI ridges in a prominent spiral arm of the galaxy M83 (NGC 5236) by Allen et al. (1985, 1986). This comparison showed that the ridges defining the HI spiral arms peaked not on the dust lanes, as would have been expected in the conventional picture of density-wave-triggered star formation (Roberts, 1969), but instead they were co-linear with the chain of HII regions created by young massive stars forming downstream from the dust lane. Other studies followed on M83 and other nearby spiral galaxies and have generally reached the same conclusions: for M83 (Tilanus & Allen, 1993) , for M51 (Vogel et al., 1988; Tilanus & Allen, 1987; Tilanus et al., 1988; Tilanus & Allen, 1989, 1990, 1991; Rand et al., 1992; Knapen et al., 1992), and for M100 (Knapen & Beckman, 1994, 1996).
Infrared data are providing important support for this picture. For instance, models constrained by KAO measurements of the $`158\mu `$m \[CII \] line indicate that photodissociation may produce as much as 70%–80% of the HI in the disk of NGC 6946 (Madden et al., 1993). More recently, spectra of nearby galaxies taken with the ISO satellite indicate that the bulk of the mid-infrared emission from galaxy disks arises in photodissociation regions (PDRs) (Laurent et al., 1999; Roussel, Sauvage, & Vigroux, 1999; Vigroux et al., 1999).
Photodissociation therefore appears to be an important, and in some cases perhaps even the dominant, factor in defining the appearance and distribution of HI in galaxies, at least over the main body of their stellar disks. In the PDR picture, HI is produced on the surfaces of molecular clouds by the action of far-UV photons from nearby O and B (and some A) stars. The physics of PDRs has been worked out in detail (see e.g. the review by Hollenbach & Tielens (1999)), partly in response to new observational results on the infrared spectra of nearby Galactic star-forming regions such as Orion.
Recognition of the layered structure of the different atomic and molecular species which exist in dense, bright PDRs like the Orion Bar ($`n5\times 10^4\mathrm{cm}^3`$, Tielens et al. (1993)) requires linear resolution better than $`0.02`$ pc, and the HI layer in this case would be only $`0.015`$ pc thick. However, PDRs are also formed by modest UV fluxes incident on low-density clouds, and the HI layers in this case are much thicker. For example, Williams & Maddalena (1996) have identified a large, low-density PDR in the Galaxy, near the molecular cloud G216-2.5. In this case, the HI layer is probably 10-50 pc thick ($`n5010\mathrm{cm}^3`$), and appears in projection as an object about $`50\times 200`$ pc in size. While the IR emission from such large, low-density PDRs is hard to detect (but see Luhman & Jaffe (1996)), the HI emission is actually easier to measure, since the PDR is larger and therefore covers a larger fraction of the radio telescope beam at $`\lambda `$21 cm. The problem with such measurements in the Galaxy which Williams and Maddelena had to circumvent is the confusion of the HI profiles by unrelated gas along the same line of sight. Synthesis imaging radio telescopes can now offer linear resolutions of order 100–200 pc in the nearby galaxies, and the confusion problem can be minimized by choosing galaxies which are viewed more face-on.
The combination of high spatial resolution ($`100200`$ pc) HI mapping along with far ultraviolet (FUV) and H$`\alpha `$ imagery provides a unique opportunity to explore the details of the photodissociation picture in external galaxies. FUV imagery at $`1500`$ Å ($`8.3`$ eV) directly measures the lower energy photons which can dissociate “pumped” molecular gas, and serves as a tracer for the more energetic photons in the range $`912<\lambda <1108`$ Å which start the pumping process for ground-state $`\mathrm{H}_2`$. H$`\alpha `$ imagery is used to assess the importance of extinction, which may be substantial in the far ultraviolet. Allen et al. (1997), hereafter A97, have used this technique with the Sb(r)I-II galaxy M81, finding that patches of HI emission are often located at the periphery of star forming regions mapped in the FUV, as expected for PDRs. The HI column densities in M81 are consistent with the photodissociation of a low density molecular gas by relatively modest UV fluxes<sup>1</sup><sup>1</sup>1However, A97 did not adjust their results for the possible effects of internal extinction of the UV flux in M81, nor for changes in the dust-to-gas ratio. As we shall see in this paper, both corrections can be important..
In this paper, we extend the work of A97 to the Sc(s)I galaxy M101 and carry out a much more extensive and quantitative analysis of the data. Owing to its proximity (7.4 Mpc, Kelson (1996)), its nearly face–on orientation, and the availability of FUV, H$`\alpha `$, and HI data, M101 is the next obvious candidate for this type of work. The best angular resolution presently available in HI for M101 is $`6^{\prime \prime }`$; this corresponds to $`215`$ pc, just adequate to permit identification of the larger PDRs, but still not sufficient to provide much morphological detail. The M101 data are discussed in §2; they have all been drawn from existing archival data sets. A representative sample of PDRs is identified and discussed in §3. The volume density of the gas, $`n`$, associated with each PDR is derived in §3.5. The implications of the resulting radial profile of $`n`$ are discussed in §4.
The method used in this paper provides a new probe for studying the molecular gas content of galaxies which can be compared with the conventional results obtained from using the CO molecular emission (e.g. Solomon et al. (1983)). Questions have been raised about the reliability of CO as a tracer for molecular hydrogen in galaxy disks (e.g. Allen (1996); Combes (1999)), and it is of interest to explore other ways of establishing the amount and physical state of the ISM in different parts of galaxies.
## 2 Archival Data Used
The FUV image of M101 was obtained by the Ultraviolet Imaging Telescope (UIT) (Stecher et al., 1992, 1997) during the Astro-2 mission with the B1 filter ($`\lambda =1520`$ Å, $`\mathrm{\Delta }\lambda =354`$ Å) and an exposure time of 1310 s. The spatial resolution and pixel spacing of the image are $`3^{\prime \prime }`$ FWHM and $`1.13^{\prime \prime }`$, respectively. Astrometric and photometric uncertainties are $`\sigma =1.8^{\prime \prime }`$ and $`15`$%, respectively. An image of the H$`\alpha `$ emission with resolution $`2^{\prime \prime }`$ FWHM was obtained from L. van Zee and M. Haynes. The VLA 21 cm line data were provided by R. Braun. The spatial resolution is $`6^{\prime \prime }`$ FWHM (215 pc), and the pixel spacing is $`2^{\prime \prime }`$ (72 pc). The velocity channels are separated by 5.16 km s<sup>-1</sup> and the velocity resolution is 6.2 km s<sup>-1</sup>. We re-derived a map of the HI column density, $`N`$(HI ), by using the pixels in the channel maps whose values exceed 3 times the $`1\sigma `$ noise value of 16.8 K. The radial profile of the HI column density derived from our data agrees with the original data portrayed in Figure 8a of Braun (1997). Full-size images of the FUV, H$`\alpha `$, and HI emission from M101 can be found in Waller et al. (1997), Van Zee et al. (1998), and Braun (1995), respectively.
The original astrometry of the FUV and H$`\alpha `$ images appears to be excellent based upon the general agreement in the positions of FUV peaks and H$`\alpha `$ sources, and in the large–scale spatial distribution of the FUV continuum and the H$`\alpha `$ and 21 cm line emission. The astrometry of the HI images is intrinsically $`1^{\prime \prime }`$, owing to the calibration procedures used at the VLA. The FUV and H$`\alpha `$ images are then smoothed and resampled to match the spatial resolution and pixel spacing of the HI data.
## 3 Results and Analysis
The relationship between the FUV, H$`\alpha `$, and HI emission is illustrated in Figures 1 and 2. Boxes indicate the locations of regions shown in more detail in Figures 3 through 6. These regions are chosen arbitrarily to provide examples of the detailed FUV, H$`\alpha `$, and HI morphology. A large–scale spatial correspondence between the 21 cm line emission and the FUV and H$`\alpha `$ emission is observed, as expected in both the conventional and photodissociation pictures. Star formation occurs where “sufficient amounts” of gas have accumulated in the conventional picture. However, that picture does not yet provide a quantitative connection between e.g. the amount of precursor gas (both atomic and molecular) which is present and the number of young stars formed from it. Determining this relation from the observations is currently an active area of research in the study of star formation in galaxies (e.g. Kennicutt (1998)).
On the other hand, the photodissociation picture provides a direct, quantitative connection between the FUV flux emanating from a region of recent star formation, the volume density of the $`\mathrm{H}_2`$, and the column density of the surrounding HI . We have chosen in what follows to interpret our results in terms of the photodissociation picture. While we clearly favor such an approach, we must emphasize that our data, by themselves, do not provide a definitive argument against the conventional picture.
### 3.1 FUV and H$`\alpha `$: Mapping Star Forming Regions
Extinction effects are much stronger at 1500 Å than in the visual, as indicated by reddening curves for the Milky Way (e.g. $`A_{1500}=2.6A_V`$ (Savage & Mathis, 1979)) and the Small Magellanic Cloud (e.g. $`A_{1500}=5.6A_V`$ (Hutchings, 1982)). This fact raises the concern that ultraviolet–based studies may be biased if entire star forming regions are totally obscured at FUV wavelengths. For this reason, A97 explore the effects of extinction in M81 by comparing the FUV and H$`\alpha `$ emission. These authors find a strong correspondence between the small–scale structure of the FUV and H$`\alpha `$ emission in M81, with every bright, reliable H$`\alpha `$ source having a FUV counterpart. This suggests that the FUV morphology is relatively unaffected by extinction, or at least that the FUV and the H$`\alpha `$ are affected in the same way.
To explore the importance of extinction in M101, we examined a set of non–stellar H$`\alpha `$ sources for FUV counterparts. We selected objects with the simple goal of constructing a set of representative sources distributed across the galaxy which could be examined interactively for FUV counterparts. The automated point source extraction routines found in GIPSY and IRAF are sufficient for this purpose, yielding $`150`$ H$`\alpha `$ sources when using a peak intensity threshold of 15$`\sigma `$. The resulting set does not form a statistically complete sample. Visual inspection of the data reveals that approximately 10% of the sources lack a detectable FUV counterpart within a radius of $`10^{\prime \prime }`$ (360 pc), at the present sensitivity. A comparison with the H$`\alpha `$ images of M101 presented in Hodge et al. (1990) shows that these sources are in fact real HII regions, and not artifacts. Examples of H$`\alpha `$ sources without FUV counterparts may be seen in Figure 3; these sources tend to be fainter H$`\alpha `$ peaks. Source coordinates are given in Table 1. Sources such as those observed at RA = $`14^h2^m9.96^s`$, Dec$`=+54^{}35^{}16.5^{\prime \prime }`$, and at RA = $`14^h2^m0.71^s`$, Dec = $`+54^{}32^{}2.7^{\prime \prime }`$ are foreground stars, based upon the continuum and narrow–band imagery of Hodge et al. (1990). The existence of equally faint H$`\alpha `$ sources with FUV counterparts indicates that the lack of FUV emission is more likely to be an extinction effect than a sensitivity issue.
We conclude that FUV wavelengths effectively map the locations of the majority of the star forming regions in M101, without severe extinction effects. (The amount of extinction will be discussed further in Section 3.5.2). In this case, FUV mapping offers an additional advantage over H$`\alpha `$ mapping in that FUV wavelengths will trace older sites of star formation in which ionizing stars are no longer present. Such FUV–bright/H$`\alpha `$–dim sites are powered primarily by B stars, whose photon energies are still favorable for the dissociation of $`\mathrm{H}_2`$. A97 find that 10% of 144 FUV sources in M81 do not exhibit H$`\alpha `$ emission. We identified $`350`$ FUV sources distributed across M101, using a threshold peak intensity of $`3\sigma `$. Of these, the brightest 177 (half of the sources) were visually examined for the presence of H$`\alpha `$ counterparts. Approximately 7% of the 177 sources do not appear to have an H$`\alpha `$ counterpart within $`10^{\prime \prime }`$ (360 pc), at the present sensitivity. Examples of such sources are seen in Figure 5 at A) RA(1950) = $`14^h0^m40.28^s`$, Dec(1950) = $`+54^{}31^{}42.1^{\prime \prime }`$; B) RA = $`14^h1^m0.62^s`$, Dec = $`+54^{}31^{}53.7^{\prime \prime }`$; C) RA = $`14^h1^m3.45^s`$, Dec = $`+54^{}32^{}45.3^{\prime \prime }`$.
In the remainder of the paper, we focus our attention on a smaller sample of approximately 100 FUV sources. The selection criteria were driven by our desire to identify a set of representative sources distributed across M101, manageable in size. The resulting sample is not intended to be statistically complete. The sample contains all FUV sources with peak intensities $`10\sigma `$ identified by the point source extraction routines. These sources comprise 2/3 of the set. The remaining sources were chosen by eye to bring the total number of sources to $`100`$, while keeping the distribution uniform across the galaxy. This technique ensures that we do not exclude sources that may have been missed by the point source extractors. The added sources have peak intensities of $`310\sigma `$. All but one (a weak elongated source) belong to the set of 350 sources discussed above. The properties of the H$`\alpha `$ and HI emission are not considered during the source selection.
### 3.2 The Detailed Morphology of the FUV and HI
The small–scale relationship between the FUV and the HI emission is shown in Figures 4 and 6. The general distribution of the HI gas follows that of the diffuse FUV emission, with enhancements in the 21 cm line emission seen near FUV peaks, as in M81. All but 2 of the $`100`$ FUV sources exhibit 21 cm line emission within 800 pc of the source. Specific regions of interest in M101 include the area surrounding SN 1951, located at RA(1950) = $`14^h02^m07.5^s`$, Dec(1950) = $`+54^{}36^{}04^{\prime \prime }`$, at the inner edge of the prominent eastern spiral arm. Here, FUV emission is coincident with and extends from the site of the NGC 5462 HII region (RA(1950) = $`14^h02^m06.8^s`$, Dec(1950) = $`+54^{}36^{}20^{\prime \prime }`$, our Figure 4, see also Figure 7 of Viallefond et al. (1981)). Emission from the 21 cm line lies along the periphery of the HII region but is absent in the vicinity of SN1951 itself. Within the framework of the photodissociation picture, an explanation for this morphology could be that this is a region of intense past and present star formation, as evidenced by the FUV, H$`\alpha `$ and radio continuum emission. Generations of supernovae prior to SN1951 may have evacuated much of the surrounding molecular gas, resulting in the apparent hole in the gas distribution. Non–ionizing photons may have dissociated the skins of the remaining molecular gas clouds, creating the observed HI which neatly curves around the existing FUV–emitting regions. A sketch of the spatial relationships between the FUV, H$`\alpha `$, and HI emission in this type of situation may be found in Case IV, Figure 8 of A97.
A case in which the star forming regions may lie above the mid–plane of the galaxy is seen at RA = $`14^h1^m55.68^s`$, Dec = $`+54^{}33^{}23.7^{\prime \prime }`$ in Figure 4. Here, the NGC 5461 complex shows enhanced HI emission slightly offset from the main FUV source, as well as spatially coincident HI . The NGC 5447 complex, with peaks at RA = $`14^h0^m43.07^s`$ Dec$`=+54^{}30^{}35.5^{\prime \prime }`$ and RA = $`14^h0^m41.69^s`$ and Dec = $`+54^{}30^{}47.4^{\prime \prime }`$, in Figure 6 is another example of this morphology, which occurs when HI appears spread over the FUV-emitting region but without much associated extinction. The HI in this case is behind the FUV source along the line of sight, as in Case I, Figure 8 of A97.
Another interesting morphological behavior is exemplified by the small FUV–bright/H$`\alpha `$–dim source located in the HI depression at RA = $`14^h0^m40.30^s`$ Dec = $`+54^{}31^{}41.4^{\prime \prime }`$, just north of NGC 5447 in Figure 6. This site may represent an older star forming region which has blown a hole through the plane of the galaxy. Non–ionizing photons from the remaining B stars could be dissociating the walls of the hole, producing the observed HI . This scenario corresponds to that illustrated in Case III, Figure 8 of A97.
Finally, we note that the large loop of HI centered at approximately RA = $`14^h1^m42^s`$, Dec = $`+54^{}31^{}45^{\prime \prime }`$ in Figure 4 presents a case where some of the PDRs may be obscured. The northern portion of the loop shows the presence of fainter H$`\alpha `$ sources and only weak FUV emission. The southern portion of the loop contains multiple, brighter FUV sources, however. Some of these sources also appear to lack H$`\alpha `$ counterparts, and may be older sites of star formation (e.g. the FUV peak located at RA = $`14^h1^m39.12^s`$, Dec = $`+54^{}31^{}31.9^{\prime \prime }`$). This behavior could be explained if star forming regions in the northern portion of the loop lie closer to the mid–plane of the galaxy, in a behavior intermediate between Cases I and II in Figure 8 of A97. The northern sources may also be younger sites of star formation which have not had sufficient time to break through the ISM. These types of sources are clearly in the minority, however; the locations of the majority of candidate PDRs are effectively mapped by the FUV emission.
### 3.3 Candidate PDRs
We have used the UIT data to select a group of candidate PDRs for further study. Of the $`100`$ FUV–bright sources, we identified 35 regions for which 1) the total FUV flux and 2) the distance between the FUV source and the peaks of the associated 21 cm line emission could be reliably measured. The selected sources are therefore relatively isolated and in areas containing detectable HI . The primary selection criterion is in fact confusion, as 95% of the rejections were based upon the presence of another significant FUV source within $`15^{\prime \prime }`$ (540 pc). Two sources were rejected due to a lack of 21 cm emission within a radius of $`15^{\prime \prime }`$; one additional source was rejected due to the weakness of the HI emission. The locations of the 35 selected regions are shown in Figure 7. The regions are classified into two subsets according to the intensity $`\chi `$ of the FUV flux seen by the neighboring HI clouds. The HI column density is directly related to $`\chi `$ in the photodissociation picture (see Section 3.4). Regions in Figure 7 marked with small square boxes are characterized by a narrow range of $`\chi `$ such that $`0.9<\chi <10`$. These regions represent a set of “standard UV fluxes.” Regions designated by open circles have FUV fluxes outside of this range. The FUV, H$`\alpha `$, and HI morphologies of typical candidate PDRs are illustrated in Figures 8 through 10.
The quantity $`\chi `$ is given by $`\chi =F_{FUV}(7.4\times 10^6/\rho _{HI})^2/F_0`$, where $`F_0=2.64\times 10^6`$ ergs cm<sup>-2</sup> s<sup>-1</sup> Å<sup>-1</sup> is the solar neighborhood value at 1500 Å (A97, and references therein), $`F_{FUV}`$ is the total FUV flux observed by UIT in $`\mathrm{ergs}\mathrm{cm}^2\mathrm{s}^1\mathrm{\AA }^1`$, $`\rho _{HI}`$ is the distance between the FUV source and the peak of the neighboring HI emission in parsecs, and $`7.4\times 10^6`$ is the adopted distance to M101 (in parsecs). The value of $`F_0`$ is based upon the values of the local interstellar radiation field given by Draine (1978) and illustrated in Figure 1 of Van Dishoeck & Black (1988). The solar neighborhood value varies weakly over the wavelength range of the UIT B1 filter; the adopted value of $`F_0`$ would change by less than 10% if we were to convolve the Draine (1978) curve with the UIT B1 filter profile.
The measurements of $`\rho _{HI}`$ and $`N_{HI}`$, the associated column density, are dependent upon the morphology of the source. As seen in Figure 10, multiple patches of 21 cm emission neighbor each source. Each patch serves as an equally valid probe of the surrounding ISM. We determine $`\rho _{HI}`$ by calculating the average HI surface brightness in successive annuli for each PDR. The annuli are centered upon the FUV source. The quantity $`\rho _{HI}`$ is defined as the radius at which the surface brightness profile first reaches a local maximum. To measure the associated column density, $`N_{HI}`$, we identify the brightest patch of 21 cm line emission located at a distance $`\rho _{HI}`$ from the FUV source. The adopted value of $`N_{HI}`$ corresponds to the brightest pixel within the patch. The distance between the brightest pixel and the FUV source is always within 0.5 pixels of $`\rho _{HI}`$. This measurement of $`N_{HI}`$ is preferred to the average value of $`N_{HI}`$ obtained from the surface brightness profiles since the annuli include regions lacking 21 cm line emission. The average values therefore underestimate the column densities in the local ISM.
The measurements of $`F_{FUV}`$, $`\rho _{HI}`$, $`\chi `$, and $`N_{HI}`$ for each region are listed in Table 2 and displayed in Figures 12 through 15 respectively. Filled circles represent the regions with $`0.9<\chi <10`$. The values of the sky background and any surrounding diffuse FUV emission have been removed from the measurements of $`F_{FUV}`$. This is accomplished by measuring the average FUV surface brightness in successive annuli centered on the FUV source. The amount of diffuse $`+`$ sky background per unit area is measured at the radius at which the FUV surface brightness levels off in the resulting radial profile. This value is subtracted from the total FUV flux contained within this radius. The FUV fluxes (Figure 12) vary by a factor of 100, but show no clear radial trend. With regard to the correspondence between the FUV and HI emission, Figures 10 and 13 show many cases in which the small–scale HI emission is slightly offset from or surrounds a FUV peak. Roughly half (16/35) of the FUV sources display an enhancement in the HI emission within 250 pc. For another 16 sources, the separation between the FUV and HI peaks ranges from 250 pc to $`500`$ pc. While the photodissociation scenario suggests that the HI enhancements are associated with the FUV emission, we remind the reader that other interpretations of the data may be valid, and that the observed morphology may simply reflect the general distribution of HI enhancements in M101. The HI enhancements for the remaining 3 sources are fairly distant from the FUV sources ($`\rho _{HI}>500`$ pc) and may not be associated with the FUV source. The values of $`\rho _\text{H}\text{}`$ do not display a significant radial trend (Figure 13). The resulting values of $`\chi `$ cover a large range (Figure 14), with no obvious trends with radius in the data. Values of $`N_{HI}`$ represent the peak column density associated with each source. Figure 15 indicates that the values of $`N_{HI}`$ cover a wide range and tend to increase with increasing radius. This situation reflects the central deficit of 21 cm line emission in M101, a feature which is commonly observed in galaxies.
Finally, the projected separation between the FUV and H$`\alpha `$ sources ($`\rho _{H\alpha }`$) is given (Figure 16) in order to further quantify the effects of extinction discussed in §3.1. The majority of the FUV sources (85%, 30/35) have an H$`\alpha `$ counterpart located within $`6^{\prime \prime }`$ (215 pc; the FWHM of the HI image), as seen in Figure 16. Of the remaining sources, 4 have H$`\alpha `$ emission which is slightly offset (215 pc $`<\rho _{H\alpha }<`$ 315 pc). The remaining FUV source lacks an obvious nearby H$`\alpha `$ counterpart, with the nearest H$`\alpha `$ source located over 600 pc away. This source may be an older star forming region. The separation between the FUV and H$`\alpha `$ emission is independent of the distance from the center of M101.
### 3.4 The Quantitative Link Between the FUV and the HI
The column density of HI produced in a PDR is fundamentally linked to the amount of far–ultraviolet (FUV) emission incident upon it and the local molecular gas volume density. The production of HI is calculated with the same physics as the production of the H<sub>2</sub> near–infrared emission lines by fluorescence. Following e.g. Sternberg (1988),
$$N(\text{H}\text{})=\frac{1}{\sigma }\mathrm{ln}\left[\frac{DG}{Rn}\chi +1\right],$$
(1)
where
| $`N(\text{H}\text{})`$ | = | the HI column density, |
| --- | --- | --- |
| $`\sigma `$ | = | the effective grain absorption cross section per H nucleus, |
| $`D`$ | = | the average unattenuated $`\mathrm{H}_2`$ photodissociation rate, |
| $`R`$ | = | the $`\mathrm{H}_2`$ formation rate coefficient, |
| $`\chi `$ | = | the FUV intensity relative to the local ISRF, and |
| $`n`$ | = | the total volume density of the gas. |
The quantity $`G`$ is a dimensionless function of $`\sigma `$, the absorption self–shielding function $`f`$, and the column density of molecular hydrogen $`N_{\mathrm{H2}}`$:
$$G=_0^{N_{\mathrm{H2}}}\sigma fe^{2\sigma N_{\mathrm{H2}}^{}}dN_{\mathrm{H2}}^{}\text{constant}.$$
$`G`$ becomes constant for large values of $`N_{\mathrm{H2}}`$ due to self–shielding (Sternberg, 1988).
Our analysis ignores the ionized component of the HI , which is produced by photons of higher energy ($`13.6`$ eV) than those we measure ($`8.3`$ eV). If such photons are present in the flux impinging on the molecular cloud, then some of the HI would disappear into HII and we would be underestimating $`N(\text{H}\text{})`$. However, in general both the PDR models and the highest-resolution observations in the Galaxy (e.g. figures 3 and 30 in Hollenbach & Tielens (1999)) show that most of the HII appears closer to the exciting stars than does the HI , so any correction ought to be small.
Equation 1 is strongly dependent upon the dust–to–gas ratio ($`\delta =A_V/N_H`$) and weakly dependent upon the gas temperature ($`T`$), since
$`\sigma `$ $`=`$ $`1.883\times 10^{21}(\delta /\delta _0)\mathrm{cm}^2,`$
$`R`$ $`=`$ $`3.0\times 10^{18}(\delta /\delta _0)T^{1/2}y_F(T)\mathrm{cm}^3\mathrm{s}^1,`$
$`G`$ $`=`$ $`(\sigma /\sigma _0)^{1/2}G_0,`$
where $`\delta _0`$ and $`\sigma _0`$ refer to values in the solar neighborhood, and $`y_F(T)`$ represents the efficiency of H<sub>2</sub> formation. The product $`T^{1/2}y_F(T)`$ is likely to be constant to within a factor of 2 (Hollenbach et al., 1971).
Equation 1 also contains a dependence upon the level of obscuration in the immediate vicinity of the FUV source. While the variable $`\chi `$ represents the intrinsic FUV flux associated with the star-forming region, we generally observe an attenuated FUV flux. Assuming any extinction associated with the star-forming region is in the form of an overlying screen of optical depth $`\tau (FUV)`$, $`\chi (\mathrm{observed})=\chi e^{\tau (FUV)}`$. Since the ISM in the immediate vicinity of the FUV source will have been disturbed by stellar winds and any prior supernovae, we do not attempt to link $`\tau (FUV)`$, the local obscuration of the FUV source at 1500 Å, to that implied by $`\delta =A_V/N_H`$, the larger-scale dust–to–gas ratio.
Assuming solar neighborhood values of $`\sigma _0=1.883\times 10^{21}`$ cm<sup>2</sup>, $`D=5.43\times 10^{11}`$ s<sup>-1</sup>, $`R_0=3\times 10^{17}`$ cm<sup>3</sup> s<sup>-1</sup>, and $`G_05\times 10^5`$ (Sternberg, 1988), and neglecting the weak temperature dependence of $`R`$, equation 1 becomes:
$$N(\text{H}\text{})=\frac{5\times 10^{20}}{(\delta /\delta _0)}\mathrm{ln}\left[\frac{90\chi }{n}\left(\frac{\delta }{\delta _0}\right)^{1/2}+1\right],$$
(2)
where $`\chi =\chi (\mathrm{observed})e^{\tau (FUV)}`$.
The behavior of $`N(\text{H}\text{})`$ as a function of $`\chi `$ is displayed for $`\delta /\delta _0=0.2`$, $`\tau (FUV)=0`$ and $`n=30`$, $`n=300`$, and $`n=3000`$ in Figure 17. (These values of $`\delta /\delta _0`$ and $`\tau (FUV)`$ are appropriate for the outer regions of M101, as discussed in Section 3.5.) Values of $`N(\text{H}\text{})10^{22}`$ cm<sup>-2</sup> are not likely to be observed as the atomic gas probably becomes optically thick at this point:
$`N(\text{H}\text{})`$ $`=`$ $`1.82\times 10^{18}{\displaystyle _{\mathrm{}}^{\mathrm{}}}T_s\tau (v)𝑑v`$
$``$ $`1.82\times 10^{18}T_s\tau \mathrm{\Delta }v`$
$``$ $`10^{22}\mathrm{cm}^2,`$
for spin temperatures of $`T_s100`$K and profile FWHMs of $`\mathrm{\Delta }v20`$ km s<sup>-1</sup> typical of M101 (Braun, 1997), and for optical depths of $`\tau 2.5`$, corresponding to a ratio between the brightness and kinetic temperatures of $`T_B/T_K0.9`$. This value is appropriate for the highest-brightness regions of M101, as indicated in Figure 8a of Braun (1997). Figure 17 also shows the measurements for each of the 35 candidate PDRs. The data indicate that the properties of observed regions in M101 are consistent with photodissociation of an underlying molecular gas of moderate volume density.
### 3.5 The Volume Density
Equations 1 and 2 also suggest that our measurements of the HI column density and the FUV emission may be used to estimate the molecular gas density in M101. Solving for the volume density of the gas yields:
$$n=90\chi \left(\frac{\delta }{\delta _0}\right)^{1/2}\left[e^{N_{\mathrm{HI}}\left(\delta /\delta _0\right)/5\times 10^{20}}1\right]^1$$
(3)
for $`N_{\mathrm{HI}}N(\text{H}\text{})`$ and $`\chi =\chi (\mathrm{observed})e^{\tau (FUV)}`$.
This method provides a new probe of the molecular gas volume density with several advantages, including: 1) the method is independent of the CO/$`\mathrm{H}_2`$ conversion factor, 2) the FUV emission can be directly measured from the UIT data, 3) the 21 cm line emission is insensitive to the excitation conditions in the ISM. The main disadvantages are: 1) the results are strongly dependent on the value of $`\delta =A_V/N_H`$, which will vary throughout the galaxy, 2) the relationships contain a weak dependence on the gas temperature which is not yet well understood, 3) the amount of extinction affecting the FUV fluxes must be evaluated, and 4) the observed values of N(HI ) represent upper limits since the unknown geometry of the individual PDRs prohibits inclination corrections. This method is also biased towards regions where significant amounts of gas are present, i.e. regions which are massive enough to have formed some dozens of O–B stars in the last 10–100 $`\times 10^6`$ years.
#### 3.5.1 The Dust–to–Gas Ratio
Values of $`n`$ derived from the data in Table 2, assuming a constant Milky Way dust–to–gas ratio $`\delta /\delta _0=1`$ and no extinction ($`\tau (FUV)=0`$) are also given in Table 2 as $`n_{raw}`$. These values suggest that the volume density of the gas may decrease as a function of radius. However, the metallicity in M101 also changes strongly with radius (e.g. Kennicutt & Garnett (1996) and references therein). Since metal–rich regions also tend to be dustier, the observed radial trend in volume density most likely reflects a change in the dust–to–gas ratio.
To investigate this possibility, a measure of the dust–to–gas ratio is needed. Following Issa et al. (1990) and Schmidt & Boller (1993), we assume that $`\delta =A_V/N_H`$ is directly proportional to the metallicity, as traced by the oxygen abundance. Radial profiles of the quantity $`[12+(\mathrm{log}\mathrm{O}/\mathrm{H})]`$ for M101 are given in Kennicutt & Garnett (1996) for different values of the calibration between the $`R_{23}=`$ (\[OII \] $`+`$ \[O III \]$`)/\mathrm{H}\beta `$ abundance parameter and oxygen abundance. The radial profiles appear to be linear for the Dopita & Evans (1986) and McCall et al. (1985) calibrations or to steepen somewhat in the central regions for the Edmunds & Pagel (1984) calibration. In the rest of the paper, we refer to the metallicity gradients in terms of the calibration source, but remind the reader that the gradients all refer to the Kennicutt & Garnett (1996) data. Figure 18 shows the range of radial dependence of the dust–to–gas ratio for M101. Values of $`n`$ derived using dust–to–gas ratios based upon the Edmunds & Pagel type metallicity gradient are shown in Figure 19. This figure shows values increasing from $`n10`$ cm<sup>-3</sup> in the central star forming regions of M101 to $`n1000`$ cm<sup>-3</sup> in the periphery of the galaxy. The trend is similar for the Dopita & Evans or the MRS type metallicity gradients, although slightly lower values are obtained ($`n0.1`$ cm<sup>-3</sup> to $`n100`$ cm<sup>-3</sup>). Values of $`n`$ derived using an average of the Dopita & Evans and MRS type metallicity gradients are shown in Figure 20.
#### 3.5.2 Obscuration Effects
The discussion up to this point has assumed that extinction effects in these FUV–bright regions are negligible, based upon the fact that the clear majority of H$`\alpha `$ sources have FUV counterparts. Studies of FUV–bright regions in M81 and M51 suggest that such regions are still obscured by dust with optical depths ranging from $`\tau _V0.4`$ to $`\tau _V3.2`$ (Hill et al., 1995, 1997), however. These values would translate to non–negligible reddenings of at least 1 to 9 magnitudes at 1500 Å. We use the H$`\alpha `$ and H$`\beta `$ measurements of Scowen et al. (1992) to apply an extinction correction to our values of $`\chi `$. These authors find that the central regions of M101 are characterized by higher optical depths than the outer regions, consistent with the general behavior of the dust–to–gas ratio. Based upon the scatter plot of optical depths in Figure 3 of Scowen et al., we adopt a radial profile of the optical depth of the form $`\tau _V=2.3R/6.5`$, where $`R`$ is the radius, for $`R15`$ kpc, and $`\tau _V=0`$ for $`R>15`$ kpc. These values provide a lower limit to the required extinction corrections, as radio observations of HII regions in M101 indicate that optical depths derived from optical H$`\alpha `$/H$`\beta `$ line ratios only trace a fraction of the total optical depth in those regions (Viallefond et al., 1982). The ensuing extinction–corrected values of $`n`$ are shown in Figure 21 for the Savage & Mathis (1979) extinction curve ($`\tau (FUV)=2.6\tau _V`$) and Edmunds & Pagel (1984) type metallicity gradient. Even higher volume densities (approaching $`n2000`$ cm<sup>-3</sup> in the central regions) are obtained with the Kinney et al. (1994) extinction curve. Figure 22 shows extinction–corrected values of $`n`$ for the Savage & Mathis (1979) extinction curve and the average of the Dopita & Evans and MRS type metallicity gradients.
These calculations use corrections based upon averaged extinction and dust–to–gas values; the volume densities could be further constrained by obtaining data on the specific optical depths and dust–to–gas ratios of the specific 35 candidate PDRs in our study.
## 4 Discussion and Conclusions
Figures 21 and 22 are our current best estimates for the radial dependence of the total gas volume density in M101. This gas should be essentially all $`\mathrm{H}_2`$. In the process of correcting the “raw” values of volume density (Table 2) for the radial variations of dust-to-gas fraction (resulting in Figures 19 and 20) and UV extinction (finally producing Figures 21 and 22), the radial variations have disappeared. The molecular gas shows a surprisingly narrow range of values from 30 - 1000 $`\mathrm{H}_2`$ molecules cm<sup>-3</sup> for the Edmunds & Pagel type metallicity gradient, with no clear trend from the inner HI –deficient regions near $`R_G5`$ kpc, through the HI –rich “main body” of the galaxy near $`R_G15`$ kpc, all the way out to the HI –poor outer parts at $`R_G25`$ kpc. We note that the Edmunds & Pagel type metallicity gradient is a good representation for the mean of an ensemble of nearby galaxies (Panagia, 2000), which leads us to favor Figure 21 as the most likely final result.
One concern is that the narrow range of values in Figure 21 could result from observational selection. For example, regions of high volume density located near typical FUV sources may be missed since the HI would have a relatively low column density and a low filling factor. This is not an issue for this study since only 3% of our initial sample of FUV sources were rejected due to a lack of 21 cm line emission. To confirm this statement, we examined an additional 10 distinct FUV sources. Measurable HI is found within 800 pc for all ten sources. This is consistent with the spatial correlation between FUV sources and 21 cm line emission observed in Figures 2, 4, and 6. Virtually all FUV sources are associated with 21 cm line emission, with the exception of the innermost regions of M101, where the HI column density is supressed due to the strong increase in the dust-to-gas ratio.
What kind of observational selection could operate on the low-density side of Figure 21? According to Equation 1, $`\mathrm{H}_2`$ with low volume density can produce large columns of HI which may become optically thick, leading us by Equation 3 to overestimate the $`\mathrm{H}_2`$ density and thus depopulate the lower part of Figure 21. However, gas of density e.g. $`n10`$ cm<sup>-3</sup> with HI columns in the optically-thick regime of N(HI ) $`10^{22}`$ cm<sup>-2</sup> would be typically $`300`$ pc in size. Examination of Figure 2 and the zoomed Figures 4 and 6 shows that the highest-brightness HI regions are unresolved, however. NGC 5447 in Figure 6 is a good example of this, as are NGC 5461 and NGC 5462 in Figure 4. This means the path lengths are $`200`$ pc, which implies values of N(HI ) $`6\times 10^{21}`$ cm<sup>-2</sup> in Figure 17, where optical depth in the HI is not likely to be a problem. Therefore, the paucity of points at low volume densities in Figure 21 is very likely real.
We conclude that the 35 regions studied do indeed comprise a representative sample of PDRs, and that observational selection is not likely to be the cause of the narrow range of values for $`n`$($`\mathrm{H}_2`$) in Figure 21.
Our results refer only to the ISM in the immediate vicinities of young stars and clusters of young stars. We do not know from the present observations if the results are representative of the ISM as a whole. Furthermore, the measurement of the HI emission does not immediately provide a total gas mass without additional assumptions about the geometry of the ISM since the HI emission is a surface phenomenon in the PDR picture. Further discussion of the implications of our results for the ISM content of galaxies in general is beyond the scope of this paper; we hope to return to these questions in a future publication.
Walterbos & Braun (1996) have proposed an interpretation for the radial distribution of the bright HI peaks in M101 and other nearby spirals in terms of variations in the hydrostatic pressure of the ISM. Their picture is insightful and deserves a more thorough discussion in the light of the present results than space here permits.
UV photons clearly dominate the physics of the ISM in the immediate neighborhoods of young stars. The production of HI from $`\mathrm{H}_2`$ by photodissociation is a natural and inevitable consequence of this physics. We have described how photodissociation can explain the geometrical structure of the HI on scales of $`100`$ pc in nearby galaxies and have discussed how the physics of photodissociation can be used to provide a new probe of the density of the underlying molecular hydrogen. In addition, we have presented a straightforward explanation for the disappearance of HI in the inner parts of galaxies. Acceptance of this picture requires a shift in parts of the paradigm for star formation from the ISM, from viewing HI as a precursor, to seeing it as a product of the star formation process. While the present results do not by themselves demand discarding the old paradigm, they further strengthen the viability of the new one.
Portions of this reseach were funded by NASA grant NAG5-1278 to the STScI. The UIT was funded under NASA Project Number 440-51. We wish to thank L. van Zee, M. Haynes, & R. Braun for providing the H$`\alpha `$ and HI data, and P. van der Kruit for comments on an earlier version of this paper. We are grateful to our referee for a careful reading of our manuscript and comments which improved the paper. The authors have made use of the NASA/IPAC Extragalactic Database (NED) which is operated by the Jet Propulsion Laboratory, Caltech, under contract with the National Aeronautics and Space Administration. |
warning/0003/math0003045.html | ar5iv | text | # Contents
## 1 Introduction
Recently many works have been devoted to the study on motion of curves ad surfaces. One of the interesting motivations is the relation to soliton equations \[1-10\]. In particular, the geometrical formulation may set a suitable basis for the description of higher dimensional soliton equations \[9-14\]. In this note we would like to discuss the simplest and most transparent differential-geometric appearance of the some soliton equations in multidimensions (see, also , \[16-27\]).
Three equations of the differential geometry are may be starting points of the soliton geometry: the Serret-Frenet equation (SFE), the Gauss-Weingarten equation (GWE) and the Gauss-Mainardi-Codazzi equation (GMCE). We begin with the presentation of these equations.
### 1.1 The Serret-Frenet equation
The SFE has the form
$$\left(\begin{array}{ccc}𝐞_1& & \\ 𝐞_2& & \\ 𝐞_3& & \end{array}\right)_x=\left(\begin{array}{ccc}0& k& 0\\ \beta k& 0& \tau \\ 0& \tau & 0\end{array}\right)$$
$`(1)`$
where $`k,\tau `$ are the curvature and torsion, $`x`$ is the arc-length parameter, $`𝐞_1,𝐞_2`$ and $`𝐞_3`$ are the tangent, normal and binormal vectors, respectively with
$$𝐞_1^2=\beta =\pm 1,𝐞_2^2=𝐞_3^2=1$$
$`(2)`$
where $`\beta =+1`$ corresponds the the focusing case and $`\beta =1`$ corresponds to the defocusing case.
### 1.2 The Gauss-Weingarten equation
Let us consider a surface in $`R^3`$ equipped (locally) with coordinates $`x,y`$ and defined by the position vector $`𝐫=𝐫(x,y)R^3`$. Then the GWE reads as
$$𝐫_{xx}=\mathrm{\Gamma }_{11}^1𝐫_x+\mathrm{\Gamma }_{11}^2𝐫_y+L𝐧$$
$`(3a)`$
$$𝐫_{xy}=\mathrm{\Gamma }_{12}^1𝐫_x+\mathrm{\Gamma }_{12}^2𝐫_y+M𝐧$$
$`(3b)`$
$$𝐫_{yy}=\mathrm{\Gamma }_{22}^1𝐫_x+\mathrm{\Gamma }_{22}^2𝐫_y+N𝐧$$
$`(3c)`$
$$𝐧_x=p_{11}𝐫_x+p_{12}𝐫_y$$
$`(3d)`$
$$𝐧_y=p_{21}𝐫_x+p_{22}𝐫_y$$
$`(3e)`$
where $`\mathrm{\Gamma }_{ij}^k`$ are the Christoffel symbols. This equation can be rewritten in the form
$$Z_x=AZ,Z_y=BZ$$
$`(4)`$
where $`Z=(𝐫_x,𝐫_y,𝐧)^t`$ and
$$A=\left(\begin{array}{ccc}\mathrm{\Gamma }_{11}^1& \mathrm{\Gamma }_{11}^2& L\\ \mathrm{\Gamma }_{12}^1& \mathrm{\Gamma }_{12}^2& M\\ p_{11}& p_{12}& 0\end{array}\right),B=\left(\begin{array}{ccc}\mathrm{\Gamma }_{12}^1& \mathrm{\Gamma }_{12}^2& M\\ \mathrm{\Gamma }_{22}^1& \mathrm{\Gamma }_{22}^2& N\\ p_{21}& p_{22}& 0\end{array}\right).$$
$`(5)`$
On the other hand, in terms of the orthogonal frame
$$𝐞_1=\frac{𝐫_x}{\sqrt{E}},𝐞_2=𝐧,𝐞_3=𝐞_1𝐞_2$$
$`(6)`$
the GWE takes the form
$$\left(\begin{array}{ccc}𝐞_1& & \\ 𝐞_2& & \\ 𝐞_3& & \end{array}\right)_x=A\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right),\left(\begin{array}{ccc}𝐞_1& & \\ 𝐞_2& & \\ 𝐞_3& & \end{array}\right)_y=B\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right).$$
$`(7)`$
Here
$$A=\frac{1}{\sqrt{E}}\left(\begin{array}{ccc}0& L& \frac{g}{\sqrt{E}}\mathrm{\Gamma }_{11}^2\\ \beta L& 0& gp_{12}\\ \frac{\beta g}{\sqrt{E}}\mathrm{\Gamma }_{11}^2& gp_{12}& 0\end{array}\right),B=\frac{1}{\sqrt{E}}\left(\begin{array}{ccc}0& M& \frac{g}{\sqrt{E}}\mathrm{\Gamma }_{12}^2\\ \beta M& 0& gp_{22}\\ \frac{\beta g}{\sqrt{E}}\mathrm{\Gamma }_{12}^2& gp_{22}& 0\end{array}\right)$$
$`(8)`$
where $`g=EGF^2.`$
### 1.3 The Gauss-Mainardi-Codazzi equation
Integrability conditions for the GWE can be derived from
$$𝐫_{xxy}=𝐫_{xyx},𝐫_{xyy}=𝐫_{yyx}$$
$`(9a)`$
or
$$𝐞_{jxy}=𝐞_{jyx}$$
$`(9b)`$
and are equivalent to the following GMCE
$$A_yB_x+[A,B]=0$$
$`(10)`$
where $`A,B`$ are given by (5) or (8). In general, this equation is apparently nonintegrable. Only in some particular cases it is integrable (see, e.g. ). Also it admits some multidimensional extensions, e.g. in 2+1 dimensions. It is remarkable that some of these (2+1)-dimensional extensions are integrable, e.g. the M-LXII equation (19).
## 2 Soliton geometry in $`d=2`$ dimensions
To make exposition self-contained, we expose here some neccessary to us well known basis facts from the 2-dimensional soliton geometry. We must construct two-dimensional generalization of the SFE (1). The simplest and well known two-dimensional extension of the SFE has the form
$$\left(\begin{array}{ccc}𝐞_1& & \\ 𝐞_2& & \\ 𝐞_3& & \end{array}\right)_x=A\left(\begin{array}{ccc}𝐞_1& & \\ 𝐞_2& & \\ 𝐞_3& & \end{array}\right),\left(\begin{array}{ccc}𝐞_1& & \\ 𝐞_2& & \\ 𝐞_3& & \end{array}\right)_y=B\left(\begin{array}{ccc}𝐞_1& & \\ 𝐞_2& & \\ 𝐞_3& & \end{array}\right)$$
$`(11)`$
where
$$A=\left(\begin{array}{ccc}0& k& \sigma \\ \beta k& 0& \tau \\ \sigma & \tau & 0\end{array}\right),B=\left(\begin{array}{ccc}0& m_3& m_2\\ \beta m_3& 0& m_1\\ \beta m_2& m_1& 0\end{array}\right).$$
$`(12)`$
In fact, this equation is equivalent to the GMCE (10) with
$$k=\frac{L}{\sqrt{E}},\sigma =\frac{g}{E}\mathrm{\Gamma }_{11}^2,\tau =\frac{g}{\sqrt{E}}p_{12}$$
$`(13a)`$
$$m_1=\frac{g}{\sqrt{E}}p_{22},m_2=\frac{g}{E}\mathrm{\Gamma }_{12}^2,m_3=\frac{M}{\sqrt{E}}$$
$`(13b)`$
so that the compatibility condition of the equations (11) is the GMCE (10). In this paper we usually suppose that the variables $`k,\tau ,\sigma ,m_j`$ are some functions of $`\lambda `$ (the spectral parameter).
## 3 Soliton geometry in $`d=3`$ dimensions
### 3.1 Curves and Surfaces in 2+1 dimensions
It is known that the 2-dimensional SFE (11) or the GWE (7) admits several (2+1)-dimensional integrable and non integrable generalizations, which describe curves and surfaces in 2+1 dimensions. Here some of them.
#### 3.1.1 The M-LIX equation
The M-LIX equation has the form
$$\alpha 𝐞_{1y}=f_1𝐞_{1x}+\underset{j=1}{\overset{n}{}}b_j𝐞_1\frac{^j}{x^j}𝐞_1+c_1𝐞_2+d_1𝐞_3$$
$`(14)`$
and the equations for $`𝐞_{2y},𝐞_{3y},𝐞_{jt}`$. The M-LIX equation (14) admits several integrable reductions (see, e.g. the subsection 3.3).
#### 3.1.2 The M-LXVII equation
The M-LXVII equation looks like
$$\left(\begin{array}{ccc}𝐞_1& & \\ 𝐞_2& & \\ 𝐞_3& & \end{array}\right)_x=A(\lambda )\left(\begin{array}{ccc}𝐞_1& & \\ 𝐞_2& & \\ 𝐞_3& & \end{array}\right)$$
$`(15a)`$
$$\left(\begin{array}{ccc}𝐞_1& & \\ 𝐞_2& & \\ 𝐞_3& & \end{array}\right)_t=B(\lambda )\left(\begin{array}{ccc}𝐞_1& & \\ 𝐞_2& & \\ 𝐞_3& & \end{array}\right)_y+C(\lambda )\left(\begin{array}{ccc}𝐞_1& & \\ 𝐞_2& & \\ 𝐞_3& & \end{array}\right).$$
$`(15b)`$
Here $`A(\lambda ),B(\lambda ),C(\lambda )`$ are some matrices. This equation also contents some integrable reductions (see, e.g. the subsection 3.5).
#### 3.1.3 The M-LX equation
This extension of the GWE (7) or the SFE (1) has the form
$$\alpha \left(\begin{array}{ccc}𝐞_1& & \\ 𝐞_2& & \\ 𝐞_3& & \end{array}\right)_y=A\left(\begin{array}{ccc}𝐞_1& & \\ 𝐞_2& & \\ 𝐞_3& & \end{array}\right)_x+B\left(\begin{array}{ccc}𝐞_1& & \\ 𝐞_2& & \\ 𝐞_3& & \end{array}\right)$$
$`(16a)`$
$$\left(\begin{array}{ccc}𝐞_1& & \\ 𝐞_2& & \\ 𝐞_3& & \end{array}\right)_t=\underset{j=0}{\overset{n}{}}C_j\frac{^j}{x^j}\left(\begin{array}{ccc}𝐞_1& & \\ 𝐞_2& & \\ 𝐞_3& & \end{array}\right)$$
$`(16b)`$
where $`A,B,C_j`$ \- some matrices. Some integrable reductions of the M-LX equation (16) were presented in .
#### 3.1.4 The modified M-LXI equation
The modified M-LXI (mM-LXI) equation, which is the (2+1)-dimensional integrable extension of the GWE (7), usually we write in the form
$$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_x=A\left(\begin{array}{ccc}𝐞_1& & \\ 𝐞_2& & \\ 𝐞_3& & \end{array}\right),\left(\begin{array}{ccc}𝐞_1& & \\ 𝐞_2& & \\ 𝐞_3& & \end{array}\right)_y=B\left(\begin{array}{ccc}𝐞_1& & \\ 𝐞_2& & \\ 𝐞_3& & \end{array}\right),\left(\begin{array}{ccc}𝐞_1& & \\ 𝐞_2& & \\ 𝐞_3& & \end{array}\right)_t=C\left(\begin{array}{ccc}𝐞_1& & \\ 𝐞_2& & \\ 𝐞_3& & \end{array}\right)$$
$`(17)`$
with
$$A=\left(\begin{array}{ccc}0& k& \sigma \\ \beta k& 0& \tau \\ \sigma & \tau & 0\end{array}\right),B=\left(\begin{array}{ccc}0& m_3& m_2\\ \beta m_3& 0& m_1\\ \beta m_2& m_1& 0\end{array}\right),C=\left(\begin{array}{ccc}0& \omega _3& \omega _2\\ \beta \omega _3& 0& \omega _1\\ \beta \omega _2& \omega _1& 0\end{array}\right).$$
$`(18)`$
In the case $`\sigma =0`$ the mM-LXI equation transform to the M-LXI equation. We think that the M-LXI equation (17) is integrable in general and admits integrable reductions in particular (see, e.g. the subsection 3.2).
### 3.2 The mM-LXII equation and Soliton equations in 2+1 dimensions
Let us return to the mM-LXI equation (17). From (17) we obtain the following mM-LXII equation
$$A_yB_x+[A,B]=0$$
$`(19a)`$
$$A_tC_x+[A,C]=0$$
$`(19b)`$
$$B_tC_y+[B,C]=0.$$
$`(19c)`$
The mM-LXI and mM-LXII equations are may be some of the (2+1)-dimensional simplest, interesting and important integrable extensions of the GWE (7)=(11) and GMCE (10), respectively. In fact, we observe that the M-LXII equation (19) is the particular case of the other integrable equation, namely the Bogomolny equation (BE). The BE has the form (see, e.g. )
$$\mathrm{\Phi }_t+[\mathrm{\Phi },C]+A_yB_x+[A,B]=0$$
$`(20a)`$
$$\mathrm{\Phi }_y+[\mathrm{\Phi },B]+C_xA_t+[C,A]=0$$
$`(20b)`$
$$\mathrm{\Phi }_x+[\mathrm{\Phi },A]+B_tC_y+[B,C]=0.$$
$`(20c)`$
Hence as $`\mathrm{\Phi }=0`$ we obtain the mM-LXII (or M-LXII) equation (19). Hence follows and the other remarkable fact, namely, the mM-LXII equation is exact reduction of the Self-Dual Yang-Mills equation (SDYME)
$$F_{\alpha \beta }=0,F_{\overline{\alpha }\overline{\beta }}=0,F_{\alpha \overline{\alpha }}+F_{\beta \overline{\beta }}=0$$
$`(21)`$
Here
$$F_{\mu \nu }=\frac{A_\nu }{x_\mu }\frac{A_\mu }{x_\nu }+[A_\mu ,A_\nu ]$$
$`(22)`$
and
$$\frac{}{x_\alpha }=\frac{}{z}i\frac{}{t},\frac{}{x_{\overline{\alpha }}}=\frac{}{z}+i\frac{}{t},\frac{}{x_\beta }=\frac{}{x}i\frac{}{y},\frac{}{x_{\overline{\beta }}}=\frac{}{x}+i\frac{}{y}.$$
$`(23)`$
If in the SDYME (21) we take
$$A_\alpha =iC,A_{\overline{\alpha }}=iC,A_\beta =AiB,A_\beta =A+iB$$
$`(100)`$
and if $`A,B,C`$ are independent of $`z`$, then the SDYME (21) reduces to the mM-LXII (or M-LXII as $`\sigma =0`$) equation (19). As known that the LR of the SDYME has the form
$$(_\alpha +\lambda _{\overline{\beta }})\mathrm{\Psi }=(A_\alpha +\lambda A_{\overline{\beta }})\mathrm{\Psi },(_\beta \lambda _{\overline{\alpha }})\mathrm{\Psi }=(A_\beta \lambda A_{\overline{\alpha }})\mathrm{\Psi }$$
$`(24)`$
where $`\lambda `$ is the spectral parameter satisfing the following set of the equations
$$\lambda _\beta =\lambda \lambda _{\overline{\alpha }},\lambda _\alpha =\lambda \lambda _{\overline{\beta }}.$$
$`(25)`$
Apropos, the simplest solution of this set has may be the following form
$$\lambda =\frac{a_1x_{\overline{\alpha }}+a_2x_{\overline{\beta }}+a_3}{a_2x_\alpha a_1x_\beta +a_4},a_j=consts.$$
From (24) we obtain the LR of the M-LXII equation (19)
$$(i_t+\lambda _{\overline{\beta }})\mathrm{\Psi }=[iC+\lambda (A+iB)]\mathrm{\Psi }$$
$`(26a)`$
$$(_\beta i\lambda _t)\mathrm{\Psi }=[(AiB)i\lambda C]\mathrm{\Psi }.$$
$`(26b)`$
So the mM-LXII equation (19) is integrable in the sense that it admits the LR (26). The other form LR for it we present in subsection 3.4 (see (62)).
Now we will establish the connection between the M-LXI and mM-LXII equations (17), (19) and soliton equations in 2+1 dimensions. Let us, we assume
$$𝐞_1𝐒.$$
$`(27)`$
Moreover we introduce two complex functions $`q,p`$ according to the following expressions
$$q=a_1e^{ib_1},p=a_2e^{ib_2}$$
$`(28)`$
where $`a_j,b_j`$ are real functions. Now we ready to consider some examples.
#### 3.2.1 The Ishimori and Davey-Stewartson equations
.
The Ishimori equation (IE) reads as
$$𝐒_t=𝐒(𝐒_{xx}+\alpha ^2𝐒_{yy})+u_x𝐒_y+u_y𝐒_x$$
$`(29a)`$
$$u_{xx}\alpha ^2u_{yy}=2\alpha ^2𝐒(𝐒_x𝐒_y).$$
$`(29b)`$
In this case we have
$$m_1=_x^1[\tau _y\frac{ϵ}{2\alpha ^2}M_2^{Ish}u],m_2=\frac{1}{2\alpha ^2k}M_2^{Ish}u,m_3=_x^1[k_y+\frac{\tau }{2\alpha ^2k}M_2^{Ish}u]$$
$`(30)`$
and
$$\omega _1=\frac{1}{k}[\omega _{2x}+\tau \omega _3],\omega _2=k_x\alpha ^2(m_{3y}+m_2m_1)+im_2u_x$$
$$\omega _3=k\tau +\alpha ^2(m_{2y}m_3m_1)+iku_y+im_3u_x,M_2^{Ish}=M_2|_{a=b=\frac{1}{2}}.$$
$`(31)`$
Functions $`q,p`$ are given by (28) with
$$a_1^2=a_1^^2=\frac{1}{4}k^2+\frac{|\alpha |^2}{4}(m_3^2+m_2^2)\frac{1}{2}\alpha _Rkm_3\frac{1}{2}\alpha _Ikm_2$$
$`(32a)`$
$$b_1=_x^1\{\frac{\gamma _1}{2ia_1^^2}(\overline{A}A+D\overline{D})\}$$
$`(32b)`$
$$a_2^2=a_2^^2=\frac{1}{4}k^2+\frac{|\alpha |^2}{4}(m_3^2+m_2^2)+\frac{1}{2}\alpha _Rkm_3\frac{1}{2}\alpha _Ikm_2$$
$`(32c)`$
$$b_2=_x^1\{\frac{\gamma _2}{2ia_2^^2}(A\overline{A}+\overline{D}D)\}$$
$`(32d)`$
where
$$\gamma _1=i\{\frac{1}{2}k^2\tau +\frac{|\alpha |^2}{2}(m_3km_1+m_2k_y)$$
$$\frac{1}{2}\alpha _R(k^2m_1+m_3k\tau +m_2k_x)+\frac{1}{2}\alpha _I[k(2k_ym_{3x})k_xm_3]\}$$
$`(33a)`$
$$\gamma _2=i\{\frac{1}{2}k^2\tau +\frac{|\alpha |^2}{2}(m_3km_1+m_2k_y)+$$
$$\frac{1}{2}\alpha _R(k^2m_1+m_3k\tau +m_2k_x)+\frac{1}{2}\alpha _I[k(2k_ym_{3x})k_xm_3]\}.$$
$`(33b)`$
Here $`\alpha =\alpha _R+i\alpha _I`$. In this case, $`q,p`$ satisfy the following DS equation
$$iq_t+q_{xx}+\alpha ^2q_{yy}+vq=0$$
$`(34a)`$
$$ip_t+p_{xx}+\alpha ^2p_{yy}+vp=0$$
$`(34b)`$
$$v_{xx}\alpha ^2v_{yy}+2[(pq)_{xx}+\alpha ^2(pq)_{yy}]=0.$$
$`(34c)`$
So we have proved that the IE (29) and the DS equation (34) are L-equivalent to each other. As well known that these equations are G-equivalent to each other . Note that the IE contains two reductions: the Ishimori I equation as $`\alpha _R=1,\alpha _I=0`$ and the Ishimori II equation as $`\alpha _R=0,\alpha _I=1`$. The corresponding versions of the DS equation (34), we obtain as the corresponding values of the parameter $`\alpha `$ (for details, see, e.g. the ref. ).
#### 3.2.2 The Zakharov II and M-IX equations
Now we find the connection between the Myrzakulov IX (M-IX) equation and the curves (the M-LXI equation). The M-IX equation reads as
$$𝐒_t=𝐒M_1𝐒+A_2𝐒_x+A_1𝐒_y$$
$`(35a)`$
$$M_2u=2\alpha ^2𝐒(𝐒_x𝐒_y)$$
$`(35b)`$
where $`\alpha ,b,a`$= consts and
$$M_1=\alpha ^2\frac{^2}{y^2}+4\alpha (ba)\frac{^2}{xy}+4(a^22abb)\frac{^2}{x^2}$$
$$M_2=\alpha ^2\frac{^2}{y^2}2\alpha (2a+1)\frac{^2}{xy}+4a(a+1)\frac{^2}{x^2}$$
$$A_1=i\{\alpha (2b+1)u_y2(2ab+a+b)u_x\}$$
$$A_2=i\{4\alpha ^1(2a^2b+a^2+2ab+b)u_x2(2ab+a+b)u_y\}.$$
$`(36)`$
The M-IX equation was introduced in and is integrable. It admits several integrable reductions:
i) the Ishimori equation (29) as $`a=b=\frac{1}{2}`$;
ii) the M-VIII equation as $`a=b=1,X=x/2,Y=y/\alpha ,w=\alpha ^1u_Y`$
$$𝐒_t=𝐒𝐒_{YY}+w𝐒_Y$$
$`(35a)`$
$$w_X+w_Y+𝐒(𝐒_X𝐒_Y)=0$$
$`(35b)`$
iii) the M-XXXIV equation as $`a=b=1,X=t`$
$$𝐒_t=𝐒𝐒_{YY}+w𝐒_Y$$
$`(35a)`$
$$w_t+w_Y+\frac{1}{2}(𝐒_Y^2)_Y=0$$
$`(35b)`$
and so on . In our case we have
$$m_1=_x^1[\tau _y\frac{\beta }{2\alpha ^2}M_2u],m_2=\frac{1}{2\alpha ^2k}M_2u,m_3=_x^1[k_y+\frac{\tau }{2\alpha ^2k}M_2u]$$
$`(37)`$
and
$$\omega _1=\frac{1}{k}[\omega _{2x}+\tau \omega _3],$$
$`(38a)`$
$$\omega _2=4(a^22abb)k_x4\alpha (ba)k_y\alpha ^2(m_{3y}+m_2m_1)+m_2A_1$$
$`(38b)`$
$$\omega _3=4(a^22abb)k\tau 4\alpha (ba)km_1+\alpha ^2(m_{2y}m_3m_1)+kA_2+m_3A_1.$$
$`(38c)`$
Functions $`q,p`$ are given by (28) with
$$a_1^2=\frac{|a|^2}{|b|^2}a_1^^2=\frac{|a|^2}{|b|^2}\{(l+1)^2k^2+\frac{|\alpha |^2}{4}(m_3^2+m_2^2)(l+1)\alpha _Rkm_3(l+1)\alpha _Ikm_2\}$$
$`(39a)`$
$$b_1=_x^1\{\frac{\gamma _1}{2ia_1^^2}(\overline{A}A+D\overline{D})\}$$
$`(39b)`$
$$a_2^2=\frac{|b|^2}{|a|^2}a_2^^2=\frac{|b|^2}{|a|^2}\{l^2k^2+\frac{|\alpha |^2}{4}(m_3^2+m_2^2)l\alpha _Rkm_3+l\alpha _Ikm_2\}$$
$`(39c)`$
$$b_2=_x^1\{\frac{\gamma _2}{2ia_2^^2}(A\overline{A}+\overline{D}D)$$
$`(39d)`$
where
$$\gamma _1=i\{2(l+1)^2k^2\tau +\frac{|\alpha |^2}{2}(m_3km_1+m_2k_y)$$
$$(l+1)\alpha _R[k^2m_1+m_3k\tau +m_2k_x]+(l+1)\alpha _I[k(2k_ym_{3x})k_xm_3]\}$$
$`(40a)`$
$$\gamma _2=i\{2l^2k^2\tau +\frac{|\alpha |^2}{2}(m_3km_1+m_2k_y)$$
$$l\alpha _R(k^2m_1+m_3k\tau +m_2k_x)l\alpha _I[k(2k_ym_{3x})k_xm_3]\}.$$
$`(40b)`$
Here $`\alpha =\alpha _R+i\alpha _I`$. In this case, $`q,p`$ satisfy the following Zakharov II (Z-II) equation
$$iq_t+M_1q+vq=0$$
$`(41a)`$
$$ip_tM_1pvp=0$$
$`(41b)`$
$$M_2v=2M_1(pq).$$
$`(41c)`$
As well known the Z-II equation admits several reductions: 1) the DS-I equation as $`\alpha _R=1,\alpha _I=0`$; 2) the DS-II equation as $`\alpha _R=0,\alpha _I=1`$; 3) the Z-III equation as $`a=b=1`$ and so on .
### 3.3 The M-LIX equation and Soliton equations in 2+1 dimensions
Now let us consider the connection between the M-LIX equation (14) and (2+1)-dimensional soliton equations. Mention that the M-LIX equation is one of (2+1)-dimensional extensions of the SFE (1). As example, let us consider the connection between the M-LIX equation and the Z-II equation (41). Let the spatial part of the M-LIX equation has the form
$$\alpha 𝐞_{1\eta }=i𝐞_1𝐞_{1\xi }++i(q+p)𝐞_2+(qp)𝐞_3$$
$`(42a)`$
and the equations for the $`𝐞_{2y},𝐞_{3y}.`$ This set of these equations can be considered as some generalization of the Belavin-Polyakov equation
$$𝐞_{1\eta }=\pm 𝐞_1𝐞_{1\xi }$$
$`(43)`$
which arises in several physical applications. In terms of matrices the equations (42) we can write in the form
$$\alpha \widehat{e}_{1\eta }=\frac{1}{2}[\widehat{e}_1,\widehat{e}_{1\xi }]+i(q+p)\widehat{e}_2+(qp)\widehat{e}_3$$
$`(44a)`$
$$\alpha \widehat{e}_{2\eta }=[\widehat{e}_1,\widehat{e}_{2\xi }]+i\widehat{e}_{3\xi }+i(A+B)\widehat{e}_3+(AB)\widehat{e}_2i(p+q)\widehat{e}_1$$
$`(44b)`$
$$\alpha \widehat{e}_{3\eta }=[\widehat{e}_1,\widehat{e}_{3\xi }]i\widehat{e}_{2\xi }i(A+B)\widehat{e}_2+(AB)\widehat{e}_3+(pq)\widehat{e}_1$$
$`(44c)`$
where
$$\widehat{e}_1=g^1\sigma _3g,\widehat{e}_2=g^1\sigma _2g,\widehat{e}_3=g^1\sigma _1g,\xi =\frac{y}{\alpha },\eta =2x+\frac{2a+1}{\alpha }y.$$
$`(45)`$
Here $`\sigma _j`$ are Pauli matrices. Hence follows that the matrix-function $`g`$ satisfies the equations
$$\alpha g_y=B_1g_x+B_0g$$
$`(46)`$
with
$$B_0=\left(\begin{array}{cc}0& q\\ p& 0\end{array}\right),B_1=\left(\begin{array}{cc}a+1& 0\\ 0& a\end{array}\right).$$
$`(47)`$
To find the time evolution of matrices $`\widehat{e}_j`$ we require that the matrices $`\widehat{e}_j`$ satisfy the following set of the equations which is the time part of the M-LIX equation (14)
$$i\widehat{e}_{1t}=\{[(2b+1)\widehat{e}_1+1][\widehat{e}_1,\widehat{e}_{1\xi \xi }]+[2(2b+1)F^++F^{}][\widehat{e}_1,\widehat{e}_{1\xi }]+Q\widehat{e}_{1\xi }\}+$$
$$\{[(c_{12}+c_{21})+i(pq)F^+]\widehat{e}_2[i(c_{12}c_{21})+(pq)F^{}]\widehat{e}_3\}$$
$`(48a)`$
$$i\widehat{e}_{2t}=[P+i(c_{11}c_{22})]\widehat{e}_3+[i(pq)F^++(c_{12}+c_{21})]\widehat{e}_1+Q\widehat{e}_3\widehat{e}_{1\xi }+i\widehat{e}_3\widehat{e}_{1\xi \xi }\widehat{e}_1+i(pq)\widehat{e}_1\widehat{e}_{1\xi }+$$
$$\frac{i}{4}[i(2b+1)\widehat{e}_2\widehat{e}_3][\widehat{e}_1,\widehat{e}_{1\xi \xi }]T[\widehat{e}_2,\widehat{e}_{1\xi }]+[2b+1+\widehat{e}_1]\{i\widehat{e}_{1\xi \xi }\widehat{e}_3+\frac{1}{4}[\widehat{e}_1,\widehat{e}_{1\xi \xi }]\widehat{e}_2+\frac{1}{2}[\widehat{e}_2,\widehat{e}_{1\xi \xi }]\widehat{e}_1\}$$
$`(48b)`$
$$i\widehat{e}_{3t}=P\widehat{e}_2+[c_{11}c_{22}i(c_{12}c_{21})(pq)F^{}]\widehat{e}_1+Q\widehat{e}_2\widehat{e}_{1\xi }+T[\widehat{e}_3,\widehat{e}_{1\xi }]\frac{1}{4}[(2b+1)\widehat{e}_3i\widehat{e}_2][\widehat{e}_1,\widehat{e}_{1\xi \xi }$$
$$i\widehat{e}_2\widehat{e}_{1\xi \xi }\widehat{e}_1[2b+1+\widehat{e}_1]\{i\widehat{e}_{1\xi \xi }\widehat{e}_2+\frac{1}{4}[\widehat{e}_1,\widehat{e}_{1\xi \xi }]\widehat{e}_3+\frac{1}{2}[\widehat{e}_3,\widehat{e}_{1\xi \xi }]\widehat{e}_1\}$$
$`(48c)`$
where
$$Q=2(2b+1)F^{}+4F^++(p+q),P=i[2(2b+1)(F^{}F^++F_\xi ^+)+(p+q)F^++F^^2+F^{+^2}+2F_\xi ^{}],$$
$$T=2(2b+1)F^++(2b+1)F^{}\widehat{e}_1+2F^++F^{}+\frac{1}{2}(p+q)\widehat{e}_1+\frac{1}{2}(pq)\widehat{e}_3.$$
We note that as follows from these equations the vector $`𝐞_1`$ satisfies the M-IX equation
$$i\widehat{e}_{1t}=\frac{1}{2}[\widehat{e}_1,M_1\widehat{e}_1]+A_1\widehat{e}_{1y}+A_2\widehat{e}_{1x}$$
$`(49a)`$
$$M_2u=\frac{\alpha ^2}{2i}tr(\widehat{e}_1([\widehat{e}_{1x},\widehat{e}_{1y}]).$$
$`(49b)`$
The time part of the M-LIX equation (48) immediently gives the equation
$$g_t=2C_2g_{xx}+C_1g_x+C_0g$$
$`(50)`$
where
$$C_0=\left(\begin{array}{cc}c_{11}& c_{12}\\ c_{21}& c_{22}\end{array}\right),C_2=\frac{2b+1}{2}I+\frac{1}{2}\sigma _3,C_1=iB_0.$$
$`(51)`$
Here
$$c_{12}=i(2ba+1)q_x+i\alpha q_y,c_{21}=i(a2b)q_xi\alpha p_y$$
$`(52)`$
and $`c_{jj}`$ are the solutions of the following equations
$$(a+1)c_{11x}\alpha c_{11y}=i[(2ba+1)(pq)_x+\alpha (pq)_y]$$
$`(53a)`$
$$ac_{22x}\alpha c_{22y}=i[(a2b)(pq)_x\alpha (pq)_y].$$
$`(53b)`$
So we have identified the curve, given by the M-LIX equation (42) and (48) with the M-IX equation (35)$``$(49). On the other hand, the compatibilty condition of equations (46) and (50) is equivalent to the Z-II equation (41). So that we have also established the connection between the curve (the M-LIX equation) and the Z-II equation. And we have shown, once more that the M-IX equation (35) and the Z-II equation (41) are L-equivalent to each other. Finally we note as $`a=b=\frac{1}{2}`$ from these results follow the corresponding connection between the M-LIX, Ishimori and DS equations . And as $`a=b=1`$ we get the relation between the M-VIII, M-LIX and Zakharov-III equations (for details, see ).
### 3.4 The M-LVIII, M-LXIII equations and Soliton equationa in 2+1 dimensions
In the C-approach, our starting point is the following (2+1)-dimensional M-LVIII equation
$$𝐫_t=\mathrm{{\rm Y}}_1𝐫_x+\mathrm{{\rm Y}}_2𝐫_y+\mathrm{{\rm Y}}_3𝐧$$
$`(54a)`$
$$𝐫_{xx}=\mathrm{\Gamma }_{11}^1𝐫_x+\mathrm{\Gamma }_{11}^2𝐫_y+L𝐧$$
$`(54b)`$
$$𝐫_{xy}=\mathrm{\Gamma }_{12}^1𝐫_x+\mathrm{\Gamma }_{12}^2𝐫_y+M𝐧$$
$`(54c)`$
$$𝐫_{yy}=\mathrm{\Gamma }_{22}^1𝐫_x+\mathrm{\Gamma }_{22}^2𝐫_y+N𝐧$$
$`(54d)`$
$$𝐧_x=p_{11}𝐫_x+p_{12}𝐫_y$$
$`(54e)`$
$$𝐧_y=p_{21}𝐫_x+p_{22}𝐫_y.$$
$`(54f)`$
It is one of the (2+1)-dimensional generalizations of the GWE (3) and admits several integrable reductions. Practically, all integrable spin systems in 2+1 dimensions are some integrable reductions of the M-LVIII equation (54). For eexample, the isotropic M-I equation (76) or in the vector form
$$𝐒_t=(𝐒𝐒_y+u𝐒)_x$$
$`(101a)`$
$$u_x=𝐒(𝐒_x𝐒_y)$$
$`(101b)`$
is the particular case of the M-LVIII equation (54). In fact, let $`𝐫_x=𝐒`$, then the M-I equation (101) takes the form
$$𝐫_t=(u+\frac{MF}{\sqrt{g}})𝐫_x\frac{M}{\sqrt{g}}𝐫_y+\mathrm{\Gamma }_{12}^2𝐧$$
$`(102)`$
with
$$u=_x^1[\sqrt{g}(L\mathrm{\Gamma }_{12}^2M\mathrm{\Gamma }_{11}^2).$$
$`(103)`$
This equation (102) is in fact the particular case of the M-LVIII equation (54) with
$$\mathrm{{\rm Y}}_1=u+\frac{MF}{\sqrt{g}},\mathrm{{\rm Y}}_2=\frac{M}{\sqrt{g}},\mathrm{{\rm Y}}_3=\mathrm{\Gamma }_{12}^2\sqrt{g}.$$
$`(104)`$
Sometimes it is convenient to work using the B-approach. In this approach the starting equation is the following M-LXIII equation
$$𝐫_{tx}=\mathrm{\Gamma }_{01}^1𝐫_x+\mathrm{\Gamma }_{01}^2𝐫_y+\mathrm{\Gamma }_{01}^3𝐧$$
$`(55a)`$
$$𝐫_{ty}=\mathrm{\Gamma }_{02}^1𝐫_x+\mathrm{\Gamma }_{02}^2𝐫_y+\mathrm{\Gamma }_{02}^3𝐧$$
$`(55b)`$
$$𝐫_{xx}=\mathrm{\Gamma }_{11}^1𝐫_x+\mathrm{\Gamma }_{11}^2𝐫_y+L𝐧$$
$`(55c)`$
$$𝐫_{xy}=\mathrm{\Gamma }_{12}^1𝐫_x+\mathrm{\Gamma }_{12}^2𝐫_y+M𝐧$$
$`(55d)`$
$$𝐫_{yy}=\mathrm{\Gamma }_{22}^1𝐫_x+\mathrm{\Gamma }_{22}^2𝐫_y+N𝐧$$
$`(55e)`$
$$𝐧_t=p_{01}𝐫_x+p_{02}𝐫_y$$
$`(55f)`$
$$𝐧_x=p_{11}𝐫_x+p_{12}𝐫_y$$
$`(55g)`$
$$𝐧_y=p_{21}𝐫_x+p_{22}𝐫_y.$$
$`(55h)`$
This equation follows from the M-LVIII equation (54) under the following conditions
$$\mathrm{\Gamma }_{01}^1=\mathrm{{\rm Y}}_{1x}+\mathrm{{\rm Y}}_1\mathrm{\Gamma }_{11}^1+\mathrm{{\rm Y}}_2\mathrm{\Gamma }_{12}^1+\mathrm{{\rm Y}}_3p_{11}$$
$$\mathrm{\Gamma }_{02}^1=\mathrm{{\rm Y}}_{2x}+\mathrm{{\rm Y}}_1\mathrm{\Gamma }_{11}^2+\mathrm{{\rm Y}}_2\mathrm{\Gamma }_{12}^2+\mathrm{{\rm Y}}_3p_{12}$$
$$\mathrm{\Gamma }_{03}^1=\mathrm{{\rm Y}}_{3x}+\mathrm{{\rm Y}}_1L+\mathrm{{\rm Y}}_2M$$
$$p_{01}=\frac{F\mathrm{\Gamma }_{02}^3}{g},p_{02}=\frac{E\mathrm{\Gamma }_{02}^3}{g},g=EGF^2$$
$`(56)`$
Note that the M-LXIII equation (69) usually we use in the following form
$$Z_x=AZ,Z_y=BZ,Z_t=CZ$$
$`(57)`$
where
$$A=\left(\begin{array}{ccc}\mathrm{\Gamma }_{11}^1& \mathrm{\Gamma }_{11}^2& L\\ \mathrm{\Gamma }_{12}^1& \mathrm{\Gamma }_{12}^2& M\\ p_{11}& p_{12}& 0\end{array}\right),B=\left(\begin{array}{ccc}\mathrm{\Gamma }_{12}^1& \mathrm{\Gamma }_{12}^2& M\\ \mathrm{\Gamma }_{22}^1& \mathrm{\Gamma }_{22}^2& N\\ p_{21}& p_{22}& 0\end{array}\right),C=\left(\begin{array}{ccc}\mathrm{\Gamma }_{01}^1& \mathrm{\Gamma }_{01}^2& \mathrm{\Gamma }_{01}^3\\ \mathrm{\Gamma }_{02}^1& \mathrm{\Gamma }_{02}^2& \mathrm{\Gamma }_{02}^3\\ \mathrm{\Gamma }_{03}^1& \mathrm{\Gamma }_{03}^2& 0\end{array}\right).$$
$`(58)`$
The compatibility condition of the equations (57) gives
$$A_yB_x+[A,B]=0$$
$`(59a)`$
$$A_tC_x+[A,C]=0$$
$`(59b)`$
$$B_tC_y+[B,C]=0$$
$`(59c)`$
that is the mM-LXII equation (19). These equations are equivalent the relations
$$𝐫_{yxx}=𝐫_{xxy},𝐫_{yyx}=𝐫_{xyy}$$
$`(60a)`$
$$𝐫_{txx}=𝐫_{xxt},𝐫_{txy}=𝐫_{xyt},𝐫_{tyy}=𝐫_{yyt}.$$
$`(60b)`$
Note that (60a) is the well known GMCE (10). So that the M-LXII equation (59) is one of the (2+1)-dimensional generalizations of the GMCE (10). In the orthogonal basis (6) the equation (57) takes the form
$$\left(\begin{array}{ccc}𝐞_1& & \\ 𝐞_2& & \\ 𝐞_3& & \end{array}\right)_x=\frac{1}{\sqrt{E}}\left(\begin{array}{ccc}0& L& \frac{g}{\sqrt{E}}\mathrm{\Gamma }_{11}^2\\ \beta L& 0& gp_{12}\\ \frac{\beta g}{\sqrt{E}}\mathrm{\Gamma }_{11}^2& gp_{12}& 0\end{array}\right)\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)$$
$`(61a)`$
$$\left(\begin{array}{ccc}𝐞_1& & \\ 𝐞_2& & \\ 𝐞_3& & \end{array}\right)_y=\frac{1}{\sqrt{E}}\left(\begin{array}{ccc}0& M& \frac{g}{\sqrt{E}}\mathrm{\Gamma }_{12}^2\\ \beta M& 0& gp_{22}\\ \frac{\beta g}{\sqrt{E}}\mathrm{\Gamma }_{12}^2& gp_{22}& 0\end{array}\right)\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)$$
$`(61b)`$
$$\left(\begin{array}{ccc}𝐞_1& & \\ 𝐞_2& & \\ 𝐞_3& & \end{array}\right)_t=\frac{1}{\sqrt{E}}\left(\begin{array}{ccc}0& \mathrm{\Gamma }_{01}^3& \frac{g}{\sqrt{E}}\mathrm{\Gamma }_{01}^2\\ \beta \mathrm{\Gamma }_{01}^3& 0& g\mathrm{\Gamma }_{03}^2\\ \frac{\beta g}{\sqrt{E}}\mathrm{\Gamma }_{01}^2& g\mathrm{\Gamma }_{03}^2& 0\end{array}\right)\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right).$$
$`(61c)`$
This equations we can rewrite in terms of 2$`\times `$2 matrices as
$$g_x=Ug,g_y=Vg,g_t=Wg$$
$`(62)`$
where
$$U=\frac{1}{2i\sqrt{E}}\left(\begin{array}{cc}\sqrt{g}p_{12}& L+i\sqrt{\frac{g}{E}}\mathrm{\Gamma }_{11}^2\\ Li\sqrt{\frac{g}{E}}\mathrm{\Gamma }_{11}^2& \sqrt{g}p_{12}\end{array}\right)$$
$`(63a)`$
$$V=\frac{1}{2i\sqrt{E}}\left(\begin{array}{cc}\sqrt{g}p_{22}& Mi\sqrt{\frac{g}{E}}\mathrm{\Gamma }_{12}^2\\ M+i\sqrt{\frac{g}{E}}\mathrm{\Gamma }_{12}^2& \sqrt{g}p_{22}\end{array}\right)$$
$`(63b)`$
$$W=\frac{1}{2i\sqrt{E}}\left(\begin{array}{cc}\sqrt{g}\mathrm{\Gamma }_{03}^2& \mathrm{\Gamma }_{01}^3i\sqrt{\frac{g}{E}}\mathrm{\Gamma }_{01}^2\\ \mathrm{\Gamma }_{01}^3+i\sqrt{\frac{g}{E}}\mathrm{\Gamma }_{01}^2& \sqrt{g}\mathrm{\Gamma }_{03}^2\end{array}\right).$$
$`(63c)`$
From these equations follow
$$U_yV_x+[U,V]=0$$
$`(64a)`$
$$U_tW_x+[U,W]=0$$
$`(64b)`$
$$V_tW_y+[V,W]=0$$
$`(64c)`$
that is the other form of the mM-LXII equation (59). The equation (64a) is the GMCE (10). Note that the M-LXIII equation in the form (61) have the same form with the mM-LXI equation (17) with the following identifications
$$k=\frac{L}{\sqrt{E}},\sigma =\frac{g}{E}\mathrm{\Gamma }_{11}^2,\tau =\frac{g}{\sqrt{E}}p_{12}$$
$`(65a)`$
$$m_1=\frac{g}{\sqrt{E}}p_{22},m_2=\frac{g}{E}\mathrm{\Gamma }_{12}^2,m_3=\frac{M}{\sqrt{E}}$$
$`(65b)`$
$$\omega _1=\frac{1}{\sqrt{E}}g\mathrm{\Gamma }_{03}^2,\omega _2=\frac{g}{E}\mathrm{\Gamma }_{03}^2,\omega _3=\frac{1}{\sqrt{E}}\mathrm{\Gamma }_{01}^3.$$
$`(65c)`$
So that the set of the linear equations (62) can be considered as one of the form of the LR for the mM-LXII equation (19).
### 3.5 The M-LXVII equation and Soliton equations in 2+1 dimensions
In this section we consider curves and/or surfaces which are given by the following M-LXVII equation
$$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_{\xi _1}=B\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right),\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_{\xi _2}=C\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_{\xi _4}+D\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right).$$
$`(66)`$
Hence we have the 3-dimensional M-LXX equation
$$bB_{\xi _4}+B_{\xi _2}D_{\xi _1}+[B,D]=0$$
$`(67)`$
which is the compatibility condition of the equations (66) as $`C=bI`$.
#### 3.5.1 The 3-dimensional Self-Dual Yang-Mills equation
To derive the SDYME in $`d=3`$ dimensions we consider the following particular case of the M-LXVII equation
$$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_{\xi _1}=(A_1\lambda A_3)\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)$$
$`(68a)`$
$$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_{\xi _2}=\lambda \left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_{\xi _4}+(A_2\lambda A_4)\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right).$$
$`(68b)`$
The compatibility condition of these equations yields the 3-dimensional SDYME
$$A_{2\xi _1}A_{1\xi _2}+[A_2,A_1]=0$$
$`(69a)`$
$$A_{3\xi _4}+[A_4,A_3]=0$$
$`(69b)`$
$$A_{1\xi _4}A_{4\xi _1}+[A_1,A_4]=A_{3\xi _2}+[A_2,A_3].$$
$`(69c)`$
#### 3.5.2 The Zakharov I equation
Now let us we consider the M-LXVII equation in the form
$$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_x=(A_1\lambda A_3)\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)$$
$`(70a)`$
$$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_t=\lambda \left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_y+A_2\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)$$
$`(70b)`$
with
$$A_1=\left(\begin{array}{ccc}0& i(qp)& (q+p)\\ i(qp)& 0& 0\\ (q+p)& 0& 0\end{array}\right)$$
$`(71a)`$
$$A_2=\left(\begin{array}{ccc}0& (q+p)_y& i(pq)_y\\ (q+p)_y& 0& v\\ i(pq)_y& v& 0\end{array}\right)$$
$`(71b)`$
$$A_3=\left(\begin{array}{ccc}0& 0& 0\\ 0& 0& 1\\ 0& 1& 0\end{array}\right).$$
$`(71c)`$
The compatibility condition of these equations gives
$$iq_t=q_{xy}+vq$$
$`(72a)`$
$$ip_t=p_{xy}+vp$$
$`(72b)`$
$$v_x=2(pq)_y$$
$`(72c)`$
which for convenience we call the Zakharov I (Z-I) equation .
#### 3.5.3 Integrable spin systems
Now we consider the case when the curves/surfaces are given by the following geometrical equation
$$\left(\begin{array}{c}𝐞_1^{}\\ 𝐞_2^{}\\ 𝐞_3^{}\end{array}\right)_x=\lambda A_3\left(\begin{array}{c}𝐞_1^{}\\ 𝐞_2^{}\\ 𝐞_3^{}\end{array}\right)$$
$`(73a)`$
$$\left(\begin{array}{c}𝐞_1^{}\\ 𝐞_2^{}\\ 𝐞_3^{}\end{array}\right)_t=\lambda \left(\begin{array}{c}𝐞_1^{}\\ 𝐞_2^{}\\ 𝐞_3^{}\end{array}\right)_y\lambda A_4\left(\begin{array}{c}𝐞_1^{}\\ 𝐞_2^{}\\ 𝐞_3^{}\end{array}\right)$$
$`(73b)`$
with
$$A_3=\left(\begin{array}{ccc}0& rS_1& irS_2\\ rS_1& 0& S_3\\ irS_2& S_3& 0\end{array}\right),A_4=$$
$$\left(\begin{array}{ccc}0& ir[2iS_3S_{2y}2iS_2S_{3y}+iuS_1]& r[2S_3S_{1y}2S_1S_{3y}uS_2]\\ ir[2iS_3S_{2y}2iS_2S_{3y}+iuS_1]& 0& [ir^2(S^+S_y^{}S^{}S_y^+)uS_3]\\ r[2S_3S_{1y}2S_1S_{3y}uS_2& ir^2(S^+S_y^{}S^{}S_y^+)uS_3& 0\end{array}\right).$$
$`(74)`$
Here we have the additional condition
$$S_3^2+r^2(S_1^2+S_2^2)=1,r^2=\pm 1.$$
$`(75)`$
The equation (73) with the condition (75) we call the M-LXVI equation. From the compatibility condition of the equations (73) we obtain the Myrzakulov I (M-I) equation
$$iS_t=([S,S_y]+2iuS)_x$$
$`(76a)`$
$$u_x=\frac{1}{2i}tr(S[S_x,S_y])$$
$`(76b)`$
where
$$S=\left(\begin{array}{cc}S_3& rS^{}\\ rS^+& S_3\end{array}\right),S^\pm =S_1\pm iS_2.$$
$`(77)`$
#### 3.5.4 The (2+1)-dimensional mKdV equation
.
Let us now we consider the following version of the M-LXVII equation
$$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_x=(A_1\lambda A_3)\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)$$
$`(78a)`$
$$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_t=\lambda ^2\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_y+(D_1\lambda +D_0)\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)$$
$`(78b)`$
where $`A_1,A_3`$ are given by (71) and $`D_k`$ are some matrices . Then the complex functions $`q,p`$ satisfy the (2+1)-dimensional complex mKdV equation
$$q_t+q_{xxy}(qv_1)_xv_2q=0$$
$`(79a)`$
$$p_t+p_{xxy}(pv_1)_xv_2p=0$$
$`(79b)`$
$$v_{1x}=2(pq)_y$$
$`(79c)`$
$$v_{2x}=2(pq_{xy}p_{xy}q)$$
$`(79d)`$
which is the 2+1 dimensional complex mKdV . If $`p=\beta q`$ is real, we get the following mKdV equation
$$q_t+q_{xxy}(qv_1)_x=0$$
$`(80a)`$
$$v_{1x}=2\beta (q^2)_y.$$
$`(80b)`$
#### 3.5.5 The (2+1)-dimensional derivative NLSE
.
Let now we work with the following form of the M-LXVII equation
$$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_x=(A_3\lambda ^2+A_1\lambda )\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)$$
$`(81a)`$
$$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_t=\lambda ^2\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_y+(D_2\lambda ^2+D_1\lambda +D_0)\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)$$
$`(81b)`$
where $`A_1,A_3`$ are given by (71). Then the complex functions $`q,p`$ satisfy the Strachan equation
$$iq_t=q_{xy}2ic(vq)_x$$
$`(82a)`$
$$ip_t=p_{xy}+2ic(vq)_x$$
$`(82b)`$
$$v_x=2(pq)_y.$$
$`(82c)`$
#### 3.5.6 The M-III<sub>q</sub> equation
.
At last we consider the case
$$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_x=(A_3(c\lambda ^2+d\lambda )+A_1(2c\lambda +d))\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)$$
$`(83a)`$
$$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_t=2(c\lambda ^2+d\lambda )\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_y+(D_2\lambda ^2+D_1\lambda +D_0)\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)$$
$`(83b)`$
where $`A_1,A_3`$ are given by (71). Then the complex functions $`q,p`$ satisfy the (2+1)-dimensional M-III<sub>q</sub> equation
$$iq_t=q_{xy}2ic(vq)_x+d^2vq$$
$`(84a)`$
$$ip_t=p_{xy}+2ic(vq)_x+d^2vp$$
$`(84b)`$
$$v_x=2(pq)_y.$$
$`(84c)`$
The M-III<sub>q</sub> equation (84) admits two integrable reductions: the Strachan equation (82) as $`d=0`$ and the Z-I equation (72) as $`c=0`$.
## 4 Soliton geometry in $`d=4`$ dimensions
There exist several equations of the soliton geometry in $`d=4`$ dimesions. Some of them we present here.
### 4.1 The M-LXVIII equation
Consider the M-LXVIII equation
$$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_{\xi _1}=A\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_{\xi _3}+B\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)$$
$`(85a)`$
$$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_{\xi _2}=C\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_{\xi _4}+D\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)$$
$`(85b)`$
where $`𝐞_j^2=1,(𝐞_i𝐞_j)=\delta _{ij}`$ and $`A(\lambda ),B(\lambda ),C(\lambda ),D(\lambda )`$ are (3$`\times `$3)-matrices, $`\lambda `$ is some parameter, $`\xi _i`$ are coordinates. This equation describes some four dimensional curves and/or ”surfaces” in 3-dimensional space. It is one of main equations of the multidimensional soliton geometry and admits several integrable reductions.
### 4.2 The M-LXXI equation
Consider the M-LXXI equation
$$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_{\xi _1}=A\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right),\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_{\xi _2}=B\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)$$
$`(86a)`$
$$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_{\xi _4}=C\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_{\xi _3}+D\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)$$
$`(86b)`$
The compatibility condition of these equations gives some nonlinear evolution equations (NEEs).
### 4.3 The M-LXI equation
Consider the 4-dimensional M-LXI equation
$$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_{\xi _1}=A\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right),\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_{\xi _2}=B\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)$$
$$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_{\xi _3}=C\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right),\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_{\xi _4}=D\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right).$$
$`(87)`$
The compatibility condition of these equations gives the following 4-dimensional M-LXII equation
$$A_{\xi _2}B_{\xi _1}+[A,B]=0,A_{\xi _3}C_{\xi _1}+[A,C]=0,A_{\xi _4}D_{\xi _1}+[A,D]=0$$
$`(88a)`$
$$C_{\xi _2}B_{\xi _3}+[C,B]=0,D_{\xi _2}B_{\xi _4}+[D,B]=0,C_{\xi _4}D_{\xi _3}+[C,D]=0.$$
$`(88b)`$
This equation contents many interesting 4-dimnsional NEEs.
### 4.4 The M-LXX equation
From (85) we get the following M-LXX equation
$$AD_{\xi _3}CB_{\xi _4}+B_{\xi _2}D_{\xi _1}+[B,D]=0$$
$`(89a)`$
$$A_{\xi _2}CA_{\xi _4}+[A,D]=0$$
$`(89b)`$
$$[A,C]=0$$
$`(89c)`$
$$C_{\xi _1}AC_{\xi _3}+[C,B]=0.$$
$`(89d)`$
If we choose
$$A=aI,C=bI,a,b=consts$$
$`(90)`$
then the M-LXX equation (89) takes the form
$$aD_{\xi _3}bB_{\xi _4}+B_{\xi _2}D_{\xi _1}+[B,D]=0.$$
$`(91)`$
### 4.5 The SDYME
Now we assume that
$$B=A_1\lambda A_3,D=A_2\lambda A_4,a=b=\lambda .$$
$`(92)`$
So that the M-LXVIII equation takes the form
$$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_{\xi _1}=\lambda \left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_{\xi _3}+(A_1\lambda A_3)\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)$$
$`(93a)`$
$$\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_{\xi _2}=\lambda \left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right)_{\xi _4}+(A_2\lambda A_4)\left(\begin{array}{c}𝐞_1\\ 𝐞_2\\ 𝐞_3\end{array}\right).$$
$`(93b)`$
From (91) we obtain the SDYME
$$A_{2\xi _1}A_{1\xi _2}+[A_2,A_1]=0$$
$`(94a)`$
$$A_{4\xi _3}A_{3\xi _4}+[A_4,A_3]=0$$
$`(94b)`$
$$A_{1\xi _4}A_{4\xi _1}+[A_1,A_4]=A_{2\xi _3}A_{3\xi _2}+[A_2,A_3]$$
$`(94c)`$
or
$$F_{\xi _1\xi _2}=0,F_{\xi _3\xi _4}=0,F_{\xi _4\xi _1}F_{\xi _3\xi _2}=0.$$
$`(94d)`$
Here
$$F_{\xi _i\xi _k}=A_{k\xi _i}A_{i\xi _k}+[A_k,A_i].$$
The SDYME (94) on a connection $`A`$ are the self-duality conditions on the curvature under the Hodge star operation
$$F=F$$
$`(95a)`$
or in index notation
$$F_{\mu \nu }=\frac{1}{2}ϵ_{\mu \nu \rho \delta }F^{\rho \delta }$$
$`(95b)`$
where $``$ is Hodge operator, $`ϵ_{\mu \nu \rho \delta }`$ stands for the completely antisymmetric tensor in four dimensions with the convention: $`ϵ_{1234}=1`$. The SDYME is integrable by the Inverse Scattering Transform method (see, e.g. ). The Lax representation (LR) of the SDYME has the form
$$\mathrm{\Phi }_{\xi _1}\lambda \mathrm{\Phi }_{\xi _3}=(A_1\lambda A_3)\mathrm{\Phi }$$
$`(96a)`$
$$\mathrm{\Phi }_{\xi _2}\lambda \mathrm{\Phi }_{\xi _4}=(A_2\lambda A_4)\mathrm{\Phi }.$$
$`(96b)`$
Hence follows that for the SDYME the spectral parameter $`\lambda `$ satisfies the equations
$$\lambda _{\xi _1}=\lambda \lambda _{\xi _3},\lambda _{\xi _2}=\lambda \lambda _{\xi _4}.$$
$`(97)`$
These equations have the following solutions
$$\lambda =\frac{n_1\xi _3+n_3}{n_4n_1\xi _1},\lambda =\frac{m_1\xi _4+m_3}{m_4m_1\xi _2}.$$
$`(98)`$
So that the general solution of the set (97) has the form
$$\lambda =\frac{n_1\xi _3+n_3+m_1\xi _4}{n_4n_1\xi _1m_1\xi _2}$$
$`(99)`$
where $`m_i,n_i=constants`$. The corresponding solution of the SDYME (94) is called the breaking (overlapping) solutions.
## 5 Conclusion
In this note, we have formulated the some classes of the motion of curves/surfaces in $`d=3,4`$-dimensional space using the differential geometry. It is shown that some of these curves/surfaces are integrable in the sense that they are connected with the well known integrable equations in multidimensions. Examples include practically all known multidimensional integrable (soliton) equations: the DS, Zakharovs, NLS-types, (2+1)-KdV, mKdV , Ishimori, M-IX, M-I equations and the SDYME. In particular, we have shown that one of (2+1)-dimensional extensions of the GMCE (10), namely, the M-LXII (or mM-LXII) equation (19)=(59) is integrable as the particular case of the integrable BE (20). It means that the M-LXII equation is exact reduction of the famous SDYME. In turn, it indicate that almost all known soliton eqiations in 2+1 dimensions are exact reductions of the SDYME since these equations obtained from the mM-LXII (or M-LXII) equation as some particular cases (see for instance refs \[?-?\]).
Although main elements of our approach have been established, but there remain many problems to be studied. The study of some of these problems will be the subjects of our future works. Here only we note that there exists the other approach to study of the multidimensional soliton geometry developing mainly by Konopelchenko and coworkers (see, e.g. refs. \[9, 11-14\] and references therein). The main tool of this approach is a generalized Weierstrass representation for a conformal immersion of surfaces into $`R^3`$ or $`R^4`$, and also a linear problem related with this representation. A consideration of the linear problem along with the Weierstrass representation allows to express integrable deformations of surfaces via such hierarchies soliton equations as a Veselov-Novikov hierarchy, DS hierarchy and so on. Thus, in this context, this and our approaches, developing in paralleel, have the common purpose, namely, the construction surfaces (and curves) inducing by multidimensional soliton equations and complement to each other.
## 6 Acknowledgments
RM would like to thanks to Prof. M.Lakshmanan for stimuliting discussions, hospitality during visits and for the financial support. |
warning/0003/hep-th0003141.html | ar5iv | text | # Untitled Document
THE PHASE OF THE SCATTERING MATRIX
José M. Gracia-Bondía<sup>1,2</sup>
<sup>1</sup>Department of Theoretical Physics I, University Complutense, Madrid 28040, SPAIN
<sup>2</sup>Department of Theoretical Physics, University of Zaragoza, Zaragoza 50009, SPAIN
Vacuum polarization in external fields is treated by way of calculating —exactly and then perturbatively— the phase of the quantum scattering matrix in the Shale–Stinespring approach to field theory. The link between the Shale–Stinespring method and the Epstein–Glaser renormalization procedure is highlighted.
1. Introduction
Renormalization theory is bound to suffer a reappraisal in the light of the reconstruction of Zimmermann’s forest formula in Hopf-algebraic terms, together with the interpretation of the dimensional regularization method given by Connes and Kreimer , and the birth of quantum field theory on noncommutative spaces , together with the evidence that Yang–Mills theories on noncommutative manifolds are ultraviolet divergent —see and the other references in that paper.
Now, part of the advantages and new popularity (see, for instance, \[5–8\]) of the Epstein–Glaser renormalization method \[ 9,10\] stems from the fact that it is locally defined, and so in principle applies to models on nonflat manifolds. There is however some contention on whether, as claimed by some practitioners , the Epstein–Glaser method is a fundamental one.
In cases like these, it sometimes helps to look at a simpler problem, for which an absolutely reliable method is known, to see how the marketed procedures fare in its respect.
The chosen problem is that of vacuum polarization in external fields and the chosen reliable method is the Shale–Stinespring approach to linear quantum field theories. This is an entirely rigorous algebraic method; in its prima facie applicability to “implementable” theories on noncommutative as well as commutative spaces was brought to the fore.
After reviewing the Shale-Stinespring theorem in Section 2, in the body of this article we show, by a refinement of its technique, that the phase of the scattering matrix is well defined and finite for implementable linear theories. We give explicit formulae for the phase.
We then exploit in QED a perturbative version of this approach, which leads in a direct way to the formulas reached by Scharf in his account of vacuum polarization in QED by the Epstein–Glaser method. Some simplification of his calculations results from using gauge-invariant variables. The contention by Scharf and followers that the Epstein–Glaser renormalization procedure is a fundamental one is vindicated to some extent.
2. A reminder on Shale–Stinespring theory
Let $`=^+^{}=:P_+P_{}`$ be a Hilbert space, graded by the projections $`P_\pm `$ on the positive and negative spectral subspaces for a free Dirac operator. Operators on $``$ are presented in block form:
$$A=\left(\begin{array}{cc}A_{++}& A_+\\ A_+& A_{}\end{array}\right).$$
We have in mind particularly the classical (or “first-quantized”) scattering matrix
$$S=\left(\begin{array}{cc}S_{++}& S_+\\ S_+& S_{}\end{array}\right).$$
Introduce a nomenclature for its even and odd parts:
$$p_S:=S_{\mathrm{even}}=\left(\begin{array}{cc}S_{++}& 0\\ 0& S_{}\end{array}\right),q_S:=S_{\mathrm{odd}}=\left(\begin{array}{cc}0& S_+\\ S_+& 0\end{array}\right).$$
Similarly,
$$S^1=S^{}=\left(\begin{array}{cc}S_{++}^{}& S_+^{}\\ S_+^{}& S_{}^{}\end{array}\right),p_S^{}=\left(\begin{array}{cc}S_{++}^{}& 0\\ 0& S_{}^{}\end{array}\right),q_S^{}=\left(\begin{array}{cc}0& S_+^{}\\ S_+^{}& 0\end{array}\right).$$
Unitarity of $`S`$ gives the identities
$$\begin{array}{cc}\hfill S_{++}S_{++}^{}+S_+S_+^{}& =S_{++}^{}S_{++}+S_+^{}S_+=P_+,\hfill \\ \hfill S_{}S_{}^{}+S_+S_+^{}& =S_{}^{}S_{}+S_+^{}S_+=P_{},\hfill \\ \hfill S_{++}S_+^{}+S_+S_{}^{}& =S_{++}^{}S_++S_+^{}S_{}=0,\hfill \\ \hfill S_{}S_+^{}+S_+S_{++}^{}& =S_{}^{}S_++S_+^{}S_{++}=0.\hfill \end{array}$$
It is clear that $`p_S^1`$ exists if and only if $`S_{++}`$ and $`S_{}`$ are invertible as operators on $`^+`$ and on $`^{}`$, respectively; this is the generic case, that always holds when $`S`$ is close to the identity, and will be the only one considered in the sequel. We then define the skewadjoint operators
$$T_S:=q_Sp_S^1=\left(\begin{array}{cc}0& S_+S_{}^1\\ S_+S_{++}^1& 0\end{array}\right),\widehat{T}_S:=T_S^{}=\left(\begin{array}{cc}0& S_{++}^1S_+\\ S_{}^1S_+& 0\end{array}\right).$$
Consider the Fock space constructed on $``$ with the new scalar product
$$\eta |\phi :=\eta _+|\phi _++\phi _{}|\eta _{},$$
$`(1)`$
where $`\eta _\pm :=P_\pm \eta `$. Let $`\{\varphi _k\}`$ and $`\{\psi _k\}`$ denote arbitrary orthonormal bases for $`^+`$ and $`^{}`$, respectively; we shall abbreviate $`b_k:=b(\varphi _k)`$, $`d_k:=d(\psi _k)`$ in the notation of the “particle” and “antiparticle” annihilation operators, and similarly for the creation operators $`b_k^{}`$, $`d_k^{}`$. For any operator $`A`$ on $``$ we have the quantum (or “second-quantized”) counterpart, acting on Fock space:
$$d\mathrm{\Lambda }(A):=b^{}A_{++}b+b^{}A_+d^{}+dA_+b+:dA_{}d^{}:.$$
Here, for instance, $`:dA_{}d^{}:`$ denotes $`_{j,k}d_k^{}\psi _j|A_{}\psi _kd_j`$, the double colon meaning, as usual, a normally ordered product, and $`b^{}A_+d^{}`$ is $`_{j,k}b_k^{}\varphi _k|A_+\psi _jd_j^{}`$; the other cases should be clear.
This rule corresponds to the infinitesimal spin representation ; it is independent of the drafted orthonormal bases and makes sense only when $`A_+`$, $`A_+`$ are Hilbert–Schmidt.
The rule is mainly applied to selfadjoint operators, and yields (at least formally) selfadjoint operators in turn. For instance, in QED the free Dirac equation is written as
$$i\frac{}{t}\psi =\beta m\psi i\stackrel{}{\alpha }\frac{}{\stackrel{}{x}}\psi =:D_0\psi ,$$
where the Dirac matrices, say in the chiral representation, are given by
$$\stackrel{}{\alpha }:=\gamma ^0\stackrel{}{\gamma }=\left(\begin{array}{cc}\stackrel{}{\sigma }& 0\\ 0& \stackrel{}{\sigma }\end{array}\right),\beta :=\gamma ^0:=\left(\begin{array}{cc}0& 1_2\\ 1_2& 0\end{array}\right).$$
To this classical selfadjoint operator $`D_0`$ corresponds the quantum free Hamiltonian
$$𝐇_0:=d\mathrm{\Lambda }(D_0)=b^{}D_0b^{}+:dD_0d^{}:,$$
which is a positive operator. The classical interaction Hamiltonian is of the form
$$H(t)=e(A^0(t)\stackrel{}{\alpha }\stackrel{}{A}(t)),$$
where $`e`$ denotes the electromagnetic coupling constant and $`(A^0,\stackrel{}{A})=:A`$ the electromagnetic vector potential, a real $`c`$-number function. Note the covariant form $`H(t)=e\gamma ^0A/`$, with $`A/:=\gamma ^\mu A_\mu `$. In the interaction picture one considers
$$V(t):=e^{iD_0t}H(t)e^{iD_0t}.$$
$`(2)`$
The quantum interaction Hamiltonian is then
$$𝐕(t):=d\mathrm{\Lambda }(V(t))=b^{}V_{++}(t)b^{}+b^{}V_+(t)d^{}+d^{}V_+(t)b^{}+:dV_{}(t)d^{}:.$$
$`(3a)`$
This can be rewritten in terms of the formal fermion field $`\mathrm{\Psi }`$, as
$$𝐕(t)=d^3x:\overline{\mathrm{\Psi }}(x)A/(x)\mathrm{\Psi }(x):,$$
$`(3b)`$
with $`x=(t,\stackrel{}{x})`$ and the bar meaning the Dirac adjoint. For that, just write the fermion field in the form
$$\mathrm{\Psi }(x)=\underset{k}{}(b_k\varphi _k(x)+d_k^{}\psi _k(x)),$$
where $`\varphi _k(x)=e^{iD_0t}\varphi _k(\stackrel{}{x})`$, and similarly for the $`\psi `$’s.
For the quantum scattering matrix $`𝐒`$ we need instead the global spin representation , which we call $`\mathrm{\Lambda }`$. It is given by
$$𝐒:=e^{i\theta }\mathrm{\Lambda }(S)=e^{i\theta }|0_{\mathrm{in}}|0_{\mathrm{out}}|:\mathrm{exp}d\mathrm{\Lambda }(I):=0_{\mathrm{in}}|0_{\mathrm{out}}:\mathrm{exp}d\mathrm{\Lambda }(I):.$$
Here $`0_{\mathrm{in}}`$ denotes the incoming vacuum, $`0_{\mathrm{out}}:=𝐒\mathrm{\hspace{0.17em}0}_{\mathrm{in}}`$, and
$$I:=\left(\begin{array}{cc}(S_{++}^{})^11& S_+^{}S_{}^1\\ S_{}^1S_+^{}& 1S_{}^1\end{array}\right).$$
Again, this makes sense if and only if $`S_+`$, $`S_+`$ are Hilbert–Schmidt, and then we say that $`S`$ is implementable. The absolute value of the vacuum persistence amplitude $`0_{\mathrm{in}}|0_{\mathrm{out}}`$ is given by
$$\begin{array}{cc}\hfill |0_{\mathrm{in}}|0_{\mathrm{out}}|& =det^{1/4}(1T_S^2)=det^{1/2}(S_{}^{}S_{}^{})=det^{1/2}(S_{++}^{}S_{++}^{})\hfill \\ & =det^{1/2}(1S_+^{}S_+^{})=det^{1/2}(1S_+^{}S_+^{}).\hfill \end{array}$$
For our present purposes, this is the content of the Shale–Stinespring theorem . The phase $`\theta `$ is in principle undetermined and conventionally taken equal to zero; this is all that is needed to compute transition probabilities.
The phase of the vacuum persistence amplitude does matter physically, however: the current density is modified with respect to the free field situation by the vacuum polarization effect (that bears on the radiative correction to the photon propagator in the nonlinear theory), and the interacting current density is found by functional derivation of $`𝐒`$ with respect to the gauge potential, in which the phase intervenes .
The question is then to find an appropriate and computable definition for the phase of the quantum scattering matrix.
3. Computing the phase in the Shale–Stinespring framework
The difficulty comes from the fact that the global spin representation is projective. Let $`U(s,t)`$ be the classical unitary propagator in the interaction representation, which interpolates between the identity and $`S`$. Then $`U(s,t)`$ solves the equation
$$U(s,t)=1i_t^sV(u)U(u,t)𝑑u;$$
$`(4)`$
an explicit form being given by the Dyson expansion
$$U(s,t)=1+\underset{n=1}{\overset{\mathrm{}}{}}(i)^n_t^sV(t_1)_t^{t_1}V(t_2)\mathrm{}_t^{t_{n1}}V(t_n)𝑑t_n\mathrm{}𝑑t_2𝑑t_1,$$
from which follow the propagator properties:
$$U(t,t)=1,U(t,s)U(s,r)=U(t,r).$$
Here $`S=U(\mathrm{},\mathrm{})`$.
Now, for unitary implementable operators $`U_1`$, $`U_2`$, in general
$$\mathrm{\Lambda }(U_1)\mathrm{\Lambda }(U_2)=c(U_1,U_2)\mathrm{\Lambda }(U_1U_2),$$
where the cocycle $`c`$ (with the vanishing phase convention) is given by
$$c(U_1,U_2)=\mathrm{exp}\left(i\mathrm{arg}det^{1/2}(1T_{U_2}\widehat{T}_{U_1})\right)=\mathrm{exp}\left(i\mathrm{arg}det^{1/2}(p_{U_1}^1p_{U_1U_2}p_{U_2}^1)\right).$$
$`(5)`$
This is not a trivial cocycle because the determinants of the $`p_U`$ operators are not individually defined in general. Assume that the interpolating family $`U(s,t)`$ is implementable and (strongly) differentiable with respect to its parameters —this will happen if the external field is sufficiently well behaved. Then
$$\mathrm{\Lambda }(U(s,t))\mathrm{\Lambda }(U(t,r))=c(s,t,r)\mathrm{\Lambda }(U(s,r)),$$
$`(6)`$
with an obvious notation. Still, $`c(t,t,r)=c(s,t,t)=1`$. On the other hand, it can be shown that
$$i\frac{}{s}|_{s=t}\mathrm{\Lambda }(U(s,t))=𝐕(t).$$
We now seek to redefine $`\mathrm{\Lambda }(U(s,t))`$ by multiplying a phase factor $`e^{i\theta (s,t)}`$ so that the new quantum family $`𝐔(s,t):=e^{i\theta (s,t)}\mathrm{\Lambda }(U(s,t))`$ fulfils
$$𝐔(t,t)=1;𝐔(s,t)𝐔(t,r)=𝐔(s,r),$$
$`(7)`$
just like the classical propagator. If we manage that, then $`\theta (+\mathrm{},\mathrm{})`$ will have every right to be called the phase of the quantum scattering operator $`𝐒`$. Let $`c(s,t,r)=:\mathrm{exp}(i\xi (s,t,r))`$. Differentiating equation (6), one gets:
$$𝐕(t)\mathrm{\Lambda }(U(t,r))=i\frac{}{s}|_{s=t}c(s,t,r)\mathrm{\Lambda }(U(t,r))+i\frac{}{t}\mathrm{\Lambda }(U(t,r)).$$
Then, we redefine
$$𝐔(s,t):=\mathrm{exp}\left(i_t^s\frac{}{\lambda }|_{\lambda =\tau }\xi (\lambda ,\tau ,t)d\tau \right)\mathrm{\Lambda }(U(s,t)),$$
which clearly satisfies
$$𝐔(s,t)=1i_t^s𝐕(u)𝐔(u,s)𝑑u.$$
This equation is the quantized version of (4) and sports the same kind of iteration solution:
$$𝐔(s,t)=1+\underset{n=1}{\overset{\mathrm{}}{}}(i)^n_t^s𝐕(t_1)_t^{t_1}𝐕(t_2)\mathrm{}_t^{t_{n1}}𝐕(t_n)𝑑t_n\mathrm{}𝑑t_2𝑑t_1.$$
$`(8)`$
In the present case, the quantum Dyson expansion is rigorous: although $`𝐕`$ is an unbounded operator, it is a pretty tame one. Let $`E_m`$ denote the projector on states containing at most $`m`$ particles. Then, in view of (3), $`𝐕E_m`$ is a bounded operator from $`E_m`$ into $`E_{m+2}`$, and the norms of
$$𝐔(s,t)_{:n}E_m:=_s^t𝐕(t_1)_s^{t_1}𝐕(t_2)\mathrm{}_s^{t_{n1}}𝐕(t_n)𝑑t_n\mathrm{}𝑑t_2𝑑t_1E_m$$
can be easily estimated. To see that, one introduces the norm
$$|||V(t)|||:=V_{\mathrm{even}}(t)+V_{\mathrm{odd}}(t)_2,$$
where the latter is the Hilbert–Schmidt norm. By continuity and uniform boundedness, $`|||V(t)|||a(s,r)`$ holds for some finite function $`a(s,r)`$, when $`rts`$, and is not difficult to check that there are constants $`C_m`$ such that
$$𝐕(t)E_mC_ma(s,r).$$
Consult for precise analyses of these bounds (encompassing also the boson case). On the other hand, from the integral equation (4),
$$|||U(s,r)|||1+(sr)a(s,r).$$
Putting both inequalities together, one gets the estimate
$$𝐔(s,t)_{:n}E_mC_mC_{m+2}\mathrm{}C_{m+2n2}\frac{(st)^na(s,t)^n}{n!},$$
with the result that the series in (8) indeed converges to a unitary operator, for $`st`$ small enough. Equation (7) then follows from (8) and allow us to extend the validity of the last conclusion—and, in turn, its own domain of validity. More detail on this is found in the important paper .
We can give an exact formula for the phase now. Use the standard identities
$$\frac{d}{dt}(\mathrm{arg}z(t))=\mathrm{}\frac{d}{dt}(\mathrm{log}z(t)),\frac{d}{dt}(\mathrm{log}detA(t))=Tr\left(A(t)^1\frac{dA(t)}{dt}\right),$$
which give, from (5),
$$\frac{}{\lambda }|_{\lambda =\tau }\xi (\lambda ,\tau ,t)=\frac{1}{2}\mathrm{}Tr\left(T_{U(\tau ,t)}\frac{}{\lambda }|_{\lambda =\tau }\widehat{T}_{U(\lambda ,\tau )}\right).$$
Therefore,
$$\theta (s,t)=\frac{1}{2}\mathrm{}_t^sTr\left(T_{U(\tau ,t)}\frac{}{\lambda }|_{\lambda =\tau }\widehat{T}_{U(\lambda ,\tau )}\right)d\tau =\frac{i}{4}_t^sTr[\frac{}{\lambda }|_{\lambda =\tau }\widehat{T}_{U(\lambda ,\tau )},T_{U(\tau ,t)}]d\tau .$$
(The last expression is more symmetrical; the trace of this commutator is not zero, because it is taken in Fock space, whereupon, in view of the form of the scalar product (1),
$$Tr\left(\begin{array}{cc}A_{++}& A_+\\ A_+& A_{}\end{array}\right)=TrA_{++}+TrA_{}^{}.)$$
The phase of the scattering matrix is then
$$\theta =\frac{1}{2}\mathrm{}_{\mathrm{}}^{\mathrm{}}Tr\left(T_{U(\tau ,\mathrm{})}\frac{}{\lambda }|_{\lambda =\tau }\widehat{T}_{U(\lambda ,\tau )}\right)d\tau .$$
$`(9)`$
The analogous formula, with the same notation, for the boson case was first given, to the best of our knowledge, by Várilly and the author ; it differs only by a sign. Then, equivalent formulae both for the boson and fermion cases were found by Langmann . The latter apply to charged fields, which are the ones considered in this paper. However, under the form (9) and with a suitable interpretation, the phase formula is applicable to Majorana fields, which are more general than charged fields .
Also note, before continuing, that
$$\frac{}{s}|_{s=t}\theta (s,t)=\frac{}{\lambda }|_{\lambda =s}\xi (\lambda ,s,s)=0.$$
$`(10)`$
In other words, there is no contribution from the coincidence points of $`\widehat{T}_{U(\lambda ,\tau )}`$ and $`T_{U(\tau ,t)}`$. This will prove to be the crucial remark.
One has simply $`/\lambda |_{\lambda =\tau }\widehat{T}_{U(\lambda ,\tau )}=iV_{\mathrm{odd}}(\tau )`$ in our present framework. Therefore, on calling $`T(\tau ,t):=T_{U(\tau ,t)}`$, finally:
$$\theta (s,t)=\frac{1}{2}_t^sTr(V_+(\tau )T_+(\tau ,t)T_+(\tau ,t)V_+(\tau ))d\tau ,$$
a rather elegant expression. Note that it differs from zero only at second order in perturbation theory. At that order,
$$\theta _{:2}(s,t)=\frac{1}{2}_t^sTr(V_+(\tau )U_{+:1}(\tau ,t)U_{+:1}(\tau ,t)V_+(\tau ))d\tau $$
with an obvious notation. Since $`U_{:1}(\tau ,t)=i_\tau ^tV(\tau )𝑑\tau `$, we set out to compute
$$\theta _{:2}(s,t)=\frac{i}{2}_s^tTr\left[V_+(\tau )\left(_\tau ^tV(\lambda )𝑑\lambda \right)\left(_\tau ^tV(\lambda )𝑑\lambda \right)V_+(\tau )\right]d\tau .$$
Of course, (10) still applies at this approximation. The total phase $`\theta _{:2}:=\theta _{:2}(\mathrm{},\mathrm{})`$ at this approximation is then
$$\theta _{:2}=\frac{i}{2}_{\mathrm{}}^{\mathrm{}}_{\mathrm{}}^{\mathrm{}}\theta (t_1t_2)(V_+(t_1)V_+(t_2)V_+(t_2)V_+(t_1))𝑑t_1𝑑t_2.$$
$`(11a)`$
It should be clear that, at the same order of approximation, this is precisely
$$\frac{1}{2}\mathrm{}<0_{\mathrm{in}}|_{\mathrm{}}^{\mathrm{}}_{\mathrm{}}^{\mathrm{}}T[𝐕(t_1)𝐕(t_2)]dt_1dt_20_{\mathrm{in}}>,$$
$`(11b)`$
where $`T`$ denotes the time-ordered product.
4. Perturbative calculation of the phase in quantum electrodynamics
In QED, from (2), or working like in the derivation of (3b), the integrals (11) are recast as
$$\begin{array}{ccc}\hfill \theta _{:2}=\mathrm{}\frac{e^2}{2}& \theta (t_1t_2)tr[A/(x_1)S^{}(x_1x_2)A/(x_2)S^+(x_2x_1)\hfill & \\ & A/(x_1)S^+(x_1x_2)A/(x_2)S^{}(x_2x_1)]d^4x_1d^4x_2.\hfill & (12a)\hfill \end{array}$$
Here $`S^\pm `$ denote the Wightman “functions”.
The first thing to remark is that, since
$$S^{}(x)\gamma ^\nu S^+(x)S^+(x)\gamma ^\nu S^{}(x)=S_{JP}(x)\gamma ^\nu S^+(x)S^+(x)\gamma ^\nu S_{JP}(x),$$
and $`S_{JP}`$ has support inside the lightcone, then the integrand has support inside the lightcone. That allows one to substitute for $`\theta (t_1t_2)`$ the covariant expression $`\theta ((v(x_1x_2)))=:\chi (x_1x_2)`$, where $`v`$ is an arbitrary timelike vector, which can thus be varied at will, and a parenthesis has been used to denote the Minkowski product $`g_{\mu \nu }y^\mu x^\nu =:(yx)`$ of two four-vectors $`y,x`$. Let then
$$\begin{array}{cc}\hfill \stackrel{~}{F}^{\mu \nu }(x)& :=tr[\gamma ^\mu S^{}(x)\gamma ^\nu S^+(x)\gamma ^\mu S^+(x)\gamma ^\nu S^{}(x)],\hfill \\ \hfill F^{\mu \nu }(x)& :=\chi (x)\stackrel{~}{F}^{\mu \nu }(x).\hfill \end{array}$$
The second thing to remark is that the last expression —and hence (12a)— is only formal: $`\chi \stackrel{~}{F}^{\mu \nu }`$ is actually undefined as a product of distributions in view of the singularities of $`\stackrel{~}{F}^{\mu \nu }`$ on the lightcone. Because the apparent trouble occurs at the coincidence points and since $`\chi (x)\stackrel{~}{F}^{\mu \nu }(x)`$ makes sense for $`x0`$, one can try to define $`\chi \stackrel{~}{F}^{\mu \nu }`$ as a distributional extension —or “regularization” in the terminology of — of the latter. The scaling degree or singular order of the integral of the product of the two Wightman functions is 2; therefore, distinct extensions of this quantity will differ by linear combinations of the delta function at the origin and its derivatives up to order two —i.e., by polynomials in $`k`$ of degree at most two in momentum space. The procedure is undoubtedly sound in the present case, as we know a priori the phase to be finite. Moreover, our framework will allow to select the “good” extension.
It is indeed convenient to work in momentum space. There,
$$\theta _{:2}=\frac{e^2}{2}(2\pi )^2\mathrm{}F^{\nu \mu }(k)A_\mu (k)\overline{A}_\nu (k)d^4k,$$
$`(12b)`$
where we take into account that $`A(k)=\overline{A}(k)`$, with the bar meaning here complex conjugation, because $`A(x)`$ is real; and, formally, $`F^{\mu \nu }(k)=(2\pi )^{1/2}\chi \stackrel{~}{F}^{\mu \nu }(k)`$ with $``$ denoting ordinary convolution. We recall that, for timelike $`k`$ and when choosing a frame in which $`k=(k^0,\stackrel{}{0})`$,
$$\chi (k)=\frac{i\delta (\stackrel{}{k})}{\sqrt{2\pi }(k^0i\epsilon )}=\frac{i\delta (\stackrel{}{k})}{\sqrt{2\pi }}\left(P\frac{1}{k^0}+i\pi \delta (k^0)\right).$$
$`(13)`$
To compute $`\stackrel{~}{F}^{\mu \nu }(k)`$, one looks at the Fourier transform of $`tr[\gamma ^\mu S^+(x)\gamma ^\nu S^{}(x)]`$. By using the well known expressions of the Wightman functions in momentum space, this is expressed as
$$\begin{array}{ccc}\hfill \frac{1}{(2\pi )^4}& tr[\gamma ^\mu (p/+m)\gamma ^\nu (q/m)]\theta (p^0)\theta (q^0)\delta (p^2m^2)\hfill & \\ & \times \delta (q^2m^2)\delta ^4(kpq)d^4qd^4p=:\frac{1}{(2\pi )^4}T^{\nu \mu }(k).\hfill & (14)\hfill \end{array}$$
Moreover, $`tr[(p/+m)\gamma ^\mu (q/m)\gamma ^\nu ]=4(p^\mu q^\nu +q^\mu p^\nu ((pq)m^2)g^{\mu \nu })`$. Then one of the integrations in (14) is immediately disposed of, with the help of the $`\delta ^4`$-function. The other is easily performed, with the help of the remaining $`\delta `$-functions, again by choosing a frame in which $`k=(k^0,\stackrel{}{0})`$ so that $`\stackrel{~}{F}^{\mu \nu }`$ can be regarded as a function of only one variable; we obtain
$$T^{\mu \nu }(k)=\frac{2\pi }{3}\left(\frac{k^\mu k^\nu }{k^2}g^{\mu \nu }\right)\left[k^2(1+\gamma (k^2))(12\gamma (k^2))^{1/2}\theta (12\gamma (k^2))\theta (k^0)\right],$$
where $`\gamma (k^2):=2m^2/k^2`$. All this is found in many books .
Thus we have been led formally to compute $`\chi \stackrel{~}{F}^{\mu \nu }`$, where $`\stackrel{~}{F}^{\mu \nu }(k)`$ equals
$$\frac{1}{3(2\pi )^3}\left(\frac{k^\mu k^\nu }{k^2}g^{\mu \nu }\right)\left[k^2(1+\gamma (k^2))(12\gamma (k^2))^{1/2}\theta (12\gamma (k^2))sign(k^0)\right].$$
That indeed behaves as a polynomial of degree two at high momentum transfer, confirming that the singular degree of $`F^{\mu \nu }`$ is two.
The correct (unique) recipe to regularize the imaginary part of $`\chi \stackrel{~}{F}^{\mu \nu }`$ is selected by prescribing that the result $`F^{\mu \nu }`$ vanishes, together with derivatives up to order two, at zero momentum. This kills the delta function at the origin and its derivatives in configuration space, which otherwise would give a nonzero contribution to $`/s|_{s=t}\theta (s,t)`$, contradicting (10). It is clear now, from the $`\delta `$-function in (13), that
$$\mathrm{}F^{\mu \nu }(k)=\frac{1}{2}\stackrel{~}{F}^{\mu \nu }(k),$$
whereas the relation between the real and imaginary parts of $`F^{\mu \nu }`$ is then given by a subtracted (at the origin) dispersion relation
$$\mathrm{}F^{\mu \nu }(k^0)=\frac{(k^0)^3}{\pi }\mathrm{P}_{\mathrm{}}^{\mathrm{}}\frac{\mathrm{}F^{\mu \nu }(\zeta )}{\zeta ^3(\zeta k^0)}𝑑\zeta .$$
$`(15)`$
The prescription that $`F^{\mu \nu }`$ possess a zero of the third (indeed, fourth) order at $`k=0`$ can be independently justified by an argument that, although heuristic, we deem very strong in the present context. On invoking the Maxwell equations (in the Lorentz gauge) $`A^\mu (k)=ȷ^\mu (k)/k^2`$ to conjure up the source $`ȷ`$ of the classical field, and on introducing
$$G(k):=\frac{1}{k^2}(1+\gamma (k^2))(12\gamma (k^2))^{1/2}\theta (12\gamma (k^2))sign(k^0),$$
one gets
$$\frac{e^2}{2}(2\pi )^2\mathrm{}F^{\mu \nu }(k)A_\mu (k)\overline{A}_\nu (k)d^4k=\frac{e^2}{24\pi }(ȷ(k)\overline{ȷ}(k))G(k)d^4k.$$
$`(16)`$
The continuity equation $`(ȷ(k)k)=0`$ has been employed to simplify the result. This simple expression exhibits only gauge-invariant variables.
Now, we remark that (classical) gauge transformations are in general not implementable in $`1+3`$ dimensions. This is a very good indicator of the existence of ultraviolet divergences in the nonlinear theory, and indeed it was used by J. C. Várilly and the author in to point out that QFT theories on noncommutative manifolds had to be ultraviolet divergent. On the other hand, in the linear theory selfinteraction is absent, so we would not expect ultraviolet divergences on physical grounds. That nonimplementability is the only source of spurious divergence difficulties. We therefore expect to be able to express the phase in terms of gauge-invariant variables, in a similar way to (16):
$$\theta _{:2}=\frac{e^2}{24\pi }(ȷ(k)\overline{ȷ}(k))H(k)d^4k,$$
$`(17a)`$
with $`H(k)`$ is regular at $`k=0`$; this is equivalent to $`F^{\mu \nu }`$ having the aforementioned behaviour at the origin in momentum space.
Taking into account that $`G`$ is odd, equation (15) leads immediately to a simple form for $`H`$:
$$H(k)=\frac{1}{\pi }\mathrm{P}_{4m^2}^{\mathrm{}}\frac{(1+\gamma (\lambda ))(12\gamma (\lambda ))^{1/2}}{\lambda (\lambda k^2)}𝑑\lambda .$$
$`(17b)`$
The restriction to timelike $`k`$ can be removed by analytic continuation. Making the change of variable $`\lambda =:4m^2/(1v^2)`$, we get
$$H(k)=\frac{3}{\pi k^2}_0^1\frac{v^2v^4/3}{v^21+4m^2/k^2}𝑑v,$$
which is essentially the expression one finds in textbooks \[24, pp. 249–252\] for the vacuum polarization functional, after renormalization. The last integral can be easily carried out analytically, and it is then an instructive exercise to check that the function $`H`$ is perfectly smooth at $`k=0`$ (at $`k^2=4m^2`$, the onset of the absorptive part, $`H`$ has a cusp). We shall not go into the details.
Before rushing to the conclusions, a comment is in order: we have more or less treated the $`A(x)`$ as test functions, guaranteeing implementability of the interpolating operators, for the sake of the argument. However, it is clear that the final formula for the phase (9) is acceptable with only the milder requirement of the implementability of the scattering operator; consult for a very efficient removal of technical conditions on the potentials, for this last purpose.
5. Conclusions
In this paper we have performed what amounts to an ab initio finite calculation of the “bubble” diagrams in linear quantum field theory.
Now, at first significant order in QED this is essentially the same as the one-loop vacuum polarization or “photon self-energy” diagram (see in this respect \[26, pp. 195–196\]). The computation done here does not appear to have been pushed to that finish line before now, although the tools have been there since the seventies at least . (Besides Várilly and the author , Langmann and Mickelsson came close in the nineties.) The main point is that the “local causality condition” (10) selects the correct prescription among all the (finite) regularizations, with recourse to neither heuristic arguments nor the extremely long and complicated “nonperturbative proof” in .
On the other hand, it will not have escaped the reader’s attention that, in order to avoid pitfalls, we reorganize the calculation in the same way as . The whole procedure is thus in the spirit of the Epstein–Glaser renormalization procedure, where there are Feynman graphs, but the Feynman rules do not necessarily apply —we avoided rewriting (12a) in terms of Feynman propagators. It is remarkable that, in the boson case, the quantum scattering matrix was found long ago by the Epstein–Glaser method by Bellissard —without the phase.
From formulae (16) and (17) one can easily verify a posteriori Bogoliubov’s causality condition
$$\frac{\delta }{\delta A(x_1)}<0_{\mathrm{in}}|𝐒^{}\frac{\delta 𝐒}{\delta A(x_2)}0_{\mathrm{in}}>=0\text{for}x_1^0>x_2^0,$$
which was the starting point of Epstein and Glaser.
Acknowledgments
I am happy to thank Ricardo Estrada, Héctor Figueroa, Steve Fulling, Carmelo P. Martín and Joe Várilly for discussions, and my students Esteban Araya and Pablo Blanco for help with drawing $`H`$. The warm hospitality of the departments of theoretical physics at the Complutense in Madrid and at Zaragoza, and the financial support of Sabáticos UCM 1999 are most gratefully acknowledged.
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warning/0003/cond-mat0003399.html | ar5iv | text | # The 𝑁 boson time dependent problem: an exact approach with stochastic wave functions
## 1 Introduction
Since the experimental realization of the first atomic gaseous Bose-Einstein condensates a few years ago , the physics of dilute Bose gases has been considered with a renewed interest. One fascinating aspect of these new systems is the possibility to accumulate in a single quantum state a large fraction of the atoms confined in a trap.
At very low temperature, a simple theoretical description of the dynamics of these systems is obtained by neglecting the uncondensed atoms, and by considering the wave function of the condensate, which obeys a Schrödinger equation with a non linear term originating from the mean-field interactions between the atoms. Such an approach neglects two- and more-particle correlations and is valid under a weak-interaction condition which is usually stated in terms of the density $`n`$ and the scattering length $`a`$ of the gas as $`(na^3)^{1/2}1`$. Current gaseous condensates satisfy such a condition. Nevertheless effects beyond the Gross-Pitaevskii equation may be considered at zero temperature; also finite temperature phenomena are not accounted for by the pure state mean field approach.
More complex theories have been developed in order to cope with effects beyond the Gross-Pitaevskii equation: Bogoliubov’s approach takes into account the next term in the $`(na^3)^{1/2}`$ expansion . Also quantum kinetic theories have been developed to study the formation of the condensate and to include the effect of the non-condensed particles . Unfortunately the corresponding calculations are quite heavy for 3D non-homogeneous systems such as trapped gases, and this constitutes a first limitation to the use of these methods. Also approximations used in some of these mean field theories are not under rigorous control, making it difficult to assess their domain of validity (for a review see e.g. ). Therefore a computational scheme capable to provide exact results can have a great importance both from a purely theoretical point of view and for a quantitative analysis of experimental data.
When the Bose gas is at thermal equilibrium such an exact numerical calculation of the properties of the gas is available, using the Quantum Monte-Carlo techniques, based on Feynman path integral formulation of quantum mechanics . The aim of this paper is to present an alternative exact and numerically tractable solution to the problem of the interacting Bose gas, a method not restricted to the case of thermal equilibrium but which allows for the study of the dynamics of the gas. The method is based on a stochastic evolution of Hartree states, in which all atoms have the same wave function, these Hartree states being either Fock states (fixed number of atoms) or coherent states. As a particular case of this solution with coherent states, we recover the stochastic scheme corresponding to the evolution of the density operator of the system in the positive $`P`$-representation . This evolution is known to lead to strong unstability problems, which fortunately do not show up for other implementations of the present method.
The outline of the paper is the following: In section 2, we present the stochastic formulation of the evolution of these Hartree states which, after average over the stochastic component, leads to the exact evolution. Section 3 is devoted to the presentation of two particular schemes implementing this stochastic formulation. We first present a ‘simple’ scheme, which minimizes the statistical spread of the calculated $`N`$-atom density matrix. We also investigate a more elaborate scheme in which the trace of the calculated density matrix remains strictly constant in the evolution. With this constraint, we recover for coherent states the known stochastic simulation associated with the positive $`P`$-representation . Finally we investigate in sections 4 and 5 two examples, a two-mode model system and a one-dimensional Bose gas respectively. These examples illustrate the accuracy and the limitations of the method. Generally speaking we find that the ‘simple’ scheme simulations are only limited by the computation power: the number of realizations needed for a good statistical accuracy increases exponentially with time for the simulation with Fock states. On the contrary the simulations with constant trace are subject to divergences of the norms of the stochastic wave functions in finite time, a phenomenon already known for coherent states in the context of the positive $`P`$-representation .
## 2 Stochastic formulation of the $`N`$-boson problem using Hartree functions
### 2.1 Model considered in this paper
The Hamiltonian of the trapped interacting Bose gas under exam can be written in terms of the Bose field operator $`\widehat{\mathrm{\Psi }}(x)`$ as:
$$=𝑑x\widehat{\mathrm{\Psi }}^{}(x)h_0\widehat{\mathrm{\Psi }}(x)+\frac{1}{2}𝑑x𝑑x^{}\widehat{\mathrm{\Psi }}^{}(x)\widehat{\mathrm{\Psi }}^{}(x^{})V(xx^{})\widehat{\mathrm{\Psi }}(x^{})\widehat{\mathrm{\Psi }}(x)$$
(1)
where $`x`$ is the set of spatial coordinates of a particle, $`h_0=\frac{\mathrm{}^2}{2m}^2+V_{\mathrm{ext}}(x)`$ is the single particle Hamiltonian in the external confining potential $`V_{\mathrm{ext}}`$ and where interactions are assumed to occur via a two-body potential $`V(xx^{})`$.
In practice we consider the dilute gas and the low temperature regimes, which correspond respectively to $`n|a|^31`$ and $`|a|\lambda `$ for a three-dimensional problem ($`\lambda =h/(2\pi mk_BT)^{1/2}`$ is the thermal de Broglie wavelength). The true interaction potential can then be replaced by a simpler model potential leading to the same scattering length $`a`$ provided that the range $`b`$ of this model potential is much smaller than the healing length $`\xi =(8\pi na)^{1/2}`$ and than $`\lambda `$ . This ensures that the physical results do not depend on $`b`$. For simplicity we will use here repulsive Gaussian potentials corresponding to a positive scattering length $`a>0`$.
### 2.2 A stochastic Hartree Ansatz with Fock states
From a mathematical point of view, the exact evolution of the $`N`$-body density matrix $`\rho `$ can be obtained from the Hamiltonian (1) using the quantum-mechanical equation of motion
$$\dot{\rho }(t)=\frac{1}{i\mathrm{}}[,\rho (t)]$$
(2)
but any concrete calculation is impracticable even for moderate particle numbers $`N`$, due to the multi-mode nature of the problem leading to a huge dimensionality of the $`N`$body Hilbert space.
For this reason approximate theories have been developed in order to get useful results at least in some specific ranges of parameters; the simplest one is the so-called mean-field theory, in which the $`N`$-particle density matrix is approximated by a Fock state Hartree ansatz
$$\rho (t)=|N:\varphi (t)N:\varphi (t)|.$$
(3)
The evolution of the normalized condensate wave function $`\varphi `$ is determined using either a factorization approximation in the evolution equation for the field operator or a variational procedure . The result is the well-known mean-field equation
$$i\mathrm{}\frac{\varphi (x)}{t}=\left(\frac{\mathrm{}^2^2}{2m}+V_{\mathrm{ext}}(x)\right)\varphi (x)+(N1)\left(𝑑x^{}V(xx^{})\left|\varphi (x^{})\right|^2\right)\varphi (x).$$
(4)
For an interaction potential $`V(xx^{})`$ modeled by a contact term $`g\delta (xx^{})`$ (where $`g=4\pi \mathrm{}^2a/m`$ in a three-dimensional problem) it reduces to the Gross-Pitaevskii equation commonly used to analyze the dynamics of pure Bose-Einstein condensed gases.
A first attempt to improve the accuracy of the Hartree ansatz (3) is to allow for a stochastic contribution $`dB`$ in the evolution of the macroscopic wave function $`\varphi `$:
$$\varphi (t+dt)=\varphi (t)+Fdt+dB.$$
(5)
In all this paper the noise $`dB`$ is treated in the standard Ito formalism : it is assumed to have a zero mean $`\overline{dB}=0`$ and to have a variance $`\overline{dB^2}dt`$; a deterministic contribution is given by the “force” term $`Fdt`$. In this framework, the $`N`$-body density matrix would result from the stochastic mean over noise or, in other terms, from a mean over the probability distribution $`𝒫(\varphi )`$ in the functional space of the wave functions $`\varphi `$:
$$\rho (t)\stackrel{\mathrm{?}}{=}|N:\varphi (t)N:\varphi (t)|_{\mathrm{stoch}}=𝒟\varphi 𝒫(\varphi )|N:\varphi (t)N:\varphi (t)|.$$
(6)
An immediate advantage of this prescription over the pure state ansatz Eq.(3) is that it could deal with finite temperature problems . However as shown in §2.5, the simple generalization Eq.(5) of the Gross-Pitaevskii equation cannot lead to an exact solution of the $`N`$-body problem . Therefore we have to enlarge the family of dyadics over which we expand the density operator; more precisely we use Hartree dyadics in which the wave functions in the bra and in the ket are different:
$$\sigma (t)=|N:\varphi _1(t)N:\varphi _2(t)|.$$
(7)
The two wave functions $`\varphi _1(x)`$ and $`\varphi _2(x)`$ are assumed to evolve according to Ito stochastic differential equations:
$$\varphi _\alpha (t+dt)=\varphi _\alpha (t)+F_\alpha dt+dB_\alpha (\alpha =1,2).$$
(8)
The expansion Eq.(6) is then replaced by
$$\rho (t)=|N:\varphi _1(t)N:\varphi _2(t)|_{\mathrm{stoch}}=𝒟\varphi _1𝒟\varphi _2𝒫(\varphi _1,\varphi _2)|N:\varphi _1(t)N:\varphi _2(t)|.$$
(9)
We will see in the following that within this extended Hartree ansatz one can find a stochastic evolution for $`\varphi _{1,2}`$ reproducing the exact time evolution.
Actual calculations (see §4 and §5) will be performed with a Monte-Carlo technique, in which the evolution of the probability distribution $`𝒫`$ is simulated by a large but finite number $`𝒩`$ of independent realizations $`\varphi _{1,2}^{(i)}(t)`$, $`i=1,\mathrm{},𝒩`$. At any time the (approximate) density matrix $`\rho `$ is given by the mean over such an ensemble of wave functions:
$$\rho (t)\frac{1}{𝒩}\underset{i=1}{\overset{𝒩}{}}|N:\varphi _1^{(i)}(t)N:\varphi _2^{(i)}(t)|.$$
(10)
The expectation value of any operator $`\widehat{O}`$ is thus expressed by:
$$\widehat{O}\frac{1}{𝒩}\underset{i=1}{\overset{𝒩}{}}N:\varphi _2^{(i)}(t)|\widehat{O}|N:\varphi _1^{(i)}(t).$$
(11)
For an Hermitian operator one can equivalently consider only the real part of this expression since the imaginary part is vanishingly small in the large $`𝒩`$ limit.
Consider as an example the one-particle density matrix of the gas, usually defined as:
$$\rho ^{(1)}(x,x^{})=\widehat{\mathrm{\Psi }}^{}(x^{})\widehat{\mathrm{\Psi }}(x).$$
(12)
Inserting in this expression our form of the complete density matrix (10), we obtain the simple result
$$\rho ^{(1)}(x,x^{})=N\varphi _1(x)\varphi _2^{}(x^{})\varphi _2|\varphi _1^{N1}_{\mathrm{stoch}}$$
(13)
from which it is easy to obtain the spatial density $`n(x)=\rho ^{(1)}(x,x)`$ and the correlation function $`g^{(1)}(x,x^{})=\rho ^{(1)}(x,x^{})/(n(x)n(x^{}))^{1/2}`$. Also, the condensate fraction can be obtained from the largest eigenvalue of $`\rho ^{(1)}(x,x^{})`$.
Remarks:
1. The desired stochastic evolution, which has to satisfy Tr$`[\rho ]=1`$, cannot preserve the normalization of $`\varphi _{1,2}`$ to unity; we can write indeed
$$\text{Tr}[\rho (t)]=\varphi _2(t)|\varphi _1(t)^N_{\mathrm{stoch}}=1$$
(14)
which for $`|\varphi _1|\varphi _2`$ imposes $`\varphi _1\varphi _2>1`$.
2. The expansion Eq.(9) is always possible. Using the identity
$$\text{Id}_N=\underset{+\mathrm{}}{lim}\frac{1}{}\underset{j=1}{\overset{}{}}|N:\psi ^{(j)}N:\psi ^{(j)}|$$
(15)
where the functions $`\psi ^{(j)}`$ have a uniform distribution over the unit sphere in the functional space, we obtain
$$\rho =\underset{+\mathrm{}}{lim}\frac{1}{^2}\underset{j_1,j_2=1}{\overset{}{}}|N:\psi ^{(j_1)}N:\psi ^{(j_2)}|N:\psi ^{(j_1)}|\rho |N:\psi ^{(j_2)}.$$
(16)
We write the matrix elements $`N:\psi ^{(j_1)}|\rho |N:\psi ^{(j_2)}`$ as $`\xi _{(j_1,j_2)}^{2N}`$ and we set $`\varphi _1^{(j_1,j_2)}=\psi ^{(j_1)}\xi _{(j_1,j_2)}`$ and $`\varphi _2^{(j_1,j_2)}=\psi ^{(j_2)}\xi _{(j_1,j_2)}^{}`$. Putting $`𝒩=^2`$ and reindexing $`(j_1,j_2)`$ as a single index $`i`$ we recover the expansion Eq.(10). Note that this expansion is not unique and does not have the pretension to be the most efficient one. For instance if the system is initially in a Hartree state $`|N:\varphi _0`$, such a procedure is clearly not needed since one has just to set $`\varphi _1^{(i)}(t=0)=\varphi _2^{(i)}(t=0)=\varphi _0`$. This will be the case of the numerical examples in sections 4 and 5.
### 2.3 Stochastic evolution of a Fock state Hartree dyadic
In this subsection we calculate the stochastic time evolution during an infinitesimal time interval $`dt`$ of the dyadic $`\sigma (t)`$ given in Eq.(7). This will be used later in a comparison with the exact master equation.
After $`dt`$, the dyadic $`\sigma `$ has evolved into:
$$\sigma (t+dt)=|N:\varphi _1+d\varphi _1N:\varphi _2+d\varphi _2|,$$
(17)
where $`d\varphi _1`$ and $`d\varphi _2`$, defined according to (8), contain both the deterministic contribution $`F_\alpha dt`$ and the stochastic one $`dB_\alpha `$. Splitting each contribution into a longitudinal and an orthogonal component with respect to $`\varphi _\alpha `$ and isolating a Gross-Pitaevskii term in the deterministic contribution, we can write:
$`dB_\alpha (x)=\varphi _\alpha (x)d\gamma _\alpha +dB_\alpha ^{}(x)`$ (18)
$`F_\alpha (x)=F_\alpha ^{GP}(x)+\lambda _\alpha \varphi _\alpha (x)+F_\alpha ^{}(x).`$ (19)
Our choice of the Gross-Pitaevskii term is the following one:
$`F_\alpha ^{GP}(x)=`$ $`{\displaystyle \frac{1}{i\mathrm{}}}\left[h_0+{\displaystyle \frac{(N1)}{\varphi _\alpha ^2}}{\displaystyle 𝑑x^{}V(xx^{})\left|\varphi _\alpha (x^{})\right|^2}\right]\varphi _\alpha (x)`$ (20)
$``$ $`{\displaystyle \frac{1}{i\mathrm{}}}\left[{\displaystyle \frac{(N1)}{2}}{\displaystyle \frac{\varphi _\alpha \varphi _\alpha |V|\varphi _\alpha \varphi _\alpha }{\varphi _\alpha ^4}}\right]\varphi _\alpha (x).`$
The first term gives the standard Gross-Pitaevskii evolution, including the kinetic term, the potential energy of the trap and the mean-field interaction energy; the second term, which arises naturally because we are considering Fock states (rather than coherent states as commonly done) takes into account the difference between the total mean-field energy per particle of the condensate and its chemical potential $`\mu `$ .
We split the field operator in its longitudinal and transverse components, keeping in mind that the wave functions $`\varphi _\alpha `$ are not of unit norm:
$$\widehat{\mathrm{\Psi }}^{}(x)=\frac{\varphi _\alpha ^{}(x)}{\varphi _\alpha ^2}\widehat{a}_{\varphi _\alpha }^{}+\delta \widehat{\mathrm{\Psi }}_\alpha ^{}(x)$$
(21)
with
$$\widehat{a}_{\varphi _\alpha }^{}=𝑑x\varphi _\alpha (x)\widehat{\mathrm{\Psi }}^{}(x).$$
(22)
The relevant bosonic commutation relations then read:
$$[\widehat{a}_{\varphi _\alpha },\widehat{a}_{\varphi _\alpha }^{}]=\varphi _\alpha ^2\text{and}[\widehat{a}_{\varphi _\alpha },\delta \widehat{\mathrm{\Psi }}_\alpha ^{}(x)]=0.$$
(23)
We will also need the projector $`𝒬_\alpha `$ onto the subspace orthogonal to $`\varphi _\alpha `$:
$$𝒬_\alpha ^{(x)}[\psi (x,x^{},\mathrm{})]=\psi (x,x^{},\mathrm{})\frac{\varphi _\alpha (x)}{\varphi _\alpha ^2}𝑑y\varphi _\alpha ^{}(y)\psi (y,x^{},\mathrm{}).$$
(24)
This projector arises in the calculation as we have introduced a component of the field operator orthogonal to $`\varphi _\alpha `$. Using $`𝑑x\varphi _\alpha (x)\delta \widehat{\mathrm{\Psi }}_\alpha ^{}(x)=0`$ we shall transform integrals involving $`\delta \widehat{\mathrm{\Psi }}_\alpha ^{}(x)`$ as follows:
$$𝑑x\psi (x,x^{},\mathrm{})\delta \widehat{\mathrm{\Psi }}_\alpha ^{}(x)=𝑑x𝒬_\alpha ^{(x)}[\psi (x,x^{},\mathrm{})]\delta \widehat{\mathrm{\Psi }}_\alpha ^{}(x).$$
(25)
Inserting these definitions in (17) the expression for $`\sigma `$ at time $`t+dt`$ can be written as
$`\sigma (t+dt)\sigma (t)=`$ $`S_1^{(0)}|N:\varphi _1N:\varphi _2|+\text{e.c.}`$ (26)
$`+`$ $`{\displaystyle }dxS_1^{(1)}(x)\delta \widehat{\mathrm{\Psi }}_1^{}(x)|N1:\varphi _1N:\varphi _2|+\text{e.c.}`$
$`+`$ $`{\displaystyle }{\displaystyle }dxdx^{}S_1^{(2)}(x,x^{})\delta \widehat{\mathrm{\Psi }}_1^{}(x)\delta \widehat{\mathrm{\Psi }}_1^{}(x^{})|N2:\varphi _1N:\varphi _2|+\text{e.c.}`$
$`+`$ $`{\displaystyle }{\displaystyle }dxdx^{}S^{(1,1)}(x,x^{})\delta \widehat{\mathrm{\Psi }}_1^{}(x)|N1:\varphi _1N1:\varphi _2|\delta \widehat{\mathrm{\Psi }}_2(x^{})`$
where the notation e.c. stands for the exchanged and conjugate of a quantity, that is the complex conjugate of the same quantity after having exchanged the indices 1 and 2. The explicit expressions for the $`S_\alpha ^{(i)}`$ are:
$`S_1^{(0)}=N{\displaystyle \frac{\varphi _1|F_1^{GP}}{\varphi _1^2}}dt+N\lambda _1dt+Nd\gamma _1+{\displaystyle \frac{N(N1)}{2}}d\gamma _1^2+{\displaystyle \frac{N^2}{2}}d\gamma _1d\gamma _2^{}`$ (27)
$`S_1^{(1)}(x)=\sqrt{N}\left\{𝒬_1^{(x)}\left[F_1^{GP}(x)\right]dt+F_1^{}(x)dt+dB_1^{}(x)+(N1)d\gamma _1dB_1^{}(x)+NdB_1^{}(x)d\gamma _2^{}\right\}`$ (28)
$`S_1^{(2)}(x,x^{})={\displaystyle \frac{\sqrt{N(N1)}}{2}}dB_1^{}(x)dB_1^{}(x^{})`$ (29)
$`S^{(1,1)}(x,x^{})=NdB_1^{}(x)dB_2^{}(x^{}).`$ (30)
Analogous expressions for $`S_2^{(0)}`$, $`S_2^{(1)}`$, $`S_2^{(2)}`$ are obtained by exchanging the indices 1 and 2. In the next subsection, we evaluate the exact evolution of the same dyadic during a time interval $`dt`$, so that we can determine the constraints on the force and noise terms entering into these equations.
### 2.4 Exact evolution of a Fock state Hartree dyadic
To make the stochastic scheme described in the previous sections equivalent to the exact dynamics as it is given by (1), the final result of the previous subsection (26)-(30) has to be compared with the exact evolution of the density matrix $`\sigma (t)`$. Consider a dyadic $`\sigma =|N:\varphi _1N:\varphi _2|`$ at time $`t`$; according to the equation of motion (2), after an infinitesimal time step $`dt`$ it has evolved into:
$`\sigma (t+dt)`$ $`=`$ $`\sigma (t)+{\displaystyle \frac{dt}{i\mathrm{}}}\left(\sigma (t)\sigma (t)\right)`$ (31)
$`=`$ $`\sigma (t)+E_1^{(0)}|N:\varphi _1N:\varphi _2|+\text{e.c.}`$
$`+`$ $`{\displaystyle }dxE_1^{(1)}(x)\delta \widehat{\mathrm{\Psi }}_1^{}(x)|N1:\varphi _1N:\varphi _2|+\text{e.c.}`$
$`+`$ $`{\displaystyle }{\displaystyle }dxdx^{}E_1^{(2)}(x,x^{})\delta \widehat{\mathrm{\Psi }}_1^{}(x)\delta \widehat{\mathrm{\Psi }}_1^{}(x^{})|N2:\varphi _1N:\varphi _2|+\text{e.c.}`$
where the $`E_\alpha ^{(i)}`$ are given by
$`E_1^{(0)}={\displaystyle \frac{Ndt}{i\mathrm{}}}\left[{\displaystyle \frac{\varphi _1|h_0|\varphi _1}{\varphi _1^2}}+{\displaystyle \frac{(N1)}{2}}{\displaystyle \frac{\varphi _1\varphi _1|V|\varphi _1\varphi _1}{\varphi _1^4}}\right]`$ (32)
$`E_1^{(1)}(x)={\displaystyle \frac{dt\sqrt{N}}{i\mathrm{}}}𝒬_1^{(x)}\left[\left(h_0+{\displaystyle \frac{(N1)}{\varphi _1^2}}{\displaystyle 𝑑x^{}V(xx^{})\left|\varphi _1(x^{})\right|^2}\right)\varphi _1(x)\right]`$ (33)
$`E_1^{(2)}(x,x^{})={\displaystyle \frac{dt\sqrt{N(N1)}}{2i\mathrm{}}}𝒬_1^{(x)}𝒬_1^{(x^{})}[V(xx^{})\varphi _1(x)\varphi _1(x^{})].`$ (34)
Analogous expressions for $`E_2^{(0)}`$, $`E_2^{(1)}`$, $`E_2^{(2)}`$ are obtained by exchanging the indices 1 and 2.
### 2.5 Validity conditions for the stochastic Fock state Hartree ansatz
The similarity of the structures of (26) and (31) suggests the possibility of a stochastic scheme equivalent to the exact evolution: to achieve this, it is necessary to find out specific forms of deterministic (19) and stochastic (18) terms for which the mean values of the $`S_\alpha ^{(i)}`$ equal the $`E_\alpha ^{(i)}`$:
$`\overline{S_1^{(0)}+S_2^{(0)}}=E_1^{(0)}+E_2^{(0)}`$ (35)
$`\overline{S_\alpha ^{(1)}(x)}=E_\alpha ^{(1)}(x)`$ (36)
$`\overline{S_\alpha ^{(2)}(x,x^{})}=E_\alpha ^{(2)}(x,x^{})`$ (37)
$`\overline{S^{(1,1)}(x,x^{})}=0.`$ (38)
From the last equation (38), it follows immediately why independent bras and kets are needed in the ansatz (7): in the case $`\varphi _1=\varphi _2=\varphi `$ such a condition would in fact lead to a vanishing orthogonal noise and finally to the impossibility of satisfying (37).
In terms of the different components, these conditions can be rewritten as:
$`\left(\lambda _1+\lambda _2^{}\right)dt+{\displaystyle \frac{(N1)}{2}}\left[\overline{d\gamma _1^2}+\overline{d\gamma _2^2}^{}\right]+N\overline{d\gamma _1d\gamma _2^{}}=0`$ (39)
$`F_1^{}(x)dt+(N1)\overline{dB_1^{}(x)d\gamma _1}+N\overline{dB_1^{}(x)d\gamma _2^{}}=0`$ (40)
$`F_2^{}(x)dt+(N1)\overline{dB_2^{}(x)d\gamma _2}+N\overline{dB_2^{}(x)d\gamma _1^{}}=0`$ (41)
$`\overline{dB_\alpha ^{}(x)dB_\alpha ^{}(x^{})}={\displaystyle \frac{dt}{i\mathrm{}}}𝒬_\alpha ^x𝒬_\alpha ^x^{}\left[V(xx^{})\varphi _\alpha (x)\varphi _\alpha (x^{})\right]`$ (42)
$`\overline{dB_1^{}(x)dB_{2}^{}{}_{}{}^{}(x^{})}=0.`$ (43)
As we shall discuss in detail in §3, several different stochastic schemes can be found satisfying (39)-(43); each of them gives an evolution identical in average to the exact one, but the statistical properties can be very different.
### 2.6 A stochastic Hartree ansatz with coherent states
Up to now we have worked out the case of a Fock state ansatz $`|N:\varphi _1N:\varphi _2|`$. Actually coherent states rather than Fock states are generally used, both in quantum optics and in condensed matter physics. We now show that our stochastic procedure also applies with a coherent state ansatz of the form:
$$\sigma (t)=\mathrm{\Pi }(t)|\text{ coh}:\varphi _1\text{ coh}:\varphi _2|,$$
(44)
with
$$|\text{ coh}:\varphi _\alpha =\mathrm{exp}\left(\overline{N}^{1/2}𝑑x\varphi _\alpha (x)\widehat{\mathrm{\Psi }}^{}(x)\right)|\mathrm{vac}$$
(45)
where $`\overline{N}`$ is the mean number of particles. We have included here a prefactor $`\mathrm{\Pi }(t)`$ which was absent in the case of the Fock state ansatz Eq.(7); in the Fock state case indeed such a prefactor could be reincluded into the definition of $`\varphi _1`$ and $`\varphi _2`$. The wave functions $`\varphi _\alpha (x)`$ and the prefactor factor $`\mathrm{\Pi }`$ evolve according to Ito stochastic differential equations
$`d\varphi _\alpha =F_\alpha dt+dB_\alpha `$
$`d\mathrm{\Pi }=fdt+db.`$ (46)
Splitting the field operator as
$$\widehat{\mathrm{\Psi }}(x)=\overline{N}^{1/2}\varphi _\alpha (x)+\delta \widehat{\mathrm{\Psi }}_\alpha (x)$$
(47)
and using
$$\delta \widehat{\mathrm{\Psi }}_\alpha (x)|\text{ coh}:\varphi _\alpha =0$$
(48)
we find that the equivalence of the stochastic scheme and the exact evolution translates into the set of conditions:
$`f=0`$ (49)
$`F_1(x)dt+{\displaystyle \frac{1}{\mathrm{\Pi }}}\overline{dbdB_1(x)}={\displaystyle \frac{dt}{i\mathrm{}}}h_0\varphi _1(x)`$ (50)
$`F_2(x)dt+{\displaystyle \frac{1}{\mathrm{\Pi }^{}}}\overline{db^{}dB_2(x)}={\displaystyle \frac{dt}{i\mathrm{}}}h_0\varphi _2(x)`$ (51)
$`\overline{dB_\alpha (x)dB_\alpha (x^{})}={\displaystyle \frac{dt}{i\mathrm{}}}V(xx^{})\varphi _\alpha (x)\varphi _\alpha (x^{})`$ (52)
$`\overline{dB_1(x)dB_2^{}(x^{})}=0.`$ (53)
As we shall see in §3, such conditions are satisfied by several stochastic schemes. Very remarkably, the stochastic evolution deduced from the positive $`P`$-representation arises naturally as one of them.
Within this coherent state ansatz the one-particle density matrix is evaluated using
$$\rho ^{(1)}(x,x^{})=\overline{N}\varphi _1(x)\varphi _2^{}(x^{})\mathrm{\Pi }(t)\mathrm{exp}(\overline{N}\varphi _2|\varphi _1)_{\mathrm{stoch}}.$$
(54)
In a practical implementation of the simulation it turns out to be numerically more efficient to represent $`\mathrm{\Pi }(t)`$ as the exponential of some quantity
$$\mathrm{\Pi }(t)=e^{\overline{N}S(t)}$$
(55)
and to evolve $`S(t)`$ according to the stochastic equation
$`dS`$ $`=`$ $`{\displaystyle 𝑑x[dB_1(x)\varphi _1^{}(x)+dB_2^{}(x)\varphi _2(x)]}`$ (56)
$`{\displaystyle \frac{\overline{N}dt}{2i\mathrm{}}}{\displaystyle 𝑑x𝑑x^{}V(xx^{})\left[|\varphi _1(x)|^2|\varphi _1(x^{})|^2|\varphi _2(x)|^2|\varphi _2(x^{})|^2\right]}.`$
## 3 Particular implementations of the stochastic approach
In the previous section we have derived the conditions that a stochastic scheme has to satisfy in order to recover the exact evolution given by the Hamiltonian (1); in the case of the Fock state ansatz (7), we get to the system (39)-(43), while in the case of the coherent state ansatz (44) we get to the conditions (49)-(53). As the number of these equations is actually smaller than the number of unknown functions there is by no mean uniqueness of the solutions, that is of the simulation schemes. We need a strategy to identify interesting solutions.
We therefore start this section by considering various indicators of the statistical error of the simulation (§3.1) which can be used as guidelines in the search for simulation schemes. These indicators are defined as variances of relevant quantities which are conserved in the exact evolution but which may fluctuate in the simulation. We show that these indicators are non decreasing functions of time; attempts to minimize the time derivative of a specific indicator will lead to particular implementations of the general stochastic method, such as the simple scheme (§3.2) and the constant trace scheme (§3.3).
### 3.1 Growth of the statistical errors
The first indicator that we consider measures the squared deviation of the stochastic operator $`\sigma (t)`$ from the exact density operator $`\rho (t)`$:
$`\mathrm{\Delta }(t)`$ $`=`$ $`\text{Tr}[(\sigma ^{}(t)\rho (t))(\sigma (t)\rho (t))]_{\mathrm{stoch}}`$ (57)
$`=`$ $`\text{Tr}[\sigma ^{}(t)\sigma (t)]_{\mathrm{stoch}}\text{Tr}[\rho (t)^2].`$
We now show that $`\mathrm{\Delta }(t)`$ is a non-decreasing function of time. When the stochastic scheme satisfies the validity conditions derived in the previous section, we can write the stochastic equation for $`\sigma `$ as:
$$d\sigma =\frac{dt}{i\mathrm{}}[,\sigma ]+d\sigma _s$$
(58)
where $`d\sigma _s`$ is a zero-mean noise term linear in $`dB_\alpha `$ (and $`db`$ for the coherent state simulation). In the case of simulation with Fock states it is given by
$$d\sigma _s=N^{1/2}\left\{𝑑x𝑑B_1(x)\widehat{\mathrm{\Psi }}^{}(x)|N1:\varphi _1N:\varphi _2|+𝑑x𝑑B_2^{}(x)|N:\varphi _1N1:\varphi _2|\widehat{\mathrm{\Psi }}(x)\right\}.$$
(59)
In the case of simulation with coherent states it is given by
$`d\sigma _s`$ $`=`$ $`db|\mathrm{coh}:\varphi _1\mathrm{coh}:\varphi _2|`$ (60)
$`+`$ $`\overline{N}^{1/2}\mathrm{\Pi }\left\{{\displaystyle 𝑑x𝑑B_1(x)\widehat{\mathrm{\Psi }}^{}(x)|\mathrm{coh}:\varphi _1\mathrm{coh}:\varphi _2|+𝑑x𝑑B_2^{}(x)|\mathrm{coh}:\varphi _1\mathrm{coh}:\varphi _2|\widehat{\mathrm{\Psi }}(x)}\right\}.`$
We calculate the variation of $`\mathrm{\Delta }`$ during $`dt`$, replacing $`\sigma `$ by $`\sigma +d\sigma `$ in Eq.(57) and keeping terms up to order $`dt`$. Using the invariance of the trace in a cyclic permutation and averaging over the noise between $`t`$ and $`t+dt`$ we finally obtain
$$d\mathrm{\Delta }=\text{Tr}[d\sigma _s^{}d\sigma _s]_{\mathrm{stoch}},$$
(61)
which is a positive quantity. Minimization of this quantity is the subject of §3.2. Physically $`d\mathrm{\Delta }0`$ means that the impurity of the stochastic density operator $`\sigma `$ always increases in average, while the exact density operator has a constant purity $`\text{Tr}[\rho ^2]`$.
The second kind of indicator that we consider measures the statistical error on constants of motion of the exact evolution. Consider a time independent operator $`X`$ commuting with the Hamiltonian. The stochastic evolution leads to an error on the expectation value of $`X`$ with a variance given by the ensemble average of
$`\mathrm{\Delta }_X(t)`$ $`=`$ $`\left|\text{Tr}[X\sigma (t)]\text{Tr}[X\rho (t)]\right|^2_{\mathrm{stoch}}`$ (62)
$`=`$ $`\left|\text{Tr}[X\sigma (t)]\right|^2_{\mathrm{stoch}}\left|\text{Tr}[X\rho (t)]\right|^2.`$
From Eq.(58) we obtain the variation after a time step $`dt`$ of the expectation value of $`X`$ along a stochastic trajectory:
$$d(\text{Tr}[X\sigma ])=\frac{dt}{i\mathrm{}}\text{Tr}\left(X[,\sigma ]\right)+\text{Tr}[Xd\sigma _s].$$
(63)
Using the invariance of the trace under cyclic permutation and the commutation relation $`[,X]=0`$ we find that the first term in the right hand side of Eq.(63) vanishes so that
$$d\mathrm{\Delta }_X=\left|\text{Tr}[Xd\sigma _s]\right|^2_{\mathrm{stoch}},$$
(64)
a quantity which is always non-negative.
Using expression (64) one can ‘design’ simulations preserving exactly the conserved quantity, the constraint to meet being $`\text{Tr}[Xd\sigma _s]=0`$: for instance in the Fock state simulation, one first chooses the transverse noises $`dB_\alpha ^{}`$ satisfying Eqs.(42,43); then one simply has to take for the longitudinal noise of $`\varphi _1`$:
$$d\gamma _1=\frac{1}{\sqrt{N}}(N:\varphi _2|X|N:\varphi _1)^1𝑑x𝑑B_1^{}(x)N:\varphi _2|X\delta \widehat{\mathrm{\Psi }}_1^{}(x)|N1:\varphi _1$$
(65)
and a similar expression for $`d\gamma _2`$; finally the force terms $`F_\alpha `$ are adjusted in order to satisfy Eq.(39-41). As natural examples of conserved quantities one can choose $`X=1`$ or $`X=`$; the former case is discussed in detail in §3.3.
### 3.2 The simple schemes
These schemes are characterized by the minimization of the incremental variation of the statistic spread of the $`N`$-particle density matrix $`\sigma (t)`$, a spread that we have already quantified in Eq.(57) by $`\mathrm{\Delta }(t)`$. To be more specific we assume that we have evolved a dyadic up to time $`t`$, and we look for the noise terms that minimize the increase of $`\text{Tr}[\sigma ^{}\sigma ]`$ between $`t`$ and $`t+dt`$.
#### 3.2.1 Simulation with Fock states
In the case of the Fock state ansatz, we calculate explicitly the variation of $`\text{Tr}[\sigma ^{}\sigma ]`$ from Eq.(59) and we get:
$$\frac{d\text{Tr}[\sigma ^{}\sigma ]}{N\text{Tr}[\sigma ^{}\sigma ]}=N\overline{|d\gamma _1+d\gamma _2^{}|^2}+\underset{\alpha =1,2}{}\varphi _\alpha ^2𝑑x\overline{|dB_\alpha ^{}(x)|^2}+\left[d\gamma _1+d\gamma _2^{}+\text{c.c.}\right].$$
(66)
We now look for the noise terms $`d\gamma _\alpha `$ and $`dB_\alpha ^{}`$ minimizing this quantity under the constraints Eqs.(39-43).
We first note that we can choose $`d\gamma _1=d\gamma _2=0`$ without affecting the transverse noises, as shown by Eqs.(39-43): the correlation function of the transverse noises do not involve the $`d\gamma _\alpha `$, and we can accommodate for any choice of $`d\gamma _\alpha `$ by defining appropriately the force terms $`F_\alpha ^{},\lambda _\alpha `$. In the particular case defining our simple scheme we take all these force terms equal to zero. Note that the choice of vanishing $`d\gamma `$’s immediately leads to a vanishing noise term in Eq.(66).
Secondly the terms involving the transverse noise in Eq.(66) are bounded from below: As the modulus of a mean is less than the mean of the modulus, we have
$$\left|\overline{dB_\alpha ^{}(x)dB_\alpha ^{}(x)}\right|\overline{|dB_\alpha ^{}(x)|^2},$$
(67)
with the left hand side of this inequality fully determined by condition Eq.(42).
We have found for the transverse noise a choice which fulfills Eqs.(42,43) and which saturates the inequality Eq.(67):
$$dB_\alpha ^{}(x)=\left(\frac{dt}{i\mathrm{}}\right)^{1/2}𝒬_\alpha ^{(x)}\left[\varphi _\alpha (x)\frac{dk}{(2\pi )^{d/2}}\left(\stackrel{~}{V}(k)\right)^{1/2}e^{ikx}e^{i\theta _\alpha (k)}\right]$$
(68)
where $`d`$ is the dimension of position space, $`\stackrel{~}{V}(k)`$ is the Fourier transform of the model interaction potential, supposed here to be positive:
$$\stackrel{~}{V}(k)=𝑑xV(x)e^{ikx}.$$
(69)
The phases $`\theta _\alpha `$ have the following statistical property:
$$\overline{e^{i\theta _\alpha (k)}e^{i\theta _\alpha (k^{})}}=\delta (k+k^{})$$
(70)
and $`\theta _1,\theta _2`$ are uncorrelated. In practice for half of the $`k`$-space (e.g. $`k_z>0`$) $`\theta _\alpha (k)`$ is randomly chosen between $`0`$ and $`2\pi `$; for the remaining $`k`$’s we take $`\theta _\alpha (k)=\theta _\alpha (k)`$. One can then check that this choice for the transverse noise reproduces the correlation function Eqs.(42,43).
We show now that the implementation (68) saturates the inequality Eq.(67), so that it leads to the minimal possible value for $`d\text{Tr}[\sigma ^{}\sigma ]`$ within the validity constraints of the stochastic approach. We calculate explicitly the right hand side of Eq.(67):
$`\overline{|dB_\alpha ^{}(x)|^2}`$ $`=`$ $`{\displaystyle \frac{dt}{\mathrm{}}}\left(𝒬_\alpha ^{(x)}𝒬_\alpha ^{(x^{})}[V(xx^{})\varphi _\alpha ^{}(x)\varphi _\alpha (x^{})]\right)_{x=x^{}}`$ (71)
$`=`$ $`{\displaystyle \frac{dt}{\mathrm{}}}|\varphi _\alpha (x)|^2\left[V(0)2{\displaystyle 𝑑y\frac{|\varphi _\alpha (y)|^2}{\varphi _\alpha ^2}V(xy)}+{\displaystyle \frac{\varphi _\alpha ,\varphi _\alpha |V|\varphi _\alpha ,\varphi _\alpha }{\varphi _\alpha ^4}}\right]`$
where $`𝒬_\alpha ^{}`$ projects onto the subspace orthogonal to $`\varphi _\alpha ^{}`$ and where we have used the positivity of the Fourier transform $`\stackrel{~}{V}`$ of the model interaction potential. The left hand side of Eq.(67) is calculated using Eq.(42):
$$\overline{dB_\alpha ^{}(x)^2}=\frac{dt}{i\mathrm{}}\varphi _\alpha ^2(x)\left[V(0)2𝑑y\frac{|\varphi _\alpha (y)|^2}{\varphi _\alpha ^2}V(xy)+\frac{\varphi _\alpha ,\varphi _\alpha |V|\varphi _\alpha ,\varphi _\alpha }{\varphi _\alpha ^4}\right].$$
(72)
As the expressions between square brackets in Eqs.(72,71) are real positive we deduce the equality in Eq.(67).
We can now calculate explicitly the variation of $`\text{Tr}[\sigma ^{}\sigma ]`$ by integrating Eq.(71) over $`x`$:
$$\frac{d\text{Tr}[\sigma ^{}\sigma ]}{N\text{Tr}[\sigma ^{}\sigma ]}=\frac{dt}{\mathrm{}}\left[2V(0)\underset{\alpha =1,2}{}\frac{\varphi _\alpha ,\varphi _\alpha |V|\varphi _\alpha ,\varphi _\alpha }{\varphi _\alpha ^4}\right].$$
(73)
This expression is particularly useful since it allows one to derive an upper bound on the increase of $`\text{Tr}[\sigma ^{}\sigma ]`$: as we assume here a positive Gaussian model potential $`V(xx^{})`$ the matrix element $`\varphi _\alpha ,\varphi _\alpha |V|\varphi _\alpha ,\varphi _\alpha `$ is positive so that the right hand side of Eq.(73) is smaller than $`2V(0)dt/\mathrm{}`$. After time integration, using Eq.(57) and the fact that the trace of the squared density operator $`\rho ^2`$ is a constant under Hamiltonian evolution we can deduce an upper bound on the squared statistical error $`\mathrm{\Delta }(t)`$:
$$\mathrm{\Delta }(t)+\text{Tr}[\rho ^2]\left[\mathrm{\Delta }(0)+\text{Tr}[\rho ^2]\right]e^{2NV(0)t/\mathrm{}}.$$
(74)
Note that it involves the model dependent quantity $`V(0)`$ and not only the physical parameters of the problem such as the chemical potential or the scattering length. It may be therefore important to adjust the model interaction potential $`V(xx^{})`$ in order to minimize the growth of the statistical error for given physical parameters.
To summarize the proposed simple scheme has several noticeable properties. The deterministic force acting on the $`\varphi _\alpha `$’s is simply the mean field contribution, so that the whole correction to the mean field evolution is provided by the transverse noises $`dB_\alpha ^{}`$. Also the evolutions of the two states $`\varphi _\alpha `$ are totally independent from each other.
#### 3.2.2 Simulation with coherent states
In the case of the coherent state ansatz, an explicit calculation of $`d\text{Tr}[\sigma ^{}\sigma ]`$ from Eq.(60) gives:
$`{\displaystyle \frac{d\text{Tr}[\sigma ^{}\sigma ]}{\text{Tr}[\sigma ^{}\sigma ]}}`$ $`=`$ $`\overline{\left|{\displaystyle \frac{db}{\mathrm{\Pi }}}+\overline{N}{\displaystyle 𝑑x𝑑B_1(x)\varphi _1^{}(x)}+dB_2^{}(x)\varphi _2(x)\right|^2}+\overline{N}{\displaystyle \underset{\alpha =1,2}{}}{\displaystyle 𝑑x\overline{|dB_\alpha (x)|^2}}`$ (75)
$`+\left[{\displaystyle \frac{db}{\mathrm{\Pi }}}+\overline{N}{\displaystyle 𝑑x𝑑B_1(x)\varphi _1^{}(x)}+dB_2^{}(x)\varphi _2(x)+\text{c.c}\right].`$
We now proceed to the minimization of the increment of $`\text{Tr}[\sigma ^{}\sigma ]`$ within the coherent state ansatz along the same lines as the previous subsection. First we optimize the noise $`db`$ on the normalization factor $`\mathrm{\Pi }`$:
$$db=\overline{N}\mathrm{\Pi }\left(𝑑x𝑑B_1(x)\varphi _1^{}(x)+dB_2^{}(x)\varphi _2(x)\right).$$
(76)
This choice leads to a vanishing noise term in Eq.(75). We insert this expression for $`db`$ in the validity conditions Eq.(50) and Eq.(51) and we obtain:
$$F_\alpha (x)=\frac{1}{i\mathrm{}}\left[h_0+\overline{N}𝑑x^{}V(xx^{})|\varphi _\alpha (x^{})|^2\right]\varphi _\alpha (x).$$
(77)
Finally minimization of the contribution of the noise terms $`dB_\alpha `$ with the constraint Eq.(52) is achieved with the choice
$$dB_\alpha (x)=\left(\frac{dt}{i\mathrm{}}\right)^{1/2}\varphi _\alpha (x)\frac{dk}{(2\pi )^{d/2}}\left(\stackrel{~}{V}(k)\right)^{1/2}e^{ikx}e^{i\theta _\alpha (k)}$$
(78)
where the phases $`\theta _\alpha (k)`$ are randomly generated as in Eq.(70).
The first equation Eq.(77) fixes the deterministic evolution to the usual mean-field equation (4). We note here that the mean-field term in Eq.(77) does not contain the normalization of the spatial density $`\overline{N}|\varphi _\alpha (x^{})|^2`$ by $`\varphi _\alpha ^2`$, a feature present in the Fock state simulation (see Eq.(20)). This is a disadvantage of the coherent state simulation since this normalization factor appearing in the Fock state simulation has a regularizing effect: the norms $`\varphi _\alpha `$ may indeed deviate significantly from unity in the stochastic evolution. The second equation Eq.(78) determines the stochastic noise on the wave functions in a way very similar to the Fock state case Eq.(68). In particular the evolutions of $`\varphi _1`$ and $`\varphi _2`$ are still uncorrelated. The only difference is the disappearance of the projector $`𝒬_\alpha `$ in the expression of the noise, which leads to an increased noise with respect to the simulation with Fock states.
As in the previous subsection we now estimate the squared error $`\mathrm{\Delta }`$. We calculate the variation of $`\text{Tr}[\sigma ^{}\sigma ]`$ for the choice of noise Eq.(78):
$$\frac{1}{\text{Tr}[\sigma ^{}\sigma ]}\frac{d\text{Tr}[\sigma ^{}\sigma ]}{dt}=\frac{\overline{N}V(0)}{\mathrm{}}\underset{\alpha =1,2}{}\varphi _\alpha ^2.$$
(79)
The average over all stochastic realizations of the norm squared of the wave functions can be calculated exactly:
$$\varphi _\alpha ^2_{\mathrm{stoch}}(t)=e^{tV(0)/\mathrm{}}\varphi _\alpha ^2_{\mathrm{stoch}}(0).$$
(80)
This leads to a remarkable identity on the trace of $`\sigma ^{}\sigma `$:
$$\mathrm{ln}\text{Tr}[\sigma ^{}\sigma ]_{\mathrm{stoch}}(t)=\mathrm{ln}\text{Tr}[\sigma ^{}\sigma ]_{\mathrm{stoch}}(0)+\overline{N}\left(e^{tV(0)/\mathrm{}}1\right)\underset{\alpha =1,2}{}\varphi _\alpha ^2_{\mathrm{stoch}}(0).$$
(81)
Using finally the concavity of the logarithmic function, leading to the logarithm of a mean being larger than the mean of the logarithm we obtain a lower bound on the squared error $`\mathrm{\Delta }`$ on the $`N`$body density matrix:
$$\mathrm{\Delta }(t)+\text{Tr}[\rho ^2]A\mathrm{exp}\left[2B\overline{N}\left(e^{tV(0)/\mathrm{}}1\right)\right]$$
(82)
where we have introduced the constant quantities
$`A`$ $`=`$ $`\mathrm{exp}\left[\mathrm{ln}\text{Tr}[\sigma ^{}\sigma ]_{\mathrm{stoch}}(0)\right]`$ (83)
$`B`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{\alpha =1,2}{}}\varphi _\alpha ^2_{\mathrm{stoch}}(0)`$ (84)
It is quite remarkable that in the limit of times shorter than $`\mathrm{}/V(0)`$ this lower bound scales exponentially with time as the upper bound Eq.(74) obtained for Fock states. Consequently the simulation scheme with Fock states is likely to be more efficient that the simulation with coherent states. This will indeed be the case in the numerical examples given in the next sections.
### 3.3 The constant trace schemes
We have given the expression of the one-body density matrix $`\rho ^{(1)}`$ in terms of $`\varphi _\alpha (x)`$ for the simulation with Fock states Eq.(13). This expressions shows that $`\rho ^{(1)}`$ is very sensitive in the large $`N`$ limit to fluctuations of $`\varphi _2|\varphi _1`$. The same remark applies to two-body observables. In order to improve the statistical properties of the simulation one can consider the possibility of a simulation scheme with $`\varphi _2|\varphi _1=1`$ at any time. This actually corresponds to a conserved trace of each single dyadic $`\sigma (t)`$. This possibility is analyzed in §3.3.1; it is extended to the coherent state simulation in §3.3.2, leading to the well-known positive $`P`$-representation formalism.
#### 3.3.1 Simulation with Fock states
Within the Fock state ansatz, the conservation of the trace of the dyadic $`\mathrm{Tr}[\sigma ]`$ can be achieved by (i) choosing the transverse noises $`dB_\alpha ^{}`$ according to the formula Eq.(68) and (ii) using the expression Eq.(65) for the longitudinal noise with $`X=1`$. Point (ii) gives:
$$d\gamma _1=\varphi _2|\varphi _1^1𝑑x\varphi _2^{}(x)𝑑B_1^{}(x).$$
(85)
The forces terms $`\lambda _\alpha `$ and $`F_\alpha `$ are fixed by the conditions (39)-(41):
$$\lambda _1dt=\frac{N1}{2}\varphi _2|\varphi _1^2𝑑x𝑑x^{}\varphi _2^{}(x)\varphi _2^{}(x^{})\overline{dB_1^{}(x)dB_1^{}(x^{})}$$
(86)
and
$$F_1^{}(x)dt=(N1)\varphi _2|\varphi _1^1𝑑x^{}\varphi _2^{}(x^{})\overline{dB_1^{}(x^{})dB_1^{}(x)}.$$
(87)
The expressions for $`d\gamma _2,\lambda _2`$ and $`F_2^{}(x)`$ are obtained by exchanging the indices 1 and 2 in these results.
#### 3.3.2 Simulation with coherent states
In the case of the coherent state ansatz, the value of $`d\sigma _s`$, which is the zero-mean noise term entering the variation of the dyadic $`\sigma `$ during a time step $`dt`$, is given in Eq.(60). The requirement of a constant trace $`\mathrm{Tr}[\sigma ]=\mathrm{\Pi }e^{\overline{N}\varphi _2|\varphi _1}`$ leads to the following condition on the noise terms
$$db+\overline{N}\mathrm{\Pi }𝑑x\left(\varphi _2^{}(x)dB_1(x)+dB_2^{}(x)\varphi _1(x)\right)=0.$$
(88)
We choose the noise terms $`dB_\alpha `$ as in Eq.(78). The remaining parameters $`F_\alpha `$ are now unambiguously determined by (50)-(51):
$`F_1(x)={\displaystyle \frac{1}{i\mathrm{}}}\left[h_0+\overline{N}{\displaystyle 𝑑x^{}\varphi _2^{}(x^{})V(xx^{})\varphi _1(x^{})}\right]\varphi _1(x)`$ (89)
$`F_2(x)={\displaystyle \frac{1}{i\mathrm{}}}\left[h_0+\overline{N}{\displaystyle 𝑑x^{}\varphi _1^{}(x^{})V(xx^{})\varphi _2(x^{})}\right]\varphi _2(x).`$ (90)
This scheme exactly recovers the stochastic evolution in the positive $`P`$-representation, which was originally obtained with a different mathematical procedure .
## 4 Stochastic vs. exact approach for a two-mode model
In order to test the convergence of the stochastic schemes developed in the previous section we now apply this method to a simple two-mode system for which the exact solution of the $`N`$-body Schrödinger equation can also be obtained by a direct numerical integration. This allows (i) to check that the stochastic methods when averaged over many realizations give the correct result indeed, and (ii) to determine the statistical error for each of the four implementations of the stochastic approach (‘constant trace’ vs. ‘simple’, Fock vs. coherent states).
The toy-model that we consider describes the dynamics of two self-interacting condensates coherently coupled one to the other. It can be applied to the case of two condensates separated by a barrier (Josephson-type coupling) or condensates in two different internal states coupled by an electromagnetic field (Rabi-type coupling). In this model we restrict the expansion of the atomic field operator to two orthogonal modes,
$$\widehat{\psi }(x)=\widehat{a}u_a(x)+\widehat{b}u_b(x).$$
(91)
The Hamiltonian Eq.(1) takes the simple form:
$$=\frac{\mathrm{}\mathrm{\Omega }}{2}\left(\widehat{a}^{}\widehat{b}+\widehat{b}^{}\widehat{a}\right)+\mathrm{}\kappa \left(\widehat{a}^2\widehat{a}^2+\widehat{b}^2\widehat{b}^2\right)$$
(92)
where $`\widehat{a},\widehat{b}`$ annihilate a particle in modes $`u_a`$ and $`u_b`$, $`\kappa `$ characterizes the strength of the atomic interactions inside each condensate and $`\mathrm{\Omega }`$ is the Rabi coupling amplitude between the two condensates. Here we have restricted for simplicity to the case where (i) the condensates have identical interaction properties, (ii) the interactions between atoms in different wells are negligible, and (iii) the Rabi coupling is resonant. The most general two-mode case could be treated along the same lines.
The direct numerical solution of the Schrödinger equation is performed in a basis of Fock states $`|n_a,n_b`$ with $`n_{a,b}`$ particles in modes $`u_a,u_b`$. The numerical integration is simplified by the fact that $`n_a+n_b`$ is a quantity conserved by the Hamiltonian evolution. We start with a state in which all atoms are in mode $`u_b`$, either in a Fock state $`|n_a=0,n_b=N`$ (for the Fock state simulations) or in a coherent state $`\mathrm{exp}(N^{1/2}\widehat{b}^{})|0,0`$ (for the coherent state simulations). We watch the time evolution of the mean fraction of particles in mode $`u_a`$, $`p_a\widehat{a}^{}\widehat{a}/N`$.
Mean-field theory (the Gross-Pitaevskii equation), valid in the limit $`N1`$ with a fixed $`\kappa N/\mathrm{\Omega }`$ , predicts periodic oscillations of $`\widehat{a}^{}\widehat{a}/N`$; the peak-to-peak amplitude of the oscillations is equal to unity if $`\kappa N/\mathrm{\Omega }<1`$, and is smaller than one otherwise . In the exact solution the oscillations are no longer periodic due to emergence of incommensurable frequencies in the spectrum of $`H`$.
In the simulation method we evolve sets of two complex numbers representing the amplitudes of the functions $`\varphi _1(x)`$ and $`\varphi _2(x)`$ on the modes $`u_{a,b}(x)`$ (plus the $`\mathrm{\Pi }`$ coefficient in the coherent state case). The results are presented in figure 1 for $`N=17`$ particles and $`\kappa /\mathrm{\Omega }=0.1`$, together with the result of the direct integration of the Schrödinger equation.
The first row in the figure concerns the constant trace simulations. Figure 1a shows results of the simulation based on the positive $`P`$-representation, that is the constant trace simulation with coherent states. As well known this scheme leads to divergences of the norm $`\varphi _1\varphi _2`$ for some realizations of the simulation. We have cut the plot in figure 1 at the first divergence. The same type of divergences occurs in the constant trace simulation with Fock states (figure 1b). Note however that the characteristic time for the first divergence to occur is somewhat longer. We have checked for these constant trace simulations that the probability distribution of $`\varphi _1\varphi _2`$ broadens with time, eventually getting a power law tail. The corresponding exponent $`\alpha `$ decreases in time below the critical value $`\alpha _{\mathrm{crit}}=3`$ for which the variance of $`\varphi _1\varphi _2`$ becomes infinite. This scenario is identical to the one found with the positive $`P`$-representation .
The simple simulation schemes plotted on the second row of figure 1 provide results which are at all time in agreement with the direct integration within the error bars. Contrarily to the constant trace schemes we do not observe finite time divergences in the simple schemes. For a given evolution time we have checked that the error bars scale as $`1/\sqrt{𝒩}`$ where $`𝒩`$ is the number of stochastic realizations. For a given $`𝒩`$ we found that the error bars increase quasi-exponentially with time.
The noise in the simple simulation schemes is investigated in more details in figure 2 which shows the error estimator $`\text{Tr}[\sigma ^{}\sigma ]_{\mathrm{stoch}}`$ as function of time, for coherent states in figure 2a and for Fock states in figure 2b. The coherent state result confirms the prediction Eq.(82). The Fock state result is found to be notably smaller than the upper bound Eq.(74). This is due to the fact that the terms proportional to $`\varphi _\alpha ,\varphi _\alpha |V|\varphi _\alpha ,\varphi _\alpha `$ in Eq.(73) are not negligible as compared to the term $`V(0)`$. We have checked these conclusions for various values of $`N`$ and $`\kappa /\mathrm{\Omega }`$.
For a large number of particles it is known that the oscillations of $`\widehat{a}^{}\widehat{a}`$ experience a collapse followed by revivals. These revivals are purely quantum phenomena for the field dynamics and they cannot be obtained in classical field approximation such as the Gross-Pitaevskii equation. We expect to see a precursor of this phenomenon even for the small number of particles $`N=17`$. As the simple scheme simulation with Fock states is the most efficient of the four schemes for the investigation of the long time limit, we have pushed it to the time at which a “revival” can be seen, as shown in figure 3. This figure is obtained with $`𝒩=10^8`$ simulations.
## 5 Stochastic approach for a one-dimensional Bose gas
The interacting Bose gas is in general a multi-mode problem, and the simulation schemes may have in this case a behavior different from the one in a few-mode model such as in §4. We have therefore investigated a model for a one-dimensional Bose gas. The atoms are confined in a harmonic trap with an oscillation frequency $`\omega `$. They experience binary interactions with a Gaussian interaction potential of strength $`g`$ and range $`b`$:
$$V(xy)=\frac{g}{(2\pi )^{1/2}b}\mathrm{exp}\left[(xy)^2/(2b^2)\right].$$
(93)
At time $`t=0`$ all the atoms are in the same normalized state $`\varphi `$ solution of the time independent Gross-Pitaevskii equation
$$\mu \varphi (x)=\frac{\mathrm{}^2}{2m}\frac{d^2\varphi }{dx^2}+\frac{1}{2}m\omega ^2x^2\varphi (x)+(N1)𝑑x^{}V(xx^{})|\varphi (x^{})|^2\varphi (x).$$
(94)
At time $`t=0^+`$ the trap frequency is suddenly increased by a factor two, which induces a breathing of the cloud .
This expected breathing is well reproduced by the numerical simulations. The mean squared spatial width $`R^2`$ of the cloud as function of time is obtained by taking $`\widehat{O}=_{k=1}^N\widehat{x}_k^2/N`$ in Eq.(11) where $`\widehat{x}_k`$ is the position operator of the $`k`$th particle. The quantity $`R^2`$ is shown in figure 4 for the simulation schemes with Fock states. One recovers the key feature of the constant trace simulation, that is a divergence of the norm $`\varphi _1\varphi _2`$ in finite time for some realizations. Before the occurrence of the first divergence the stochastic variance of the size squared of the cloud, defined as
$$\text{Var}(R^2)_{\mathrm{stoch}}=\frac{1}{𝒩}\underset{i=1}{\overset{𝒩}{}}\left[R_i^2(t)R^2(t)\right]^2\text{with}R_i^2(t)=e\left[N:\varphi _2^{(i)}(t)|\widehat{O}|N:\varphi _1^{(i)}(t)\right]$$
(95)
is notably smaller in the constant trace scheme than in the simple scheme, as shown in figure 5a. This contrast between the two schemes for the statistical error on one-body observables was absent in the two-mode model of §4.
We have also investigated the noise on the $`N`$body density matrix characterized by $`\text{Tr}[\sigma ^{}\sigma ]_{\mathrm{stoch}}`$ (see figure 5b). As expected this error indicator is smaller with the simple scheme. For this simple scheme it varies quasi exponentially with time with an exponent $`\gamma 4\omega `$, which is smaller by a factor roughly 2 than the one of the upper bound Eq.(74). This difference is due to the fact that the range $`b`$ of the interaction potential is chosen here of the same order as the size $`R`$ of the cloud so that the terms $`\varphi _\alpha ,\varphi _\alpha |V|\varphi _\alpha ,\varphi _\alpha `$ neglected in the derivation of the upper bound are actually significant. We have checked for various ranges $`b`$ much smaller than $`R`$ that $`\gamma `$ then approaches the upper bound $`2NV(0)/\mathrm{}`$.
## 6 Conclusion and perspectives
In this paper we have investigated a general method to solve exactly the $`N`$body problem in the bosonic case. The principle of the approach is to add to the usual mean-field Gross-Pitaevskii equation a fluctuating term. We have determined the general conditions ensuring that the average over all possible realizations of this stochastic equation reproduces the exact $`N`$body Schrödinger equation.
This idea already received a particular implementation in quantum optics, in the frame of the positive $`P`$-representation. We recover here the scheme based on the positive $`P`$-representation as a particular case of a simulation evolving coherent states of the bosonic field with the constraint that the trace of the density operator should remain exactly equal to unity for each single realization. This provides a simple derivation of the stochastic evolution within this representation alternative to the usual one based on analyticity properties.
Among the many possible implementations of the general stochastic approach we have also investigated schemes evolving Fock states (that is number states) rather than coherent states. This is well suited to situations where the total number of particles is conserved. In particular we have identified a scheme preserving exactly the trace of the density operator which is for number states the counterpart of the one based on the positive $`P`$-representation.
Schemes with constant trace are subject to divergence of the norm of some realizations in finite time. This effect, already known in the context of the positive $`P`$-representation , makes these schemes difficult to use.
In order to overcome this divergence problem we have investigated schemes in which the condition on the trace is relaxed. We have chosen instead to minimize the statistical spread on the $`N`$body density matrix, which gave rise to the ‘simple’ schemes, either with coherent states or Fock states. In this case the $`N`$body density operator is obtained as a stochastic average of dyadics such as $`|\text{coh}:\overline{N}^{1/2}\varphi _1\text{coh}:\overline{N}^{1/2}\varphi _2|`$ or $`|N:\varphi _1N:\varphi _2|`$, where the evolutions of $`\varphi _1`$ and $`\varphi _2`$ are fully decoupled. The deterministic parts are given by Gross-Pitaevskii equations, which preserves the norm of $`\varphi _{1,2}`$, contrarily to the case of constant trace schemes. The decoupling between the evolutions of $`\varphi _1`$ and $`\varphi _2`$ allows a reinterpretation of our representation of the $`N`$body density operator. If the initial density operator is given by $`\rho (t=0)=|N:\varphi _0N:\varphi _0|`$ it will be given at time $`t`$ by
$$\rho (t)=|\mathrm{\Psi }(t)\mathrm{\Psi }(t)|$$
(96)
with the $`N`$particle state vector
$$|\mathrm{\Psi }(t)=\text{lim}_𝒩\mathrm{}\frac{1}{𝒩}\underset{j=1}{\overset{𝒩}{}}|N:\varphi ^{(j)}(t).$$
(97)
In this expression $`\varphi ^{(j)}`$ are stochastic realizations with the initial condition $`\varphi ^{(j)}(t=0)=\varphi _0`$.
The ‘simple’ schemes have much better stability properties than the constant trace schemes: differently from the case of constant trace schemes, the deterministic evolution of the ‘simple’ schemes has a Gross-Pitaevski form and thus conserves the norms $`\varphi _{1,2}`$. This condition, together with the upper bound $`\zeta _{1,2}V(0)dt\varphi _{1,2}^2/\mathrm{}`$ on the eigenvalues $`\zeta _{1,2}`$ of the noise covariance operator $`\overline{dB_\alpha (x)dB_\alpha ^{}(x^{})}`$, can be used to prove that the stochastic equations possess a finite, non-exploding solution valid for all times (see in page 94, in §4.5).
We have numerically applied the simulation schemes to a two-mode model and to a one-dimensional Bose gas. In both cases we found that the constant trace schemes lead to some diverging realizations, while the simple schemes lead to a statistical spread on the $`N`$body density operator increasing exponentially with time with an exponent $`\gamma NV(0)`$. The simple schemes are therefore not well suited to determine small deviations from the mean-field approximation in the large $`N`$ limit but can be more efficiently applied to systems with a small number of particles, such as small atomic clouds tightly trapped at the nodes or antinodes of an optical lattice.
In the one-dimensional numerical example of this paper we have presented results for a simple one-body observable, the size of the atomic cloud. We have actually extended the calculations to more elaborate observables such as the first order and the second order correlation functions of the field. We have not presented the results here as the initial state of the gas was taken to be a (not very physical) Hartree-Fock state. We are presently working on the possibility to generate a more realistic initial state such as a thermal equilibrium for the gas, by extending our stochastic approach to evolution in imaginary time.
This work has several possible perspectives of extension. One can first use as building block a more sophisticated ansatz than the Hartree-Fock state $`|N:\varphi `$, such as Bogoliubov vacua (that is squeezed states of the atomic field) or a multimode Hartree-Fock ansatz (that is an arbitrary coherent superposition of number states in several adjustable modes of the field). One can also look for approximate rather than exact stochastic solutions to the $`N`$body problem but that would be better than mean-field approaches in some given situations. We hope to address some of these perspectives in the near future. |
warning/0003/hep-ph0003115.html | ar5iv | text | # 1 Introduction
## 1 Introduction
Perturbation theory remains the most accurate and reliable tool of theoretical analysis in elementary particle phenomenology. Even the most promising approach based on the direct calculation of physical observables on the lattice still cannot compete with perturbation theory supplemented with some non-perturbative additions as condensates or renormalons. The accuracy of experimental data for tests of the Standard Model permanently improves and demands the improvement of the accuracy of theoretical predictions . Within perturbation theory this demand implies the calculation of Feynman diagrams with an increasing number of loops (see e.g. ). At present, Feynman diagrams of rather general form can be obtained analytically at most up to three loops. Any of these calculations is still unique and involves sophisticated algorithms and an extensive usage of computer resources (see e.g. ). Even the notion of the analytical calculation is changing now because the analytical results are expressed through rather special transcendental numbers which eventually have to be calculated numerically. The striking example is the calculation of massive three-loop bubbles where the analytical results for the diagrams are represented through the quantity which is given by a two-fold infinite sum (see also ). Not all of the multiloop Feynman diagrams are equally complicated. There are some topologies of $`n`$-loop diagrams or special kinematic regimes for the external momenta which are much simpler to compute than the general $`n`$-loop case (see e.g. ). The increasing complication of loop calculations within perturbation theory is more and more circumvented by using different kinds of expansion for the cases where the kinematics allows one to find a small parameter. Heavy Quark Effective Theory (HQET) and threshold expansions for heavy particle production are recent examples for such a situation. These expansions are mostly used for phenomenological applications where it even suffices to give approximate numerical values for the unexpanded multiloop integrals. In some cases one can obtain an analytical expansion that can be used for the simplification of the calculations or for the evaluation of the exact parameters of the effective Lagrangians through matching conditions.
In this paper we discuss a method to calculate the near threshold expansion of the spectral density for the class of multiloop sunset-type Feynman diagrams termed water melon diagrams . These diagrams has recently drawn some attention as a laboratory for testing some advanced methods in loop calculations . However, water melon diagrams also have numerous phenomenological applications. The most important application of these diagrams (as well as spectacle diagrams as their first generalization) is the calculation of the effective potential in quantum field theory both at finite temperature and at zero temperature . Among other applications one can name the sum rule analysis of baryons in QCD both in the massless approximation and with finite mass (the leading order correlator being the standard sunset diagram) or the treatment of baryons in the large $`N_c`$ limit of QCD which requires the calculation of $`(N_c1)`$-loop water melon diagrams in the leading order. An interesting application is the calculation of dibaryon properties in operator product expansion within the sum rule approach which is important for understanding many-quark bags in the nucleus . The water melon diagrams emerge in chiral perturbation theory . The corresponding integrals appear for the correlator of the effective operators related to the mixing of neutral mesons in flavour dynamics and in the sum rule analysis of hybrid mesons . Water melon diagrams constitute an important part of the contributions generated by the recurrence relations of the integration-by-part techniques for three-loop diagrams (for the recent progress see e.g. Ref. ). It is a rather hot topic and a dynamically developing area of loop calculations where new results are frequently reported (see e.g. Refs. ).
In our opinion, the method presented in Ref. completely solves the problem of computing this class of diagrams. The method is simple and reduces the calculation of a $`n`$-loop water melon diagram to a one-dimensional integral which includes only well-known special functions in the integrand (Bessel functions of different kinds) for any values of the internal masses. The technique is universal. The most interesting part of our analysis of water melon diagrams is the construction of the spectral decomposition of water melon diagrams, i.e. the determination of the discontinuity across the physical cut in the complex plane of the squared momentum. In this context a novel technique for the direct construction of the spectral density of water melon diagrams based on an integral transform in configuration space was presented in Ref. . In the present paper we develop some explicit expansions for water melon diagrams and compare them with the exact results. The purpose of this paper is a three-fold one, namely:
* to demonstrate the ease with which threshold expansions to arbitrary space-time dimensions and a general number of internal lines with arbitrary masses can be generated within a configuration space technique. The entire construction reduces to algebraic operations while the only integral encountered is a simple integral of the type of Euler’s Gamma function.
* to generate explicit forms of threshold expansions and to analyze their convergence properties. The explicit forms of threshold expansions for the simple sunset can be compared with threshold expansions that are obtained in momentum space.
* to consider a case when one mass is much smaller than the others. This is an important generalization of the threshold expansion and can be analytically done within the configuration space technique.
The present analysis of the threshold expansion of water melon diagrams shows the effectiveness of the configuration space technique for this topology class of Feynman diagrams. On the other hand the obtained explicit results can be useful for a variety of applications which include the evaluation of water melon type diagrams. The technique can readily be generalized to some other simple topologies of $`n`$-loop diagrams.
The paper is organized as follows. In Sec. 2 we provide the tools necessary for the following calculations. Sec. 3 deals with the threshold expansion. Here we outline our main strategy for this expansion in configuration space and in the subsections that follow we give examples for the sunset diagram and the water melon diagram with four or more internal lines. In Sec. 4 we concentrate on the strongly asymmetric case where one of the masses is much smaller than the others. We introduce the procedure of resummation of the contributions of this smallest mass and show explicitly how we get to a closed expression for the spectral density even in this case. We give examples for a strongly asymmetric mass arrangement for the water melon diagrams with two (degenerate case), three, and four or more internal lines, and compare the resummed results with the pure threshold expansion as well as with the exact spectral density. In Sec. 5 we discuss how to recover the non-analytic part of the polarization function through the spectral density near threshold. In Sec. 6 we give our conclusions.
## 2 Basics about the configuration space technique
We start with a brief outline of the technique which we use in this paper . The polarization function $`\mathrm{\Pi }(x)`$ of a water melon diagram including $`n`$ internal lines with masses $`m_i`$, $`i\{1,\mathrm{},n\}`$ in configuration space is given by the product
$$\mathrm{\Pi }(x)=\underset{i=1}{\overset{n}{}}D(x,m_i).$$
(1)
The propagator $`D(x,m)`$ of a massive line with mass $`m`$ in $`D`$-dimensional (Euclidean) space-time is given by
$$D(x,m)=\frac{1}{(2\pi )^D}\frac{e^{ip_\mu x^\mu }d^Dp}{p^2+m^2}=\frac{(mx)^\lambda K_\lambda (mx)}{(2\pi )^{\lambda +1}x^{2\lambda }}$$
(2)
where we write $`D=2\lambda +2`$. $`K_\lambda (z)`$ is a McDonald function (a modified Bessel function of the third kind, see e.g. ). In the limit $`m0`$ the propagator in Eq. (2) simplifies to
$$D(x,0)=\frac{1}{(2\pi )^D}\frac{e^{ip_\mu x^\mu }d^Dp}{p^2}=\frac{\mathrm{\Gamma }(\lambda )}{4\pi ^{\lambda +1}x^{2\lambda }}$$
(3)
where $`\mathrm{\Gamma }(\lambda )`$ is Euler’s Gamma function. Eq. (1) contains all information about the water melon diagrams and in this sense is the final result for the class of diagrams under consideration. It is of course known and was used since long ago . Of some particular interest is the spectral decomposition of the polarization function $`\mathrm{\Pi }(x)`$ which is connected to the particle content of a given model. The spectrum of particles is contained in the function $`\rho (s)`$ related to the polarization function through the dispersion representation
$$\mathrm{\Pi }(x)=_0^{\mathrm{}}\rho (s)D(x,\sqrt{s})𝑑s.$$
(4)
The dispersion representation of the polarization function in configuration space reveals the analytic structure of the polarization function $`\mathrm{\Pi }(x)`$. For applications, however, one may need the Fourier transform of the polarization function $`\mathrm{\Pi }(x)`$ given by
$$\mathrm{\Pi }(q)=\mathrm{\Pi }(x)e^{iq_\mu x^\mu }d^Dx.$$
(5)
(We use the same notation for the function and its Fourier transform because we think that this will cause no confusion). Because of the Lorentz invariance of the propagator the angular integration in Eq. (5) can be done explicitly in $`D`$-dimensional space-time (for a generalization to tensor propagators see Ref. ). The result reads
$$e^{iq_\mu x^\mu }d^D\mathrm{\Omega }=2\pi ^{\lambda +1}\left(\frac{|q||x|}{2}\right)^\lambda J_\lambda (|q||x|)$$
(6)
where $`J_\lambda (z)`$ is the usual Bessel function and $`d^D\mathrm{\Omega }`$ is the rotationally invariant measure on the unit sphere in the $`D`$-dimensional (Euclidean) space-time. Note that the polarization function $`\mathrm{\Pi }(x)`$ as well as its Fourier transform $`\mathrm{\Pi }(q)`$ are only functions of the absolute value $`|x|`$ and $`|q|`$. The same is of course valid also for the other occurring functions. To simplify the notation we often write $`x=|x|`$ and $`q=|q|`$ for these absolute values.
Note that propagators of particles with non-zero spin in configuration space representation can be obtained from the scalar propagator by differentiation with respect to the space-time point $`x`$. This does not change the functional $`x`$-structure and causes only minor modification of the basic technique (for details see Ref. and references therein). Our final representation of the Fourier transform of a water melon diagram is given by the one-dimensional integral
$$\mathrm{\Pi }(q)=2\pi ^{\lambda +1}_0^{\mathrm{}}\left(\frac{qx}{2}\right)^\lambda J_\lambda (qx)\mathrm{\Pi }(x)x^{2\lambda +1}𝑑x$$
(7)
which is a special kind of integral transformation with a Bessel function as a kernel. This integral transformation is known as the Hankel transform . The representation given by Eq. (7) is quite universal regardless of whether tensor structures are added or particles with vanishing momenta are radiated from any of the internal lines. Note in this context that Bessel functions are objects well-studied during the last two centuries. They therefore can be added to the list of elementary functions.
Because the dispersion representation of the polarization function in configuration space (or the spectral density of the corresponding polarization operator) has the form given in Eq. (4), the analytic structure of the polarization function $`\mathrm{\Pi }(x)`$ can be determined directly in configuration space without having to compute its Fourier transform first. The transformation in Eq. (4) turns out to be a particular example of the Hankel transform, namely the $`K`$-transform . As pointed out in Ref. , the inverse $`K`$-transform in this case is given by
$$\rho (s)=\frac{(2\pi )^\lambda }{is^{\lambda /2}}_{ci\mathrm{}}^{c+i\mathrm{}}I_\lambda (\zeta \sqrt{s})\mathrm{\Pi }(\zeta )\zeta ^{\lambda +1}𝑑\zeta $$
(8)
where $`I_\lambda (z)`$ is a modified Bessel function of the first kind and the integration runs along a vertical contour in the complex plane to the right of the right-most singularity of $`\mathrm{\Pi }(\zeta )`$. The inverse transform given by Eq. (8) completely solves the problem of determining the spectral density of the general class of water melon diagrams with any number of internal lines and different masses by reducing it to the computation of a one-dimensional integral. For $`n`$ internal lines with equal masses $`m`$ the spectral density reads explicitly
$$\rho (s)=\frac{m^{\lambda n}}{i(2\pi )^{(n1)\lambda +n}s^{\lambda /2}}_{ci\mathrm{}}^{c+i\mathrm{}}I_\lambda (\zeta \sqrt{s})\left(K_\lambda (m\zeta )\right)^n\zeta ^{1(n1)\lambda }𝑑\zeta .$$
(9)
In contrast to our technique, in the standard, or momentum, representation the polarization function $`\mathrm{\Pi }(q)`$ is calculated from a $`(n1)`$-loop diagram with $`(n1)`$ $`D`$-dimensional integrations over the entangled loop momenta which makes the computation difficult when the number of internal lines becomes large.
## 3 Threshold expansion
With our method described in detail in Ref. the $`s`$-dependence of the spectral density can be calculated by a one-fold numerical integration according to Eq. (8). The numerical integration in Eq. (8) can be done for arbitrary space-time dimensions and a general number of lines with arbitrary masses. In this sense this is the most efficient representation for the spectral density of the water melon diagram. However, we can also develop an explicit expansion near the threshold with any desired accuracy. It does not require any complicated integrations at all. The corresponding expansion of Eq. (8) can then be compared with series expansions near the production threshold obtained with the traditional momentum space technique. We stress that we are only interested in the spectral density because it is the main object for physical applications (see e.g. Refs. ). For practical reasons we start with Eq. (7). The polarization function $`\mathrm{\Pi }(q)`$ as written in Eq. (7) is, in general, UV divergent. The divergence can be subtracted by using the power series expansion of the weight function $`(qx/2)^\lambda J_\lambda (qx)`$ to an appropriate order which will be added and subtracted to this weight. This leads to a $`q^2`$-dependent power series of divergent subtraction terms plus an UV finite subtracted integral (see e.g. ). But because the subtraction terms do not contribute to the spectral density, we can avoid this subtraction at all. In order that the formally written expressions make sense they are supposed to be dimensionally regularized. We use the simplified or unorthodox dimensional regularization method for water melon diagrams (see Ref. ).
The threshold region of a water melon diagram is determined by the condition $`q^2+M^20`$ where $`q`$ is the Euclidean momentum and $`M=_im_i`$ is the threshold value for the spectral density. We introduce the Minkowskian momentum $`p`$ defined by $`p^2=q^2`$ which is an analytic continuation to the physical cut. Operationally this analytic continuation can be performed by replacing $`qip`$. To analyze the region near the threshold we use the parameter $`\mathrm{\Delta }=Mp`$ which takes complex values. The parameter $`\mathrm{\Delta }`$ is more convenient in Euclidean domain while the parameter $`E=\mathrm{\Delta }=pM`$ is the actual energy counted from threshold which is used in phenomenological applications. The spectral density as a function of $`E`$ is written as $`\stackrel{~}{\rho }(E)=\rho ((M+E)^2)`$ in the following. The analytic continuation of the Fourier transform in Eq. (7) to the Minkowskian domain has the form
$$\mathrm{\Pi }(p)=2\pi ^{\lambda +1}_0^{\mathrm{}}\left(\frac{ipx}{2}\right)^\lambda J_\lambda (ipx)\mathrm{\Pi }(x)x^{2\lambda +1}𝑑x.$$
(10)
For the threshold expansion we have to analyze the large $`x`$ behaviour of the integrand. It is this region that saturates the integral in the limit $`pM`$ or, equivalently, $`E0`$. It is convenient to perform the analysis in a basis where the integrand has a simple large $`x`$ behaviour. The most important part of the integrand is the Bessel function $`J_\lambda (ipx)`$ which, however, contains both rising and falling branches at large $`x`$. It resembles the situation with elementary trigonometric functions $`\mathrm{sin}(z)`$ and $`\mathrm{cos}(z)`$ to which the Bessel function $`J_\lambda (z)`$ is rather close (in a certain sense). Indeed, $`\mathrm{cos}(z)`$ (or $`\mathrm{sin}(z)`$) is a linear combination of exponentials, namely
$$\mathrm{cos}(z)=\frac{1}{2}\left(e^{iz}+e^{iz}\right)$$
(11)
and has also both rising and falling branches at large pure imaginary argument: the exponentials show simple asymptotic behaviour $`e^{\pm z}`$ at $`z=\pm i\mathrm{}`$. The analogous statement is true for $`J_\lambda (z)`$ which can be written as a sum of two Hankel functions,
$$J_\lambda (z)=\frac{1}{2}(H_\lambda ^+(z)+H_\lambda ^{}(z))$$
(12)
where $`H_\lambda ^\pm (z)=J_\lambda (z)\pm iY_\lambda (z)`$. The Hankel functions $`H_\lambda ^\pm (z)`$ show simple asymptotic behaviour at infinity,
$$H_\lambda ^\pm (iz)z^{1/2}e^{\pm z}.$$
(13)
Accordingly we split up $`\mathrm{\Pi }(p)`$ into $`\mathrm{\Pi }(p)=\mathrm{\Pi }^+(p)+\mathrm{\Pi }^{}(p)`$ with
$$\mathrm{\Pi }^\pm (p)=\pi ^{\lambda +1}_0^{\mathrm{}}\left(\frac{ipx}{2}\right)^\lambda H_\lambda ^\pm (ipx)\mathrm{\Pi }(x)x^{2\lambda +1}𝑑x.$$
(14)
The two parts $`\mathrm{\Pi }^\pm (p)`$ of the polarization function $`\mathrm{\Pi }(p)`$ have completely different behaviour near threshold which allows one to analyze them independently. This observation makes the subsequent analysis straightforward. We first consider the contribution of the part $`\mathrm{\Pi }^+(p)`$. The behaviour at large $`x`$ is given by the asymptotic form of the functions which we simply write up to the leading terms as
$$H^+(ipx)=\sqrt{\frac{2}{i\pi px}}e^{px}(1+O(x^1)),K(mx)=\sqrt{\frac{\pi }{2mx}}e^{mx}(1+O(x^1)).$$
(15)
The large $`x`$ range of the integral (above a reasonably large cutoff parameter $`\mathrm{\Lambda }`$) has the general form
$$\mathrm{\Pi }_\mathrm{\Lambda }^+(M\mathrm{\Delta })_\mathrm{\Lambda }^{\mathrm{}}x^ae^{(2M\mathrm{\Delta })x}𝑑x$$
(16)
where
$$a=(n1)(\lambda +1/2).$$
(17)
The right hand side of Eq. (16) is an analytic function in $`\mathrm{\Delta }`$ in the vicinity of $`\mathrm{\Delta }=0`$. It exhibits no cut or other singularities near the threshold and therefore does not contribute to the spectral density. We turn now to the second part $`\mathrm{\Pi }^{}(p)`$. In contrast to the previous case, the integrand of this part contains $`H^{}(ipx)`$ which behaves like a rising exponential function at large $`x`$,
$$H^{}(ipx)x^{1/2}e^{px}.$$
(18)
Therefore the integral is represented by
$$\mathrm{\Pi }_\mathrm{\Lambda }^{}(M\mathrm{\Delta })_\mathrm{\Lambda }^{\mathrm{}}x^ae^{\mathrm{\Delta }x}𝑑x.$$
(19)
The function $`\mathrm{\Pi }^{}(M\mathrm{\Delta })`$ is non-analytic near $`\mathrm{\Delta }=0`$ because for $`\mathrm{\Delta }<0`$ the integrand in Eq. (19) grows in the large $`x`$ region and the integral diverges at the upper limit. Therefore the function which is determined by this integral is singular at $`\mathrm{\Delta }<0`$ ($`E>0`$) and requires an interpretation for these values of the argument $`\mathrm{\Delta }`$. In the complex $`\mathrm{\Delta }`$ plane with a cut along the negative axis the function is analytic. This cut corresponds to the physical positive energy cut. The discontinuity across the cut gives rise to the non-vanishing spectral density of the diagram.
Let us first discuss the analytic part $`\mathrm{\Pi }^+(p)`$ of the diagram. This part reduces to a regular water melon diagram. Indeed, using the relation
$$K_\lambda (z)=\frac{\pi i}{2}e^{i\lambda \pi /2}H_\lambda ^+(iz)$$
(20)
between Bessel functions of different kinds one can replace the Hankel function $`H_\lambda ^+(ipx)`$ with the McDonald function $`K_\lambda (px)`$. Since the propagator of a massive particle (massive line in the diagram) is given by the McDonald function up to a power in $`x`$, this substitution shows that the weight function behaves like a propagator of an additional line with the “mass” $`p`$. The explicit expression is given by
$$\mathrm{\Pi }^+(p)=\frac{(2\pi i)^{2\lambda +1}}{(p^2)^\lambda }_0^{\mathrm{}}\mathrm{\Pi }_+(x)x^{2\lambda +1}𝑑x.$$
(21)
$`\mathrm{\Pi }_+(x)=\mathrm{\Pi }(x)D(x,p)`$ is the polarization function of a new effective diagram which is equal to the initial polarization function multiplied by a propagator with $`p`$ as mass parameter. We thus end up with a vacuum bubble of the water melon type with one additional line compared to the initial diagram (see Fig. 1).
These diagrams have no singular behaviour at the production threshold $`p=M`$. As mentioned above, $`\mathrm{\Pi }^+(p)`$ is analytic in $`\mathrm{\Delta }`$ near the origin $`\mathrm{\Delta }=0`$ and can therefore be omitted in the calculation of the spectral density. All derivatives of $`\mathrm{\Pi }^+(p)\mathrm{\Pi }^+(M\mathrm{\Delta })`$ with respect to $`\mathrm{\Delta }`$ are represented as vacuum bubbles with one additional line carrying rising indices. Such diagrams can be efficiently calculated within the recurrence relation technique developed in Ref. .
Therefore one is left with the second part $`\mathrm{\Pi }^{}(p)`$ containing the non-analytical contributions in $`\mathrm{\Delta }`$ which leads to a non-vanishing spectral density. Still the integral in Eq. (14) cannot be done analytically. In order to obtain an expansion for the spectral density near the threshold in an analytical form we make use of the asymptotic series expansion for the function $`\mathrm{\Pi }(x)`$ which crucially simplifies the integrands but still preserves the singular structure of the integral in terms of the variable $`\mathrm{\Delta }`$. The asymptotic series expansion to order $`N`$ of the main part of each propagator, i.e. of the McDonald function, is given by
$$K_{\lambda ,N}^{as}(z)=\left(\frac{\pi }{2z}\right)^{1/2}e^z\left[\underset{n=0}{\overset{N1}{}}\frac{(\lambda ,n)}{(2z)^n}+\theta \frac{(\lambda ,N)}{(2z)^N}\right],(\lambda ,n):=\frac{\mathrm{\Gamma }(\lambda +n1/2)}{n!\mathrm{\Gamma }(\lambda n1/2)}$$
(22)
($`\theta [0,1]`$). Therefore the asymptotic expansion of the function $`\mathrm{\Pi }(x)`$ consists of an exponential factor $`e^{Mx}`$ and an inverse power series in $`x`$ up to an order $`\stackrel{~}{N}`$ which is closely related to $`N`$. It is this asymptotic expansion that determines the singularity structure of the integral. We write the whole integral in the form of the sum of two terms,
$`\mathrm{\Pi }^{}(p)`$ $`=`$ $`\pi ^{\lambda +1}{\displaystyle \left(\frac{ipx}{2}\right)^\lambda H_\lambda ^{}(ipx)\left(\mathrm{\Pi }(x)\mathrm{\Pi }_N^{as}(x)\right)x^{2\lambda +1+2\epsilon }𝑑x}`$
$`+\pi ^{\lambda +1}{\displaystyle \left(\frac{ipx}{2}\right)^\lambda H_\lambda ^{}(ipx)\mathrm{\Pi }_N^{as}(x)x^{2\lambda +1+2\epsilon }𝑑x}=\mathrm{\Pi }^{di}(p)+\mathrm{\Pi }^{as}(p).`$
The integrand of the first term $`\mathrm{\Pi }^{di}(p)`$ behaves as $`1/x^{\stackrel{~}{N}}`$ at large $`x`$ while the integrand of the second term accumulates all lower powers of the large $`x`$ expansion. Note that only the large $`x`$ behaviour is essential for the near threshold expansion of the spectral density. This fact has been taken into account in Eqs. (16) and (19) where we introduced a cutoff $`\mathrm{\Lambda }`$. However, from the practical point of view the calculation of the regularized integrals with an explicit cutoff is inconvenient. The final result of the calculation – the spectral density of the diagram – is independent of the cutoff, but the integration is technically complicated if the cutoff is introduced. However, in extending the integration over the whole region of the variable $`x`$ without using the cutoff one immediately encounters divergences at small $`x`$ because the asymptotic expansion is invalid in the region near the origin, so one is not allowed to continue the integration to this region. The standard way to cope with such a situation is to introduce dimensional regularization. It allows one to deal with divergent expressions at intermediate stages of the calculation and is technically simple because it does not introduce any cutoff and therefore does not modify the integration region drastically. Note that dimensional regularization does not necessarily regularize all divergences in this case (in contrast to the standard case of ultraviolet divergences) but nevertheless suffices for our purposes. We use a parameter $`\epsilon `$ to regularize the divergences at small $`x`$. This regularization prescription is an unorthodox version of the dimensional regularization (see e.g. Refs. ).
The first part $`\mathrm{\Pi }^{di}(p)`$ in Eq. (3) containing a difference of the polarization function and its asymptotic expansion as the integrand gives no contributions to the spectral density up to a given order of the expansion in $`\mathrm{\Delta }`$. This is because the subtracted asymptotic series to order $`N`$ cancels the inverse power behaviour of the integrand to this degree $`N`$. The integrand decreases sufficiently fast for large values of $`x`$ and the integral converges even at $`\mathrm{\Delta }=0`$. Therefore this term is inessential when the expansion of the spectral density is evaluated up to some order. One can readily determine the order of the expansion near $`\mathrm{\Delta }=0`$ at which a contribution to the spectral density appears in using some further simplifications of the integrand of the term $`\mathrm{\Pi }^{di}(p)`$ in Eq. (3). Namely, we replace the Hankel function under the integration sign by its asymptotic series expansion. The resulting exponential factor $`e^{(pM)t}`$ can then be expanded in the parameter $`\mathrm{\Delta }=Mp`$ and integrated together with the finite inverse power series in $`x`$. One obtains a finite power series in this parameter $`\mathrm{\Delta }`$ which leads to a non-regular term of order $`\mathrm{\Delta }^N`$ (for instance, $`\mathrm{\Delta }^N\mathrm{ln}\mathrm{\Delta }`$ or $`\mathrm{\Delta }^N\sqrt{\mathrm{\Delta }}`$). Therefore the part $`\mathrm{\Pi }^{di}(p)`$ is regular and gives no contribution to the spectral density up to the order $`\mathrm{\Delta }^N`$. For this reason we concentrate on the expansion of the second part $`\mathrm{\Pi }^{as}(p)`$ and find that only this part contains the contribution to the spectral density up to the $`N`$.
Therefore the expansion of the spectral density at small $`E`$ is determined only by the integral $`\mathrm{\Pi }^{as}(p)`$ of Eq. (3). This integral is still rather complicated to compute but we can go a step further in its analytical evaluation. Indeed, since the singular behaviour of $`\mathrm{\Pi }^{as}(p)`$ is determined by the behaviour at large $`x`$, we can replace the first factor, i.e. the Hankel function, in the large $`x`$ region by its asymptotic expansion up to some order $`N`$. We use
$$H_{\lambda ,N}^{as}(iz)=\left(\frac{2}{\pi z}\right)^{1/2}e^{z+i\lambda \pi /2}\left[\underset{n=0}{\overset{N1}{}}\frac{(1)^n(\lambda ,n)}{(2z)^n}+\theta \frac{(1)^N(\lambda ,N)}{(2z)^N}\right]$$
(24)
(cf. Eq. (22) for the notation) to obtain a representation
$$\mathrm{\Pi }^{das}(p)=\pi ^{\lambda +1}\left(\frac{ipx}{2}\right)^\lambda H_{\lambda ,N}^{as}(ipx)\mathrm{\Pi }_N^{as}(x)x^{2\lambda +1+2\epsilon }𝑑x.$$
(25)
The index “das” stands for “double asymptotic” and indicates that the integrand in Eq. (25) consists of a product of two asymptotic expansions: one for the polarization function $`\mathrm{\Pi }(x)`$ and another for the Hankel function $`H_\lambda ^{}(x)`$ as weight (or kernel). Both asymptotic expansions are straightforward and can be obtained from standard handbooks on Bessel functions. We therefore arrive at our final result: the integration necessary for evaluating the near threshold expansion of the water melon diagrams reduces to integrals of the type of Euler’s Gamma function, i.e. integrals containing exponentials and powers. Indeed, the result of the expansion in Eq. (25) is an exponential function $`e^{\mathrm{\Delta }x}`$ times a power series in $`1/x`$, namely
$$x^{a+2\epsilon }e^{\mathrm{\Delta }x}\underset{j=0}{\overset{N1}{}}\frac{A_j}{x^j}$$
(26)
where $`a`$ has already been defined in Eq. (17) and the coefficients $`A_j`$ are simple functions of the momentum $`p`$ and the masses $`m_i`$. The expression in Eq. (26) can be integrated analytically using
$$_0^{\mathrm{}}x^{a+2\epsilon }e^{\mathrm{\Delta }x}𝑑x=\mathrm{\Gamma }(1a+2\epsilon )\mathrm{\Delta }^{a12\epsilon }.$$
(27)
The result is
$$\mathrm{\Pi }^{das}(M\mathrm{\Delta })=\underset{j=0}{\overset{N1}{}}A_j\mathrm{\Gamma }(1aj+2\epsilon )\mathrm{\Delta }^{a+j12\epsilon }.$$
(28)
This expression is our final representation for the part of the polarization function of a water melon diagram necessary for the calculation of the spectral density near the production threshold. It is also one of the main results of our paper.
Next we discuss the general structure of the expression in Eq. (28) in detail. In the case where $`a`$ takes integer values, these coefficients result in $`1/\epsilon `$-divergences for small values of $`\epsilon `$. The powers of $`\mathrm{\Delta }`$ in Eq. (28) have to be expanded to first order in $`\epsilon `$ and give
$$\frac{1}{2\epsilon }\mathrm{\Delta }^{2\epsilon }=\frac{1}{2\epsilon }+\mathrm{ln}\mathrm{\Delta }+O(\epsilon ).$$
(29)
Because of
$$\mathrm{Disc}\mathrm{ln}(\mathrm{\Delta })\mathrm{ln}(Ei0)\mathrm{ln}(E+i0)=2\pi i\theta (E)$$
(30)
$`\mathrm{\Pi }^{das}(M\mathrm{\Delta })`$ in Eq. (28) contributes to the spectral density. For half-integer values of $`a`$ the power of $`\mathrm{\Delta }`$ itself has a cut even for $`\epsilon =0`$. The discontinuity is then given by
$$\mathrm{Disc}\sqrt{\mathrm{\Delta }}=2i\sqrt{E}\theta (E).$$
(31)
Our method to construct a threshold expansion thus simply reduces to the analytical calculation of the integral in Eq. (25) which can be done for arbitrary dimension and an arbitrary number of lines with different masses. In the next subsections we use our technique to work out some specific examples which demonstrate both the simplicity and efficiency of our method.
### 3.1 Equal mass sunset diagram
The polarization function represented by the sunset diagram with three propagators with equal masses $`m`$ in $`D=4`$ space-time dimensions is given by
$$\mathrm{\Pi }(x)=\frac{m^3K_1(mx)^3}{(2\pi )^6x^3}.$$
(32)
The exact spectral density is given by the integral representation in Eq. (8) which for this particular case reads
$$\rho (s)=\frac{2\pi }{i\sqrt{s}}_{ci\mathrm{}}^{c+i\mathrm{}}I_1(\zeta \sqrt{s})\mathrm{\Pi }(\zeta )\zeta ^2𝑑\zeta .$$
(33)
In order to obtain a threshold expansion of the spectral density in Eq. (33) we use Eq. (28) to calculate the expansion of the appropriate part of the polarization function. To illustrate the procedure we present the explicit shape of the integrand in Eq. (25) which is given by an asymptotic expansion at large $`x`$,
$`\pi ^2\left({\displaystyle \frac{ipx}{2}}\right)^1H_{1,N}^{as}(px)\mathrm{\Pi }_N^{as}(x)x^{3+2\epsilon }={\displaystyle \frac{m^{3/2}e^{(p3m)x}}{(4\pi )^3p^{3/2}}}x^{3+2\epsilon }\times `$ (34)
$`\times \left\{1+{\displaystyle \frac{9}{8mx}}{\displaystyle \frac{3}{8px}}+{\displaystyle \frac{9}{128m^2x^2}}{\displaystyle \frac{27}{64mpx^2}}{\displaystyle \frac{15}{128p^2x^2}}+O(x^3)\right\}.`$
From Eq. (34) we can easily read off the coefficients $`A_j`$ that enter the expansion in Eq. (26). The spectral density is obtained by performing the term-by-term integration of the series in Eq. (34) and by evaluating the discontinuity across the cut along the positive energy axis $`E>0`$. The result reads
$`\stackrel{~}{\rho }(E)={\displaystyle \frac{E^2}{384\pi ^3\sqrt{3}}}\{1{\displaystyle \frac{1}{2}}\eta +{\displaystyle \frac{7}{16}}\eta ^2{\displaystyle \frac{3}{8}}\eta ^3+{\displaystyle \frac{39}{128}}\eta ^4{\displaystyle \frac{57}{256}}\eta ^5`$
$`+{\displaystyle \frac{129}{1024}}\eta ^6{\displaystyle \frac{3}{256}}\eta ^7{\displaystyle \frac{4047}{32768}}\eta ^8+{\displaystyle \frac{18603}{65536}}\eta ^9{\displaystyle \frac{248829}{524288}}\eta ^{10}+O(\eta ^{11})\}`$
where the notation $`\eta =E/M`$, $`M=3m`$ is used. The simplicity of the derivation is striking. By no cost it can be generalized to any number of lines, arbitrary masses, and any space-time dimension. The standard equal mass sunset is chosen for the definiteness only. It also allows us to compare our results with results available in the literature. Eq. (3.1) reproduces the expansion coefficients $`\stackrel{~}{a}_j`$ obtained in Ref. (the fourth column in Table 1 of Ref. ) by a direct integration in momentum space within the technique of region separation .
The case of the equal mass standard sunset diagram is the simplest one. There exists an analytical expression for the spectral density of the sunset diagram with three equal mass propagators in $`D=4`$ space-time dimensions in terms of elliptic integrals (see also Ref <sup>1</sup><sup>1</sup>1We thank A. Davydychev for bringing these papers to our attention.). This expression can be used for a comparison with our exact result in Eq. (33) or with the expansion in Eq. (3.1). However, we only present the result for $`D=2`$ in order to keep the resulting expressions in a reasonably short form (cf. Ref. ). In $`D=2`$ space-time dimensions the spectral density for a sunset diagram with equal masses $`m`$ can be readily obtained. We just use the exact expression for the spectral density in the convolution representation and proceed towards $`n=3`$ equal masses. The convolution function for two spectral densities in $`D=2`$ dimensional space-time ($`\lambda =0`$) reads
$$\rho (s;s_1;s_2)=\frac{1}{2\pi \sqrt{(ss_1s_2)^24s_1s_2}}.$$
(36)
The two spectral densities one has to convolute are the spectral density of a correlator with two equal masses and the spectral density of a single massive line. While the latter is given by $`\rho (s;m^2)=\delta (sm^2)`$, the former can be obtained from Eq. (36) by inserting $`s_1=s_2=m^2`$,
$$\rho (s;m^2;m^2)=\frac{1}{2\pi \sqrt{s(s4m^2)}}.$$
(37)
So the convolution leads to
$`\rho (s;m^2;m^2;m^2)={\displaystyle \frac{1}{4\pi ^2}}{\displaystyle _{4m^2}^{(\sqrt{s}m)^2}}{\displaystyle \frac{dt}{\sqrt{(sm^2t)^24m^2t}\sqrt{t(t4m^2)}}}`$ (38)
$`=`$ $`{\displaystyle \frac{1}{4\pi ^2}}{\displaystyle _{4m^2}^{(\sqrt{s}m)^2}}{\displaystyle \frac{dt}{\sqrt{t(t4m^2)((\sqrt{s}+m)^2t)((\sqrt{s}m)^2t)}}}.`$
Now we use the relation (cf. Ref. )
$$_{t_1}^{t_2}\frac{dt}{\sqrt{(tt_0)(tt_1)(t_2t)(t_3t)}}=\frac{2}{\sqrt{(t_3t_1)(t_2t_0)}}K(k^2),$$
(39)
$$k^2=\frac{(t_2t_1)(t_3t_0)}{(t_3t_1)(t_2t_0)}$$
(40)
with $`t_3>t_2>t>t_1>t_0`$ and the definition of the complete elliptic integral of the first kind
$$K(k^2)=_0^{\pi /2}\frac{d\phi }{\sqrt{1k^2\mathrm{sin}^2\phi }}=F(\frac{\pi }{2},k^2)$$
(41)
(remark the difference in the definition) for $`t_0=0`$, $`t_1=4m^2`$, $`t_2=(\sqrt{s}m)^2`$, and $`t_3=(\sqrt{s}+m)^2`$ to perform the integration in Eq. (38). We obtain
$$k^2=\frac{((\sqrt{s}m)^24m^2)(\sqrt{s}+m)^2}{((\sqrt{s}+m)^24m^2)(\sqrt{s}m)^2}$$
(42)
and finally end up with
$$\rho (s;m^2;m^2;m^2)=\frac{K(k^2)}{2\pi ^2(\sqrt{s}m)\sqrt{(\sqrt{s}+m)^24m^2}}.$$
(43)
Therefore the spectral density in terms of the energy $`E`$ reads (see e.g. Ref. )
$`\stackrel{~}{\rho }(E)`$ $`=`$ $`{\displaystyle \frac{1}{2\pi ^2(2m+E)\sqrt{(4m+E)^24m^2}}}K(k^2),`$
$`k^2`$ $`=`$ $`{\displaystyle \frac{((2m+E)^24m^2)(4m+E)^2}{((4m+E)^24m^2)(2m+E)^2}},M=3m.`$ (44)
By expanding the elliptic integral in terms of the threshold parameter $`E`$ one reproduces the threshold expansion in Eq. (3.1). The result for $`D=4`$ space-time dimensions is expressible by the elliptic integrals with some rational functions as factors that makes the result a bit longer. Note that the representation in Eq. (3.1) is understood to be an analytical expression for the spectral density. However, it is a matter of taste whether the representation through the elliptic integrals as in Eq. (3.1) is considered simpler (or in a more analytical form) than the integral representation in Eq. (8). The only objection against the latter which one can find in the literature is that the Bessel functions are complicated (see e.g. Ref. ). But after more than a century of intensive investigation they are well-known and no more complicated than the square root of the fourth order polynomial which is used in Eq. (39) to define the elliptic integral.
### 3.2 Equal mass water melon diagrams <br>with four or more propagators
The water melon diagrams with four or more propagators cannot be easily done by using the momentum space technique because it requires the multiloop integration of entangled momenta. Within the configuration space technique the generalization to any number of lines (or loops) is immediate by no effort. Consider first a three-loop case of water melon diagrams (also called banana diagrams or basketball diagrams ). The polarization function of the equal mass water melon diagram with four propagators in $`D=4`$ space-time is given by
$$\mathrm{\Pi }(x)=\frac{m^4K_1(mx)^4}{(2\pi )^8x^4}.$$
(45)
The exact spectral density of this diagram can be obtained from Eq. (33) while the near threshold expansion can be found using Eq. (28). We construct the expansion of the spectral density near threshold explicitly and compare it with the exact result. The expansion of the integrand (cf. Eq. (25)) reads
$`\pi ^2\left({\displaystyle \frac{ipx}{2}}\right)^1H_{1,N}^{as}(px)\mathrm{\Pi }_N^{as}(x)x^{3+2\epsilon }={\displaystyle \frac{m^2e^{(p4m)x}}{(4\pi )^4\sqrt{2\pi }p^{3/2}}}x^{9/2+2\epsilon }\times `$ (46)
$`\times \left\{1+{\displaystyle \frac{3}{2mx}}{\displaystyle \frac{3}{8px}}+{\displaystyle \frac{3}{8m^2x^2}}{\displaystyle \frac{15}{128p^2x^2}}{\displaystyle \frac{9}{16mpx^2}}+O(x^3)\right\}.`$
After the integration and the calculation of the discontinuity we obtain the expansion of the spectral density in the form
$`\stackrel{~}{\rho }(E)={\displaystyle \frac{E^{7/2}M^{1/2}}{26880\pi ^5\sqrt{2}}}\{1{\displaystyle \frac{1}{4}}\eta +{\displaystyle \frac{81}{352}}\eta ^2{\displaystyle \frac{2811}{18304}}\eta ^3+{\displaystyle \frac{17581}{292864}}\eta ^4`$
$`+{\displaystyle \frac{1085791}{19914752}}\eta ^5{\displaystyle \frac{597243189}{3027042304}}\eta ^6+{\displaystyle \frac{4581732455}{12108169216}}\eta ^7{\displaystyle \frac{496039631453}{810146594816}}\eta ^8+O(\eta ^9)\}`$
where $`\eta =E/M`$ and $`M=4m`$ is the threshold value. One sees the difference with the previous three-line case. In Eq. (3.2) the cut represents the square root branch while in the three-line case it was a logarithmic cut. One can easily figure out the reason for this by looking at the asymptotic structure of the integrand. For even number of lines (i.e. odd number of loops) it is a square root branch, while for an odd number of lines (even number of loops) it is a logarithmic branch. This is true in even space-time dimensions. In the general case the structure of the cut depends on the dimensionality of the space-time as well. The general formula reads
$$\stackrel{~}{\rho }(E)E^{(\lambda +1/2)(n1)1}(1+O(E)).$$
(48)
For $`D=4`$ space-time dimension (i.e. $`\lambda =1`$) we can verify the result of Ref. (cf. Eq. (48)),
$$\stackrel{~}{\rho }(E)E^{(3n5)/2}(1+O(E)).$$
(49)
Numerically Eq. (3.2) reads
$`\stackrel{~}{\rho }(E)=8.596210^5E^{7/2}M^{1/2}\{1.0000.250\eta +0.230\eta ^2`$
$`0.154\eta ^3+0.060\eta ^4+0.055\eta ^50.197\eta ^6+0.378\eta ^70.612\eta ^8+O(\eta ^9)\}`$
where we have written down the coefficients up to three decimal places. It is difficult to say anything definite about the convergence of this series. By construction it is an asymptotic series. However, we stress that the practical (or explicit) convergence can always be checked by comparing series expansions like the one shown in Eq. (3.2) with the exact spectral density given in Eq. (33) by numerical integration.
We conclude this part of the paper by the statement that the spectral density of the water melon diagram is most efficiently calculable within the configuration space technique. Whether it is the exact result or the expansion, the configuration space technique can readily deliver the desired result. The exact formula in Eq. (33) as well as the threshold expansion obtained from it can be used to calculate the spectral density for an arbitrarily large number of internal lines. We stress that the case of different masses does not lead to any complications within the configuration space technique: the exact formula in Eq. (8) and/or the near threshold expansion work equally well for any arrangement of masses. We do not present plots for general cases of different masses because they are not very illustrative, showing only the common threshold. However, there is some interesting kinematic regime for different masses which is important for applications and which, to our best knowledge, have not been touched earlier. An analytical solution for the expansion of the spectral density in this regime is given in the next section.
## 4 Strongly asymmetric case $`m_0M`$
The threshold expansion for equal (or close) masses breaks down for $`EM=m_i`$. The example is shown in Fig. 2 for the $`D=4`$ proper sunset. However, if the masses are not equal, the region of the break-down of the expansion is determined by the mass with the smallest numerical value. The simplest example where one can see this phenomenon is the analytical expression for the spectral density of the simple loop (degenerate water melon diagram) with two different masses $`m_1`$ and $`m_2`$. In $`D=4`$ space-time dimensions (see e.g. Ref. ) one has
$$\stackrel{~}{\rho }(E)=\frac{\sqrt{E(E+2m_1)(E+2m_2)(E+2M)}}{(4\pi (M+E))^2}$$
(51)
where $`M=m_1+m_2`$. The threshold expansion is obtained by expanding the right hand side of Eq. (51) in $`E`$ for small values of $`E`$. If $`m_2`$ is much smaller than $`m_1`$, the expansion breaks down at $`E2m_2`$. The break-down of the series expansion can also be observed in more general cases. If one of the masses (which we call $`m_0`$) is much smaller than the other masses, the threshold expansion is only valid in a very limited region $`E<<2m_0`$.
To generalize the expansion and extend it to the region of $`EM`$ one has to treat the smallest mass exactly. In this case one can use a method which we call the resummation of the smallest mass contributions. Below we describe the resummation technique. We start with the representation
$$\mathrm{\Pi }^{pas}(p)=\pi ^{\lambda +1}\left(\frac{ipx}{2}\right)^\lambda H_{\lambda ,N}^{as}(ipx)\mathrm{\Pi }_{m_0}^{as}(x)x^{2\lambda +1+2\epsilon }𝑑x$$
(52)
which is the part of the polarization function contributing to the spectral density. The integrand in Eq. (52) has the form
$$\mathrm{\Pi }_{m_0}^{as}(x)=\mathrm{\Pi }_{n1}^{as}(x)D(m_0,x)$$
(53)
where the asymptotic expansions are substituted for all the propagators except for the one with the small mass $`m_0`$. This is indicated by the index “pas” in Eq. (52) which stands for “partial asymptotic”. The main technical observation leading to the generalization of the expansion method is that $`\mathrm{\Pi }^{pas}(p)`$ is still analytically computable in a closed form. Indeed, the genuine integral to compute has the form
$`{\displaystyle _0^{\mathrm{}}}x^{\mu 1}e^{\stackrel{~}{\alpha }x}K_\nu (\beta x)𝑑x=`$ (54)
$`=`$ $`{\displaystyle \frac{\sqrt{\pi }(2\beta )^\nu }{(2\stackrel{~}{\alpha })^{\mu +\nu }}}{\displaystyle \frac{\mathrm{\Gamma }(\mu +\nu )\mathrm{\Gamma }(\mu \nu )}{\mathrm{\Gamma }(\mu +1/2)}}{}_{2}{}^{}F_{1}^{}({\displaystyle \frac{\mu +\nu }{2}},{\displaystyle \frac{\mu +\nu +1}{2}};\mu +{\displaystyle \frac{1}{2}};1{\displaystyle \frac{\beta ^2}{\stackrel{~}{\alpha }^2}})`$
where $`\stackrel{~}{\alpha }=\mathrm{\Delta }m_0`$ and $`\beta =m_0`$. The integral $`\mathrm{\Pi }^{pas}(p)`$ in Eq. (52) is thus expressible in terms of hypergeometric functions . For constructing the spectral density, being our main concern as mentioned before, one has to find the discontinuity of the right hand side of Eq. (54). There are several ways to do this. We proceed by applying the discontinuity operation to the integrand of the integral representation of the hypergeometric function. The resulting integrals are calculated again in terms of hypergeometric functions. Indeed,
$`{\displaystyle \frac{1}{2\pi i}}\mathrm{Disc}{\displaystyle _0^{\mathrm{}}}x^{\mu 1}e^{\alpha x}K_\nu (\beta x)𝑑x=`$ (55)
$`=`$ $`{\displaystyle \frac{2^\mu (\alpha ^2\beta ^2)^{1/2\mu }}{\alpha ^{1/2\nu }\beta ^\nu }}{\displaystyle \frac{\mathrm{\Gamma }(3/2)}{\mathrm{\Gamma }(3/2\mu )}}{}_{2}{}^{}F_{1}^{}({\displaystyle \frac{1\mu \nu }{2}},{\displaystyle \frac{2\mu \nu }{2}};{\displaystyle \frac{3}{2}}\mu ;1{\displaystyle \frac{\beta ^2}{\alpha ^2}})`$
where $`\alpha =E+m_0`$. The final expression in Eq. (55) completely solves the problem of the generalization of the near threshold expansion technique. For integer values of $`\mu `$ there are no singular Gamma functions (with negative integer argument). Therefore we can lift up the regularization and set $`\epsilon =0`$ when using this expression. We thus have found a direct transition from the polarization function as expressed through the integral to the spectral density in terms of one hypergeometric function for each genuine integral. There is no need to use the recurrence relations available for hypergeometric functions.
In the following subsections we give explicit examples for $`D=4`$ and compare with the exact result in Eq. (33) and the pure expansion near the threshold. In the following the standard threshold expansion without resummation is called the pure threshold expansion.
### 4.1 The two-line water melon with a small mass
We start with a (over)simplified example of the two-line diagram with masses $`m`$ and $`m_0m`$ in four space-time dimensions. In this example the expansion of the spectral density and its generalized expansion can be readily compared analytically with the exact result in Eq. (51). This is the feature that justifies our discussion in this section. The results for the spectral density of this diagram are shown in Fig. 3. The solid curve displays the exact result obtained by using Eq. (33) (which reproduces the analytical expression in Eq. (51)). We compare this result with the two expansions.
The pure expansion of the spectral density near threshold (the second order asymptotic expansion should suffice to show the general features in a short and concise form) is given by
$`\stackrel{~}{\rho }^{das}(E)`$ $`=`$ $`{\displaystyle \frac{\sqrt{2m_0mE}}{8\pi ^2M^{3/2}}}\{1+({\displaystyle \frac{1}{m}}+{\displaystyle \frac{1}{m_0}}{\displaystyle \frac{7}{M}}){\displaystyle \frac{E}{4}}`$ (56)
$`({\displaystyle \frac{1}{m_0^2}}+{\displaystyle \frac{1}{m^2}}+{\displaystyle \frac{12}{m_0m}}{\displaystyle \frac{79}{M^2}}){\displaystyle \frac{E^2}{32}}+O(E^3)\}`$
where $`M=m+m_0`$. As mentioned above, this series breaks down for $`E>2m_0`$ (see Eq. (51)). If we look at the dotted curves in Fig. 3 this becomes obvious. Here we have plotted the series expansions up to the fourth order with the mass arrangement $`m_0=m/10`$. The dashed lines represent the resummation of the smallest mass contributions. The analytical expression for the spectral density of the polarization function in Eq. (52) for the generalized asymptotic expansion based on Eq. (55) is given by
$`\stackrel{~}{\rho }^{pas}(E)={\displaystyle \frac{\sqrt{mE(E+2m_0)}}{8\pi ^2(E+M)^{3/2}}}\{{}_{2}{}^{}F_{1}^{}(0,{\displaystyle \frac{1}{2}};{\displaystyle \frac{3}{2}};1{\displaystyle \frac{m_0^2}{(E+m_0)^2}})`$
$`+{\displaystyle \frac{E(E+2m_0)}{8m(E+M)}}{}_{2}{}^{}F_{1}^{}({\displaystyle \frac{1}{2}},1;{\displaystyle \frac{5}{2}};1{\displaystyle \frac{m_0^2}{(E+m_0)^2}})`$
$`{\displaystyle \frac{E^2(E+2m_0)^2}{128m^2(E+M)^2}}(1+{\displaystyle \frac{16m(E+M)}{5(E+m_0)^2}}){}_{2}{}^{}F_{1}^{}(1,{\displaystyle \frac{3}{2}};{\displaystyle \frac{7}{2}};1{\displaystyle \frac{m_0^2}{(E+m_0)^2}})+\mathrm{}\}.`$
We have set the regularization parameter $`\epsilon =0`$ because the spectral density is finite. With $`\epsilon =0`$ the resulting expressions for the hypergeometric functions in Eq. (55) simplify. The first term in the curly brackets of Eq. (4.1) is obviously equal to $`1`$ in this limit because the first parameter of the hypergeometric function vanishes for $`\epsilon =0`$. However, we keep Eq. (4.1) in its given form to show the structure of the contributions. The generalized threshold expansion has the form
$`\stackrel{~}{\rho }^{pas}(E)=g_0(E,m_0)+Eg_1(E,m_0)+E^2g_2(E,m_0)+\mathrm{}`$ (58)
where the functions $`g_j(E,m_0)`$ represent effects of the resummation of the smallest mass and are not polynomials in the threshold parameter parameter $`E`$. In the simple two-line case the hypergeometric functions reduce to elementary functions. For instance,
$`{}_{2}{}^{}F_{1}^{}({\displaystyle \frac{1}{2}},1;{\displaystyle \frac{5}{2}};1{\displaystyle \frac{m_0^2}{(E+m_0)^2}})=`$
$`=`$ $`{\displaystyle \frac{3(E+m_0)}{2E(E+2m_0)}}\left(E+m_0{\displaystyle \frac{m_0^2}{2\sqrt{E(E+2m_0)}}}\mathrm{ln}\left({\displaystyle \frac{E+m_0+\sqrt{E(E+2m_0)}}{E+m_0\sqrt{E(E+2m_0)}}}\right)\right).`$
Higher order contributions are given by hypergeometric functions with larger numerical values of the parameters. They can be simplified by using Gaussian recurrence relations for hypergeometric functions (see e.g. Ref. ).
The convergence of the expansion in Eq. (4.1) breaks down only at $`EM=m+m_0`$. The resummation leads to an essential improvement of the convergence in comparison with the pure threshold expansion. In Fig. 4 we show the same curves divided by the leading order term. This representation is more convenient for the diagrams which we will discuss in following subsections.
Note that Eq. (4.1) does not lead to the exact function in Eq. (51) because terms of order $`E^N`$ stemming from the difference part $`\mathrm{\Pi }^{di}(p)`$ of the correlator are missing. It simply corrects the behaviour of the coefficient functions by the small mass contributions.
### 4.2 The sunset diagram with a small mass
Here we analyze the sunset diagram with two equal masses $`m`$ and a third mass $`m_0m`$ ($`m_0=m/10`$). The exact result obtained by using Eq. (33) and normalized to the leading order term is shown in Fig. 5 as the solid curve. The pure expansion near the threshold reads
$`\stackrel{~}{\rho }^{das}(E)`$ $`=`$ $`{\displaystyle \frac{mE^2\sqrt{m_0M}}{128\pi ^3M^2}}\{1+({\displaystyle \frac{1}{m_0}}+{\displaystyle \frac{2}{m}}{\displaystyle \frac{13}{M}}){\displaystyle \frac{E}{8}}`$ (60)
$`({\displaystyle \frac{5}{m_0^2}}+{\displaystyle \frac{4}{m^2}}+{\displaystyle \frac{39}{m_0m}}+{\displaystyle \frac{153}{mM}}{\displaystyle \frac{1115}{M^2}}){\displaystyle \frac{E^2}{512}}+O(E^3)\}.`$
It is shown by the dotted curves in Fig. 5. In case of the resummation of the smallest mass contributions we obtain hypergeometric functions which do not obviously reduce to elementary functions in this case. The result for the spectral density within the asymptotic expansion up to the second order in Eq. (52) is given by
$`\stackrel{~}{\rho }^{pas}(E)={\displaystyle \frac{mE^2(E+2m_0)^2}{512\pi ^3(E+m_0)^{3/2}(E+M)^{3/2}}}\{{}_{2}{}^{}F_{1}^{}({\displaystyle \frac{3}{4}},{\displaystyle \frac{5}{4}};3;1{\displaystyle \frac{m_0^2}{(E+m_0)^2}})`$ (61)
$`+{\displaystyle \frac{E(E+2m_0)}{8m(E+M)}}\left(1+{\displaystyle \frac{3m}{2(E+m_0)}}\right){}_{2}{}^{}F_{1}^{}({\displaystyle \frac{5}{4}},{\displaystyle \frac{7}{4}};4;1{\displaystyle \frac{m_0^2}{(E+m_0)^2}})`$
$`{\displaystyle \frac{E^2(E+2m_0)^2}{512m^2(E+M)^2}}(1+{\displaystyle \frac{5m}{2(E+m_0)}})(1+{\displaystyle \frac{9m}{2(E+m_0)}})\times `$
$`{}_{2}{}^{}F_{1}^{}({\displaystyle \frac{7}{4}},{\displaystyle \frac{9}{4}};5;1{\displaystyle \frac{m_0^2}{(E+m_0)^2}})\}.`$
We see that the dashed curves in Fig. 5 that represent the result in Eq. (61) approximate the exact curve much better than the dotted curves.
### 4.3 The four-line water melon with a small mass
With this example we conclude our consideration of the strongly asymmetric case and at the same time show the way to the multi-line water melon diagrams which can be treated in an analogous manner. The result for the exact expression obtained by using Eq. (33) is shown in Fig. 6 as a solid line, normalized to the leading order term. The dotted lines represent the results for the pure expansion near threshold which is given by
$`\stackrel{~}{\rho }^{das}(E)`$ $`=`$ $`{\displaystyle \frac{m^{3/2}E^{7/2}\sqrt{2m_0}}{3360\pi ^5M^{3/2}}}\{1+({\displaystyle \frac{1}{m_0}}+{\displaystyle \frac{3}{m}}{\displaystyle \frac{19}{M}}){\displaystyle \frac{E}{12}}`$
$`({\displaystyle \frac{5}{m_0^2}}{\displaystyle \frac{3}{m^2}}+{\displaystyle \frac{28}{m_0m}}+{\displaystyle \frac{368}{mM}}{\displaystyle \frac{2195}{M^2}}){\displaystyle \frac{E^2}{1056}}+O(E^3)\}.`$
The asymptotic expansion to the second order in Eq. (52) gives
$`\stackrel{~}{\rho }^{pas}(E)={\displaystyle \frac{m^{3/2}E^{7/2}(E+2m_0)^{7/2}}{26880\pi ^5(E+m_0)^3(E+M)^{3/2}}}\{{}_{2}{}^{}F_{1}^{}({\displaystyle \frac{3}{2}},2;{\displaystyle \frac{9}{2}};1{\displaystyle \frac{m_0^2}{(E+m_0)^2}})`$ (63)
$`+{\displaystyle \frac{E(E+2m_0)}{8m(E+M)}}\left(1+{\displaystyle \frac{8m}{3(E+m_0)}}\right){}_{2}{}^{}F_{1}^{}(2,{\displaystyle \frac{5}{2}};{\displaystyle \frac{11}{2}};1{\displaystyle \frac{m_0^2}{(E+m_0)^2}})`$
$`+{\displaystyle \frac{E^2(E+2m_0)^2}{1408(E+M)^2}}(1{\displaystyle \frac{32m^2}{3(E+m_0)^2}}){}_{2}{}^{}F_{1}^{}({\displaystyle \frac{5}{2}},3;{\displaystyle \frac{13}{2}};1{\displaystyle \frac{m_0^2}{(E+m_0)^2}})\}.`$
In Fig. 6 one can see how the expansion improves if the resummation of the smallest mass contributions (displayed as dashed lines) is performed.
The result of this section is quite general and applicable to all cases of one small mass. For some particular arrangement of masses one can obtain even simpler expressions as discussed in the next section.
### 4.4 The convolution with a small mass
In this section we obtain a result for the resummation of the smallest mass effects along a different route, namely, via the convolution of spectral densities. However, this method works in a narrower kinematic region than the method described in the previous section. In $`D=4`$ space-time dimensions, the convolution weight is given by
$$\rho (s;s_1;s_2)=\frac{1}{(4\pi )^2s}\sqrt{(ss_1s_2)^24s_1s_2}.$$
(64)
The upper limit of the integration is determined by the requirement of positivity of the the square root argument. The zeros of the square root with respect to $`s_2`$ are given by $`s_2^\pm =(\sqrt{s}\pm \sqrt{s}_1)^2`$, and the demand $`(s_2s_2^+)(s_2s_2^{})>0`$ together with $`s_2^+>s_2^{}`$ leads to $`s_2>s_2^+`$ or $`s_2<s_2^{}`$. The physical region is the latter one. With $`\rho _1(s)=\delta (sm_0^2)`$ for the spectral density of the single small mass line we obtain
$`\rho (s)`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}𝑑s_1{\displaystyle _{M^2}^{(\sqrt{s}\sqrt{s_1})^2}}𝑑s_2\rho (s;s_1;s_2)\rho _1(s_1)\rho _2(s_2)=`$ (65)
$`=`$ $`{\displaystyle \frac{1}{(4\pi )^2s}}{\displaystyle _{M^2}^{(\sqrt{s}m_0)^2}}\sqrt{(sm_0^2s_2)^24m_0^2s_2}\rho _2(s_2)𝑑s_2`$
where the low limit of integration is $`M^{}=Mm_0`$. We insert $`s=(M+E)^2`$ and $`s_2=(M^{}+E^{})^2`$ and obtain
$`\stackrel{~}{\rho }(E)`$ $`=`$ $`{\displaystyle \frac{1}{(4\pi )^2(M+E)^2}}{\displaystyle _0^E}\sqrt{(EE^{})(E+E^{}+2M)+m_0^2}\times `$ (66)
$`\times \sqrt{(EE^{}+2m_0)(E+E^{}+2M^{})+m_0^2}{\displaystyle \frac{\stackrel{~}{\rho }^{}(E^{})dE^{}}{2(M^{}+E^{})}}`$
where $`\stackrel{~}{\rho }^{}(E^{})=\rho _2((M^{}+E^{})^2)`$. For this function we use the threshold expansion in $`E^{}/M^{}`$ as expansion parameter. For small $`E<M^{}`$ the threshold expansion inserted for $`\stackrel{~}{\rho }^{}(E^{})`$ is valid because $`E<M^{}`$ implies $`E^{}<M^{}`$. The described procedure can be extended to the case of a very light sub-block of the diagram, e.g. a light fish diagram. In this case we have to replace $`\rho _1(s)`$ by the spectral density of the light sub-diagram which is well-known.
## 5 Recovering $`\mathrm{\Pi }(p)`$ through $`\rho (s)`$ near threshold
The analytic structure of water melon diagrams is completely fixed by the dispersion representation. Therefore we have focussed on the computation of the spectral density as the basic quantity important both for applications and the theoretical investigation of the diagram. However, with an analytical expression for the spectral density $`\rho (s)`$ at hand we can readily reconstruct the non-analytic piece of the polarization function in momentum space by using the dispersion relation
$$\mathrm{\Pi }(p)=\frac{\rho (s)ds}{sp^2}.$$
(67)
We rewrite this equation in terms of threshold parameters according to $`p=M\mathrm{\Delta }`$ and $`s=(M+E)^2`$ and obtain
$$\stackrel{~}{\mathrm{\Pi }}(\mathrm{\Delta })\mathrm{\Pi }(M\mathrm{\Delta })=_0^{\mathrm{}}\frac{2(M+E)\stackrel{~}{\rho }(E)dE}{(E+\mathrm{\Delta })(2M+E\mathrm{\Delta })}.$$
(68)
UV singularities can be removed by subtraction or by dimensional regularization. We again use the unorthodox dimensional regularization prescription. For a general form of the threshold expansion $`\stackrel{~}{\rho }(E)=E^\gamma a_kE^k`$ we have to calculate integrals of the form
$`\stackrel{~}{\mathrm{\Pi }}^\sigma (\mathrm{\Delta })`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{E^\sigma dE}{(E+\mathrm{\Delta })(2M+E\mathrm{\Delta })}}={\displaystyle \frac{\pi }{\mathrm{sin}(\pi \sigma )}}{\displaystyle \frac{\mathrm{\Delta }^\sigma (2M\mathrm{\Delta })^\sigma }{2(M\mathrm{\Delta })}}.`$ (69)
Only the powers $`\mathrm{\Delta }^\sigma `$ contribute to the singular part of the polarization function. Expressions like the one presented in Eq. (69) then allow one to restore that part of the polarization function $`\mathrm{\Pi }(p)`$ which has singularities near the threshold.
## 6 Conclusion
We have discussed the configuration space technique for the calculation of $`n`$-line two-point diagrams termed water melon diagrams. This technique allows one to calculate the spectral density for arbitrary space-time dimensions and any number of internal lines with arbitrary mass values. Within this technique one can use either an exact representation as one-fold integral or an expansion near the production threshold. We have developed an efficient method for constructing the near threshold expansion of water melon diagrams that uses only asymptotic expansions of Bessel functions which are well-known and simple functions. We have considered a strongly asymmetric mass arrangement where one mass is much smaller than the others. In this case the “pure” threshold expansion which is done in terms of the threshold parameter $`E`$ breaks down at the energies in the vicinity of the smallest mass. In order to extend the approximation to higher energies we have introduced a generalized threshold expansion which exactly resums all contributions of the smallest mass. We have presented closed expressions for the generalized expansion in several particular cases and demonstrated the improvement of the convergence gained by the resummation of the smallest mass contributions. The particular kinematic regime of this case could be treated analytically because it reduced to the evaluation of the one-fold integral in terms of hypergeometric functions. The discontinuity across the physical cut for the generalized expansion has been found in terms of hypergeometric functions as well.
To conclude, we stress that the configuration space technique is a powerful and convenient tool for investigating different properties of water melon diagrams. The practical convenience of our method is demonstrated in Fig. 7 where we have plotted the spectral density for a four-line water melon diagram in $`D=e=2.718\mathrm{}`$, $`D=3`$, and $`D=\pi =3.14\mathrm{}`$ space-time dimensions.
Acknowledgments
We thank Andrei Davydychev and Jürgen Körner for interesting discussions and careful reading the manuscript. A.A. Pivovarov acknowledges a valuable discussion with V.A. Smirnov on the region separation technique in threshold expansions. The work of A.A. Pivovarov is supported in part by the Volkswagen Foundation under contract No. I/73611 and by the Russian Fund for Basic Research under contract 99-01-00091. S. Groote gratefully acknowledges a grant given by the Graduiertenkolleg “Eichtheorien – experimentelle Tests und theoretische Grundlagen”. |
warning/0003/hep-ph0003219.html | ar5iv | text | # 1 Introduction
## 1 Introduction
The goal of the search for neutrinoless double beta decay ($`0\nu \beta \beta `$ decay) is to establish the violation of (total) lepton number $`L`$ and to measure the Majorana mass of the electron neutrino, thus identifying the nature of the neutrino . Both issues are related: Even if the main mechanism of $`0\nu \beta \beta `$ decay may be induced by e.g. lepton number violating right-handed currents, R-parity violation in SUSY models, leptoquark-Higgs couplings (for an overview see e.g. ), the observation of $`0\nu \beta \beta `$ decay implies always a non-vanishing effective neutrino Majorana mass ($`0\nu \beta \beta `$-mass ) at loop level .
If $`0\nu \beta \beta `$ decay is induced dominantly by the exchange of a light Majorana neutrino ($`m<30`$ MeV), the decay rate is proportional to the Majorana mass of the electron neutrino $`m_{ee}`$ squared:
$$\mathrm{\Gamma }m_{ee}^2.$$
(1)
Thus, in absence of lepton mixing the observation of $`0\nu \beta \beta `$ decay would provide an information about the absolute scale of the Majorana neutrino mass.
The situation is changed in presence of neutrino mixing when the electron neutrino is not a mass eigenstate but turns out to be a combination of several mass eigenstates, $`\nu _i`$, with mass eigenvalues $`m_i`$:
$$\nu _e=\underset{i}{}U_{ei}\nu _i,i=1,2,3,\mathrm{}.$$
(2)
Here $`U_{ej}`$ are the elements of the mixing matrix relating the flavor states to the mass eigenstates. In this general case the mass parameter ($`0\nu \beta \beta `$-mass ) which enters the $`0\nu \beta \beta `$ decay rate is not the physical mass of the neutrino but the combination $`|m_{ee}|`$ of physical masses:
$$|m_{ee}|=\left|\underset{j}{}|U_{ej}|^2e^{i\varphi _j}m_j\right|.$$
(3)
Apart from the absolute values of masses $`m_j`$ and mixing matrix elements, the effective Majorana mass depends also on new parameters: phases $`\varphi _j`$ which originate from a possible complexity of the mass eigenvalues and from the mixing matrix elements. Thus searches for double beta decay are sensitive not only to masses but also to mixing matrix elements and phases $`\varphi _j`$.
Notice that in the presence of mixing $`m_{ee}`$ is still the $`ee`$-element of the neutrino mass matrix in the flavor basis <sup>1</sup><sup>1</sup>1In general the experimental value of $`m_{ee}`$ depends on the process being considered. It coincides with the theoretical $`m_{ee}`$ of eq. (3) if all masses $`m_iQ`$, where $`Q`$ is the energy release of a given process. This fact may become important for comparing heavy neutrino contributions in $`0\nu \beta \beta `$ decay and inverse neutrinoless double beta decay at colliders, see e.g. .. In this sense it gives the scale of elements of the neutrino mass matrix. However, in general, $`m_{ee}`$ does not determine the scale of the physical masses. If $`0\nu \beta \beta `$ decay will be discovered and if it will be proven to proceed via the Majorana neutrino mass mechanism, then the $`m_{ee}`$ extracted from the decay rate will give a lower bound on some physical masses. As it is easy to see from Eq. (3)), at least one physical mass, $`m_j`$, should be
$$m_jm_{ee}$$
(4)
for the three-neutrino case.
Can $`m_{ee}`$ be predicted? According to (3) the mass $`m_{ee}`$ depends on absolute values of masses, mixings and phases $`\varphi _j`$. Certain information about masses and mixing can be obtained from (i) oscillation searches, (ii) direct kinematical measurements and (iii) cosmology. Let us comment on these issues in order.
1). The oscillation pattern is determined by mass squared differences, moduli of elements of the mixing matrix, and (for three neutrino mixing) only one complex phase which leads to CP violating effects in neutrino oscillations:
$$\mathrm{\Delta }m_{ij}^2|m_i|^2|m_j|^2,|U_{ej}|^2,\delta _{CP}.$$
(5)
(We indicated here only mixing elements which enter $`m_{ee}`$.) In what follows we will call (5) the oscillation parameters.
Neutrino oscillations and neutrinoless double beta decay, however, depend on different combinations of neutrino masses and mixings. In terms of the oscillation parameters the mass (3) can be rewritten as
$$|m_{ee}|=\left|\underset{j}{}|U_{ej}|^2e^{i\varphi _j}\sqrt{\mathrm{\Delta }m_{j1}^2+m_1^2}\right|,$$
(6)
where we assumed for definiteness $`m_1`$ to be the smallest mass. We also put $`\varphi _1=0`$ and consider the other $`\varphi _j`$ as the relative phases.
According to (6) the oscillation parameters do not allow one to determine uniquely $`m_{ee}`$. Apart from these parameters, the mass $`m_{ee}`$ depends also on the absolute value of the first mass (absolute scale) and on the relative phases:
$$m_1,\varphi _j,j=2,3,\mathrm{}$$
(7)
These parameters can not be determined from oscillation experiments and we will call them non-oscillation parameters.
The mass squared difference gives the absolute value of the mass only in the case of strong mass hierarchy: $`m_jm_1`$, when $`|m_j|\sqrt{\mathrm{\Delta }m_{j1}^2}`$. However, even in this case the lightest mass (which can give a significant or even dominant contribution to $`m_{ee}`$) is not determined.
The relative phases $`\varphi _j`$ which appear in $`m_{ee}`$ (eq. (3)) differ from $`\delta _{CP}`$ and can not be determined from oscillation experiments, since the oscillation pattern is determined by moduli $`|m_i|^2`$. On the other hand, the phase relevant for neutrino oscillations does not enter $`m_{ee}`$ or can be absorbed in phases of masses.
2). Apart from neutrino oscillations, informations on neutrino masses and especially on the absolute scale of masses can be obtained from direct kinematical searches and cosmology.
There is still some chance that future kinematical studies of the tritium beta decay will measure the electron neutrino mass, and thus will allow us to fix the absolute scale of masses. Projects are under consideration which will have a sensitivity of about 1 eV and less (ref. ).
3). The expansion of the universe and its large scale structure are sensitive to neutrinos with masses larger than about 0.5 eV. The status of neutrinos as the hot dark matter (HDM) component of the universe is rather uncertain now: it seems that the present cosmological observations do not require a significant $`\mathrm{\Omega }_\nu `$ contribution and therefore a large $`𝒪`$(1eV) neutrino mass. However in some cases massive neutrinos may help to get a better fit of the data on density perturbations.
In order to predict $`m_{ee}`$ one should not only determine the oscillation parameters but make additional assumptions which will fix the non-oscillation parameters. If the oscillation parameters are known, then, depending on these assumptions, one can predict $`m_{ee}`$ completely or get certain bounds on $`m_{ee}`$.
What are these assumptions?
It was pointed out in that predictions on $`m_{ee}`$ significantly depend on two points:
* The level of degeneracy of the neutrino mass spectrum, which is related to the absolute scale of neutrino masses.
* The solution of the solar neutrino problem; this solution determines to a large extent the distribution of the electron neutrino flavor in the mass eigenstates, that is, $`|U_{ej}|^2`$.
The assumptions about the level of degeneracy allow one to fix the absolute scale of the neutrino mass. In fact, at present even the oscillation parameters are essentially unknown, so that further assumptions are needed. Evidences of neutrino oscillations (atmospheric, solar neutrino problems, LSND result) allow us in principle to determine the oscillation parameters up to a certain ambiguity related, in particular, to the existence of several possible solutions of the solar neutrino problem.
A number of studies of the $`0\nu \beta \beta `$-mass have been performed, using various assumptions about the hierarchy/degeneracy of the spectrum which remove the ambiguity in interpretations of existing oscillation data. In fact, these assumptions allow one to construct the neutrino mass and mixing spectrum, and some studies have been performed for specific neutrino spectra. Most of the spectra considered so far explain the atmospheric neutrino problem and the solar neutrino problem assuming one of the suggested solutions. Some results have also been obtained for schemes with 4 neutrinos which also explain the LSND result. Let us summarize the main directions of these studies.
(1) Three-neutrino schemes with normal mass hierarchy which explain the solar and atmospheric neutrino data have been studied in . Various solutions of the $`\nu _{}`$-problem were assumed. These schemes give the most stringent constraints on $`0\nu \beta \beta `$-mass in terms of oscillation parameters.
(2) The $`0\nu \beta \beta `$-mass in three-neutrino schemes with inverse mass hierarchy has been considered in . These schemes favor $`m_{ee}`$ to be close to the present experimental bound.
(3) Three-neutrino schemes with partial degeneracy of the spectrum and various solutions of the $`\nu _{}`$-problem were discussed in . In these schemes $`m_{ee}`$ can also be close to the present experimental bound.
(4) Large attention was devoted to the three-neutrino schemes with complete degeneracy since they can explain solar and atmospheric neutrino data and also give a significant amount of the HDM in the universe. In these schemes the predictions of $`m_{ee}`$ depend mainly on the absolute mass scale and on the mixing angle relevant for the solar neutrinos.
Some intermediate situations between hierarchical and degenerate spectra have been discussed in .
5. The $`0\nu \beta \beta `$-mass in scenarios with 4 neutrinos which can accommodate also the LSND result have been analyzed in Ref. .
Some general bounds on the $`0\nu \beta \beta `$-mass under various assumptions have been discussed in .
In a number of papers an inverse problem has been solved: using relations between the $`0\nu \beta \beta `$-mass and oscillation parameters which appear in certain schemes restrictions on oscillation parameters have been found from existing bounds on $`m_{ee}`$. In particular the $`3\nu `$-schemes with mass degeneracy and mass hierarchy have been discussed.
An important ingredient for the prediction of $`m_{ee}`$ are the phases (see eq. 7). Unfortunately, there is no theory or compelling assumptions which allow to determine these phases.
In this paper we will analyze the discovery potential of future $`0\nu \beta \beta `$ decay searches in view of existing and forthcoming oscillation experiments. We will clarify the role $`0\nu \beta \beta `$ decay searches will play in the identification of the neutrino mass spectrum. In the previous studies, implications of $`m_{ee}`$ for oscillation parameters and the other way around, implications of oscillations searches for $`m_{ee}`$ have been discussed. In contrast, we focus here on the impact of results from both neutrino oscillations and double beta decay on the reconstruction of the neutrino mass spectrum. We put an emphasis on possible future experimental results from long-baseline experiments, CMB explorers, supernovae measurements, precision studies of properties of the solar neutrino fluxes (day-night asymmetry, neutrino energy spectra, etc.).
For this we first (sect. 2) consider the general relations between the effective Majorana mass of the electron neutrino and the oscillation parameters. We will study the dependence of $`m_{ee}`$ on the non-oscillations parameters. The crucial assumptions which lead to predictions for $`m_{ee}`$ are identified.
In sects. 3 - 8 we present a systematic and updated study of predictions for $`m_{ee}`$ for possible neutrino mass spectra. In contrast with most previous studies using oscillation data we quantify the contributions from individual mass eigenstates and we keep explicitly the dependence on unknown relative mass phases. The dependence of predictions on non-oscillation parameters – the absolute mass value and the phases $`\varphi _i`$ is studied in detail. We consider $`3\nu `$–schemes with mass hierarchy (section 3), partial degeneracy (section 4), total degeneracy (section 5), transition regions (6), inverse hierarchy (section 7) and schemes with sterile neutrinos (section 8). We analyse how forthcoming and planned oscillation experiments will sharpen the predictions for $`m_{ee}`$. In sect. 9, comparing predictions of $`m_{ee}`$ from different schemes we clarify the role future searches for $`0\nu \beta \beta `$ decay can play in the identification of the neutrino mass spectrum.
## 2 Neutrino oscillations and neutrinoless double beta decay
As has been pointed out in the introduction, the prediction of $`m_{ee}`$ depends on oscillation ($`|U_{ei}|`$, $`\mathrm{\Delta }m^2`$) and non-oscillation ($`m_1`$ and $`\varphi _j`$) parameters. In this section we will consider general relations between $`m_{ee}`$ and the oscillation parameters. We analyse the dependence of these relations on non-oscillation parameters. We quantify ambiguities which exist in predictions of $`m_{ee}`$. Our results will be presented in a way which will be convenient for implementations of future oscillation results.
### 2.1 Effective Majorana mass and oscillation parameters
The oscillation pattern is determined by the effective Hamiltonian (in the flavor basis):
$$H=\frac{1}{2E}MM^{}+V,$$
(8)
where $`E`$ is the neutrino energy, $`M`$ is the mass matrix and $`V`$ is the (diagonal) matrix of effective potentials which describe the interaction of neutrinos in a medium.
The oscillation pattern is not changed if we add to $`H`$ a term proportional to the unity matrix:
$$MM^{}MM^{}\pm m_0^2I.$$
(9)
Indeed, the additional term does not change the mixing, it leads just to a shift of the mass eigenstates squared by the same value without affecting $`\mathrm{\Delta }m_{ij}^2`$:
$$m_i^2m_i^2\pm m_0^2.$$
(10)
(we consider $`m_i^2m_0^20`$ for all $`i`$ to keep the Hermiticity of the Hamiltonian). The additional term changes, however, the $`0\nu \beta \beta `$-mass . Thus, for a given oscillation pattern there is a freedom in $`m_{ee}`$, associated with $`m_0^2`$.
Let us study how arbitrary $`m_{ee}`$ can be for a given oscillation pattern. According to (9,10) for the three-neutrino case we get
$$m_{ee}=|m_{ee}^{(1)}|+e^{i\varphi _2}|m_{ee}^{(2)}|+e^{i\varphi _3}|m_{ee}^{(3)}|,$$
(11)
where $`m_{ee}^{(i)}|m_{ee}^{(i)}|\mathrm{exp}(i\varphi _i)`$ ($`i=1,2,3`$) are the contributions to $`m_{ee}`$ from individual mass eigenstates which can be written in terms of oscillation parameters as:
$`|m_{ee}^{(1)}|`$ $`=`$ $`|U_{e1}|^2m_1,`$ (12)
$`|m_{ee}^{(2)}|`$ $`=`$ $`|U_{e2}|^2\sqrt{\mathrm{\Delta }m_{21}^2+m_1^2},`$ (13)
$`|m_{ee}^{(3)}|`$ $`=`$ $`|U_{e3}|^2\sqrt{\mathrm{\Delta }m_{31}^2+m_1^2}.`$ (14)
and $`\varphi _i`$ are the relative phases of the contributions from masses $`m_i`$ and $`m_j`$ (the mass $`m_0^2`$ has been absorbed in definition of $`m_1^2`$). The contributions $`m_{ee}^{(i)}`$ can be shown as vectors in the complex plane (fig. 1).
Without loss of generality we assume $`m_3>m_2>m_10`$, so that $`m_1`$ is the lightest state. Then normal mass hierarchy corresponds to the case when the electron flavor prevails in the lightest state: $`|U_{e1}|^2>|U_{e2}|^2,|U_{e3}|^2`$. We will refer to inverse hierarchy as to the case when $`|U_{e1}|^2<|U_{e2}|^2`$ or/and $`|U_{e3}|^2`$, i.e. when the admixture of the electron neutrino flavor in the lightest state is not the largest one.
Let us consider the dependence of $`m_{ee}`$ on non-oscillation parameters $`m_{ee}=m_{ee}(m_1,\varphi _j)`$. It is obvious that due to the freedom in the choice of $`m_1`$ there is no upper bound for $`m_{ee}`$. However, in some special cases lower bounds on $`m_{ee}`$ exist.
Let us start with the two neutrino case which would correspond to zero (or negligibly small) $`\nu _e`$ admixture in one of mass eigenstates, e.g. $`|U_{e3}|`$. We consider first the case of normal hierarchy $`U_{e1}^2>U_{e2}^2`$. For $`m_1=0`$ the effective mass $`m_{ee}`$ is uniquely fixed in terms of oscillation parameters:
$$m_{ee}^0=|U_{e2}|^2\sqrt{\mathrm{\Delta }m_{21}^2}\mathrm{sin}^2\theta \sqrt{\mathrm{\Delta }m_{21}^2},$$
(15)
where $`\mathrm{sin}\theta U_{e2}`$. For non-zero $`m_1`$, the maximal and minimal values of $`m_{ee}`$ correspond to $`\varphi _2=0`$ and $`\varphi _2=\pi `$.
The upper bound ($`\varphi _2=0`$) on $`m_{ee}`$ increases with $`m_1`$ monotonously from $`m_{ee}^0`$ at $`m_1=0`$ and approaches the asymptotic dependence $`m_{ee}=m_1`$ for large $`m_1`$ (see fig. 2 a). The lower limit ($`\varphi _2=\pi `$) decreases monotonously with increase of $`m_1`$ starting by $`m_{ee}^0`$. It reaches zero at
$$m_1=\frac{\mathrm{sin}^2\theta }{\sqrt{|\mathrm{cos}2\theta |}}\sqrt{\mathrm{\Delta }m_{21}^2},$$
(16)
and approaches the asymptotic dependence $`m_{ee}`$ = $`|\mathrm{cos}2\theta |m_1`$ at large $`m_1`$ (see fig. 2 a). Thus, for arbitrary values of oscillation parameters, no bound on $`|m_{ee}|`$ exists.
(2) In the case of inverse hierarchy, $`|U_{e2}|>|U_{e1}|`$, the function $`m_{ee}(m_1)`$ has a minimum which differs from zero,
$$m_{ee}^{min}=\sqrt{|\mathrm{cos}2\theta |\mathrm{\Delta }m_{21}^2}$$
(17)
at
$$m_1=\frac{\mathrm{cos}^2\theta }{\sqrt{\mathrm{cos}2\theta }}\sqrt{\mathrm{\Delta }m_{21}^2}.$$
(18)
At large $`m_1`$ it has the asymptotics $`m_{ee}`$ = $`|\mathrm{cos}2\theta |m_1`$. (fig. 2 b). As we will see, the existence of a minimal value of $`|m_{ee}|`$ can play an important role in the discrimination of various scenarios.
Let us consider now the three-neutrino case. The mass $`m_{ee}`$ is given by the sum of three vectors $`\stackrel{}{m}_{ee}^{(1)}`$, $`\stackrel{}{m}_{ee}^{(2)}`$ and $`\stackrel{}{m}_{ee}^{(3)}`$ in the complex plane (see fig. 1), so that a complete cancellation corresponds to a closed triangle. The sufficient condition for having a minimal value of $`|m_{ee}|`$ which differs from zero for arbitrary non-oscillation parameters is
$$|m_{ee}^{(i)}|>\underset{ji}{}|m_{ee}^{(j)}|.$$
(19)
That is, one of contributions $`m_{ee}^{(i)}`$ should be larger than the sum of the moduli of the two others.
Let us prove that this condition can not be satisfied for the normal hierarchy case. Indeed, in eq. (19) $`i`$ can not be 1. For $`m_1=0`$ we have $`m_{ee}^{(1)}=0`$, at the same time the right-handed side of eq. (19) is larger than zero as long as $`U_{e1}^21`$, (i.e. any non-zero mixing of $`\nu _e`$ exists). The condition (19) can not be satisfied for $`i1`$ either. In this case for a large enough $`m_1`$, so that $`m_1m_2m_3`$, we get $`m_{ee}^{(i)}<m_{ee}^{(1)}`$ since $`U_{e1}>U_{ei}`$. This proof holds also for schemes with more than three neutrinos. Thus, one can conclude that neither an upper nor a lower bound on $`|m_{ee}|`$ exists for any oscillation pattern and normal mass hierarchy. Any value $`|m_{ee}|0`$ can be obtained by varying the non-oscillation parameters $`m_1`$ and $`\varphi _{ij}`$.
For inverse mass hierarchy we find that condition eq. (19) can be fulfilled for $`i=3`$. Since now both $`m_3>m_2,m_1`$ and $`|U_{e3}|>|U_{e2}|,|U_{e1}|`$ one can get
$$m_3|U_{e3}|^2>m_2|U_{e2}|^2+m_1|U_{e1}|^2$$
(20)
for any set of values of non-oscillation parameters provided that the mixing of the heaviest state fulfills
$$|U_{e3}|^2>0.5.$$
(21)
Indeed, for large enough $`m_1`$, such that $`m_1m_2m_3`$, the condition (20) reduces to $`|U_{e3}|^2>|U_{e2}|^2+|U_{e1}|^21|U_{e3}|^2`$, and the latter is satisfied for (21). For smaller values of $`m_1`$ the relative difference of masses $`m_3>m_2,m_1`$ increases and the inequality of contributions in eq. (20) becomes even stronger. Thus, the inequality (21) is the sufficient condition for all values of $`m_1`$. This statement is true also for any number of neutrinos. It is also independent of the relative size of $`U_{e2}`$ and $`U_{e1}`$.
Summarizing we conclude that
* No upper bound on $`|m_{ee}|`$ can be derived from oscillation experiments.
* A lower bound exists only for scenarios with inverse mass hierarchy when the heaviest state ($`\nu _3`$) mixes strongly with the electron neutrino: $`|U_{e3}|^2>0.5`$.
For normal mass hierarchy certain values of the non-oscillation parameters $`m_1`$, $`\varphi _j`$ exist for which $`m_{ee}=0`$.
The cases of normal and inverse mass hierarchy (they differ by signs of $`\mathrm{\Delta }m^2`$ once the flavor of the states is fixed) can not be distinguished in vacuum oscillations. However, it is possible to identify the type of the hierarchy in studies of neutrino oscillations in matter, since matter effects depend on the relative signs of the potential $`V`$ and $`\mathrm{\Delta }m_{ij}^2`$. This will be possible in future atmospheric neutrino experiments, long base-line experiments and also studies of properties of the neutrino bursts from supernova .
### 2.2 Effective Majorana mass and the degeneracy of the spectrum
As follows from fig. 2, predictions for $`m_{ee}`$ can be further restricted under assumptions about the absolute scale of neutrino masses $`m_1`$. With increase of $`m_1`$ the level of degeneracy of the neutrino spectrum increases and we can distinguish three extreme cases:
* $`m_1^2\mathrm{\Delta }m_{21}^2\mathrm{\Delta }m_{31}^2`$, in this case the spectrum has a strong mass hierarchy.
* $`\mathrm{\Delta }m_{21}^2m_1^2\mathrm{\Delta }m_{31}^2`$, this is the case of partial degeneracy;
* Inequality $`\mathrm{\Delta }m_{21}^2\mathrm{\Delta }m_{31}^2m_1^2`$ corresponds to strong degeneracy.
There are also two transition regions when $`m_1^2\mathrm{\Delta }m_{21}^2`$ and $`m_1^2\mathrm{\Delta }m_{31}^2`$. In what follows we will consider all these cases in order.
### 2.3 Effective Majorana mass and present oscillation data
Present oscillation data do not determine precisely all oscillation parameters. The only conclusion that can be drawn with high confidence level is that the muon neutrino has large (maximal) mixing with some non-electron neutrino state. The channel $`\nu _\mu \nu _\tau `$ is the preferable one, and it is the only possibility, if no sterile neutrino exists. Thus, in 3$`\nu `$ schemes the atmospheric neutrino data are described by $`\nu _\mu \nu _\tau `$ oscillations as dominant mode with
$$\mathrm{\Delta }m_{atm}^2=(2÷6)10^3\mathrm{eV}^2,\mathrm{sin}^22\theta _{atm}=0.841,$$
(22)
and the best fit point
$$\mathrm{\Delta }m_{atm}^2=3.510^3\mathrm{eV}^2,\mathrm{sin}^22\theta _{atm}=1.0,$$
(23)
, see also . A small contribution of the $`\nu _\mu \nu _e`$ mode is possible and probably required in view of an excess in the $`e`$ -like events in the Super-K experiment.
As it was realized some time ago , predictions for $`m_{ee}`$ depend crucially on the solution of the solar neutrino problem. The solution of the solar neutrino problem determines the distribution of the $`\nu _e`$-flavor in the mass eigenstates, and this affects considerably expectations for the $`0\nu \beta \beta `$-mass . Up to now the unique solution is not yet identified and there are several possibilities , see also :
1. Small mixing angle MSW solution with
$$\mathrm{\Delta }m_{}^2=(0.4÷1)10^5\mathrm{eV}^2,\mathrm{sin}^22\theta _{}=(0.2÷1.2)10^2$$
(24)
2. Large mixing angle MSW solution with
$$\mathrm{\Delta }m_{}^2=(0.1÷1.5)10^4\mathrm{eV}^2,\mathrm{sin}^22\theta _{}=(0.53÷1)$$
(25)
3. Low mass MSW (LOW) solution with
$$\mathrm{\Delta }m_{}^2=(0.3÷2.5)10^7\mathrm{eV}^2,\mathrm{sin}^22\theta _{}=(0.8÷1)$$
(26)
4. Several regions of vacuum oscillation (VO) solutions exist with
$$\mathrm{\Delta }m_{}^2<10^9\mathrm{eV}^2,\mathrm{sin}^22\theta _{}>0.7.$$
(27)
There is a good chance that before the new generation of double beta decay experiments starts operation studies of the solar neutrino fluxes by existing and forthcoming experiments will allow us to identify the solution of the solar neutrino problem. The key measurements include the day-night effect, the zenith angle dependence of the signal during the night, seasonal variations, energy spectrum distortions and the neutral current event rate.
The LSND result which implies
$$\mathrm{\Delta }m_{LSND}^2=(0.2÷2)\mathrm{eV}^2,\mathrm{sin}^22\theta _{LSND}=(0.2÷4)10^2$$
(28)
is considered as the most ambiguous hint for neutrino oscillations. The KARMEN experiment does not confirm the LSND result but it also does not fully exclude this result (see ). The oscillation interpretation of the LSND result will be checked by the MINIBOONE experiment. A simultaneous explanation of the LSND result and of the solutions of the solar and atmospheric neutrino problems in terms of neutrio mass and mixing requires the introduction of a forth neutrino. We will discuss the 4$`\nu `$ schemes in section 8.
Summarizing, there is a triple uncertainty affecting predictions of $`m_{ee}`$:
1. An uncertainty in oscillation parameters. The oscillation pattern does not determine uniquely the $`0\nu \beta \beta `$-mass . Moreover, not all relevant oscillation parameters are known, so that additional assumptions are needed.
2. An uncertainty in the absolute scale $`m_1`$. Some information on $`m_1`$ can be obtained from cosmology and may be from direct kinematical measurements.
3. An uncertainty in the relative phases. Clearly, the dependence on the phases is small in the case if one of the eigenstates gives a dominating contribution to $`m_{ee}`$.
In what follows we will consider predictions for the $`0\nu \beta \beta `$-mass in schemes of neutrino masses and mixings which explain the solar and the atmospheric neutrino data. The schemes differ by the solution of the solar neutrino problem, the type of the hierarchy and the level of degeneracy. Relative phases are considered as free parameters.
## 3 Schemes with normal mass hierarchy
In the case of strong mass hierarchy,
$$m_1^2\mathrm{\Delta }m_{21}^2\mathrm{\Delta }m_{31}^2,$$
(29)
the absolute mass values of the two heavy neutrinos are completely determined by the mass squared differences:
$$m_3^2=\mathrm{\Delta }m_{31}^2=\mathrm{\Delta }m_{atm}^2,m_2^2=\mathrm{\Delta }m_{21}^2=\mathrm{\Delta }m_{}^2.$$
(30)
The only freedom left is the choice of the value of $`m_1`$. In this case the $`0\nu \beta \beta `$-mass is to a large extent determined by the oscillation parameters.
Since the heaviest neutrino has a mass $`m_30.1`$ eV, the neutrino contribution to the Hot Dark Matter component of the universe is small: $`\mathrm{\Omega }_\nu <0.01`$. This neutrino contribution cannot be seen with present and future experimental sensitivity in the CMB radiation, unless a large lepton asymmetry exists . Oberservational evidence of a significant amount of the HDM component $`\mathrm{\Omega }_\nu 0.01`$ would testify against this scenario.
### 3.1 Single maximal (large) mixing
In this scheme $`\nu _\mu `$ and $`\nu _\tau `$ are mixed strongly in $`\nu _2`$ and $`\nu _3`$ (see fig. 3). The electron flavor is weakly mixed: it is mainly in $`\nu _1`$ with small admixtures in the heavy states. The solar neutrino data are explained by $`\nu _e\nu _\mu ,\nu _\tau `$ resonance conversion inside the Sun. (Notice that $`\nu _e`$ converts to $`\nu _\mu `$ and $`\nu _\tau `$ in comparable portions.) A small admixture of $`\nu _e`$ in $`\nu _3`$ can lead to resonantly enhanced oscillations of $`\nu _e`$ to $`\nu _\tau `$ in the matter of the Earth.
Let us consider the contributions to $`m_{ee}`$ from individual mass eigenstates. The contribution from the third state, $`m_{ee}^{(3)}`$, can be written in terms of oscillation parameters as
$$m_{ee}^{(3)}\frac{1}{4}\sqrt{\mathrm{\Delta }m_{atm}^2}\mathrm{sin}^22\theta _{ee},$$
(31)
where the mixing $`\mathrm{sin}^22\theta _{ee}4|U_{e3}|^2`$ determines the oscillations of $`\nu _e`$ driven by the atmospheric $`\mathrm{\Delta }m_{atm}^2`$. The parameter $`\mathrm{sin}^22\theta _{ee}`$ immediately gives the depth of oscillation of the $`\nu _e`$ -survival probability and it is severely constrained by the CHOOZ experiment. In fig. 4 the iso-mass lines of equal $`m_{ee}^{(3)}`$ in the oscillation parameter space are shown, together with various bounds from existing and future reactor and accelerator oscillation experiments. The shaded region shows the favored range of $`\mathrm{\Delta }m_{13}^2`$ from the atmospheric neutrino data. As follows from fig. 4 in the Super-K favored region the CHOOZ bound leads to
$$m_{ee}^{(3)}<210^3\mathrm{eV}.$$
(32)
For the best fit value of the atmospheric neutrinos the bound is slightly stronger: $`m_{ee}^{(3)}<1.510^3`$ eV.
The mixing $`\mathrm{sin}^22\theta _{ee}`$ and therefore $`m_{ee}`$ can be further restricted by searches of $`\nu _\mu \nu _e`$ oscillations in the long baseline (LBL) experiments (K2K, MINOS, CERN-Gran-Sasso). The effective mixing parameter measured in these experiments equals $`\mathrm{sin}^22\theta _{e\mu }=4|U_{e3}|^2|U_{\mu 3}|^2`$, so that
$$\mathrm{sin}^22\theta _{ee}=\frac{\mathrm{sin}^22\theta _{e\mu }}{|U_{\mu 3}|^2},$$
(33)
where the matrix element $`|U_{\mu 3}|^2`$ is determined by the dominant mode of the atmospheric neutrino oscillations. Using Eq. (33), the value $`|U_{\mu 3}|^2=1/2`$ and the expected sensitivity to $`\mathrm{sin}^22\theta _{e\mu }(\mathrm{\Delta }m^2)`$ of K2K and MINOS experiments, we have constructed corresponding bounds in fig. 4. According to fig. 4, these experiments will be able to improve the bound on $`m_{ee}^{(3)}`$ by a factor of 2 - 5 depending on $`\mathrm{\Delta }m^2`$ and reach $`2\times 10^4`$ eV for a value of $`\mathrm{\Delta }m_{atm}^2`$ at the present upper bound. For smaller values of $`|U_{\mu 3}|^2`$ the bound on $`m_{ee}`$ will be weaker. Taking the smallest value $`|U_{\mu 3}|^2=0.3`$ allowed by the atmospheric neutrino data, we get that the bound on $`m_{ee}`$ will be 1.7 times weaker. In any case, future LBL experiments will be able to probe the whole region of sensitivity of even the second stage of the GENIUS experiment.
A much stronger bound on $`m_{ee}^{(3)}`$ can be obtained from studies of neutrino bursts from Supernovae . A mixing parameter as small as $`\mathrm{sin}^22\theta _{ee}=10^4`$ can give an observable effect in the energy spectra of supernova neutrinos. This corresponds to $`m_{ee}^{(3)}210^6`$ eV.
The contribution from the second mass eigenstate is completely determined by the parameters being responsible for the solution of the solar neutrino problem:
$$m_{ee}^{(2)}\frac{1}{4}\sqrt{\mathrm{\Delta }m_{}^2}\mathrm{sin}^22\theta _{}.$$
(34)
Taking the 99 % C.L. region of solution (24) we obtain
$$m_{ee}^{(2)}=(510^7÷10^5)\mathrm{eV},$$
(35)
and in the best fit point
$$m_{ee}^{(2)}=410^6\mathrm{eV}.$$
(36)
The contribution from the lightest state is
$$m_{ee}^{(1)}=m_1\mathrm{cos}^2\theta _{}m_1m_2<210^3\mathrm{eV},$$
(37)
which can be even larger than $`m_{ee}^{(2)}`$: if the hierarchy between the masses of the first and the second state is not too strong, $`m_1/m_2>10^2`$ (for comparison $`m_e/m_\mu =510^3`$), we get $`m_{ee}^{(1)}>210^5`$ eV, with a typical interval $`m_{ee}^{(1)}(0.22)10^4`$ eV.
Summing up the contributions (see fig. 5) one finds a maximal value for the $`0\nu \beta \beta `$-mass
$$m_{ee}^{max}=(23)10^3\mathrm{eV}$$
(38)
which is dominated by the third mass eigenstate. No lower bound on $`m_{ee}`$ can be obtained from the present data. Indeed, $`U_{e3}`$ and therefore $`m_{ee}^{(3)}`$ can be zero. The same statement is true for $`m_{ee}^{(1)}`$, since no lower bound for $`m_1`$ exists. The only contribution bounded from below is $`m_{ee}^{(2)}>10^6\mathrm{eV}`$. However, cancellations with the two other states can yield a zero value for the total $`m_{ee}`$ (see fig. 5).
The following conclusions on future double beta experiments and neutrino oscillations can be drawn
1). If future experiments will detect neutrinoless beta decay with a rate corresponding to $`m_{ee}>210^3`$ eV, the scenario under consideration will be excluded, unless contributions to $`0\nu \beta \beta `$ decay from alternative mechanisms exist.
2). As we have pointed out, future long-baseline oscillation experiments on $`\nu _\mu \nu _e`$ oscillations (MINOS) may further improve the bound on $`U_{e3}^2`$ and therefore on $`m_{ee}^{max}`$ by a factor of $`25`$. A much stronger bound may be obtained from supernovae studies . As follows from fig. 4 and from the fact the SMA solution is realized, KAMLAND should give a zero-result in this scheme.
3). An important conclusion can be drawn if future LBL and atmospheric neutrino experiments will observe $`\nu _e`$-oscillations near the present upper bound. In particular, an up-down asymmetry of the $`e`$-like events at Super-Kamiokande is one of the manifestations of these oscillations . In this case the $`\nu _3`$ contribution to $`m_{ee}`$ dominates, no significant cancellation is expected and the dependence on the relative phases is weak. One predicts then the result
$$m_{ee}m_{ee}^{(3)}U_{e3}^2\sqrt{\mathrm{\Delta }m_{atm}^2}.$$
(39)
The observation of $`0\nu \beta \beta `$ decay with $`m_{ee}^{exp}m_{ee}^{(3)}`$ would provide a strong evidence of the scheme, provided that the SMA solution will be established. On the other hand it will be difficult to exclude the scheme if $`0\nu \beta \beta `$ decay will not be observed at the level which corresponds to $`m_{ee}`$ (39). In this case the scheme will be disfavored. However one should take into account also possible cancellations of $`m_{ee}^{(3)}`$ and $`m_{ee}^{(1)}`$, if the mass hierarchy is weak.
### 3.2 Bi-large mixing
The previous scheme can be modified in such a way that the solar neutrino data are explained by the large angle MSW conversion. Now the $`\nu _e`$ flavor is strongly mixed in $`\nu _1`$ and $`\nu _2`$.
The contribution from the third state is the same as in the previous scheme (see eq. (31)) with the upper bound $`m_{ee}^{(3)}<210^3`$ eV (32).
The contribution from the second level,
$$m_{ee}^{(2)}=\frac{1}{2}\left(1\sqrt{1\mathrm{sin}^22\theta _{}}\right)\sqrt{\mathrm{\Delta }m_{}^2},$$
(40)
can be significant: both the mixing parameter and the mass are now larger. According to fig. 7, in the region of the LMA solution of the solar neutrino problem, the contribution can vary in the interval
$$m_{ee}^{(2)}=(0.54)10^3\mathrm{eV}.$$
(41)
In the best fit point we get $`m_{ee}^{(2)}1.410^3\mathrm{eV}.`$ Notice that a lower bound on $`m_{ee}^{(2)}`$ exists in this scheme, provided that $`sin^22\theta <1`$. Notice that a day-night asymmetry of about 6 % indicated by the Super-Kamiokande experiment would correspond to $`m_{ee}^{(3)}=(13)10^3`$ eV.
The contribution $`m_{ee}^{(1)}`$:
$$m_{ee}^{(1)}\mathrm{cos}^2\theta _{}m_1,$$
(42)
where $`\mathrm{cos}^2\theta 0.50.84`$, is smaller than in the previous scheme of sect. 3.1, since now $`\nu _e`$ is not purely $`\nu _1`$ and $`m_1`$ can be as large as $`110^3`$ eV for $`m_1/m_2<0.1`$. Due to the mass hierarchy $`m_{ee}^{(1)}`$ is much smaller than $`m_{ee}^{(2)}`$ (see fig. 8).
Summing up the contributions, we get a maximal value of $`m_{ee}^{max}710^3`$ eV. The typical expected value for $`m_{ee}`$ is in the range of several $`10^3`$ eV. However, no lower bound on $`m_{ee}`$ can be obtained on the basis of the present data, although values of $`m_{ee}`$ being smaller than $`10^3`$ eV require some cancellation of the contributions $`m_{ee}^{(2)}`$ and $`m_{ee}^{(3)}`$.
Let us consider possible implications of future results from oscillations and $`0\nu \beta \beta `$ decay searches:
* The observation of $`m_{ee}>(few)10^2`$ eV will exclude the scheme.
* The non-observation of $`0\nu \beta \beta `$ decay will not exclude the scheme due to possible cancellations.
The situation can, however, change in the future, if oscillation experiments restrict strongly one of the contributions $`m_{ee}^{(2)}`$ or $`m_{ee}^{(3)}`$. Let us discuss possible developments in this direction:
* Within several years solar neutrino experiments will check the LMA-solution. In particular, further measurements of the day-night asymmetry and zenith angle distribution at Super-K and SNO could give a decisive identification of the solution of the solar neutrino problem (see fig. 7). Notice that precise measurements of the day/night asymmetry can sharpen the predictions of $`m_{ee}^{(2)}`$. Moreover, the LBL reactor experiment KAMLAND should observe an oscillation effect thus providing an independent check of the LMA MSW solution.
* If MINOS or atmospheric neutrino studies will fix $`m_{ee}^{(3)}`$ near the present upper bound, one can study the interference effects of $`m_{ee}^{(2)}`$ and $`m_{ee}^{(3)}`$ in $`0\nu \beta \beta `$ decay determined by the relative phases $`\varphi _2`$ and $`\varphi _3`$.
### 3.3 Scheme with Vacuum oscillation solution
The solar electron neutrinos $`\nu _e`$ oscillate in vacuum into comparable mixtures of $`\nu _\mu `$ and $`\nu _\tau `$ (fig. 6). The fit to the data indicates several disconnected regions in the $`\mathrm{\Delta }m^2\mathrm{sin}^22\theta `$ \- plot. We consider the large $`\mathrm{\Delta }m^2`$ region, $`\mathrm{\Delta }m^2=(49)10^{10}\mathrm{eV}^2`$, and $`\mathrm{sin}^22\theta >0.8,`$ where oscillations allow one to explain an excess of the e-like events in the recoil electron spectrum indicated by Super-Kamiokande. (Obviously a small $`\mathrm{\Delta }m^2`$ will give even smaller contributions to the effective Majorana mass). In this case
$$m_{ee}^{(2)}=\sqrt{\mathrm{\Delta }m^2}\mathrm{sin}^2\theta _{}<210^5\mathrm{eV}.$$
(43)
Due to the mass hierarchy and large mixing, the lightest mass eigenstate gives an even smaller contribution: $`m_{ee}^{(1)}m_{ee}^{(2)}`$. The contribution from the third state is the same as in Eq. (31) and in fig. 4. For the sum we get
$$m_{ee}m_{ee}^{(3)}<210^3\mathrm{eV},$$
(44)
and clearly, $`m_{ee}^{(3)}`$ can be the dominant contribution (fig. 9).
The following conclusions may be drawn:
1). The observation of $`m_{ee}>10^2`$ eV will exclude the scheme. On the other hand there is no minimal value for $`m_{ee}`$ according to the present data, so that negative results of searches for $`0\nu \beta \beta `$ decay will have no serious implications for this scheme.
2) A positive signal for atmospheric $`\nu _e`$ oscillations or in the MINOS experiment will allow us to predict uniquely the value of $`m_{ee}`$. Then searches for $`m_{ee}`$ will give a crucial check of the scheme. The absolute scale of the neutrino mass will be fixed.
Similar results can be obtained for the LOW MSW solution. Here the mass squared difference $`\mathrm{\Delta }m_{21}^2=310^7\mathrm{eV}^2`$ implies
$$m_{ee}^{(2)}<310^4\mathrm{eV}.$$
(45)
Again $`m_{ee}^{(1)}m_{ee}^{(2)}`$, and the main contribution may arise from the third state.
Thus, models with normal mass hierarchy lead to rather small values of $`m_{ee}`$, certainly below $`10^2\mathrm{eV}`$. Moreover, the largest value can be obtained in the scheme with the LMA MSW solution of the solar neutrino problem. The lower bound is of the order $`10^3\mathrm{eV}`$, unless cancellation (which looks rather unnatural) occurs. Clearly, only the second stage of the GENIUS experiment can obtain positive results.
### 3.4 Triple maximal mixing scheme
In the scheme of all elements of the mixing matrix are assumed to be equal: $`|U_{ij}|=1/\sqrt{3}`$ (see fig. 10). The $`0\nu \beta \beta `$-mass is dominated by the contribution from the third state:
$$m_{ee}^{(3)}=\frac{1}{3}\sqrt{\mathrm{\Delta }m_{atm}^2}.$$
(46)
The best fit of the atmospheric neutrino data in this scheme implies that $`\mathrm{\Delta }m_{atm}^2810^4\mathrm{eV}^2`$ and thus
$$m_{ee}10^2\mathrm{eV}.$$
(47)
The scheme has rather definite predictions for solar and atmospheric neutrinos. It does not give a good fit of the data and will be tested by forthcoming experiments.
## 4 Schemes with partial degeneracy
In the case of partial mass degeneracy,
$$\mathrm{\Delta }m_{21}^2m_1^2\mathrm{\Delta }m_{31}^2,$$
(48)
the masses of the two light neutrinos are approximately equal to $`m_1`$ and the heaviest mass is determined by the atmospheric mass squared difference:
$$m_1m_2,m_3\sqrt{\mathrm{\Delta }m_{31}^2}=\sqrt{\mathrm{\Delta }m_{atm}^2}.$$
(49)
The interval of masses implied by the condition of partial degeneracy (48) is rather narrow especially for the LMA and SMA solutions of the solar neutrino problem, when $`\mathrm{\Delta }m_{31}^2`$ and $`\mathrm{\Delta }m_{21}^2`$ differ by two orders of magnitude only. A mass value of $`m_1>310^2`$ eV will shift $`m_3`$ to larger values, and therefore influence the contribution from the third eigenstate. We will consider this “transition” case separately in sect. 6.
The contribution from the third state is the same as in hierarchical schemes (see fig. 4). For the two light states, the contribution can be written as
$$m_{ee}^{(1)}+m_{ee}^{(2)}m_1(\mathrm{cos}^2\theta _{}+e^{i\varphi _2}\mathrm{sin}^2\theta _{}),$$
(50)
and depending on the relative phase $`\varphi _2`$ it varies in the interval
$$m_{ee}^{(1)}+m_{ee}^{(2)}=m_1(\mathrm{cos}2\theta _{}1).$$
(51)
This contribution can be further restricted, if the solution of the solar neutrino problem will be identified. In the case of the SMA MSW solution $`m_{ee}^{(1)}`$ dominates; the dependence on the phase practically disappears and one gets
$$m_{ee}^{(1)}+m_{ee}^{(2)}m_1.$$
(52)
The condition of partial degeneracy implies that the mass $`m_1`$ should be in the interval:
$$0.510^2\mathrm{eV}<m_1<310^2\mathrm{eV},$$
and therefore, $`m_1`$ can reach $`310^2`$ eV at most (fig. 11).
Summing up all contributions we expect $`m_{ee}`$ between $`10^3`$ and $`310^2`$ eV. Notice that a lower bound on $`m_{ee}`$ exists here. Near the upper bound the mass $`m_{ee}`$ is dominated by the contribution from the lightest states and therefore the $`0\nu \beta \beta `$ decay rate will give a direct measurement of $`m_1`$: $`m_1m_{ee}`$.
Observations of $`m_{ee}`$ larger than $`m_{ee}^{(3)}=U_{e3}^2m_3`$ ($`m_{ee}^{(3)}`$ can be determined from oscillation experiments) would favor the scheme, although will not allow one to identify it unambigously.
Future observations of $`0\nu \beta \beta `$ decay with $`m_{ee}>310^2`$ eV will exclude the scheme testifying for spectra with complete degeneracy or inverse hierarchy (see sect. 5 or 7).
For the LMA solution the typical $`\mathrm{\Delta }m_{21}^2`$ is bigger than in the SMA case and the condition of partial degeneracy implies an even narrower interval $`m_1=(13)10^2\mathrm{eV}`$. Moreover, for $`m_1`$ at the lower limit of this interval, the difference of light mass eigenvalues can give a substantial correction to formula (50). In the lowest approximation of $`\frac{\mathrm{\Delta }m^2}{m_1^2}`$ we get:
$$m_{ee}^{(1)}+m_{ee}^{(2)}m_1(\mathrm{cos}^2\theta _{}+e^{i\varphi _2}\mathrm{sin}^2\theta _{})+e^{i\varphi _2}\frac{\mathrm{\Delta }m_{}^2}{2m_1}\mathrm{sin}^2\theta _{}.$$
(53)
The correction (last term in this equation) can be as big as $`10^3`$ eV and may turn out to be important when a cancellation of $`m_{ee}^{(1)}`$ and $`m_{ee}^{(2)}`$ occurs.
Summing up the contributions we find, that the maximal value of $`m_{ee}`$ can be about $`310^2`$ eV as in the case of the SMA solution with similar implications for future $`0\nu \beta \beta `$ decay searches. In contrast with the SMA case, now due to possible strong cancellations of the contributions no lower bound on $`m_{ee}`$ can be obtained from the present data (fig.12).
Future oscillation results will allow to sharpen the predictions of $`m_{ee}`$. In particular, the solar neutrino experiments will allow to measure a deviation of mixing from the maximal value. The bound $`1\mathrm{sin}^22\theta _{}>0.1`$ would imply that $`m_{ee}^{(1)}+m_{ee}^{(2)}>310^3`$ eV. In this case no complete cancellation in $`m_{ee}`$ is possible and a minimum value $`m_{ee}10^3`$ eV appears. The searches for $`\nu _e`$-oscillations driven by $`\mathrm{\Delta }m_{atm}^2`$ will further restrict (or measure) $`m_{ee}^{(3)}`$.
Future studies of the $`0\nu \beta \beta `$ decay can have the following implications: (i) A measurement of $`m_{ee}>210^2`$ eV will exclude the scheme. (ii) The non-observation of $`m_{ee}`$ at the level of $`10^3`$ eV (second stage of GENIUS) can exclude the scheme if future oscillation experiments will lead to a determination of the sum $`m_{ee}^{(1)}+m_{ee}^{(2)}`$ and a lower bound on $`m_{ee}`$ will be derived. (iii) If $`m_{ee}`$ will be observed at the level $`(0.32)10^2`$ eV (and alternative schemes which yield a prediction in this interval will be rejected by other observations), then $`m_{ee}`$ measurements will imply a certain bound in the $`m_1\varphi _2`$ plane.
In the case of the LOW solution $`\mathrm{\Delta }m_{}^2`$ is much smaller than for the LMA solution and $`m_1`$ can be in the interval $`m_1=(10^3310^2)`$ eV. Correspondingly, the contribution from the two lightest states can be in the wider range $`(10^4310^2)`$ eV. The maximal value for $`m_{ee}`$ can reach $`310^2`$ eV. However it will be impossible to establish a lower bound on $`m_{ee}`$ even if the solar mixing angle $`\theta _{}`$ will be measured.
Notice that the LOW solution can be identified by a specific enhancement of the regeneration effects (in particular the day/night asymmetry) in the lower energy part of the solar neutrino spectrum. An especially strong effect is expected on the $`{}_{}{}^{7}Be`$-line.
For vacuum oscillations the situation is similar to the LOW case.
## 5 Schemes with complete mass degeneracy
In schemes with a degenerate neutrino mass spectrum the common mass $`m_1`$ is much larger than the mass splittings:
$$\mathrm{\Delta }m_{21}^2\mathrm{\Delta }m_{31}^2m_1^2.$$
(54)
This can be realized as long as $`m_1>0.1`$ eV.
Already the present bound $`m_{ee}<0.20.4`$ eV implies not too strong degeneracy unless a substantial cancellation of the contributions in $`m_{ee}`$ occurs. Indeed, if $`\mathrm{\Delta }m_{atm}^2=310^3`$ eV<sup>2</sup>, and $`m_10.2`$ eV, we get
$$\frac{\mathrm{\Delta }m_{23}}{m_1}\frac{\mathrm{\Delta }m_{atm}^2}{2m_2^2}=410^2.$$
(55)
For $`m_1=0.1`$ eV, the ratio equals 0.15.
In the case of the SMA solution the $`\nu _e`$ flavor is mainly concentrated in $`\nu _1`$ and
$$m_{ee}^{(1)}m_1\mathrm{cos}^2\theta _{}m_{ee}^{(2)}m_{ee}^{(3)}.$$
(56)
Numerically, we get $`m_{ee}m_{ee}^{(1)}m_1>0.1`$ eV, i.e. close to the present bound. Basically one measures $`m_1`$ by measuring the $`0\nu \beta \beta `$-mass (see fig. 13).
Important conclusions follow from a comparison of the $`0\nu \beta \beta `$ decay results with the cosmological bounds on the neutrino mass , as well as from bounds which follow from observations of the large scale structure of the Universe. In this scenario one expects
$$m_i=3m_{ee},$$
(57)
and therefore
$$\mathrm{\Omega }_\nu =\frac{3m_{ee}}{91.5\mathrm{eV}}h^2.$$
(58)
Thus the effective Majorana mass, $`\mathrm{\Omega }_\nu `$ and the Hubble constant are related. This relation may have the following implications:
1). A significant deviation from equation (58) will exclude the scheme. The present bound on $`m_{ee}`$ implies $`3m_1(0.61)`$ eV. If, e.g., data on the large scale structure of the universe will require $`m_i1`$ eV, this scheme will be excluded .
2). The discovery of $`0\nu \beta \beta `$ decay at the level of the present bound, 0.1 - 0.2 eV, will give $`m_i0.30.6`$ eV. This range can be probed by MAP and Planck. If these experiments will put a bound on the sum of neutrino masses below 0.3 eV the scheme will be excluded.
3). This scheme will also be excluded, if cosmological observations will require $`m_i>0.3`$ eV, but $`0\nu \beta \beta `$ decay searches will give a bound below $`m_{ee}<0.1`$ eV.
Apart from a confirmation of the SMA solution future oscillation experiments will not influence predictions of $`m_{ee}`$ in this scheme.
Observations of $`m_{ee}`$ at the level $`0.10.4`$ eV will be in favor of the scheme.
For the LMA solution a significant cancellation of the contributions from the first and the second state may occur, resembling the situation in the partially degenerate case. We have
$$m_{ee}^{(1)}+m_{ee}^{(2)}m_1(\mathrm{cos}^2\theta _{}+e^{i\varphi _2}\mathrm{sin}^2\theta _{}),m_{ee}^{(3)}=m_1|U_{e3}|^2.$$
(59)
Since $`U_{e3}^20.03`$, the contribution from the first two states dominates (fig. 15), unless strong mixing, which has an extremely small deviation from maximal mixing, is introduced: $`|1\mathrm{sin}^22\theta _{}|<10^3`$, which leads to strong cancellation. Thus
$$m_{ee}m_{ee}^{(1)}+m_{ee}^{(2)}=(\mathrm{cos}2\theta _{}1)m_1=(0.21)m_1,$$
(60)
and since $`m_1>0.1`$ eV, we expect for $`\mathrm{sin}^22\theta =0.96`$:
$$m_{ee}210^2\mathrm{eV}.$$
(61)
Notice that some recent studies show that even exact maximal mixing is allowed by the present data, so that the cancellation can be complete.
Precise measurements of $`\theta _{}`$ in future oscillation experiments will play a crucial role for predictions of the mass $`m_{ee}`$.
If the scheme will be identified, measurements of $`m_{ee}`$ will provide a bound in the $`m_1\varphi `$-plane.
The same results hold also for the LOW solution.
For the vacuum oscillations of the $`\nu _{}`$-problem, the situation is similar to the one with LMA MSW. In the strict bi-maximal scheme $`U_{e3}^2=0`$ and $`U_{e1}^2=U_{e2}^2`$, so that for $`\varphi _2=\pi `$ $`m_{ee}0`$ in the limit of equal masses. Small deviations from zero can be related to the mass difference of $`m_1`$ and $`m_2`$:
$$m_{ee}\frac{1}{2}(m_1m_2)=\frac{1}{4}\frac{\mathrm{\Delta }m_{}^2}{m_1}10^{10}\mathrm{eV}\frac{1\mathrm{e}\mathrm{V}}{m_1}.$$
(62)
Thus, no unique prediction for $`m_{ee}`$ exists. Although a large value $`m_{ee}>0.1`$ eV would favor degenerate scenarios, the non-observation of $`0\nu \beta \beta `$ decay at the level of $`0.1`$ eV will not rule out the scheme.
The identification of the scenario will require (i) a strong upper bound on $`U_{e3}`$, (ii) the confirmation of the vacuum oscillation solution and (iii) a large $`m_{ee}>0.1`$ eV. This would testify for the case of addition of the $`\nu _1`$ and $`\nu _2`$ contributions. An upper bound on $`m_1`$ can be obtained from cosmology.
If however $`0\nu \beta \beta `$ decay will not be discovered it will be practically impossible to exclude the scenario (and distinguish it from the hierarchical cases), unless cosmology will be able to measure neutrino masses down to $`m_10.1`$ eV. The key element is the precise determination of $`\theta _{}`$ and its deviation from the maximal mixing.
Let us consider how deviations from the exact bi-maximal case affect the predictions for the rate in double beta decay experiments. The lower bound on the effective mass turns out to be
$$m_{ee}m_1\sqrt{1\mathrm{sin}^22\theta }.$$
(63)
We show this result in fig. 14 as lines of minimal values of $`m_{ee}`$ in the $`m_1\mathrm{sin}^22\theta `$ plane. These lines give the lower bound on values of $`m_1`$ and the upper bound on values of $`\mathrm{sin}^22\theta `$ for which a given value $`m_{ee}`$ can be reproduced. We have shown also the favored regions of the solar MSW large mixing angle solution as well as the “Just-so” vacuum oscillation solution. E.g., a $`\mathrm{\Lambda }`$CHDM model with a total $`\mathrm{\Omega }_m=0.5`$ of both cold and hot dark matter as well as a cosmological constant, and a Hubble constant of $`h=0.6`$ would imply an overall mass scale of about 0.5 eV. Assuming a mixing corresponding to the best fit of solar large mixing MSW or vacuum oscillations, $`\mathrm{sin}^22\theta =0.76`$, this yields $`m=0.20.5`$ eV. Larger mixing allows for smaller values of $`m_{ee}`$. In fig. 14 also shown is the sensitivity of CMB studies with MAP and Planck, which have been estimated to be sensitive to $`m_\nu =0.50.25`$ eV . For not too large mixing already the present $`0\nu \beta \beta `$ decay bound ontained from the Heidelberg-Moscow experiment is close to the sensitivity of these cosmological observations.
## 6 Transition regions
There are two intermediate regions of $`m_1`$:
1) The region with $`m_1\sqrt{\mathrm{\Delta }m_{}^2}`$, where the transition between the hierarchical case and the case with partial degeneracy occurs. Here $`m_1m_2m_3`$.
2). The region with $`m_1\sqrt{\mathrm{\Delta }m_{atm}^2}`$ which corresponds to the transition between partial degeneracy to complete degeneracy: $`m_1m_2m_3`$. Here the two lightest states are strongly degenerate and their contributions are described by eq. (51) in sect. 4. with the only difference that $`m_1`$ now can be larger. For $`m_1^2\mathrm{\Delta }m_{atm}^2`$, $`m_1`$ and therefore $`m_{ee}`$ can reach 0.1 eV.
The contribution from the third state is also modified:
$$m_{ee}^{(3)}=|U_{e3}|^2\sqrt{\mathrm{\Delta }m_{atm}^2}\left[1+\frac{m_1^2}{\mathrm{\Delta }m_{atm}^2}\right]^{1/2}.$$
(64)
Thus now for the same values of the oscillation parameters the contribution $`m_{ee}^{(3)}`$ can be $`[1+m_1^2/\mathrm{\Delta }m_{atm}^2]^{1/2}`$ $`(12)`$ times larger.
In fig.16 we show the dependence of the individual contributions to $`m_{ee}`$ on $`m_1`$. For $`m_{ee}^{(3)}`$ only the upper bound is used; the two other lines represent possible values of $`m_{ee}^{(1)}`$ and $`m_{ee}^{(2)}`$ for certain neutrino mixing parameters. We show also the maximal and the minimal possible values of $`m_{ee}`$.
The position of the first transition region is determined by the specific solution of the solar neutrino problem: According to fig. 16, $`m_1=(215)10^3`$ eV for the LMA solution, $`m_1=(19)10^3`$ eV for the SMA MSW solution and $`m_1=(110)10^5`$ eV for the VO solution.
The position of the second transition region, $`m_1=(320)10^2`$ eV, is similar in all the cases.
The upper bounds on $`m_{ee}`$ as functions of $`m_1`$ have a similar dependence for all the cases. The lower bounds are different and depend on specific values of oscillation parameters.
Thus, for the LMA solutions a lower bound exists in the range of mass hierarchy ($`m_1<10^3`$ eV) if the solar mixing angle is sufficiently large (see fig. 16 b)). In this case the contribution from $`\nu _2`$ dominates and no cancellation is possible even for maximal possible $`m_{ee}^{(3)}`$. In contrast, for a lower $`\mathrm{sin}^22\theta _{}`$ the cancellation can be complete so that no lower bound appears (see fig. 16 a)).
In the first transition region all states contribute with comparable portions to $`m_{ee}`$, thus cancellation is possible and no lower bound exists.
In the second transition region as well as in the completely degenerate case the first and the second state give the dominating contributions to $`m_{ee}`$ and the increase of $`m_3`$ does not influence significantly the total $`m_{ee}`$. The mass $`m_{ee}`$ is determined by $`m_1`$ and $`\theta _{}`$. Moreover, a larger $`\mathrm{sin}^22\theta _{}`$ implies a larger possible range of $`m_{ee}`$ for a given $`m_1`$ (fig. 16 a,b)).
Let us consider the SMA MSW solution (fig. 16 d)). In the mass hierarchy region the third state gives the main contribution and no lower bound exists. A lower bound on $`m_{ee}`$ appears at $`m_1>1.510^3`$ eV and at $`m_1>10^2`$ eV the mass $`m_{ee}`$ is given by $`m_1`$.
In the case of the VO solution (fig. 16 c) the upper bound on $`m_{ee}`$ is given by $`m_{ee}^{(3)}`$ up to $`m_1210^4`$ eV. In the range of partial degeneracy the contribution from the first and the second states become important. No lower bound on $`m_{ee}^{(3)}`$ can be established from the present data in the whole range of $`m_1`$.
## 7 Scheme with inverse mass hierarchy
Let us consider the partially degenerate spectrum with
$$m_3^2m_2^2=\mathrm{\Delta }m_{atm}^2,m_1^2m_2^2,\mathrm{\Delta }m_{23}^2=\mathrm{\Delta }m_{}^2,$$
(65)
so that the mass of the second and third neutrino are determined from the atmospheric neutrino data. The $`\nu _e`$ flavor is concentrated in the heavy states (inverse mass hierarchy). A small admixture of $`\nu _e`$ in the lightest state can exist (fig. 17 ).
The contribution to $`m_{ee}`$ from the first state equals
$$m_{ee}^{(1)}=m_1U_{e1}^2.$$
(66)
The inequality $`m_1^2\mathrm{\Delta }m_{atm}^2`$ implies $`m_1<210^2`$ eV for $`m_1^2/m_2^2<0.1`$. Using then the CHOOZ result which restricts (in schemes with inverse hierarchy) $`U_{e1}^2`$: $`U_{e1}^2<2.510^2`$, we get
$$m_{ee}^{(1)}<510^4\mathrm{eV}.$$
(67)
The sum of the contributions from the two heavy degenerate states can be written as
$$m_{ee}^{(2)}+m_{ee}^{(3)}\sqrt{\mathrm{\Delta }m_{atm}^2}(\mathrm{sin}^2\theta _{}+e^{i\varphi _{23}}\mathrm{cos}^2\theta _{}),$$
(68)
where $`\varphi _{23}\varphi _2\varphi _3`$. For the SMA solution we get from eq. (68)
$$m_{ee}m_{ee}^{(2)}+m_{ee}^{(3)}\sqrt{\mathrm{\Delta }m_{atm}^2}=(48)10^2\mathrm{eV}$$
(69)
and in the bestfit point of the atmospheric neutrino data: $`m_{ee}610^2\mathrm{eV}.`$ This means, that the predicted value of $`m_{ee}^2`$ coincides with $`\mathrm{\Delta }m_{atm}^2`$ (fig. 18). This coincidence provides a unique possibility to identify the scheme (see also, e.g. ).
The relation $`m_{ee}^2=\mathrm{\Delta }m_{atm}^2`$ applies also for the case of the LMA solution as long as $`\varphi _2=0`$ <sup>2</sup><sup>2</sup>2Notice that if the mass degeneracy originates from some flavor blind interactions one may indeed expect that the masses of $`\nu _2`$ and $`\nu _3`$ have the same phase..
For the LMA solution the sum of the contributions from the two heavy states lies in the interval
$$m_{ee}^{(2)}+m_{ee}^{(3)}=(\mathrm{cos}2\theta _{}1)\sqrt{\mathrm{\Delta }m_{atm}^2}.$$
(70)
For $`\mathrm{sin}^22\theta _{}<0.98`$ we get $`m_{ee}>410^3`$ eV which is still much larger than $`m_{ee}^{(1)}`$. The compensation can be complete if the mixing is maximal. The value $`m_{ee}^{(2)}+m_{ee}^{(3)}<210^3`$ eV requires a very small deviation from maximal mixing: $`1\mathrm{sin}^22\theta _{}<210^3`$. Thus, the lower bound on $`m_{ee}`$ can be further strengthened, if the deviation from maximal mixing will be established.
A similar consideration holds for the cases of LOW MSW or vacuum oscillation solutions (see fig. 19).
The contribution of the two heavier eigenstates to the HDM, $`\mathrm{\Omega }_\nu =(2m_1)`$ $`/(91.5\mathrm{eV}h^2)0.01`$, is rather small and below the reach of future projects on measurements of cosmological parameters.
If the $`\nu _e`$ admixture in the lightest state is non-zero, so that the $`\nu _e`$-oscillations driven by $`\mathrm{\Delta }m^2`$ exist, the scheme can be identified by studying matter effects in atmospheric and supernova neutrinos as well as in the long-baseline experiments.
Indeed, in the case of inverse mass hierarchy the $`\nu _e\nu _3^{}`$ level crossing (in matter) occurs in the antineutrino channel, so that in supernovae the antineutrinos $`\overline{\nu }_e`$ will be strongly converted into a combination of $`\overline{\nu }_\mu `$, $`\overline{\nu }_\tau `$ and vice versa. This leads to a hard $`\overline{\nu }_e`$’s spectrum at the Earth detector which coincides with the original $`\overline{\nu }_\mu `$ spectrum .
In atmospheric neutrinos the identification of the type of mass hierarchy will be possible if the sensitivity will be enough to detect oscillation effects in e-like events (electron neutrinos and antineutrinos). It will be also important to measure the sign of the electric charge of the lepton, since the matter effects are different in the neutrino and antineutrino channels and this difference depends on the type of mass hierarchy.
These matter effects can be studied in LBL experiments with neutrinos from neutrino factories where beams of neutrinos and antineutrinos are well controlled.
Let us consider the dependence of the predictions for $`m_{ee}`$ on $`m_1`$. In the schemes with inverse hierarchy there is only one transition region: $`m_1\sqrt{\mathrm{\Delta }m_{atm}^2}`$, that is $`m_1m_2m_3`$ or $`m_1=(18)10^2`$ eV. The sum of the contributions from the second and the third states dominates in the whole range of $`m_1`$. It is determined by the “solar” mixing angle $`\theta _{}`$ and $`m_2m_3`$. The latter changes from $`\sqrt{\mathrm{\Delta }m_{atm}^2}`$ in the hierarchical region to $`m_1`$ in the region of complete degeneracy (see fig. 16 e-h). The mass $`m_{ee}`$ is completely predicted in terms of $`m_2`$ for the SMA solution (fig. 16 h).
No lower bound on $`m_{ee}`$ appears when the (solar) mixing parameter is maximal or close to maximal.
## 8 Four neutrino scenarios
The introduction of new (“sterile”) neutrinos mixed with the usual SU(2) doublet neutrinos opens new possibilities for the construction of the neutrino mass spectrum and for the explanation of the data. It also modifies predictions of $`m_{ee}`$. Here we will consider several scenarios which are motivated both by phenomenology and theory. All scenarios we will discuss contain one or two (degenerate) states in the range relevant for structure formation in the universe and/or for the LSND oscillations.
### 8.1 Scenario with small flavor mixing and mass hierarchy
The scheme (fig. 20) is characterized by a mass hierarchy:
$$m_4=m_{HDM},m_3\sqrt{\mathrm{\Delta }m_{ATM}^2},m_2\sqrt{\mathrm{\Delta }m_{}^2},m_1m_2.$$
(71)
The states $`\nu _\mu `$ and $`\nu _s`$ are strongly mixed in the second and fourth mass eigenstates, so that $`\nu _\mu \nu _s`$ oscillations solve the atmospheric neutrino problem. All other mixings are small. In particular, the solar neutrino problem is solved by small mixing MSW conversion $`\nu _e\nu _\mu ,\nu _s`$.
The main motivation for this scheme is to avoid the introduction of large mixing between flavor states and to keep in this way as much as possible correspondence with the quark sector.
A clear signature of the scheme is the $`\nu _\mu \nu _s`$ oscillation solution of the atmospheric neutrino problem. The solution can be tested by (i) studies of the neutral current interactions in atmospheric neutrinos, in particular, $`\nu N\nu N\pi ^0`$ (with $`N=n,p`$), which gives the main contribution to the sample of the so called $`\pi ^0`$ events (the rate should be lower in the $`\nu _\mu \nu _s`$ case); (ii) studies of the zenith angle distribution of the upward going muons (stopping and through-going); (iii) detection of the $`\tau `$ leptons produced by converted $`\nu _\tau `$.
Recent Super-Kamiokande data do not show a deficit of $`\pi ^0`$ events, and moreover the $`\nu _\mu \nu _\tau `$ oscillations give a better fit (of about $`23\sigma `$) of the zenith angle distribution thus favoring the $`\nu _\mu \nu _\tau `$ interpretation. However, more data are needed to draw a definite conclusion (see ).
The novel element of this scheme (compared with the 3$`\nu `$ \- schemes discussed in the previous sections) is the existence of a heavy state in the HDM range. Its contribution to $`m_{ee}`$ equals:
$$m_{ee}^{(4)}=U_{e4}^2m_4.$$
(72)
The relevant parameters, $`U_{e4}`$ and $`m_4`$, can be determined from studies of the short range $`\nu _e\nu _e`$ oscillations (disappearance) driven by the largest mass splitting $`m_4\sqrt{\mathrm{\Delta }m^2}m_{HDM}`$. For this channel the effective mixing angle equals
$$\mathrm{sin}^22\theta _{ee}=4|U_{e4}|^2(1|U_{e4}|^2)4|U_{e4}|^2,$$
(73)
so that
$$m_{ee}^{(4)}\frac{1}{4}\sqrt{\mathrm{\Delta }m^2}\mathrm{sin}^22\theta _{ee}.$$
(74)
The corresponding iso-mass lines in the $`\mathrm{\Delta }m^2\mathrm{sin}^22\theta `$ plot together with various oscillation bounds are shown in fig. 21.
In the cosmologically interesting range, $`\sqrt{\mathrm{\Delta }m^2}m_{HDM}(0.55)`$ eV, the mixing is constrained by the BUGEY experiment: $`\mathrm{sin}^22\theta _{ee}=(24)10^2`$. Therefore we get the upper bound
$$m_{ee}^{(4)}(25)10^2\mathrm{eV}.$$
(75)
There is no strict relation between $`m_{ee}`$ and the parameters of the $`\nu _e\nu _\mu `$ oscillations since both relevant mixing elements $`U_{e3}`$ and $`U_{\mu 3}`$ are small. Indeed, now the effective depth of oscillations is determined by $`\mathrm{sin}^22\theta _{e\mu }=4|U_{e3}|^2|U_{\mu 3}|^2`$, so that
$$m_{ee}^{(4)}=\frac{\mathrm{sin}^22\theta _{e\mu }m_{HDM}}{4|U_{\mu 4}|^2}.$$
(76)
It is impossible to infer useful information from this unless the $`U_{\mu 4}`$ will be determined from other experiments. Taking the bound $`|U_{\mu 4}|^2<0.25`$ from the $`3\nu `$ \- analysis of the atmospheric neutrino data, we get from eq. (76) the lower bound
$$m_{ee}^{(4)}>\mathrm{sin}^22\theta _{e\mu }m_{HDM}.$$
(77)
To get an estimation we assume $`\mathrm{sin}^22\theta _{e\mu }10^3`$ which corresponds to upper bounds on the elements $`U_{e4}`$ and $`U_{\mu 4}`$ from the BUGEY experiment and searches for $`\nu _\mu \nu _\tau `$ oscillations. (Notice that LSND result can not be completely explained in this scheme.) This leads to
$$m_{ee}^{(4)}\stackrel{>}{_{}}10^3\mathrm{eV}.$$
(78)
The contributions from the three light states are similar to the contributions in the $`3\nu `$ single maximal mixing scheme with mass hierarchy (sect. 3.1). In particular, the largest contribution may come from the third mass eigenstate: $`m_{ee}^{(3)}=\sqrt{\mathrm{\Delta }m_{atm}^2}U_{e3}^2<210^3`$ eV (see eq. (32)). The contributions from the two lightest states can be estimated as $`m_{ee}^{(2)}=(510^710^5)`$ eV and $`m_{ee}^{(1)}<210^3`$ eV.
Thus, the $`0\nu \beta \beta `$-mass (see fig. 22) can be dominated by the contribution of the heaviest state which can reach $`m_{ee}m_{ee}^{(4)}510^2`$ eV.
The contribution depends strongly on the mixing angle $`\mathrm{sin}^22\theta _{e\tau }`$. Short baseline experiments (such as the rejected short baseline neutrino oscillation proposal TOSCA) could in principle test the region of large masses $`m_{HDM}10`$ eV down to $`\mathrm{sin}^22\theta _{e\tau }=10^3`$, which correspond to an improvement of the upper bound on $`m_{ee}`$ by 1 - 2 orders of magnitude. Due to possible cancellations between the contributions no lower bound on $`m_{ee}`$ can be obtained from the present data.
Notice that the MINIBOONE experiment will probe the mixing angle $`\mathrm{sin}^22\theta _{e\mu }`$ down to $`410^4`$ eV and thus will check the LSND result. A confirmation of the LSND result will exclude this scheme.
### 8.2 Scenario with two heavy degenerate neutrinos
The main motivation for this scenario (see fig. 23) is to explain the LSND result along with oscillation solutions of the solar and atmospheric neutrino problems . The masses are determined as
$$m_3m_4\sqrt{\mathrm{\Delta }m_{LSND}^2},m_2\sqrt{\mathrm{\Delta }m_{}^2},m_1m_2.$$
(79)
The neutrinos $`\nu _\mu `$ and $`\nu _\tau `$ are strongly mixed in the two heavy mass eigenstates $`\nu _3`$ and $`\nu _4`$, so that $`\nu _\mu \nu _\tau `$ oscillations solve the atmospheric neutrino problem. The two other neutrinos, $`\nu _e`$ and $`\nu _s`$, are weakly mixed in the two lightest mass states and the resonance $`\nu _e\nu _s`$ conversion solves the solar neutrino problem.
The two heavy neutrinos with masses $`m_3m_4`$ can be relevant for cosmology, their contribution to a hot dark matter component equals:
$$m_{HDM}=2m_3=2\sqrt{\mathrm{\Delta }m_{LSND}^2}.$$
(80)
In this scheme the new element is the existence of two heavy degenerate states. Let us consider in details their contribution to $`m_{ee}`$ (the effect of the two lightest states is small). Using relations (79) we can write this contribution as
$$m_{ee}^{(3)}+m_{ee}^{(4)}(|U_{e3}|^2+|U_{e4}|^2e^{i\varphi _{34}})\sqrt{\mathrm{\Delta }m_{LSND}^2}$$
(81)
and $`\varphi _{34}\varphi _4\varphi _3`$ is the relative phase of the $`\nu _3`$ and $`\nu _4`$ masses. Let us express the masses in eq. (81) in terms of oscillation parameters. In short base-line experiments the only oscillation phases which enter are the ones between heavy states and light states. One can neglect the oscillation phase between the two light states which is determined by $`\mathrm{\Delta }m_{}^2`$ and the phase between the two heavy states which is determined by $`\mathrm{\Delta }m_{atm}^2`$. In this case the oscillations are reduced to two neutrino oscillations with a phase determined by $`\mathrm{\Delta }m_{LSND}^2`$ and the width for the $`\nu _e\nu _\mu `$ channel:
$$\mathrm{sin}^22\theta _{e\mu }=4|U_{e3}^{}U_{\mu 3}+U_{e4}^{}U_{\mu 4}|^2.$$
(82)
Let us consider two extreme situations: suppose an admixture of the $`\nu _e`$ flavor in one of the heavy states is much larger than in the other one, e.g. $`|U_{e3}||U_{e4}|`$, then $`\mathrm{sin}^22\theta _{e\mu }=|U_{e3}|^2|U_{\mu 3}|^2`$, and therefore $`|U_{e3}|^2=\mathrm{sin}^22\theta _{e\mu }/|U_{\mu 3}|^2`$. In this case we get from eq. (81) $`m_{ee}^{(3)}+m_{ee}^{(4)}|U_{e3}|^2m_3`$, and consequently,
$$m_{ee}^{(3)}+m_{ee}^{(4)}\frac{\mathrm{sin}^22\theta _{e\mu }}{|U_{\mu 3}|^2}\sqrt{\mathrm{\Delta }m_{LSND}^2}.$$
(83)
Since $`|U_{\mu 3}|^20.5`$ is determined by atmospheric neutrino oscillations, taking $`\mathrm{sin}^22\theta _{e\mu }=210^3`$ and $`\sqrt{\mathrm{\Delta }m_{LSND}^2}=1`$ eV we find $`m_{ee}^{(3)}+m_{ee}^{(4)}10^3`$ eV.
Let us now take $`U_{e3}^{}U_{\mu 3}U_{e4}^{}U_{\mu 4}`$, then $`\mathrm{sin}^22\theta _{e\mu }=16|U_{e3}^{}U_{\mu 3}|`$ and $`m_{ee}^{(3)}+m_{ee}^{(4)}\mathrm{sin}^22\theta _{e\mu }\sqrt{\mathrm{\Delta }m_{LSND}^2}/2`$, provided that the two contributions are in phase. This result is two times smaller than the result in the previous case.
For the $`\nu _e\nu _e`$ channel we find the depth of oscillations
$$\mathrm{sin}^22\theta _{ee}=4U_+(1U_+)4U_+,$$
(84)
where $`U_+|U_{e3}|^2+|U_{e4}|^2`$. At the same time $`m_{ee}U_+\sqrt{\mathrm{\Delta }m_{LSND}^2}/2`$, so that
$$m_{ee}^{(3)}+m_{ee}^{(4)}\frac{1}{4}\mathrm{sin}^22\theta _{ee}\sqrt{\mathrm{\Delta }m_{LSND}^2}.$$
(85)
Using the BUGEY bound on $`\mathrm{sin}^22\theta _{ee}`$ we get $`m_{ee}^{(3)}+m_{ee}^{(4)}\stackrel{<}{_{}}10^2`$ eV.
Since cancellations may show up, no lower bound can be obtained.
The same combination of neutrino mixing matrix elements (84) determines the $`\nu _e`$ mode of oscillations in atmospheric neutrinos. It will lead to an overall suppression of the number of the $`e`$-like events.
The contributions from the light states are similar to those in the $`3\nu `$ case (see sect. 3.1): $`m_{ee}^{(2)}=(510^710^5)`$ eV and $`m_{ee}^{(1)}210^3`$ eV.
Summing up all the contributions we get that the $`0\nu \beta \beta `$-mass can be at most $`(few)\times 10^2`$ eV being dominated by the contribution of the heavy states at the upper bound (fig. 24). A coincidence of a $`0\nu \beta \beta `$ decay signal in this range with a confirmation of the LSND oscillations by MINIBOONE can be considered as a hint for this scheme. At the same time, since cancellation between different contributions can show up, no lower bound on $`m_{ee}`$ exists. Thus, a non-observation of $`0\nu \beta \beta `$ decay of the order of magnitude $`(few)10^2`$ eV does not rule out the scheme.
A similar situation appears in the “Grand Unification” scenario which is characterized by strong mixing of $`\nu _\mu `$ and $`\nu _s`$ in the two heavy states and mixing of $`\nu _e`$ and $`\nu _\tau `$ in the two light states (fig. 25). Here the atmospheric neutrino problem is solved by $`\nu _\mu \nu _s`$ oscillations whereas the solar neutrino data are explained by $`\nu _e\nu _\tau `$ conversion.
### 8.3 Scenario with inverse mass hierarchy
The mass hierarchy in the two schemes with two pairs of states with small splitting can be inverse. In the first case, $`\nu _e`$ and $`\nu _s`$ flavors are concentrated in the two heavy states $`\nu _3`$ and $`\nu _4`$, whereas $`\nu _\mu `$ and $`\nu _\tau `$ are in the two light states. The dominating contribution comes from the third state which almost coincides with $`\nu _e`$:
$$m_{ee}m_{ee}^{(3)}\sqrt{\mathrm{\Delta }m_{LSND}^2}0.41\mathrm{e}\mathrm{V}.$$
(86)
Thus in the context of this scheme the double beta decay searches check immediately the LSND result, and in fact, already existing data disfavor the scheme.
Another possibility of the inverse hierarchy is that the $`\nu _e`$ and $`\nu _\tau `$ flavors are concentrated in the heavy states, whereas $`\nu _\mu `$ and $`\nu _s`$ are in the pair of light mass states whose splitting leads to the atmospheric neutrino oscillations. The situation is similar to that for the $`3\nu `$ scheme with inverse hierarchy (see sect. 7) with the only difference that $`\mathrm{\Delta }m_{atm}^2`$ should be substituted by $`\mathrm{\Delta }m_{LSND}^2`$:
$$m_{ee}^{(3)}+m_{ee}^{(4)}\sqrt{\mathrm{\Delta }m_{LSND}^2}(\mathrm{sin}^2\theta _{}+e^{i\varphi _{23}}\mathrm{cos}^2\theta _{}).$$
(87)
The third and the fourth mass eigenstates give the dominating contributions. Thus the expected interval for the total effective mass is
$$m_{ee}\sqrt{\mathrm{\Delta }m_{LSND}^2}(\mathrm{cos}2\theta _{}1).$$
(88)
This interval can be probed already by existing experiments, although for large mixing angle solutions of the solar neutrino problem (LMA, LOW, VO) strong cancellation can occur.
## 9 Discussion and Conclusions
We have performed a general analysis of the dependence of the effective Majorana mass on the oscillation and non-oscillation parameters. Systematic studies of contributions from the individual mass eigenstates have been performed. We also have considered future developments in view of forthcoming oscillation results. A systematic study of predictions from various schemes allows us to compare these predictions and to conclude on implications of future double beta decay searches.
In fig. 26 we summarize the predictions for $`m_{ee}`$ in various schemes considered in this paper. We also show the present upper bound of $`0\nu \beta \beta `$ decay experiments and regions of sensitivity which can be reached in future double beta decay experiments. Future double beta decay projects such as GENIUS , CUORE , MOON will lead to a significant improvement of the sensitivity. The most ambitious and at the same time most realistic project, GENIUS, will test $`m_{ee}`$ down to $`210^2`$ eV in the one ton version with one year of measurement time and down to $`210^3`$ eV in the 10 ton version with 10 years of measurement time.
According to figure 26 there are two key scales of $`m_{ee}`$, which will allow one to discriminate among various schemes: $`m_{ee}0.1`$ eV and $`m_{ee}=0.005`$ eV.
1). If future searches will show that $`m_{ee}>0.1`$ eV, then the schemes which will survive are those with neutrino mass degeneracy or $`4\nu `$ schemes with inverse mass hierarchy. All other schemes will be excluded.
2). For masses in the interval $`m_{ee}=0.0050.1`$ eV, possible schemes include: $`3\nu `$ schemes with partial degeneracy, triple maximal scheme, $`3\nu `$ schemes with inverse mass hierarchy and $`4\nu `$ scheme with one heavy (O (1 eV)) neutrino.
3). If $`m_{ee}<0.005`$ eV, the schemes which survive are $`3\nu `$ schemes with mass hierarchy, schemes with partial degeneracy, and the $`4\nu `$ schemes with normal hierarchy. The schemes with degenerate spectrum and inverse mass hierarchy will be excluded, unless large mixing allows for strong cancellations. For $`m_{ee}<0.001`$ eV this applies also for schemes with a partial degenerate spectrum, again unless large mixing occurs.
Future oscillation experiments will significantly reduce the uncertainty in predictions for $`m_{ee}`$ and therefore modify implications of $`0\nu \beta \beta `$ decay searches. Before a new generation of $`0\nu \beta \beta `$ decay experiments will start to operate we can expect that
* The solution of the solar neutrino problem will be identified. Moreover, $`\mathrm{\Delta }m_{}^2`$ and $`\mathrm{sin}^22\theta _{}`$ will be determined with better accuracy. In particular, in the case of the solutions with large mixing (LMA, LOW, VO) the deviation of $`1\mathrm{sin}^22\theta _{}`$ from zero can be established.
* The dominant channel of the atmospheric neutrino oscillation ($`\nu _\mu \nu _\tau `$ or $`\nu _\mu \nu _s`$) will be identified. The mass $`\mathrm{\Delta }m_{atm}^2`$ will be measured with better precision.
* A stronger bound on the element $`U_{e3}`$ will be obtained or it will be measured if oscillations of electron neutrinos to tau neutrinos driven by $`\mathrm{\Delta }m_{atm}^2`$ will be discovered in the atmospheric neutrino or LBL experiments.
* The LSND result will be checked by MINIBOONE.
In the following we summarize possible consequences of these oscillation results. The conclusions obtained are not always stringent enough to exclude or prove any of the solutions in the whole parameter space. In these cases we use phrases like “favor” or disfavor” to describe the situation.
1). Let us first comment on how the identification of the solution of the solar neutrino problem will modify implications of the $`0\nu \beta \beta `$ decay searches.
* If the SMA solution of the solar neutrino problem turns out to be realized in nature, a value of $`m_{ee}>0.2`$ eV will imply a completely degenerate neutrino mass spectrum or schemes with inverse mass hierarchy. The measured value of $`m_{ee}`$ will coincide with $`m_1`$ and will fix the absolute mass scale in the neutrino sector. A confirmation of this conclusion can be obtained from the CMB experiments MAP and Planck, if the degenerate neutrino mass is larger than $`0.1`$ eV.
For lower values, $`m_{ee}=210^310^2`$ eV, a scheme with partially degenerate spectrum will be favored. Again, we have $`m_{ee}=m_1`$ and the mass scale can be fixed.
For even lower mass values: $`m_{ee}<210^3`$ eV, or, after MINOS improved the bound on $`m_{ee}^{(3)}`$, $`m_{ee}\stackrel{<}{_{}}410^4`$ eV, with the contribution $`m_{ee}^{(3)}`$ a new parameters enters, which for larger $`m_{ee}`$ could be neglected. Thus it will be impossible to quantify the contribution of each single state to $`m_{ee}`$, unless $`m_{ee}^{(3)}`$ will be fixed in atmospheric or LBL oscillations.
* If the LMA solution of the solar neutrino deficit turns out to be realized in nature, a value $`m_{ee}>210^2`$ eV will testify for a scenario with degenerate mass spectrum. A confirmation of this result will be obtained from the CMB experiments MAP and Planck, if the degenerate neutrino mass is larger than $`0.1`$ eV. Using the mixing angle determined in solar neutrino experiments the range for the absolute mass scale can be determined from $`m_{ee}`$ according to fig. 14. A value of $`m_{ee}<210^2`$ eV will favor schemes with partial degeneracy or hierarchical spectrum. As soon as $`m_{ee}<210^3`$ eV $`m_{ee}^{(3)}`$ becomes important and enters as a new parameter and it will be difficult to reconstruct the type of hierarchy.
* If the LOW or VO solution is the solution of the solar neutrino problem, the situation is similar to the MSW LMA case. The only difference is, that an observed $`0\nu \beta \beta `$-mass $`m_{ee}>210^3`$ eV will imply a partially or completely degenerate scheme. Below this value the type of hierarchy can not be identified until bounds on $`m_{ee}^{(3)}`$ will be improved.
For schemes with inverse mass hierarchy the situation can be more definite:
* If the MSW SMA solution turns out to be true, a value of $`m_{ee}=\sqrt{\mathrm{\Delta }m_{atm}^2}=(58)10^2`$ eV is expected. This value coincides with $`m_1m_2`$ and therefore will give the absolute mass scale. For larger masses: $`m_{ee}>810^2`$ eV the transition to a completely degenerate spectrum occurs.
* If the MSW LMA, MSW LOW or vacuum oscillation solution is realized, a value of $`m_{ee}=(0.028)10^2`$ eV will testify for inverse mass hierarchy. The interval of expected values of $`m_{ee}`$ can be narrower once the deviation of $`1\mathrm{sin}^22\theta `$ from zero will be measured in solar neutrino experiments.
For larger values of masses: $`m_{ee}>810^2`$ eV the scheme approaches the degenerate case.
2). The discovery of a sterile neutrino will have significant impact on the implications of the double beta decay searches.
The existence of a sterile neutrino can be established by a confirmation of the LSND result in MINIBOONE, or by a proof of the $`\nu _e\nu _s`$ oscillations solution of the solar neutrino problem by SNO, or by studies of the atmospheric neutrinos.
For 4 $`\nu `$ scenarios the interpretation of the $`0\nu \beta \beta `$ decay results is rather ambiguous. A value of $`m_{ee}>(few)\times 10^2`$ eV will favor the intermediate mass scale scenario, while a value of $`m_{ee}<10^3`$ eV will favor a scenario with two degenerate pairs of neutrinos and normal mass hierarchy. A value of $`m_{ee}>10^1`$ eV will clearly disfavor a strongly hierarchical scheme with normal mass hierarchy and favor the cases of inverse hierarchy or degeneracy. In all cases it will be difficult to disentangle the single contributions and to identify a specific spectrum. Important input in this case may come from the CMB experiments MAP and Planck by fixing the mass of the heaviest state.
3). $`U_{e3}`$: further searches for $`\nu _e`$ oscillations in atmospheric neutrinos, LBL and reactor experiments will allow one to measure or further restrict this mixing element. This, in turn, will be important for sharpening the predictions for $`m_{ee}`$ especially in the schemes with strong mass hierarchy.
4). Matter effects and hierarchy: Studies of matter effects on neutrino oscillations will allow to establish the type of mass hierarchy, which in turn is of great importance for predictions of $`m_{ee}`$.
We can conclude from this summary, that in 3$`\nu `$ scenarios any measurement of $`m_{ee}>210^3`$ eV in $`0\nu \beta \beta `$ decay (corresponding to the final sensitivity of the 10 ton version of GENIUS) will provide informations about the character of hierarchy of the neutrino mass spectrum and in some cases also to fix the absolute mass scale of neutrinos. For values of $`m_{ee}<210^3`$ eV no reconstruction of the spectrum is possible until the contribution $`m_{ee}^{(3)}`$ will be fixed or bounded more stringent in atmospheric or LBL neutrino oscillations. For four-neutrino scenarios it will be not that easy to fix the mass scale of the neutrino sector. Crucial informations can be obtained from tests of the LSND signal and cosmology.
As has been mentioned before, a non-zero $`0\nu \beta \beta `$ decay rate always implies a non-vanishing neutrino Majorana mass . Let us comment finally on possible ambiguities in the interpretation of a positive signal in neutrinoless double beta decay in terms of $`m_{ee}`$, in view of the existence of different alternative mechanisms, which could induce neutrinoless double beta decay, such as R-parity violating SUSY, right-handed currents, or leptoquarks. While no absolute unique method to identify the mechanism being responsible for neutrinoless double beta decay exists, the following remarks can be done:
1). Many of the possible alternative contributions require new particles, e.g. SUSY partners, leptoquarks, right-handed W bosons or neutrinos having masses in or below the TeV range, which to date not have been observed. Thus one expects to observe effects of new particles at future high energy colliders as the LHC or the NLC, giving independent informations on possible contributions to $`0\nu \beta \beta `$ decay (keeping in mind an uncertainty in nuclear matrix elements of about a factor of $`𝒪(2)`$). Notice that the same new interactions mentioned here may induce effects in neutrino ocillations and imply ambiguities in the interpretation of the data also there (see e.g. ).
2). Using different source isotopes in different experiments and figuring out the values of $`0\nu \beta \beta `$ decay nuclear matrix elements for different contributions may help to identify the dominant one. Also a future experiment being sensitive to angular correlations of outgoing electrons could be useful in the discrimination of different contributions. Observing a positive signal in $`0\nu \beta \beta `$ decay should encourage new experimental efforts to confirm the results.
3). Last but not least and as discussed in this paper, a non-zero $`0\nu \beta \beta `$ decay signal can be related to some experimental results (both positive and negative) in neutrino oscillations and cosmology. A coincident and non-contradictory identification of a single neutrino mass scheme from the complementary results in such different experiments thus should be respected as a strong hint for this scheme.
In conclusion, after Super-Kamiokande has established large mixing in atmospheric neutrinos, the simplest neutrino spectrum with strong mass hierarchy and small flavor mixing (which typically predicts an undetectable $`m_{ee}`$) is excluded. Now the neutrino mass spectrum can exhibit any surprise: it can have a normal or inverse mass hierarchy, be partially or completely degenerate. More than three mass eigenstates can be involved in the mixing. In view of this more complicated situation a detection of a positive signal in future double beta decay searches seems to be rather plausible. We have shown that for a given oscillation pattern any value of $`m_{ee}`$ is possible, which is still not excluded by the experimental bounds on the neutrinoless double beta decay half life limit. (A lower bound on $`m_{ee}`$ appears in the case of inverse mass hierarchy.) This means that even after all oscillations parameters will be measured no unique prediction of $`m_{ee}`$ can be derived. On the other hand this means that double beta decay searches provides informations being independent on informations obtained from oscillation experiments. Combining the results of double beta decay and oscillation searches offers a unique possibility to shed some light on the absolute scale of the neutrino mass, the type of hierarchy and the level of degeneracy of the spectrum. If we want eventually to reconstruct the neutrino mass and flavor spectrum, further searches for neutrinoless double beta decay with increased sensitivity seem to be unavoidable.
Note added: When this paper has been prepared for submission the papers of ref. appeared which discuss similar topics. |
warning/0003/gr-qc0003007.html | ar5iv | text | # A CLASSIFICATION OF SPHERICALLY SYMMETRIC SELF-SIMILAR DUST MODELS
## 1 Introduction
Spherically symmetric self-similar solutions to Einstein’s equations have the feature that every dimensionless variable is a function of some dimensionless combination of the cosmic time coordinate $`t`$ and the comoving radial coordinate $`r`$. In the simplest situation, a similarity solution is invariant under the transformation $`rat,tat`$ for any constant $`a`$, so the similarity variable is $`z=r/t`$. Geometrically this corresponds to the existence of a homothetic Killing vector. Such solutions have been the focus of much attention in General Relativity because the field equations simplify to ordinary differential equations (Cahill & Taub 1971).
Even greater simplification is afforded if one focusses on the situation in which the source of the gravitational field is pressureless dust since, in this case, the solutions can often be expressed analytically and are just a special subclass of the more general spherically symmetric Tolman-Bondi solutions (Tolman 1934, Bondi 1947, Bonnor 1956). A number of people have studied such solutions: for example, Gurovich (1967), Carr & Hawking (1974), Dyer (1979), Wu (1981), Maharaj (1988), Carr & Yahil (1990), Ori & Piran (1990), Henriksen & Patel (1991) and Sintes (1996). These papers are described in some detail by Krasinski (1997). As examples of applications of particular physical intererst, self-similar dust solutions have also been used in studying naked singularities by Eardley & Smarr (1984), Christodoulou (1984), Lake (1992), Joshi & Dwivedi (1993), Joshi & Singh (1995), Dwivedi & Joshi (1997) and in modelling cosmic voids by Tomita (1995, 1997a, 1997b) and Carr & Whinnett (1999).
In this paper we will present a classification of spherically symmetric homothetic dust models which is “complete” subject to certain specified restrictions. This serves as a first step in the more general analysis, presented in an accompanying paper (Carr & Coley 1999a), of spherically symmetric self-similar perfect fluid models with equation of state $`p=\alpha \mu `$. Despite the simplifications entailed in dropping pressure, we will find that many of the features of the dust ($`\alpha =0`$) solutions carry over to the $`\alpha 0`$ case, at least in the supersonic regime. In particular, many (though not all) of the types of solutions with pressure have direct analogues in the dust case. Our aim is therefore to use the exact analytic dust solutions to derive qualitative features of self-similar solutions which will also turn out to pertain when there is pressure but which can then only be demonstrated numerically. It should, of course, be stressed that the introduction of pressure is also associated with many new features - especially in the subsonic regime - which cannot be understood in this way.
The plan of the paper is as follows: In Section 2 we will show how the dust equations can be regarded as a special case of the equations with pressure providing one adopts a specific prescription in taking the limit $`\alpha 0`$. In Section 3 we discuss the general family of self-similar solutions, showing that they can be conveniently categorized as asymptotically Friedmann and what we term asymptotically quasi-static. In each case, we will focus on the important physical features of the solutions, such as the presence of apparent horizons, event horizons and singularities. We will also clarify the connection between models with positive and negative $`z`$. We will specify the sense in which our classification is “complete” in Section 4.
## 2 Spherically Symmetric Similarity Solutions
In the spherically symmetric situation one can introduce a time coordinate $`t`$ such that surfaces of constant $`t`$ are orthogonal to fluid flow lines and comoving coordinates ($`r,\theta ,\varphi `$) which are constant along each flow line. The metric can then be written in the form
$$ds^2=e^{2\nu }dt^2e^{2\lambda }dr^2R^2d\mathrm{\Omega }^2,d\mathrm{\Omega }^2d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2$$
(2.1)
where $`\nu `$, $`\lambda `$ and $`R`$ are functions of $`r`$ and $`t`$. The Einstein equations have a first integral
$$m(r)=\frac{1}{2}R\left[1+e^{2\nu }\left(\frac{R}{t}\right)^2e^{2\lambda }\left(\frac{R}{r}\right)^2\right].$$
(2.2)
This can be interpreted as the mass within comoving radius $`r`$ at time $`t`$:
$$m(r)=4\pi _0^r\mu R^2\frac{R}{r^{}}𝑑r^{}.$$
(2.3)
where $`\mu (r,t)`$ is the energy density and we choose units in which $`c=G=1`$. This is constant if $`p=0`$. Eqn (2.2) can be written as an equation for the energy per unit mass of the shell with comoving coordinate $`r`$:
$$E\frac{1}{2}(\mathrm{\Gamma }^21)=\frac{1}{2}U^2\frac{m}{R},Ue^\nu \left(\frac{R}{t}\right),\mathrm{\Gamma }e^\lambda \left(\frac{R}{r}\right).$$
(2.4)
This can be interpreted as the sum of the kinetic and potential energies per unit mass. $`E`$ and $`\mathrm{\Gamma }`$ are conserved along fluid flow lines in the $`p=0`$ case.
By a spherically symmetric similarity solution we shall mean one in which the spacetime admits a homothetic Killing vector $`𝝃`$ that satisfies
$$\xi _{\mu ;\nu }+\xi _{\nu ;\mu }=2g_{\mu \nu }.$$
(2.5)
This means that the solution is unchanged by a transformation of the form $`tat`$, $`rar`$ for any constant $`a`$. Solutions of this sort were first investigated by Cahill & Taub (1971), who showed that by a suitable coordinate transformation they can be put into a form in which all dimensionless quantities such as $`\nu `$, $`\lambda `$, $`E`$ and
$$S\frac{R}{r},M\frac{m}{R},PpR^2,W\mu R^2$$
(2.6)
are functions only of the dimensionless variable $`zr/t`$. This means that the field equations reduce to a set of ordinary differential equations in $`z`$. Another important quantity is the function
$$V(z)=e^{\lambda \nu }z,$$
(2.7)
which represents the velocity of the surfaces of constant $`z`$ relative to the fluid. These surfaces have the equation $`r=zt`$ and therefore represent a family of spheres moving through the fluid. The spheres contract relative to the fluid for $`z<0`$ and expand for $`z>0`$. This is to be distinguished from the velocity of the spheres of constant $`R`$ relative to the fluid:
$$V_R=\frac{U}{\mathrm{\Gamma }}=e^{\lambda \nu }\left(\frac{R/t}{R/r}\right).$$
(2.8)
This is positive if the fluid is collapsing and negative if it is expanding. Special significance is attached to values of $`z`$ for which $`|V|=1`$ and $`|V_R|=1`$. The first corresponds to a Cauchy horizon (either a black hole event horizon or a cosmological particle horizon) and the second to a black hole or cosmological apparent horizon. One can show that the existence of an apparent horizon is also equivalent to the condition $`M=1/2`$.
Although our main focus in this paper is (pressureless) dust solutions, it is elucidating to start by considering the equations for a fluid with pressure. The only barotropic equation of state compatible with the similarity ansatz is one of the form $`p=\alpha \mu `$ ($`1\alpha 1`$). If one introduces a dimensionless function $`x(z)`$ defined by
$$x(z)(4\pi \mu r^2)^{\alpha /(1+\alpha )},$$
(2.9)
then the conservation equations $`T_{;\nu }^{\mu \nu }=0`$ can be integrated to give
$$e^\nu =\beta xz^{2\alpha /(1+\alpha )}$$
(2.10)
$$e^\lambda =\gamma x^{1/\alpha }S^2$$
(2.11)
where $`\beta `$ and $`\gamma `$ are integration constants. The remaining field equations reduce to a set of ordinary differential equations in $`x`$ and $`S`$:
$$\ddot{S}+\dot{S}+\left(\frac{2}{1+\alpha }\frac{\dot{S}}{S}\frac{1}{\alpha }\frac{\dot{x}}{x}\right)[S+(1+\alpha )\dot{S}]=0,$$
(2.12)
$$\left(\frac{2\alpha \gamma ^2}{1+\alpha }\right)S^4+\frac{2}{\beta ^2}\frac{\dot{S}}{S}x^{(22\alpha )/\alpha }z^{(22\alpha )/(1+\alpha )}\gamma ^2S^4\frac{\dot{x}}{x}\left(\frac{V^2}{\alpha }1\right)=(1+\alpha )x^{(1\alpha )/\alpha },$$
(2.13)
$$M=S^2x^{(1+\alpha )/\alpha }\left[1+(1+\alpha )\frac{\dot{S}}{S}\right],$$
(2.14)
$$M=\frac{1}{2}+\frac{1}{2\beta ^2}x^2z^{2(1\alpha )/(1+\alpha )}\dot{S}^2\frac{1}{2}\gamma ^2x^{(2/\alpha )}S^6\left(1+\frac{\dot{S}}{S}\right)^2,$$
(2.15)
where the velocity function is given by
$$V=(\beta \gamma )^1x^{(1\alpha )/\alpha }S^2z^{(1\alpha )/(1+\alpha )}$$
(2.16)
and an overdot denotes $`zd/dz`$. The other velocity function is
$$V_R=\frac{V\dot{S}}{S+\dot{S}}$$
(2.17)
and, from eqns (2.4) and (2.15), the energy function is
$$E=\frac{1}{2}\gamma ^2x^{(2/\alpha )}S^6\left(1+\frac{\dot{S}}{S}\right)^2\frac{1}{2},$$
(2.18)
which necessarily exceeds $`1/2`$.
As discussed by Carr & Yahil (1990), we can best envisage how these equations generate solutions by working in the $`3`$-dimensional $`(x,S,\dot{S})`$ space. At any point in this space, for a fixed value of $`\alpha `$, eqns (2.14) and (2.15) give the value of z; eqn (2.13) then gives the value of $`\dot{x}`$ unless $`|V|=\sqrt{\alpha }`$ and eqn (2.12) gives the value of $`\ddot{S}`$. Thus the equations generate a vector field $`(\dot{x},\dot{S},\ddot{S})`$ and this specifies an integral curve at each point of the 3-dimensional space. Each curve is parametrized by $`z`$ and represents one particular similarity solution. This shows that, for a given equation of state parameter $`\alpha `$, there is a $`2`$-parameter family of spherically symmetric similarity solutions. In general there would be a sonic point, with possible associated discontinuities, at $`|V|=\sqrt{\alpha }`$. This corresponds to crossing a 2-dimensional surface in the solution space but we need not discuss this complication here.
We now focus on the dust solutions. Although eqns (2.10) to (2.16) break down when $`\alpha =0`$, in that some of the terms appearing there disappear or diverge, we will show that they are still formally applicable providing the function $`x`$ defined by eqn (2.9) is set to $`1`$ whenever it does not appear with the exponent $`1/\alpha `$. Otherwise one must make the substitution
$$x^{1/\alpha }(4\pi \mu r^2)^1,\frac{1}{\alpha }\frac{\dot{x}}{x}\frac{dln(\mu r^2)}{dlnz},$$
(2.19)
as suggested by eqn (2.9). In fact, the relevant equations are most simply obtained by noting that both the energy and mass within comoving radius $`r`$ are conserved, so that $`E`$ and $`m/r=MS`$ are constant. If we put $`m/r=\kappa `$, then eqn (2.3) implies
$$4\pi \mu R^2\frac{R}{r}=\frac{dm}{dr}=\kappa $$
(2.20)
and this can be combined with eqns (2.9) and (2.11) to give
$$e^\lambda =\gamma ^1(4\pi \mu r^2S^2)^1=\kappa ^1\gamma ^1\frac{R}{r}.$$
(2.21)
On the other hand, eqn (2.4) implies $`e^\lambda =\mathrm{\Gamma }^1(R/r)`$ where $`\mathrm{\Gamma }=\pm \sqrt{1+2E}`$ and so the constant $`\kappa `$ is just $`\mathrm{\Gamma }/\gamma `$. The mass function is therefore
$$M=\frac{\mathrm{\Gamma }}{\gamma S}=\frac{\sqrt{1+2E}}{\gamma S},$$
(2.22)
where we have taken the positive square root for $`\mathrm{\Gamma }`$ to ensure that the mass if positive. (We discuss the negative mass case later.) Putting $`x=1`$ in eqn (2.10) also gives $`e^\nu =\beta `$, so eqn (2.4) can be rewritten as
$$E=\frac{1}{2\beta ^2}z^4\left[\frac{dS}{dz}\right]^2\frac{\sqrt{1+2E}}{\gamma S}.$$
(2.23)
Once this equation has been integrated to give $`S(z)`$, all the other functions can be obtained, so one has solved the problem completely.
We now show that eqns (2.10) to (2.16) are all formally satisfied if one uses the prescription given by eqn (2.19). Eqn (2.14) can be written as
$$MS=m/R=S^2(4\pi \mu r^2)(S+\dot{S})=4\pi \mu R^2\frac{R}{r}$$
(2.24)
and this is just equivalent to eqn (2.20). Since eqn (2.21) implies
$$(4\pi \mu r^2)^1=\gamma S^2(S+\dot{S})/\mathrm{\Gamma },$$
(2.25)
we also have
$$\frac{dln(\mu r^2)}{dlnz}=\frac{2\dot{S}}{S}\frac{\dot{S}+\ddot{S}}{S+\dot{S}}.$$
(2.26)
Eqn (2.12) is then automatically satisfied and from eqn (2.23) formally corresponds to $`\dot{E}=0`$. Finally we can substitute for the $`x`$ terms in eqn (2.13), using eqns (2.19) and (2.25), to obtain
$$\ddot{S}+\dot{S}=\frac{\mathrm{\Gamma }}{S^2z^2}$$
(2.27)
and this can be integrated to give eqn (2.23).
It is now convenient to scale the $`r`$ and $`t`$ coordinates so that $`\beta =\gamma =1`$. Eqn (2.23) then implies
$$\frac{dS}{dz}=\pm \frac{\sqrt{2E+2\mathrm{\Gamma }/S}}{z^2}$$
(2.28)
and this can be integrated to give
$$D\frac{1}{z}=\{\begin{array}{cc}\frac{\sqrt{ES^2+\mathrm{\Gamma }S}}{\sqrt{2}E}\frac{2\mathrm{\Gamma }}{(2E)^{3/2}}\mathrm{sinh}^1\sqrt{\frac{ES}{\mathrm{\Gamma }}}\hfill & (E>0)\hfill \\ & \\ \frac{\sqrt{2}}{3}S^{3/2}\hfill & (E=0)\hfill \\ & \\ \frac{2\mathrm{\Gamma }}{(2E)^{3/2}}\mathrm{sin}^1\sqrt{\frac{ES}{\mathrm{\Gamma }}}\pm \frac{\sqrt{ES^2+\mathrm{\Gamma }S}}{\sqrt{2}E}\hfill & (1/2<E<0)\hfill \end{array}$$
(2.29)
where D is an integration constant and $`\mathrm{sin}^1`$ is taken to lie between $`0`$ and $`\pi `$. In the first two cases, the upper and lower signs on the left apply for $`dS/dz`$ positive and negative, respectively, this sign being constant for any particular solution. In the third case, the sign on the left is fixed for a particular solution, even though $`dS/dz`$ may switch sign, but the sign of the last term is plus if $`\mathrm{sin}^1`$ lies between $`0`$ and $`\pi /2`$ and minus if it lies between $`\pi /2`$ and $`\pi `$. If we took the negative square root in eqn (2.22), corresponding to $`M`$ and $`\mathrm{\Gamma }`$ being negative, there would be another solution for $`E>0`$ given by
$$D\frac{1}{z}=\frac{\sqrt{ES^2|\mathrm{\Gamma }|S}}{\sqrt{2}E}+\frac{2|\mathrm{\Gamma }|}{(2E)^{3/2}}\mathrm{cosh}^1\sqrt{\frac{ES}{|\mathrm{\Gamma }|}}(E>0).$$
(2.30)
This solution is unphysical, since the mass is negative, but it is of interest for comparison with the solutions with pressure.
Eqns (2.16), (2.17), (2.19), (2.25) and (2.28) give the velocity functions as
$$V=\frac{Sz\pm \sqrt{2E+2\mathrm{\Gamma }/S}}{\mathrm{\Gamma }}$$
(2.31)
and
$$V_R=\pm \frac{\sqrt{2E+2\mathrm{\Gamma }/S}}{\mathrm{\Gamma }},$$
(2.32)
while eqns (2.16) and (2.31) imply that the density is given by
$$4\pi \mu t^2=\frac{1}{zS^2V}=\frac{\mathrm{\Gamma }}{zS^2(Sz\pm \sqrt{2E+2\mathrm{\Gamma }/S})},$$
(2.33)
where the upper and lower signs again correspond to $`dS/dz`$ being positive and negative, respectively. Note that V and $`\mu `$ is negative (corresponding to tachyonic models) for the solution given by eqn (2.30) and $`\mu `$ is also negative. In all cases the metric can be written as
$$ds^2=dt^2\frac{(S+\dot{S})^2}{1+2E}dr^2r^2S^2d\mathrm{\Omega }^2,$$
(2.34)
which is the standard Tolman-Bondi form with constant energy function $`E(r)`$.
## 3 Classification of Solutions
Eqn (2.29) implies that there is a 2-parameter family of similarity solutions (as in the general $`\alpha `$ case). In this section we will provide a complete description of these solutions. We will start by considering the simplest one: the flat Friedmann solution with $`D=E=0`$. We will then consider the one-parameter family of solutions with $`E0,D=0`$. Finally we will consider the full two-parameter family of solutions with $`E0,D0`$. In each case, we will show the form of the physically interesting quantities $`S`$, $`V`$ and $`\mu t^2`$ as functions of $`z`$. In obtaining the full family of solutions, it is crucial that we allow $`z`$ to be either positive or negative. Our analysis will also cover the (presumably unphysical) solutions with negative mass because they relate to some of the solutions with pressure.
### 3.1 $`E=D=0`$ solution
In this case eqns (2.21), (2.29), (2.31) and (2.33) give
$$S=(\sqrt{2}z/3)^{2/3}=M^1,V=(z/6)^{1/3},\mu =(6\pi t^2)^1.$$
(3.1)
This corresponds to the standard dust Friedmann model with zero curvature constant. The metric can be put in the usual form by making the substitution $`\widehat{r}=(9r/2)^{1/3}`$, which gives
$$ds^2=dt^2t^{4/3}[d\widehat{r}^2+\widehat{r}^2d\mathrm{\Omega }^2].$$
(3.2)
Note that the curvature constant must be zero because otherwise there would be an intrinsic scale, which would contradict the similarity assumption.
### 3.2 $`D=0`$ solutions
Solutions with $`D=0`$ are asymptotically Friedmann as $`|z|\mathrm{}`$ and are specified entirely by the energy parameter $`E`$ and were studied by Carr & Hawking (1974) and Carr & Yahil (1990). The form of $`S(z)`$ in these solutions is shown in Figure (1a), the arrows always corresponding to the direction of increasing time. The solutions with $`z>0`$ correspond to initially expanding Big Bang models: they start from an initial Big Bang singularity ($`S=0`$) at $`t=0`$ ($`z=\mathrm{}`$) and then either expand indefinitely ($`S\mathrm{}`$) as $`t\mathrm{}`$ ($`z0`$) for $`E0`$ or recollapse to a black hole singularity ($`S=0`$) at
$$z_S=\frac{(2E)^{3/2}}{2\pi \sqrt{1+2E}}$$
(3.3)
for $`E<0`$. Note that $`z_S`$ corresponds to the physical origin since $`R=rS=0`$ there. The form of $`V(z)`$ in the $`z>0`$ solutions is shown in Figure (1b). In the first case, $`V`$ decreases monotonically from $`\mathrm{}`$ to 0. In the second case, it reaches a minimum before rising to $`\mathrm{}`$ at $`z_S`$. One can show that the values of $`z`$ and $`V`$ at the minimum both decrease as $`E`$ increases; the minimum will exceed 1 (in which case the whole Universe is inside the black hole) if $`E`$ is less than some critical negative value $`E_{}`$ and it will be less than 1 (in which case there is a black hole event horizon and a cosmological particle horizon) if $`E`$ exceeds $`E_{}`$. The solutions with $`z<0`$ are the time-reverse of the $`z>0`$ ones and the sign of $`V`$ is also reversed: as $`t`$ increases from $`\mathrm{}`$ to 0 (i.e. as $`z`$ decreases from 0 to $`\mathrm{}`$), the $`E0`$ models collapse from an infinitely dispersed state ($`S=\mathrm{}`$) to a Big Crunch singularity ($`S=0`$); the $`E<0`$ models also collapse to a Big Crunch singularity but they emerge from a white hole and are never infinitely dispersed.
Both $`S`$ and $`V`$ have the same $`z`$-dependence as in the $`E=0`$ Friedmann solution as $`|z|\mathrm{}`$:
$$S[9\sqrt{1+2E}/2]^{1/3}|z|^{2/3},V[6(1+2E)]^{1/3}z^{1/3}.$$
(3.4)
However, the $`E0`$ solutions deviate from the $`E=0`$ solution at small values of $`|z|`$. The $`E<0`$ solutions never reach $`z=0`$ at all, while the $`E>0`$ ones have
$$S(2E)^{1/2}|z|^1,V(1+2E)^{1/2}E^1z\mathrm{ln}[(2E)^{3/2}(1+2E)^{1/2}|z|]$$
(3.5)
as $`|z|0`$. The first relation implies that the circumference function $`R(r,t)=Sr`$ is non-zero in limit $`r0`$ unless $`E=0`$ since
$$R(0,t)=\sqrt{2E}t.$$
(3.6)
This means that the “coordinate” origin ($`r=0`$) is an expanding 2-sphere. \[This feature is specific to the dust case and does not arise if there is pressure.\] This has a natural physical interpretation since the forms of $`S`$ and $`V`$ are similar to those in the Kantowski-Sachs (1966) solution, in which all the matter is localized on a shell \[cf. eqns (3.19) and (3.23) in Carr & Coley (1999a)\]. However, we note that there is no exact self-similar Kantowski-Sachs solution in the dust case. To obtain a complete solution, one must therefore match the self-similar solution onto a (non-self-similar) part inside $`R(t,0)`$. In the $`E<0`$ case, we have seen that the physical origin is the black hole singularity $`z_S`$, so only for $`E=0`$ can one identify $`z=0`$ with the physical origin.
The form of the density function $`\mu t^2`$ can be derived from eqn (2.33) and is shown in Figure (1c). For a given fluid element, this specifies the density as a function of time $`\mu (t)`$. For a given time, it also specifies the density profile $`\mu (r)`$ and this illustrates that a non-zero value of $`E`$ necessarily introduces an inhomogeneity into the model. Solutions with $`E>0`$ are everywhere underdense relative to the Friedmann model, with eqns (2.33) and (3.5) implying that $`\mu t^2`$ goes to 0 as $`(\mathrm{ln}|z|)^1`$ as $`z0`$. (This suggests that the interior non-self-similar region should be a vacuum.) Solutions with $`E<0`$ are everywhere overdense relative to Friedmann, with $`\mu `$ diverging at the singularity. Note that eqns (2.33) and (3.4) imply that $`\mu t^2`$ is independent of $`E`$ to 1st order as $`|z|\mathrm{}`$.
The form of the mass function $`M(z)`$ in the $`D=0`$ solutions is not shown explicitly but can be immediately deduced from the expression for $`S`$ since eqn (2.21) gives $`M=\mathrm{\Gamma }/S`$. In the $`E0`$ case, there is always a single point where $`M=1/2`$ and this corresponds to the cosmological apparent horizon. In the $`E<0`$ case, eqn (2.29) implies that $`S`$ has a maximum of $`\mathrm{\Gamma }/|E|`$ and so eqn (2.21) shows that $`M`$ has a minimum of $`|E|`$. Since this is less than 1/2, there are always two points where $`M=1/2`$, one corresponding to the black hole apparent horizon and the other to the cosmological apparent horizon. Note that a black hole’s apparent horizon always lies within or coincides with its event horizon (Hawking & Ellis 1973), which is why the first can exist without the second. Eqns (2.21) and (3.3) imply that the mass associated with this singularity is
$$m_S=(MSz)_St=(2E)^{3/2}t/(2\pi ).$$
(3.7)
It therefore starts off zero when the singularity first forms at $`t=0`$ but then grows as $`t`$. The mass of the black hole is given by a similar formula but with $`z`$ having the value appropriate for the event horizon or apparent horizon. Since the former may not exist, it is more appropriate to use the latter.
Finally, we consider the $`E>0`$ negative-mass solutions given by eqn (2.30). Their form is indicated by the dotted curves in Figures (1). $`S`$, $`V`$ and $`\mu `$ have the same form as in the positive mass solutions for small values of $`|z|`$ except that V and $`\mu `$ reverse their signs. However, the solutions are very different at large values of $`|z|`$ since eqn (2.30) shows that $`S`$ must always exceed $`|\mathrm{\Gamma }|/E`$. Indeed it tends to this value asymptotically, so we have
$$S\sqrt{1+2E}/E,Vz/E,\mu r^2E^3/\sqrt{1+2E}$$
(3.8)
as $`|z|\mathrm{}`$. The form of this solution is closely related to that of the $`\alpha <<1`$ static solution \[cf. eqn (3.29) of Carr & Coley (1999a)\], although there is no static solution in the $`\alpha =0`$ case itself.
### 3.3 $`E=0`$ solutions
We now put $`E=0`$ and consider the effect of introducing a non-zero value for the constant $`D`$. \[In this case, eqn (2.28) does not permit $`\mathrm{\Gamma }<0`$, so there are no negative-mass solutions.\] The form of $`S(z)`$ for the $`D>0`$ solutions is shown in Figure (2a). There are two types of solutions in this case, one expanding and the other collapsing. For the expanding solutions (solid lines), $`S=0`$ at $`z=1/D`$ and so the Big Bang occurs before $`t=0`$ (i.e. it is “advanced”). As $`t`$ increases to 0 (i.e. as $`z`$ decreases to $`\mathrm{}`$), $`S`$ tends to the finite value
$$S_{\mathrm{}}(D)=(3D/\sqrt{2})^{2/3}.$$
(3.9)
As $`t`$ further increases from 0 to $`+\mathrm{}`$ (i.e. as $`z`$ jumps to $`+\mathrm{}`$ and then decreases to 0), $`S`$ increases monotonically to $`\mathrm{}`$. For the contracting solutions (broken lines), $`S`$ starts infinite at $`t=\mathrm{}`$ ($`z=0`$) and then decreases to $`S_{\mathrm{}}(D)`$ as $`t`$ increases to 0 ($`z\mathrm{}`$). As $`t`$ further increases (i.e. as $`z`$ jumps to $`+\mathrm{}`$ and then decreases), $`S`$ continues to decrease until it reaches 0 at the Big Crunch singularity at $`z=1/D`$. Both types of solutions are characterized by the fact that they have just one singularity and span both positive and negative values of $`z`$. Note that for each value of $`S_{\mathrm{}}`$ the two asymptotic solutions just correspond to the plus and minus signs in eqn (2.28).
The form of $`V(z)`$ in the $`D>0`$ solutions is shown in Figure (2b). For the expanding solutions (solid lines), it starts off at $`\mathrm{}`$ at the Big Bang ($`z=1/D`$), reaches a negative maximum and then, from eqn (2.31), tends to
$$V=S_{\mathrm{}}(D)z=(3D/\sqrt{2})^{2/3}z$$
(3.10)
as $`z\mathrm{}`$. When z jumps $`+\mathrm{}`$, $`V`$ becomes positive but eqn (3.10) still applies. As $`z`$ decreases from $`+\mathrm{}`$ to 0, $`V`$ decreases monotonically to 0. For the contracting models (broken lines), $`V`$ starts from zero at $`z=0`$ and monotonically decreases as $`z`$ goes to $`\mathrm{}`$, being again given by eqn (3.10) asymptotically. When $`z`$ jumps to $`+\mathrm{}`$, $`V`$ jumps to $`+\mathrm{}`$ and then decreases to a minimum before rising to infinity at the Big Crunch singularity. Note that the maximum value of $`V`$ for the expanding solutions will exceed $`1`$ and the minimum value for the contracting ones will be less than $`+1`$ (i.e. the minimum value of $`|V|`$ is less than $`1`$) if $`D`$ exceeds some critical value $`D_+`$. A simple calculation (see later) shows that the values of $`|z|`$ and $`|V|`$ at the stationary point are given by
$$|z|_{min}=\left(\frac{2+\sqrt{3}}{3D}\right),|V|_{min}=\left(\frac{26+15\sqrt{3}}{3D}\right)^{1/3},$$
(3.11)
so the stationary point moves towards the origin as $`D`$ increases and $`D_+=26/3+5\sqrt{3}17`$. For $`D>D_+`$, the condition $`|V|=1`$ will be satisfied at three values of $`z`$. As illustrated by Figure 14 of Ori & Piran (1990), this means that the contracting solutions will form a black hole in which the central singularity is naked for a while.
The crucial feature of these solutions is that, while the form of $`V(z)`$ is like that in the $`D=0`$ case for small $`|z|`$, $`V`$ scales as $`z`$ rather than $`z^{1/3}`$ \[cf. eqn (3.4)\] for large $`|z|`$. This is because any solution with finite $`S`$ at infinity must be “nearly” static in the sense that $`dS/dz`$ tends to zero. However, the solutions are not asymptotic to an exact static solution (indeed this does not exist in the $`\alpha =0`$ case) because eqn (2.32) implies that $`V_R`$ tends to a non-zero value:
$$V_R^{\mathrm{}}=\pm \left(\frac{4}{3D}\right)^{1/3}.$$
(3.12)
We therefore term these solutions asymptotically “quasi-static”. If $`V_R^{\mathrm{}}`$ is positive, the fluid is collapsing at infinity; if $`V_R^{\mathrm{}}`$ is negative, it is expanding. Note that eqn (2.28) implies that both $`dS/dz`$ and $`zdS/dz`$ tend to zero at large $`|z|`$ but $`z^2dS/dz`$ \[which directly relates to $`V_R^{\mathrm{}}`$ from eqns (2.28) and (2.32)\] tends to a non-zero value except in the limit $`D\mathrm{}`$.
The form of the density function $`\mu t^2`$ in the $`D>0`$ solutions is also interesting and is illustrated in Figure (3c). From eqn (2.33) the density parameter is given by
$$\mathrm{\Omega }6\pi \mu t^2=\frac{1}{(13Dz)(1Dz)}$$
(3.13)
where the upper and lower signs apply for positive and negative values of $`dS/dz`$, respectively. \[The inverse of the factor $`6\pi t^2`$ corresponds to the density in a flat Friedmann dust universe, as indicated by eqn (3.1).\] For a given fluid element, this describes how the density evolves as a function of time and it has the expected form. However, at a given time it also prescribes the density profile and one sees immediately that a non-zero value of $`D`$ (like a non-zero value of $`E`$) introduces an inhomogeneity. This inhomogeneity has a particularly interesting form. In the $`z<0`$ regime, the profile for the collapsing solutions is homogeneous for $`|z|<<1/D`$ but has $`\mu r^2`$ for $`|z|>>1/D`$ (i.e. it resembles an isothermal sphere with a uniform core). In the $`z>0`$ regime, the collapsing solutions again have $`\mu r^2`$ for $`|z|>>1/D`$ but the density diverges at $`z=1/D`$ (i.e. one has a density singularity at the centre of an isothermal sphere). For the expanding solutions, the signs of $`z`$ are reversed. These features are illustrated in Figure (2c) and have an obvious physical interpretation.
Although the asymptotically quasi-static solutions have an natural cosmological interpretation when $`z`$ is allowed to span both positive and negative values, we see that the $`z>0`$ and $`z<0`$ solutions also have a non-cosmological interpretation when considered separately: they just represent collapsing and expanding self-similar models which evolve from an initially isothermal distribution. It is interesting that the isothermal model (which is usually associated with a static solution) features prominently in both regimes, despite the fact that there is no exact static solution in the dust case. Note that the behaviour at $`z=0`$ is different from the $`D=0`$ case, in that $`\mathrm{\Omega }`$ tends to $`1`$ rather than $`0`$ for $`E>0`$.
The mass function is $`M=S^1`$ in this case and therefore decreases or increases monotonically. There is just one value of $`z`$ at which $`M=1/2`$ (corresponding to a black hole or cosmological apparent horizon) but this may be in either the positive or negative $`z`$ region. Eqn (3.9) implies that the asymptotic value of $`M`$ as $`|z|\mathrm{}`$ is less than $`1/2`$ for $`D>4/3`$. In this case, the collapsing solutions have their apparent horizon in $`z>0`$, whereas the expanding ones have it in $`z<0`$. The mass of the (possibly naked) singularity in these solutions is
$$m_S=(MSz)_St=t/D$$
(3.14)
from eqn (2.21). As in the asymptotically Friedmann case, it starts off zero at $`t=0`$ but then grows as $`t`$. In the limit $`D\mathrm{}`$, one gets a naked singularity of zero mass at the origin (cf. the static solution).
Finally, we consider the $`D<0`$ solutions. The form of $`S(z)`$ in this case is shown by the dotted curves in Figure (2a). Such solutions are confined to $`|z|<1/D`$, with $`S`$ either decreasing monotonically for $`z<0`$ (i.e. as $`t`$ increases from $`\mathrm{}`$) or increasing monotonically for $`z>0`$ (i.e. as $`t`$ increases to $`+\mathrm{}`$). However, these solutions break down when $`S`$ is too small. This is because eqn (2.31) implies that $`|V|`$ increases to some maximum value and then falls to zero at $`|z|=1/(3D)`$; this is indicated by the dotted curve in Figure (2b). From eqn (2.33) this means that the density diverges there, as shown by the dotted curve in Figure (2c). This divergence is associated with the formation of a shell-crossing singularity since the model resembles the Kantowski-Sachs solution at this point. For $`1/D>|z|>1/(3D)`$, the density and velocity functions become negative but this is presumably unphysical.
### 3.4 $`D0,E0`$ solutions
The forms of $`S(z)`$ for the $`(D>0,E0)`$ solutions are indicated in Figure (3a). The figure assumes that $`D`$ is fixed but allows $`E`$ to vary. The $`(D>0,E>0)`$ solutions are qualitatively similar to the $`(D>0,E=0)`$ ones in that they are monotonically expanding or collapsing and span both positive and negative $`z`$, as illustrated by the upper solid and broken curves, respectively. They are also asymptotically quasi-static, in the sense that $`S`$ tends to a finite value as $`|z|\mathrm{}`$, even though $`V_R`$ is non-zero there from eqn (2.32). The form of the solutions near $`z=0`$ is still given by eqns (3.5) for $`E>0`$, so the behaviour is like that in the $`(E>0,D=0)`$ case here. In particular, $`z=0`$ no longer corresponds to the physical origin, so one again has to attach the solution to a non-self-similar central region.
The $`(D>0,E<0)`$ solutions are qualitatively different from the $`(D>0,E=0`$) ones in that the models no longer collapse from or expand to infinity. This is clear from eqn (2.28), which implies that $`S`$ has a maximum value of $`\mathrm{\Gamma }/|E|`$, so all the solutions start off expanding and then recollapse. Note that there is no exact static solution since that would be incompatible with eqn (2.13), the term on the right-hand-side being non-zero for $`\alpha =0`$. Figure (3a) shows that there are two types of $`(D>0,E<0)`$ solutions. One type (illustrated by the lower solid curves) expands from the Big Bang singularity at $`z=1/D`$ and then recollapses to a black hole singularity at
$$z_S=\left[\frac{2\pi \sqrt{1+2E}}{(2E)^{3/2}}D\right]^1.$$
(3.15)
This reduces to the value given by eqn (3.3) if $`D=0`$. The other type (illustrated by the lower broken curves) expands from a white hole singularity at $`z_S`$ and then recollapses to a Big Crunch singularity at $`z=1/D`$.
Eqn (3.15) implies that $`z_S=1/D`$, so that the solution is symmetric in $`z`$, if $`D`$ has the value
$$D_{sym}\frac{\pi \sqrt{1+2E}}{(2E)^{3/2}}.$$
(3.16)
One can invert this condition to obtain the associated value of $`E`$ in terms of $`D`$:
$$E_{sym}\frac{4\pi }{\sqrt{3}D}\mathrm{sinh}\left[\frac{1}{3}\mathrm{sinh}^1\left(\frac{3\sqrt{3}D}{8\pi }\right)\right]$$
(3.17)
and this specifies a $`1`$-parameter family of solutions with $`V_R^{\mathrm{}}=0`$. If one considers the limit of the symmetric solution as $`D0`$, one finds $`E_{sym}1/2`$ and $`z_S\mathrm{}`$. On the other hand, if one considers the limit as $`D\mathrm{}`$, one finds $`E_{sym}0`$ and $`z_S0`$, so that both singularities go the origin. This is the closest one can get to a static solution in the dust case. Note also that $`z_S0`$ in the limit $`E0^{}`$ whatever the value of $`D`$; the sudden transition as one goes from $`E=0^{}`$ to $`E=0^+`$ is illustrated in Figure (3a).
This value of $`E`$ given by eqn (3.17) has a special physical significance in that it prescribes the minimum value of $`E`$ allowed for given $`D`$, as indicated by the lower boundary in Figure (4). The proof of this is as follows. If one takes the limit of eqns (2.14) and (2.15) with $`\alpha =0`$ as $`z\mathrm{}`$, using eqns (2.19) and (2.32) and the fact that $`\dot{S}0`$ from eqn (2.28), one obtains
$$z^2\dot{S}^2=(1+2E)(V_R^{\mathrm{}})^2=(4\pi \mu r^2)_{\mathrm{}}^2S_{\mathrm{}}^6+(8\pi \mu r^2)_{\mathrm{}}S_{\mathrm{}}^21$$
(3.18)
where one can regard $`(\mu r^2)_{\mathrm{}}`$ and $`S_{\mathrm{}}`$ as independent asymptotic parameters. If one now fixes $`(\mu r^2)_{\mathrm{}}`$ and assumes that it is positive, then the right-hand-side of eqn (3.18) decreases monotonically with decreasing $`S_{\mathrm{}}`$. One therefore gets a real solution for $`V_R^{\mathrm{}}`$ only if $`S_{\mathrm{}}`$ exceeds a certain value and - by monotonicity - this must be the value associated with the symmetric solution. Thus a real solution (with positive density) exists only for $`E>E_{sym}`$ or, equivalently, $`D<D_{sym}`$. This means that $`z_S`$ is always positive and less than $`1/D`$ and that the maximum of $`S`$ will always occur at the opposite sign of $`z`$ as the $`|z|=1/D`$ singularity. These features are illustrated by the curves in Figure (3a).
The form of $`V(z)`$ in the these solutions is shown in Figure (3b). For $`(D>0,E>0)`$ it is similar to that in the $`(D>0,E=0)`$ case. As $`z`$ decreases from $`0`$ to $`\mathrm{}`$, $`V`$ decreases monotonically from $`0`$ to $`\mathrm{}`$; it then jumps to $`z=+\mathrm{}`$ and, as $`z`$ continues to decrease, it falls to a minimum and rises to infinity at the Big Crunch singularity at $`z=1/D`$. Also as in the $`(D>0,E=0)`$ case, this minimum will fall below 1, corresponding to a naked singularity, providing $`D`$ exceeds some value $`D_+(E)`$. We derive an implicit expression for $`D_+(E)`$ later but, for the present, note that it increases with increasing $`E`$ and reduces to the value $`D_+`$ which arose in Section 3.3 when $`E=0`$. The condition for a naked singularity can also be expressed as the requirement that $`E`$ exceed some critical value $`E_+(D)`$.
For $`(D>0,E<0)`$ the form of $`V`$ is similar to that in the $`(D=0,E<0)`$ case. As $`z`$ decreases from $`1/D`$, $`V`$ rises from $`\mathrm{}`$ until some maximum and then falls to $`\mathrm{}`$ quasi-statically as $`z\mathrm{}`$. It then jumps to $`z=+\mathrm{}`$ and falls to a minimum before rising to $`\mathrm{}`$ at $`z_S`$. As in the $`(D=0,E>0)`$ case, there will be a black hole event horizon if the minimum value of $`V`$ is less than $`1`$; this requires that $`E`$ exceed some value $`E_{}(D)`$, which must reduce to the value $`E_{}`$ given in Section 3.2 when $`D=0`$. We derive an implicit expression for $`E_{}(D)`$ below. It should be stressed that the value $`E_{}(D)`$ is associated with the minimum of $`|V|`$ near the singularity at $`|z|=z_S`$ and is different from the value $`E_+(D)`$ associated with the minimum near $`|z|=1/D`$. The relationship between the values $`E_+(D)`$ and $`E_{}(D)`$ is discussed below.
In order to understand the form of the curves in Figures (3a) and (3b) more precisely, it is useful to specify their asymptotic behaviour. As $`|z|\mathrm{}`$, eqns (2.29) and (2.31) with $`E>0`$ imply that $`S(z)`$ and $`V(z)`$ have the following asymptotic forms:
$$S_{\mathrm{}}D\sqrt{2E},V_{\mathrm{}}\left(\frac{2E}{1+2E}\right)^{1/2}Dz$$
(3.19)
for $`D>>[(1+2E)/E^3]^{1/2}`$ and
$$S_{\mathrm{}}\left(\frac{1+2E}{4}\right)^{1/6}(3D)^{2/3},V_{\mathrm{}}\frac{(3D)^{2/3}z}{2^{1/3}(1+2E)^{1/3}}$$
(3.20)
for $`D<<[(1+2E)/E^3]^{1/2}`$. The transition value for $`D`$ between these two regimes is just an extrapolation of the expression for $`D_{sym}`$ given by eqn (3.16) into the $`E>0`$ regime; it scales as $`E^1`$ for $`E>>1`$ and $`E^{3/2}`$ for $`E<<1`$. Note that eqn (3.20) agrees with eqns (3.9) and (3.10) in the limit $`E=0`$. For $`E<0`$, eqn (3.20) still applies if $`D<<D_{sym}`$ but one has
$$S_{\mathrm{}}\sqrt{1+2E}/|E|,V_{\mathrm{}}z/|E|$$
(3.21)
for $`DD_{sym}`$ (i.e. $`S_{\mathrm{}}`$ tends to the value associated with the symmetric solution).
These equations prescribe the asymptotic forms for $`S_{\mathrm{}}`$ and $`V_{\mathrm{}}`$ in the different $`(E,D)`$ regimes of Figure 4. For fixed $`D`$, eqns (3.19) to (3.21) show that $`S_{\mathrm{}}`$ always increases with $`E`$ but is roughly constant for $`|E|<<1`$. The behaviour of $`V_{\mathrm{}}`$ is more complicated: for $`D<<1`$, it first decreases with increasing $`E`$ and then flattens off; for $`D>>1`$, it first increases with increasing $`E`$ before flattening off. These features are indicated in the Figures (3a) and (3b). Note that all these solutions are quasi-static and not exactly static asymptotically since eqn (2.32) gives
$$V_R^{\mathrm{}}\pm \frac{4^{1/3}}{(3D)^{1/3}(1+2E)^{1/3}},V_R^{\mathrm{}}=\pm \left(\frac{2|E|}{1+2E}\right)^{1/2}$$
(3.22)
for $`D>>[(1+2E)/E^3]^{1/2}`$ and $`D<<[(1+2E)/|E|^3]^{1/2}`$. The sign is positive for collapsing solutions and negative for expanding ones. Note that the first expression agrees with eqn (3.12) in the limit $`E=0`$.
We now derive implicit expressions for the functions $`E_{}(D)`$ and $`E_+(D)`$, which are related to the existence of event horizons or naked singularities. Differentiating eqn (2.31) shows that when $`dV/dz=0`$ one always has
$$V=1/(S^2z)$$
(3.23)
and eqn (2.31) then gives
$$V\mathrm{\Gamma }1/(VS)=\pm \sqrt{2E+2\mathrm{\Gamma }/S},$$
(3.24)
where the positive and minus signs corresponds to the sign of $`dS/dz`$. If one also requires $`|V|=1`$ at the stationary point, eqn (3.24) gives two roots
$$S=2\mathrm{\Gamma }\pm \sqrt{4\mathrm{\Gamma }^21},|z|=8\mathrm{\Gamma }^214\mathrm{\Gamma }\sqrt{4\mathrm{\Gamma }^21},$$
(3.25)
where the plus and minus signs are distinct from the ones appearing in eqn (3.24). These roots can be real providing $`\mathrm{\Gamma }>1/2`$, corresponding to $`E>3/8`$. However, one needs to check whether both of these solutions satisfy condition (3.24).
Inserting the solutions (3.25) into eqn (2.29) gives an expression for $`D`$ in terms of $`E`$. This expression is complicated in general but it simplifies in certain regimes. For $`E>>1`$, which implies $`\mathrm{\Gamma }\sqrt{2E}>>1`$, one obtains two possible solutions:
$$S4\mathrm{\Gamma },|z|1/(16\mathrm{\Gamma }^2),D32E$$
(3.26)
and
$$S1/(4\mathrm{\Gamma }),|z|16\mathrm{\Gamma }^2,D\frac{1}{E}\left(\frac{13}{32}\mathrm{ln}\sqrt{2}\right)0.06E^1.$$
(3.27)
The first has $`\mathrm{\Gamma }>1/S`$ and therefore requires $`dS/dz>0`$ from eqn (3.24), which leads to a consistent solution. However, the second has $`\mathrm{\Gamma }<1/S`$ and requires $`dS/dz<0`$, which does not. In the limit $`E0`$, which implies $`\mathrm{\Gamma }1`$, one obtains
$$S(2\pm \sqrt{3})(1\pm 2E/\sqrt{3}),|z|(74\sqrt{3})(14E/\sqrt{3}).$$
(3.28)
The upper sign gives $`\mathrm{\Gamma }>1/S`$ and therefore requires $`dS/dz>0`$, which leads to a consistent solution as $`E`$ tends to $`0`$ from either above or below. Eqn (2.29) then gives
$$D\left(\frac{26+15\sqrt{3}}{3}\right)+E\left(\frac{109+63\sqrt{3}}{6}\right)17+36E.$$
(3.29)
Note that the constant part of this expression gives the same limiting value of $`D`$ as implied by eqn (3.11). The lower sign in eqn (3.28) gives $`\mathrm{\Gamma }<1/S`$ and requires $`dS/dz<0`$, which does not lead to a consistent solution. Finally we note that eqns (3.25) and (2.29) lead to a unique value of $`E`$ and $`D`$ for which the symmetric solution has $`V_{min}=1`$; this necessarily corresponds to a point on the lower boundary in Figure 4.
These limiting behaviours allow one to infer the rough form of the functions $`E_{}(D)`$ and $`E_+(D)`$, as indicated in Figure (4). Here we have used the fact that $`dE_+/dD`$ is positive as $`E0`$, as follows from eqn (3.29). The form of the functions in the $`E<0`$ regime can be inferred from the fact that $`E_{}(D)`$ must reach the value $`E_{}`$ mentioned in Section 3.2 when $`D=0`$ (although this value has not been calculated explicitly). Also $`E_+(D)`$ and $`E_+(D)`$ must reach the line $`E=E_{sym}(D)`$ at the same value of $`E`$ and this must clearly exceed $`3/8`$ from eqn (3.25). We note that, for sufficiently large values of $`D`$, there may be both an event horizon and a naked singularity.
The form of $`\mu t^2`$ in these solutions is shown in Figure (3c), although this gives only some of the solutions shown in Figures (3a) and (3b). It can be understood as a composite of the curves shown in Figure (1c) for $`E<0`$ and Figure (2c) for $`E>0`$. From eqns (2.33) and (3.19) to (3.21), the asymptotic form of the density profile density is given by
$$4\pi \mu r^2[\frac{1+2E}{D^3(2E)^2},\frac{2}{9D^2}]$$
(3.30)
for $`D>>[(1+2E)/E^3]^{1/2}`$ and $`D<<[(1+2E)/|E|^3]^{1/2}`$ \[cf. eqns (3.8) and (3.13).\] The $`E>0`$ solutions are everywhere underdense relative to the $`E=0`$ solutions, going to $`0`$ as $`(\mathrm{ln}|z|)^1`$ at the origin, whereas the $`E<0`$ solutions are everywhere overdense and have a second density singularity. There is a uniform core region only in the $`E=0`$ case, although CC show that this also applies for $`E<0`$ if there is pressure.
The form of $`M(z)=\mathrm{\Gamma }/S(z)`$ can be deduced immediately from Figure (3a). In the $`E>0`$ case it rises or falls monotonically, as in the $`D=0`$ case, so there is just one value of $`z`$ for which $`M=1/2`$. As $`|z|\mathrm{}`$, $`M`$ tends to a limiting value
$$M_{\mathrm{}}=\frac{\sqrt{1+2E}}{S_{\mathrm{}}(D,E)}$$
(3.31)
and the apparent horizon will be in $`z>0`$ or $`z<0`$ according to whether this is greater or less than 1/2. In the $`E<0`$ case, $`M`$ will have a minimum where $`S`$ has a maximum. This occurs at
$$|z|=\left[\frac{\pi \sqrt{1+2E}}{(2E)^{3/2}}D\right]^1$$
(3.32)
and since the minimum value is $`|E|`$, this is necessarily less than $`1/2`$. One therefore has at least two points where $`M=1/2`$, one of which is the apparent horizon for the black hole associated with the singularity at $`z_S`$. Therefore, as in the $`D=0`$ case, there will always be a black hole apparent horizon but not necessarily an event horizon. This emphasizes an important difference between the collapse singularities at $`z=1/D`$ and $`z=z_S`$: only the latter is associated with an apparent horizon, which is why only the former can be naked.
The $`D<0`$ solutions have the same form as in the $`D=0`$ case, except that the $`E<0`$ ones have a second singularity at the value $`z_S`$ given by eqn (3.15) with $`D<0`$. In this case, as $`z`$ goes from $`1/D`$ to $`z_S`$, $`S`$ first increases to some maximum value and then decreases, while $`V`$ monotonically increases from $`\mathrm{}`$ to $`+\mathrm{}`$. As in the $`E=0`$ case, such models are probably physically unrealistic since the density diverges due to shell-crossing. They are therefore not shown explicitly. The form of the (unphysical) negative-mass solutions, which only exist for $`E>0`$, is indicated by the dotted curve in Figures (3). This is similar to the $`D=0`$ case shown in Figures (2) except that asymptotically eqn (3.19) applies rather than eqn (3.8).
## 4 Conclusion
We may briefly summarize the results of our analysis as follows. (1) There are two families of spherically symmetric self-similar dust models: asymptotically flat Friedmann solutions and what we have termed asymptotically quasi-static solutions. These all represent inhomogeneous cosmological models in which the energy function $`E`$ is constant. They either expand from a Big Bang or collapse to a Big Crunch but the singularity is only at $`t=0`$ for the asymptotically Friedmann family. (2) Some of the asymptotically Friedmann models represent overdensities in a Friedmann background which recollapse to a second singularity and contain a black hole which grows as fast as the Universe. The black hole always has an apparent horizon but not necessarily an event horizon. Other asymptotically Friedmann models represent underdensities in a Friedmann background which grow as fast as the Universe. (3) The asymptotically quasi-static models can be interpreted as representing either inhomogenenous cosmological solutions (with one or two singularities) if one allows both signs of $`z`$ or self-similar collapse from an initially isothermal distibution if one allows just one sign of $`z`$, with a uniform density core in one regime and a central black hole or naked singularity in the other. (4) We have emphasized the relationship between the $`z>0`$ and $`z<0`$ solutions. Any particular asymptotically Friedmann solution is confined to one sign of $`z`$ but any asymptotically quasi-static solution necessarily spans both signs.
In an accompanying paper (Carr & Coley 1999a), it is shown that the spherically symmetric self-similar solutions with pressure share many of the qualitative features of the dust ones, especially in the supersonic regime. In particular, all of the properties (1) to (4) above still pertain. However, it should be emphasized that new types of solution arise when there is pressure. For example, there is an exact static solution and an exact Kantowski-Sachs solution, as well as families of solutions asymptotic to these. There are also asymptotically Minkowski solutions for $`\alpha >1/5`$, some of which asymptote to a finite value of $`z`$. The inclusion of pressure obviously introduces qualitatively new features in the subsonic regime, in particular the possible presence of a sonic point.
In claiming that our classification is “complete”, it should be emphasized that our considerations have been confined to similarity solutions of the simplest kind (i.e. homothetic solutions in which the similarity variable is $`zr/t`$). However, it should be noted that this is not the only type of similarity. For example, Carter & Henriksen (1989) have generalized the concept to include what they term “kinematic” self-similarity. In this context the similarity variable is of the form $`z=r/t^a`$ for $`a1`$ and the solution may contain some dimensional constant. Ponce de Leon (1993) has also introduced the closely related notion of “partial homothety”. It is not yet clear how easily the analysis of this paper can be extended to these cases. Finally it should also be emphasized that we have only been studying solutions which are homothetic everywhere. The sort of models considered by Tomita (1997), in which one patches a self-similar transition region between other non-self-similar regions, is clearly not covered here.
Acknowledgments
The author thanks Alan Coley for useful discussions and is grateful to the Yukawa Institute for Theoretical Physics at Kyoto University and the Department of Mathematics and Statistics at Dalhousie University for hospitality received during this work.
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Figures
FIGURE (1). This shows the form of (a) the scale factor $`S(z)`$, (b) the velocity function $`V(z)`$ and (c) the density function $`\mu t^2(z)`$ for the asymptotically Friedmann dust models, the arrows indicating the direction of increasing time. These are described by a single parameter $`E`$ where $`E=0`$ in the exact Friedmann case: the $`z>0`$ solutions are overdense and collapse to black holes for $`E<0`$ (with an event horizon for $`E>E_{}`$ since $`V_{min}<1`$) but they are underdense and expand forever for $`E>0`$. The $`z<0`$ solutions are just the time reverse of these. The dotted curve corresponds to a solution with negative mass; it is probably unphysical but relates to the Kantowski-Sachs solution which arises when there is pressure.
FIGURE (2). This shows the form of (a) the scale factor $`S(z)`$, (b) the velocity function $`V(z)`$ and (c) the density function $`\mu t^2(z)`$ for dust models with $`E=0`$. Two different values of $`D`$ are shown in (a) and (b) but only one in (c). These solutions necessarily span both positive and negative values of $`z`$. For $`D>0`$ they represent monotonically expanding (solid) or collapsing (broken) solutions and the latter contain a naked singularity ($`V_{min}<1`$) if $`D`$ exceeds some value $`D_+`$ (as assumed here). The $`D<0`$ models (dotted) undergo shell-crossing before encountering the singularity and are probably unphysical since $`V`$ and $`\mu `$ go negative.
FIGURE (3). This shows the form of (a) the scale factor $`S(z)`$, (b) the velocity function $`V(z)`$ and (c) the density function $`\mu t^2(z)`$ for the asymptotically quasi-static dust solutions. These are described by two parameters ($`D`$ and $`E`$) but we assume that $`D`$ is fixed and not all the solutions in (a) and (b) are shown in (c). For $`E>0`$ the solutions resemble those in Figure (2), with both monotonically expanding (solid) and collapsing (broken) solutions. The collapse singularity is naked ($`V_{min}<1`$) if $`E`$ is less than a value $`E_+(D)`$. For $`E<0`$ there are also solutions which recollapse to a black hole (solid) or emerge from a white hole (broken), as in the asymptotically Friedmann case. As $`E`$ decreases, the last solution is the symmetrical one for which $`E=E_{sym}`$ and $`z_S=1/D`$, so that the solid and broken curves coincide. The curves labelled $`E=0^+`$ and $`E=0^{}`$ show the qualitative transition as $`E`$ passes through $`0`$. The dotted curves correspond to an (unphysical) negative mass solution.
FIGURE (4). This shows the permitted regime for the parameters $`E`$ and $`D`$. The curve labelled $`E_{sym}`$ indicates the symmetric solution and all physical solutions must lie above this. The upper broken line gives the transition between different asymptotic forms for $`S_{\mathrm{}}`$ and $`V_{\mathrm{}}`$. The collapsing solutions have a naked singularity in the vertically shaded region below the line labelled $`E_+`$ and the black hole solutions have an event horizon and a particle horizon in the horizontally shaded region above the line labelled $`E_{}`$. These lines intersect on the lower boundary. |
warning/0003/cond-mat0003442.html | ar5iv | text | # Size and area of square lattice polygons
## 1 Introduction
A self-avoiding polygon (SAP) can be defined as a walk on a lattice which returns to the origin and has no other self-intersections. The history and significance of this problem is nicely discussed in . Generally SAPs are considered distinct up to translations, so if there are $`p_n`$ SAPs of perimeter length $`n`$ there are $`2np_n`$ walks (the factor of two arising since the walk can go in two directions). In addition to enumerations by perimeter, one can also enumerate polygons by the enclosed area (or number of unit cells), or both perimeter and area. Of particular interest are the first few area-weighted moments of the perimeter generating function. Also of great interest is the mean-square radius of gyration, which measure the typical size of a SAP.
This paper builds on the work of Enting who used transfer matrix techniques to enumerate square lattice polygons by perimeter to 38 steps. This enumeration was later extended by Enting and Guttmann to 46 steps and then to 56 steps . This latter work also included calculations of moments of the caliper size distribution. Hiley and Sykes obtained the number of square lattice polygons by both area and perimeter up to perimeter 18. Enting and Guttmann extended the calculation to perimeter 42 . The radius of gyration was calculated for SAPs up to 28 steps by Privman and Rudnick , using a technique based on direct counting of compact site animals on the dual lattice. Recently, Jensen and Guttmann devised an improved algorithm for the enumeration of SAPs and extended the calculation to 90 steps . The work reported here is based on generalisations of this improved algorithm. This has enabled us to extend the calculation of the radius of gyration and the first two area-weighted moments to 82 step SAPs. The generalisation of the transfer matrix technique to area-weighted moments is similar to the one used by Conway in his calculation of series for percolation problems and lattice animals. The generalisation to the radius of gyration has to our knowledge no counterpart in the published literature, and represents a major advance in the design of efficient counting algorithms. Previous calculations of the radius of gyration were based on direct counting algorithms. The transfer matrix algorithm used in this paper is exponentially faster and thus enables us to significantly extend the series (see for further details).
The size exponent, $`\nu `$, for self-avoiding polygons is believed to be identical to that of self-avoiding walks. This has been argued theoretically from the connection between the energy-energy and spin-spin correlation functions of the $`n`$-vector model in the limit $`n0`$, and SAPs and SAWs, respectively . Alternatively it has also been obtained from real space renormalization group arguments . The exponent describing the growth of the mean area of polygons of perimeter $`n`$ is expected to be $`2\nu `$ . Intuitively this is not surprising since it just means that the average area of a polygon is proportional to the square of the radius of gyration. So one is merely finding that for this problem the typical area and typical length scale match one another nicely. These expectations have been confirmed reasonably accurately by numerical work .
The functions we consider in this paper are: (i) the polygon generating function, $`𝒫(u)=p_nu^n`$; (ii) $`k^{th}`$ area-weighted moments of polygons of perimeter $`n`$, $`a^k_n`$; and (iii) the mean-square radius of gyration of polygons of perimeter $`n`$, $`R^2_n`$. These quantities are expected to behave as
$`p_n`$ $`=`$ $`B\mu ^nn^{\alpha 3}[1+o(1)],`$
$`a^k_n`$ $`=`$ $`E^{(k)}n^{2k\nu }[1+o(1)],`$ (1)
$`R^2_n`$ $`=`$ $`Dn^{2\nu }[1+o(1)],`$
where $`\mu =u_c^1`$ is the reciprocal of the critical point of the generating function, and $`\alpha =1/2`$ and $`\nu =3/4`$ are known exactly , though non-rigorously. It is also known that the amplitude combination $`E^{(1)}/D`$ is universal, and that
$$BD=\frac{5}{32\pi ^2}\sigma a_0,$$
(2)
where $`a_0`$ is the area per site and $`\sigma `$ is an integer such that $`p_n`$ is non-zero only if $`n`$ is divisible by $`\sigma `$. For the square lattice $`a_0=1`$ and $`\sigma =2`$. These predictions have been confirmed numerically .
In the next section we describe the generalisation of the finite lattice method required in order to calculate the radius of gyration and area-weighted moments of self-avoiding polygons. The results of the analysis of the series are presented in Section 3.
## 2 Enumeration of self-avoiding polygons
The method used to enumerate self-avoiding polygons in this work is based on the method devised by Enting for enumerations by perimeter and uses the enhancements of Jensen and Guttmann . In the following we first very briefly outline the original method and then show how to generalize it in order to calculate area-weighted moments and the radius of gyration. Details of the algorithm can be found in the papers cited above.
The first terms in the series for the perimeter generating function can be calculated using transfer matrix techniques to count the number of polygons spanning (in both directions) rectangles $`W+1`$ edges wide and $`L+1`$ edges long. The transfer matrix technique involves drawing a boundary through the rectangle intersecting a set of $`W+2`$ edges. For each configuration of occupied or empty edges along the boundary we maintain a (perimeter) generating function for partially completed polygons. Polygons in a given rectangle are enumerated by moving the boundary so as to add one site at a time. Due to the obvious symmetry of the lattice one need only consider rectangles with $`LW`$. Any polygon spanning such a rectangle has a perimeter of length at least $`2(W+L)`$. By adding the contributions from all rectangles of width $`WW_{\mathrm{max}}`$ (where the choice of $`W_{\mathrm{max}}`$ depends on available computational resources) and length $`WL2W_{\mathrm{max}}W+1`$, with contributions from rectangles with $`L>W`$ counted twice, the number of polygons per vertex of an infinite lattice is obtained correctly up to perimeter $`n_{\mathrm{max}}=4W_{\mathrm{max}}+2`$. The number of configurations required as $`W_{\mathrm{max}}`$ is increased grows exponentially as $`\lambda ^{W_{\mathrm{max}}}`$, where $`\lambda 2`$ for the improved algorithm . In addition to the dominant exponential growth in memory requirements there is a prefactor, which is proportional to the number of terms $`n_{\mathrm{max}}`$.
### 2.1 Area-weighted moments
Area-weighted moments can easily be calculated from the perimeter and area generating function
$$𝒞(u,v)=\underset{n,m}{}c_{n,m}u^nv^m,$$
(3)
where $`c_{n,m}`$ is the number of polygons with perimeter $`n`$ and area $`m`$. From this we get the area-weighted generating functions,
$$𝒫^{(k)}(u)=(v\frac{}{v})^k𝒞(u,v)|_{v=1}=\underset{n}{}\underset{m}{}m^kc_{n,m}u^n=\underset{n}{}p_n^{(k)}u^n,$$
(4)
and we define the average moments of area for a polygon with perimeter $`n`$
$$a^k_n=p_n^{(k)}/p_n^{(0)}=\underset{m}{}m^kc_{n,m}/p_n.$$
(5)
In order to calculate the moments of area through this approach we need to calculate a full two-parameter generating function, which generally will require a lot of computer memory. If we are only interested in the first few moments there is a much more efficient approach . We simply replace the variable $`v`$ by $`1+z`$ thus obtaining the function
$$F(u,z)=\underset{n,m}{}c_{n,m}u^n(1+z)^m=\underset{n,m}{}\underset{k=0}{\overset{m}{}}(\begin{array}{cc}m& \\ k& \end{array})c_{n,m}u^nz^m.$$
(6)
Let, $`F_i(u)`$, be the coefficient of $`z^i`$ in $`F(u,z)`$. Then we see that
$`F_0(u)`$ $`=`$ $`{\displaystyle \underset{n,m}{}}c_{n,m}u^n=𝒫(u),`$
$`F_1(u)`$ $`=`$ $`{\displaystyle \underset{n,m}{}}mc_{n,m}u^n=𝒫^{(1)}(u),`$
$`F_2(u)`$ $`=`$ $`{\displaystyle \underset{n,m}{}}m(m1)/2c_{n,m}u^n=[𝒫^{(2)}(u)𝒫^{(1)}(u)]/2,`$
and so on. Thus if we are only interested in the first and second moments of area we can truncate the series $`F(u,z)`$ at second order in $`z`$ and find the relevant moments as $`𝒫^{(1)}(u)=F_1(u)`$ and $`𝒫^{(2)}(u)=2F_2(u)+F_1(u)`$. The growth in memory requirements is still dominated by the exponential growth in the number of configurations. However, we have managed to turn the calculation of these moments from a problem with a prefactor cubic in $`W_{\mathrm{max}}`$ (the area is proportional to $`W_{\mathrm{max}}^2`$) into a problem with a prefactor linear in $`W_{\mathrm{max}}`$.
### 2.2 Radius of gyration
In the following we show how the definition of the radius of gyration can be expressed in a form suitable for a transfer matrix calculation. Note that we define the radius of gyration according to the vertices of the SAP and that the number of vertices equals the perimeter length. The radius of gyration of $`n`$ points at positions $`𝐫_i`$ is
$$n^2R_n^2=\underset{i>j}{}(𝐫_i𝐫_j)^2=(n1)\underset{i}{}(x_i^2+y_i^2)2\underset{i>j}{}(x_ix_j+y_iy_j).$$
(7)
This last expression is suitable for a transfer matrix calculation. As usual we actually calculate the generating function, $`_g^2(u)=_np_nR^2_nn^2u^n`$. In order to do this we have to maintain five partial generating functions for each possible boundary configuration $`\sigma `$, namely
* $`P(u)`$, the number of (partially completed) polygons according to perimeter.
* $`R^2(u)`$, the sum over polygons of the squared components of the distance vectors.
* $`X(u)`$, the sum of the $`x`$-component of the distance vectors.
* $`Y(u)`$, the sum of the $`y`$-component of the distance vectors.
* $`XY(u)`$, the sum of the ‘cross’ product of the components of the distance vectors, e.g., $`_{i>j}(x_ix_j+y_iy_j)`$.
As the boundary line is moved to a new position each boundary configuration $`\sigma `$ might be generated from several configurations $`\sigma ^{}`$ in the previous boundary position. The partial generation functions are updated as follows
$`P(u,\sigma )`$ $`=`$ $`{\displaystyle \underset{\sigma ^{}}{}}u^{n(\sigma ^{})}P(u,\sigma ^{}),`$
$`R^2(u,\sigma )`$ $`=`$ $`{\displaystyle \underset{\sigma ^{}}{}}u^{n(\sigma ^{})}[R^2(u,\sigma ^{})+\delta (x^2+y^2)P(u,\sigma ^{})],`$
$`X(u,\sigma )`$ $`=`$ $`{\displaystyle \underset{\sigma ^{}}{}}u^{n(\sigma ^{})}[X(u,\sigma )+\delta xP(u,\sigma ^{})],`$ (8)
$`Y(u,\sigma )`$ $`=`$ $`{\displaystyle \underset{\sigma ^{}}{}}u^{n(\sigma ^{})}[Y(u,\sigma )+\delta yP(u,\sigma ^{})],`$
$`XY(u,\sigma )`$ $`=`$ $`{\displaystyle \underset{\sigma ^{}}{}}u^{n(\sigma ^{})}[XY(u,\sigma ^{})+\delta xX(u,\sigma ^{})+\delta yY(u,\sigma ^{})]`$
where $`n(\sigma ^{})`$ is the number of occupied edges added to the polygon and $`\delta =\mathrm{min}(n(\sigma ^{}),1)`$.
### 2.3 Further particulars
Finally a few remarks of a more technical nature. The number of contributing configurations becomes very sparse in the total set of possible states along the boundary line and as is standard in such cases one uses a hash-addressing scheme. Since the integer coefficients occurring in the series expansions become very large, the calculation was performed using modular arithmetic. Up to 8 primes were needed to represent the coefficients correctly. Further details and references are given in . The series for the radius of gyration and area-moments were calculated for SAPs with perimeter length up to 82. The maximum memory required for any given width did not exceed 2Gb. The calculations were performed on an 8 node Alpha Server 8400 with a total of 8Gb memory. The total CPU time required was about three days per prime. Obviously the calculation for each width and prime are totally independent and several calculations were done simultaneously.
In Table 1 we have listed the series for the radius of gyration and first and second area-weighted moments. The series for the radius of gyration of course agree with the terms up to length 28 computed previously , while the terms up to length 40 for the first area moment agree with the series in . The number of polygons of length $`56`$ can be found in while those up to length 90 were reported in .
## 3 Analysis of the series
The series listed in Table 1 have coefficients which grow exponentially, with sub-dominant term given by a critical exponent. The generic behaviour is $`G(u)=_ng_nu^n(1u/u_c)^\xi ,`$ and hence the coefficients of the generating function $`g_n\mu ^nn^{\xi 1}`$, where $`\mu =1/u_c`$. To obtain the singularity structure of the generating functions we used the numerical method of differential approximants . In particular, we used this method to estimate the critical exponents (we already have very accurate estimates for $`u_c`$ from ). Since all odd terms in the series are zero and the first non-zero term is $`g_4`$ we actually analysed the function $`F(u)=_ng_{2n+4}u^n`$. Combining the relationship given above between the coefficients in a series and the critical behaviour of the corresponding generating function with the expected behaviour (1) of the mean-square radius of gyration and moments of area yields the following prediction for their generating functions:
$`_g^2(u)`$ $`=`$ $`{\displaystyle \underset{n}{}}p_{2n+4}R^2_{2n+4}n^2u^n={\displaystyle \underset{n}{}}r_nu^nR(u)(1u\mu ^2)^{(\alpha +2\nu )},`$ (9)
$`𝒫^{(k)}(u)`$ $`=`$ $`{\displaystyle \underset{n}{}}p_{2n+4}a^k_{2n+4}u^n={\displaystyle \underset{n}{}}a_n^{(k)}u^na^{(k)}(u)(1u\mu ^2)^{2(\alpha +2k\nu )}.`$ (10)
Thus we expect these series to have a critical point, $`u_c=1/\mu ^2=0.14368062927(1)`$, known to a very high degree of accuracy from the analysis in , and as stated previously the exponent $`\alpha =1/2`$, while it is expected that $`\nu =3/4`$.
Estimates of the critical point and critical exponents were obtained by averaging values obtained from second order $`[L/N;M;K]`$ inhomogeneous differential approximants. For each order $`L`$ of the inhomogeneous polynomial we averaged over those approximants to the series which used at least the first 80% - 90% of the terms of the series. We used only approximants where the difference between $`N`$, $`M`$, and $`K`$ didn’t exceed 2. Some approximants were excluded from the averages because the estimates were obviously spurious. The error quoted for these estimates reflects the spread (basically one standard deviation) among the approximants. Note that these error bounds should not be viewed as a measure of the true error as they cannot include possible systematic sources of error. In Table 2 we have listed the results of our analysis. It is evident that the estimates for $`u_c`$ and the critical exponents are in agreement with the expected behaviour. There are only some minor discrepancies in the fourth digit between the conjectured exponents and the estimates. This discrepancy is readily resolved by looking at the evidence in figure 1, where we have plotted the estimates for the critical point and exponent of $`_g^2`$. Each point in these figures represent an estimate obtained from a specific second order differential approximant with the various points obtained by varying the order of the polynomials in the approximants. It is clear that the estimates have not yet settled down to their asymptotic values and that they do converge towards the expected values as the number of terms used by the approximants is increased.
Now that the exact values of the exponents has been confirmed we turn our attention to the “fine structure” of the asymptotic form of the coefficients. In particular we are interested in obtaining accurate estimates for the amplitudes $`B`$, $`D`$ and $`E^{(1)}`$. We do this by fitting the coefficients to the assumed form (1).
The asymptotic form of the coefficients $`p_n`$ of the polygon generating function has been studied in detail previously . As argued in there is no sign of non-analytic corrections-to-scaling exponents to the polygon generating function and one therefore finds that
$$p_n=\mu ^nn^{5/2}\underset{k=0}{}a_k/n^k.$$
(11)
This form was confirmed with great accuracy in . Estimates for the leading amplitude $`B=a_0`$ can thus be obtained by fitting $`p_n`$ to the form given in equation (11). In order to check the behaviour of such estimates we did the fitting using from 2 to 10 terms in the expansion. The results for the leading amplitude are displayed in figure 2. We notice that all fits appear to converge to the same value as $`n\mathrm{}`$, and that, as more and more correction terms are added to the fits the estimates exhibits less curvature and that the slope become smaller (although the fits using 10 terms are a little inconclusive). This is very strong evidence that (11) indeed is the correct asymptotic form of $`p_n`$. We estimate that $`B=0.5623012(1)`$.
The asymptotic form of the coefficients $`r_n`$ in the generating function for the radius of gyration has not been studied previously. When fitting to a form similar to equation (11), assuming that here are only analytic corrections-to-scaling, we find that the amplitudes of higher order terms are very large and that the leading amplitude converge rather slowly. This indicates that this asymptotic form is incorrect. We find that the coefficients fit better if we assume a leading non-analytic correction-to-scaling exponent $`\mathrm{\Delta }=3/2`$. This result confirms the prediction of Nienhuis . Note, that since the polygon generating function exponent $`2\alpha =3/2`$ a correction-to-scaling exponent $`\mathrm{\Delta }=3/2`$ is perfectly consistent with the asymptotic form (11). Because $`2\alpha +\mathrm{\Delta }`$ is an integer the non-analytic correction term becomes part of the analytic background term . We thus propose the following asymptotic form:
$$r_n=\mu ^nn[BD+\underset{k=0}{}a_k/n^{k/2}].$$
(12)
Alternative we could fit to the form
$$r_n/p_n=n^{7/2}[D+n^{5/2}\underset{k=0}{}a_k/n^{k/2}].$$
(13)
In figure 3 we show the leading amplitudes resulting from such fits while using from 1 to 10 terms in these expansions. Also shown in these figures (solid lines) are the predicted exact value of $`BD`$, given in equation 2, and the prediction for $`D`$ using the estimate for $`B`$ obtained above. As can be seen the leading amplitudes clearly converge towards their expected values and from these plots we can conclude that the prediction for $`BD`$ has been confirmed to at least 6 digit accuracy. Assuming that equation (2) is exact and using the very accurate estimate for $`B`$ we find that $`D=0.05630944(1)`$.
Fitting the coefficients for the area-weighted moments to asymptotic forms similar to equations (12) and (13) above (only the leading exponent was changed accordingly) leads to the estimates $`E^{(1)}=0.141520(1)`$ and $`E^{(2)}=0.0212505(4)`$.
As stated above the analysis of the polygon generating function is fully consistent with the prediction $`\mathrm{\Delta }=3/2`$. However, all one can conclude from the analysis is that, if non-analytic correction-to-scaling terms are present, the exponents have to be “half-integer”, so that the correction terms become part of the analytic background. The detailed analysis of the asymptotic form of the coefficients in the generating functions for the radius of gyration and area-weighted moments provide the firmest evidence to date for the actual existence of a leading non-analytic correction to scaling exponent $`\mathrm{\Delta }=3/2`$, thus confirming the theoretical predictions made by Nienhuis .
## 4 Conclusion
We have presented an improved algorithm for the calculation of the radius of gyration and area-weighted moments of self-avoiding polygons on the square lattice. This algorithm has enabled us to calculate these series for polygons up to perimeter length 82. Our extended series enables us to give very precise estimate of the critical exponents, which are consistent with the exact values $`\alpha =1/2`$ and $`\nu =3/4`$. We also obtain a very precise estimate for the amplitude $`B=0.5623012(1)`$. Analysis of the coefficients of the radius of gyration series yielded results fully compatible with the prediction $`BD=5/16\pi ^2`$. This allows us to obtain the very accurate estimate $`D=0.05630944(1)`$. From the first area-weighted moment we obtained the estimate $`E^{(1)}=0.141520(2)`$, which allows us to give a much improved estimate for the universal amplitude ratio $`E^{(1)}/D=2.51326(3)`$. We also find firm evidence for the existence of a non-analytic correction-to-scaling term with exponent $`\mathrm{\Delta }=3/2`$.
## E-mail or WWW retrieval of series
The series for the various generating functions studied in this paper can be obtained via e-mail by sending a request to I.Jensen@ms.unimelb.edu.au or via the world wide web on the URL http://www.ms.unimelb.edu.au/~iwan/ by following the instructions.
## 5 Acknowledgements
Thanks to Tony Guttmann for many valuable comments on the manuscript and the series analysis. Financial support from the Australian Research Council is gratefully acknowledged. |
warning/0003/hep-th0003184.html | ar5iv | text | # 1 Introduction
## 1 Introduction
Conformal field theories (CFT) are of great importance in modern theoretical physics. Some of the most spectacular progress in the last 15 years has been in our understanding of two-dimensional conformal field theories which play an important role in string theory, statistical mechanics and condensed matter physics. Immediately after the first paper by Belavin, Polyakov and Zamolodchikov in which it was shown how conformal invariance in two dimensions can completely determine the critical exponents and bulk correlation functions, Cardy showed how conformal symmetry can determine critical exponents and correlation functions in the presence of a boundary. Boundary conformal field theories can be defined in any number of dimensions $`d`$ and one can get some general results for any $`d`$, but the strongest results, of course, are found for $`d=2`$. The main result of was that the $`n`$-point correlation function in the presence of a boundary satisfies the same equation as the $`2n`$-point correlation function in the bulk, provided one chooses conformal boundary conditions. Subsequently it was understood how to classify different boundary conditions and how to relate bulk and boundary operators . Boundary CFT is of interest not only to the condensed matter community where systems with boundaries are obviously important but also for the string community, because it gives a mathematical framework to formulate the theory of open strings (and more recently D-branes ). More complete references are given in .
More recently Gurarie drew attention to logarithmic conformal field theories (LCFT). In LCFT there are logarithmic terms in some correlation functions but the theories are nonetheless compatible with conformal invariance. An LCFT appears when two (or more, but this is not the general case) operators become degenerate and form a logarithmic pair, usually denoted $`C`$ and $`D`$. The OPE of the stress-energy tensor T with the logarithmic operators $`C`$ and $`D`$ is non-trivial and involves mixing
$`T(z)C(w){\displaystyle \frac{h}{(zw)^2}}C(w)+{\displaystyle \frac{1}{(zw)}}_zC\mathrm{}`$ (1)
$`T(z)D(w){\displaystyle \frac{h}{(zw)^2}}D(w)+{\displaystyle \frac{1}{(zw)^2}}C(w)+{\displaystyle \frac{1}{(zw)}}_zD+\mathrm{}`$
where $`h`$ is the conformal dimension of the operators with respect to the holomorphic stress-energy tensor $`T(z)`$. The OPE with $`\overline{T}`$ has the same form but with $`\overline{h}`$ instead of $`h`$; as usual the scaling dimension is $`h+\overline{h}`$ and the spin of the field is $`h\overline{h}`$.
It is a consequence of (1) that under a conformal transformation $`zw=z+ϵ(z)`$ the logarithmic pair is transformed as
$`\delta C=_zϵ(z)hC+ϵ(z)_zC+\mathrm{}`$
$`\delta D=_zϵ(z)(hD+C)+ϵ(z)_zD+\mathrm{}`$ (2)
which can be written globally as
$`\left(\begin{array}{c}C(z)\\ D(z)\end{array}\right)=\left({\displaystyle \frac{w}{z}}\right)^{\left(\begin{array}{cc}h& 0\\ 1& h\end{array}\right)}\left({\displaystyle \frac{\overline{w}}{\overline{z}}}\right)^{\left(\begin{array}{cc}\overline{h}& 0\\ 1& \overline{h}\end{array}\right)}\left(\begin{array}{c}C(w)\\ D(w)\end{array}\right)`$ (11)
From this conformal transformation one can derive the two point functions for the logarithmic pair
$`C(x)D(y)`$ $`=C(y)D(x)={\displaystyle \frac{\alpha _D}{(xy)^{2h}}}`$
$`D(x)D(y)`$ $`={\displaystyle \frac{1}{(xy)^{2h}}}\left(2\alpha _D\mathrm{ln}(xy)+\alpha _D^{}\right)`$
$`C(x)C(y)`$ $`=0`$ (12)
where the constant $`\alpha _D`$ is determined by the normalization of the $`D`$ operator and the constant $`\alpha _D^{}`$ can be changed by the redefinition $`DD+C`$. Note that (12) is absolutely universal and valid in any number of dimensions, because only the most general properties of conformal symmetry were used to derive it. One can easily generalize these formulas to the case when there are $`n`$ degenerate fields and the Jordan cell is given by an $`n\times n`$ matrix, in which case the maximal power of the logarithm will be $`\mathrm{ln}^{n1}z`$; some explicit expressions can be found, for example, in .
Much is known about the general properties of these theories; for example, the presence of a zero norm state , the fusion rules and modular properties , the Couloumb gas description of LCFT , the existence of logarithmic pairs with respect to other algebras such as affine Lie algebras , and the emergence of LCFT in $`c=0`$ theories in general . LCFTs have applications in many areas; for example, percolation , the WZNW model on the supergroup $`GL(1,1)`$ , gauge and gravitational dressings of non-logarithmic CFT , the world-sheet description of soliton collective coordinates in string theory and D-brane recoil , disordered conductors and the Quantum Hall Effect, planar magnetohydrodynamics , and some supersymmetric WZNW models . Their deformation by marginal and slightly relevant logarithmic operators was studied in . There are several interesting “holographic” relations between $`d`$-dimensional LCFT on a boundary and $`d+1`$ dimensional bulk theories as well as with Seiberg-Witten theory .
Most of the literature is concerned with the bulk properites of LCFT. However, boundary problems appear in a number of important applications; in the D-brane recoil problem the recoil operators must be boundary logarithmic operators and it is natural to consider percolation and disordered systems in the presence of boundaries . In this letter we discuss several basic properties of boundary LCFT (see also ), and how the methods of ordinary boundary CFT can be generalised to the LCFT case.
## 2 Two-point correlation functions in the presence of boundary
Let us consider CFT on the upper half-plane $`\mathrm{I}mz0`$ (Fig.1). As was shown in , two-point functions in the presence of the boundary are related to four-point functions on the whole plane provided the boundary conditions are conformally invariant so that $`T=\overline{T}`$ when $`\mathrm{I}mz=0`$. These boundary conditions allow us to analytically continue $`T`$ from the upper half plane to the whole plane by setting $`T(z)`$ for $`\mathrm{I}mz<0`$ to $`\overline{T}(\overline{z})`$. One can then show that by combining two contours $`C`$ and $`\overline{C}`$ (see Fig.1) into one on the whole plane that the $`n`$-point function in the presence of the boundary $`\mathrm{\Phi }(z_1,\overline{z}_1)\mathrm{\Phi }(z_2,\overline{z}_2)\mathrm{}\mathrm{\Phi }(z_n,\overline{z}_n)`$ which is a function of $`2n`$ variables $`(z_1,z_2,\mathrm{}z_n,\overline{z}_1,\mathrm{}\overline{z}_n)`$ satisfies the same differential equation as the $`2n`$-point functions of the same CFT on the whole plane $`\mathrm{\Phi }(z_1,\overline{z}_1)\mathrm{\Phi }(z_2,\overline{z}_2)\mathrm{}\mathrm{\Phi }(z_{2n},\overline{z}_{2n})`$, regarded as a function of holomorphic variables $`(z_1,\mathrm{}.z_{2n})`$ only.
Specializing to two-point functions we see immediately that they are not yet completely determined by this construction because there are two solutions to the differential equation for the four point function; the correct combination will be determined by the boundary conditions. This immediately leads to a very interesting fact. For fields which give logarithmic operators as the result of fusion, for example
$`\mu \times \mu =C+D,`$ (13)
logarithmic correlations can be observed only for four-point and higher order correlation functions in bulk LCFT. However when a boundary is present we can get logarithmic terms in the two-point function because $`\mu \mu `$ is related to the bulk four-point function $`\mu \mu \mu \mu `$; the very existence of the boundary leads to this new behaviour.
To study this in more detail consider the $`c=2`$ theory first. In the bulk the chiral part of the four-point function for the $`(1,2)`$ operator $`\mu (z,\overline{z})`$ with dimension $`1/8`$ can be defined from Ward identities with respect to $`T`$ and is given by
$`\mu (z_1,\overline{z}_1)\mu (z_2,\overline{z}_2)\mu (z_3,\overline{z}_3)\mu (z_4,\overline{z}_4)_{chiral}=`$ (14)
$`(z_1z_3)^{\frac{1}{4}}(z_2z_4)^{\frac{1}{4}}(\xi (1\xi ))^{\frac{1}{4}}\left(AF(\frac{1}{2},\frac{1}{2};1;\xi )+BF(\frac{1}{2},\frac{1}{2};1;1\xi )\right)`$
where we have chosen the anharmonic ratio
$$\xi =\frac{z_{12}z_{34}}{z_{13}z_{24}}.$$
(15)
The constants $`A`$ and $`B`$ depend on $`\overline{z}_1,..\overline{z}_4`$ and using the $`\overline{T}`$ Ward identities we see that there must be the same functional dependence on $`\overline{z}`$, i.e. $`A`$ and $`B`$ must be superpositions of $`F(\frac{1}{2},\frac{1}{2};1;\overline{\xi })`$ and $`F(\frac{1}{2},\frac{1}{2};1;1\overline{\xi })`$. Because the full left-right symmetric correlation function must be free of logarithmic cuts there is no ambiguity in constructing the full answer (see Saleur )
$`\mu (z_1,\overline{z}_1)\mu (z_2,\overline{z}_2)\mu (z_3,\overline{z}_3)\mu (z_4,\overline{z}_4)=|z_1z_4|^{1/2}|z_3z_2|^{1/2}|\xi (1\xi )|^{1/2}`$ (16)
$`\times \left(F(\frac{1}{2},\frac{1}{2};1;\xi )F(\frac{1}{2},\frac{1}{2};1;1\overline{\xi })+F(\frac{1}{2},\frac{1}{2};1;1\xi )F(\frac{1}{2},\frac{1}{2};1;\overline{\xi })\right).`$
Now consider the two-point function for the same $`(1,2)`$ operator in the presence of a boundary along the real axis. As discussed above it is given by the solution to the differential equation for the holomorphic part of the four point function without a boundary (14). We identify $`z_3`$ with $`\overline{z}_2`$ and $`z_4`$ with $`\overline{z}_1`$ so that
$$\xi =\frac{|z_1z_2|^2}{|z_1\overline{z}_2|^2}$$
(17)
and is always between 0 and 1. Then the two point function is given by
$`\mu (z_1,\overline{z}_1)\mu (z_2,\overline{z}_2)_{boundary}=`$ (18)
$`(z_1\overline{z}_2)^{\frac{1}{4}}(\overline{z}_1z_2)^{\frac{1}{4}}(\xi (1\xi ))^{\frac{1}{4}}\left(AF(\frac{1}{2},\frac{1}{2};1;\xi )+BF(\frac{1}{2},\frac{1}{2};1;1\xi )\right)`$
and since the hypergeometric function has a cut along $`[1,\mathrm{}]`$ this expression is always well-defined and real in the physical region. If we let the points $`z_1`$ and $`z_2`$ move away from the boundary but keep their separation fixed then $`\xi 0_+`$ and we see that the first term in the solution gives a contribution which is like the bulk two-point function
$$\mu (z_1,\overline{z}_1)\mu (z_2,\overline{z}_2)=Az_{12}^{\frac{1}{4}}\overline{z}_{12}^{\frac{1}{4}}.$$
(19)
On the other hand the second term contains a logarithmic piece
$$\mu (z_1,\overline{z}_1)\mu (z_2,\overline{z}_2)=Bz_{12}^{\frac{1}{4}}\overline{z}_{12}^{\frac{1}{4}}\mathrm{log}|z_{12}|^2.$$
(20)
One might argue that in order to recover the standard bulk two-point function, which does not contain a logarithm, when the points are far from the boundary we should set $`B=0`$. In a unitary theory this would be a possible solution but here it is not at all clear because the theory is non-unitary and the bulk two-point function grows with separation. Thus there is no physical motivation for supposing that when $`z_1`$ and $`z_2`$ are far from the boundary the correlation function is unaffected by the operators at the image points – in general it clearly is. At the other extreme we let the points $`z_1`$ and $`z_2`$ approach the boundary so that $`\mathrm{I}mz_1=\mathrm{I}mz_2=y0`$ while keeping their separation $`x`$ fixed; we now have $`\xi =(1+\frac{4y^2}{x^2})^1`$ approaching 1. Now the second term in the two point function (18) displays regular power law behaviour while the first term, which is regular in the bulk, gives the logarithmic behaviour
$$\mu (z_1,\overline{z}_1)\mu (z_2,\overline{z}_2)=A(4y^2)^{\frac{1}{4}}\mathrm{log}\frac{4y^2}{x^2}.$$
(21)
The constants $`A`$ and $`B`$ in (18) must be determined by the boundary conditions; however, we see that whatever these are, logarithmic terms must appear either in the bulk or near the boundary.
This phenomenon is not confined to the $`c=2`$ model. It appears also in the $`c=0`$ model describing the percolation problem considered by Gurarie and Ludwig . For example, the two point function of the bulk energy operator $`ϵ(z,\overline{z})`$ which has conformal dimension $`5/8`$ is given in the upper half plane by
$$ϵ(z_1,\overline{z}_1)ϵ(z_2,\overline{z}_2)=\frac{1}{|z_1z_2|^{\frac{5}{2}}(1\xi )^{\frac{5}{4}}}\left(B(1\xi )^2F(\frac{1}{2},\frac{3}{2};3;1\xi )+A\xi ^2F(\frac{1}{2},\frac{3}{2};3;\xi )\right).$$
(22)
When the operators are far from the boundary and $`\xi `$ is small, the first term gives logarithmic behaviour
$$ϵ(z_1,\overline{z}_1)ϵ(z_2,\overline{z}_2)=|z_{12}|^{\frac{5}{2}}\left(1+\frac{15}{32}\xi ^2\mathrm{log}\xi +\mathrm{}\right).$$
(23)
This logarithmic behaviour is what is expected for the bulk two point function which in this case declines with distance so we are justified in ignoring the effect of the boundary and concluding that $`B=1`$. On the other hand when the operators are close to the boundary and $`\xi `$ approaches 1 we see that the second term, whose coefficient $`A`$ is not fixed by considering the bulk correlation function, gives logarithmic behaviour.
Another interesting example at $`c=0`$ is the $`k=0`$ $`SU(2)`$ WZNW model which is the bosonic sector of the $`N=1`$ SUSY $`SU(2)`$ WZNW model at $`k=2`$. This theory is logarithmic <sup>3</sup><sup>3</sup>3The general case of $`SU(N)`$ at level $`k=0`$ was discussed in KM and the $`SU(2)`$ case was discussed in more detail in CKLT . but contains no negative dimension operators. The chiral four-point function is given by
$`V_{ϵ_1}(z_1,\overline{z}_1)V_{ϵ_2}(z_2,\overline{z}_2)V_{ϵ_3}(z_3,\overline{z}_3)V_{ϵ_4}(z_4,\overline{z}_4)_{chiral}=`$ (24)
$`(z_1z_3)^{3/4}(z_2z_4)^{3/4}(\xi (1\xi ))^{1/4}\left(A{\displaystyle \underset{i=1}{\overset{2}{}}}J_iF_A^i(\xi )+B{\displaystyle \underset{i=1}{\overset{2}{}}}J_iF_B^i(\xi )\right)`$
where $`V_ϵ`$ is a primary chiral field in the fundamental representation, $`ϵ=\pm 1`$, $`J_1=\delta _{ϵ_1ϵ_2}\delta _{ϵ_3ϵ_4},J_2=\delta _{ϵ_1ϵ_4}\delta _{ϵ_2ϵ_3}`$ and $`_{I=1}^4ϵ_I=0`$. The functions $`F_{A,B}^I(\xi )`$ are given by
$`F_A^1(z)`$ $`=`$ $`F(1/2,3/2;1;\xi )`$
$`F_B^1(z)`$ $`=`$ $`F(1/2,3/2;2;1\xi )`$
$`=`$ $`{\displaystyle \frac{2}{\pi }}\mathrm{ln}\xi F(1/2,3/2;1;\xi ){\displaystyle \frac{2}{\pi }}H_0(\xi )`$
$`F_A^2(\xi )`$ $`=`$ $`F(1/2,3/2;2;\xi )`$
$`F_B^2(\xi )`$ $`=`$ $`2F(1/2,3/2;1;1\xi )`$
$`=`$ $`{\displaystyle \frac{4}{\pi \xi }}{\displaystyle \frac{1}{\pi }}\mathrm{ln}\xi F(1/2,3/2;2;\xi ){\displaystyle \frac{1}{\pi }}H_1(\xi )`$
$`H_i(\xi )`$ $`=`$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}\xi ^n{\displaystyle \frac{(1/2)_n(3/2)_n}{n!(n+i)!}}\times \{\mathrm{\Psi }(1/2+n)+`$ (25)
$`+\mathrm{\Psi }(3/2+n)\mathrm{\Psi }(n+1)\mathrm{\Psi }(n+i+1)\}`$
The functions $`F_A^i`$ and $`F_B^I`$ have logarithmic behavior near $`\xi =1`$ and $`\xi =0`$ respectively It is easy to see that one must have the following OPE
$`V_{ϵ_1}(z_1)V_{ϵ_2}(z_2)={\displaystyle \frac{1}{z_{12}^{3/4}}}\left\{I_{ϵ_1ϵ_2^{}}z_{12}t_{ϵ_1ϵ_2^{}}^i\left[D^i(z_2)+\mathrm{ln}z_{12}C^i(z_2)\right]+\mathrm{}\right\}`$ (26)
where $`I`$ is the unit matrix and $`ϵ^{}`$ is the weight conjugate to $`ϵ`$. We see that logarithmic operators are transformed as a conjugate representation and have dimension $`2/(k+2)=1`$. We can now write the two-point functions
$`V_+(z_1,\overline{z}_1)V_+(z_2,\overline{z}_2)_{boundary}=V_{}(z_1,\overline{z}_1)V_{}(z_2,\overline{z}_2)_{boundary}=`$
$`(z_1\overline{z}_2)^{3/4}(\overline{z}_1z_2)^{3/4}(\xi (1\xi ))^{1/4}\left(AF(1/2,3/2;1;\xi )+BF(1/2,3/2;2;1\xi )\right)`$ (27)
and
$`V_+(z_1,\overline{z}_1)V_{}(z_2,\overline{z}_2)_{boundary}=V_{}(z_1,\overline{z}_1)V_+(z_2,\overline{z}_2)_{boundary}=`$
$`(z_1\overline{z}_2)^{3/4}(\overline{z}_1z_2)^{3/4}(\xi (1\xi ))^{1/4}\left({\displaystyle \frac{A}{2}}F(1/2,3/2;2;\xi )+2BF(1/2,3/2;1;1\xi )\right)`$ (28)
Again, the same general features emerge. Whatever the boundary conditions at the very least there will be logarithmic behaviour either in the bulk or near the boundary, if not both.
## 3 Bulk and boundary operators in LCFT
When we compute a correlation function in the boundary theory for every bulk operator $`\mathrm{\Phi }(z_1)`$ on the upper half plane there is a mirror operator on the full plane at $`z_2=\overline{z}_1=xiy`$. As $`\mathrm{\Phi }(z_1)`$ approaches the boundary so does its mirror and we can use the bulk OPE
$$\mathrm{\Phi }(z_1)\mathrm{\Phi }(z_2)=\underset{i}{}C_{\mathrm{\Phi }\mathrm{\Phi }}^i\frac{1}{(z_1z_2)^{2h_\mathrm{\Phi }h_i}}\frac{1}{(\overline{z}_1\overline{z}_2)^{2\overline{h}_\mathrm{\Phi }\overline{h}_i}}\psi _i\left(\frac{z_1+z_2}{2}\right).$$
(29)
on the product $`\mathrm{\Phi }(z_1)\mathrm{\Phi }(\overline{z}_1)`$ (Fig.2). Recalling that the correlation function of a field and its mirror consists of the holomorphic part only this leads to a relation between boundary and bulk operators of the form
$$\mathrm{\Phi }(z)=C_{\mathrm{\Phi }\mathrm{\Phi }}^d(2y)^{\mathrm{\Delta }_d2h_\mathrm{\Phi }}(d(x)+c(x)\mathrm{log}y)+\underset{i}{}C_{\mathrm{\Phi }\mathrm{\Phi }}^i(2y)^{\mathrm{\Delta }_i2h_\mathrm{\Phi }}\psi _i(x)$$
(30)
where we have singled out the logarithmic boundary operators and the sum runs over the rest. The ordinary boundary operators $`\psi _i`$ are normalized so that they have correlation functions
$$\psi _i(0)\psi _j(x)=\delta _{ij}x^{2\mathrm{\Delta }_i}$$
(31)
but we allow the logarithmic operators to have unspecified normalizations for reasons that will appear shortly
$`d(0)d(x)`$ $`=`$ $`(2\alpha _d\mathrm{log}x+\alpha _d^{})x^{2\mathrm{\Delta }_d}`$
$`c(0)d(x)`$ $`=`$ $`\alpha _dx^{2\mathrm{\Delta }_d}`$
$`c(0)c(x)`$ $`=`$ $`0`$ (32)
so we then find that for operators widely separated but close to the boundary (ie $`yx`$)
$`\mathrm{\Phi }(iy)\mathrm{\Phi }(x+iy)`$ $`=`$ $`(2y)^{4h_\mathrm{\Phi }}\left({\displaystyle \frac{4y^2}{x^2}}\right)^{\mathrm{\Delta }_d}\left(C_{\mathrm{\Phi }\mathrm{\Phi }}^d\right)^2\left(2\alpha _d\mathrm{log}{\displaystyle \frac{x}{y}}+\alpha _d^{}\right)`$ (33)
$`+(2y)^{4h_\mathrm{\Phi }}{\displaystyle \underset{i}{}}\left(C_{\mathrm{\Phi }\mathrm{\Phi }}^i\right)^2\left({\displaystyle \frac{4y^2}{x^2}}\right)^{\mathrm{\Delta }_i}`$
For the operator $`\mu (z,\overline{z})`$ we can compare this with what the explicit two point function (18) gives in the same regime
$$\mu (z_1,\overline{z}_1)\mu (z_2,\overline{z}_2)=(2y)^{\frac{1}{2}}\left\{\left(A\mathrm{log}\frac{4y^2}{x^2}+B\right)\underset{n=0}{\overset{\mathrm{}}{}}a_n\left(\frac{4y^2}{x^2}\right)^n+A\underset{n=1}{\overset{\mathrm{}}{}}b_n\left(\frac{4y^2}{x^2}\right)^n\right\}$$
(34)
where the $`a_n`$ and $`b_n`$ are related to the series expansions of the hypergeometric functions. This is consistent with (33) with the logarithmic operators duly appearing if $`A0`$ together with a stack of boundary operators of scaling dimensions which are all positive integers. A similar exercise for the $`c=0`$ model discussed earlier gives
$$ϵ(z_1,\overline{z}_1)ϵ(z_2,\overline{z}_2)=(2y)^{\frac{5}{2}}\left\{\left(A\mathrm{log}\frac{4y^2}{x^2}+B\right)\underset{n=2}{\overset{\mathrm{}}{}}e_n\left(\frac{4y^2}{x^2}\right)^n+A\underset{n=0}{\overset{\mathrm{}}{}}f_n\left(\frac{4y^2}{x^2}\right)^n\right\}$$
(35)
where now $`e_n`$ and $`f_n`$ are related to the series expansion of the hypergeometric functions.
An obvious question now arises; what happens to the boundary operators when $`A=0`$? In this case consistency between (34) and (33) dictates that $`\alpha _d`$ vanishes but that the coefficient $`C_{\mathrm{\Phi }\mathrm{\Phi }}^d`$ does not. Now the boundary logarithmic operators have correlation functions
$`d(0)d(x)`$ $`=`$ $`\alpha _d^{}x^{2\mathrm{\Delta }_d}`$
$`c(0)d(x)`$ $`=`$ $`0`$
$`c(0)c(x)`$ $`=`$ $`0`$ (36)
and the field $`c(x)`$ has become ‘sterile’ – it totally decouples from the rest of the system.
These results are very interesting, because they show that, depending on boundary conditions, boundary operators may be either logarithmic or not. This may be related to the fact that D-brane recoil (where there are Dirichlet boundary conditions) is described by logarithmic operators, but there are no logarithmic operators for ordinary open strings (which have Neumann boundary conditions). In this paper we will not attempt to answer this question in full, but it seems that the fact that boundary logarithmic operators may become non-logarithmic under different boundary conditions is important.
Now consider the limit $`z_1z_2`$, i.e. $`y>>x`$, in the two-point correlation function $`\mathrm{\Phi }(z_1)\mathrm{\Phi }(z_2)`$; using the bulk OPE
$$\mathrm{\Phi }(iy)\mathrm{\Phi }(x+iy)=\frac{1}{x^{4h_\mathrm{\Phi }2h_C}}\left(D+C\mathrm{ln}x\right)+\mathrm{}$$
(37)
we can relate the expectation values of the logarithmic pair to the logarithmic terms in $`\mathrm{\Phi }(iy)\mathrm{\Phi }(x+iy)`$. Comparing with the correlation functions (10) and (14) given earlier immediately tells us that
$$D=B\frac{\mathrm{ln}y}{y^{h_C}},C=B\frac{1}{y^{h_C}}$$
(38)
at least when the scaling dimensions are positive. Another way of looking at this is directly by considering the one-point function in the presence of a boundary
$`D(z)_{boundary}`$ $`=`$ $`D(z)D(\overline{z}){\displaystyle \frac{\mathrm{ln}y}{y^{h_C}}}`$
$`C(z)_{boundary}`$ $`=`$ $`C(z)C(\overline{z})=0!!`$ (39)
The calculation of $`C(z)`$ has gone wrong (it violates scale covariance) because of the non-standard transformation properties of the logarithmic pair. We should consider the LCFT as a limit of an ordinary CFT, as in , where two ordinary operators become degenerate and lead to the logarithmic operators; an operator in the ordinary CFT has an image which is itself, but it is a combination of $`C`$ and $`D`$ so really we should consider the combination $`D+C\mathrm{log}a`$ as one operator.
## 4 Boundary Conditions and Boundary States in LCFT
The next step is to investigate the connection between boundary conditions, boundary states, and the $`S`$ matrix which describes the behaviour of the Virasoro characters under modular transformations. For ordinary rational CFTs this was first elucidated by Cardy but in the case of the LCFTs his arguments are modified by the Jordan cell structure of the Virasoro generators $`L_0`$ and $`\overline{L}_0`$. At this stage in the development of the subject we do not have a complete systematic understanding of bulk LCFTs so a corresponding understanding of boundary conditions and states is impossible. However we can explore the nature of the differences from ordinary CFTs.
A logarithmic theory occurs when two operators, $`O_0(z,\overline{z})`$ of negative norm and $`O_1(z,\overline{z})`$ of positive norm, with weights $`(h_0,\overline{h}_0)`$ and $`(h_1=h_0+\alpha _Dϵ^2,\overline{h}_1=\overline{h}_0+\alpha _Dϵ^2)`$ become degenerate as $`ϵ0`$. For simplicity we will assume that $`O_{0,1}`$ are both primary operators, that they and their descendants are the only degenerate operators, and that $`h=\overline{h}`$. The known logarithmic theories are more complicated than this but these assumptions already lead to significant differences from the non-logarithmic theories. We can define
$`D(z,\overline{z})`$ $`=`$ $`{\displaystyle \frac{1}{ϵ}}\left(O_0(z,\overline{z})+(1+{\displaystyle \frac{\alpha _D^{}}{2}}ϵ^2)O_1(z,\overline{z})\right)`$
$`C(z,\overline{z})`$ $`=`$ $`ϵ\alpha _DO_1(z,\overline{z}).`$ (40)
In the limit $`ϵ0`$ these operators have the standard correlation functions for a logarithmic pair. However, although $`O_0`$ and $`O_1`$ are direct products of holomorphic and anti-holomorphic sectors, $`D`$ is not and this affects the Ishibashi states. It is convenient to exploit the ambiguity in the definition of $`D`$ to set $`\alpha _D^{}=0`$ and to rescale $`ϵ`$ and the fields so that $`\alpha _D=1`$. Then we can define the states
$`|D`$ $`=`$ $`{\displaystyle \frac{1}{ϵ}}{\displaystyle \underset{N}{}}|0,N\overline{|0,N}+|1,N\overline{|1,N}`$
$`|C`$ $`=`$ $`ϵ{\displaystyle \underset{N}{}}|1,N\overline{|1,N}`$
$`|i`$ $`=`$ $`{\displaystyle \underset{N}{}}|i,N\overline{|i,N},i2`$ (41)
where the last line is just the standard Ishibashi result for the non-logarithmic primary operators $`\{O_i,i2\}`$. We can compute the action of $`L_0`$ on these states. There is one subtlety which is that since we are going to vary $`ϵ`$ we are not entitled to assume that $`|0,N`$ and $`|1,N`$ are normalized to a constant; rather we expect that they have a normalization which is a polynomial in $`h`$, or equivalently in $`ϵ^2`$ , which we denote $`P_N^{(0,1)}(ϵ^2)`$. Note that the $`P_N^{(0,1)}(ϵ^2)`$ have the property that if they are non zero at $`ϵ=0`$ for a particular descendant $`N`$ then $`P_N^{(0)}(0)=P_N^{(1)}(0)`$. We find that
$`D|q^{L_0\frac{c}{24}}|D`$ $`=`$ $`\underset{ϵ0}{lim}ϵ^2{\displaystyle \underset{N}{}}P_N^{(0)}(ϵ^2)q^{h_0+N\frac{c}{24}}+P_N^{(1)}(ϵ^2)q^{h_0+ϵ^2+N\frac{c}{24}}`$
$`=`$ $`\chi _0(q)\mathrm{log}q+\chi _1(q)`$
$`D|q^{L_0\frac{c}{24}}|C`$ $`=`$ $`\underset{ϵ0}{lim}{\displaystyle \underset{N}{}}P_N^{(1)}(ϵ^2)q^{h_0+ϵ^2+N\frac{c}{24}}`$
$`=`$ $`\chi _0(q)`$
$`C|q^{L_0\frac{c}{24}}|C`$ $`=`$ $`0`$ (42)
where
$`\chi _0(q)`$ $`=`$ $`{\displaystyle \underset{N}{}}P_N^{(1)}(0)q^{h_0+N\frac{c}{24}}`$
$`\chi _1(q)`$ $`=`$ $`\underset{ϵ0}{lim}{\displaystyle \underset{N}{}}ϵ^2\left(P_N^{(0)}(ϵ^2)+P_N^{(1)}(ϵ^2)\right)q^{h_0+N\frac{c}{24}}.`$ (43)
Note that on account of the properties of the $`P_N^{(0,1)}(ϵ^2)`$ the limit in (43) exists. Furthermore the character $`\chi _1(q)`$ has by definition no contribution at level $`N=0`$ so it appears to belong to a representation with conformal weight one higher than does $`\chi _0(q)`$. We still have the same number of independent character functions; the only exception to this would be if it happened that $`\chi _1(q)=0`$ but this does not occur in the only case where the characters are known explicitly (see below).
Now, following Cardy consider the region formed by identifying the edges $`\mathrm{R}ez=0`$ and $`\mathrm{R}ez=2\pi \mathrm{I}m\tau `$ (where $`\tau `$ is taken to be imaginary) of the rectangular region $`0<\mathrm{R}ez<2\pi \mathrm{I}m\tau `$, $`0<\mathrm{I}mz<\pi `$. This can be viewed either as an annulus in which states propagate in the $`\mathrm{R}ez`$ direction or as a cylinder in which states propagate in the $`\mathrm{I}mz`$ direction (Fig.3). This construction is familiar in string theory where the same process can be described either as the propagation of open strings (annulus) or of closed strings (cylinder). Imposing boundary conditions labelled $`\alpha `$ and $`\beta `$ on the annulus configuration then corresponds to evolution on the cylinder configuration with initial state $`|\beta `$ and final state $`|\alpha `$. Under the conformal transformation $`\xi =\mathrm{exp}(iz/\mathrm{I}m\tau )`$ the infinite cylinder of which our cylinder is a segment becomes the whole plane and therefore the transfer matrix in the $`\mathrm{I}mz`$ direction is given by the Virasoro generators on the plane. Writing
$`|\alpha `$ $`=`$ $`a|D+a^{}|C+{\displaystyle \underset{i2}{}}\alpha _i|i`$
$`|\beta `$ $`=`$ $`b|D+b^{}|C+{\displaystyle \underset{i2}{}}\beta _i|i`$ (44)
and setting $`\stackrel{~}{q}=\mathrm{exp}(2\pi i/\tau )`$ we find that the matrix elements of the transfer matrix take the form
$`Z_{\alpha \beta }`$ $`=`$ $`\alpha |\stackrel{~}{q}^{\frac{1}{2}\left(L_0^c+\overline{L}_0^c\right)\frac{c}{24}}|\beta `$ (45)
$`=`$ $`ab\left(\chi _0(\stackrel{~}{q})\mathrm{log}\stackrel{~}{q}+\chi _1(\stackrel{~}{q})\right)`$
$`+\left(ab^{}+ba^{}\right)\chi _0(\stackrel{~}{q})+{\displaystyle \underset{i2}{}}\alpha _i\beta _i\chi _i(\stackrel{~}{q}).`$
Now we calculate the partition function by considering the transfer matrix in the $`\mathrm{R}ez`$ direction i.e. round the annulus. We identify the states at $`\mathrm{R}ez=0`$ and $`\mathrm{R}ez=\pi `$ and then sum over all of them to obtain
$`Z_{\alpha \beta }`$ $`=`$ $`Tr_{\alpha \beta }q^{L_0^o\frac{c}{24}}`$ (46)
$`=`$ $`{\displaystyle \underset{i}{}}n_{\alpha \beta }^i\chi _i(q)`$
where $`q=\mathrm{exp}(i2\pi \tau )`$ and $`n_{\alpha \beta }^i`$ is the number of times the representation $`i`$ occurs in the spectrum of the boundary theory with two boundaries and boundary conditions $`\alpha `$ and $`\beta `$. Note that $`\mathrm{log}q`$ does not appear in (46).
Now $`q`$ is related to $`\stackrel{~}{q}`$ by $`\tau 1/\tau `$ and so we need to know the behaviour of the characters under a modular transformation. From the fact that the partition function calculated on the cylinder (45) and on the annulus (46) must be equal we see that the characters should transform as
$$\chi _i(q)=\underset{j}{}\left(S_i^j+\frac{\mathrm{log}\stackrel{~}{q}}{2\pi }Q_i^j\right)\chi _j(\stackrel{~}{q}).$$
(47)
Consistency then requires
$$S^2+Q^2=1,QS=SQ=0$$
(48)
which in turn implies that if $`Q0`$ then both $`detS=0`$ and $`detQ=0`$. Equating (46) and (45) we obtain the relationships
$`ab`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}n_{\alpha \beta }^iQ_i^0=n_{\alpha \beta }^iS_i^1`$
$`a^{}b+ab^{}`$ $`=`$ $`n_{\alpha \beta }^iS_i^0`$
$`\alpha _j\beta _j`$ $`=`$ $`n_{\alpha \beta }^iS_i^j,j2`$ (49)
The only case where the characters are known explicitly is the $`c=2`$ model ; these characters do indeed transform according to (47). The construction we have outlined works if we identify our characters in the following way
$`\chi _0(q)`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Theta }_{1,2}(q)}{\eta (q)}}`$
$`\chi _1(q)`$ $`=`$ $`{\displaystyle \frac{1}{\eta (q)}}\left(\mathrm{\Theta }_{1,2}(q)\mathrm{\Theta }_{1,2}(q)\right)`$ (50)
and $`\chi _i`$, $`i=2,3`$ are the characters for the normal fields with conformal weights $`h=1/8`$ and $`h=3/8`$ respectively. In terms of the space of states constructed in $`\frac{1}{2}\chi _1(q)`$ is the character for $`\nu _1`$ and $`\chi _0(q)+\frac{1}{2}\chi _1(q)`$ is the character for $`\nu _0`$. Then $`S`$ and $`Q`$ are given by
$$S=\left(\begin{array}{cccc}0& 0& 0& 0\\ 0& 0& \frac{1}{2}& \frac{1}{2}\\ 1& 1& \frac{1}{2}& \frac{1}{2}\\ 1& 1& \frac{1}{2}& \frac{1}{2}\end{array}\right),Q=\left(\begin{array}{cccc}1& 0& 0& 0\\ 1& 0& 0& 0\\ 0& 0& 0& 0\\ 0& 0& 0& 0\end{array}\right).$$
(51)
There are solutions to the equations (49) in this case but they do not take the simple form found by Cardy for the unitary minimal models. In particular there is no boundary state $`|\stackrel{~}{k}`$ for which just one highest weight representation contributes to the annulus amplitude ie for which $`n_{\stackrel{~}{k}\stackrel{~}{k}}^i=\delta _k^i`$ for some $`k`$. The presence of the factor of $`2\pi `$ in (41) and the fact that $`S`$ and $`Q`$ satisfy (40) implies that $`ab=0`$; furthermore the first two columns of $`S`$ are identical so $`a^{}b+ab^{}=0`$ too. (We note that in this construction the presence of the $`2\pi `$ factor appears unavoidable.) The $`n_{\alpha \beta }^i`$ must satisfy $`n_{\alpha \beta }^0=n_{\alpha \beta }^1`$ and $`n_{\alpha \beta }^2=n_{\alpha \beta }^3`$. If we try to impose the same boundary condition on each boundary ie $`|\alpha =|\beta `$ then $`a=0`$ and $`a^{}`$ (which is the coefficient of a zero-norm state) is undetermined; in addition
$`\alpha _2^2`$ $`=`$ $`n_{\alpha \alpha }^2+{\displaystyle \frac{1}{2}}n_{\alpha \alpha }^1`$
$`\alpha _3^2`$ $`=`$ $`n_{\alpha \alpha }^2{\displaystyle \frac{1}{2}}n_{\alpha \alpha }^1.`$ (52)
There are no non-trivial solutions when $`n_{\alpha \alpha }^2=0`$ but if $`n_{\alpha \alpha }^2=1`$ then $`n_{\alpha \alpha }^1=0,1,2`$ are allowed and we get the states
$`|\stackrel{~}{1}`$ $`=`$ $`a^{}|C+|2+|3`$
$`|\stackrel{~}{2}`$ $`=`$ $`a^{\prime \prime }|C+\sqrt{{\displaystyle \frac{3}{2}}}|2+\sqrt{{\displaystyle \frac{1}{2}}}|3`$
$`|\stackrel{~}{3}`$ $`=`$ $`a^{\prime \prime \prime }|C+\sqrt{2}|2.`$ (53)
These are linearly independent because of the presence of the zero-norm state but not orthogonal.
## 5 Conclusions
In this paper we have discussed how the properties of boundary LCFTs depend very delicately on the boundary conditions and are quite different from those of the same LCFT without boundaries. Operators which in the pure bulk theory do not have logarithmic two-point functions (but do have logarithmic four-point functions) acquire logarithmic two-point functions in the presence of a boundary; the logarithms show up either in the bulk, or close to the boundary, or both depending upon the boundary conditions. Whether or not there are boundary logarithmic operators also depends on the boundary conditions. We have discussed how the Cardy conditions relating boundary states and bulk quantities are modified in LCFTs.
We acknowledge the support of PPARC grant PPA/G/O/1998/00567 and stimulating discussions with John Cardy, Jean-Sebastien Caux, and Nick Mavromatos, and the comments of Victor Gurarie and the referee. |
warning/0003/cond-mat0003382.html | ar5iv | text | # Conductance modulation by spin precession in non-collinear ferromagnet-normal metal-ferromagnet systems.
## I INTRODUCTION
In hybrid systems of ferromagnetic and normal metals, interesting phenomena can appear due the interplay between charge and spin. The discovery of the giant magnetoresistance (GMR) effect in metallic magnetic multilayers, has motivated a large number of studies on the transport properties of such systems. The GMR is caused by spin dependent scattering in the system. Most studies concentrated on collinear configurations (parallel and antiparallel configurations). There are several papers which cover non-collinear magnetizations, both theoretical and experimental.
Magnetoelectronic multiterminal devices reveal new physics, but may also lead to novel applications, e.g. non-volatile electronics. Johnson and Silsbee investigated spin dependent effects in a 3-terminal device. They found transistor effects that depend on the relative orientation of the magnetization of the ferromagnets. More recently, a ferromagnetic single-electron transistor in a three terminal configuration has been realized and studied theoretically. In this case the source-drain current also depends on the relative orientation of the magnetizations.
Brataas et al. give a unified semiclassical picture for electron and spin transport in such systems. Their formalism is inspired by the circuit theory of the Andreev reflection, and is applicable to systems with non-collinear magnetization directions and an arbitrary number and variety of contacts between the ferromagnetic and the normal metals. However, the simple circuit theory of Ref. only holds when the resistances of the contacts between the ferromagnetic and the normal metals are much higher than the resistance of the normal metal itself, thus fails when the size $`L`$ of the system in the transport direction becomes too large. Moreover, when the size of the system is larger than the spin diffusion length ($`Ll_{sf}`$), the presence of spin-diffusion in the normal metal requires a more complicated description with spatially dependent spin distribution functions.
In the present paper, we present a study of the transport properties of simple F-N-F systems (see Fig. 1), taking into account different magnetizations of the ferromagnetic reservoirs and spin-diffusion in the normal metal. At low temperatures, spin-flip can be due to spin-orbit interactions and scattering by defects or impurities. Exchange scattering by paramagnetic impurities also flips the spin (see e.g. Appendix A in Ref.). The length of the normal metal $`L`$ is assumed to be much larger than the mean-free path $`l_f`$, so electronic transport may be described by the diffusion equation. On the other hand, we allow the spin diffusion length $`l_{sf}`$, which is the length scale on which an electron looses its spin in diffusive transport, to be much smaller, of the same order, or much larger than the size of the system $`L`$. Under an applied bias, ferromagnetic reservoirs inject a spin-current, causing a non-equilibrium magnetization or “spin accumulation” in the normal metal. We are interested in the different mechanisms that reduce and also rotate this spin accumulation. For non-collinear configurations the physics of spin injection is more subtle than in the simple collinear case, since it requires generalized boundary conditions for transport through a single ferromagnetic-normal metal (F-N) contact. In general, such a contact is charaterized not only by the conventional spin dependent conductances $`G^{},G^{}`$, which describe the transport of spins collinear to the magnetization of the ferromagnetic reservoir, but also by the $`\left(\text{complex}\right)`$ mixing conductance $`G^{}`$ (see Ref.), that contains information about the transport of spins oriented perpendicular to the magnetization of the ferromagnetic reservoir.
We are also interested in the effect of a magnetic field applied to the diffusive normal metal in arbitrary directions. In this case we assume that the magnetic field only couples to the spin degrees of freedom. Our approach is similar to the treatment of a precessing magnetic field applied to a diffusive metal in Ref..
In section II we introduce and solve the basic equations for the diffusive spin transport, showing the general expression for the non-equilibrium distribution function in the normal metal. In section III we discuss the boundary conditions of the problem. In section IV we obtain analytical expressions for the total conductance of the system in collinear configurations and in the absence of applied magnetic field. We also obtain analytical expressions for the total conductance in the case of non-collinear magnetization directions, zero magnetic field and no spin-flip scattering. In section V we calculate numerically the conductance in the general case. In section VI we summarize and discuss our results.
## II DIFFUSIVE SPIN TRANSPORT
When a bias is applied to our F-N-F device, a spin current is injected from the ferromagnetic reservoirs into the normal metal, causing a non-equilibrium magnetization or spin accumulation. For an arbitrary magnetic configuration of the system, the spin accumulated in the normal metal can be oriented in differents directions. If we take the spin quantization axis parallel to the magnetization of one of the ferromagnetic reservoirs, we need to take into account spins oriented perpendicular to this quantization axis, which can be described as a superposition of up ($``$) and down ($``$) spin states. We study a geometry invariant to translations in the lateral direction, so all quantities depend only on one spatial coordinate $`(x)`$. The spin-polarized electron distribution is characterized by a $`2\times 2`$ matrix in spin space of the form:
$$\widehat{f}^N(x)=\left(\begin{array}{cc}\begin{array}{c}f_{}^N(x)\end{array}& \begin{array}{c}f_{}^N(x)\end{array}\\ \begin{array}{c}\\ f_{}^N(x)\end{array}& \begin{array}{c}\\ f_{}^N(x)\end{array}\end{array}\right).$$
(1)
When the size of the system $`L`$ is larger than the spin diffusion length $`l_{sf}`$, $`\widehat{f}^N(x)`$ depends on the position. Here we are interested in transport under the condition $`l_fl_{sf}`$, where $`l_f=v_F\left(1/\tau +1/\tau _{sf}\right)^1`$ is the mean free path, $`v_F`$ is the Fermi velocity, $`\tau `$ the spin-conserving scattering time and $`\tau _{sf}`$ the spin-flip scattering time. Both $`\tau `$ and $`\tau _{sf}`$ are considered isotropic in momentum space. The spin diffusion length $`l_{sf}`$ is defined as $`l_{sf}=\sqrt{D\tau _{sf}}`$, where $`D=v_Fl_f/d`$, is the spin-independent diffusion coefficient of the normal metal ($`d=1,2,3`$ is the dimension of the normal metal). So under the condition $`l_fl_{sf}`$, we obtain for diffusive spin transport in the steady state the following $`2\times 2`$ matrix equations for $`\widehat{f}^N(x)`$
$`D{\displaystyle \frac{^2\widehat{f}^N(x)}{x^2}}`$ $`=`$ $`{\displaystyle \frac{1}{\tau _{sf}}}\left(\widehat{f}^N(x)\widehat{\mathrm{𝟏}}{\displaystyle \frac{\text{Tr}\left(\widehat{f}^N(x)\right)}{2}}\right)`$ (2)
$`\widehat{ȷ}^N(x)`$ $`=`$ $`D{\displaystyle \frac{\widehat{f}^N(x)}{x}}.`$ (3)
where $`\widehat{\mathrm{𝟏}}`$ is the unit matrix and where the electron charge $`e`$ is assumed to be equal to one. Eq. (2) describes the relaxation of the spin accumulation due to spin-flip scattering, and (3) relates the current density matrix $`\widehat{ȷ}^N(x)`$ and $`\widehat{f}^N(x)`$. In the case of collinear transport, our matrix equations simply reduce to
$`{\displaystyle \frac{^2f_s^N(x)}{x^2}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{f_s^N(x)f_s^N(x)}{l_{sf}^2}}`$ (4)
$`j_s^N(x)`$ $`=`$ $`D{\displaystyle \frac{f_s^N(x)}{x}}`$ (5)
where $`s=(,)`$. Eqs. (4) and (5) have been extensively used for collinear transport in F-N multilayers in which the current flows perpendicular to the planes of the interfaces (CPP geometry).
We are also interested in the effect of an external magnetic field applied to the normal metal in an arbitrary direction. We know that the magnetic Zeeman energy associated with the coupling between the magnetic field and the spin of the electrons is given by $`g\mu _B\widehat{\sigma }\stackrel{}{B}/2`$, where $`\mu _B`$ is the Bohr magneton, $`g`$ is the gyromagnetic ratio, $`\widehat{\sigma }=(\widehat{\sigma }_x,\text{ }\widehat{\sigma }_y,\text{ }\widehat{\sigma }_z)`$ is the vector of Pauli matrices and $`\stackrel{}{B}`$ is the external magnetic field. Semiclassically, we can write for the spin dynamics (see e.g. Ref.)
$$\frac{\text{ }\widehat{f}^N(x)}{t}=\frac{i}{\mathrm{}}[\frac{g\mu _B}{2}\left(\widehat{\sigma }\stackrel{}{B}\right),\text{ }\widehat{f}^N(x)]_{}.$$
(6)
Then, in the steady state:
$$D\frac{^2\widehat{f}^N(x)}{x^2}=\frac{1}{\tau _{sf}}\left(\widehat{f}^N(x)\widehat{\mathrm{𝟏}}\frac{\text{Tr}\left(\widehat{f}^N(x)\right)}{2}\right)\frac{i}{\mathrm{}}[\frac{g\mu _B}{2}\left(\widehat{\sigma }\stackrel{}{B}\right),\text{ }\widehat{f}^N(x)]_{}.$$
(7)
Using the properties of the Pauli matrices we can express the non-equilibrium distribution matrix $`\widehat{f}^N(x)`$ as:
$$\widehat{f}^N(x)=f_0(x)\widehat{\mathrm{𝟏}}+\widehat{\sigma }\stackrel{}{f}(x)$$
(8)
where $`f_0(x)`$ is a scalar and $`\stackrel{}{f}(x)=(f_x(x),f_y(x),f_z(x))`$ is a three component vector. $`f_0(x)`$ is the particle or spin-independent distribution function. On the other hand, $`f_z(x)`$ describes the “spin polarization” on the system, and $`f_x(x)`$ and $`f_y(x)`$ contain information about the spins oriented perpendicular to the quantization axis. We call the three component vector $`\stackrel{}{f}(x)`$ the spin-dependent distribution function. Using (8), we separate (7) into two contributions, one for the spin-independent part and another for the spin-dependent part:
$`{\displaystyle \frac{^2f_0(x)}{x^2}}`$ $`=`$ $`0`$ (10)
$`{\displaystyle \frac{^2\stackrel{}{f}(x)}{x^2}}`$ $`=`$ $`{\displaystyle \frac{1}{l_{sf}^2}}\stackrel{}{f}(x)+\left({\displaystyle \frac{g\mu _B}{\mathrm{}}}{\displaystyle \frac{\stackrel{}{B}}{D}}\times \text{ }\stackrel{}{f}(x)\right).`$ (11)
The spin-independent part (Eq.(10)), is the conventional result for diffusive particle transport. Similar to Eq. (5), the particle current density $`j_0^N(x)`$ reads
$$\text{ }j_0^N(x)=D\frac{\left[\text{Tr}\left(\widehat{f}^N(x)\right)\right]}{x}=2D\frac{f_0(x)}{x}.$$
(12)
Eqs. (10) and (12) express the particle current conservation
$`{\displaystyle \frac{j_0^N(x)}{x}}=0.`$
The general solution of Eq. (10) is
$$f_0(x)=𝒫+𝒪x.$$
(13)
Eq. (11) describes how the spin accumulation relaxes by spin-flip scattering and by the spin precession around the magnetic field. This equation can be written in a general matrix form as:
$`{\displaystyle \frac{^2\stackrel{}{f}(x)}{x^2}}=𝐀\stackrel{}{f}(x).`$
The eigengenvalues associated with the matrix $`𝐀`$ are:
$`\lambda _o`$ $`=`$ $`{\displaystyle \frac{1}{l_{sf}^2}}`$
$`\lambda _+`$ $`=`$ $`{\displaystyle \frac{1}{l_{sf}^2}}+i\left|\stackrel{}{h}\right|`$
$`\lambda _{}`$ $`=`$ $`{\displaystyle \frac{1}{l_{sf}^2}}i\left|\stackrel{}{h}\right|.`$
where we have introduced the vector $`\stackrel{}{h}=g\mu _B\stackrel{}{B}/\mathrm{}D`$, which describes the “effectiveness” of the magnetic field in a diffusive metal. The eigenvector associated with $`\lambda _o`$ is
$`\stackrel{}{v}_o={\displaystyle \frac{1}{\left|\stackrel{}{h}\right|}}\left(\begin{array}{c}h_x\\ h_y\\ h_z\end{array}\right).`$
On the other hand, $`\lambda _+`$ and $`\lambda _{}`$ have associated two complex conjugated eigenvectors $`\stackrel{}{v}_+=\stackrel{}{v}_1+i\stackrel{}{v}_2`$ and $`\stackrel{}{v}_{}=\stackrel{}{v}_1i\stackrel{}{v}_2`$, where
$`\stackrel{}{v}_1={\displaystyle \frac{1}{\sqrt{\left(h_x^2+h_y^2\right)}\left|\stackrel{}{h}\right|}}\left(\begin{array}{c}h_xh_z\\ h_yh_z\\ \left(h_z^2+h_x^2\right)\end{array}\right)`$
and
$`\stackrel{}{v}_2={\displaystyle \frac{1}{\sqrt{h_x^2+h_y^2}}}\left(\begin{array}{c}h_y\\ h_x\\ 0\end{array}\right).`$
The general solution of Eq. (11), can then be written in terms of the eigenvalues $`\lambda _o,`$ $`\lambda _+,`$ $`\lambda _{}`$ and vectors $`\stackrel{}{v}_o,`$ $`\stackrel{}{v}_1,`$ $`\stackrel{}{v}_2`$ as:
$$\stackrel{}{f}(x)=\left\{\begin{array}{c}𝒜\stackrel{}{\stackrel{}{v}_o}\mathrm{cosh}(x/l_{sf})+\stackrel{}{\stackrel{}{v}_o}\mathrm{sinh}(x/l_{sf})\\ +𝒞\text{ }\left[\stackrel{}{v}_1\mathrm{cosh}(X)\mathrm{cos}(Y)\stackrel{}{v}_2\mathrm{sinh}(X)\mathrm{sin}(Y)\right]\\ 𝒟\text{ }\left[\stackrel{}{v}_1\mathrm{sinh}(X)\mathrm{sin}(Y)+\stackrel{}{v}_2\mathrm{cosh}(X)\mathrm{cos}(Y)\right]\\ +\text{ }\left[\stackrel{}{v}_1\mathrm{sinh}(X)\mathrm{cos}(Y)\stackrel{}{v}_2\mathrm{cosh}(X)\mathrm{sin}(Y)\right]\\ \text{ }\left[\stackrel{}{v}_1\mathrm{cosh}(X)\mathrm{sin}(Y)+\stackrel{}{v}_2\mathrm{sinh}(X)\mathrm{cos}(Y)\right].\end{array}\right\}$$
(14)
where
$`X`$ $`=`$ $`\sqrt{{\displaystyle \frac{1+\sqrt{1+\alpha ^2}}{2}}}{\displaystyle \frac{x}{l_{sf}}}`$
$`Y`$ $`=`$ $`\sqrt{{\displaystyle \frac{1+\sqrt{1+\alpha ^2}}{2}}}{\displaystyle \frac{x}{l_{sf}}}.`$
and where the dimensionless constant $`\alpha =g\omega _L\tau _{sf}`$ $`=\left|\stackrel{}{h}\right|l_{sf}^2`$ is the ratio between spin-flip and precession relaxation mechanisms. $`\omega _L=\mu _B\left|\stackrel{}{B}\right|/\mathrm{}`$ is the (Larmor) frequency for the spin precession around the magnetic field. The solution associated with $`\lambda _o`$ describes the relaxation of the spin accumulation due to spin-flip scattering, and the two complex conjugated solutions associated with $`\lambda _+`$ and $`\lambda _{}`$ describe the relaxation and precession of the spins due to the coupling with the magnetic field. The eight real constants ($`𝒪,𝒫,𝒜,,𝒞,𝒟,,`$) must be determined by the boundary conditions.
## III BOUNDARY CONDITIONS
We consider two ferromagnetic reservoirs attached to a diffusive normal metal through some arbitrary contacts, as shown in Fig. 1. The ferromagnetic reservoirs are supposed to be large and in local equilibrium at chemical potentials $`\mu _,`$ ($``$, $``$ denotes left and right reservoir respectively), and with energy-dependent diagonal distribution matrices in spin space $`\widehat{f}_,^F(ϵ)`$. The components of $`\widehat{f}_,^F(ϵ)`$ are given by the Fermi-Dirac distribution function $`f^{FD}(ϵ,\mu _,)`$, and the direction of the magnetization in each ferromagnetic reservoir is denoted by the unit vector $`\stackrel{}{𝐦}_,`$. The current through the system and the non-equilibrium distribution function in the normal metal are completely determined by the relative orientation of the magnetization directions in the ferromagnetic reservoirs, the contact conductances, the normal metal conductance, the spin diffusion length and the magnetic field.
The current through an F-N contact is given in Ref. in terms of the microscopic scattering matrices of the Landauer-Büttiker formalism. According to Eq. (3) of Ref., the particle current through a single contact directed into the normal metal can be written as
$`\widehat{ı}^C(x)`$ $`=`$ $`G^{}\widehat{u}^{}\left(\widehat{f}^F\widehat{f}^N(x)\right)\widehat{u}^{}+G^{}\widehat{u}^{}\left(\widehat{f}^F\widehat{f}^N(x)\right)\widehat{u}^{}`$ (16)
$`G^{}\widehat{u}^{}\widehat{f}^N(x)\widehat{u}^{}\left(G^{}\right)^{}\widehat{u}^{}\widehat{f}^N(x)\widehat{u}^{}`$
where $`\widehat{f}^N(x)`$ and $`\widehat{f}_,^F`$ are isotropic distribution functions, $`G^{}`$ and $`G^{}`$ are the conventional spin-dependent conductances, which describe the transport of spins oriented in the direction of the magnetization of the adjacent ferromagnetic reservoir, and $`G^{}=ReG^{}+iImG^{}`$ is the mixing conductance, which contains information about the transport of spins oriented in perpendicular direction to the magnetization of the ferromagnetic reservoir. The matrices $`\widehat{u}^{}=\left(\widehat{\mathrm{𝟏}}+\text{ }\widehat{\sigma }\stackrel{}{𝐦}\right)/2,`$ and $`\widehat{u}^{}=\left(\widehat{\mathrm{𝟏}}\text{ }\widehat{\sigma }\stackrel{}{𝐦}\right)/2`$ define the basis in which the spin-quantization axis is parallel to the magnetization of the ferromagnet (for details see Ref.). Eq. (16) relates the spin current through the contact $`\widehat{ı}^C(x)`$ and the non-equilibrium distribution matrix $`\widehat{f}^N(x)`$ in the normal metal. Due to current conservation, Eq. (16) is equal, at each contact, to the particle current per energy interval in the normal metal (see Fig. 2). The particle current per energy interval is related with the current density $`\widehat{ȷ}^N(x)`$ as, $`\widehat{ı}^N(x)=S`$ $`\nu _{_{DOS}}`$ $`\widehat{ȷ}^N(x)`$, where $`S`$ is the surface perpendicular to the transport direction and $`\nu _{_{DOS}}`$ is the density of states of the normal metal. Using Eq. (3) $`\widehat{ı}^N(x)`$ is
$$\widehat{ı}^N(x)=S\nu _{_{DOS}}D\frac{\widehat{f}^N(x)}{x}.$$
(17)
So we have
$$\widehat{ı}^C(x=0^+)\text{ }=\text{ }\widehat{ı}^N(x=0^+)$$
(19)
for the left contact ($`x=0^+`$) and
$$\widehat{ı}^N(x=L^{})\text{ }=\text{ }\widehat{ı}^C(x=L^{})$$
(20)
for the right contact ($`x=L^{}`$). By substituting (16) and (17) into (19) and (20), we obtain the boundary conditions for the left contact ($`x=0^+`$):
$`S\text{ }\nu _{_{DOS}}\text{ }D{\displaystyle \frac{\widehat{f}^N(x)}{x}}_{x=0^+}+`$ (24)
$`G^{}\widehat{u}^{}\widehat{f}^N(0^+)\widehat{u}^{}+G^{}\widehat{u}^{}\widehat{f}^N(0^+)\widehat{u}^{}+`$
$`G^{}\widehat{u}^{}\widehat{f}^N(0^+)\widehat{u}^{}+\left(G^{}\right)^{}\widehat{u}^{}\widehat{f}^N(0^+)\widehat{u}^{}`$
$`=`$ $`G^{}\widehat{u}^{}\widehat{f}_{}^F\widehat{u}^{}+G^{}\widehat{u}^{}\widehat{f}_{}^F\widehat{u}^{}`$ (25)
and for the right contact ($`x=L^{}`$):
$`S\text{ }\nu _{_{DOS}}\text{ }D{\displaystyle \frac{\widehat{f}^N(x)}{x}}_{x=L^{}}+`$ (28)
$`G^{}\widehat{u}^{}\widehat{f}^N(L^{})\widehat{u}^{}+G^{}\widehat{u}^{}\widehat{f}^N(L^{})\widehat{u}^{}+`$
$`G^{}\widehat{u}^{}\widehat{f}^N(L^{})\widehat{u}^{}+\left(G^{}\right)^{}\widehat{u}^{}\widehat{f}^N(L^{})\widehat{u}^{}`$
$`=`$ $`G^{}\widehat{u}^{}\widehat{f}_{}^F\widehat{u}^{}+G^{}\widehat{u}^{}\widehat{f}_{}^F\widehat{u}^{}.`$ (29)
The set of parameters $`\{G^{},G^{},ReG^{},ImG^{},\widehat{u}^{},\widehat{u}^{}\}`$ is in general different for each contact, but we have omitted the indices $``$ and $``$ in (24) and (28) for brevity. Eqs. (24) and (28) are two $`2\times 2`$ matrix equations, that provide us a system of linear equations that determinate the eight unknown constants ($`𝒪,𝒫,𝒜,,𝒞,𝒟,,`$).
From (12) we can see that the total particle current $`i_0^N`$ can be written in terms of one of these constants as:
$`i_0^N=2S\nu _{_{DOS}}D{\displaystyle \frac{f_0(x)}{x}}=2DS\nu _{_{DOS}}𝒪=2V_{ol}G_N𝒪,`$
where $`G_N=\frac{D}{L}\nu _{_{DOS}}`$ is the normal metal conductance and $`V_{ol}`$ is the volume of the normal metal. By solving the system of equations (24) and (28), we can calculate this total particle current. $`i_0^N`$ is proportional to the difference between the distribution functions of the ferromagnets $`i_0^N\left(f_{}^Ff_{}^F\right)`$, times a quantity which does not depends on energy. From this quantity is possible to obtain the total conductance $`G^T`$:
$$\text{ }i_0^N=G^T\left(f_{}^Ff_{}^F\right)$$
(30)
where $`G^T`$ is in principle a function of the relative orientation of the magnetization directions in the ferromagnetic reservoirs, the contacts and normal metal conductances, the spin diffussion length and also of the magnetic field:
$`G^TG^T(\stackrel{}{𝐦}_,,\{G^{},G^{},ReG^{},ImG^{}\}_,,G_N,l_{sf},\stackrel{}{B}).`$
By studying $`G^T`$ for different values of these parameters, we obtain information about the physics of the spin accumulation in diffusive systems.
## IV ANALYTICAL EXPRESSIONS.
The properties of the contacts are parametrized by the spin-dependent conductances $`\{G^{},G^{},ReG^{},ImG^{}\}_,`$. For collinear configurations of the ferromagnetic reservoirs (parallel and antiparallel), it is easy to obtain simple expressions for the conductance, which can be interpreted by simple equivalent circuits. When $`l_{sf}L`$, there is no mixing between spin-up ($``$) and spin-down ($``$) channels, and we obtain the conductance for the parallel configuration
$$G_P=\frac{G_{}^{}G_{}^{}G_N}{\left(G_{}^{}+G_{}^{}\right)G_N+G_{}^{}G_{}^{}}+\frac{G_{}^{}G_{}^{}G_N}{\left(G_{}^{}+G_{}^{}\right)G_N+G_{}^{}G_{}^{}}$$
(32)
and for the antiparallel configuration:
$$G_{AP}=\frac{G_{}^{}G_{}^{}G_N}{\left(G_{}^{}+G_{}^{}\right)G_N+G_{}^{}G_{}^{}}+\frac{G_{}^{}G_{}^{}G_N}{\left(G_{}^{}+G_{}^{}\right)G_N+G_{}^{}G_{}^{}}.$$
(33)
On the other hand, when $`l_{sf}L`$, spin-up ($``$) and spin-down ($``$) channels are completely mixed due to spin-flip scattering and the spin accumulation vanishes. In this limit we have:
$$G^0=\left(\frac{1}{2G_N}+\frac{1}{G_{}^{}+G_{}^{}}+\frac{1}{G_{}^{}+G_{}^{}}\right)^1.$$
(34)
These expressions correspond to the simple equivalent circuits displayed in Fig. 3. Eq. (32) corresponds to a circuit in which the two spin channels are independent in the parallel configuration (Fig. 3a). Eq. (33) corresponds to the anti-parallel configuration (Fig. 3b). Eq. (34) is equivalent to a circuit with a complete mixing between spin up ($``$) and spin-down ($``$) channels (Fig. 3c), in which there is no difference between parallel and anti-parallel configurations.
For symmetric contacts $`\left(G_{}^{}=G_{}^{}=G^{}\text{ and }G_{}^{}=G_{}^{}=G^{}\right)`$, we find analytical expressions for the conductance of the system for any value of $`L/l_{sf}`$, in the parallel configuration:
$$G_P^S=2G_N\frac{2G^{}G^{}\frac{l_{sf}}{L}\mathrm{tanh}(\frac{L}{2l_{sf}})+GG_N}{G_N\left(4G_N+G\right)+2(G_NG+G^{}G^{})\frac{l_{sf}}{L}\mathrm{tanh}(\frac{L}{2l_{sf}})}$$
(36)
and in the antiparallel configuration:
$$G_{AP}^S=2G_N\frac{2G^{}G^{}\frac{l_{sf}}{L}+GG_N\mathrm{tanh}(\frac{L}{2l_{sf}})}{G_N\left(4G_N+G\right)\mathrm{tanh}(\frac{L}{2l_{sf}})+2(G_NG+G^{}G^{})\frac{l_{sf}}{L}}$$
(37)
where $`G=G^{}+G^{}`$.
In the limit $`l_{sf}L`$, these equations reduce to, for parallel configuration:
$$G_P^S=\frac{G^{}G_N}{G^{}+2G_N}+\frac{G^{}G_N}{G^{}+2G_N},$$
(39)
for anti-parallel configuration:
$$G_{AP}^S=2\frac{G^{}G^{}G_N}{GG_N+G^{}G^{}},$$
(40)
and in the limit $`\left(l_{sf}L\right)`$ for parallel and anti-parallel configurations:
$$G^0=\frac{GG_N}{2G_N+G/2}.$$
(42)
For non-collinear configurations there is no simple circuit analogy, but we can still find an analytical expression for the total conductance of the system as a function of the angle between the magnetizations of the different ferromagnets $`\theta `$, when $`l_{sf}L`$, at zero magnetic field ($`\stackrel{}{B}=0`$) and for symmetric contacts:
$`G^T(\theta )=2G_N`$ (43)
$`\times \left(1{\displaystyle \frac{\left|G^{}\right|^2\left(4G_N^2\left(1+\mathrm{cos}\theta \right)+2GG_N\right)+2ReG^{}G_N^2G\left(1\mathrm{cos}\theta \right)}{\left|G^{}\right|^2\left((4G_N^2+GG_N)\left(1+\mathrm{cos}\theta \right)+2\left(GG_N+G^{}G^{}\right)\right)+2ReG^{}G_N\left(\left(GG_N+G^{}G^{}\right)\left(1\mathrm{cos}\theta \right)\right)}}\right).`$ (44)
In the limit of $`\theta =0`$ and $`\theta =\pi `$, Eq. (43) simplifies to Eqs. (39) and (40) respectively. When the resistance of the normal metal is negligible compared to the contacts resistance ($`G_N\mathrm{}`$), this reduces to
$$G^T\left(\theta \right)=\frac{G}{2}\left(1p^2\frac{\mathrm{tan}^2\theta /2}{\mathrm{tan}^2\theta /2+\left|\eta \right|^2/Re\left(\eta \right)}\right)$$
(45)
where $`p=P/G=\left(G^{}G^{}\right)/G`$ is the polarization and $`\eta =2G^{}/G`$ is the (complex) relative mixing conductance. Eq. (45) can also be obtained by means of the circuit theory.
## V NUMERICAL RESULTS.
The total conductance depends on the spin-dependent conductances of the contacts. We mostly set the polarization $`p=P/G=\left(G^{}G^{}\right)/G=0.5`$ (for real metallic ferromagnets like Fe or Co, $`p`$ is 0.4 and 0.35 respectively), which corresponds to a ratio $`G^{}/G^{}=3`$. On the other hand, the real part of the mixing conductance obeys $`ReG^{}\left(G^{}+G^{}\right)/2`$. The conductances of the contacts and the diffusive normal metal are considered to be of the same order $`G_N(G^{},G^{},G^{}).`$
### A Collinear and non-collinear configurations
The total conductance depends on the magnetic configuration. We plot in Fig. 4a and Fig. 4b, $`G^T/G_N`$ as function of the relative angle between magnetizations $`\theta `$, for symmetric contacts, zero magnetic field ($`\stackrel{}{B}=0`$) and in the absence of spin-relaxation in the normal metal $`\left(l_{sf}L\right)`$, as given by Eq. (43) for different values of $`ImG^{}`$ and $`ReG^{}`$ respectively. For $`\theta =0^{^{}},`$ $`\theta =360^{^{}}`$ and $`\theta =180^{^{}}`$ the total conductance does not depend on the mixing conductance and the values of $`G^T/G_N`$ at $`\theta =0^{^{}},360^{^{}}`$ and $`\theta =`$ $`180^{^{}}`$ are given by Eq. (39) and Eq. (40) respectively. On the other hand, for non-collinear configurations, the total conductance increases with increasing mixing conductance (the dip become more sharp). This enhancement is due to the contributions of non-collinear spins to the transport, in which electrons with spins oriented in different directions than the magnetization of the adjacent ferromagnet are transmitted or reflected at the contact. These processes are described by the real and the imaginary part of the mixing conductance.
### B Spin-flip scattering. Spin relaxation
When spin-flip scattering is caused by spin-orbit interaction in the normal metal, the spin diffusion length $`l_{sf}`$ can be estimated to be equal to $`l_f/(\alpha Z)^2`$, where $`\alpha `$ is the relativistic fine structure constant, $`Z`$ is the atomic number and $`l_f`$ is the mean free path (see e.g. Ref.). In Co/Cu multilayers, the spin diffusion length $`l_{sf}`$ is of the order of a few hundred angstrom (see Appendix A in Ref.). For Al, $`l_{sf}`$ can be estimated to be of the order of a few micrometers for polycrystalline Al (see Ref.), or even between $`1070\mu m`$ for Al-single crystals. In the case of very pure Na, $`\tau _{sf}1\mu s`$. In this case, $`l_{sf}`$ limited by spin-orbit interactions can be estimated to be of the order of $`0.4`$ $`cm`$. In Fig. 5a we plot, at zero magnetic field and for symmetric contacts, the conductance of the system $`G^T`$, normalized to the conductance $`G^0`$ given by Eq. (42), as a function of $`L/l_{sf}`$. The length of the normal metal section $`L`$ is set to be constant, in order to keep a constant value of $`G_N`$. When $`l_{sf}L`$ the conductance of the system depends on the magnetic configuration. By decreasing $`l_{sf}`$, all configurations converge to the same value of conductance $`G^T/G^0=1`$. All configurations reach the same value of the conductance long before $`G^T/G^0=1`$, since for $`l_{sf}<L`$ both contacts become independent and as the relative magnetic configuration is irrelevant. In Fig. 5b we plot $`G^T/G^0`$ in the case of antiparallel configuration for differents values of the relative polarization $`P/G_N=`$ $`\left(G^{}G^{}\right)/G_N`$ and for $`G/G_N=\left(G^{}+G^{}\right)/G_N`$ constant. When $`l_{sf}L`$ the configuration with large relative polarization $`P/G_N`$ gives a small conductance and vice versa. The spin accumulation increases with increasing polarization of the ferromagnet and causes a reduction of the total conductance of the system. For $`l_{sf}L`$ we also see that in each case the conductance approaches $`G^0`$ asymptotically in different ways, depending on the magnitude of the spin accumulation.
### C Effect of the magnetic field. Precession and relaxation
In a diffusive system the presence of an external magnetic field relaxes the spin accumulation, in addition to the usual precession of the spin. Semiclassically, the spin accumulation at a certain position $`x`$ is the average contribution of the spin of all electrons. In a diffusive metal each electron diffuses along a random trajectory, while its spin precesses with frequency $`\omega _L`$ around the magnetic field. Since each trajectory has a different length, the spins of the electrons at a certain point $`x`$ are oriented in different directions, which in average relaxes the local spin polarization. The length scale of both relaxation and precession processes is the precession length $`l_B=`$ $`\sqrt{2\mathrm{}D/g\mu _BB}`$, where $`D`$ is the diffusion coefficient, $`B`$ is the magnetic field, $`\mu _B`$ is the Bohr magneton and $`g`$ is the spin gyromagnetic ratio.
The external magnetic field may also influence the transport processes described by the mixing conductance $`G^{}`$ at the contacts. Let us consider for simplicity that $`G_N(G^\text{ },G^\text{ },G^{})`$, and $`l_{sf}\mathrm{}.`$ In this limit the distribution function of the normal metal does not depend on position. From current conservation we have:
$`i_{}^{\text{ }C}+i_{}^{\text{ }C}`$ $`=`$ $`0`$ (46)
$`\stackrel{}{i}_{}^{\text{ }C}+\stackrel{}{i}_{}^{\text{ }C}`$ $`=`$ $`\left({\displaystyle \frac{g\mu _B}{\mathrm{}}}\stackrel{}{B}\times \stackrel{}{f}\right)V_{ol}`$ (47)
where Eq. (46) corresponds to the particle current, Eq. (47) corresponds to the spin current and $`V_{ol}`$ is the volume of the normal metal. The current is defined to be positive when injected into the normal metal by the ferromagnetic reservoirs. We can re-write (47) as
$`\stackrel{}{i}_{}^{\text{ }C}+\stackrel{}{i}_{}^{\text{ }C}=\left(g\stackrel{}{\omega }_L\times \stackrel{}{f}\right)V_{ol}`$
where $`\stackrel{}{\omega }_L`$ is the Larmor frequency vector. From this expression follows that the time scale relevant for $`\omega _L`$ is the escape time $`\tau _{esc}=e^2`$ $`\nu _{{}_{DOS}{}^{}.}V_{ol}/G^{contact}`$, where $`G^{contact}`$ is the average contact conductance. $`\tau _{esc}`$ is the time in which an electron escapes from the normal metal into the ferromagnetic reservoirs. It is also the time scale relevant for the precession of the electrons around the magnetic field. On the other hand, if $`G_N(G^\text{ },G^\text{ },G^{})`$, $`\tau _{esc}`$ is of the order of the Thouless time $`\tau _D`$, which is the average time in which an electron passes through the diffusive normal metal. When $`G_N`$ $`(G^\text{ },G^\text{ },G^{})`$ diffusion, precession and transmission or reflection at the contacts, happen on the same time scale. From these estimates we see that the ballistic or diffusive nature of the normal metal is not going to change the effect of the magnetic field on the physics at the contacts. The results obtained for $`G_N(G^\text{ },G^\text{ },G^{})`$, should therefore be valid when $`G_N`$ $`(G^\text{ },G^\text{ },G^{})`$. We now make a perturbation expansion in small magnetic fields (see Appendix A). To first order, the current depends on the expansion parameter $`B`$ as:
$$\frac{i_0}{B}=\stackrel{}{s}\text{ }\widehat{𝐂}^1\widehat{𝐌}\text{ }\widehat{𝐂}^1\text{ }\stackrel{}{b}.$$
(48)
where $`\stackrel{}{s}`$ and $`\stackrel{}{b}`$ are vectors associated with the spin current injected into the normal metal (see Appendix A) and where the matrix $`\widehat{𝐂}`$ describes the contacts and $`\widehat{𝐌}`$ the magnetic field contribution. As detailed in Appendix A, $`\widehat{𝐂}`$ has a symmetric part $`\widehat{𝐒}_{\widehat{𝐂}}`$, which only includes three of the four contact conductances, i.e., only the conductances $`G^{},G^{},ReG^{}`$ of each contact ($``$ and $``$) respectively. On the other hand, $`\widehat{𝐂}`$ has also an antisymmetric part which only depends on the imaginary part of the mixing conductance of each contact $`ImG_{\text{}}^{}.`$ The matrix $`\widehat{𝐌},`$ which describes the precession of spins due to the magnetic field, is also antisymmetric. Using the symmetry properties of the matrices $`\widehat{𝐂}`$ and $`\widehat{𝐌}`$ we can determine from Eq. (48) the symmetry properties of the total conductance of the system $`G^T=i_0/(f_{}^F`$ $`f_{}^F)`$ with respect to the magnetic field $`B`$.
When $`\widehat{𝐂}`$ is a symmetric matrix, $`G^T/B=0`$ for small values of magnetic field. The conductance of the system is then symmetric with respect to a change of sign of the magnetic field ($`\stackrel{}{B}\stackrel{}{B}`$), i.e., with respect to time-reversal. On the other hand, if $`\widehat{𝐂}`$ is antisymmetric, $`G^T/B0`$ and we can expect asymmetric behavior of the conductance with respect to change of sign of magnetic field.
#### 1 Modulation of the conductance by the magnetic field. Symmetry with respect to time reversal
In the following, we discuss the dependence of the conductance on the magnetic field. We obtain $`G^T/G^0`$ as a function of $`L/l_BL\sqrt{B}`$ for different magnetic configurations, $`l_{sf}\mathrm{}`$ and $`L`$ constant. In Fig. 6a we plot $`G^T/G^0`$ in the case of symmetric contacts, where the magnetic field is perpendicular to both magnetization directions $`\stackrel{}{B}\stackrel{}{m}_,=0`$. In this case all injected spins precess around the magnetic field. When $`l_BL`$, the spins injected from one ferromagnet are not strongly affected by the magnetic field, so they travel through the normal metal and reach the other ferromagnet without relaxation. As a result, the total conductance depends on the relative magnetic configuration. By decreasing $`l_B`$, the spin accumulation precesses and relaxes on the scale of $`l_B`$. Due to the precession of spins, the conductance displays in general a non-monotonic behavior with $`L/l_B`$. This modulation of the conductance can be understood in terms of the “matching” of the spins at the contacts after precession. According to the values of the contact conductances for the different magnetic configurations the spins are reflected or transmitted at the contacts depending on its orientation. Concerning the relaxation, the configuration with more spin accumulation (in this case, the antiparallel configuration) is the most sensitive to the magnetic field (increases faster than the other ones), since there are more spins to be rotated by the magnetic field in this configuration than in others. In Fig. 6a, the conductance of $`\theta =180^{^{}}`$(antiparallel) and $`\theta =90^{^{}}`$configurations cross the conductance for $`\theta =0^{^{}}`$(parallel) around $`L/l_B=1`$. That means that at this point the spins accumulated in these two configurations have been reduced to the value of spin accumulation of $`\theta =0^{^{}}`$configuration. After the point $`L/l_B=1`$, the parallel configuration ($`\theta =0^{^{}}`$) gives a smaller conductance and the antiparallel configuration ($`\theta =180^{^{}}`$) gives the highest conductance. As a result, for $`L/l_B>1`$, the parallel configuration is more sensitive to the magnetic field than the antiparallel configuration (now the one which increases faster). The relaxation of spins via the precession around the magnetic field depends on the amount of spin accumulation in the system. This non-mononotic behavior of the conductance is specially relevant between parallel and antiparallel configurations, because the difference between the conductance of both configurations $`G_P^TG_{AP}^T`$ can be modulated from positive to negative values by the external magnetic field.
When $`\stackrel{}{B}\stackrel{}{m}_,=0`$, according to Eq.(A9) in Appendix A, $`\stackrel{}{B}`$ has only one component $`B_3\stackrel{}{\omega }`$ $``$ $`B_3\left(\stackrel{}{m}_{}\times \stackrel{}{m}_{}\right)`$ (see Ref.). Moreover, the spins are injected with directions along $`\stackrel{}{m}_{}`$ and $`\stackrel{}{m}_{}`$, so the precession due to the magnetic field only switches the spin directions between $`\stackrel{}{m}_{}`$ and $`\stackrel{}{m}_{}`$. As a result, the distribution function given by (A5), has only two components $`\stackrel{}{f}=f_1\stackrel{}{u}+f_2\stackrel{}{v}.`$ In this particular case, $`\widehat{𝐂}`$ reduces to $`\widehat{𝐒}_{\widehat{𝐂}}`$, which is a symmetric matrix. The same holds for the matrix $`\widehat{𝐌}`$, which reduces to its $`3\times 3`$ upper box, which only includes $`B_3`$ (see Appendix A). As $`\widehat{𝐂}`$ reduces to $`\widehat{𝐒}_{\widehat{𝐂}},`$ we expect $`G^T/B=0`$. Fig. 6b shows the dependence of $`G^T/G^0`$ on $`B/B_D`$ for different magnetic configurations, where $`B_D=2\mathrm{}/g\mu _B\tau __D`$ is the scale of magnetic fields relevant for precession in a diffusive medium. As expected, all configurations are symmetric with respect to a change of sign in magnetic field ($`\stackrel{}{B}\stackrel{}{B}`$).
#### 2 Modulation of the conductance by the magnetic field. Asymmetric properties with respect to time reversal
Now we want to investigate the role of $`ImG^{}`$. To this end, the magnetic field is assumed to be oriented perpendicular to both magnetizations when the system is in collinear configurations, and parallel to the direction of one of the magnetizations when the system is in the $`\theta =90^{}`$ configuration. According to Eq.(A9) in Appendix A, for $`\theta =90^{}`$, the magnetic field is along $`B_1\stackrel{}{u}+B_2\stackrel{}{v},`$ and as a result from the injection and precession, there are spins in the three directions $`\stackrel{}{f}=f_1\stackrel{}{u}+f_2\stackrel{}{v}+f_3\stackrel{}{\omega },`$ i.e., the precession of spins around the magnetic field induces spins along the perpendicular direction $`\left(\stackrel{}{m}_{}\times \stackrel{}{m}_{}\right)`$ to the injection orientations $`\stackrel{}{m}_{}`$ and $`\stackrel{}{m}_{}`$. $`\widehat{𝐂}`$ is then an antisymmetric matrix, due to the contributions of the terms which includes $`ImG^{}.`$ So for $`ImG^{}0,`$ $`G^T/B0,`$ which means asymmetric behavior of the conductance with respect to time reversal. On the other hand, if we put $`ImG^{}=0`$, $`\widehat{𝐂}`$ is symmetric and $`G^T/B=0.`$
In Fig. 7a we obtain $`G^T/G^0`$ vs $`L/l_B`$, for the same set of parameters as in Fig. 6a. For parallel and antiparallel configurations, the results are not modified compared to Fig. 6a. However, for $`\theta =90^{}`$ the relative conductance $`G^T/G^0`$ does not approach unity asymptotically. In this configuration there are some injected spins, which are parallel to the magnetic field and which do not precess at all. So this part of the spin accumulation remains in the system and does not relax irrespective of the values of the magnetic field. More interesting is the appearence of a dip in the conductance for small values of the magnetic field. If we repeat the calculation of $`G^T/G^0`$ vs $`L/l_B`$ for the same set of parameters except for $`ImG^{}/G_N=0,`$ we see that the dip disappears (Fig. 7b), so according to our discussion, it is related with asymmetric properties of the conductance. In Fig. 7c, we plot $`G^T/G^0`$ vs $`B/B_D`$. As we expect, $`\theta =90^{}`$ configuration presents asymmetric behavior respect time reversal, whereas both parallel and antiparallel configurations remain symmetric (Fig.7c). In particular the $`\theta =90^{}`$ conductance is antisymmetric with respect to time reversal, for small values of magnetic field.
From this discussion, we understand that the real part of the mixing conductance describes processes at the contacts in which spins perpendicular to the magnetization direction, are transmitted or reflected obeying time-reversal symmetry. On the other hand, the imaginary part of the mixing conductance describes processes in which the spins precess around the magnetization vector of the ferromagnet. As a result of the precession, the orientation of the spin changes. The latter processes are antisymmetric with respect to time-reversal.
#### 3 Supression of the magnetic field effects by spin-flip scattering
Spin-flip scattering causes relaxation of the spin accumulation in the normal metal and as a result, supression of the spin-dependent properties on the system. Now we want to investigate how the spin-flip affect the magnetic field effects show above. The existence of spin-flip scattering reduces $`l_{sf}`$. If $`l_{sf}L,`$ there is no strong spin-flip scattering in the system and it is possible to observe spin-dependent effects. On the other hand, if $`l_{sf}L`$, the injected spins relax very fast due to spin-flip processes and no spin-dependent effects can be observed. In particular in Fig. 8 we show how the dip of $`\theta =90^{}`$ configuration from Figs. 7a and 7c, is suppressed by spin-flip scattering on the system. Also by decreasing $`l_{sf},`$ $`G^T/G^0`$ increases for constant magnetic field, to the value $`1`$. That simply means, that the spin accumulation relaxes due to spin-flip scattering, as is expected.
## VI DISCUSSION AND CONCLUSIONS
In this paper, the normal metal in our F-N-F device is considered three dimensional, but can also be two dimensional (2D), e.g., a two dimensional electron gas (2DEG) attached to ferromagnetic reservoirs, or even one dimensional (1D), if the normal metal is a quantum wire or a carbon nanotube. In this case electron-electron interaction should be taken into account. The non-magnetic material can also be a semiconductor, as shown in recent spin-injection experiments. In the case of a 2DEG attached to metallic ferromagnets, the large difference between the conductivities of the 2DEG and the ferromagnetic reservoirs suppresses the spin-injection via metallic contacts. For a significant spin-injection into the 2DEG, tunnel contacts, a semiconductor ferromagnet or a half-metallic ferromagnet are required.
In this paper we have shown how the spin-dependent transport through a F-N-F double heterojunction can be described in terms of the spin dependent conductances of the contacts $`(G^\text{ },G^\text{ },G^{}),`$ the magnetization direction $`\stackrel{}{m}`$ of the ferromagnetic reservoirs, and the normal metal conductance $`G_N.`$ The dependence of the conductance on the relative angle between the magnetizations of the different ferromagnets is affected by the mixing conductance $`G^{}`$. For non-collinear transport between the ferromagnetic reservoirs, $`G^{}=ReG^{}+iImG^{}`$ describes transport of spins perpendicular to the magnetization direction of the ferromagnets. These processes enhaces the conductance for non-collinear configurations, which may be used in multiterminal devices for modulation of the transport properties. This modulation could be useful for future applications as spin-dependent transistors. We find that spin injection can be symmetric and antisymmetric with respect to time-reversal. The symmetric processes are described by $`ReG^{}`$ and the antisymmetric ones are described by $`ImG^{}`$. It is interesting to observe that the antisymmetric processes described by $`ImG^{}`$ correspond to spin precession around the magnetization vector of the ferromagnet which couples to an external magnetic field.
In a diffusive system, an applied magnetic field produces both precession and relaxation of the spin accumulation. The conductance displays a non-monotonic behavior on the scale of the precession length $`l_B`$, which is the distance for the precession of the spin around the magnetic field in the normal metal. Due to this modulation, the difference between the conductances of the parallel and antiparallel configurations $`G_P^TG_{AP}^T`$ can be positive and negative as a function of the magnetic field. A possible candidate to observe this effect is Al, which has a large $`l_{sf}`$ and which can be coupled to ferromagnetic reservoirs (e.g., Fe, CoFe, NiFe, Co,..) via metallic junctions or also Al<sub>2</sub>O<sub>3</sub> tunnel junctions. Let us estimate the values of magnetic fields for Al-single crystal associated with the points $`L/l_B=0.5`$ and $`L/l_B=2`$ of Fig. 6a, where $`G_P^TG_{AP}^T`$ is positive and negative respectively. If the length of the system is $`L=10\mu m,`$ which is comparable with the spin diffusion length $`(Ll_{sf}=1070\mu m),`$ we obtain for $`L/l_B=0.5:B^{(+)}`$ $`0.01T`$ and for $`L/l_B=2:B^{()}0.1T`$. If $`L=1\mu m`$ $`(Ll_{sf}),`$ we obtain for $`L/l_B=0.5:B^{(+)}0.1T`$ and for $`L/l_B=2:B^{()}1T`$. In both cases we see that the values of magnetic field in the case of Al-single crystal are quite reasonable and also that the change from positive to negative $`G_P^TG_{AP}^T`$ can be achieved by an increase of the magnetic field by one order of magnitude. The same estimate for polycrystalline Al gives us for $`Ll_{sf}=0.7\mu m,`$ the values of $`B^{(+)}1T`$ and $`B^{()}16T`$ respectively. These fields are much higher than the typical switching field for a ferromagnet, so polycrystalline Al does not appear to be a good candidate. For very pure Na, if $`Ll_{sf}=0.4cm,`$ the corresponding values of magnetic fields are $`B^{(+)}\mu T`$ and $`B^{()}10\mu T`$ respectively. This modulation of $`G_P^TG_{AP}^T`$ by a magnetic field can also be explored in semiconductors (SC) 2DEG, as e.g. GaAs and InAs. When $`l_Bl_{sf}`$ the following expression holds for the magnetic field corresponding to $`L/l_B=1:B=\frac{2\mathrm{}}{\mu _B}\left(\tau _{sf}\text{ }g\right)^1=2.2710^{11}\left(\tau _{sf}\text{ }g\right)^1,`$ which depends on the spin-flip time $`\tau _{sf}`$ and on the gyromagnetic ratio $`g`$ of the semiconductor material. For SC, $`g`$ depends strongly on the material $`(\mathrm{e}.\mathrm{g}.,\text{ }g^{GaAs}=0.4,g^{InAs}=15.0),`$ so depending on the values of $`\tau _{sf}`$, one can obtain the corresponding values of magnetic field. Kikkawa and Awschalom report $`\tau _{sf}10^7s`$ in n-type GaAs system, but this values corresponds to spin lifetimes of optically pumped carriers, and not to the usual carriers relevant for transport. The corresponding value for the magnetic field for this case is $`B^{GaAs}5`$ $`10^4T`$. On the other hand, we are not aware of reliable values of $`\tau _{sf}`$ for transport in these systems. In conclusion, from our estimates of the relevant values of magnetic fields, Al-single crystals with ferromagnetic contacts are good candidates to test our predictions and possibly lead to the discovery of other new physical phenomena of spin-transport.
ACKNOWLEDGMENTS
This work is part of the research program for the “Stichting voor Fundamenteel Onderzoek der Materie” (FOM).We acknowledge support from the NEDO joint research program (NTDP-98). It is a pleasure to acknowledge useful discussions with W. Belzig, D. Pfannkuche and Y. Tokura.
## A PERTURBATION EXPANSION IN SMALL MAGNETIC FIELDS
Eqs. (46) and (47) can be written as follows:
$$\left(\frac{G_{}}{2}+\frac{G_{}}{2}\right)f_0+\frac{P_{}}{2}\left(\stackrel{}{f}\stackrel{}{m}_{}\right)+\frac{P_{}}{2}\left(\stackrel{}{f}\stackrel{}{m}_{}\right)=\frac{G_{}}{2}f_{}^F+\frac{G_{}}{2}f_{}^F$$
(A1)
$`\left({\displaystyle \frac{G_{}}{2}}ReG_{}^{}\right)\left(\stackrel{}{f}\stackrel{}{m}_{}\right)\stackrel{}{m}_{}+ReG_{}^{}\text{ }\stackrel{}{f}+ImG_{}^{}\text{ }\left(\stackrel{}{f}\times \stackrel{}{m}_{}\right)+`$ (A3)
$`\left({\displaystyle \frac{G_{}}{2}}ReG_{}^{}\right)\left(\stackrel{}{f}\stackrel{}{m}_{}\right)\stackrel{}{m}_{}+ReG_{}^{}\text{ }\stackrel{}{f}+ImG_{}^{}\text{ }\left(\stackrel{}{f}\times \stackrel{}{m}_{}\right)`$
$`=`$ $`{\displaystyle \frac{P_{}}{2}}\left(f_{}^Ff_0\right)\stackrel{}{m}_{}+{\displaystyle \frac{P_{}}{2}}\left(f_{}^Ff_0\right)\stackrel{}{m}_{}\left({\displaystyle \frac{g\mu _B}{\mathrm{}}}\stackrel{}{B}\times \stackrel{}{f}\right)V_{ol}.`$ (A4)
Now we expand $`\stackrel{}{f}`$ into a convenient basis of the vectors $`\stackrel{}{m}_{},`$ $`\stackrel{}{m}_{},`$ and $`\stackrel{}{m}_{}\times \stackrel{}{m}_{}`$ as
$$\stackrel{}{f}=f_1\stackrel{}{u}+f_2\stackrel{}{v}+f_3\stackrel{}{\omega }$$
(A5)
where
$`\stackrel{}{u}`$ $`=`$ $`{\displaystyle \frac{\stackrel{}{m}_{}+\stackrel{}{m}_{}}{\sqrt{2\left(1+m\right)}}}`$ (A6)
$`\stackrel{}{v}`$ $`=`$ $`{\displaystyle \frac{\stackrel{}{m}_{}\stackrel{}{m}_{}}{\sqrt{2\left(1+m\right)}}}`$ (A7)
$`\stackrel{}{\omega }`$ $`=`$ $`{\displaystyle \frac{\stackrel{}{m}_{}\times \stackrel{}{m}_{}}{\sqrt{1m^2}}}`$ (A8)
and where $`m=\stackrel{}{m}_{}\stackrel{}{m}_{}=\mathrm{cos}\theta `$. We can also express the magnetic field in this basis as
$$\stackrel{}{B}=B_1\stackrel{}{u}+B_2\stackrel{}{v}+B_3\stackrel{}{\omega }.$$
(A9)
In terms of this expansion, we can combine (A1) and (A3) into a compact matrix form as
$$\left(\widehat{𝐂}+\widehat{𝐌}\right)\stackrel{}{a}=\stackrel{}{b}$$
(A11)
where
$$\widehat{𝐂}=\left(\begin{array}{cccc}\begin{array}{c}\end{array}& \begin{array}{c}\end{array}& \begin{array}{c}\end{array}& \begin{array}{c}0\end{array}\\ & \begin{array}{c}\widehat{𝐒}_{\widehat{𝐂}}\\ (3\times 3)\end{array}& & \begin{array}{c}\sqrt{\frac{1m}{2}}\left(ImG_{}^{}ImG_{}^{}\right)\end{array}\\ & & & \sqrt{\frac{1+m}{2}}\left(ImG_{}^{}+ImG_{}^{}\right)\\ \text{ }0\text{ }& \sqrt{\frac{1m}{2}}\left(ImG_{}^{}ImG_{}^{}\right)& \sqrt{\frac{1+m}{2}}\left(ImG_{}^{}+ImG_{}^{}\right)& ReG_{}^{}+ReG_{}^{}\end{array}\right)$$
(A12)
$$\widehat{𝐒}_{\widehat{𝐂}}=\left(\begin{array}{ccc}\frac{G_{}+G_{}}{2}& \begin{array}{c}\sqrt{\frac{1+m}{2}}\frac{P_{}+P_{}}{2}\end{array}& \sqrt{\frac{1m}{2}}\frac{P_{}P_{}}{2}\\ \begin{array}{c}\sqrt{\frac{1+m}{2}}\frac{P_{}+P_{}}{2}\end{array}& \frac{(G_{}+G_{})\left(1+m\right)}{4}+\frac{\left(ReG_{}^{}+ReG_{}^{}\right)(1m)}{2}\text{ }& \begin{array}{c}\text{ }\left(\frac{G_{}G_{}}{2}ReG_{}^{}+ReG_{}^{}\right)\left(\frac{\sqrt{1m^2}}{2}\right)\end{array}\\ \begin{array}{c}\sqrt{\frac{1m}{2}}\frac{P_{}P_{}}{2}\end{array}& \left(\frac{G_{}G_{}}{2}ReG_{}^{}+ReG_{}^{}\right)\left(\frac{\sqrt{1m^2}}{2}\right)& \frac{(G_{}+G_{})\left(1m\right)}{4}+\frac{\left(ReG_{}^{}+ReG_{}^{}\right)(1+m)}{2}\end{array}\right)$$
(A13)
and where
$$\widehat{𝐌}=V_{ol}\frac{g\mu _B}{\mathrm{}}\left(\begin{array}{cccc}0& 0& 0& 0\\ 0& 0& B_3& B_2\\ 0& B_3& 0& B_1\\ 0& B_2& B_1& 0\end{array}\right)$$
(A14)
$$\stackrel{}{a}=\left(\begin{array}{c}f_0\\ f_1\\ f_2\\ f_3\end{array}\right)$$
(A15)
$$\stackrel{}{b}=\frac{1}{2}\left(\begin{array}{c}G_{}\text{ }f_{}^F\text{ }+\text{ }G_{}\text{ }f_{}^F\\ \sqrt{\frac{1+m}{2}}(P_{}\text{ }f_{}^F\text{ }+\text{ }P_{}\text{ }f_{}^F)\\ \sqrt{\frac{1m}{2}}(P_{}\text{ }f_{}^F\text{ }\text{ }P_{}\text{ }f_{}^F)\\ 0\end{array}\right)$$
(A16)
By a perturbation expansion in small magnetic fields, we may study how the magnetic field is coupled with the physics at the contacts. To zeroth order in magnetic field we simply have
$$\stackrel{}{a}^{(0)}=\widehat{𝐂}^1\text{ }\stackrel{}{b}.$$
(A17)
To first order
$$\stackrel{}{a}^{(1)}=\left(\widehat{𝐂}^1\widehat{𝐌}\text{ }\widehat{𝐂}^1\right)\stackrel{}{b}.$$
(A18)
The total particle current in the system is given by
$$i_0=i_{}^Ci_{}^C=\stackrel{}{s}\stackrel{}{a}+G_{}\text{ }f_{}^F\text{ }+\text{ }G_{}\text{ }f_{}^F$$
(A19)
where
$$\stackrel{}{s}=\left(\begin{array}{c}G_{}\text{ }+\text{ }G_{}\text{ }\\ \sqrt{\frac{1+m}{2}}\left(P_{}\text{ }+\text{ }P_{}\right)\\ \sqrt{\frac{1m}{2}}\left(P_{}\text{ }+\text{ }P_{}\right)\\ 0\end{array}\right).$$
(A20)
The dependence of the current on the expansion parameter $`B`$ is given by
$`{\displaystyle \frac{\text{ }i_0}{B}}=\stackrel{}{s}\stackrel{}{a}`$
which to first order reduces to
$$\frac{\text{ }i_0}{B}=\stackrel{}{s}\stackrel{}{a}^{(1)}=\stackrel{}{s}\text{ }\widehat{𝐂}^1\widehat{𝐌}\text{ }\widehat{𝐂}^1\text{ }\stackrel{}{b}.$$
(A21)
Figure Captions
Fig. 1: Ferromagnetic reservoirs attached to diffusive normal metal through arbitrary contacts. Arbitrary but fixed magnetization directions of the ferromagnetic reservoirs and orientations of a magnetic field applied to the normal metal are taken into account. The contacts are described by the spin-dependent conductances $`G^{},G^{},G^{}`$ and the normal metal is characterized by the normal metal conductance $`G_N`$. The ferromagnetic reservoirs are supposed to be large enough and in local equilibrium.
Fig. 2: Current conservation imposes boundary conditions on the system. The current through the contacts $`\widehat{ı}^C(x)`$ is equal to the current into the normal metal $`\widehat{ı}^N(x)`$ at each contact. $`\widehat{ı}^C(x)`$ depends on the contact conductances and on the direction of the magnetization of the adjacent ferromagnet reservoir and $`\widehat{ı}^N(x)`$ is the current for the normal metal.
Fig. 3: Equivalent circuits for parallel and antiparallel configurations in the limits $`l_{sf}L`$ and $`l_{sf}L`$. (a) and (b) correspond to the parallel and anti-parallel configuration respectively, when $`l_{sf}L`$. In this limit, the two spin channels are independent and there is no mixing between them. (c) parallel and anti-parallel configurations when $`l_{sf}L`$. In this case, there is complete mixing between spin-up ($``$) and spin-down ($``$) channels and the spin accumulation vanishes.
Fig. 4: Mixing conductance: Dependence of $`G^T/G_N`$ on the relative angle $`\theta `$ between the magnetizations of the ferromagnetic reservoirs, for symmetric contacts, zero magnetic field and in the absence of spin-flip scattering. (a) The following set of parameters is chosen: $`G^{}/G_N=1.0,G^{}/G_N=0.3,ReG^{}/G_N=0.7`$ and $`ImG^{}/G_N`$ takes values 0.0, 0.5, 1.0, 2.0 and 10.0 corresponding to the different plotted lines. (b) In this case, $`G^{}/G_N=1.0,G^{}/G_N=0.3,ImG^{}/G_N=0.0`$ and $`ReG^{}/G_N`$ changes with values 0.7, 1.0, 2.0 and 10.0. According to the condition $`ReG^{}\left(G^{}+G^{}\right)/2,`$ $`ReG^{}/G_N`$ cannot be, smaller than 0.65.
Fig. 5: Effect of spin-flip scattering on the system: For symmetric contacts and zero magnetic field. (a) $`G^T`$ normalized to $`G^0`$ as a function of $`L/l_{sf}`$, for the following set of parameters: $`G^{}/G_N=1.0,`$ $`G^{}/G_N=0.3,`$ $`ReG^{}/G_N=0.7,`$ $`ImG^{}/G_N=0.0`$. (b) $`G^T/G^0`$ versus $`L/l_{sf}`$ in the case of antiparallel configuration, for different values of the relative polarization $`P/G_N=0.1,`$ $`0.7,`$ $`1.1`$ and for $`G/G_N=1.3`$ constant.
Fig. 6: Magnetic field dependence in the absence of spin-flip scattering: We consider symmetric contacts and the following set of parameters: $`G^{}/G_N=1.0,`$ $`G^{}/G_N=0.3,`$ $`ReG^{}/G_N=0.7,`$ $`ImG^{}/G_N=0.5`$. Moreover the magnetic field is always perpendicular to both magnetizations directions $`\stackrel{}{B}\stackrel{}{m}_,=0`$. (a) $`G^T/G^0`$ as a function of $`L/l_B`$. (b) $`G^T/G^0`$ versus $`B/B_D`$.
Fig. 7: Magnetic field dependence in the absence of spin-flip scattering: We consider $`\stackrel{}{B}\stackrel{}{m}_{}=0`$, $`\stackrel{}{B}\stackrel{}{m}_{}^{0{}_{}{}^{},180^{}}=0`$ and $`\stackrel{}{B}`$ $`||`$ $`\stackrel{}{m}_{}^{90^{}}`$ (or $`\stackrel{}{B}\stackrel{}{m}_{}=0`$, $`\stackrel{}{B}\stackrel{}{m}_{}^{0{}_{}{}^{},180^{}}=0`$ and $`\stackrel{}{B}`$ $`||`$ $`\stackrel{}{m}_{}^{90^{}}`$). (a) $`G^T/G^0`$ vs $`L/l_B,`$ for symmetric contacts and the following set of parameters: $`G^{}/G_N=1.0,`$ $`G^{}/G_N=0.3,`$ $`ReG^{}/G_N=0.7,`$ $`ImG^{}/G_N=0.5`$.(b) Same as (a) but for $`ImG^{}/G_N=0.0.`$ (c) $`G^T/G^0`$ versus $`B/B_D`$, for $`G^{}/G_N=1.0,`$ $`G^{}/G_N=0.3,`$ $`ReG^{}/G_N=0.7,`$ $`ImG^{}/G_N=0.5.`$
Fig. 8: Magnetic field dependence and spin-flip scattering: Conductance for $`\theta =90^{^{}}`$configuration of Fig. 7a, for different ratios $`l_{sf}/L=`$ 0.1, 0.3, 1, 3, 10, 100. |
warning/0003/hep-th0003035.html | ar5iv | text | # 1 Introduction
## 1 Introduction
Motivated by the exciting progress on the correspondence between string theory on anti-de Sitter space ($`AdS`$) and conformal field theory , we have recently outlined an explicit construction of an infinite dimensional class of superconformal algebras (SCAs) on the boundary of $`AdS_3`$ . These space-time algebras are $`N`$ extended SCAs induced by an affine $`SL(2|N/2)`$ current superalgebra residing on the world sheet ($`N`$ is even). Our construction generalizes a work by Ito in which $`N=1`$, 2 and 4 SCAs are studied. Our constructions are both supersymmetric extensions of the Giveon-Kutasov-Seiberg construction of the Virasoro algebra . A related approach to building $`N=1`$, 2 and 4 SCAs for fixed central charges may be found in Ref. .
In the present paper we shall complete our construction of the new and asymmetric $`N=4`$ SCA discovered in Ref. , where the case of vanishing central charge was treated. Here we shall provide the algebra for generic central charge. Besides the Virasoro generator and 4 supercurrents, the algebra consists of an internal $`SL(2)U(1)`$ Kac-Moody algebra in addition to two spin 1/2 fermions and a bosonic scalar. Hence, it is not included in the standard classification of $`N=4`$ SCAs .
We shall also show that replacing the world sheet $`SL(2|2)`$ current superalgebra by that of the coset $`SL(2|2)/U(1)`$ induces the well known small $`N=4`$ SCA rather than the bigger, asymmetric $`N=4`$ SCA induced by $`SL(2|2)`$. We hope this will clarify the incompatibility between our work and the result for $`N=4`$ in Ref. ; there a construction (similar to ours) based on $`SL(2|2)`$ was announced to result in the small $`N=4`$ SCA.
The new and asymmetric $`N=4`$ SCA is invariant under a one-parameter twist. The starting point for this observation is a linear modification of the Giveon-Kutasov-Seiberg Virasoro generator. The remaining twisted generators are obtained by requiring the SCA to be invariant. All twisted generators are given in terms of linear combinations of the original untwisted generators. It is an interesting observation that for precisely one value of the continuous twist parameter, the invariance is broken and the twisting results in the small $`N=4`$ SCA. It is stressed that the invariance and this collapse of the asymmetric SCA to the small $`N=4`$ SCA, are both independent of our construction and rely solely on the defining (anti-)commutators of the two SCAs.
The rest of this paper is organized as follows. In Section 2 we summarize briefly some of our results on the general construction of SCAs induced by affine $`SL(2|N/2)`$ current superalgebras.
Section 3 is devoted to $`N=4`$ SCAs, where the new and asymmetric algebra is provided. The small $`N=4`$ is shown to be induced by the coset $`SL(2|2)/U(1)`$ current superalgebra, and the invariance of the asymmetric SCA is discussed.
Section 4 contains concluding remarks, while details on the Lie superalgebra $`sl(2|M)`$ along with explicit free field realizations of the currents, are given in appendices A, B and C.
## 2 $`N`$ Extended Superconformal Algebras
### 2.1 Free Field Realizations of Affine Current Superalgebras
Associated to a Lie superalgebra $`𝐠`$ is an affine Lie superalgebra characterized by the central extension $`k`$. Associated to an affine Lie superalgebra is an affine current superalgebra whose generators, $`J_a`$, are conformal spin one primary fields (with respect to the Sugawara construction) and have the mutual operator product expansions (OPEs)
$$J_a(z)J_b(w)=\frac{\kappa _{a,b}k}{(zw)^2}+\frac{f_{a,b}^{}{}_{}{}^{c}J_c(w)}{zw}$$
(1)
$`\kappa _{a,b}`$ and $`f_{a,b}^{}{}_{}{}^{c}`$ are the Cartan-Killing form and structure constants, respectively, of the underlying Lie superalgebra. Regular terms have been omitted. The general free field realization obtained in Ref. is based on a pair of free ghost fields ($`\beta _\alpha ,\gamma ^\alpha `$) of conformal weights (1,0) for every positive root $`\alpha \mathrm{\Delta }_+`$ (written $`\alpha >0`$), and on a free scalar boson $`\phi _i`$ for every Cartan index $`i=1,\mathrm{},r`$, where $`r`$ is the rank of the underlying Lie superalgebra. They satisfy the OPEs
$$\beta _\alpha (z)\gamma ^\alpha ^{}(w)=\frac{\delta _{\alpha }^{}{}_{}{}^{\alpha ^{}}}{zw},\phi _i(z)\phi _j(w)=\kappa _{i,j}\mathrm{ln}(zw)$$
(2)
Note that in this notation, the ghost fields ($`\beta _\alpha ,\gamma ^\alpha `$) associated to odd roots $`\alpha \mathrm{\Delta }_+^1`$ are fermionic. ($`\mathrm{\Delta }_\pm ^1`$) $`\mathrm{\Delta }_\pm ^0`$ denotes the space of positive or negative (odd) even roots of the underlying Lie superalgebra, and $`\mathrm{\Delta }_\pm =\mathrm{\Delta }_\pm ^0\mathrm{\Delta }_\pm ^1`$. The corresponding energy-momentum tensor is
$$T=\underset{\alpha >0}{}\gamma ^\alpha \beta _\alpha +\frac{1}{2}\phi \phi \frac{1}{\sqrt{k+h^{}}}\rho ^2\phi $$
(3)
$`\rho `$ and $`h^{}`$ are the Weyl vector and the dual Coxeter number, respectively, of the underlying Lie superalgebra. Normal ordering is implicit. The generators of the affine current superalgebra are realized according to
$$J_a(z)=\underset{\alpha >0}{}V_a^\alpha (\gamma (z))\beta _\alpha (z)+\sqrt{k+h^{}}\underset{j=1}{\overset{r}{}}P_a^j(\gamma (z))\phi _j(z)+J_a^{\text{anom}}(\gamma (z),\gamma (z))$$
(4)
where
$$J_a^{\text{anom}}(\gamma (z),\gamma (z))=\{\begin{array}{c}0\text{for}a=i,\alpha >0\hfill \\ \\ _{\alpha ^{}>0}\gamma ^\alpha ^{}(z)F_{\alpha ,\alpha ^{}}(\gamma (z))\text{for}a=\alpha <0\hfill \end{array}$$
(5)
The explicit form of $`F_{\alpha ,\alpha ^{}}`$ is not needed here but may be found in refs. . For $`\alpha =\alpha _i`$ a simple root $`F_{\alpha _i,\alpha ^{}}`$ is a constant independent of the ghost fields $`\gamma `$:
$$F_{\alpha _i,\alpha ^{}}(\gamma )=\frac{1}{2}\delta _{\alpha _i,\alpha ^{}}\left((2k+h^{})\kappa _{\alpha _i,\alpha _i}A_{ii}\right)$$
(6)
$`A_{ij}`$ is the Cartan matrix of the underlying Lie superalgebra, and is related to the Cartan-Killing form as $`\kappa _{i,j}=A_{ij}\kappa _{\alpha _j,\alpha _j}`$. $`V`$ and $`P`$ are given by
$`V_\alpha ^\alpha ^{}(\gamma )`$ $`=`$ $`\left[B(C(\gamma ))\right]_\alpha ^\alpha ^{}`$
$`V_i^\alpha ^{}(\gamma )`$ $`=`$ $`\left[C(\gamma )\right]_i^\alpha ^{}`$
$`V_\alpha ^\alpha ^{}(\gamma )`$ $`=`$ $`{\displaystyle \underset{\alpha ^{\prime \prime }>0}{}}\left[e^{C(\gamma )}\right]_\alpha ^{\alpha ^{\prime \prime }}\left[B(C(\gamma ))\right]_{\alpha ^{\prime \prime }}^\alpha ^{}`$
$`P_\alpha ^j(\gamma )`$ $`=`$ $`0`$
$`P_i^j(\gamma )`$ $`=`$ $`\delta _i^j`$
$`P_\alpha ^j(\gamma )`$ $`=`$ $`\left[e^{C(\gamma )}\right]_\alpha ^j`$ (7)
$`B(u)`$ is the generating function for the Bernoulli numbers $`B_n`$
$$B(u)=\frac{u}{e^u1}=\underset{n0}{}\frac{B_n}{n!}u^n$$
(8)
whereas the matrix $`C`$ is defined by
$$C_a^b(\gamma )=\underset{\alpha >0}{}\gamma ^\alpha f_{\alpha ,a}^{}{}_{}{}^{b}$$
(9)
The formal power series (7) all truncate and are thus polynomials.
### 2.2 Superconformal Algebra Generators
Most Lie superalgebras with even subalgebra $`𝐠^0=sl(2)𝐠^{}`$ have the property that the embedding of $`sl(2)`$ in $`𝐠`$ carried by the odd generators (the set of which is denoted $`𝐠^1`$) is a fundamental (spin 1/2) representation<sup>1</sup><sup>1</sup>1This is true for all basic Lie superalgebras with even subalgebra $`𝐠^0=sl(2)𝐠^{}`$ except $`osp(3|2M)`$ where the embedding is a spin 1 representation, see e.g. .. This means that the space of odd roots may be divided into two parts
$$\mathrm{\Delta }^1=\mathrm{\Delta }^1\mathrm{\Delta }^{1+}$$
(10)
The roots $`\alpha ^\pm \mathrm{\Delta }^{1\pm }`$ are characterized by
$$\frac{\alpha _{sl(2)}\alpha ^\pm }{\alpha _{sl(2)}^2}=\pm \frac{1}{2}$$
(11)
and we have the correspondence
$$\mathrm{\Delta }^{1+}=\alpha _{sl(2)}+\mathrm{\Delta }^1$$
(12)
Here $`\alpha _{sl(2)}`$ is the positive root associated to the embedded $`sl(2)`$. In particular, the Lie superalgebra $`sl(2|N/2)`$ allows such a decomposition of the root space. In the distinguished representation of $`sl(2|N/2)`$ discussed in Appendix A, the embedding is associated to the simple root $`\alpha _1`$, while the only odd simple root is $`\alpha _2`$. Furthermore, the root space enjoys the refined decomposition
$$\mathrm{\Delta }_+^1=\mathrm{\Delta }_+^1\mathrm{\Delta }_+^{1+}$$
(13)
This refinement is not valid for all Lie superalgebras respecting (10), as $`osp(1|2)`$ illustrates. In the following we shall concentrate on SCAs induced by affine $`SL(2|N/2)`$ current superalgebras.
Now, the Virasoro algebra is induced by the embedded $`SL(2)`$ and is generated by
$`L_n`$ $`=`$ $`{\displaystyle \frac{dz}{2\pi i}_n(z)}`$
$`_n`$ $`=`$ $`a_+(n)\left(\gamma ^{\alpha _1}\right)^{n+1}E_{\alpha _1}+a_3(n)\left(\gamma ^{\alpha _1}\right)^nH_1+a_{}(n)\left(\gamma ^{\alpha _1}\right)^{n1}F_{\alpha _1}`$ (14)
The central charge is
$$c=6k_1^{}p_1$$
(15)
$`p_1`$ is the winding number
$$p_1=\frac{dz}{2\pi i}\frac{\gamma ^{\alpha _1}}{\gamma ^{\alpha _1}}$$
(16)
while $`k_1^{}=\kappa _{\alpha _1,\alpha _1}k`$ is the level of the embedded $`sl(2)`$ or the level in the direction $`\alpha _1`$. The constants $`a_+`$, $`a_3`$ and $`a_{}`$ are defined by
$$a_+(n)=\frac{1}{2}(nn^2),a_3(n)=\frac{1}{2}(1n^2),a_{}(n)=\frac{1}{2}(n+n^2)$$
(17)
In Ref. it was found that for each pair of roots $`(\alpha ^{},\alpha ^+)`$ we have a pair of supercurrents of spin 3/2 with respect to (14):
$`G_{\alpha ^{};n+1/2}`$ $`=`$ $`{\displaystyle \frac{dz}{2\pi i}𝒢_{\alpha ^{};n+1/2}(z)}`$
$`𝒢_{\alpha ^{};n+1/2}`$ $`=`$ $`(n+1)(\gamma ^{\alpha _1})^nE_\alpha ^{}n(\gamma ^{\alpha _1})^{n+1}E_{\alpha ^+}`$ (18)
and
$`\overline{G}_{\alpha ^{};n1/2}`$ $`=`$ $`{\displaystyle \frac{dz}{2\pi i}\overline{𝒢}_{\alpha ^{};n1/2}(z)}`$
$`\overline{𝒢}_{\alpha ^{};n1/2}`$ $`=`$ $`(n1)(\gamma ^{\alpha _1})^nF_\alpha ^{}+n(\gamma ^{\alpha _1})^{n1}F_{\alpha ^+}`$ (19)
$``$ $`n(n1)(\gamma ^{\alpha _1})^{n2}V_\alpha ^{}^{\alpha _1}\left((\gamma ^{\alpha _1})^2E_{\alpha _1}+\gamma ^{\alpha _1}H_1F_{\alpha _1}\right)`$
$`+`$ $`n(n1)(\gamma ^{\alpha _1})^{n2}{\displaystyle \underset{\nu ,\sigma >0}{}}\left((\gamma ^{\alpha _1})^2V_{\alpha _1}^\nu +\gamma ^{\alpha _1}V_1^\nu V_{\alpha _1}^\nu \right)_\nu _\sigma V_\alpha ^{}^{\alpha _1}\gamma ^\sigma `$
Their anti-commutators are
$$\{G_{\alpha ^{};n+1/2},G_{\beta ^{};m+1/2}\}=0$$
(20)
and
$$\{G_{\alpha ^{};n+1/2},\overline{G}_{\beta ^{};m1/2}\}=\delta _{\alpha ^{},\beta ^{}}L_{n+m}+(nm+1)K_{\alpha ^{};\beta ^{};n+m}+\frac{1}{6}cn(n+1)\delta _{n+m,0}\delta _{\alpha ^{},\beta ^{}}$$
(21)
where the primary spin 1 (with respect to (14)) current $`K`$ is defined by
$`K_{\alpha ^{};\beta ^{};n}`$ $`=`$ $`{\displaystyle \frac{dz}{2\pi i}𝒦_{\alpha ^{};\beta ^{};n}(z)}`$
$`𝒦_{\alpha ^{};\beta ^{};n}`$ $`=`$ $`n(\gamma ^{\alpha _1})^{n1}V_\beta ^{}^{\alpha _1}\left(\gamma ^{\alpha _1}E_{\alpha ^+}E_\alpha ^{}\right)(\gamma ^{\alpha _1})^nf_{\alpha ^{},\beta ^{}}^{}{}_{}{}^{c}J_c`$ (22)
$`+`$ $`{\displaystyle \frac{1}{2}}\delta _{\alpha ^{},\beta ^{}}(\gamma ^{\alpha _1})^{n1}\left(n\left((\gamma ^{\alpha _1})^2E_{\alpha _1}+\gamma ^{\alpha _1}H_1F_{\alpha _1}\right)\gamma ^{\alpha _1}H_1\right)`$
$`+`$ $`n(\gamma ^{\alpha _1})^{n1}{\displaystyle \underset{\nu ,\sigma >0}{}}\left(\gamma ^{\alpha _1}V_{\alpha ^+}^\nu V_\alpha ^{}^\nu \right)_\nu _\sigma V_\beta ^{}^{\alpha _1}\gamma ^\sigma `$
It was also shown in Ref. , that the remaining anti-commutators are generally non-vanishing:
$$\{\overline{G}_{\alpha ^{};n1/2},\overline{G}_{\beta ^{};m1/2}\}0,\text{for}\alpha ^{}\beta ^{},nm,n+m1$$
(23)
This asymmetric property of the SCAs induced by $`SL(2|N/2)`$ will be illustrated in the following where we consider the case $`N=4`$.
## 3 $`N=4`$ Superconformal Algebras
Here we shall specialize the general considerations on $`SL(2|N/2)`$ in Section 2 to the case $`N=4`$. The resulting SCA is of a new and asymmetric form. Its classical and centerless analogue has recently been obtained in Ref. . Below we shall provide the full SCA for arbitrary central charge. We shall furthermore show that substituting the original $`SL(2|2)`$ by the coset $`SL(2|2)/U(1)`$ reduces the asymmetric $`N=4`$ SCA to the well known small $`N=4`$ SCA. An invariance of the asymmetric $`N=4`$ SCA is also presented.
### 3.1 Asymmetric $`N=4`$ SCA from $`SL(2|2)`$
In the distinguished representation discussed in Appendix A, the Cartan matrix and the Cartan-Killing form of the Lie superalgebra $`SL(2|2)`$ are
$$A_{ij}=\left(\begin{array}{ccc}\hfill 2& \hfill 1& \hfill 0\\ \hfill 1& \hfill 0& \hfill 1\\ \hfill 0& \hfill 1& \hfill 2\end{array}\right),\kappa _{i,j}=\left(\begin{array}{ccc}\hfill 2& \hfill 1& \hfill 0\\ \hfill 1& \hfill 0& \hfill 1\\ \hfill 0& \hfill 1& \hfill 2\end{array}\right)$$
(24)
The dual Coxeter number is $`h^{}=0`$ while the number of supercurrents is $`2|\mathrm{\Delta }_+^1|=4`$. Accordingly, there are a priori 4 generators, $`K`$, of the internal Kac-Moody algebra. Using these facts, with the explicit realizations of the Virasoro generators (14), the supercurrents (18) and (19), and the affine currents (22) (given in Appendix C), one may work out the entire SCA. We find that closure is ensured by the following set of generators
Virasoro generator $`L`$ $`h=2`$
supercurrents $`G_{\alpha _2},G_{\alpha _2+\alpha _3},\overline{G}_{\alpha _2},\overline{G}_{(\alpha _2+\alpha _3)}`$ $`h=3/2`$
$`\text{affine}SL(2)`$ $`\stackrel{~}{E}=K_{\alpha _2+\alpha _3;\alpha _2},`$
$`\stackrel{~}{H}=K_{\alpha _2+\alpha _3;(\alpha _2+\alpha _3)}K_{\alpha _2;\alpha _2},`$
$`\stackrel{~}{F}=K_{\alpha _2;(\alpha _2+\alpha _3)}`$ $`h=1`$
$`\text{affine}U(1)`$ $`U=K_{\alpha _2+\alpha _3;(\alpha _2+\alpha _3)}+K_{\alpha _2;\alpha _2}`$ $`h=1`$
fermions $`\varphi _{\alpha _2},\varphi _{(\alpha _2+\alpha _3)}`$ $`h=1/2`$
scalar $`S`$ $`h=0`$ (25)
and that the non-trivial (anti-)commutators are
$`[L_n,L_m]`$ $`=`$ $`(nm)L_{n+m}+{\displaystyle \frac{c}{12}}(n^3n)\delta _{n+m,0}`$
$`[L_n,A_m]`$ $`=`$ $`((h(A)1)nm)A_{n+m}`$
$`\{G_{\alpha ^{};n+1/2},G_{\beta ^{};m+1/2}\}`$ $`=`$ $`\{\overline{G}_{\alpha ^{};n1/2},\overline{G}_{\alpha ^{};m1/2}\}=0`$
$`\{G_{\alpha ^{};n+1/2},\overline{G}_{\beta ^{};m1/2}\}`$ $`=`$ $`\delta _{\alpha ^{},\beta ^{}}L_{n+m}+(nm+1)K_{\alpha ^{};\beta ^{};n+m}`$
$`+`$ $`{\displaystyle \frac{1}{6}}cn(n+1)\delta _{n+m,0}\delta _{\alpha ^{},\beta ^{}}`$
$`\{\overline{G}_{\alpha _2;n1/2},\overline{G}_{(\alpha _2+\alpha _3);m1/2}\}`$ $`=`$ $`(nm)(n+m1)S_{n+m1}`$
$`[\stackrel{~}{H}_n,\stackrel{~}{E}_m]`$ $`=`$ $`2\stackrel{~}{E}_{n+m},[\stackrel{~}{H}_n,\stackrel{~}{F}_m]=2\stackrel{~}{F}_{n+m}`$
$`[\stackrel{~}{E}_n,\stackrel{~}{F}_m]`$ $`=`$ $`\stackrel{~}{H}_{n+m}+{\displaystyle \frac{1}{6}}cn\delta _{n+m,0},[\stackrel{~}{H}_n,\stackrel{~}{H}_m]={\displaystyle \frac{1}{3}}cn\delta _{n+m,0}`$
$`[\stackrel{~}{E}_n,G_{\alpha _2;m+1/2}]`$ $`=`$ $`G_{\alpha _2+\alpha _3;n+m+1/2},[\stackrel{~}{F}_n,G_{\alpha _2+\alpha _3;m+1/2}]=G_{\alpha _2;n+m+1/2}`$
$`[\stackrel{~}{H}_n,G_{\alpha _2;m+1/2}]`$ $`=`$ $`G_{\alpha _2;n+m+1/2}`$
$`[\stackrel{~}{H}_n,G_{\alpha _2+\alpha _3;m+1/2}]`$ $`=`$ $`G_{\alpha _2+\alpha _3;n+m+1/2}`$
$`[\stackrel{~}{E}_n,\overline{G}_{(\alpha _2+\alpha _3);m1/2}]`$ $`=`$ $`\overline{G}_{\alpha _2;n+m1/2}n\varphi _{\alpha _2;n+m1/2}`$
$`[\stackrel{~}{H}_n,\overline{G}_{\alpha _2;m1/2}]`$ $`=`$ $`\overline{G}_{\alpha _2;n+m1/2}+n\varphi _{\alpha _2;n+m1/2}`$
$`[\stackrel{~}{H}_n,\overline{G}_{(\alpha _2+\alpha _3);m1/2}]`$ $`=`$ $`\overline{G}_{(\alpha _2+\alpha _3);n+m1/2}n\varphi _{(\alpha _2+\alpha _3);n+m1/2}`$
$`[\stackrel{~}{F}_n,\overline{G}_{\alpha _2;m1/2}]`$ $`=`$ $`\overline{G}_{(\alpha _2+\alpha _3);n+m1/2}n\varphi _{(\alpha _2+\alpha _3);n+m1/2}`$
$`[U_n,\overline{G}_{\alpha ^{};m1/2}]`$ $`=`$ $`n\varphi _{\alpha ^{};n+m1/2}`$
$`[S_n,G_{\alpha _2;m+1/2}]`$ $`=`$ $`\varphi _{(\alpha _2+\alpha _3);n+m+1/2}`$
$`[S_n,G_{\alpha _2+\alpha _3;m+1/2}]`$ $`=`$ $`\varphi _{\alpha _2;n+m+1/2}`$
$`\{G_{\alpha _2;n+1/2},\varphi _{\alpha _2;m1/2}\}`$ $`=`$ $`U_{n+m},\{G_{\alpha _2+\alpha _3;n+1/2},\varphi _{(\alpha _2+\alpha _3);m1/2}\}=U_{n+m}`$
$`\{\overline{G}_{\alpha _2;n1/2},\varphi _{(\alpha _2+\alpha _3);m1/2}\}`$ $`=`$ $`(n+m1)S_{n+m1}`$
$`\{\overline{G}_{(\alpha _2+\alpha _3);n1/2},\varphi _{\alpha _2;m1/2}\}`$ $`=`$ $`(n+m1)S_{n+m1}`$
$`[\stackrel{~}{E}_n,\varphi _{(\alpha _2+\alpha _3);m1/2}]`$ $`=`$ $`\varphi _{\alpha _2;n+m1/2}`$
$`[\stackrel{~}{F}_n,\varphi _{\alpha _2;m1/2}]`$ $`=`$ $`\varphi _{(\alpha _2+\alpha _3);n+m1/2}`$
$`[\stackrel{~}{H}_n,\varphi _{\alpha _2;m1/2}]`$ $`=`$ $`\varphi _{\alpha _2;n+m1/2}`$
$`[\stackrel{~}{H}_n,\varphi _{(\alpha _2+\alpha _3);m1/2}]`$ $`=`$ $`\varphi _{(\alpha _2+\alpha _3);n+m1/2}`$
$`[U_n,U_m]`$ $`=`$ $`[S_n,S_m]=0`$ (26)
$`A_m`$ denotes any of the 11 generators listed in (25) different from the Virasoro generator. In the derivation we have used that integrating a total derivative gives zero. In particular, we find
$`\{\overline{G}_{\alpha _2;n1/2},\overline{G}_{(\alpha _2+\alpha _3);m1/2}\}`$ (27)
$`=`$ $`(nm)(n+m1)\left(S_{n+m1}+{\displaystyle \frac{dz}{2\pi i}\frac{}{z}\left[\gamma ^{n+m2}(z)V_{\alpha _2}^{\alpha _1}(\gamma (z))V_{(\alpha _2+\alpha _3)}^{\alpha _1}(\gamma (z))\right]}\right)`$
$`=`$ $`(nm)(n+m1)S_{n+m1}`$
The polynomials $`V_{\alpha _2}^{\alpha _1}`$ and $`V_{(\alpha _2+\alpha _3)}^{\alpha _1}`$ are given (55) in Appendix C.
It is observed that this $`N=4`$ SCA (26) is a new and asymmetric one not contained in the standard classification of $`N=4`$ SCAs . Besides being asymmetric in the way the $`G`$ and $`\overline{G}`$ supercurrents are treated, it involves the unfamiliar number two of spin 1/2 fermions. We recall that the small $`N=4`$ SCA does not contain any spin 1/2 fermions, whereas the big $`N=4`$ SCAs are characterized by containing 4 such generators.
### 3.2 Small $`N=4`$ SCA from Coset $`SL(2|2)/U(1)`$
Among the Lie superalgebras $`sl(2|M)`$, $`M1`$, $`sl(2|2)`$ is the only one having a non-trivial center. This may be seen easily by considering the associated Cartan matrices; they are all invertible except when $`M=2`$. By simple inspection of the Cartan matrix for $`sl(2|2)`$ (24) it follows that the Lie superalgebra element
$$H_{u(1)}=H_1+2H_2H_3$$
(28)
generates the center $`u(1)`$ of $`sl(2|2)`$. The coset algebra $`sl(2|2)/u(1)`$ may therefore be realized straightforwardly in terms of the generators of the original $`sl(2|2)`$. All that one has to do is to invoke the vanishing of the generator of the center (28), and otherwise make no changes. It should be noted that the root space of the coset algebra is identified with the root space of $`sl(2|2)`$. In particular, the sets of simple roots are identical, despite the fact that the rank of the coset algebra is one smaller than the rank of $`sl(2|2)`$, the latter being $`r=3`$.
The associated affine $`SL(2|2)/U(1)`$ current superalgebra is equally simple to realize. By construction, its Virasoro generator $`T_{SL(2|2)/U(1)}=T_{SL(2|2)}T_{U(1)}`$ has vanishing OPE with the current
$`H_{U(1)}(z)`$ $`=`$ $`H_1(z)+2H_2(z)H_3(z)`$ (29)
$`=`$ $`\sqrt{k}(\phi _1(z)+2\phi _2(z)\phi _3(z))`$
while $`T_{U(1)}`$ has vanishing OPEs with all other affine currents. Thus, it makes sense from the conformal field theory point of view to put the central current (29) equal to zero without modifying the Virasoro generator of the original $`SL(2|2)`$ current superalgebra, but by imposing the (coset) condition
$$\phi _1+2\phi _2\phi _30$$
(30)
In this way the coset current superalgebra has the same free field realization as the original current superalgebra, though subject to the coset condition (30). Thus, at the level of the free field realization the coset condition (30) reflects modding out the $`U(1)`$ center of $`SL(2|2)`$.
From the explicit realization of the generators of the asymmetric $`N=4`$ SCA induced by $`SL(2|2)`$ (see Appendix C) it follows that imposing the coset condition (30) has fundamental consequences for the resulting $`N=4`$ SCA. Even the number of generators is reduced as the affine $`U(1)`$ subalgebra generated by $`U`$ (52), the 2 spin 1/2 fermions $`\varphi `$ (53), and the bosonic scalar $`S`$ (54) all vanish identically
$$U_n\varphi _{\alpha _2;n1/2}\varphi _{(\alpha _2+\alpha _3);n1/2}S_n0$$
(31)
We conclude that the $`N=4`$ SCA induced by the affine $`SL(2|2)/U(1)`$ current superalgebra is generated by
Virasoro generator $`L`$ $`h=2`$
supercurrents $`G_{\alpha _2},G_{\alpha _2+\alpha _3},\overline{G}_{\alpha _2},\overline{G}_{(\alpha _2+\alpha _3)}`$ $`h=3/2`$
$`\text{affine}SL(2)`$ $`\stackrel{~}{E}=K_{\alpha _2+\alpha _3;\alpha _2},`$ (32)
$`\stackrel{~}{H}=K_{\alpha _2+\alpha _3;(\alpha _2+\alpha _3)}K_{\alpha _2;\alpha _2},`$
$`\stackrel{~}{F}=K_{\alpha _2;(\alpha _2+\alpha _3)}`$ $`h=1`$
where $`U=K_{\alpha _2+\alpha _3;(\alpha _2+\alpha _3)}+K_{\alpha _2;\alpha _2}=0`$. The non-trivial (anti-)commutators are
$`[L_n,L_m]`$ $`=`$ $`(nm)L_{n+m}+{\displaystyle \frac{c}{12}}(n^3n)\delta _{n+m,0}`$
$`[L_n,A_m]`$ $`=`$ $`((h(A)1)nm)A_{n+m}`$
$`\{G_{\alpha ^{};n+1/2},G_{\beta ^{};m+1/2}\}`$ $`=`$ $`\{\overline{G}_{\alpha ^{};n1/2},\overline{G}_{\beta ^{};m1/2}\}=0`$
$`\{G_{\alpha ^{};n+1/2},\overline{G}_{\beta ^{};m1/2}\}`$ $`=`$ $`\delta _{\alpha ^{},\beta ^{}}L_{n+m}+(nm+1)K_{\alpha ^{};\beta ^{};n+m}`$
$`+`$ $`{\displaystyle \frac{1}{6}}cn(n+1)\delta _{n+m,0}\delta _{\alpha ^{},\beta ^{}}`$
$`[\stackrel{~}{E}_n,G_{\alpha _2;m+1/2}]`$ $`=`$ $`G_{\alpha _2+\alpha _3;n+m+1/2},[\stackrel{~}{F}_n,G_{\alpha _2+\alpha _3;m+1/2}]=G_{\alpha _2;n+m+1/2}`$
$`[\stackrel{~}{H}_n,G_{\alpha _2;m+1/2}]`$ $`=`$ $`G_{\alpha _2;n+m+1/2},[\stackrel{~}{H}_n,G_{\alpha _2+\alpha _3;m+1/2}]=G_{\alpha _2+\alpha _3;n+m+1/2}`$
$`[\stackrel{~}{E}_n,\overline{G}_{(\alpha _2+\alpha _3);m1/2}]`$ $`=`$ $`\overline{G}_{\alpha _2;n+m1/2}`$
$`[\stackrel{~}{F}_n,\overline{G}_{\alpha _2;m1/2}]`$ $`=`$ $`\overline{G}_{(\alpha _2+\alpha _3);n+m1/2}`$
$`[\stackrel{~}{H}_n,\overline{G}_{\alpha _2;m1/2}]`$ $`=`$ $`\overline{G}_{\alpha _2;n+m1/2}`$
$`[\stackrel{~}{H}_n,\overline{G}_{(\alpha _2+\alpha _3);m1/2}]`$ $`=`$ $`\overline{G}_{(\alpha _2+\alpha _3);n+m1/2}`$
$`[\stackrel{~}{H}_n,\stackrel{~}{E}_m]`$ $`=`$ $`2\stackrel{~}{E}_{n+m},[\stackrel{~}{H}_n,\stackrel{~}{F}_m]=2\stackrel{~}{F}_{n+m}`$
$`[\stackrel{~}{E}_n,\stackrel{~}{F}_m]`$ $`=`$ $`\stackrel{~}{H}_{n+m}+{\displaystyle \frac{1}{6}}cn\delta _{n+m,0},[\stackrel{~}{H}_n,\stackrel{~}{H}_m]={\displaystyle \frac{1}{3}}cn\delta _{n+m,0}`$ (33)
$`A_m`$ denotes any of the 7 generators listed in (32) different from the Virasoro generator. The SCA (33) is recognized as the well known small $`N=4`$ SCA thus proving our assertion.
### 3.3 An Invariance and a Reduction
It turns out that the new and asymmetric $`N=4`$ SCA possesses an invariance which may be revealed by considering the consequences of modifying the Virasoro generators according to
$$L_n^\lambda =L_n+\lambda (n+1)U_n$$
(34)
with $`\lambda `$ arbitrary. The Virasoro algebra is easily seen to be generated with unchanged central charge
$$c^\lambda =c$$
(35)
We find that the asymmetric $`N=4`$ SCA (26) is invariant under the following one-parameter twist of its generators
$`L_n^\lambda `$ $`=`$ $`L_n+\lambda (n+1)U_n`$
$`G_{\alpha ^{};n+1/2}^\lambda `$ $`=`$ $`G_{\alpha ^{};n+1/2}`$
$`\overline{G}_{\alpha ^{};n1/2}^\lambda `$ $`=`$ $`\overline{G}_{\alpha ^{};n1/2}+2\lambda n\varphi _{\alpha ^{};n1/2}`$
$`K_{\alpha ^{};\beta ^{};n}^\lambda `$ $`=`$ $`K_{\alpha ^{};\beta ^{};n}\lambda \delta _{\alpha ^{},\beta ^{}}U_n`$
$`\varphi _{\alpha ^{};n1/2}^\lambda `$ $`=`$ $`(12\lambda )\varphi _{\alpha ^{};n1/2}`$
$`S_n^\lambda `$ $`=`$ $`(12\lambda )S_n`$ (36)
In particular, the 11 generators besides $`L^\lambda `$ are all primary of unchanged weights
$$[L_n^\lambda ,A_m^\lambda ]=((h(A)1)nm)A_{n+m}^\lambda $$
(37)
It should be mentioned that one may obtain the twisted supercurrents by following the exact same procedure which leads to the construction of the untwisted supercurrents, see Ref. . In particular, we have the relations
$`[L_n^\lambda ,{\displaystyle \frac{dz}{2\pi i}E_\alpha ^{}}]`$ $`=`$ $`{\displaystyle \frac{1}{2}}(n1)G_{\alpha ^{};n+1/2}^\lambda `$
$`[L_n^\lambda ,{\displaystyle \frac{dz}{2\pi i}F_\alpha ^{}}]`$ $`=`$ $`{\displaystyle \frac{1}{2}}(n+1)\overline{G}_{\alpha ^{};n1/2}^\lambda `$ (38)
The remaining twisted generators may of course be found by working out the relevant (anti-)commutators of twisted generators already obtained, and requiring the algebra to be invariant. For the $`K`$ generators, let us write out the result of the twisting (36)
$`\stackrel{~}{E}_n^\lambda =\stackrel{~}{E}_n,`$ $`\stackrel{~}{H}_n^\lambda =\stackrel{~}{H}_n,`$ $`\stackrel{~}{F}_n^\lambda =\stackrel{~}{F}_n`$ (39)
$`U_n^\lambda =(12\lambda )U_n`$
We observe that for the unique value
$$\lambda =1/2$$
(40)
twisting (36) is not an invariance but rather a reduction. The 4 generators $`U^{\lambda =1/2}`$, $`\varphi _\alpha ^{}^{\lambda =1/2}`$ and $`S^{\lambda =1/2}`$ all vanish identically, and the resulting SCA is instead the small $`N=4`$ SCA.
So far we have not addressed the question of BRST invariance of our construction of the $`N=4`$ SCAs. As pointed out in Ref. , BRST invariance of the construction of the space-time conformal algebra based on a world sheet $`SL(2)`$ current algebra, is equivalent to requiring the Virasoro generators to be primary fields of weight one with respect to the world sheet energy-momentum tensor, ensuring that the integrated fields commute with the world sheet Virasoro algebra. This carries over to the superconformal case where all the generators are required to be integrated spin one primary fields with respect to the world sheet Virasoro algebra. In Ref. we have shown that all the generators of the $`SL(2|2)`$ induced SCA are indeed BRST invariant. Since the twisted generators (36) are linear combinations of those fields, they are themselves BRST invariant. The generators of the small $`N=4`$ SCA induced by the coset $`SL(2|2)/U(1)`$ in Section 3.2, are also BRST invariant. This follows immediately, as the construction is based on the same free field realization as the original $`SL(2|2)`$, the only (and in this respect trivial) difference being the coset condition (30).
## 4 Conclusion
We believe that the general construction of SCAs outlined in Ref. (and indicated in Ref. ) is interesting from a mathematical as well as from a string theoretical point of view. A mathematical or conformal field theoretical interest lies in the fact that besides providing new realizations of well known SCAs, the construction also produces whole new classes of SCAs. An additional virtue is that the SCAs are realized explicitly. The asymmetric $`N=4`$ SCA discussed in the present paper is an example of such a new SCA. There are also convincing indications that new bosonic extensions of the Virasoro algebra may be obtained using a modification of the construction. This will be the subject of a forthcoming publication.
The construction is interesting from the string theoretical point of view, as it produces the unique boundary SCA associated to a string theory on $`AdS_3`$ with a certain affine Lie supergroup symmetry. As already pointed out, this pertains to Lie supergroups with $`SL(2)G^{}`$ decomposable bosonic subgroups. Due to the recently discovered $`AdS`$/CFT correspondence, the question of determining which superconformal field theory is associated to which string theory has become increasingly relevant. We hope that our work will add to the understanding of this.
Acknowledgment
The author thanks Spenta Wadia and Mark Walton for comments. The author is also grateful to The Niels Bohr Institute, where part of this work was done, for its kind hospitality. He is supported in part by NSERC of Canada.
## Appendix A Lie Superalgebra $`sl(2|M)`$
The root space of the Lie superalgebra $`sl(2|M)`$ in the distinguished representation may be realized in terms of an orthonormal two-dimensional basis $`\{ϵ_1,ϵ_2\}`$ and an orthonormal $`M`$-dimensional basis $`\left\{\delta _u\right\}_{u=1,\mathrm{},M}`$ with metrics
$$ϵ_\iota ϵ_\iota ^{}=\delta _{\iota ,\iota ^{}},\delta _u\delta _u^{}=\delta _{u,u^{}},ϵ_\iota \delta _u=0$$
(41)
The $`\frac{1}{2}(M+1)(M+2)`$ positive roots are then represented as
$`\mathrm{\Delta }_+^0`$ $`=`$ $`\left\{ϵ_1ϵ_2\right\}\left\{\delta _u\delta _v\right|u<v\}`$
$`\mathrm{\Delta }_+^{1+}`$ $`=`$ $`\left\{ϵ_1\delta _u\right|u=1,\mathrm{},M\}`$
$`\mathrm{\Delta }_+^1`$ $`=`$ $`\left\{ϵ_2\delta _u\right|u=1,\mathrm{},M\}`$ (42)
where the $`M+1`$ simple roots $`\alpha _i`$ are
$`\alpha _1`$ $`=`$ $`ϵ_1ϵ_2`$
$`\alpha _2`$ $`=`$ $`ϵ_2\delta _1`$
$`\alpha _{u+2}`$ $`=`$ $`\delta _u\delta _{u+1}`$ (43)
The associated ladder operators $`E_\alpha `$ and $`F_\alpha `$, and the Cartan generators $`H_i`$ admit a standard oscillator realization (see e.g. )
$`E_{ϵ_1ϵ_2}=a_1^{}a_2,`$ $`E_{ϵ_\iota \delta _u}=a_\iota ^{}b_u,`$ $`E_{\delta _u\delta _v}=b_u^{}b_v`$
$`F_{ϵ_1ϵ_2}=a_2^{}a_1,`$ $`F_{ϵ_\iota \delta _u}=b_u^{}a_\iota ,`$ $`F_{\delta _u\delta _v}=b_v^{}b_u`$
$`H_1=a_1^{}a_1a_2^{}a_2,`$ $`H_2=a_2^{}a_2+b_1^{}b_1,`$ $`H_{u+2}=b_u^{}b_ub_{u+1}^{}b_{u+1}`$ (44)
where $`a_\iota ^{()}`$ and $`b_u^{()}`$ are fermionic and bosonic oscillators, respectively, satisfying
$$\{a_\iota ,a_\iota ^{}^{}\}=\delta _{\iota ,\iota ^{}},[b_u,b_v^{}]=\delta _{u,v},[b_u^{()},a_\iota ^{()}]=0$$
(45)
## Appendix B Free Field Realization of Affine $`SL(2|2)`$ Current Superalgebra
In this appendix we shall provide the explicit free field realization of the affine $`SL(2|2)`$ current superalgebra that is discussed in Section 2. Recall that the only bosonic ghost fields are $`\gamma ^{\alpha _1},\gamma ^{\alpha _3},\beta _{\alpha _1},\beta _{\alpha _3}`$. Let us introduce the abbreviations $`\gamma ^1,\gamma ^{23},\beta _{123},\mathrm{}`$ for the ghost fields $`\gamma ^{\alpha _1},\gamma ^{\alpha _2+\alpha _3},\beta _{\alpha _1+\alpha _2+\alpha _3},\mathrm{}`$. The free field realization is
$`E_{\alpha _1}`$ $`=`$ $`\beta _1{\displaystyle \frac{1}{2}}\gamma ^2\beta _{12}+{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{1}{6}}\gamma ^2\gamma ^3\gamma ^{23}\right)\beta _{123}`$
$`E_{\alpha _2}`$ $`=`$ $`\beta _2+{\displaystyle \frac{1}{2}}\gamma ^1\beta _{12}{\displaystyle \frac{1}{2}}\gamma ^3\beta _{23}{\displaystyle \frac{1}{6}}\gamma ^1\gamma ^3\beta _{123}`$
$`E_{\alpha _3}`$ $`=`$ $`\beta _3+{\displaystyle \frac{1}{2}}\gamma ^2\beta _{23}+{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{1}{6}}\gamma ^1\gamma ^2+\gamma ^{12}\right)\beta _{123}`$
$`E_{\alpha _1+\alpha _2}`$ $`=`$ $`\beta _{12}{\displaystyle \frac{1}{2}}\gamma ^3\beta _{123}`$
$`E_{\alpha _2+\alpha _3}`$ $`=`$ $`\beta _{23}+{\displaystyle \frac{1}{2}}\gamma ^1\beta _{123}`$
$`E_{\alpha _1+\alpha _2+\alpha _3}`$ $`=`$ $`\beta _{123}`$
$`H_1`$ $`=`$ $`2\gamma ^1\beta _1+\gamma ^2\beta _2\gamma ^{12}\beta _{12}+\gamma ^{23}\beta _{23}\gamma ^{123}\beta _{123}+\sqrt{k}\phi _1`$
$`H_2`$ $`=`$ $`\gamma ^1\beta _1\gamma ^3\beta _3+\gamma ^{12}\beta _{12}\gamma ^{23}\beta _{23}+\sqrt{k}\phi _2`$
$`H_3`$ $`=`$ $`\gamma ^2\beta _22\gamma ^3\beta _3+\gamma ^{12}\beta _{12}\gamma ^{23}\beta _{23}\gamma ^{123}\beta _{123}+\sqrt{k}\phi _3`$
$`F_{\alpha _1}`$ $`=`$ $`(\gamma ^1)^2\beta _1+\left({\displaystyle \frac{1}{2}}\gamma ^1\gamma ^2\gamma ^{12}\right)\beta _2{\displaystyle \frac{1}{2}}\gamma ^1\left({\displaystyle \frac{1}{2}}\gamma ^1\gamma ^2+\gamma ^{12}\right)\beta _{12}`$
$`+`$ $`\left({\displaystyle \frac{1}{12}}\gamma ^1\gamma ^2\gamma ^3+{\displaystyle \frac{1}{2}}\gamma ^1\gamma ^{23}\gamma ^{123}\right)\beta _{23}{\displaystyle \frac{1}{2}}\gamma ^1\left({\displaystyle \frac{1}{2}}\gamma ^1\gamma ^{23}+{\displaystyle \frac{1}{6}}\gamma ^{12}\gamma ^3+\gamma ^{123}\right)\beta _{123}`$
$`+`$ $`\gamma ^1\sqrt{k}\phi _1+(k1)\gamma ^1`$
$`F_{\alpha _2}`$ $`=`$ $`\left({\displaystyle \frac{1}{2}}\gamma ^1\gamma ^2+\gamma ^{12}\right)\beta _1\left({\displaystyle \frac{1}{2}}\gamma ^2\gamma ^3\gamma ^{23}\right)\beta _3+{\displaystyle \frac{1}{2}}\gamma ^2\gamma ^{12}\beta _{12}`$
$``$ $`{\displaystyle \frac{1}{2}}\gamma ^2\gamma ^{23}\beta _{23}+{\displaystyle \frac{1}{6}}\gamma ^2\left(\gamma ^1\gamma ^{23}+\gamma ^{12}\gamma ^3\right)\beta _{123}+\gamma ^2\sqrt{k}\phi _2+k\gamma ^2`$
$`F_{\alpha _3}`$ $`=`$ $`\left({\displaystyle \frac{1}{2}}\gamma ^2\gamma ^3+\gamma ^{23}\right)\beta _2(\gamma ^3)^2\beta _3\left({\displaystyle \frac{1}{12}}\gamma ^1\gamma ^2\gamma ^3{\displaystyle \frac{1}{2}}\gamma ^{12}\gamma ^3\gamma ^{123}\right)\beta _{12}`$
$`+`$ $`{\displaystyle \frac{1}{2}}\gamma ^3\left({\displaystyle \frac{1}{2}}\gamma ^2\gamma ^3\gamma ^{23}\right)\beta _{23}+{\displaystyle \frac{1}{2}}\gamma ^3\left({\displaystyle \frac{1}{6}}\gamma ^1\gamma ^{23}+{\displaystyle \frac{1}{2}}\gamma ^{12}\gamma ^3\gamma ^{123}\right)\beta _{123}`$
$`+`$ $`\gamma ^3\sqrt{k}\phi _3(k+1)\gamma ^3`$
$`F_{\alpha _1+\alpha _2}`$ $`=`$ $`\gamma ^1\left({\displaystyle \frac{1}{2}}\gamma ^1\gamma ^2+\gamma ^{12}\right)\beta _1\gamma ^2\gamma ^{12}\beta _2`$
$`+`$ $`\left({\displaystyle \frac{1}{6}}\gamma ^1\gamma ^2\gamma ^3{\displaystyle \frac{1}{2}}\gamma ^1\gamma ^{23}{\displaystyle \frac{1}{2}}\gamma ^{12}\gamma ^3+\gamma ^{123}\right)\beta _3`$
$`+`$ $`{\displaystyle \frac{1}{2}}\gamma ^2\left({\displaystyle \frac{1}{2}}\gamma ^1\gamma ^{23}{\displaystyle \frac{1}{2}}\gamma ^{12}\gamma ^3\gamma ^{123}\right)\beta _{23}`$
$``$ $`{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{5}{12}}(\gamma ^1)^2\gamma ^2\gamma ^{23}+{\displaystyle \frac{1}{4}}\gamma ^1\gamma ^2\gamma ^{12}\gamma ^3+{\displaystyle \frac{1}{6}}\gamma ^1\gamma ^2\gamma ^{123}+{\displaystyle \frac{1}{2}}\gamma ^1\gamma ^{12}\gamma ^{23}+\gamma ^{12}\gamma ^{123}\right)\beta _{123}`$
$`+`$ $`\left({\displaystyle \frac{1}{2}}\gamma ^1\gamma ^2+\gamma ^{12}\right)\sqrt{k}\phi _1\left({\displaystyle \frac{1}{2}}\gamma ^1\gamma ^2\gamma ^{12}\right)\sqrt{k}\phi _2`$
$`+`$ $`{\displaystyle \frac{6k11}{12}}\gamma ^2\gamma ^1{\displaystyle \frac{3k+1}{6}}\gamma ^1\gamma ^2+\left(k1/2\right)\gamma ^{12}`$
$`F_{\alpha _2+\alpha _3}`$ $`=`$ $`\left({\displaystyle \frac{1}{6}}\gamma ^1\gamma ^2\gamma ^3+{\displaystyle \frac{1}{2}}\gamma ^1\gamma ^{23}+{\displaystyle \frac{1}{2}}\gamma ^{12}\gamma ^3+\gamma ^{123}\right)\beta _1+\gamma ^2\gamma ^{23}\beta _2`$
$``$ $`\gamma ^3\left({\displaystyle \frac{1}{2}}\gamma ^2\gamma ^3\gamma ^{23}\right)\beta _3{\displaystyle \frac{1}{2}}\gamma ^2\left({\displaystyle \frac{1}{2}}\gamma ^1\gamma ^{23}{\displaystyle \frac{1}{2}}\gamma ^{12}\gamma ^3\gamma ^{123}\right)\beta _{12}`$
$`+`$ $`{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{1}{4}}\gamma ^1\gamma ^2\gamma ^{23}\gamma ^3+{\displaystyle \frac{5}{12}}\gamma ^2\gamma ^{12}(\gamma ^3)^2{\displaystyle \frac{1}{6}}\gamma ^2\gamma ^{123}\gamma ^3+{\displaystyle \frac{1}{2}}\gamma ^{12}\gamma ^{23}\gamma ^3+\gamma ^{23}\gamma ^{123}\right)\beta _{123}`$
$`+`$ $`\left({\displaystyle \frac{1}{2}}\gamma ^2\gamma ^3+\gamma ^{23}\right)\sqrt{k}\phi _2+\left({\displaystyle \frac{1}{2}}\gamma ^2\gamma ^3\gamma ^{23}\right)\sqrt{k}\phi _3`$
$`+`$ $`{\displaystyle \frac{3k1}{6}}\gamma ^3\gamma ^2{\displaystyle \frac{6k+11}{12}}\gamma ^2\gamma ^3+(k+1/2)\gamma ^{23}`$
$`F_{\alpha _1+\alpha _2+\alpha _3}`$ $`=`$ $`\gamma ^1\left({\displaystyle \frac{1}{6}}\gamma ^1\gamma ^2\gamma ^3+{\displaystyle \frac{1}{2}}\gamma ^1\gamma ^{23}+{\displaystyle \frac{1}{2}}\gamma ^{12}\gamma ^3+\gamma ^{123}\right)\beta _1`$ (46)
$``$ $`\left({\displaystyle \frac{1}{2}}\gamma ^1\gamma ^2\gamma ^{23}+{\displaystyle \frac{1}{2}}\gamma ^2\gamma ^{12}\gamma ^3\gamma ^{12}\gamma ^{23}\right)\beta _2`$
$`+`$ $`\gamma ^3\left({\displaystyle \frac{1}{6}}\gamma ^1\gamma ^2\gamma ^3{\displaystyle \frac{1}{2}}\gamma ^1\gamma ^{23}{\displaystyle \frac{1}{2}}\gamma ^{12}\gamma ^3+\gamma ^{123}\right)\beta _3`$
$`+`$ $`\left({\displaystyle \frac{1}{4}}(\gamma ^1)^2\gamma ^2\gamma ^{23}+{\displaystyle \frac{1}{12}}\gamma ^1\gamma ^2\gamma ^{12}\gamma ^3+\gamma ^{12}\gamma ^{123}\right)\beta _{12}`$
$``$ $`\left({\displaystyle \frac{1}{4}}\gamma ^2\gamma ^{12}(\gamma ^3)^2+{\displaystyle \frac{1}{12}}\gamma ^1\gamma ^2\gamma ^{23}\gamma ^3+\gamma ^{23}\gamma ^{123}\right)\beta _{23}`$
$``$ $`{\displaystyle \frac{1}{6}}\gamma ^1\gamma ^3\left({\displaystyle \frac{1}{2}}\gamma ^1\gamma ^2\gamma ^{23}+{\displaystyle \frac{1}{2}}\gamma ^2\gamma ^{12}\gamma ^3+\gamma ^{12}\gamma ^{23}\right)\beta _{123}`$
$`+`$ $`\left({\displaystyle \frac{1}{6}}\gamma ^1\gamma ^2\gamma ^3+{\displaystyle \frac{1}{2}}\gamma ^1\gamma ^{23}+{\displaystyle \frac{1}{2}}\gamma ^{12}\gamma ^3+\gamma ^{123}\right)\sqrt{k}\phi _1`$
$``$ $`\left({\displaystyle \frac{1}{3}}\gamma ^1\gamma ^2\gamma ^3+{\displaystyle \frac{1}{2}}\gamma ^1\gamma ^{23}{\displaystyle \frac{1}{2}}\gamma ^{12}\gamma ^3\gamma ^{123}\right)\sqrt{k}\phi _2`$
$``$ $`\left({\displaystyle \frac{1}{6}}\gamma ^1\gamma ^2\gamma ^3{\displaystyle \frac{1}{2}}\gamma ^1\gamma ^{23}{\displaystyle \frac{1}{2}}\gamma ^{12}\gamma ^3+\gamma ^{123}\right)\sqrt{k}\phi _3`$
$`+`$ $`{\displaystyle \frac{2k5}{12}}\gamma ^2\gamma ^3\gamma ^1+{\displaystyle \frac{k2}{2}}\gamma ^{23}\gamma ^1{\displaystyle \frac{k}{3}}\gamma ^1\gamma ^3\gamma ^2+{\displaystyle \frac{2k+5}{12}}\gamma ^1\gamma ^2\gamma ^3`$
$``$ $`{\displaystyle \frac{k+2}{2}}\gamma ^{12}\gamma ^3+{\displaystyle \frac{k1}{2}}\gamma ^3\gamma ^{12}{\displaystyle \frac{k+1}{2}}\gamma ^1\gamma ^{23}+k\gamma ^{123}`$
## Appendix C Generators of Asymmetric $`N=4`$ SCA
For completeness and reference, below are listed explicit free field realizations of the integrands $`𝒜_n`$ of the generators $`A_n`$ (25) of the asymmetric $`N=4`$ SCA
$$A=\frac{dz}{2\pi i}𝒜_n(z)$$
(47)
The realizations are obtained by inserting the results of Appendix B in the general expressions for the generators provided in Section 3. The realizations of $`\varphi _{\alpha _2}`$, $`\varphi _{(\alpha _2+\alpha _3)}`$ and $`S`$ may be obtained by working out explicitly the relevant (anti-)commutators of the asymmetric $`N=4`$ SCA (26).
The Virasoro generator is realized as
$`_n`$ $`=`$ $`(\gamma ^1)^{n+1}\beta _1{\displaystyle \frac{n+1}{2}}(\gamma ^1)^{n1}\left({\displaystyle \frac{n2}{2}}\gamma ^1\gamma ^2+n\gamma ^{12}\right)\beta _2`$ (48)
$`+`$ $`(\gamma ^1)^n\left({\displaystyle \frac{n(n3)}{8}}\gamma ^1\gamma ^2+{\displaystyle \frac{n^2n2}{4}}\gamma ^{12}\right)\beta _{12}`$
$`+`$ $`{\displaystyle \frac{n+1}{2}}(\gamma ^1)^{n1}\left({\displaystyle \frac{n}{12}}\gamma ^1\gamma ^2\gamma ^3{\displaystyle \frac{n2}{2}}\gamma ^1\gamma ^{23}n\gamma ^{123}\right)\beta _{23}`$
$``$ $`(\gamma ^1)^n({\displaystyle \frac{n(n1)}{24}}\gamma ^1\gamma ^2\gamma ^3{\displaystyle \frac{n(n3)}{8}}\gamma ^1\gamma ^{23}+{\displaystyle \frac{n(n+1)}{24}}\gamma ^{12}\gamma ^3`$
$`{\displaystyle \frac{(n+1)(n2)}{4}}\gamma ^{123})\beta _{123}+{\displaystyle \frac{1}{2}}(n+1)(\gamma ^1)^n\sqrt{k}\phi _1`$
Here and throughout Appendix C we have taken advantage of the fact that terms proportional to $`n(\gamma ^1)^{n1}\gamma ^1`$ vanish upon integration. They are not included in the expressions for the integrands. The supercurrents are realized as
$`𝒢_{\alpha _2;n+1/2}`$ $`=`$ $`(\gamma ^1)^n\left((n+1)\beta _2{\displaystyle \frac{n1}{2}}\gamma ^1\beta _{12}{\displaystyle \frac{n+1}{2}}\gamma ^3\beta _{23}+{\displaystyle \frac{2n1}{6}}\gamma ^1\gamma ^3\beta _{123}\right)`$
$`𝒢_{\alpha _2+\alpha _3;n+1/2}`$ $`=`$ $`(\gamma ^1)^n\left((n+1)\beta _{23}{\displaystyle \frac{n1}{2}}\gamma ^1\beta _{123}\right)`$ (49)
and
$`\overline{𝒢}_{\alpha _2;n1/2}`$ $`=`$ $`(\gamma ^1)^n\left({\displaystyle \frac{1}{2}}\gamma ^1\gamma ^2+\gamma ^{12}\right)\beta _1n(\gamma ^1)^{n1}\gamma ^2\gamma ^{12}\beta _2`$
$``$ $`(\gamma ^1)^{n1}\left({\displaystyle \frac{2n3}{6}}\gamma ^1\gamma ^2\gamma ^3{\displaystyle \frac{n2}{2}}\gamma ^1\gamma ^{23}+{\displaystyle \frac{1}{2}}n\gamma ^{12}\gamma ^3n\gamma ^{123}\right)\beta _3`$
$`+`$ $`{\displaystyle \frac{n1}{2}}(\gamma ^1)^n\gamma ^2\gamma ^{12}\beta _{12}`$
$``$ $`(\gamma ^1)^{n2}({\displaystyle \frac{n^22}{4}}(\gamma ^1)^2\gamma ^2\gamma ^{23}+{\displaystyle \frac{n(n+2)}{12}}\gamma ^1\gamma ^2\gamma ^3\gamma ^{12}`$
$`+{\displaystyle \frac{n(n1)}{2}}\gamma ^1\gamma ^{12}\gamma ^{23}+{\displaystyle \frac{n^2}{2}}\gamma ^1\gamma ^2\gamma ^{123}+n(n1)\gamma ^{12}\gamma ^{123})\beta _{23}`$
$`+`$ $`(\gamma ^1)^{n1}({\displaystyle \frac{n^24}{24}}\gamma ^1\gamma ^2\gamma ^{12}\gamma ^3+{\displaystyle \frac{3n^24n4}{24}}(\gamma ^1)^2\gamma ^2\gamma ^{23}`$
$`+{\displaystyle \frac{n(n2)}{4}}\gamma ^1\gamma ^{12}\gamma ^{23}+{\displaystyle \frac{(3n4)n}{12}}\gamma ^1\gamma ^2\gamma ^{123}+{\displaystyle \frac{n(n2)}{2}}\gamma ^{12}\gamma ^{123})\beta _{123}`$
$`+`$ $`n(\gamma ^1)^{n1}\left({\displaystyle \frac{1}{2}}\gamma ^1\gamma ^2+\gamma ^{12}\right)\sqrt{k}\phi _1`$
$`+`$ $`(\gamma ^1)^{n1}\left({\displaystyle \frac{n2}{2}}\gamma ^1\gamma ^2+n\gamma ^{12}\right)\sqrt{k}\phi _2`$
$`+`$ $`{\displaystyle \frac{(6kn3n8)n}{12}}(\gamma ^1)^{n1}\gamma ^2\gamma ^1+(k1/2)(n^2n)(\gamma ^1)^{n2}\gamma ^{12}\gamma ^1`$
$`+`$ $`{\displaystyle \frac{(3n6)kn}{6}}(\gamma ^1)^n\gamma ^2+(k1/2)n(\gamma ^1)^{n1}\gamma ^{12}`$
$`\overline{𝒢}_{(\alpha _2+\alpha _3);n1/2}`$ $`=`$ $`(\gamma ^1)^n\left({\displaystyle \frac{1}{6}}\gamma ^1\gamma ^2\gamma ^3+{\displaystyle \frac{1}{2}}\gamma ^1\gamma ^{23}+{\displaystyle \frac{1}{2}}\gamma ^{12}\gamma ^3+\gamma ^{123}\right)\beta _1`$ (50)
$`+`$ $`(\gamma ^1)^{n2}({\displaystyle \frac{n(n7)}{12}}\gamma ^1\gamma ^2\gamma ^{12}\gamma ^3+{\displaystyle \frac{n^2+n4}{4}}(\gamma ^1)^2\gamma ^2\gamma ^{23}`$
$`+{\displaystyle \frac{n(n+1)}{2}}\gamma ^1\gamma ^{12}\gamma ^{23}+{\displaystyle \frac{n(n1)}{2}}\gamma ^1\gamma ^2\gamma ^{123}+n(n1)\gamma ^{12}\gamma ^{123})\beta _2`$
$``$ $`(\gamma ^1)^{n1}\gamma ^3\left({\displaystyle \frac{2n3}{6}}\gamma ^1\gamma ^2\gamma ^3{\displaystyle \frac{n2}{2}}\gamma ^1\gamma ^{23}+{\displaystyle \frac{n}{2}}\gamma ^{12}\gamma ^3n\gamma ^{123}\right)\beta _3`$
$``$ $`(\gamma ^1)^{n1}({\displaystyle \frac{n^29n+6}{24}}\gamma ^1\gamma ^2\gamma ^{12}\gamma ^3+{\displaystyle \frac{n^2n2}{8}}(\gamma ^1)^2\gamma ^2\gamma ^{23}`$
$`+{\displaystyle \frac{n(n1)}{4}}\gamma ^1\gamma ^{12}\gamma ^{23}+{\displaystyle \frac{n^23n+2}{4}}\gamma ^1\gamma ^2\gamma ^{123}+{\displaystyle \frac{n(n3)}{2}}\gamma ^{12}\gamma ^{123})\beta _{12}`$
$``$ $`(\gamma ^1)^{n2}({\displaystyle \frac{n(n+5)}{24}}\gamma ^1\gamma ^2\gamma ^{12}(\gamma ^3)^2+{\displaystyle \frac{n(n1)}{4}}\gamma ^1\gamma ^{12}\gamma ^{23}\gamma ^3`$
$`+{\displaystyle \frac{n(n1)}{4}}\gamma ^1\gamma ^2\gamma ^3\gamma ^{123}+{\displaystyle \frac{(3n1)n}{24}}(\gamma ^1)^2\gamma ^2\gamma ^{23}\gamma ^3`$
$`+{\displaystyle \frac{n(n1)}{2}}\gamma ^{12}\gamma ^3\gamma ^{123}+n\gamma ^1\gamma ^{23}\gamma ^{123})\beta _{23}`$
$`+`$ $`(\gamma ^1)^{n1}({\displaystyle \frac{2n^2+7n15}{72}}\gamma ^1\gamma ^2\gamma ^{12}(\gamma ^3)^2+{\displaystyle \frac{2n^2n3}{12}}\gamma ^1\gamma ^{12}\gamma ^{23}\gamma ^3`$
$`+{\displaystyle \frac{2n^23n+1}{12}}\gamma ^1\gamma ^2\gamma ^3\gamma ^{123}+{\displaystyle \frac{2n^2n3}{24}}(\gamma ^1)^2\gamma ^2\gamma ^{23}\gamma ^3`$
$`+{\displaystyle \frac{n(n1)}{3}}\gamma ^{12}\gamma ^3\gamma ^{123}+{\displaystyle \frac{n1}{2}}\gamma ^1\gamma ^{23}\gamma ^{123})\beta _{123}`$
$`+`$ $`(\gamma ^1)^{n1}\left({\displaystyle \frac{n}{6}}\gamma ^1\gamma ^2\gamma ^3+{\displaystyle \frac{n}{2}}\gamma ^1\gamma ^{23}+{\displaystyle \frac{n}{2}}\gamma ^{12}\gamma ^3+n\gamma ^{123}\right)\sqrt{k}\phi _1`$
$`+`$ $`(\gamma ^1)^{n1}\left({\displaystyle \frac{n3}{6}}\gamma ^1\gamma ^2\gamma ^3+{\displaystyle \frac{n2}{2}}\gamma ^1\gamma ^{23}+{\displaystyle \frac{n}{2}}\gamma ^{12}\gamma ^3+n\gamma ^{123}\right)\sqrt{k}\phi _2`$
$`+`$ $`(\gamma ^1)^{n1}\left({\displaystyle \frac{2n3}{6}}\gamma ^1\gamma ^2\gamma ^3{\displaystyle \frac{n2}{2}}\gamma ^1\gamma ^{23}+{\displaystyle \frac{n}{2}}\gamma ^{12}\gamma ^3n\gamma ^{123}\right)\sqrt{k}\phi _3`$
$`+`$ $`(\gamma ^1)^{n2}({\displaystyle \frac{(4kn3n7)n}{24}}\gamma ^1\gamma ^2\gamma ^3+{\displaystyle \frac{(3k2)n(n1)}{6}}\gamma ^{12}\gamma ^3`$
$`+{\displaystyle \frac{(2knn3)n}{4}}\gamma ^1\gamma ^{23}+(k1/2)n(n1)\gamma ^{123})\gamma ^1`$
$`+`$ $`{\displaystyle \frac{knn+1}{6}}(\gamma ^1)^n\gamma ^3\gamma ^2+{\displaystyle \frac{(k1)n}{2}}(\gamma ^1)^{n1}\gamma ^3\gamma ^{12}`$
$``$ $`(\gamma ^1)^{n1}\left({\displaystyle \frac{8kn12k+n^2+11n22}{24}}\gamma ^1\gamma ^2+{\displaystyle \frac{(6k+n+11)n}{12}}\gamma ^{12}\right)\gamma ^3`$
$`+`$ $`{\displaystyle \frac{kn2k1}{2}}(\gamma ^1)^n\gamma ^{23}+kn(\gamma ^1)^{n1}\gamma ^{123}`$
The affine $`SL(2)`$ current subalgebra is realized as
$`\stackrel{~}{}_n`$ $`=`$ $`(\gamma ^1)^n\beta _3(\gamma ^1)^{n1}\left({\displaystyle \frac{n+1}{2}}\gamma ^1\gamma ^2+n\gamma ^{12}\right)\beta _{23}`$
$`+`$ $`(\gamma ^1)^n\left({\displaystyle \frac{3n1}{12}}\gamma ^1\gamma ^2+{\displaystyle \frac{n1}{2}}\gamma ^{12}\right)\beta _{123}`$
$`\stackrel{~}{}_n`$ $`=`$ $`(\gamma ^1)^{n1}\left({\displaystyle \frac{n+2}{2}}\gamma ^1\gamma ^2+n\gamma ^{12}\right)\beta _22(\gamma ^1)^n\gamma ^3\beta _3`$
$``$ $`(\gamma ^1)^n\left({\displaystyle \frac{n}{4}}\gamma ^1\gamma ^2+{\displaystyle \frac{n2}{2}}\gamma ^{12}\right)\beta _{12}`$
$``$ $`(\gamma ^1)^{n1}\left({\displaystyle \frac{5n}{12}}\gamma ^1\gamma ^2\gamma ^3+{\displaystyle \frac{n+2}{2}}\gamma ^1\gamma ^{23}+n\gamma ^{12}\gamma ^3+n\gamma ^{123}\right)\beta _{23}`$
$`+`$ $`(\gamma ^1)^n\left({\displaystyle \frac{n}{4}}\gamma ^1\gamma ^2\gamma ^3+{\displaystyle \frac{n}{4}}\gamma ^1\gamma ^{23}+{\displaystyle \frac{7n}{12}}\gamma ^{12}\gamma ^3+{\displaystyle \frac{n2}{2}}\gamma ^{123}\right)\beta _{123}`$
$`+`$ $`(\gamma ^1)^n\sqrt{k}\phi _3`$
$`\stackrel{~}{}_n`$ $`=`$ $`(\gamma ^1)^{n1}\left({\displaystyle \frac{n+3}{6}}\gamma ^1\gamma ^2\gamma ^3+{\displaystyle \frac{n+2}{2}}\gamma ^1\gamma ^{23}+{\displaystyle \frac{n}{2}}\gamma ^{12}\gamma ^3+n\gamma ^{123}\right)\beta _2`$ (51)
$`+`$ $`(\gamma ^1)^n(\gamma ^3)^2\beta _3`$
$`+`$ $`(\gamma ^1)^n\left({\displaystyle \frac{n+1}{12}}\gamma ^1\gamma ^2\gamma ^3+{\displaystyle \frac{n}{4}}\gamma ^1\gamma ^{23}+{\displaystyle \frac{n2}{4}}\gamma ^{12}\gamma ^3+{\displaystyle \frac{n2}{2}}\gamma ^{123}\right)\beta _{12}`$
$`+`$ $`(\gamma ^1)^{n1}\gamma ^3\left({\displaystyle \frac{n3}{12}}\gamma ^1\gamma ^2\gamma ^3+{\displaystyle \frac{n+2}{4}}\gamma ^1\gamma ^{23}+{\displaystyle \frac{n}{4}}\gamma ^{12}\gamma ^3+{\displaystyle \frac{n}{2}}\gamma ^{123}\right)\beta _{23}`$
$``$ $`(\gamma ^1)^n\gamma ^3\left({\displaystyle \frac{n}{18}}\gamma ^1\gamma ^2\gamma ^3+{\displaystyle \frac{2n+1}{12}}\gamma ^1\gamma ^{23}+{\displaystyle \frac{2n+3}{12}}\gamma ^{12}\gamma ^3+{\displaystyle \frac{2n3}{6}}\gamma ^{123}\right)\beta _{123}`$
$``$ $`(\gamma ^1)^n\gamma ^3\sqrt{k}\phi _3+\left(k+{\displaystyle \frac{n}{12}}+1\right)(\gamma ^1)^n\gamma ^3`$
whereas the $`U(1)`$ generator is
$$U_n=\frac{dz}{2\pi i}(\gamma ^1)^n\sqrt{k}(\phi _12\phi _2+\phi _3)$$
(52)
The remaining 2 fermionic spin 1/2 generators and the bosonic scalar are
$`\varphi _{\alpha _2;n1/2}`$ $`=`$ $`{\displaystyle \frac{dz}{2\pi i}(\gamma ^1)^{n1}V_{\alpha _2}^{\alpha _1}\sqrt{k}(\phi _12\phi _2+\phi _3)}`$
$`\varphi _{(\alpha _2+\alpha _3);n1/2}`$ $`=`$ $`{\displaystyle \frac{dz}{2\pi i}(\gamma ^1)^{n1}V_{(\alpha _2+\alpha _3)}^{\alpha _1}\sqrt{k}(\phi _12\phi _2+\phi _3)}`$ (53)
and
$$S_n=\frac{dz}{2\pi i}(\gamma ^1)^{n1}V_{(\alpha _2+\alpha _3)}^{\alpha _1}V_{\alpha _2}^{\alpha _1}\sqrt{k}(\phi _12\phi _2+\phi _3)$$
(54)
According to (46), the polynomials $`V_{\alpha _2}^{\alpha _1}`$ and $`V_{(\alpha _2+\alpha _3)}^{\alpha _1}`$ are
$`V_{\alpha _2}^{\alpha _1}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\gamma ^1\gamma ^2+\gamma ^{12}`$
$`V_{(\alpha _2+\alpha _3)}^{\alpha _1}`$ $`=`$ $`{\displaystyle \frac{1}{6}}\gamma ^1\gamma ^2\gamma ^3+{\displaystyle \frac{1}{2}}\gamma ^1\gamma ^{23}+{\displaystyle \frac{1}{2}}\gamma ^{12}\gamma ^3+\gamma ^{123}`$ (55) |
warning/0003/hep-th0003026.html | ar5iv | text | # Correlation functions of chiral primary operators in perturbative 𝒩=4 SYM
## 1 Introduction
Recently much evidence has been provided in testing the conjectured equivalence of type $`IIB`$ superstring theory on anti-de-Sitter space ($`\mathrm{AdS}_5`$) times a five–sphere to the $`𝒩=4`$ supersymmetric $`SU(N)`$ Yang-Mills conformal field theory living on the boundary, in the large-$`N`$ limit and at large ’t Hooft coupling $`\lambda =g^2N/4\pi `$ ($`g^2`$ being the Yang-Mills coupling constant) . According to this correspondence correlation functions of operators in the conformal field theory are mapped to appropriate on-shell amplitudes of superstring theory in the bulk AdS background.
$`𝒩=4`$ chiral primary operators
$$\mathrm{Tr}\mathrm{\Phi }^k\mathrm{Tr}\left(\mathrm{\Phi }^{\{i_1}(z)\mathrm{\Phi }^{i_2}(z)\mathrm{}\mathrm{\Phi }^{i_k\}}(z)\right),$$
(1)
in the symmetric, traceless representation of the R-symmetry group $`SU(4)`$, play a special role in exploring non-perturbative statements concerning the above mentioned connection. These are local operators of the lowest scaling dimension in a given irreducible representation of the superconformal algebra $`SU(2,2|4)`$, and belong to short multiplets which are chiral under a $`𝒩=1`$ subalgebra. In the large-$`N`$ limit they correspond to Kaluza Klein modes in the AdS supergravity sector. In the special case of $`k=2`$, two- and three-point correlators are given by their free-field theory values for any finite $`N`$. In this case their form, fixed up to a constant by conformal invariance, is protected by a nonrenormalization theorem valid for two- and three-point functions of operators in the same multiplet as the stress tensor and as the $`SU(4)`$ flavor currents.
For any strong-weak coupling duality test it is essential to have quantities that do not acquire radiative corrections as one moves from weak to strong coupling. If an exact computation in the supergravity sector shows agreement with a tree level result in the Yang-Mills sector, then there is an indication of a nonrenormalization theorem at work. This is the case for the three–point correlators $`\mathrm{Tr}\mathrm{\Phi }^{k_1}\mathrm{Tr}\mathrm{\Phi }^{k_2}\mathrm{Tr}\mathrm{\Phi }^{k_3}`$ computed in ref. in the large-$`N`$ limit of $`𝒩=4`$ $`SU(N)`$ Yang-Mills: the strong limit result $`\lambda =g^2N/4\pi 1`$ obtained using type $`IIB`$ supergravity was shown to agree with the weak ’t Hooft coupling limit $`\lambda =g^2N/4\pi 1`$ in terms of free fields. According to the AdS/CFT correspondence one concludes that the correlators are independent of $`\lambda `$ to leading order in $`N`$. A stronger conjecture made in ref. claims that three-point functions might be independent of $`g`$ for *any* value of $`N`$. As emphasized above, for the case $`k=2`$ nonrenormalization properties have been proven to be enjoyed by two- and three-point functions of chiral operators. For general $`k`$ there exists evidence of nonrenormalization based on proofs that rely on reasonable assumptions (analyticity in harmonic superspace and validity of a generalized Adler-Bardeen theorem ).
Explicit perturbative calculations in the $`𝒩=4`$ $`SU(N)`$ Yang-Mills conformal field theory are a way to confirm the conjectures and add insights into potential larger symmetries of the theory. Important steps along this program have been made in . In particular, it has been shown that to order $`g^2`$ radiative corrections do not affect the two- and three-point functions of chiral operators . Two-point functions have been computed for chiral operators with generic $`k`$ by showing that the order $`g^2`$ contributions are proportional to the one for the $`k=2`$ case which indeed satisfies the known nonrenormalization theorem mentioned above. Concretely, the cancellation to order $`g^2`$ can be traced back to the fact that at this order all the diagrams contain interactions involving at most two matter lines. Clearly this is not true, for example, at order $`g^4`$, where diagrams with gluon exchanges among three matter lines appear. Therefore, it is interesting to investigate whether the cancellation shown in for the $`k>2`$ case is an accident of order $`g^2`$.
In our paper we have addressed the nontrivial test left open at order $`g^4`$, by computing the two-point function for the operator $`\mathrm{Tr}\mathrm{\Phi }^k`$ in the case $`k=3`$. The analysis for generic $`k`$ is now under investigation . However, as already mentioned, at order $`g^4`$ the $`k=3`$ case is a crucial test, being diagrams with interactions involving three matter lines present. We have found that corrections indeed vanish for *all* values of $`N`$, then supporting the stronger conjecture of ref. .
## 2 The main features of our calculation
The physical particle content of $`𝒩=4`$ supersymmetric Yang-Mills theory is given by one spin-$`1`$ vector, four spin-$`1/2`$ Majorana spinors and six spin-$`0`$ particles in the $`\mathrm{𝟔}`$ of the R-symmetry group $`SU(4)SO(6)`$. All particles are massless and transform under the adjoint representation of the $`SU(N)`$ gauge group.
Perturbative calculations are quite difficult to handle using a component field formulation of the theory. (Note that in ref. a component approach was used, but the order $`g^2`$ result for the two- and three-point correlators was obtained using a general argumentation based on colour combinatorics. Only a schematic knowledge of the structure of the component action was required.) In general, in order to resum Feynman diagrams at higher-loop orders it is greatly advantageous to work in superspace.
In $`𝒩=1`$ superspace the action can be written in terms of one vector superfield $`V`$ (real) and three chiral superfields $`\mathrm{\Phi }^i`$ containing the six scalars organized into the $`\mathrm{𝟑}\times \overline{\mathrm{𝟑}}`$ of $`SU(3)SU(4)`$ (we follow the notations in )
$`S[J,\overline{J}]`$ $`=`$ $`{\displaystyle d^8z\mathrm{Tr}\left(e^{gV}\overline{\mathrm{\Phi }}_ie^{gV}\mathrm{\Phi }^i\right)}`$ (2)
$`+{\displaystyle \frac{1}{2g^2}}{\displaystyle d^6z\mathrm{Tr}W^\alpha W_\alpha }`$
$`+{\displaystyle \frac{ig}{3!}}\mathrm{Tr}{\displaystyle d^6zϵ_{ijk}\mathrm{\Phi }^i[\mathrm{\Phi }^j,\mathrm{\Phi }^k]}`$
$`+{\displaystyle \frac{ig}{3!}}\mathrm{Tr}{\displaystyle d^6\overline{z}ϵ_{ijk}\overline{\mathrm{\Phi }}^i[\overline{\mathrm{\Phi }}^j,\overline{\mathrm{\Phi }}^k]}`$
$`+{\displaystyle d^6zJ𝒪}+{\displaystyle d^6\overline{z}\overline{J}\overline{𝒪}},`$
where $`W_\alpha =i\overline{D}^2(e^{gV}D_\alpha e^{gV})`$, and $`V=V^aT^a`$, $`\mathrm{\Phi }_i=\mathrm{\Phi }_i^aT^a`$, $`T^a`$ being $`N\times N`$ matrices in the fundamental representation of $`SU(N)`$. We have added to the classical action source terms for the chiral primary operators generically denoted by $`𝒪`$ since our goal is the computation of their correlators.
Although in (2) the $`𝒩=4`$ supersymmetry invariance is realized only non linearly, the main advantage offered by a $`𝒩=1`$ formulation of the theory resides in the fact that a straightforward off-shell quantum formulation is available. Thus if the aim is to perform higher-loop perturbative calculations this is the most suited approach to follow. Feynman rules are by now standard (we refer to appendix B of for a complete list).
We will now focus on the two-point super-correlator for the operator $`𝒪=\mathrm{Tr}(\mathrm{\Phi }^{\{i}\mathrm{\Phi }^j\mathrm{\Phi }^{k\}})`$. As in ref. , we consider the $`SU(3)`$ highest weight $`\mathrm{\Phi }^1`$ field and compute $`\mathrm{Tr}(\mathrm{\Phi }^1)^3\mathrm{Tr}(\overline{\mathrm{\Phi }}^1)^3`$. This is not a restrictive choice since all the other primary chiral correlators can be obtained from this one by $`SU(3)`$ transformations. What we gain is that we have no flavour combinatorics and we are left to deal with the colour combinatorics only.
We work in euclidean space, with the generating functional defined as
$$W[J,\overline{J}]=𝒟\mathrm{\Phi }𝒟\overline{\mathrm{\Phi }}𝒟Ve^{S[J,\overline{J}]}.$$
(3)
Thus the two-point function is given by
$$\mathrm{Tr}(\mathrm{\Phi }^1)^3(z_1)\mathrm{Tr}(\overline{\mathrm{\Phi }}^1)^3(z_2)=\frac{\delta ^2W}{\delta J(z_1)\delta \overline{J}(z_2)}|_{J,\overline{J}=0}$$
(4)
where $`z(x,\theta ,\overline{\theta })`$. We use perturbation theory to evaluate the contributions to $`W[J,\overline{J}]`$ which are quadratic in the sources, i.e. of the form
$$d^4x_1d^4x_2d^4\theta J(x_1,\theta ,\overline{\theta })\frac{F(g^2,N)}{(x_1x_2)^6}\overline{J}(x_2,\theta ,\overline{\theta }),$$
(5)
where the $`x`$-dependence of the result is fixed by the conformal invariance of the theory, and the function $`F(g^2,N)`$ is what we want to determine up to order $`g^4`$. We will find a result valid for any $`N`$.
In order to perform the calculation we have found it convenient to work in momentum space, using dimensional regularization and minimal subtraction scheme. In $`n`$ dimensions, with $`n=42ϵ`$, the Fourier transform of the power factor $`(x_1x_2)^6`$ in (5) is given by
$$\frac{1}{(x^2)^3}=\frac{\pi ^{2+ϵ}}{64}\frac{\mathrm{\Gamma }(1ϵ)}{\mathrm{\Gamma }(3)}d^np\frac{e^{ipx}}{(p^2)^{1ϵ}}.$$
(6)
The presence of the singular factor $`\mathrm{\Gamma }(1ϵ)1/ϵ`$ signals, in momentum space and in dimensional regularization, the UV divergence of the correlation function in (5) associated to the short-distance behaviour for $`x_1x_2`$. It follows that performing perturbative calculations in momentum space it is sufficient to look for all the contributions to (5) that behave like $`1/ϵ`$, therefore disregarding finite contributions. In fact, once the divergent terms are determined at a given order in $`g`$, using (6) one can reconstruct an $`x`$-space structure as in (5) with a non-vanishing contribution to $`F(g^2,N)`$. Finite contributions in momentum space would correspond in $`x`$-space to terms proportional to $`ϵ`$ which give rise only to contact terms .
The one stated above is the basic rule of our strategy that we can summarize as follows:
* consider all the two-point diagrams from $`W[J,\overline{J}]`$ with $`J`$ and $`\overline{J}`$ on the external legs,
* evaluate all the factors coming from combinatorics of the diagram and compute the colour structure,
* perform the superspace $`D`$-algebra following standard techniques,
* reduce the result to a multi-loop momentum integral,
* compute its $`1/ϵ`$ divergent contribution.
This last step, i.e. the calculation of the divergent part of the various integrals we have achieved using the method of uniqueness and various rules and identities that we have collected in appendix B of . Since the theory is at its conformal point, it is not affected by IR divergences. Therefore, even if we work in a massless regularization scheme, we never worry about the IR behavior of our integrals. Moreover, since the theory is finite, the diagrams that we consider do not possess UV divergent subdiagrams. Finally, as a general remark we observe that gauge-fixing the classical action requires the introduction of corresponding Yang-Mills ghosts. However they only couple to the vector multiplet and do not enter our specific calculation.
In the next section we will apply the general procedure just described to the analysis of the two-point function $`\mathrm{Tr}(\mathrm{\Phi }^1)^k\mathrm{Tr}(\overline{\mathrm{\Phi }}^1)^k`$ with $`k=3`$ to order $`g^4`$.
## 3 Correlation functions to order $`g^4`$
Before coming to our main calculation, the $`k=3`$ case, we will first sketch how our formalism works in a simpler case, the order $`g^4`$ calculation of the two-point correlator with $`k=2`$. As previously discussed, in this case we already know that perturbative corrections should not be there: this simpler calculation is then a non trivial test of our techniques.
The two-point correlator we are interested in is obtained from $`W[J,\overline{J}]`$ inserting in the action (2) the chiral operators $`𝒪=\mathrm{Tr}(\mathrm{\Phi }^1)^2`$ and $`\overline{𝒪}=\mathrm{Tr}(\overline{\mathrm{\Phi }}^1)^2`$. As outlined in the previous section, the relevant contribution is obtained from the generating functional isolating terms of the form
$$d^4x_1d^4x_2d^4\theta J(x_1,\theta ,\overline{\theta })\frac{E(g^2,N)}{(x_1x_2)^4}\overline{J}(x_2,\theta ,\overline{\theta }).$$
(7)
The general form of (7) is fixed by conformal invariance, while the function $`E(g^2,N)`$ is the unknown to be determined. Fourier transforming from $`x`$-space to momentum space
$$\frac{1}{(x^2)^2}=\frac{\pi ^{2+ϵ}}{16}\frac{\mathrm{\Gamma }(ϵ)}{\mathrm{\Gamma }(2)}d^np\frac{e^{ipx}}{(p^2)^ϵ}$$
(8)
makes it clear that non-trivial contributions to the generating functional are given by the divergent part of our Feynman diagrams.
To start with we consider the tree-level contribution corresponding to the graph in figure 1. The calculation in this case is very simple : its contribution to the two-point function is given by
$$\frac{1}{(4\pi )^2}\mathrm{\hspace{0.17em}2}(N^21)\frac{1}{ϵ}d^4pd^4\theta J(p,\theta ,\overline{\theta })\overline{J}(p,\theta ,\overline{\theta }).$$
(9)
The order $`g^2`$ contribution, once evaluated in superspace gives immediately a zero result: the diagrams one would need to consider are shown in figure 2. Diagram 2$`a`$ does not contribute since the one-loop correction to the chiral propagator vanishes due to a complete cancellation between vector and chiral loops . Diagram 2$`b`$, after completion of the $`D`$-algebra leads to a finite momentum integral.
Now we consider the order $`g^4`$ contributions: they are shown in figure 3.
In figure 3$`a`$ we have the insertion of a two-loop propagator correction, while in figure 3$`b`$ a one-loop vertex correction appears . Note that a diagram with a vector propagator corrected at order $`g^2`$ is absent since at one-loop order there is a complete cancellation among chiral, vector and ghost contributions .
The graph in figure 3$`a`$ is easy to compute: with an overall factor
$`{\displaystyle \frac{16}{(4\pi )^6}}g^4N^2(N^21)`$
$`\times {\displaystyle }d^4pd^4\theta J(p,\theta ,\overline{\theta })\overline{J}(p,\theta ,\overline{\theta })`$ (10)
one obtains the following divergent contribution
$$\mathrm{figure}\text{3}a\zeta (3)\frac{1}{ϵ}.$$
(11)
For figure 3$`b`$, with the same overall factor as in (10), one obtains
$$\mathrm{figure}\text{3}b\mathrm{\hspace{0.17em}2}\zeta (3)\frac{1}{ϵ}.$$
(12)
A rather straightforward computation of the $`D`$-algebra for the diagrams in figures 3$`c`$3$`d`$ and 3$`e`$ allows to conclude that the corresponding momentum integrals are actually all finite and, as previously observed, not relevant for our purpose.
Finally, for the graphs in figure 3$`f`$ and in figure 3$`g`$, factoring out the same overall quantity we have
$$\mathrm{figure}\text{3}f\frac{1}{2}\zeta (3)\frac{1}{ϵ},$$
(13)
and
$$\mathrm{figure}\text{3}g\frac{1}{2}\zeta (3)\frac{1}{ϵ}.$$
(14)
It is a trivial matter to sum up the contributions listed in (11), (12), (13) and (14) and obtain a vanishing result, as expected from the nonrenormalization theorem.
We note that the diagrams in figures 3$`f`$ and 3$`g`$ lead to planar contributions, i.e. with exactly the same $`N`$ dependence from colour combinatorics as the other diagrams (the $`N`$ dependence is the one shown in the common overall factor (10)): indeed to this order nonplanar diagrams are absent. In the $`k=3`$ case we will be confronted with a more complicated situation.
Let us now come to the computation of the two-point function for the chiral operator $`𝒪=\mathrm{Tr}(\mathrm{\Phi }^1)^3`$. To this end we go back to (5) and compute the perturbative contributions to the function $`F(g^2,N)`$. As previously emphasized, making use of (6) we write Feynman diagrams in momentum space and isolate the $`1/ϵ`$ poles.
In figure 4 we have drawn the tree-level contribution. With an overall factor
$`{\displaystyle \frac{3}{(4\pi )^4}}{\displaystyle \frac{(N^21)(N^24)}{N}}`$
$`\times {\displaystyle }d^4pd^4\theta J(p,\theta ,\overline{\theta })\overline{J}(p,\theta ,\overline{\theta })`$ (15)
we obtain
$$\mathrm{figure}\text{4}\frac{1}{4ϵ}p^2.$$
(16)
The result in $`x`$-space is readily recovered using formula (6).
The superspace diagrams that enter the order $`g^2`$ computation are shown in figure 5. They are nothing but the ones that appear in figure 2 with one line added from the chiral external vertices. One proves that their contributions vanish with exactly the same reasoning outlined previously. As found in ref. to order $`g^2`$ the vanishing of the correlator is due to the fact that it is proportional to the correlator of $`𝒪=\mathrm{Tr}(\mathrm{\Phi }^1)^2`$ for which the nonrenormalization theorem is valid. However, this is no longer true at order $`g^4`$ to which we turn now.
The diagrams contributing to $`g^4`$-order are collected in figure 6. The ones in figure 6$`a`$6$`g`$ are the same as in figure 3 with one extra line added from the chiral external vertices. From the result obtained in the previous case at order $`g^4`$, we would be tempted to believe that these diagrams still sum up to zero. However this would be a wrong conclusion. In fact, what makes things different is that in 6$`f`$ and 6$`g`$ the addition of the extra line changes completely the topology of the diagrams which become really *nonplanar*. As a consequence, their colour combinatorics changes and their $`N`$-dependence is distinct from the remaining planar diagrams 6$`a`$– 6$`e`$. More specifically, in this case it turns out that the nonplanar diagrams 6$`f`$ and 6$`g`$ lead to a vanishing colour combinatorics factor.
The evaluation of the colour coefficient for the other nonplanar diagram in figure 6$`h`$ reveals again a vanishing contribution. The fact that the nonplanar diagrams do not contribute indicates that the final answer is going to be valid for all values of $`N`$, independently of any large-$`N`$ limit. In light of this result it becomes challenging to prove the cancellation of nonplanar diagrams to all orders in the Yang-Mills coupling. Moreover it is natural to ask if this mechanism of cancellation is still valid for two-point correlation functions of the form $`\mathrm{Tr}(\mathrm{\Phi }^1)^k\mathrm{Tr}(\overline{\mathrm{\Phi }}^1)^k`$, with $`k>3`$. However, a simple direct analysis shows that this is not true .
Going back to figure 6, one easily convinces oneself that for the graphs in figures 6$`c`$6$`d`$ and 6$`e`$ the same analysis as in the previous section applies. In this case the addition of the chiral line simply adds a $`D^2\overline{D}^2`$ factor which accounts for the $`D`$-algebra of one added loop; performing the $`D`$-algebra in the diagrams one is left with finite integrals.
We note that at this order diagrams containing the scalar superpotential vertex
$$ϵ_{ijk}\mathrm{Tr}(\mathrm{\Phi }^i[\mathrm{\Phi }^j,\mathrm{\Phi }^k])$$
(17)
do not contribute.
We are left with the contributions from figures 6$`a`$6$`b`$6$`i`$ and 6$`j`$. We will find that a highly nontrivial cancellation occurs.
For every diagram we need compute the specific combinatorics, the various factors from vertices and propagators and the colour structure. Then we have to perform the $`D`$-algebra in the loops and finally evaluate the momentum integrals. We factorize for each contribution the same quantity
$`{\displaystyle \frac{9}{(4\pi )^8}}g^4N(N^24)(N^21)`$
$`\times {\displaystyle }d^4pd^4\theta J(p,\theta ,\overline{\theta })\overline{J}(p,\theta ,\overline{\theta }).`$ (18)
The diagram in figure 6$`a`$ which contains the two-loop propagator correction, gives
$$\mathrm{figure}\text{6}a\frac{3}{2}\zeta (3)\frac{1}{ϵ}p^2.$$
(19)
The diagram in figure 6$`b`$ contains the one-loop vertex correction. In this case the resulting contribution is given by
$$\mathrm{figure}\text{6}b\mathrm{\hspace{0.17em}3}\zeta (3)\frac{1}{ϵ}p^2.$$
(20)
In the same way for the graph in figure 6$`i`$ one has
$$\mathrm{figure}\text{6}i5\zeta (5)\frac{1}{ϵ}p^2.$$
(21)
Finally we concentrate on the diagram in Fig. $`6j`$. The evaluation of the corresponding momentum integral is highly nontrivial and we refer to our paper for all the technical details. The result is given by
$$\mathrm{figure}\text{6}j\left[5\zeta (5)\frac{3}{2}\zeta (3)\right]\frac{1}{ϵ}p^2.$$
(22)
At this point it is simple to add the four contributions in (19), (20), (21) and (22) and check the complete cancellation of the $`1/ϵ`$ terms. It is interesting to note that, while the diagrams $`6a,6b`$ only contribute with a divergent term proportional to $`\zeta (3)`$ and the diagram $`6i`$ gives only a $`\zeta (5)`$-term, from the diagram $`6j`$ both terms arise with the correct coefficients to cancel completely the divergence.
## 4 Conclusions
We have discussed the calculation of the two-point correlation function for the chiral primary operator $`\mathrm{Tr}\mathrm{\Phi }_1^3`$ in $`𝒩=4`$ $`SU(N)`$ SYM theory up to $`g^4`$-order. We have found a complete cancellation of quantum corrections for any finite $`N`$. Our result represents the first $`𝒪(g^4)`$ direct check of the nonrenormalization theorem conjectured on the basis of the AdS/CFT correspondence . It supports also the stronger claim that there might be no quantum corrections at all, for any finite $`N`$.
We have performed the calculation in $`𝒩=1`$ superspace using dimensional regularization. The loop-integrals have been evaluated in momentum space with the method of uniqueness . In momentum space nontrivial, potential contributions appear as local divergent terms that are easily isolated and evaluated. Finite contributions would correspond to contact terms and can be neglected.
Our procedure is applicable to the perturbative analysis of more complicated cases. Two-point functions for $`\mathrm{Tr}\mathrm{\Phi }^k`$, $`k>3`$, three-point functions and extremal correlators for chiral primary operators are now under investigation .
###### Acknowledgments.
This work has been supported by the European Commission TMR programme ERBFMRX-CT96-0045, in which S.P. and D.Z. are associated to the University of Torino. |
warning/0003/hep-th0003107.html | ar5iv | text | # References
Double Symmetries in Field Theories
L.M.Slad <sup>1</sup><sup>1</sup>1E-mail: slad@theory.npi.msu.su
D.V.Skobeltsyn Institute of Nuclear Physics,
Moscow State University, Moscow 119899
Abstract
In the paper a concept of a double symmetry is introduced, and its qualitative characteristics and rigorous definitions are given. We describe two ways to construct the double-symmetric field theories and present an example demonstrating the high efficiency of one of them. In noting the existing double-symmetric theories we draw attention at a dual status of the group $`SU(2)_LSU(2)_R`$ as a secondary symmetry group, and in this connexion we briefly discuss logically possible aspects of the $`P`$-violation in weak interactions.
1. Qualitative characteristics of the double symmetry
Extension of symmetry approaches to the field theories construction is of an ordinary practice in physics. In the present paper we propose some generalization of already existing approaches which consist in constructing a new group $`𝒢_T`$, called a double symmetry group, on the basis of the given global group $`G`$ (the primary symmetry group) and some its representation $`T`$. This construction is carried out in the framework of group transformations in field-vectors space. Namely, the transformations of the double symmetry group consist of transformations of the primary and secondary symmetries, realized in the same field-vectors space of some representation $`S`$ of the group $`G`$. The secondary symmetry transformations, which can be global as well as local, have two features. Firstly, the parameters of these transformations belong to the space of the representation $`T`$ of the group $`G`$. Secondly, the secondary symmetry transformations do not violate the primary symmetry.
As a rule, the secondary symmetry transformations couple different irreducible representations, into which the representations $`S`$ of the group $`G`$ is decomposed, removing or reducing the arbitrariness of a field theory allowed by its invariance in respect to $`G`$. If one or another secondary symmetry corresponds to the real physical world, then this correspondence is almost inevitably concealed by its spontaneous breaking.
We restrict ourselves with formulations of the global symmetries. The knowledge of the secondary symmetry group allows to introduce the relevant local transformations and gauge fields in the standard way, if there is any need of this.
2. Rigorous definitions of the secondary and double symmetries
Definition 1. Assume that there are a symmetry group $`G`$ of some field theory and two its representations $`T`$ and $`S`$. Let $`\theta =\{\theta _a\}`$ be a vector in the representation space of $`T`$, $`\mathrm{\Psi }(x)`$ be any field vector in the representation space of $`S`$, and let $`D^a`$ be such operators that the field $`\mathrm{\Psi }^{}(x)`$, obtaned by the transformation
$$\mathrm{\Psi }^{}(x)=\mathrm{exp}(iD^a\theta _a)\mathrm{\Psi }(x),$$
(1)
belongs again to the representation space of $`S`$, i.e. for any $`gG`$
$$\mathrm{exp}(iD^b(T(g)\theta )_b)S(g)\mathrm{\Psi }(x)=S(g)\mathrm{\Psi }^{}(x).$$
(2)
Then the transformations (1) and their products will be called secondary symmetry transformations produced by the representation $`T`$ of the group $`G`$.
The relations (1) and (2) allows to give a more general definition.
Definition 2. Let the group $`𝒢_T`$ contain the subgroup $`G`$ and the invariant subgroup $`H_T`$, with $`G𝒢_T`$, $`H_T𝒢_T`$, and $`𝒢_T=H_TG`$. If any element $`h_TH_T`$ can be written in the form
$$h_T=h(\theta _1)h(\theta _2)\mathrm{}h(\theta _n),n\{1,2,\mathrm{}\},$$
(3)
where $`\theta _i`$ $`(i=1,2,\mathrm{},n)`$ is some vector of the representation space of $`T`$ of the group $`G`$, and if for any element $`gG`$
$$gh(\theta )g^1=h(T(g)\theta ),$$
(4)
then the group $`G`$ will be called the primary symmetry group, and the groups $`H_T`$ and $`𝒢_T`$ will be respectively called the secondary and double symmetry groups produced by the representation $`T`$ of the group $`G`$.
It follows from the relations (1) and (2) that the operators $`D^a`$ must satisfy the condition
$$D^a=S^1(g)D^bS(g)[T(g)]_b{}_{}{}^{a},$$
(5)
i.e., as one uses to say, such operators $`D^a`$ transform as the representation $`T`$ of the group $`G`$.
If $`G`$ is a Lie group, then within some vicinity $`U`$ of the unity element $`e`$ of the group $`G`$ the transformation operators $`S(g)`$ and $`T(g)`$ can be written as
$$S(g)=\mathrm{exp}(iL^jϵ_j),$$
(6)
$$T(g)=\mathrm{exp}(iM^jϵ_j),$$
(7)
where $`L^j`$ and $`M^j`$ are generators of the group $`G`$ of the representations $`S`$ and $`T`$, $`ϵ_j=ϵ_j(g)`$ are group parameters corresponding to the given element $`gU`$.
By using Eqs. (6) and (7), condition (5) takes the form
$$[L^j,D^a]=D^b(M^j)_b{}_{}{}^{a}.$$
(8)
Expanding the exponent of Eq. (1) in a power series, we see that the first term $`(\mathrm{\Psi })`$ transforms as $`S`$ and the second term $`(\theta \mathrm{\Psi })`$ does as a direct product $`TS`$. The following statement is getting obvious. Nontrivial ($`D^a0`$) secondary symmetry transformations (1) exist if and only if among irreducible representations of the direct product $`TS`$ there is at least one which belongs to the representation $`S`$. If the operators $`D^a`$ are matrix ones, then their elements are nothing but the unnormalized Clebsch-Gordon coefficients for relevant irreducible representations of the group $`G`$ to be found from the relation (8). Namely, let $`\omega _t`$, $`\omega _p`$, and $`\omega _q`$ denote three irreducible representations of the group $`G`$, such that $`\omega _tT`$, $`\omega _pS`$, and $`\omega _qTS`$, and let $`\alpha _t`$, $`\alpha _p`$ and $`\alpha _q`$ be a set of indices that characterize vectors in the spaces of relevant irreducible representations. Then we have the well-known relations
$$D_{\omega _q\alpha _q,\omega _p\alpha _p}^{\omega _t\alpha _t}=0,\mathrm{if}\omega _qS,$$
(9)
$$D_{\omega _q\alpha _q,\omega _p\alpha _p}^{\omega _t\alpha _t}=d_{\omega _q\omega _p}^{\omega _t}(\omega _t\alpha _t\omega _p\alpha _p|\omega _q\alpha _q),\mathrm{if}\omega _qS,$$
(10)
where $`(\omega _t\alpha _t\omega _p\alpha _p|\omega _q\alpha _q)`$ are the properly normalized Clebsch-Gordon coefficients, $`d_{\omega _q\omega _p}^{\omega _t}`$ are arbitrary quantities independent on the indices $`\alpha _t`$, $`\alpha _p`$ and $`\alpha _q`$.
3. Two ways to construct double-symmstric field theories
Structure of the groups $`H_T`$ and $`𝒢_𝒯`$, produced by the representation $`T`$ of the group $`G`$, depends on the representation $`S`$ of the group $`G`$ and on numerical values of the quantities determining the operators $`D^a`$.
If the secondary symmetry is produced by the adjoint representation of the group $`G`$ and the operators $`D^a`$ of Eq. (1) coinside with the group generators, then obviously the group $`H_T`$ is locally isomorphic to the group $`G`$. In such a case we shall say that the double symmetry is degenerated one.
In the general case there are at least two ways to complete the construction of the group $`𝒢_𝒯`$ and to construct the double-symmetric field theories, i.e. the theories whose Lagrangians are invariant under transformations of the group $`𝒢_𝒯`$.
The first way is to close the algebra of the operators $`D^a`$ starting from those or other considerations on the fields in question and their interactions. Possessing the Lie algebra of the group $`𝒢_𝒯`$ one can find then its representations and allowed double-symmetric theories. One proceeds so in the supersymmetry theory \[1-3\].
Desribing the second way for some fixed representation $`T`$, we consider, for simplicity, the matrix realization of the operators $`D^a`$. First we choose some class of representations of the group $`G`$ which seem to be admissible for the field $`\mathrm{\Psi }(x)`$. Some set of arbitrary quantities $`d_{\omega _q\omega _p}^{\omega _t}`$ determining the operators $`D^a`$ through Eq. (10) corresponds to each representation of this class. It is required the Lagrangian of the considered theory to be invariant under transformations of the group $`G`$ as well as under global transformations (1). Then, obviously, it will be invariant under any transformations of the groups $`H_T`$ and $`𝒢_𝒯`$. These requirements can lead to some selection of the representations of the considered class, and restrict the arbitrariness of quantities $`d_{\omega _q\omega _p}^{\omega _t}`$ and the arbitrariness of Lagrangian constants allowed by the invariance in respect to the group $`G`$. If the arbitrariness of quantities $`d_{\omega _q\omega _p}^{\omega _t}`$ is removed completely (up to a common constant) for each of selected representations of the group $`G`$, then the structure of the group $`H_T`$ becomes automatically fully defined, but, generally speaking, it is unlike for different representations of the group $`G`$. If it is not so, only then a question arises on closing the algebra of the operators $`D^a`$ taking into account the obtained restrictions. Thus, on this way the first place is taken by constraints established by the double symmetry produced by the representation $`T`$ of the group $`G`$, and the problem on the Lie algebra of the group $`𝒢_𝒯`$ is resolved automatically or moved onto the last place. It seems to be reasonable to demonstrate the efficiency of the described way with the help of a nontrivial example. Let us do this.
4. An example of constructing double-symmetric field theory: the efficiency of selecting representations and removing ambiguities
Consider the relativistically invariant <sup>2</sup><sup>2</sup>2Here, as well as in the monograph , the relativistic invariance means, in modern titles and notations , an invariance in respect to the orthochronous Lorentz group $`L^{}`$ generated by the proper Lorentz group $`L_+^{}`$ and spatial reflection $`P`$. Lagrangian of the general type for some free fermionic field $`\mathrm{\Psi }(x)`$
$$_0=\frac{i}{2}[(_\mu \mathrm{\Psi },L^\mu \mathrm{\Psi })(\mathrm{\Psi },L^\mu _\mu \mathrm{\Psi })]\kappa (\mathrm{\Psi },\mathrm{\Psi }),$$
(11)
where $`(\mathrm{\Psi }_1,\mathrm{\Psi }_2)`$ is a relativistically invariant belinear form, $`L^\mu `$ are matrix operators, and $`\kappa `$ is a constant.
Require the Lagrangian (11) to be invariant under the global secondary symmetry transformations produced by a polar 4-vector of the group $`L^{}`$
$$\mathrm{\Psi }^{}(x)=\mathrm{exp}(iD^\mu \theta ^\mu )\mathrm{\Psi }(x),$$
(12)
where $`D^\mu `$ are matrix operators. This requirement will be fulfiled if
$$[L^\mu ,D^\nu ]=0,$$
(13)
$$(D^0\mathrm{\Psi }_1,\mathrm{\Psi }_2)=(\mathrm{\Psi }_1,D^0\mathrm{\Psi }_2).$$
(14)
The condition (5) for the operators $`D^\mu `$ and the condition, which the operators $`L^\mu `$ of the Lagrangian (11) obey, are equivalent. Therefore the matrix elements of both operators $`L^\mu `$ and $`D^\mu `$ are given by relations of the type (9-10). In the monograph there are given their explicit forms. We shall use notations <sup>3</sup><sup>3</sup>3In these notations all irreducible representations of the group $`L_+^{}`$ are elegantly described: finite- and infinite-dimensional ones. Transition to the often used notations $`(j_1,j_2)`$, which are connected with the group $`SO(4)=SO(3)SO(3)`$ and describe only finite-dimensional irreducible representations, is the following: $`j_1=(l_1+l_01)/2`$, $`j_2=(l_1l_01)/2`$. $`\tau =(l_0,l_1)`$ of Ref. for irreducible representations of the proper Lorentz group and denote the arbitrary quantities of Eq. (10), characterizing the operators $`L^\mu `$ and $`D^\mu `$, as $`c_{\tau ^{}\tau }`$ and $`d_{\tau ^{}\tau }`$, respectively.
Let the representation $`S`$ of the group $`L`$, as which the field $`\mathrm{\Psi }(x)`$ of the Lagrangian (11) transforms, be decomposible into a finite or infinite direct sum of irreducible finite-dimentional representations with half-integer spins, and let the multiplicity of any of these irreducible representations do not exeed 1. Then the Lagrangian (11) will be invariant under global transformations (12) if and only if $`S`$ is one of the infinite-dimentional representations $`S^{k_1}`$
$$S^{k_1}=\underset{n_1=0}{\overset{\mathrm{}}{}}\underset{k_0=k_1+1}{\overset{k_11}{}}(k_0,k_1+n_1),k_1=3/2,5/2,\mathrm{}$$
(15)
or is the representation $`S^F`$ containing all irreducible representations of the group $`L_+^{}`$ with half-integer spins.
For each of these representations all the quantities $`|c_{\tau ^{}\tau }|`$ and $`|d_{\tau ^{}\tau }|`$ have, up to their common constants, fully defined values. For any of the representations (15) we get in result
$$[D^\mu ,D^\nu ]=0,$$
(16)
i.e. the secondary symmetry group $`H_T`$ is the four-parameter Abelian group. Notice that, although in this case the Lie algebra of the double symmetry group $`𝒢_T`$ coinsides with the Lie algebra of the Poincarè group, the operators $`D^\mu `$ cannot be identified with the translation operators $`P^\mu `$ because $`D^\mu `$ act only on spin variables of a field but $`P^\mu `$ do not act on them.
The mass spectra corresponding to each of the obtained Lagrangians (11) are infinetely degenerated in spin and continious. In order to eliminate this degeneration it is necessary to break the secondary symmetry spontanously keeping the orthochronous Lorentz group symmetry.
5. On a perspective to use the double symmetry
The considered example of the double symmetry, playing here only the methodological role, is used by us as one of elements for constructing a theory with the fields which transform as orthochronous Lorentz group representations decomposible into an infinite direct sum of finite-dimentional irreducible representations <sup>4</sup><sup>4</sup>4Two our articles on the theory of infinite-component fields with the double symmetry, produced by the polar and axial 4-vectors of the group $`L^{}`$, are preparing for publication. Former the attemps to analize the theory with such class fields were not undertaken because of the infinite number of arbitrary constants and the absence of criterions for removing this arbitrariness. Carried out sometime ago investigations of the infinite-component field theories, which were assigned to an alternative describtion of hadrons as composite particles, were based on those representations of the Lorentz group that could be decomposed into a finite direct sum of infinite-dimentional irreducible representations or on a special representation of the group $`SO(4,1)`$ or $`SO(4,2)`$. It was established, however, that such theories possesses some properties (peculiarities of mass spectra, nonlocality, violation of $`CPT`$-invariance and the connection between spin and statistics) which are not admissible for particle physics. Problems, covered by these investigations as well as a sufficiently full list of relevant papers, can be found in the monograph .
6. Existing undegenerated double symmetry: supersymmetry
Notice now that sypersymmetry both in the $`x`$-space and in the superspace can be considered as a double symmetry produced by the bispinor representation $`T`$ of the proper Lorentz group. An element $`h(\theta )`$ of the corresponding secondary symmetry group $`H_T`$ has a form
$$h(\theta )=\mathrm{exp}(iQ_\alpha \theta ^\alpha +i\overline{Q}_{\dot{\alpha }}\overline{\theta }^{\dot{\alpha }}),$$
(17)
the parameters $`\theta ^\alpha `$ and $`\overline{\theta }^{\dot{\alpha }}`$ being anticommutating elements of the Grassmann algebra and belonging to the representation spaces of $`(1/2,0)`$ and $`(0,1/2)`$ of the proper Lorentz group, respectively (in the notations connected with the group $`SO(4)`$). A fulfilment of the relation (8), as a criterion of the secondary symmetry, was already required in respect to the bispinor operators $`Q_\alpha `$ and $`\overline{Q}_{\dot{\alpha }}`$ in the first paper on the supersymmetry algebra . In the supersymmetry theory the operators $`Q_\alpha `$ and $`\overline{Q}_{\dot{\alpha }}`$ are given in the form of sum of terms containing a first or zero power of the differential operator $`_\mu `$ (cf. \[2-3\]). Such realization of the operators $`Q_\alpha `$ and $`\overline{Q}_{\dot{\alpha }}`$ leads to that the secondary symmetry group $`H_T`$, generated by the elements (17), contains the space-time translation group, and the double symmetry group $`𝒢_𝒯`$ contains the Poincarè group. If one chose a matrix realization for the operators $`Q_\alpha `$ and $`\overline{Q}_{\dot{\alpha }}`$, then we would come out of the supersymmetry theory standards.
Let for a given representation $`S`$ of the group $`L_+^{}`$ the relation (8) for the spinor operators $`Q_\alpha `$ in some its realization keep arbitrary $`N`$ constants. Then there are $`N`$ linearly independent spinor operators $`Q_\alpha ^1`$, $`Q_\alpha ^2`$, $`\mathrm{}`$, $`Q_\alpha ^N`$, in this realization, satisfying the relation (8). In this case, on one hand, one can introduce a secondary symmetry produced by the $`N`$-multiple bispinor representation of the proper Lorentz group, and, on another hand, treat the numbers $`1,2,\mathrm{},N`$ of the spinor operators as an index related to some inner symmetry. If as well the operators $`Q_\alpha ^j`$ and $`\overline{Q}_{\dot{\alpha }}^j`$ ($`j=1,\mathrm{},N`$) keep a linear dependence on the operator $`_\mu `$, then the relevant double symmetry is an extended supersymmetry (cf. \[2-3\]).
7. Existing undegenerated double symmetry: the œ-model symmetry
Another example of an undegenerated double symmetry, used in particle physics, is the $`\sigma `$-model symmetry, the most accurately described by Gell-Mann and Levy . Infinitesimal transformations in the $`\sigma `$-model have the forms
$$N^{}=(1\frac{i}{2}\gamma ^5\text{ø}\text{`})N,$$
(18)
$$\text{ß}^{}=\text{ß}+i\text{`}\sigma ,$$
(19)
$$\sigma ^{}=\sigma i\text{`}\text{ß},$$
(20)
where the field $`N`$ is a nucleon isodoublet, the field ß is a pseudoscalar isotriplet, the field $`\sigma `$ is a scalar isosinglet, and the transformation parameter \` is a pseudoscalar isotriplet.
The listed transformation properties of the field and the parameter \` allow to state that the transformations (18) and (19-20) are transformations of the secondary symmetry produced by the representation $`T`$ = (isotriplet, pseudoscalar) or, that is equivalent, by the representation $`T`$ = (isotriplet, scalar) $``$ (isotriplet, pseudoscalar) of the group $`G=SU(2)L^{}`$. We wish especially emphasize that, firstly, transformations (18) and (19-20) do not violate the spatial reflection symmetry, and so the group $`G`$ contains the orthochronous Lorentz group, and, secondly, the parity of fields, involved in the transformations (19-20), are necessarily different due to a pseudoscalar character of the paremeter \`. $`G_T=SU(2)_LSU(2)_R`$ is a group of the secondary symmetry generated by the transformations (18) and (19-20), the parameters of one of the group $`SU(2)`$ being given by sum of the space scalar and pseudoscalar, and the other group parameters being given by their difference.
8. Dual status of the group $`𝑺𝑼\mathbf{(}\mathrm{𝟐}\mathbf{)}_𝑳\mathbf{}𝑺𝑼\mathbf{(}\mathrm{𝟐}\mathbf{)}_𝑹`$
In numerous works including the pioneer papers by Schwinger , Gürsey and Touschek , which used the chiral symmetry group $`SU(N)_LSU(N)_R`$ or the group $`U(1)_A`$, it is difficult, if it’s really possible, to find any commentaries on transformation properties of these group parameters in respect to the spatial reflection. As a rule it follows from the contents of the papers that the transformations of the group $`SU(N)_LSU(N)_R`$ or the group $`U(1)_A`$ do not violate $`P`$-symmetry. This rule, however, is broken in the left-right symmetric model of electroweak interactions \[10-12\] and in the unifited models of strong and electroweak interactions including the first one as its element. Actually, in the papers \[10-12\] there are not at all indications that any component of one or another Higgs multiplet is the space pseudoscalar. We are forced to admit that all components of all Higgs multiplets, and, consequently, all parameters of the used group $`SU(2)_LSU(2)_R`$ are space scalars. Transformations of this group, generally speaking, violate the $`P`$-symmetry. If, for example, the initial state of a spinor field possesses a definite parity, then the state, obtained due to a transformation of the type (18), already does not possess it. The group in question itself does not establish any relation between coupling constants of two $`W`$-bosons to fermions. Therefore in the left-right symmetric model one introduces some discrete symmetry which transforms $`SU(2)_L`$ to $`SU(2)_R`$ but it is not identified with the spatial reflection. So one can state that the group $`SU(2)_LSU(2)_R`$ of this model is a secondary symmetry group produced by 2-multiple scalar isotriplet of the group $`G=SU(2)L_+^{}`$ (A discrete symmetry group), this discrete symmetry being not fully defined.
9. On $`P`$-properties of the physical vacuum and the gauge fields of electroweak interactions
Clarify now principal points related to the $`P`$-symmetry and its violation in electroweak interactions, if one corrects the left-right symmetric model so that it would be $`P`$-invariant before the spontaneous symmetry breaking. Note at once, that this correction does not affect values of the cross-sections and the decay probabilities.
Initial $`P`$-invariance and its observed violation is ensured by the local double symmetry produced by the representation $`T`$ = (isotriplet, scalar) $``$ (isotriplet, pseudoscalar) $``$ (isosinglet, scalar) $``$ $`(1,s)(1,p)(0,s)`$ of the group $`G=SU(2)L^{}`$. Corresponding parameters of the secondary symmetry transformations and the gauge fields will be denoted as $`\text{`}^{1s}=\{\theta _j^{1s}\}`$, $`\text{`}^{1p}=\{\theta _j^{1p}\}`$, $`\theta ^{0s}`$; $`𝐁_\mu ^{1V}=\{B_{j\mu }^{1V}\}`$, $`𝐁_\mu ^{1A}=\{B_{j\mu }^{1A}\}`$, $`B_\mu ^{0V}`$ ($`j=1,2,3`$; the indices $`V`$ and $`A`$ mean the polar and axial 4-vectors, respectively).
In the fermionic sector we restrict ourselves by isodoublet consisting of the fields of electronic neutrino $`\nu _e`$ and electron $`e`$. Its seconary symmetry transformations, as well as all anothers, are written in the form, explicitly satisfying the conditions of Definition 1
$$\psi ^{}=\mathrm{exp}\left(\frac{i}{2}\text{ø}\text{`}^{1s}\frac{i}{2}\gamma ^5\text{ø}\text{`}^{1p}+\frac{i}{2}\theta ^{0s}\right)\psi ,$$
(21)
with $`\psi ^T=(\nu _e,e)`$.
Checking that the transformations (21) constitute a group we introduce the above mentioned gauge fields with such phases that in the Lagrangian of their interaction with leptonic field $`\psi `$
$$_{int}=\frac{1}{2\sqrt{2}}\overline{\psi }\left(g_{1V}\gamma ^\mu \text{ø}𝐁_\mu ^{1V}+g_{1A}\gamma ^\mu \gamma ^5\text{ø}𝐁_\mu ^{1A}g_0\gamma ^\mu B_\mu ^{0V}\right)\psi $$
(22)
the coupling constants $`g_{1V}`$, $`g_{1A}`$ and $`g_0`$ are positive. The formulae (21) and (22) give also a knowledge of covariant derivatives corresponding those or others gauge transformations of the secondary symmetry group.
The most general form of the global secondary symmetry transformations of the fields $`𝐁_\mu ^{1V}`$ and $`𝐁_\mu ^{1A}`$ is
$$\left(\genfrac{}{}{0pt}{}{𝐁_\mu ^{1V}}{𝐁_\mu ^{1A}}\right)^{}=\mathrm{exp}\left[i\left(\begin{array}{cc}a_1𝐭& 0\\ 0& a_2𝐭\end{array}\right)\text{`}^{1s}i\left(\begin{array}{cc}0& b_1𝐭\\ b_2𝐭& 0\end{array}\right)\text{`}^{1p}\right]\left(\genfrac{}{}{0pt}{}{𝐁_\mu ^{1V}}{𝐁_\mu ^{1A}}\right),$$
(23)
where $`𝐭=\{t_j\}`$ ($`j=1,2,3`$) are the generators of adjoint representation of the group $`SU(2)`$, and $`a_1`$, $`a_2`$, $`b_1`$ and $`b_2`$ are arbitrary constants. A requirement the transformation (23) to be orthogonal and the Lagrangian (22) to be invariant under the global transformations (21) and (23) is filfiled if and only if $`a_1=a_2=b_1=b_2=1`$ and $`g_{1V}=g_{1A}g`$.
We introduce the Higgs field $`\mathrm{\Phi }`$ consisting of scalar $`\varphi ^{\frac{1}{2}s}`$ and pseudoscalar $`\varphi ^{\frac{1}{2}p}`$ isodoublets and taking some vacuum expectation values of its neutral components with isospin projection $`1/2`$: $`<\varphi _{1/2}^{\frac{1}{2}s}>=v_s`$, $`<\varphi _{1/2}^{\frac{1}{2}p}>=v_p`$. Relative phases of the fields $`\varphi ^{\frac{1}{2}s}`$ and $`\varphi ^{\frac{1}{2}p}`$ are fixed so that the secondary symmetry transformations have the form
$$\left(\genfrac{}{}{0pt}{}{\varphi ^{\frac{1}{2}s}}{\varphi ^{\frac{1}{2}p}}\right)^{}=\mathrm{exp}\left[\frac{i}{2}\left(\begin{array}{cc}\text{ø}& 0\\ 0& \text{ø}\end{array}\right)\text{`}^{1s}\frac{i}{2}\left(\begin{array}{cc}0& \text{ø}\\ \text{ø}& 0\end{array}\right)\text{`}^{1p}\frac{i}{2}\theta ^{0s}\right]\left(\genfrac{}{}{0pt}{}{\varphi ^{\frac{1}{2}s}}{\varphi ^{\frac{1}{2}p}}\right).$$
(24)
The Higgs fields $`\varphi ^{\frac{1}{2}s}`$ and $`\varphi ^{\frac{1}{2}p}`$ are sufficient to reproduce all results of the Weinberg-Salam model in the region of existing energies, except for the generation of fermionic masses. It’s just needed that the relation $`|v_sv_p|<<|v_s+v_p|`$ would be fulfiled and the vacuum expectation value of any other field of Higgs’s type would be much less then $`|v_sv_p|`$. Concerning fermionic masses one can suggest up to some moment that they appear as a result of interaction of fermions with Higgs fields constituting the multiplets $`\{\text{Œ}^{1s},\varphi ^{0p}\}`$ and $`\{\text{Œ}^{1p},\varphi ^{0s}\}`$, whose transformations are generated by the elements of the type (19-20).
In further formulae we neglect the vaccum expectation values af all fields apart from $`\varphi ^{\frac{1}{2}s}`$ and $`\varphi ^{\frac{1}{2}p}`$. From the Lagrangian $`_\mathrm{\Phi }=|𝒟_\mu \mathrm{\Phi }|^2`$, where $`𝒟_\mu `$ is a covariant derivative corresponding to the gauge transformations (24), we get that the electromagtetic field $`A_\mu `$, the fields of light $`W_\mu ^{(1)\pm }`$, $`Z_\mu ^{(1)}`$ and heavy $`W_\mu ^{(2)\pm }`$, $`Z_\mu ^{(2)}`$ intermediate bosons are described by the following relations
$$A_\mu =\frac{1}{\sqrt{g^2+g_0^2}}(g_0B_{3\mu }^{1V}+gB_\mu ^{0V}),$$
(25)
$$W_\mu ^{(i)\pm }=\frac{1}{2}[(B_{1\mu }^{1V}\eta _iB_{1\mu }^{1A})i(B_{2\mu }^{1V}\eta _iB_{2\mu }^{1A})],$$
(26)
$$Z_\mu ^{(i)}=\frac{\alpha _i}{\sqrt{g^2+g_0^2}}(gB_{3\mu }^{1V}g_0B_\mu ^{0V})\beta _iB_{3\mu }^{1A},$$
(27)
$$m_{W^{(i)}}^2=\frac{g^2}{4}|v_s\eta _iv_p|^2,$$
(28)
$$m_{Z^{(i)}}^2=\frac{|v_s|^2+|v_p|^2}{4}\left(g^2+\frac{g_0^2}{2}\eta _i\frac{g_0^2\sqrt{\gamma ^2+1}}{2\gamma }\right),$$
(29)
where
$$\eta _1=1,\eta _2=1,\gamma =\frac{g_0^2(|v_s|^2+|v_p|^2)}{2g\sqrt{g^2+g_0^2}(v_sv_p^{}+v_s^{}v_p)},$$
$$\alpha _i=\sqrt{\frac{1}{2}\left(1\eta _i\frac{\gamma }{\sqrt{\gamma ^2+1}}\right)},\beta _i=\eta _i\sqrt{\frac{1}{2}\left(1+\eta _i\frac{\gamma }{\sqrt{\gamma ^2+1}}\right)}.$$
(30)
From Eqs. (22) and (25-27) we get
$$_{int}=e_0\overline{e}\gamma ^\mu eA_\mu \frac{1}{2\sqrt{2}}\underset{i=1}{\overset{2}{}}[g\overline{\nu }_e\gamma ^\mu (1\eta _i\gamma ^5)eW_\mu ^{(i)+}+\mathrm{H}.\mathrm{c}.$$
$$+\overline{\nu }_e(\alpha _i\sqrt{g^2+g_0^2}\gamma ^\mu \beta _ig\gamma ^\mu \gamma ^5)\nu _eZ_\mu ^{(i)}+\overline{e}(\alpha _i\frac{g^2g_0^2}{\sqrt{g^2+g_0^2}}\gamma ^\mu +\beta _ig\gamma ^\mu \gamma ^5)eZ_\mu ^{(i)}].$$
(31)
It follows from Eqs. (28) and (31) that the observed domination of the left-hand week charged current is possible if and only if $`v_s0`$, $`v_p0`$ and $`\mathrm{arg}(v_p/v_s)\pm \pi /2`$. This means that the physical vacuum does not possess of a definite $`P`$-parity because $`Pv_s=v_s`$, $`Pv_p=v_p`$. This is the first principal point which has not been clear in the left-right symmetric model. It’s interesing, that at the time when the spontaneous breaking of the gauge symmetry and a related to it understanding of physical vacuum was not been formulated yet, Nambu and Jona-Lasinio noted in their paper , ”that the $`\gamma ^5`$ transformation changes the parity of the vacuum which will be in general a superposition of states of opposite parities”.
It follows from Eqs. (26-27) that the fields of all intermediate bosons constitute a superposition of polar and axial 4-vectors, these vectors having an equal weight in the fields of $`W`$-bosons. This is just the second principal point which has not been clear in the left-right symmetric model, though, on our opinion, it has the same powerful significance as the form of weak currents.
If we anywhere considered the intermediate boson masses and the coupling constants of $`Z`$-bosons to fermions as functions of the field values $`v_s`$ and $`v_p`$, then we would get from Eqs. (26)-(31) that under the spatial reflection the $`Z^{(1)}`$-boson coupling constants turn into the $`Z^{(2)}`$-boson coupling constants and vise versa, as well as
$$Pm_{W^{(1)}}^2=m_{W^{(2)}}^2,Pm_{Z^{(1)}}^2=m_{Z^{(2)}}^2,PW_\mu ^{(1)\pm }=(1)^{\delta _\mu }W_\mu ^{(2)\pm },PZ_\mu ^{(1)\pm }=(1)^{\delta _\mu }Z_\mu ^{(2)\pm },$$
(32)
where $`\delta _\mu =0`$ if $`\mu =0`$, and $`\delta _\mu =1`$ if $`\mu =1,2,3`$. This would cause an invariance of the Lagrangian (31).
Thus, the corrected version of the left-right symmetric model of electroweak interactions leads to the logically completed interpretation of the $`P`$-invariance violation, and reveals a full analogy between transformation properties in respect to the spatial reflection of week currents and corresponding gauge fields of the intermediate bosons.
Ackowledgements
I am very grateful to V.I. Savrin, I.P. Volobuev and N.P. Yudin for useful discussions and their support of my work. |
warning/0003/physics0003090.html | ar5iv | text | # Comparison of direct and Fourier space techniques in time-dependent density functional theory
## I Introduction
The time-dependent local density approximation has proven to be a useful tool to calculate the optical properties of finite systems such as atoms, molecules, and atomic clusters . The basic equation to be solved is conceptually very simple, little more than the time-dependent Schrödinger equation for a particle in a time-varying external field. Many numerical methods are in use to solve the equations. On the one side there are quantum chemistry methods based on atomic orbital representation for the wave function, and on another side there are methods based on mesh representations. We only consider the latter here, but even in this category there are a number of published techniques. Most fundamentally, the time evolution can be calculated directly or in Fourier space, i.e. in terms of frequencies. The former method is practically a necessity for dealing with very strong external fields and has been applied by two of us (K.Y. and G.B.) for the weak-field response as well. We shall call this approach the “nuclear physics”(NP) method, since the algorithms were originally developed in that field for describing nuclear reactions. The other methods we will consider solve equations in frequency space. The method described in ref. had its origins in condensed matter theory and uses Fourier representation for both space and time; we shall call this the “condensed matter” (CMP) method. We also comment on ref. which uses Fourier space for the time but a real space mesh for the spatial dependence. Here the problem is cast into a matrix diagonalization in the particle-hole representation; we shall call it the diagonalization method.
In this work we will compare the CMP code and the NP code for a specific system and present arguments for the scaling properties of the respective algorithms for larger systems. The system we choose to study is the atomic cluster Na<sub>8</sub>, and in particular the surface plasmon excitation which is seen as a strong peak at 2.5 eV excitation. The TDLDA is not an exact theory and it predicts a excitation energy at about 2.7 eV. We shall demand of both methods that they achieve within 0.1 eV of the converged value. It makes little sense to calculate to higher precision in view of the intrinsic limitations of the theory.
We shall now describe the various methods from a computational point of view. We shall use the symbol $`N`$ with subscripts for quantities that scale roughly as the size of the physical system under study, and $`M`$ for quantities that may be large but are independent of the size of the system. Important quantities common to the two codes are the number of electrons $`N_e`$ and the number of mesh points, $`N_G`$ and $`N_R`$ for real space and reciprocal space, respectively. Additional quantities that play a role are the number of frequencies to be calculated $`M_\omega `$, and the number of time steps to evolute the wave function in the real-time method, $`M_T`$. Also, in methods that rely on sparse matrix multiplication, we need the number of nonzero entries in a row of the Hamiltonian, $`M_H`$, and in iterative methods to solve large matrix equations we need the number of iterations for convergence, $`M_{it}`$. Finally, the response function method usually requires a sum over unoccupied states, $`N_c`$. This notation is summarized in Table I.
We will use same energy functional for all methods, so the choice of specific functional is not an issue in comparing the methods. As is commonly done, we calculate only the dynamics of the valence electrons. The core electrons are frozen and their presence is treated by using a pseudopotential to describe the ionic potential. We use the pseudopotential construction of Troullier and Martins , taking the nonlocal part by the method of Kleinman and Bylander and including partial core corrections for the exchange-correlation energy. In this method, the local pseudopotential is fixed to the value in a particular angular momentum channel, and a nonlocal correction is made for other channels. Here we use the $`l=1`$ potential as the local potential, and apply the nonlocal correction to the $`l=0`$ and $`l=2`$ channels. The electron-electron interaction is taken in the simple local-density approximation (LDA) given by Perdew and Zunger . More complicated functionals have better predictive power for ground state properties , but give only small improvement to the optical response of neutral molecules. The proper description of the 1/r asymptotic behavior of the potential is going to be very important to describe charged systems, however for the aim of the present work this LDA deficiency is not relevant.
The geometry of the Na<sub>8</sub> cluster was computed in ref., and the lowest energy structure found to be the bicapped octahedron (D<sub>2d</sub> symmetry). We use this structure in our comparison here. It has an average Na-Na bond length of 3.38 Å and a slight deviation from the spherical symmetry. This leads to a polarizability tensor with two different components and two close-lying peaks are obtained in the photoabsorption cross section.
## II Theoretical methods
Before describing in detail each of the two methods for representing the wave functions (direct and Fourier space), we need to comment on the choice of the spatial cell size and mesh size as well as the time/frequency parameters (all are summarized in Table I).
Since the wave functions are sensitive to boundaries, the calculations must be made in a volume several Angstroms larger than the size of the molecule or cluster. Using both methods, we determined how large a volume is needed to achieved 0.1 eV accuracy on the various excitation energies of interest in the system. We found that this is achieved in a spherical volume of radius $`R=8`$ Å using the NP code, and in a simple cubic supercell of side 12.7 Å using the CMP code. These have nearly the same volume, and thus the same average distance from the cluster to the boundary. We have checked the convergence of the results by increasing the volume to a sphere of 12 Å radius. The value of the plasma frequency is reduced by a maximum of 0.1 eV, that is, within the required accuracy.
We have used an uniform spatial grid with $`\mathrm{\Delta }x=0.5`$ Å spacing. This corresponds to a plane-wave cutoff energy of 6 Hartrees in the Fourier space method (see below). Within this parameters, a stable time-step to perform the time-evolution in the NP method is $`\mathrm{\Delta }t=0.003\mathrm{}/eV<<\mathrm{}(\mathrm{\Delta }x)^2/m`$. The required 0.1eV accuracy in energy is obtained for total simulation times of 10 $`\mathrm{}`$/eV. Similarly in the Fourier space method we have taken a uniform frequency grid of $`M_\omega =100`$ between 0 and 5 eV. Note that if the response is required for larger frequencies we need to increase the number of points. The whole response is obtained at once in the time evolution method (unless up to energies of the order of $`(\mathrm{\Delta }t)^1`$). This is a great advantage when the whole response is needed.
### A NP method
This method uses a direct solution of the time-dependent single-electron Schrödinger equation,
$$i\mathrm{}\frac{\varphi _i(𝐫,t)}{t}=H_{KS}(t)\varphi _i(𝐫,t)(\mathrm{i}=1\mathrm{}\mathrm{occ}.)$$
(1)
where $`H_{KS}`$ is the Kohn-Sham Hamiltonian operator
$$H_{KS}(t)=\frac{\mathrm{}^2}{2m}^2+V_{ion}(𝐫)+e^2d^3r^{}\frac{n(𝐫^{},t)}{|𝐫𝐫^{}|}+V_{xc}(𝐫,t)$$
(2)
and $`n`$ is the time-dependent electron density $`n(𝐫,t)=_{i=1}^{occ}\varphi _i^{}(𝐫,t)\varphi _i(𝐫,t)`$. In the solution of this equation in the spatial and time variables following the algorithm of ref., there are two time-consuming operations. One is multiplying the single-electron Hamiltonian operator by the vector representing the wave function. The dimensionality of the vector is the number of mesh points $`N_R`$ times the numbers of electron orbitals $`N_e`$. The operator is a sparse matrix with $`M_H`$ nonzero elements per row. Thus the basic operation requires about $`N_eN_RM_H`$ complex floating point operations. The time evolution operator in the NP code is implements by a power series expansion of the exponential operator $`\mathrm{exp}(iH\mathrm{\Delta }t)`$ to fourth order. A predictor-corrector cycle requires two such operations. Thus the method requires 8 Hamiltonian multiplications per time step. Thus for $`M_T`$ time steps the total number of floating point operations is given by
$$NPFPO:10N_eN_RM_HM_T$$
The sparseness of the Hamiltonian matrix in a real space formulation is determined by the finite difference formula for kinetic energy (nine-point formula in our case); and by the nonlocal-projection parts of the potential. In total we have a number of non-zero elements of the each Hamiltonian row $`M_H100`$ for the grid parameters used for Na<sub>8</sub>.
The other time-consuming part of the NP algorithm is solving the Poisson equation, which must be done twice at each time step. The NP code uses a multipole expansion combined with a relaxation method to deal with the higher multipoles. It is hard to estimate the scaling properties of this part, but in the present study this part of the computation takes 1.5 times as many operations as the Hamiltonian multiplication operation. We shall assume the same factor for estimating the scaling properties of the algorithm. In principle, the Poisson equation can be solved by methods that are of order $`N_R`$ or $`N_R\mathrm{log}N_R`$, as multigrid or fast-Fourier transformation, so this part should not dominate for large system.
Storage requirements are small: the vector wave function plus $`V_{Hartree}`$ and $`V_{ion}`$ local potentials in Hamiltonian, charge densities and some intermediate arrays. $`V_{Hartree}`$ requires a slightly larger volume because of the way the Poisson equation is solved.
$$\mathrm{NP}\mathrm{storage}:N_R(N_e+4.5)$$
This NP method is ideal to be combined with molecular dynamics simulations for the ions because it uses only ground-state occupied information and would scale roughly linearly with the number of atoms in the system. There is not so much book-keeping as in the usual perturbative formalism (no need for storing the large set of unoccupied wave-functions and the large dielectric matrices).
### B CMP method
Here the basic object of the calculation is the linear response to an external field of some frequency $`\omega `$. The linear response matrix $`\chi `$ is constructed in momentum space with the following matrix inversion
$$\chi =(1\chi _0K)^1\chi _0$$
(3)
where the independent particle response $`\chi _0`$ and the interaction $`K`$ are matrices defined as follows. The $`\chi _0`$ has elements $`G,G^{}`$ given by
$$\chi _0(𝐆,𝐆^{},\omega )=\frac{1}{\mathrm{\Omega }}\underset{kj}{}(f_kf_j)\frac{k|e^{i𝐆𝐫}|ii|e^{i𝐆^{}𝐫}|k}{\omega ϵ_j+ϵ_i+i\eta }$$
(4)
where $`\mathrm{\Omega }`$ denotes the unit-cell volume, $`i,k`$ label Kohn-Sham eigenfunctions and $`ϵ_k`$ and $`f_k`$ are the corresponding eigenenergies and occupancy factors. The sum goes over $`N_e`$ occupied orbitals and $`N_c`$ empty orbitals. The interaction $`K`$ is the Fourier transform of the electron-electron interaction in the Kohn-Sham equation, which is given in coordinate space by
$$K(𝐫,𝐫^{})=\frac{e^2}{|𝐫𝐫^{}|}+\frac{\delta V_{xc}(𝐫)}{\delta n(𝐫^{})}$$
(5)
We now describe the computation starting with the Kohn-Sham wave functions and energies in a momentum space representation. To evaluate the independent particle response $`\chi _0`$ in eq.( 4), one first calculates the particle-hole matrix elements of the momentum operator and stores them in a table (or in disk). This computational effort is of the order of $`N_eN_cN_G^2`$ operations, and the table size to be stored is $`N_eN_cN_G`$ complex numbers. Then the evaluation of eq. (4) requires $`N_G^2`$ matrix elements to be calculated, each requiring particle-hole summation, to give $`2N_G^2N_eN_c`$ operations for each frequency. If one were to make full space calculation, the number of empty orbitals summed in eq. (4) would be of the same order as the dimensionality of the space. However, the number of empty orbitals can be severely truncated without effecting the long-wavelength dipole response. In the example, we find $`N_c=320`$ is adequate, which is more than an order of magnitude smaller than the size of the space and corresponds to include unoccupied states up to 20 eV above the highest-occupied orbital. This is a reasonable approximation as we are interested only in getting the optical spectra for excitation energies below 10 eV. This approximation is an important saving in building up the response matrix.
One also truncates the calculation of the response matrix in another way. We have also assumed that the off-diagonal elements of the response function are zero for G-vectors outside an sphere of 1.25 Å (that is to consider $``$ 3200 points in the G-space). This corresponds to reducing the number of matrix elements to be computed and stored to $`N_G(N_G+4)/18`$. Note that the necessity to store the $`N_G^2`$ matrix puts a higher demand on the computer memory than the NP method. The memory required to store the $`N_G^2`$ complex, double-precision numbers in the example problem is $`164`$Mb.
There are now three steps to evaluate eq. (3), two matrix multiplications and a matrix inversion. The matrices are not sparse, so the matrix multiplications each cost $`2(N_G/3)^3`$ arithmetical operations <sup>§</sup><sup>§</sup>§A small technical point should be mentioned, associated with the divergence of the Coulomb interaction at $`𝐆=𝐆^{}`$. This is dealt with by taking a numerical limit as $`|𝐆𝐆^{}|0`$, and this adds about 10% to the number of operations for computing the matrix product. . The matrix inversion is of the same order, requiring $`(N_G/3)^3`$ operations. The total is $`5(N_G/3)^3.`$ These represent the most computationally demanding steps in the CMP method, given the truncation in the $`N_c`$. The computed $`\chi `$ is next transformed to the coordinate space representation. Using the fast Fourier transform, this takes $`N_G^2\mathrm{log}N_G`$ operations. The dynamical polarizability can be now computed from $`\alpha (\omega )=V_{ext}\chi V_{ext}`$ as a matrix times vector multiplication. From this one can easily extract the photoabsorption cross section $`\sigma (\omega )=\frac{4\pi \omega }{c}Im\alpha (\omega )`$.
Then the total computational effort in the CM method is:
$$\mathrm{CM}\mathrm{FPO}:M_\omega (N_cN_e(N_G/3)^2+5(N_G/3)^3)$$
with the last term dominant. The storage requirements for all the occupied and unoccupied wave functions plus the whole complex response matrix is
$$\mathrm{CM}\mathrm{storage}:(N_e+N_c)N_G+2(N_G+N_G^2/9)+N_cN_eN_G/3$$
To achieve the targeted energy convergence with this algorithm, the momentum space mesh was chosen to correspond to a simple cubic supercell of $`L=12.7`$ Å on a side. This implies that the mesh spacing in momentum space is $`\delta k=2\pi /L=0.137`$ Å. The momentum space representation takes all the points within a sphere of radius $`k_{max}=1.83`$ Å (that corresponds to a plane-wave cutoff energy of 12 Ry). The size of the vector in the momentum representation is thus $`N_G=4\pi (k_{max}/\mathrm{\Delta }k)^3/310,000`$. Note that this is slightly smaller than the number required for the coordinate space representation, however we need to stress that a larger number of G-vectors are needed to describe the action of the potential on a wave-function ($`V\psi `$ corresponds to a convolution in Fourier space). Finally, an additional numerical parameter is the imaginary part of the frequency $`\eta `$, which we have taken as $`\eta =0.05`$ eV to produce a resolution of 0.1 eV in the spectral features.
In the discussion below we have not include the computational requirements to perform the ground state calculations, occupied and unoccupied orbitals. This could be a major storage bottle-neck for very large systems as the calculation of a large set of unoccupied wave functions has a cubic scaling of the number of atoms in memory and computing time. In the present calculation this initialization process takes 10% of the total computational time.
### C Other methods
We mention here two other methods from a computational point of view. Since we have not carried out numerically computations on our test problem with these methods, the discussion will be brief.
#### 1 Modified Sternheimer method
The modified Sternheimer method was first applied to the time-dependent Kohn-Sham equation for atomic excitations, and has since been applied to the dielectric response of crystals using the momentum space representation and to the finite system C<sub>60</sub> using the coordinate space representation. Here one solves an inhomogeneous equation for the perturbed wave functions $`\varphi _i^\pm `$ using an iterative method. The perturbation is a sinusoidal potential field combining the external field $`V_{ext}`$ and the internal field from the time-varying electron density. The equations are
$$(ϵ_IH_{KS}^0\pm \omega +i\eta )\varphi _i^\pm =\widehat{P}V_i$$
(6)
where
$$V_i=(V_{ext}+K\delta n)\varphi _i$$
and
$$\delta n=\mathrm{Re}\underset{i}{}\varphi _i(\varphi _i^++\varphi _i^{}).$$
(7)
$`\widehat{P}`$ is a projection operator removing occupied orbitals. In ref. , the two equations are constructed in coordinate space and solved with a double iteration. One makes a guess for the density $`\delta n`$, and solves eq. (6) by the conjugate gradient method. $`\delta n`$ is refined from the resulting $`\varphi _i^\pm `$ again with the conjugate gradient method, and the process is repeated to convergence. The numerical cost will thus depend largely on the cost of the Hamiltonian operation which is $`M_HN_RN_e`$ in coordinate space, and the number of iterations $`M_{it}`$ required to get a converged solution. Remembering also that frequency space methods need $`M_\omega `$, the number of frequencies to be examined, the computational cost of this method is
$$\mathrm{Modified}\mathrm{Sternheimer}(\mathrm{real}\mathrm{space}):M_\omega M_{it}M_HN_RN_e$$
(8)
The method can be used in this form for nonresonant frequencies, but near the eigenfrequencies the nearby singularities in eq. (6) must be removed for the conjugate gradient method to converge. Thus this method would be similar to methods utilizing the particle-hole representation in needing a considerable number of the wave functions and eigenenergies of unoccupied states. The singularities are removed by projecting on the unoccupied wave function subspace the right hand side of eq. (6),
$$V_i^{}=V_i\underset{j}{}\varphi _i(\varphi _i,V_i).$$
The desired wave functions $`\varphi _i^\pm `$ are obtained from the projected solutions $`\varphi _i^\pm `$ by
$$\varphi _i^\pm =\varphi _i^\pm +\underset{j}{}\frac{\varphi _i(\varphi _i,V_i)}{ϵ_jϵ_i\omega i\eta }.$$
It is difficult to give an a priori estimate of $`M_{it}`$ or its size-scaling properties (although with our notation we have assumed that it does not grow with $`N`$). Unfortunately, our implementation of eq. (7) still left the convergence somewhat erratic. Typically it takes of the order of $`M_{it}1000`$ iterations of the double loop to get convergence. Thus it would require some improvement of the algorithm to make it attractive to apply to large systems.
The momentum space implementation of the modified Sternheimer method is similar. This method also needs the conditioning step for convergence of the CG iteration. The main difference is in the Hamiltonian multiplication, which here requires $`2(N_G/3)^3`$ operations as discussed in Sect. IIB. Thus the total is
$$\mathrm{Modified}\mathrm{Sternheimer}(\mathrm{momentum}\mathrm{space}):\mathrm{\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}2}M_\omega M_{it}(N_G/3)^3$$
(9)
Because the Hamiltonian operation is more costly in momentum space, this method is probably not competitive to the others, unless it were the case that the convergence of the iteration were intrinsically much more reliable.
#### 2 Diagonalization method
The frequency-space methods discussed so far have relied in some way on operator inversion. It is also possible to cast the problem as one of matrix diagonalization. This method was applied to cluster excitations in the TDLDA by Vasiliev et al. . The authors start from a basis in coordinate space and construct Kohn-Sham orbitals for both occupied and empty states as is done in the CMP method, but representing the orbitals in coordinate space mesh, as in the NP method. The storage requirement for the orbitals is $`(N_c+N_e)N_R`$, which is larger than in the NP method but smaller than in the CMP method.
The next step of the calculation is to construct the matrix to be diagonalized. The eigenvalue equation to be solved is
$$\mathrm{𝐑𝐅}_n=\omega _n^2𝐅_n$$
(10)
where $`𝐅_𝐧`$ are the eigenvectors and $`𝐑`$ is a matrix. Its elements are
$$R_{\alpha ,\alpha ^{}}=(ϵ_iϵ_j)^2\delta _{\alpha ,\alpha ^{}}+2\sqrt{(ϵ_iϵ_j)(ϵ_i^{}ϵ_j^{})}K_{\alpha ,\alpha ^{}}$$
(11)
where the indices $`\alpha =(ij),\alpha =(i^{},j^{})`$ label combinations of unoccupied orbitals $`i`$ and occupied orbitals $`j`$. The interaction matrix elements $`K_{\alpha ,\alpha ^{}}`$ are simply the particle-hole matrix elements of the residual interaction, eq.(5). There is a substantial computational cost in construct the interaction matrix $`K`$. A straightforward transformation from the coordinate space to the particle-hole representation requires $`N_R^2N_e^2N_c^2`$ operations for the Coulomb interaction. However, this is reduced considerably by using an efficient method to solve the Poisson equation. For example, using the fast Fourier transform one may find the Coulomb field for a given particle-hole state taking only $`N_R\mathrm{log}N_R`$ operations. Saving the Coulomb field in the coordinate representation, the matrix element to a given final state takes $`N_R`$ operations. The effort of solving the Poisson equation is thus distributed over the number of final states, and the operations to construct the full matrix has a leading dependence $`N_RN_e^2N_c^2`$, the scaling appropriate for the local part of the interactionHowever, in the implementation of ref. , the Poisson solver in fact is the most costly operation.. Once the matrix is constructed, the diagonalization requires $`(N_cN_e)^3`$ operations. However, taking the $`N`$ values from Table I, the matrix diagonalization effort is small compared to that needed to construct the matrix. We have therefore taken that step to assign this method’s size scaling in Table II.
## III Numerical results
We will discuss in detail the physical quantities computed in the NP and CMP methods and refer to for the results using the diagonalization method. We want to stress that the three approaches must give the same values if the numerical parameters are chosen with fine enough grids and large enough cutoffs to get converged results.
With the parameter sets chosen for the two methods, the results are quite similar. In Table IV we show calculated Kohn-Sham energies and the surface plasmon energy. The first entry $`ϵ_1`$ is the Kohn-Sham eigenvalue of the most bound orbital. The absolute energies have no significance in the supercell method, because the absolute Coulomb potential is undefined. Therefore, for this entry we give the value from the NP code and set the scale of the CMP energies at that value. The next three rows correspond to the other bound orbitals use the $`G=0`$ point of the Brillioun zone for the CMP values. We can see that the methods agree to within less than 0.1 eV. The next entry is the lowest unoccupied orbital. This is significantly different for the two methods. This orbital has sufficient extension to have its energy sensitive to the boundary, which of course is different for the two methods. We confirm the boundary sensitivity in the CMP code by calculating the energies at other points in the Brillouin zone. Differences are less than 0.1 eV for occupied orbitals, but reach 0.2 eV for the lowest unoccupied orbital. This last point indicates the fact that the empty orbitals are more sensitive to the boundary conditions and in the periodic supercell they feel the potential from the other clusters.
We have also presented in Table IV the results of the NP method The plasmon frequency is sensitive to the core-exchange correction at the level of 0.1 eV. We have included that correction in $`H_{KS}`$ it improves the description of the structural properties of Na metal. We note that the result without core corrections (2.89 eV) it is very close to the jellium value (2.9 eV). . We have also checked the convergence of the plasmon frequency with respect to the cell size and found that this value is converged to less than 0.01eV for a sphere of R=12 Å. The fully converged value in the NP method is 2.65 eV. The difference with the experimental value of 2.53 eV can be attributed to deficiencies in the LDA approximation as well as for finite temperature effects in the experiments.
In Table V we summarize the results for the static averaged electrical polarizability of Na<sub>8</sub> obtained by the different methods. The agreement among the different approaches is very good and the remaining difference with experiments can be again assigned to core polarization, exchange-correlation and temperature effects. These effects tends to increase the polarizability bringing the computed values close to the experiments .
## IV Conclusions
In the theory of electronic excitations of finite many-electron systems, the time-dependent Kohn-Sham equation with an adiabatic local density approximation for the interaction energy function offers an attractive compromise towards the goals of accuracy and computational practicality. But even within the TDLDA scheme there are several methods in use, and our purpose was to compare them on the same footing by applying them to the same physical problem, and demanding the same accuracy. The goal is to gain a general understanding of the numerical resources (total numbers of arithmetic operations and computer memory) required by the different methods. One can then extrapolate to large systems and make a judgment on which methods offer the best prospects.
We have only considered methods based on a grid representation of the electron wave functions, and have concentrated on two algorithms, the NP method in real time and real space, and the CMP method in Fourier transformed time and space.
We chose to study the response of the Na<sub>8</sub> cluster around the surface plasmon excitation energy. The two methods turned out to have comparable requirement on arithmetic operations. However, it should also be noted that the computational work increases with the range of frequencies that one studies in the CMP method, but not in the NP method. With latter, the entire response is obtained from a single calculation.
In comparing the two methods to ascertain their scaling with the size of the system $`N`$, we have deliberately ignored the first task in either method, the construction of the eigenstates of the static Kohn-Sham operator. In the NP method only the occupied orbitals are needed, but in the CMP method one also needs a large number of unoccupied orbitals as well. Their calculation scales like $`N_e^3`$ in principle, but in practice this phase of the computation is short compared to the dynamic calculation and so we ignore it. Let us now compare the scalings by taking the expressions in Table II, dropping the subscripts on the $`N`$ quantities. The NP method thus scales as $`N^2`$. This behavior was also found studying the excitations of long carbon molecules. The CMP method has a poorer scaling behavior, namely $`N^3`$. We also considered two other methods without however examining them in as much detail. In principle, the modified Sternheimer method in coordinate space can achieve $`N^2`$ scaling without the cost of the large $`M_T`$ factor of the real-time method. However, we did not find a reliably converging iteration procedure to solve the basic inhomogeneous linear equation set. The final method we discussed, the diagonalization method using real space and Fourier time, seems to have a poorer $`N`$-scaling than the others, but may be advantageous in some circumstances (see below).
Besides arithmetic operations, storage can play a role in the practicality of the different algorithms for large systems. Here we find that the storage requirements are grossly different for the NP and CMP methods, favoring the NP approach. From Table II, it has a $`N^2`$ scaling while the CMP method has an $`N^3`$ behavior. This is already significant in the Na<sub>8</sub> system we studied, as may be seen from Table III.
Thus our results favor the real-time and real-space methods, offering economy in both storage and arithmetic operations. However, there are a number of caveats. We have not considered the suitability of the different algorithms for parallel computing. In a parallel computing environment, the frequency-space methods gain favor because the $`M_\omega `$ factor can be trivially absorbed in the parallel processing. In addition, the diagonalization method can benefit from the parallel computation of different rows of the matrix. Also the sparseness of the Hamiltonian matrix is important for the real space method; this would be lost if for example the energy functional used the full Fock exchange interaction.
Finally, we mention two nonnumerical benefits of the real-time method: as was said earlier, it is nonperturbative and therefore allows effects of large fields to be calculated with the same effort. And it uses the same energy functional (permitting the program to call the same subroutine) for the dynamic calculation as for the static calculation to prepare the ground state.
## V Acknowledgment
We are grateful to J. Chelikowsky and I. Vasiliev for communications and providing us with their computer code. This work was supported by the Department of Energy under Grant FG06-90ER-40561, by the DGES (PB98-0345) and JCyL (VA28/99), and by he Grant-in-Aid for Scientific Research from the Ministry of Education, Science and Culture (Japan), No. 11640372. AR acknowledges the hospitality of the Institute for Nuclear Theory where this work was started and the computer time provided by the C<sup>4</sup> (Centre de Computació i Comunicacions de Catalunya). |
warning/0003/hep-ph0003224.html | ar5iv | text | # Hermitian quark mass matrices with four texture zeros
## I Introduction
The standard model is known to have a large number of parameters. However, most of them are contained in the pair of quark mass matrices, $`M_U`$ and $`M_D`$. Of the thirty-six parameters in these two complex matrices, only ten \[six quark masses, three Cabibbo-Kobayashi-Maskawa (CKM) angles and a CP phase\] are physical. This redundancy arises from unphysical, right-handed (RH) rotations in both the $`U`$\- and $`D`$-sectors, in addition to common left-handed (LH) rotations, which cancel out in the CKM matrix, $`V^{\text{CKM}}=V_U^{}V_D`$, where $`V_U^{}M_UU_U=M_U^{\text{diag}}`$ and $`V_D^{}M_DU_D=M_D^{\text{diag}}`$. To eliminate these unphysical degrees of freedom, it was pointed out earlier that RH rotations can be used to reduce both $`M_U`$ and $`M_D`$ to the upper triangular form, which in the hierarchical basis exhibits most clearly the quark masses and left-handed (LH) rotation angles,
$$M_UU_U^R=M_U^t=\left(\begin{array}{ccc}X& X& X\\ 0& X& X\\ 0& 0& X\end{array}\right),$$
(1)
$$M_DU_D^R=M_D^t=\left(\begin{array}{ccc}X& X& X\\ 0& X& X\\ 0& 0& X\end{array}\right).$$
(2)
The matrices $`U_U^R`$ and $`U_D^R`$ can be constructed explicitly as $`R_{13}R_{23}R_{12}`$, such that $`R_{13}`$ eliminates the (3,1) element of $`M`$, etc. Another way to obtain the triangular matrix elements directly is by a geometric argument. Let us write a general (real) matrix $`M`$ in the form:
$$M=\left(\begin{array}{ccc}a_1& a_2& a_3\\ b_1& b_2& b_3\\ c_1& c_2& c_3\end{array}\right).$$
(3)
We may regard the three rows as components of the vectors $`\stackrel{}{a},\stackrel{}{b}`$ and $`\stackrel{}{c}`$. Then the transformation into the triangular form amounts to a rotation into a new coordinate system where the axes are aligned in the directions of the unit vectors: $`(\stackrel{}{b}\times \stackrel{}{c})/|\stackrel{}{b}\times \stackrel{}{c}|`$, $`\stackrel{}{c}\times (\stackrel{}{b}\times \stackrel{}{c})/(|\stackrel{}{c}||\stackrel{}{b}\times \stackrel{}{c}|)`$, and $`\stackrel{}{c}/|\stackrel{}{c}|`$, respectively. It follows that
$$M^t=\left(\begin{array}{ccc}\frac{\stackrel{}{a}(\stackrel{}{b}\times \stackrel{}{c})}{\stackrel{}{b}\times \stackrel{}{c}}& \frac{(\stackrel{}{a}\times \stackrel{}{c})(\stackrel{}{b}\times \stackrel{}{c})}{\stackrel{}{c}\stackrel{}{b}\times \stackrel{}{c}}& \frac{\stackrel{}{a}\stackrel{}{c}}{\stackrel{}{c}}\\ 0& \frac{\stackrel{}{b}\times \stackrel{}{c}}{\stackrel{}{c}}& \frac{\stackrel{}{b}\stackrel{}{c}}{\stackrel{}{c}}\\ 0& 0& \stackrel{}{c}\end{array}\right).$$
(4)
For complex vectors $`\stackrel{}{a},\stackrel{}{b}`$ and $`\stackrel{}{c}`$, each transforms as a 3 under RH SU(3) rotations. From $`[\mathrm{𝟑}\times \mathrm{𝟑}]_{anti}\overline{\mathrm{𝟑}}`$, $`[\mathrm{𝟑}\times \mathrm{𝟑}\times \mathrm{𝟑}]_{anti}\mathrm{𝟏}`$, etc., we readily find:
$$M^t=\left(\begin{array}{ccc}\frac{\stackrel{}{a}(\stackrel{}{b}\times \stackrel{}{c})}{\stackrel{}{b}\times \stackrel{}{c}}& \frac{(\stackrel{}{a}\times \stackrel{}{c})(\stackrel{}{b^{}}\times \stackrel{}{c^{}})}{\stackrel{}{c}\stackrel{}{b}\times \stackrel{}{c}}& \frac{\stackrel{}{a}\stackrel{}{c^{}}}{\stackrel{}{c}}\\ 0& \frac{\stackrel{}{b}\times \stackrel{}{c}}{\stackrel{}{c}}& \frac{\stackrel{}{b}\stackrel{}{c^{}}}{\stackrel{}{c}}\\ 0& 0& \stackrel{}{c}\end{array}\right).$$
(5)
Note that this construction is unique up to a diagonal phase matrix multiplying from the right: $`M^tM^tP`$, $`P=`$ diagonal phase matrix.
After we have transformed $`M_U`$ and $`M_D`$ to the upper triangular form, we may reduce them further by common LH rotations on both. Since there are three degrees of freedom in these rotations, we can use them to generate three additional zeros in the pair. Note that this result is only approximately correct. The LH rotations will generate small elements in the lower-left part of the matrices, which can be removed by even smaller RH rotations. Thus, the process actually consists of a sequence of rotations $`R_i`$, which can be schematically expressed as $`R_3((\frac{m_1}{m_2})^2V_{12},(\frac{m_2}{m_3})^2V_{23},(\frac{m_1}{m_3})^2V_{13})R_1(V_{12},V_{23},V_{13})MR_2(\frac{m_1}{m_2}V_{12},\frac{m_2}{m_3}V_{23},\frac{m_1}{m_3}V_{13})`$.
The above argument provides an algorithm to reduce any pair of $`M_U`$ and $`M_D`$ into upper triangular forms, with the minimal nine non-vanishing elements between the two matrices. As was shown earlier, the most interesting property of this reduction is that to a good approximation, all of the remaining nine non-vanishing matrix elements in $`M^U`$ and $`M^D`$ are physical and are simple products of a quark mass and some CKM matrix elements. This method can thus provide us with a powerful tool to assess the viability of any proposed mass matrices. It was applied to hermitian mass matrices with five texture zeros, and a unique pair is identified as most favorable to present data .
In this paper, we will apply the same technique to the study of hermitian mass matrices with four texture zeros, which generally entail one testable relation for each pair. The study of 4-texture-zero hermitian mass matrices has been a subject of interest recently \[3-8\]. Attentions have been focused on specific models or structures, which can lead to predictive values for the CKM matrix elements. However, due to the complexity involved in the analysis, no complete investigation has been performed so far. Using the triangular basis can greatly reduce the amount of work involved in analyzing the viability of 4-zero textures. With this efficient tool, we are able to provide the first complete study of all viable four-zero texture pairs that exhibit hierarchical structure. The results are presented in Tables I through IV.
## II Hermitian Mass Matrices and Texture Zeros
We start with quark mass matrices in the triangular form. Using the mass relations $`m_u:m_c:m_t\lambda ^8:\lambda ^4:1`$ and $`m_d:m_s:m_b\lambda ^4:\lambda ^2:1`$, and the CKM elements $`V_{us}=\lambda `$, $`V_{cb}\lambda ^2`$, $`V_{ub}\lambda ^4`$, and $`V_{td}\lambda ^3`$, the properly normalized Yukawa matrices for $`U`$ and $`D`$ can be put into the most general triangular form,
$$T^U=\left(\begin{array}{ccc}a_U\lambda ^8& b_U\lambda ^6& c_U\lambda ^4\\ 0& d_U\lambda ^4& e_U\lambda ^2\\ 0& 0& 1\end{array}\right),T^D=\left(\begin{array}{ccc}a_D\lambda ^4& b_D\lambda ^3& c_D\lambda ^3\\ 0& d_D\lambda ^2& e_D\lambda ^2\\ 0& 0& 1\end{array}\right).$$
(6)
Here, all of the coefficients ($`a,b,\mathrm{}`$) are assumed to be of order unity or less. Without loss of generality, we also take the diagonal parameters (i.e. $`a_U`$, $`a_D`$, $`d_U`$, $`d_D`$) to be real throughout this paper. We offer the following remarks.
1. The hierarchical structures of $`T^U`$ and $`T^D`$ are manifest. As was shown earlier, we can diagonalize them approximately with only a LH rotation, $`M_{U,D}^{\text{diag}}V_{U,D}^{}T^{U,D}`$, with the matrix elements $`(V_{U,D})_{ij}T_{ij}^{U,D}/T_{jj}^{U,D}`$ ($`i<j`$).
2. The diagonal elements of $`T^U`$ and $`T^D`$ are essentially the quark masses. The CKM matrix elements are simply given by $`V_{ij}^{\text{CKM}}(V_D)_{ij}(V_U)_{ij}`$, ($`i<j`$). These simple relations are lost when we go to other bases, including the hermitian basis. Triangular matrices thus stand out as the unique basis whose matrix elements correspond directly to quark masses and LH rotation angles. This feature makes the triangular form especially useful for analyzing the texture of quark mass matrices.
3. To avoid fine tuning in generating the CKM mixings, naturalness criteria has been imposed when writing the above triangular matrices. This simply implies that, for the LH rotation angles, $`|V_{U,D}|_{ij}|V_{ij}^{\text{CKM}}|\times 𝒪(1)`$. Note that this condition can always be implemented by applying a common LH rotation on $`T^U`$ and $`T^D`$.
4. We can put $`T^U`$ and $`T^D`$ in the minimal parameter basis (m.p.b.), with only three nonzero off-diagonal elements between them. This is achieved from Eq. (6) by common LH rotations to generate three zeros. For example, the (1,3) element of $`T^D`$ can be set to zero by a common LH rotation $`R_{13}(c_D\lambda ^3)`$. This method produces ten pairs of triangular matrices, as listed in Table I of Ref.. The elements of each pair consist of a simple product of quark mass and CKM elements. Nothing is unphysical in the m.p.b.. As a result, the viability of a given texture can be readily tested by turning it into one of the ten.
Turning now to hermitian matrices, the consequences of their texture zeros can be easily understood in terms of the triangular parameters of Eq. (6). For this purpose, one can start from Eq. (6) and, by a RH rotation, generate the corresponding hermitian form,
$`Y^U`$ $`=`$ $`\left(\begin{array}{ccc}\left(a_U+c_Uc_U^{}+\frac{b_Ub_U^{}}{d_U}\right)\lambda ^8& (b_U+c_Ue_U^{})\lambda ^6& c_U\lambda ^4\\ (b_U^{}+c_U^{}e_U)\lambda ^6& (d_U+e_Ue_U^{})\lambda ^4& e_U\lambda ^2\\ c_U^{}\lambda ^4& e_U^{}\lambda ^2& 1\end{array}\right)\times (1+𝒪(\lambda ^4)),`$ (10)
$`Y^D`$ $`=`$ $`\left(\begin{array}{ccc}\left(a_D+\frac{b_Db_D^{}}{d_D}\right)\lambda ^4& b_D\lambda ^3& c_D\lambda ^3\\ b_D^{}\lambda ^3& d_D\lambda ^2& e_D\lambda ^2\\ c_D^{}\lambda ^3& e_D^{}\lambda ^2& 1\end{array}\right)\times (1+𝒪(\lambda ^2)).`$ (14)
We immediately see that whereas off-diagonal hermitian zeros (e.g. $`Y_{13}^U`$, $`Y_{23}^U`$ or $`Y_{ij}^D`$ ($`ij`$)) have a one-to-one correspondence to zeros in the triangular form, the diagonal hermitian zeros (i.e. $`Y_{11}^U`$, $`Y_{22}^U`$, and $`Y_{11}^D`$) entail definite relations between diagonal and off-diagonal triangular parameters (i.e. quark masses and LH rotation angles). Note that these simple relations between the hermitian and triangular forms are approximate, and follow from the hierarchical structure in Eq. (6).
We are thus led to the following procedure in analyzing hermitian texture zeros. First, we obtain all possible textures with certain number of zeros for $`Y^U`$ and $`Y^D`$ by referring to Eq. (10) and Eq. (14), as listed in Tables I and III. Then we can list all the 4-texture-zero pairs. Second, each pair is transformed into one of the ten triangular forms in the m.p.b., using common LH rotations when necessary. Possible relations between quark masses and mixing can then be read-off for each pair by referring to Table I of Ref. . Finally, we arrive at all the viable textures after confronting the prediction of each pair with data. In the next section, we apply this procedure to the analysis of hermitian matrices with four texture zeros.
## III Analyses of Matrices with Four Texture Zeros
The study of viable 4-texture-zero pairs is straightforward by following the procedure outlined above. For convenience in our analysis and presentation, we categorize the mass matrix pairs $`(M_U,M_D)`$ according to whether or not the $`(1,1)`$ matrix element is zero:
1) $`M_U^{11}=0,M_D^{11}=0`$,
2) $`M_U^{11}0,M_D^{11}=0`$,
3) $`M_U^{11}=0,M_D^{11}0`$,
4) $`M_U^{11}0,M_D^{11}0`$.
The results are presented in Tables I-IV, which contain all the viable 4-texture-zero pairs. It is seen from the Tables that almost all of the viable textures have $`M_D^{11}=0`$.
The first category involves eight types of hermitian matrices, which are listed in Table I along with their corresponding triangular forms. These hermitian matrices contain 1, 2 and 3 texture zeros for $`M_U`$ and/or $`M_D`$. Their corresponding triangular matrices can be simply obtained from Eqs. (10) and (14). They are then paired up to form possible patterns for the quark mass matrices. Note that $`M_2,M_3,M_6,M_7`$ and $`M_8`$ are the ones appearing in the analysis of five texture-zero matrices . One notable feature about the pairing is that $`M_U`$ and $`M_D`$ allow different texture zeros, as can be seen from Eqs. (10) and (14). For example, whereas $`M_D^{22}0`$ (unless we give up naturalness), $`M_U^{22}=0`$ is allowed due to the much larger mass hierarchy in the up-quark sector. As a second example, $`M_U^{11}=M_U^{22}=0`$ is allowed but the same relation is not valid for $`M_D`$ again because of the different mass hierarchies. As another tip for the pairing, a quick check on the CKM matrix element can be useful in the screening of possible candidates. For instance, the $`(M_4,M_4)`$ pair is out because both their (2,3) elements are zero, which in turns gives $`V_{cb}0`$. The same can not be said about hermitian pairs with vanishing (1,3) elements. Here, $`V_{ub}`$ and $`V_{td}`$ may or may not vanish since they are of higher order in $`\lambda `$, and may be induced from a combined $`R_{12}`$ and $`R_{23}`$ rotations. In this latter case, a further investigation is required.
The viability of each $`(M_U,M_D)`$ pair can be assessed by converting them, through common LH rotations if necessary, into one of the ten triangular pairs in the m.p.b. as listed in Table I of Ref. . Testable relations can then be obtained. To illustrate the method, we first study the $`(M_8,M_1)`$ pair in detail. The triangular forms for $`M_8`$ and $`M_1`$ are given by:
$$M_8M_U^t\left(\begin{array}{ccc}a_U\lambda ^8& b_U\lambda ^6& 0\\ 0& d_U\lambda ^4& e_U\lambda ^2\\ 0& 0& 1\end{array}\right),$$
(15)
$$M_1M_D^t\left(\begin{array}{ccc}a_D\lambda ^4& b_D\lambda ^3& c_D\lambda ^3\\ 0& d_D\lambda ^2& e_D\lambda ^2\\ 0& 0& 1\end{array}\right).$$
(16)
Here, $`d_U=|e_U|^2`$. This ($`M_U^t,M_D^t`$) pair has eleven nonzero elements, and two more zeros are needed to put it into one of the ten triangular pairs in the m.p.b.. There are several ways to achieve this. For example, a common LH 2-3 rotation with $`\theta _{23}e_U\lambda ^2`$ will set the $`(2,3)`$ element of $`M_U`$ to zero, and a common LH 1-2 rotation with $`\theta _{12}\frac{b_D}{d_D}\lambda `$ will generate a second zero at the $`(1,2)`$ position of $`M_D`$. In this way, we arrive at
$$M_U^t^{}=R_{12}(\frac{b_D}{d_D}\lambda )R_{23}(e_U\lambda ^2)M_U^t\left(\begin{array}{ccc}a_U\lambda ^8& b_U\lambda ^6\frac{b_D}{d_D}d_U\lambda ^5& 0\\ 0& d_U\lambda ^4& 0\\ 0& 0& 1\end{array}\right),$$
(17)
$$M_D^t^{}=R_{12}(\frac{b_D}{d_D}\lambda )R_{23}(e_U\lambda ^2)M_D^t\left(\begin{array}{ccc}a_D\lambda ^4& 0& c_D\lambda ^3\frac{b_D}{d_D}(e_De_U)\lambda ^3\\ 0& d_D\lambda ^2& (e_De_U)\lambda ^2\\ 0& 0& 1\end{array}\right).$$
(18)
Identifying $`(M_U^t^{},M_D^t^{})`$ with the 5th triangular pattern in Table I of Ref. gives,
$$\lambda ^2b_U/d_U\lambda b_D/d_D=V_{us}/V_{cs}.$$
(19)
As $`M_U^{11}=M_D^{11}=0`$ in the hermitian form, we have two corresponding relations in terms of triangular parameters: $`a_U=\frac{|b_U|^2}{d_U}`$ and $`a_D=\frac{|b_D|^2}{d_D}`$. With these two relations, Eq. (19) can be written in the well known form,
$$\left|\frac{V_{us}}{V_{cs}}\right|\left|\sqrt{\frac{m_d}{m_s}}e^{i\delta }\sqrt{\frac{m_u}{m_c}}\right|,$$
(20)
where $`\delta \text{arg}[b_Ud_D/d_Ub_D]`$. From Eqs. (17-18) and Table I of Ref. , we note that the standard model $`CP`$-violation depends on additional phases besides $`\delta `$, thus leaving $`\delta `$ a free parameter. In this sense, Eq. (20) places a constraint on the mass matrices in fixing the phase $`\delta `$, but it is not a prediction in terms of physical quantities alone. We conclude that the $`(M_8,M_1)`$ pair is a viable texture since Eq. (20) can be made valid with a properly chosen phase $`\delta `$.
To assess the viability of any given texture, we will need to know about the quark masses and CKM elements. We use for the quark masses at $`m_Z`$ values taken from Ref. . The CKM matrix elements are taken from , except for $`V_{ub}`$ and $`V_{td}`$, for which we use a recent update :
$$\left|\frac{V_{ub}}{V_{cb}}\right|_{exp}=0.093\pm 0.014,$$
(21)
$$0.15<\left|\frac{V_{td}}{V_{ts}}\right|_{exp}<0.24.$$
(22)
Whereas Eq. (21) comes from an average of the LEP and SLD measurements, Eq. (22) comes from a standard model fit to the electroweak data. Note that Eq. (22) implies $`|V_{td}|<0.01`$.
After a straightforward analysis of all possible texture pairs, we arrive at the nine viable pairs of hermitian matrices for the first category. These are listed in Table II, together with their testable relations. Note that relations R1 and R2 allow two different solutions depending on the sign of $`d_U`$, and that some textures share the same quark mass-mixing relation.
Also listed in Table II is the particular pair (pattern 10) which is parallel in structure: $`(M_3,M_3)`$. This texture pair has been the center of focus in recent studies of hermitian 4-texture-zero quark mass matrices. To analyze the predictions of this pair, we first write down the triangular form,
$$M_3M_U^t\left(\begin{array}{ccc}a_U\lambda ^8& b_U\lambda ^6& 0\\ 0& d_U\lambda ^4& e_U\lambda ^2\\ 0& 0& 1\end{array}\right),$$
(23)
$$M_3M_D^t\left(\begin{array}{ccc}a_D\lambda ^4& b_D\lambda ^3& 0\\ 0& d_D\lambda ^2& e_D\lambda ^2\\ 0& 0& 1\end{array}\right).$$
(24)
We need one more zero to put the triangular pair $`(M_U^t,M_D^t)`$ in the m.p.b., and this can be attained by a common LH 2-3 rotation of $`\theta _{23}e_U\lambda ^2`$ ($`\theta _{23}e_D\lambda ^2`$) to set the $`(2,3)`$ element of $`M_U^t`$ ($`M_D^t`$) to zero. For example, we can have
$$M_U^t^{}=R_{23}(e_U\lambda ^2)M_U^t\left(\begin{array}{ccc}a_U\lambda ^8& b_U\lambda ^6& 0\\ 0& d_U\lambda ^4& 0\\ 0& 0& 1\end{array}\right),$$
(25)
$$M_D^t^{}=R_{23}(e_U\lambda ^2)M_D^t\left(\begin{array}{ccc}a_D\lambda ^4& b_D\lambda ^3& 0\\ 0& d_D\lambda ^2& (e_De_U)\lambda ^2\\ 0& 0& 1\end{array}\right).$$
(26)
Note that $`(M_U^t^{},M_D^t^{})`$ corresponds to the 2nd of the ten triangular pairs in the m.p.b. as listed in Table I of Ref . A simple comparison between them gives the following relations for the hermitian $`(M_3,M_3)`$ texture:
$$\frac{V_{ub}}{V_{cb}}\frac{b_U}{d_U}\lambda ^2,\frac{V_{td}^{}}{V_{cb}V_{cs}}\frac{b_D}{d_D}\lambda ,$$
(27)
and
$$\text{arg}\left[\frac{b_Ud_D}{d_Ub_D}\right]\alpha \text{arg}\left[\frac{V_{td}V_{tb}^{}}{V_{ud}V_{ub}^{}}\right],$$
(28)
where $`\alpha `$ is the $`\alpha `$-angle of unitarity triangle. Now the two zeros at the $`(1,1)`$ position of $`(M_3,M_3)`$ imply two relations among the triangular parameters: $`|b_U^2|=a_Ud_U`$ and $`|b_D^2|=a_Dd_D`$. This allows us to rewrite Eq. (27) in the form,
$$\left|\frac{V_{ub}}{V_{cb}}\right|\sqrt{\frac{m_u}{m_c}},$$
(29)
$$\left|\frac{V_{td}}{V_{ts}}\right|\sqrt{\frac{m_d}{m_s}}.$$
(30)
Using the unitarity of the CKM matrix, the two relations in Eq. (27) can be combined to give
$`{\displaystyle \frac{V_{us}}{V_{cs}}}`$ $`=`$ $`{\displaystyle \frac{V_{ub}}{V_{cb}}}+{\displaystyle \frac{V_{td}^{}}{V_{cb}V_{cs}}}{\displaystyle \frac{b_D}{d_D}}\lambda {\displaystyle \frac{b_U}{d_U}}\lambda ^2,`$ (31)
where we have assumed $`\mathrm{det}V^{\text{CKM}}=1`$ without loss of generality. Using $`|b_U^2|=a_Ud_U`$, $`|b_D^2|=a_Dd_D`$, and Eq. (28), Eq. (31) can be cast in the form,
$$\left|\frac{V_{us}}{V_{cs}}\right|\left|\sqrt{\frac{m_d}{m_s}}e^{i\alpha }\sqrt{\frac{m_u}{m_c}}\right|.$$
(32)
Note that Eq. (32) is similar but different from Eq. (20): while the phase in Eq. (32) is in principle fixed by the $`CP`$-violation parameter $`ϵ_K`$ to be $`\alpha \pi /2`$ , the phase $`\delta `$ in Eq. (20) can be varied freely as the standard model $`CP`$ violation depends on other phases as well. The relations in Eqs.(29), (30), and (32) were also obtained in Ref. .
Whereas Eqs. (30) and (32) are allowed by data, the prediction of Eq. (29), $`V_{ub}/V_{cb}=0.059\pm 0.006`$, is disfavored by the recent measurement (see Eq. (21) ). The same conclusion has been reached for three of the five hermitian pairs in our five-texture-zero analysis. It is interesting and surprising that going to four-texture-zero does not help with this problem of low $`V_{ub}/V_{cb}`$. Furthermore, even varying $`m_u`$ and $`m_c`$ in a reasonable range will not be able to accommodate a value of $`V_{ub}/V_{cb}=0.08`$ . In this regard, we are in disagreement with the analysis of Ref. , where much larger values ($`0.0830.099`$) for $`V_{ub}/V_{cb}`$ were obtained. We note also that texture zeros are not invariant under change of basis. Our result for the pair ($`M_3,M_3`$) is valid only in the hierarchical basis. Otherwise, larger values of $`V_{ub}/V_{cb}`$ are allowed, as in Eqs.(23-26) of Ref. . For these reasons, we exclude the $`(M_3,M_3)`$ pair from the “Yes” column in Table II.
It is worthwhile to compare in detail the results of our two examples. Both the pairs $`(M_8,M_1)`$ and $`(M_3,M_3)`$ have four texture zeros. But the former yields one relation that is not physically predictive in nature (Eq.(20)), while the later gives rise to two independent predictions of Eqs.(29-30) (note that Eq. (32) is not independent).
In general, for a pair of hermitian matrices with four texture zeros, there are eight real parameters plus one or more phases, so we expect at most one prediction. This is the case for the pair $`(M_8,M_1)`$, where we have more than one unremovable phases and no physical prediction. The situation is different with $`(M_3,M_3)`$. From Eqs.(25-26), using $`a_U=|b_U|^2/d_U`$ and $`a_D=|b_D|^2/d_D`$, the independent parameters are $`|b_U|`$, $`|b_D|`$, $`|d_U|`$, $`|d_D|`$, $`|e_Ue_D|`$, plus two overall mass scales and one physical phase. Thus, triangularization reveals that the pair $`(M_3,M_3)`$ actually contains one less parameter than expected, because only the combination $`(e_Ue_D)`$ enters. Put another way, we could set $`e_U=0`$ (or $`e_D=0`$) without any effect. This means that the physical contents of $`(M_3,M_3)`$ are the same as the five texture zero pair $`(M_7,M_3)`$ or $`(M_3,M_7)`$. In addition, we can see that the five-zero pair $`(M_8,M_3)`$ also reduces to the same triangular form by a LH 2-3 rotation. Thus, we conclude that all four pairs, $`(M_3,M_3)`$, $`(M_7,M_3)`$, $`(M_3,M_7)`$, and $`(M_8,M_3)`$, are physically equivalent. The analytical predictions of the last three pairs were studied in Ref. .
Similar analyses of the hermitian pairs with $`M_U^{11}0`$ and/or $`M_D^{11}0`$ follow directly. The results are presented in Tables III and IV. In Table III, we list the nine hierarchical hermitian matrices with $`(1,1)0`$ that are used in the construction of viable hermitian pairs. The corresponding triangular matrices are also given in the table. The viable hermitian 4-texture-zero pairs constructed from Tables I and III are listed in Table IV, together with their predictions for quark mixing. Whereas there is no viable pair with both $`M_U^{11}0`$ and $`M_D^{11}0`$, nine pairs with $`M_U^{11}0`$ and $`M_D^{11}=0`$ are found to be compatible with data. Of the hermitian matrices with $`M_U^{11}=0`$ and $`M_D^{11}0`$, one pair is viable, and the 2nd pair, $`(M_2,M_{12})`$, leads to the same prediction for $`V_{ub}`$ as that of the 5th five-texture-zero pair (see Eq.(15) in Ref. ). This pair allows two different relations depending on the sign of $`d_U`$. While the plus-sign relation is marginally acceptable, the minus-sign relation is disfavored by data.
Before we leave this section, we would like to point out that some of the disfavored hermitian pairs can give rise to nontrivial predictions. For example, the four pairs, $`(M_1,M_{17})`$ and $`(M_i,M_{13})`$ ($`i=2,4,5`$), all lead to the relation:
$`\left|V_{td}\right|`$ $``$ $`\sqrt{V_{us}^2m_c/m_t+m_u/m_t}=|V_{us}|\sqrt{m_c/m_t}\times (1+𝒪(\lambda ^2))>1\%.`$ (33)
This prediction contradicts the experimental limit of $`|V_{td}|<1\%`$, as can be derived from $`B\overline{B}`$ mixing (see also Eq. (22)). As another example, the hermitian pair $`(M_2,M_{11})`$ entails the relation:
$`|V_{cb}|`$ $``$ $`\sqrt{{\displaystyle \frac{m_c}{m_t}}}\left(1+{\displaystyle \frac{m_u}{m_cV_{us}^2}}\right)^{\frac{1}{2}}=\sqrt{{\displaystyle \frac{m_c}{m_t}}}\times (1+𝒪(\lambda ^2))0.06,`$ (34)
which is too large for this texture to be viable.
A notable feature about Tables I-IV is that some texture pairs lead to the same relation, like patterns 1, 2, 5, and 6. It can be shown that these texture pairs are related by weak basis transformation, and thus are physically equivalent.
## IV Conclusions
Because of the many redundancies in the quark mass matrices, a lot of work has been done in search for more restrictive patterns of matrices which are still compatible with experiments. In the literature, such considerations have focused on hermitian mass matrices with a certain number of texture zeros. It was found that the maximum allowed number of texture zeros is five. Amongst them one unique pattern has been identified which is most favorable with data. It is worthwhile to understand the situation for pairs of matrices with fewer texture zeros.
In this paper, we have investigated systematically hermitian hierarchical quark mass matrices with four texture zeros. By transforming the hermitian matrices into the triangular form in the minimal parameter basis, and using the fact that the latter contains only physical masses and CKM matrix elements, we can quickly rule out many of the possible pairs of mass matrices. For the remaining candidates, we showed that each pattern of texture zeros implies certain relations between quark masses and mixing. These relations can be used to determine the viability of each pair of mass matrices by comparing them with available data. In this way we identified nineteen pairs of mass matrices which are compatible with current data. One pair (pattern 21) is marginal, with the final verdict depending on more accurate experimental numbers. Of the nineteen viable textures, none has a parallel structure between the up and down mass matrices. In particular, the popular parallel-structure pair that has been a focus of much attention, pattern 10, leads to a low value of $`V_{ub}/V_{cb}`$, and is not favorable with present data. We also found that, by a proper LH rotation, pattern 10 can be shown to have the same physical contents as three (which are themselves equivalent) of the five pairs studied earlier . The asymmetry between up and down quark mass matrix textures could serve as a useful guideline in search for realistic models of quark-lepton masses.
###### Acknowledgements.
We would like to thank Sadek Mansour for helpful discussions. G.W. would like to thank the National Center for Theoretical Sciences of Taiwan for its hospitality during the final stage of this work. S.C. is supported by the Purdue Research Foundation. T.K. and G.W. are supported by DOE, Grant No. DE-FG02-91ER40681 and No. DE-FG03-96ER40969, respectively. |
warning/0003/hep-ph0003243.html | ar5iv | text | # VUTH 00-8FNT/T-00/04WU-B 00-08 Semi-inclusive structure functions in the spectator model
## I Introduction
Totally inclusive deep-inelastic scattering (DIS) in the past years provided us with rather precise knowledge of the distribution functions of the proton and the neutron, helping us to understand their inner structure and raising questions yet unanswered. Semi-inclusive DIS displays even richer characteristics. Detecting at least one of the hadrons produced in the high-energy scattering process and measuring its momentum, one is then sensitive not only to the distribution of partons inside the target hadron, but also to the mechanism of hadronization, through which a quark gives rise to a jet of new hadrons. We are then able to measure not only the distribution functions, but also the so-called fragmentation functions. Neither the distribution nor the fragmentation functions can be calculated from first principles within perturbative QCD, because they belong to the non-perturbative realm of bound states. Therefore, models are required.
If only the dominant light-cone component of the momentum of the outgoing hadron is measured, its transverse components being integrated over, then the structure functions appearing in cross-sections will be products of a distribution and a fragmentation function. The already established knowledge of the distribution functions enables one to extract the shape of the fragmentation functions (cf. ) and to compare it with other results coming from different experiments, such as electron-positron annihilation.
On the other hand, if we manage to measure the transverse momentum of the outgoing hadron we have the opportunity to study some new interesting distribution and fragmentation functions. In particular, already to leading order in an expansion in powers of $`\frac{1}{Q}`$ we have access to chiral odd and time-reversal odd functions, as well as functions related to the transverse momentum carried by quarks relative to their parent hadrons momentum . These functions are presently considered to be very interesting and their experimental measurement is in progress (HERMES, COMPASS, RHIC). The only major inconvenience of dealing with cross sections differential in the transverse momentum of the outgoing hadron is that the structure functions are no more simple products of a distribution and a fragmentation function, but rather convolutions of those.
In this context model evaluations of the structure functions can be very useful. The spectator model proved to be in qualitative agreement with the known (transverse momentum integrated) distribution and fragmentation functions evolved at low energies . Therefore, we expect it to give reasonable estimates for the convolution integrals in semi-inclusive DIS, provided that the inclusion of transverse momentum of partons does not spoil factorization properties, as it is usually assumed .
We are aware that our results cannot be considered as precise predictions of experimental quantities, because of the limitations and the simplicity of the model.
The model incorporates only valence quark distribution and fragmentation, neglecting the presence of sea-quarks, gluons and evolution. Therefore, it is supposed to reproduce the shape of the valence-quark distribution and fragmentation at a low energy scale, which is not known a priori. To give an estimate of this scale, one can compare the total momentum carried by quarks as given by the spectator model with the same quantity as given by parameterizations of the distribution functions at a known energy scale. Such a comparison suggests that the spectator model is valid at an energy scale of about 0.2-0.3 GeV.
In principle, the results we obtain need to be evolved to higher energy scales by means of evolution equations for a final comparison with experiment. Evolution equations for transverse momentum dependent functions are not yet known. In this article, therefore, we refrain from taking into account radiative corrections. Nevertheless, we are confident to describe correctly the main features and properties of the structure functions at low (intrinsic) transverse momentum, since perturbative corrections are expected to affect mainly the high transverse momentum tails of these functions.
The spectator model is a semi-phenomenological model, which relies mainly on the idea of describing the hadron as an ensemble of a free parton (struck in the scattering process) and a fictitious, unphysical particle, the spectator, with the right quantum numbers.
The model, at least in its present version, cannot describe time-reversal odd functions, since it does not incorporate final state interactions. On the other hand, the advantages of the model resides in the fact that it is simple, it is covariant and it gives a clear estimate of the distribution of partonic transverse momentum. Last but non least, the model can be treated in wide parts analytically. Some numerical integrations are required only when the cross section is kept differential also in the transverse momentum of the produced hadron.
In Sec. II we briefly review the general formalism utilized to treat semi-inclusive DIS, with emphasis on the structure functions calculable using the spectator model. In Sec. III we present the basic properties of the model and we give the results of our analysis, highlighting what are the broad features that could possibly be observed in experiments.
## II Semi-inclusive DIS
The cross section for a semi-inclusive DIS event can be written in terms of the contraction between a lepton and a hadron tensor. For instance in the target rest frame we can make use of the formula
$$\frac{\mathrm{d}\sigma }{\mathrm{d}E^{}\mathrm{d}\mathrm{\Omega }\mathrm{d}^3P_h}=\frac{\alpha ^2}{Q^4}\frac{E^{}}{E}L_{\mu \nu }W^{\mu \nu }$$
(1)
where $`P_h`$ is the momentum of the outgoing hadron,$`Q^2=q^20`$ is the absolute value of the virtuality of the exchanged photon, $`\alpha =e^2/4\pi `$ is the fine structure constant, $`E`$ and $`E^{}`$ are the energy of the incident lepton before and after the collision, respectively. $`L_{\mu \nu }`$ is the lepton tensor and $`W^{\mu \nu }`$ is the hadronic tensor.
Following a purely phenomenological approach, the hadronic tensor can be parameterized using scalar structure functions. A priori, the maximum number of independent structure functions in an arbitrary DIS process is 16. Since we will be interested only in electromagnetic scattering, this number is reduced to 9 by the gauge invariance condition, $`q_\mu W^{\mu \nu }=q_\nu W^{\mu \nu }=0`$. A convenient set of functions is formed by the spherical basis structure functions (see, e.g., ).
In the spherical basis, constraints coming from angular momentum conservation take a simpler form. From now on, we want to consider only leading terms in an expansion over $`\frac{1}{Q}`$. In the case of polarized semi-inclusive scattering, helicity conservation considerations allow us to say that five of the structure functions vanish at leading order, leaving only four non-zero structure functions. The complete form of the hadronic tensor at leading order is then
$$W^{\mu \nu }=g_{}^{\mu \nu }\frac{W_T}{2}+\mathrm{i}\epsilon _{}^{\mu \nu }\frac{W_{TT}^{}}{2}+\left(2\widehat{P}_h^\mu \widehat{P}_h^\nu +g_{}^{\mu \nu }\right)\frac{W_{TT}}{2}+\widehat{P}_h^{\{\mu }\epsilon _{}^{\nu \}\rho }\widehat{P}_{h\rho }\frac{\overline{W}_{TT}}{2},$$
(2)
where the curly brackets indicate symmetrization of the indices. For the definitions of the tensor structures appearing in the formula we need to define a normalized time-like and a normalized space-like vector
$$\widehat{t}^\mu =\frac{2x_B}{Q}\left(P^\mu q^\mu \frac{Pq}{q^2}\right),\widehat{q}^\mu =\frac{q^\mu }{Q},$$
(3)
by means of which we can define the structures
$`g_{}^{\mu \nu }`$ $`=`$ $`g^{\mu \nu }+\widehat{q}^\mu \widehat{q}^\nu \widehat{t}^\mu \widehat{t}^\nu ,`$ (4)
$`\epsilon _{}^{\mu \nu }`$ $`=`$ $`\epsilon ^{\mu \nu \alpha \beta }\widehat{q}_\alpha \widehat{t}_\beta ,`$ (5)
$`\widehat{P}_h^\mu `$ $`=`$ $`{\displaystyle \frac{g_{}^{\mu \rho }P_{h\rho }}{|g_{}^{\mu \rho }P_{h\rho }|}}.`$ (6)
By calculating the contraction between leptonic and hadronic tensor we can eventually write the following formula for the cross section in the target rest-frame:
$$\frac{\mathrm{d}\sigma }{\mathrm{d}E^{}\mathrm{d}\mathrm{\Omega }\mathrm{d}^3P_h}=\sigma _M\frac{Q^2}{2|𝒒|^2}\frac{1}{ϵ}\left\{W_T+ϵ\left(W_{TT}\mathrm{cos}2\varphi +\overline{W}_{TT}\mathrm{sin}2\varphi \right)+\lambda _e\sqrt{1ϵ^2}W_{TT}^{}\right\},$$
(7)
where $`\lambda _e`$ is the helicity of the electron, $`\varphi `$ is the angle between the scattering plane and the outgoing hadron’s momentum (see Fig. 1) and where
$`\sigma _M`$ $`=`$ $`{\displaystyle \frac{4\alpha ^2E_{}^{}{}_{}{}^{2}}{Q^4}}\mathrm{cos}^2\left({\displaystyle \frac{\theta }{2}}\right),`$ (8)
$`ϵ^1`$ $`=`$ $`1+2{\displaystyle \frac{|𝒒|^2}{Q^2}}\mathrm{tan}^2\left({\displaystyle \frac{\theta }{2}}\right),`$ (9)
$`\theta `$ being the scattering angle of the electron.
The dominant contribution to the structure functions can be calculated from the cut-diagram shown in Fig. 2, representing the hadronic part of a DIS event.
According to the usual factorization assumption, the diagram is divided into a hard partonic scattering amplitude and two soft parts, $`\mathrm{\Phi }`$ and $`\mathrm{\Delta }`$ in Fig. 2, called correlation functions. The dominant momentum direction in the upper (lower) part is given by the direction of the outgoing (target) hadron momentum, $`P_h`$ ($`P`$). Quark momenta are almost collinear to their parent hadrons allowing for small transverse components. Using Feynman rules we can give an explicit formula describing the diagram of Fig. 2, which represents the hadronic tensor:
$$2MW^{\mu \nu }=dk^+\mathrm{d}^2𝒌_Tdp^{}\mathrm{d}^2𝒑_T\delta ^{(2)}(𝒑_T+𝒒_T𝒌_T)\underset{q}{}e_q^2\text{Tr}[\mathrm{\Phi }_q\gamma ^\mu \mathrm{\Delta }_q\gamma ^\nu ]|_{\stackrel{p^+=x_BP^+}{k^{}=P_h^{}/z}},$$
(10)
where $`p`$ and $`k`$ are the momenta of the quarks respectively before and after absorbing the photon, and the index $`q`$ denotes quark flavor.
In this formula we use light-cone components of vectors in an infinite momentum frame of reference where the “$`+`$” direction is given by the momentum of the target hadron, $`P`$, the “$``$” direction is given by the momentum of the outgoing hadron, $`P_h`$, and the photon momentum is purely spatial. In this frame of reference the incident photon has a transverse component, $`𝒒_T`$. In alternative, one can work with frames of reference where the photon does not have transverse components, which are particularly convenient from the experimental point of view. In such frames the outgoing hadron’s momentum acquires a transverse component, which we will denote as $`𝑷_h`$. It can be shown that the relation between these transverse components is :
$$𝒒_T=\frac{𝑷_h}{z}.$$
(11)
In Eq. (10) the already mentioned correlation functions appear. They are second-rank Dirac tensors defined as:
$`\mathrm{\Phi }_{q(mn)}(p,P,S)`$ $`=`$ $`{\displaystyle \frac{\mathrm{d}^4x}{(2\pi )^4}\mathrm{e}^{\mathrm{i}px}P,S|\overline{\psi }_{(n)}^q(x)\psi _{(m)}^q(0)|P,S},`$ (12)
$`\mathrm{\Delta }_{q(mn)}(k,P_h,S_h)`$ $`=`$ $`{\displaystyle \frac{\mathrm{d}^4x}{(2\pi )^4}\mathrm{e}^{+\mathrm{i}kx}0|\psi _{(m)}^q(x)|P_h,S_hP_h,S_h|\overline{\psi }_{(n)}^q(0)|0}.`$ (13)
If we decompose each correlation function on a basis of 16 Dirac structures, $`\mathrm{\Gamma }_i`$, we get the following result:
$$2MW^{\mu \nu }=\underset{i,j}{}\frac{\text{Tr}[\mathrm{\Gamma }^i\gamma ^\mu \mathrm{\Gamma }^j\gamma ^\nu ]}{4}\mathrm{\hspace{0.33em}2}z\mathrm{d}^2𝒌_T\mathrm{d}^2𝒑_T\delta ^{(2)}(𝒑_T+𝒒_T𝒌_T)\underset{q}{}e_q^2\mathrm{\Phi }_q^{[\mathrm{\Gamma }_i]}\mathrm{\Delta }_q^{[\mathrm{\Gamma }_j]}.$$
(14)
where we defined
$`\mathrm{\Phi }_q^{[\mathrm{\Gamma }^i]}(x_B,𝒑_T)`$ $`=`$ $`\frac{1}{2}dp^{}\text{Tr}[\mathrm{\Phi }_q\mathrm{\Gamma }^i]|_{p^+=x_BP^+}\text{(distribution functions)},`$ (15)
$`\mathrm{\Delta }_q^{[\mathrm{\Gamma }^i]}({\displaystyle \frac{1}{z}},𝒌_T)`$ $`=`$ $`\frac{1}{4z}dk^+\text{Tr}[\mathrm{\Delta }_q\mathrm{\Gamma }^i]|_{k^{}=\frac{P_h^{}}{z}}\text{(fragmentation functions)}.`$ (16)
As a last step, the distribution and fragmentation functions are usually divided in several components, named $`f_1`$, $`g_{1L}`$, $`g_{1T}`$, …for what concerns the distribution functions, or $`D_1`$, $`G_{1L}`$, $`G_{1T}`$, …for what concerns the fragmentation functions. We will not pursue the definition of all the possible functions, for which we simply refer to . Note that each function should always carry its flavor index, $`q`$, although in the rest of this section we are going to skip it.
Using Eq. (14) and comparing it with Eq. (2) we can establish relations connecting structure functions to distribution and fragmentation functions. In the following equations we will use the frame of reference and the angles specified in Fig. 1. We chose to fix the $`x`$ axis in the direction of $`𝑷_h`$ to simplify the formulae. Note that we do not lose generality because in the hadronic tensor there is no dependence on the angle $`\varphi `$ due to cylindrical symmetry around the $`z`$ axis.
To be more concise we will denote the convolution integral appearing in the hadronic tensor and the summation over quark flavors with the following notation:
$$\left\{\mathrm{}\right\}=\frac{2z}{M}dk_xdk_ydp_xdp_y\delta \left(p_x\frac{|P_h|}{z}k_x\right)\delta (p_yk_y)\underset{q}{}e_q^2\mathrm{},$$
(17)
where the specific form of the $`\delta `$-functions is due to relation (11) and to the particular choice of our $`x`$ axis.
We are going to divide the structure functions in various contributions arising from particular polarization conditions. Therefore, we are going to label each contribution with two indices, the first one referring to the polarization of the target ($`U`$ for unpolarized, $`L`$ for longitudinally polarized, $`T`$ for transversely polarized) and the second one referring to the polarization of the outgoing hadron. We will not take into account the cases when both hadrons are polarized.
The resulting form of the structure functions is
$`W_T(x_B,z,P_h)`$ $`=`$ $`W_T^{\text{[UU]}}(x_B,z,P_h)+|S_h|\mathrm{sin}\beta _hW_T^{\text{[UT]}}(x_B,z,P_h),`$ (21)
$`W_T^{\text{[UU]}}(x_B,z,P_h)=\left\{f_1D_1\right\},`$
$`W_T^{\text{[UT]}}(x_B,z,P_h)=\left\{{\displaystyle \frac{k_x}{M_h}}f_1D_{1T}^{}\right\},`$
$`W_{TT}(x_B,z,P_h)`$ $`=`$ $`|S_{}|\mathrm{sin}\beta W_{TT}^{\text{[TU]}}(x_B,z,P_h),`$ (26)
$`W_{TT}^{\text{[TU]}}(x_B,z,P_h)=\left\{{\displaystyle \frac{k_x}{M_h}}h_{1T}H_1^{}+{\displaystyle \frac{k_yp_yp_x+k_xp_yp_y}{2M^2M_h}}h_{1T}^{}H_1^{}\right\},`$
$`W_{}^{}{}_{TT}{}^{}(x_B,z,P_h)`$ $`=`$ $`\lambda W_{}^{}{}_{TT}{}^{\text{[LU]}}(x_B,z,P_h)+|S_{}|\mathrm{cos}\beta W_{}^{}{}_{TT}{}^{\text{[TU]}}(x_B,z,P_h)`$ (35)
$`+\lambda _hW_{}^{}{}_{TT}{}^{\text{[UL]}}(x_B,z,P_h)+|S_h|\mathrm{cos}\beta _hW_{}^{}{}_{TT}{}^{\text{[UT]}}(x_B,z,P_h),`$
$`W_{}^{}{}_{TT}{}^{\text{[LU]}}(x_B,z,P_h)=\left\{g_{1L}D_1\right\},`$
$`W_{}^{}{}_{TT}{}^{\text{[TU]}}(x_B,z,P_h)=\left\{{\displaystyle \frac{p_x}{M}}g_{1T}D_1\right\},`$
$`W_{}^{}{}_{TT}{}^{\text{[UL]}}(x_B,z,P_h)=\left\{f_1G_{1L}\right\},`$
$`W_{}^{}{}_{TT}{}^{\text{[UT]}}(x_B,z,P_h)=\left\{f_1{\displaystyle \frac{k_x}{M_h}}G_{1T}\right\},`$
$`\overline{W}_{TT}(x_B,z,P_h)`$ $`=`$ $`\lambda \overline{W}_{TT}^{\text{[LU]}}(x_B,z,P_h)|S_{}|\mathrm{cos}\beta \overline{W}_{TT}^{\text{[TU]}}(x_B,z,P_h),`$ (41)
$`\overline{W}_{TT}^{\text{[LU]}}(x_B,z,P_h)=\left\{{\displaystyle \frac{k_xp_xk_yp_y}{MM_h}}h_{1L}^{}H_1^{}\right\},`$
$`\overline{W}_{TT}^{\text{[TU]}}(x_B,z,P_h)=\left\{{\displaystyle \frac{k_x}{M_h}}h_{1T}H_1^{}+{\displaystyle \frac{k_xp_xp_xk_yp_yp_x}{M^2M_h}}h_{1T}^{}H_1^{}\right\}.`$
Here, $`\lambda `$ ($`\lambda _h`$) and $`S_{}`$ ($`S_h`$) denote helicity and transverse spin of the target (outgoing) spin-$`\frac{1}{2}`$ hadron.
The distribution functions (small letters) are understood to be functions of the variables $`x_B`$ and $`𝒑_T^2`$, while the fragmentation functions (capital letters) are understood to be functions of $`\frac{1}{z}`$ and $`𝒌_T^2`$.
The functions $`D_{1T}^{}`$ and $`H_1^{}`$ are time-reversal odd and they cannot be studied in the framework of our model. For this reason we will only be able to calculate the first term of the structure function $`W_T`$ and the full structure function $`W_{TT}^{}`$.
Due to Eq. (11), integrating over the outgoing hadron transverse momentum, $`𝑷_h`$, corresponds to integrating over $`z^2𝒒_T`$. Performing this integration leads to a deconvolution of the right-hand side of Eq. (14). Consequently, the integrals over $`𝒑_T`$ and $`𝒌_T`$ can be performed separately for the distribution and fragmentation functions. Therefore, the structure functions integrated over $`𝑷_h`$ reduce to:
$`W_T(x_B,z)`$ $`=`$ $`{\displaystyle \frac{1}{M}}\mathrm{\hspace{0.33em}2}zf_1(x_B)D_1(\frac{1}{z}),`$ (42)
$`W_{TT}^{}(x_B,z)`$ $`=`$ $`{\displaystyle \frac{\lambda }{M}}\mathrm{\hspace{0.33em}2}zg_1(x_B)D_1(\frac{1}{z})+{\displaystyle \frac{\lambda _h}{M}}\mathrm{\hspace{0.33em}2}zf_1(x_B)G_1(\frac{1}{z}),`$ (44)
where the new $`𝒑_T`$ and $`𝒌_T`$-independent distribution and fragmentation functions are defined as:
$$\begin{array}{ccccccc}\hfill f_1(x_B)& & \mathrm{d}^2𝒑_Tf_1(x_B,𝒑_T^2),\hfill & & \hfill g_1(x_B)& & \mathrm{d}^2𝒑_Tg_{1L}(x_B,𝒑_T^2),\hfill \\ \hfill D_1(\frac{1}{z})& & z^2\mathrm{d}^2𝒌_TD_1(\frac{1}{z},𝒌_T^2),\hfill & & \hfill G_1(\frac{1}{z})& & z^2\mathrm{d}^2𝒌_TG_{1L}(\frac{1}{z},𝒌_T^2).\hfill \end{array}$$
(45)
## III Calculation of structure functions
### A The spectator model
For a numerical evaluation of the structure functions we will employ the distribution and fragmentation functions as estimated with a spectator model . The basic assumption of the spectator model is that the target hadron can be divided into a quark and an effective spectator state with the required quantum numbers, which is treated to a first approximation as being on-shell with a definite mass. In the case of a baryon target, this second particle is a diquark.
The same idea applies to the hadronization process: the quark fragments into a jet, from which one hadron is eventually detected; the remnants of the jet are treated effectively as an on-shell spectator state. If the detected hadron is a baryon, the second particle is an anti-diquark.
The vertex coupling the baryon to quark and diquark includes a form factor preventing the quark from being far off-shell. The large $`p^2`$-behavior of the form factor is controlled by a parameter $`\mathrm{\Lambda }`$.
We quote the analytic form of the distribution and fragmentation function we are going to use for numerical evaluation of the structure functions as obtained in . The diquark’s spin in the simplest approach can be either $`0`$ (scalar diquark with mass $`M_s`$) or $`1`$ (axial vector diquark with mass $`M_a`$). For both cases the functions can be cast in the same analytic form where only some parameters take different values. Therefore, we label the functions with an additional index $`i\{s,a\}`$ to distinguish between the two cases. The functions we consider are:
$`f_1^i(x_B,𝒑_T^2)`$ $`=`$ $`{\displaystyle \frac{n_i^2(1x_B)^3}{16\pi ^3}}{\displaystyle \frac{(m+x_BM)^2+𝒑_T^2}{(𝒑_T^2+l_i^2(x))^4}},`$ (46)
$`g_{1L}^i(x_B,𝒑_T^2)`$ $`=`$ $`a_i{\displaystyle \frac{n_i^2(1x_B)^3}{16\pi ^3}}{\displaystyle \frac{(m+x_BM)^2𝒑_T^2}{(𝒑_T^2+l_i^2(x))^4}},`$ (48)
$`g_{1T}^i(x_B,𝒑_T^2)`$ $`=`$ $`a_i{\displaystyle \frac{n_i^2(1x_B)^3}{16\pi ^3}}{\displaystyle \frac{2M(m+x_BM)}{(𝒑_T^2+l_i^2(x))^4}},`$ (50)
$`D_1^i(\frac{1}{z},𝒌_T^2)`$ $`=`$ $`{\displaystyle \frac{N_i^2(1z)^3}{16\pi ^3z^4}}{\displaystyle \frac{(m+\frac{1}{z}M_h)^2+𝒌_T^2}{(𝒌_T^2+L_i^2(z))^4}},`$ (52)
$`G_{1L}^i(\frac{1}{z},𝒌_T^2)`$ $`=`$ $`a_i{\displaystyle \frac{N_i^2(1z)^3}{16\pi ^3z^4}}{\displaystyle \frac{(m+\frac{1}{z}M_h)^2𝒌_T^2}{(𝒌_T^2+L_i^2(z))^4}},`$ (54)
$`G_{1T}^i(\frac{1}{z},𝒌_T^2)`$ $`=`$ $`a_i{\displaystyle \frac{N_i^2(1z)^3}{16\pi ^3z^4}}{\displaystyle \frac{2M_h(m+\frac{1}{z}M_h)}{(𝒌_T^2+L_i^2(z))^4}},`$ (56)
with the spin factors $`a_s=1`$ and $`a_a=\frac{1}{3}`$, and where we made use of the newly defined functions:
$`l_i^2(x_B)`$ $`=`$ $`\mathrm{\Lambda }^2(1x_B)+x_BM_i^2x_B(1x_B)M^2,`$ (57)
$`L_i^2(z)`$ $`=`$ $`\mathrm{\Lambda }^2(1{\displaystyle \frac{1}{z}})+{\displaystyle \frac{1}{z}}M_i^2{\displaystyle \frac{1}{z}}(1{\displaystyle \frac{1}{z}})M_h^2.`$ (58)
The values of the parameters of the model have been determined to be
$`\mathrm{\Lambda }`$ $`=`$ $`0.5\text{ GeV},`$ (59)
$`M_s`$ $`=`$ $`0.6\text{ GeV},M_a=0.8\text{ GeV},`$ (60)
$`m`$ $`=`$ $`0.36\text{ Gev}.`$ (61)
The functions depend only weakly on the chosen value of the quark mass $`m`$. The normalization factors $`n_i`$ and $`N_i`$ are fixed by the conditions
$`{\displaystyle dx_B\mathrm{d}^2𝒑_Tf_1^i(x_B,𝒑_T^2)}`$ $`=`$ $`1,`$ (62)
$`{\displaystyle dz\mathrm{d}^2𝒌_Tz\left(z^2D_1^i(\frac{1}{z},𝒌_T^2)\right)}`$ $`=`$ $`1.`$ (63)
Note that for the fragmentation function the normalization condition is put on the first moment.
It is noteworthy to observe that the model intrinsically describes the dependence of distribution and fragmentation functions on partonic transverse momentum. Moreover, this dependence is significantly different from the frequently used Gaussian dependence.
We gave the distribution and fragmentation functions for scalar and axial-vector diquarks. We must now address the problem of defining the hadron state in terms of the quark-diquark content. From a group theory analysis, for a proton, a neutron and a $`\mathrm{\Lambda }`$ particle the results are :
$`|p`$ $`=`$ $`\frac{1}{\sqrt{2}}|u,S+\frac{1}{\sqrt{6}}|u,A\frac{1}{\sqrt{3}}|d,A,`$ (64)
$`|n`$ $`=`$ $`\frac{1}{\sqrt{2}}|d,S\frac{1}{\sqrt{6}}|d,A+\frac{1}{\sqrt{3}}|u,A,`$ (65)
$`|\mathrm{\Lambda }`$ $`=`$ $`\frac{1}{\sqrt{12}}|u,S\frac{1}{\sqrt{12}}|d,S\frac{2}{\sqrt{12}}|s,S+\frac{1}{\sqrt{4}}|u,A\frac{1}{\sqrt{4}}|d,A.`$ (66)
Using these results, the probability of finding an up, down or strange quark in one of these hadrons is related to the probability of finding a scalar or axial-vector diquark in the following way:
$$\begin{array}{ccccccc}\hfill f_1^{pu}& =& \frac{3}{2}f_1^s+\frac{1}{2}f_1^a,\hfill & & \hfill f_1^{pd}& =& f_1^a,\hfill \\ \hfill f_1^{nu}& =& f_1^a,\hfill & & \hfill f_1^{nd}& =& \frac{3}{2}f_1^s+\frac{1}{2}f_1^a,\hfill \\ \hfill f_1^{\mathrm{\Lambda }u}& =& \frac{1}{4}f_1^s+\frac{3}{4}f_1^a,\hfill & & \hfill f_1^{\mathrm{\Lambda }d}& =& \frac{1}{4}f_1^s+\frac{3}{4}f_1^a,f_1^{\mathrm{\Lambda }s}=f_1^a.\hfill \end{array}$$
(67)
Overall normalizations ensure the correct number sum rules for valence quarks in the baryons. Analogous formulae hold for all other distribution functions and for the fragmentation functions as well.
Once we have computed the distribution and fragmentation functions for a scalar and axial-vector diquark, we can eventually calculate the argument of the convolutions occurring in the structure functions for a given process. At this stage, the (charge squared weighted) sum over quark flavors is rewritten in a weighted sum over the different diquark species:
$$\underset{q}{}e_q^2f_1^qD_1^q=\underset{i,j=s,a}{}c_{ij}f_1^iD_1^j,$$
(68)
where the coefficients depend on the type of hadrons involved.
For instance, for the following processes:
* $`epe^{}\mathrm{\Lambda }X`$
$$\frac{4}{9}f_1^{pu}D_1^{u\mathrm{\Lambda }}+\frac{1}{9}f_1^{pd}D_1^{d\mathrm{\Lambda }}=\frac{1}{6}f_1^sD_1^s+\frac{1}{2}f_1^sD_1^a+\frac{1}{12}f_1^aD_1^s+\frac{1}{4}f_1^aD_1^a;$$
(69)
* $`epe^{}p^{}X`$
$$\frac{4}{9}f_1^{pu}D_1^{up}+\frac{1}{9}f_1^{pd}D_1^{dp}=f_1^sD_1^s+\frac{1}{3}f_1^sD_1^a+\frac{1}{3}f_1^aD_1^s+\frac{2}{9}f_1^aD_1^a;$$
(70)
* $`ene^{}\mathrm{\Lambda }X`$
$$\frac{4}{9}f_1^{nu}D_1^{u\mathrm{\Lambda }}+\frac{1}{9}f_1^{nd}D_1^{d\mathrm{\Lambda }}=\frac{1}{24}f_1^sD_1^s+\frac{1}{8}f_1^sD_1^a+\frac{1}{8}f_1^aD_1^s+\frac{3}{8}f_1^aD_1^a;$$
(71)
* $`ene^{}pX`$
$$\frac{4}{9}f_1^{nu}D_1^{up}+\frac{1}{9}f_1^{nd}D_1^{dp}=\frac{1}{6}f_1^sD_1^a+\frac{2}{3}f_1^aD_1^s+\frac{5}{18}f_1^aD_1^a.$$
(72)
Analogous formulae apply to other combinations of distribution and fragmentation functions.
In the following section we will concentrate only on the first process. However, using appropriate coefficients $`c_{ij}`$ and appropriate hadron masses one can carry out the calculations for any baryon-to-baryon process.
### B Numerical results for structure functions in $`epe^{}\mathrm{\Lambda }X`$
In this section we present numerical results for structure functions of the process $`epe^{}\mathrm{\Lambda }X`$ obtained using the distribution and fragmentation functions from the spectator model. We concentrate on $`\mathrm{\Lambda }`$ production, since it is possible to determine its polarization from the kinematics of its decay. We will consider separately different experimental situations with or without polarization of the target and of the produced $`\mathrm{\Lambda }`$. In this way the various terms in Eq. 21 and Eq. 35 can be accessed.
1 – Unpolarized proton target and unpolarized produced $`\mathrm{\Lambda }`$. We performed the calculation of the structure function $`W_T^{\text{[UU]}}`$ of Eq. (21) using $`f_1`$ from Eq. (46) and $`D_1`$ from Eq. (52), with the coefficients $`c_{ij}`$ as specified in Eq. (69). After integrating over $`k_x`$ and $`k_y`$ by using the $`\delta `$-function we obtain
$`W_T^{\text{[UU]}}(x_B,z,P_h)`$ $`=`$ $`{\displaystyle \underset{i,j=s,a}{}}c_{ij}\frac{n_i^2N_j^2}{2M(2\pi )^6}(1x_B)^3\left({\displaystyle \frac{1z}{z}}\right)^3{\displaystyle dp_xdp_y}`$ (74)
$`\times {\displaystyle \frac{(m+x_BM)^2+p_x^2+p_y^2}{\left[p_x^2+p_y^2+l_i^2(x)\right]^4}}{\displaystyle \frac{\left(m+\frac{1}{z}M_h\right)^2+\left(p_x\frac{|P_h|}{z}\right)^2+p_y^2}{\left[\left(p_x\frac{|P_h|}{z}\right)^2+p_y^2+L_j^2(z)\right]^4}}.`$
The remaining integration has been carried out making use of an adaptive multi-dimensional integration method. As we remarked before, integrating out $`P_h`$ leads to a deconvolution and, consequently, the transverse momentum integration can be performed separately for the distribution and fragmentation functions as shown in Eq. (42). With the form of the functions given by the spectator model the integrations can be carried out analytically . Comparison of those analytical results with the outcome of a numerical integration has been used as a check of consistency.
The results are displayed in the plots. Fig. 3 shows the structure function $`W_T^{\text{[UU]}}`$ at $`P_h=0`$. Fig. 4 shows the contour-plot of the same function at three different values of $`P_h`$. An interesting feature is that when $`P_h`$ increases, the position of the peak slowly moves to lower values of $`z`$ while there is no change in the $`x`$ position of the peak. In other words, a hadron produced with a higher transverse momentum is more likely to carry a lower fraction of the longitudinal momentum of the original quark. We remark that this behavior is due to the kinematical conditions imposed by momentun conservation.
In Fig. 5 we show the results obtained by integrating the structure function over $`z`$ or $`x_B`$, respectively.
Finally, we can integrate over both $`z`$ and $`x_B`$ at the same time, thereby obtaining the dependence of the structure function $`W_T^{\text{[UU]}}`$ on $`P_h`$ alone (Fig. 6). This dependence is connected with the distribution of transverse momentum of quarks inside the hadron. In principle, comparison with experimental data could be used to discriminate between different assumptions on this distribution.
2 – Longitudinally polarized proton target and unpolarized produced $`\mathrm{\Lambda }`$. In this case, we need to calculate the structure function $`W_{}^{}{}_{TT}{}^{\text{[LU]}}`$ of Eq. (35). Using Eq. (48) and Eq. (52) and integrating over $`k_x`$ and $`k_y`$ using the $`\delta `$functions, we obtain the formula
$`W_{}^{}{}_{TT}{}^{\text{[LU]}}(x_B,z,P_h)`$ $`=`$ $`{\displaystyle \underset{i,j=s,a}{}}c_{ij}a_i\frac{n_i^2N_j^2}{2M(2\pi )^6}(1x_B)^3\left({\displaystyle \frac{1z}{z}}\right)^3{\displaystyle dp_xdp_y}`$ (76)
$`\times {\displaystyle \frac{(m+x_BM)^2p_x^2p_y^2}{\left[p_x^2+p_y^2+l_i^2(x)\right]^4}}{\displaystyle \frac{\left(m+\frac{1}{z}M_h\right)^2+\left(p_x\frac{|P_h|}{z}\right)^2+p_y^2}{\left[\left(p_x\frac{|P_h|}{z}\right)^2+p_y^2+L_j^2(z)\right]^4}}.`$
Fig. 7 shows the structure function $`W_{}^{}{}_{TT}{}^{\text{[LU]}}`$ at $`P_h=0`$. Fig. 8 shows the contour-plot of the same function at three different values of $`P_h`$. As in the case of $`W_T^{\text{[UU]}}`$, for increasing $`P_h`$ the position of the peak moves to lower values of $`z`$.
Integration over $`z`$ or $`x_B`$ produces a behavior similar to the one shown in Fig. 5.
Integrating over both $`z`$ and $`x_B`$ we obtain the dependence of the structure function $`W_{}^{}{}_{TT}{}^{\text{[LU]}}`$ on $`P_h`$ alone (Fig. 9).
3 – Transversely polarized proton target and unpolarized produced $`\mathrm{\Lambda }`$. Substituting the results coming from Eq. (50) and Eq. (52) in Eq. (35) and integrating over $`k_x`$ and $`k_y`$ we obtain
$`W_{}^{}{}_{TT}{}^{\text{[TU]}}(x_B,z,P_h)`$ $`=`$ $`{\displaystyle \underset{i,j=s,a}{}}c_{ij}a_i\frac{n_i^2N_j^2}{2M(2\pi )^6}(1x_B)^3\left({\displaystyle \frac{1z}{z}}\right)^3{\displaystyle dp_xdp_y}`$ (78)
$`\times {\displaystyle \frac{2p_x(m+x_BM)}{\left[p_x^2+p_y^2+l_i^2(x)\right]^4}}{\displaystyle \frac{\left(m+\frac{1}{z}M_h\right)^2+\left(p_x\frac{|P_h|}{z}\right)^2+p_y^2}{\left[\left(p_x\frac{|P_h|}{z}\right)^2+p_y^2+L_j^2(z)\right]^4}}.`$
Fig. 10 shows the structure function $`W_{}^{}{}_{TT}{}^{\text{[TU]}}`$ at $`P_h=0.4`$ GeV. Fig. 11 shows the contour-plot of the same function at three different values of $`P_h`$. Again, as $`P_h`$ increases the position of the peak moves to lower values of $`z`$.
Integrating over both $`z`$ and $`x_B`$ we obtain the dependence of the structure function $`W_{}^{}{}_{TT}{}^{\text{[TU]}}`$ on $`P_h`$ alone (Fig. 12).
4 – Unpolarized proton target and longitudinally polarized produced $`\mathrm{\Lambda }`$. Substituting the results coming from Eq. (46) and Eq. (48) in Eq. (35) and integrating over $`k_x`$ and $`k_y`$ we obtain
$`W_{}^{}{}_{TT}{}^{\text{[UL]}}(x_B,z,P_h)`$ $`=`$ $`{\displaystyle \underset{i,j=s,a}{}}c_{ij}a_j\frac{n_i^2N_j^2}{2M(2\pi )^6}(1x_B)^3\left({\displaystyle \frac{1z}{z}}\right)^3{\displaystyle dp_xdp_y}`$ (80)
$`\times {\displaystyle \frac{(m+x_BM)^2+p_x^2+p_y^2}{\left[p_x^2+p_y^2+l_i^2(x)\right]^4}}{\displaystyle \frac{\left(m+\frac{1}{z}M_h\right)^2\left(p_x\frac{|P_h|}{z}\right)^2p_y^2}{\left[\left(p_x\frac{|P_h|}{z}\right)^2+p_y^2+L_j^2(z)\right]^4}}.`$
Fig. 13 shows the structure function $`W_{}^{}{}_{TT}{}^{\text{[UL]}}`$ at $`P_h=0`$ and at $`P_h=0.5`$ GeV. In this case, the contributions containing the negative $`a_a`$ factor play a larger role than in the previous cases. For this reason, the significance of the contour plots is reduced and we preferred to show 3-D plots of the structure function.
Integrating over both $`z`$ and $`x_B`$ we obtain the dependence of the structure function $`W_{}^{}{}_{TT}{}^{\text{[UL]}}`$ on $`P_h`$ alone (Fig. 14).
5 – Unpolarized proton target and transversely polarized produced $`\mathrm{\Lambda }`$. Substituting the results coming from Eq. (46) and Eq. (50) in the fourth term of Eq. (35) and integrating over $`k_x`$ and $`k_y`$ we obtain
$`W_{}^{}{}_{TT}{}^{\text{[UT]}}(x_B,z,P_h)`$ $`=`$ $`{\displaystyle \underset{i,j=s,a}{}}c_{ij}\frac{n_i^2N_j^2}{2M(2\pi )^6}(1x_B)^3\left({\displaystyle \frac{1z}{z}}\right)^3{\displaystyle dp_xdp_y}`$ (82)
$`\times {\displaystyle \frac{p_x^2+p_y^2+(m+x_BM)^2}{\left[p_x^2+p_y^2+l_i^2(x)\right]^4}}{\displaystyle \frac{2\left(p_x\frac{|P_h|}{z}\right)\left(m+\frac{1}{z}M_h\right)}{\left[\left(p_x\frac{|P_h|}{z}\right)^2+p_y^2+L_j^2(z)\right]^4}}.`$
Fig. 15 shows the structure function $`W_{}^{}{}_{TT}{}^{\text{[UT]}}`$ (we plot $`W_{}^{}{}_{TT}{}^{\text{[UT]}}`$ for display convenience) at $`P_h=0.4`$ GeV and $`P_h=0.8`$ GeV.
Integrating over both $`z`$ and $`x_B`$ we obtain the dependence of the structure function $`W_{}^{}{}_{TT}{}^{\text{[UT]}}`$ on $`P_h`$ alone (Fig. 16).
## IV Conclusions
In this paper the structure functions appearing in the cross section of polarized one-particle inclusive deep-inelastic scattering have been expressed in terms of distribution and fragmentation functions. Suitable kinematic conditions allow to extract selected structure functions and thus to access particular combinations of distribution and fragmentation functions.
We made use of a simple spectator model to calculate the relevant structure functions involved in the cross section. Our analysis can be applied to any process involving a baryonic spin-$`\frac{1}{2}`$ target and an outgoing spin-$`\frac{1}{2}`$ baryon. We chose to focus our attention on the process $`epe^{}\mathrm{\Lambda }X`$. Using our results it is possible to estimate cross-sections for the cases when proton and $`\mathrm{\Lambda }`$ are both unpolarized or when one of the two is polarized.
An important feature of the analysis we presented is that we calculated the dependence of the cross-sections on the transverse momentum of the outgoing hadron, $`P_h`$. The measurement of this variable gives access to two new contributions to the structure functions. These contributions have never been observed so far, because they vanish if the cross-section is integrated over $`P_h`$. Furthermore, the dependence of the cross-section on $`P_h`$ indirectly tests the distribution of partonic transverse momentum inside the hadron. This distribution is largely unknown at the moment.
The spectator model allows to study $`P_h`$-dependent cross-sections because it produces a well-defined, analytical form of transverse momentum distributions. Since the model qualitatively agrees with totally inclusive measurements, we expect it to give good hints on the $`P_h`$ dependence, as well.
In summary, we are confident that the presented estimate can reproduce the broad features of the structure functions observable in semi-inclusive deep inelastic scattering.
###### Acknowledgements.
This work is supported by the Foundation for Fundamental Research on Matter (FOM) and the Dutch Organization for Scientific Research (NWO) and was partly performed under contract ERB FMRX-CT96-0008 within the frame of the Training and Mobility of Researchers Program of the European Union. |
warning/0003/physics0003018.html | ar5iv | text | # Ultra-refraction phenomena in Bragg mirrors
## Abstract
We show numerically for the first time that ultra-refractive phenomena do exist in one-dimensional photonic crystals: we exhibit the main features of ultra-refraction, that is the enlargement and the splitting of an incident beam. We give a very simple explanation of these phenomena in terms of the photonic band structure of these media.
It has recently been shown numerically as well as experimentally that near a band edge, photonic crystals could behave as if they had an effective permittivity close to zero . Such a property induces unexpected behaviors of light usually called ultra-refractive optics. The main phenomena are the splitting or the enlargment of an incident beam, or a negative Goos-Hänschen effect . The common explanation of these facts lie on the study of the photonic dispersion curves. Though appealing, it seems difficult to turn this explanation into a rigorous one as the notion of group velocity in a strongly scattering media seems doubtful apart in the homogenization sense which is not the situation for ultrarefractive optics. In our opinion, these surprising and beautiful phenomena mainly rely on the rapid change in the behavior of the field inside the structure when crossing a band edge. In this article, we provide a rather simple explanation of some of these phenomena (splitting and enlargment of an incident beam), which implies that they should be observed with one dimensional structures (as foreseen by ). Indeed, we show by numerical experiments that it is the case in Bragg mirors (the simplest photonic crystals).
From a theoretical point of view, we consider a periodic one dimensional medium characterized by its relative permittivity $`\epsilon \left(x\right)`$, which is assumed to be real, illuminated by a plane wave. It is well known that the band structure is determined by the monodromy matrix $`𝐓`$ of one layer , that is, the matrix linking the field and its derivative over one period. This matrix is a function of $`\lambda `$ and $`\theta `$. The main quantity is then $`\varphi (\lambda ,\theta )=\frac{1}{2}tr\left(𝐓(\lambda ,\theta )\right)`$. When $`\left|\varphi (\lambda ,\theta )\right|`$ is inferior to $`1`$ then $`(\lambda ,\theta )`$ belong to a conduction band, and when $`\left|\varphi (\lambda ,\theta )\right|`$ is superior to $`1`$ then $`(\lambda ,\theta )`$ belong to a gap. In fig. 1 we give a numerical example for a Bragg Mirror with $`\epsilon _1=1`$, $`\epsilon _2=4`$, $`h_1=h_2=1`$ (the lengths are given in $`\lambda `$ units).
Now let us use a Gaussian beam as the incident field. Let us suppose that the mean angle of the beam is zero (normal incidence) and that its wavelength is very near a band edge. Then two things may happen. Reasoning on the oriented wavelengths axis, if the beam is centered on the left side of the gap (the dispersion diagram is given in the plane $`(\lambda ,\theta )`$, if one uses frequencies instead of wavelengths one has to exchange left and right), the center of the beam belongs to a conduction band and the edges of the beam belong to the gap. Consequently, after propagation in the medium, the transmitted field has a narrowed spectral profile, and therefore the beam is spatially enlarged (figures 1,2). Conservely, if the beam is centered on the right side of the gap, then the center of the beam belongs to the gap, and the edges of the beam belong to the conduction band. Therefore, the transmitted field has two well separated peaks and the beam is splitted in two parts (figures 1,3). The fundamental remark here is that ultra-refractive phenomena are due to the rapid variation of the conduction band with respect to the angle of incidence, in complete contradiction with the habitual requested properties of photonic crystals, which are expected to have a dispersion diagram quite independent of the angle of incidence.
Let us now check numerically the above explanations. We still use the previous Bragg Mirror. The numerical experiments are done with an s-polarized incident field of the form:
$$u^i(x,y)=A\left(\alpha \right)\mathrm{exp}\left(i\alpha xi\beta \left(\alpha \right)y\right)𝑑\alpha $$
(1)
with $`\alpha =k\mathrm{sin}\theta ,\alpha =k\mathrm{sin}\theta _0,\beta \left(\alpha \right)=\sqrt{k^2\alpha ^2}`$ and $`k=2\pi /\lambda `$, $`\left|A\left(\alpha \right)\right|={\displaystyle \frac{W}{2\sqrt{\pi }}}\mathrm{exp}\left({\displaystyle \frac{\left(\alpha \alpha _0\right)^2W^2}{4}}\right)`$. In all numerical experiments $`W=0.5`$, the variable $`\theta _0`$ is the mean angle of incidence.
In the first numerical experiment, we set $`\lambda =2.7`$ and $`\theta _0=0^{}`$. We have plotted in figure (4a) the transmission coefficient as well as the spectral profile of the transmitted beam. Obviously, this profile is much narrower than the incident one. The map of the electric field is given in figure (4b). The incident field is coming from below. As expected, we observe a strong enlargement of the transmitted beam.
For the second numerical experiment, we use $`\lambda =3`$ and $`\theta _0=0^{}`$. This time, the center of the beam belong to the gap. We have plotted in figure (5a) the transmission coefficient as well as the spectral profile of the incident and transmitted fields. It appears that there are two isolated peaks, and therefore the transmitted field is splitted spatially into two parts, as shown in figure (5b). At that point it is easily seen that by switching the incident beam it is possible to keep only one transmitted beam. This is done in the last experiment, where we set $`\theta _0=10^{}`$ . As it can been seen on fig 6 (a), only the right part of the beam is significantly transmitted, and thus there is only one transmitted beam (fig. 6 (b)). If Snell-Descartes law is directly applied to this situation, then it seems that the medium has an optical index that is inferior to $`1`$.
As a conclusion, we have shown both theoretically and numerically that ultra-refractive phenomena do happen in one-dimensional Bragg mirrors, or more generally in one dimensional photonic crystals. They may be well explained by means of the intersection of the support of the incident beam with the gaps and the conduction bands. It must also be noted that, though one dimensional photonic crystals exhibit ultra-refractive properties, bidimensional or three dimensional ones should show a better efficiency due their richer band diagrams. Nevertheless, doping 1-D structure or using quasi-crystals may enable a fair control over the width of the gaps and conduction bands, thus leading to the design of practical devices. Finally, it should also be noted that such a surprising phenomenon as a negative Goos-Hänchen effect does not seem to be possible in 1D structures.
Figure captions:
figure 1: Dispersion diagram of a Bragg mirror, with $`\epsilon _1=1,\epsilon _2=4,h_1=1,h_2=1`$. The double arrowed lines indicate the width of the Gaussian beams.
figure 2: Sketch of the behavior of the beam when spatially enlarged.
figure 3: Sketch of the behavior of the beam when splitted.
figure 4: (a) Transmission through the Bragg mirror vs. angle of incidence (dotted line), spectral amplitude of the incident beam (solid line) and spectral amplitude of the transmitted beam (thick line) ($`\lambda =2.7,\theta _0=0`$).
(b) Map of the intensity of the electric field above and below the Bragg mirror in the case of figure 2 (above: transmitted field, below: incident field).
figure 5: (a) same as fig. 4 (a) in the case of figure 3 ($`\lambda =3,\theta _0=0^{}`$).
(b) Map of the intensity of the electric field above and below the Bragg mirror in the case of figure 3 (above: transmitted field, below: incident field).
figure 6: (a) same as fig. 4 (a) in the case of figure 3.($`\lambda =3,\theta _0=10^{}`$).
(b) Map of the intensity of the electric field above and below the Bragg mirror in the case of figure 3 (above: transmitted field, below: incident field). |
warning/0003/math0003129.html | ar5iv | text | # Dimension 𝑛 Representations of the Braid Group on 𝑛 Strings
## 1. Introduction
Let $`B_n`$ be the braid group on $`n`$ strings. In his paper Ed Formanek classified all irreducible representations of $`B_n`$ of dimension at most $`(n1).`$ Since then there were some attempts to classify irreducible representations of $`B_n`$ of dimension $`n`$. In particular the classification is known for very small $`n`$. Case $`n=3`$ was done by Ed Formanek (, Theorem 24). Woo Lee has classified the four-dimensional irreducible representations of $`B_4`$ ().
In this paper we solve this problem completely for $`n9`$. Before stating our main classification theorem let us describe the following representation of $`B_n`$ of dimension $`n`$.
###### Definition 1.
The standard representation is the representation
$$\tau _n:B_nGL_n([t^{\pm 1}]$$
defined by
$$\rho (\sigma _i)=\left(\begin{array}{ccccc}I_{i1}& & & & \\ & 0& t& & \\ & 1& 0& & \\ & & & I_{n1i}& \end{array}\right),$$
for $`i=1,2,\mathrm{},n1,`$ where $`I_k`$ is the $`k\times k`$ identity matrix.
We call the above representation standard because of its simplicity. Surprisingly, it does not seem to be well-known. In fact it looks like it was first discovered only in 1996 by Dian-Min Tong, Shan-De Yang and Zhong-Qi Ma ( , Equation (19)).
###### Theorem 1.
Suppose that $`\rho :B_nGL_n()`$ is an irreducible representation of $`B_n`$ of dimension $`n9.`$ Then it is a tensor product of a one-dimensional representation and a specialization for $`u0,1`$ of the standard representation.
To explain the ideas of the proof, we need the following definition.
###### Definition 2.
Suppose $`\rho `$ is a representation of the Artin braid group $`B_n.`$ The corank of $`\rho `$ is the rank of $`\rho (\sigma _i),`$ where $`\sigma _i`$ are the standard generators of $`B_n.`$ (This makes sense because all $`\sigma _i`$ are conjugate.)
If one looks at the proof of the classification theorem of Formanek in , it can be separated into two parts. The first is to classify all irreducible representations of braid groups of corank $`1.`$ The second is to prove that apart from a few exceptions, the irreducible representations of braid groups $`B_n`$ of dimension at most $`(n1)`$ can be obtained as a tensor product of a one-dimensional representation and an irreducible representation of corank $`1.`$
Our proof follows a similar strategy. The first part of it, the classification of irreducible representations of corank $`2`$ was carried out in . In this paper we complete the proof of Theorem 1 by proving that for $`n9`$ every irreducible representation of $`B_n`$ of dimension $`n`$ is the tensor product of a one-dimensional representation and a representation of corank $`2`$.
Acknowledgments: The author wishes to express her deep gratitude to Ed Formanek for numerous helpful discussions and support. His remarks simplified considerably the proof of the main theorem. In particular, Lemma 4 is due to him.
## 2. Proof of Theorem 1
We proved in , Theorem 5.5 and Corollary 5.6 that for $`n7`$ every irreducible complex representation of $`B_n`$ of corank $`2`$ is a specialization of the standard representation (see Definition 1.) So to complete the proof of Theorem 1 it is enough to show that for $`n9`$ every irreducible representation of $`B_n`$ of dimension $`n`$ is the tensor product of a one-dimensional representation of corank $`2`$. This will be done in Theorem 5. Before that we need some preparatory results. The key of the proof is the following theorem, which is similar to Theorem 16 of .
###### Theorem 2.
Suppose that $`\rho :B_{n+1}GL_{n+1}()`$ is an irreducible representation of $`B_{n+1}`$ of dimension $`n+1`$ ($`n4`$). Suppose that the restriction of $`\rho ,`$ $`\rho |B_{n1}\times <\sigma _n>,`$ stabilizes one-dimensional subspace $`v`$ of $`^{n+1}.`$
Then $`rank(\rho (\sigma _1)yI)=2`$ for some $`y^{}.`$
Proof. For notational simplicity we will write $`\sigma `$ instead of $`\rho (\sigma )`$ for $`\sigma B_n.`$
By hypothesis,
$$\rho |B_{n1}\times <\sigma _n>:vv$$
is a one-dimensional representation of $`B_{n1}\times B_2,`$ so there exist $`x,y^{}`$ such that
$$\sigma _1v=\sigma _2v=\mathrm{}=\sigma _{n2}v=yv,\sigma _nv=xv$$
Consider $`\theta =\theta _{n+1}=\sigma _1\sigma _2\mathrm{}\sigma _n,`$ $`\sigma _0=\theta \sigma _n\theta ^1,`$
$$v_n=v,v_{n+1}=\theta v,v_1=\theta ^2v,\mathrm{},v_{n1}=\theta ^nv.$$
Conjugation by $`\theta `$ permutes $`\sigma _1,\mathrm{},\sigma _n,\sigma _0`$ cyclically.
Because $`\rho `$ is an irreducible representation and $`\theta ^{n+1}`$ is central in $`B_{n+1},`$ $`\rho (\theta ^{n+1})=dI`$ for some $`d^{}.`$ Thus, the left action of $`\theta `$ permutes $`v_1,v_2,\mathrm{},v_{n+1}`$ cyclically.
We have:
$$\sigma _iv_i=xv_i,$$
$$\sigma _iv_{i+j}=yv_{i+j}$$
for
$$i=1,\mathrm{},n+1,j=2,\mathrm{},n1,$$
where indices are taken modulo $`n+1.`$
The following table summarizes the above calculations:
| | | $`v_1`$ | $`v_2`$ | $`v_3`$ | $`\mathrm{}`$ | $`v_{n1}`$ | $`v_n`$ | $`v_{n+1}`$ |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| | $`\sigma _1`$ | $`xv_1`$ | | $`yv_3`$ | $`\mathrm{}`$ | $`yv_{n1}`$ | $`yv_n`$ | |
| | $`\sigma _2`$ | | $`xv_2`$ | | $`\mathrm{}`$ | $`yv_{n1}`$ | $`yv_n`$ | $`yv_{n+1}`$ |
| | $`\sigma _3`$ | $`yv_1`$ | | $`xv_3`$ | $`\mathrm{}`$ | $`yv_{n1}`$ | $`yv_n`$ | $`yv_{n+1}`$ |
| | $`\mathrm{}`$ | $`\mathrm{}`$ | $`\mathrm{}`$ | $`\mathrm{}`$ | $`\mathrm{}`$ | $`\mathrm{}`$ | $`\mathrm{}`$ | $`\mathrm{}`$ |
| | $`\sigma _{n1}`$ | $`yv_1`$ | $`yv_2`$ | $`yv_3`$ | $`\mathrm{}`$ | $`xv_{n1}`$ | | $`yv_{n+1}`$ |
| | $`\sigma _n`$ | $`yv_1`$ | $`yv_2`$ | $`yv_3`$ | $`\mathrm{}`$ | | $`xv_n`$ | |
| | $`\sigma _0`$ | $`yv_1`$ | $`yv_2`$ | $`yv_3`$ | $`\mathrm{}`$ | $`yv_{n1}`$ | | $`xv_{n+1}`$ |
Suppose that $`v_1,\mathrm{},v_{n+1}`$ are linearly dependent. Consider
$$a_1v_1+a_2v_2+\mathrm{}+a_tv_t=a_1v_1+a_2\theta v_1+\mathrm{}+a_t\theta ^{t1}v_1=0,$$
a linear dependence relationship with minimal $`t.`$
In the equation above, $`a_10,`$ since $`\theta `$ is invertible, and $`a_t0`$ by the minimality of $`t.`$
We claim that $`tn.`$ Indeed, suppose that $`tn1.`$ Then $`v_{n1}`$ is a linear combination of $`v_1,\mathrm{},v_{n2},`$ which are eigenvectors for $`\sigma _n`$ with $`\sigma _nv_i=yv_i,i=1,\mathrm{},n2.`$ So, $`\sigma _nv_{n1}=yv_{n1}.`$ Applying $`\theta ^3`$ implies that $`\sigma _2v_1=yv_1,`$ which means that $`v_1`$ is $`B_{n+1}`$invariant, which contradicts the irreducibility of $`\rho .`$ So, $`tn.`$
Thus, $`v_1,\mathrm{},v_{n1}`$ are linearly independent.
Assume that $`rank(\sigma _1yI)>2.`$ Then, as
$$dim(Ker(\sigma _1yI))+rank(\sigma _1yI)=n+1,$$
$`dim(Ker(\sigma _1yI))n2.`$
Note that $`v_3,\mathrm{},v_n`$ are $`n2`$ linearly independent elements of $`L=Ker(\sigma _1yI).`$ So, $`dim(Ker(\sigma _1yI))=n2,`$ and $`L=span\{v_3,\mathrm{},v_n\}.`$
Since vectors $`\{v_1,\mathrm{},v_{n1}\}`$ are linearly independent, $`\{v_2,\mathrm{},v_n\}`$ and $`\{v_3,\mathrm{},v_{n+1}\}`$ are also linearly independent. Therefore $`v_2L,`$ and $`v_{n+1}L.`$
The action of $`\theta `$ implies that for $`i=1,\mathrm{},n+1`$
$$Ker(\sigma _iyI)=span\{v_{i+2},\mathrm{},v_{i2}\},$$
$`v_{i1}L,`$ and $`v_{i+1}L,`$ where indices are taken modulo $`n+1.`$
$`\sigma _1`$ commutes with $`\sigma _n,`$ and $`n4,`$ so
$$(\sigma _nyI)\sigma _1v_2=\sigma _1(\sigma _nyI)v_2=0.$$
Thus, $`\sigma _1v_2Ker(\sigma _nyI),`$ so
$$\sigma _1v_2=b_1v_1+b_2v_2+\mathrm{}+b_sv_s,$$
where $`1sn2`$ and $`b_s0.`$
We claim that $`s2.`$ Indeed, if $`s3,`$ then
$$0=\sigma _1(\sigma _{s+1}yI)v_2=(\sigma _{s+1}yI)\sigma _1v_2=$$
$$=(\sigma _{s+1}yI)(b_1v_1+b_2v_2+\mathrm{}+b_sv_s)=(\sigma _{s+1}yI)b_sv_s.$$
This contradicts the fact that $`v_sKer(\sigma _{s+1}yI).`$
Thus,
$$\sigma _1v_2=b_1v_1+b_2v_2,b_1,b_2.$$
By a symmetric argument which reverses the roles of $`\sigma _1`$ and $`\sigma _n,`$ and starts with the equation
$$(\sigma _1yI)\sigma _nv_{n1}=\sigma _n(\sigma _1yI)v_{n1}=0,$$
we obtain
$$\sigma _nv_{n1}=c_1v_{n1}+c_2v_n,c_1,c_2.$$
Using the action of $`\theta ,`$ we get the following table:
| | | $`v_1`$ | $`v_2`$ | $`\mathrm{}`$ | $`v_n`$ | $`v_{n+1}`$ |
| --- | --- | --- | --- | --- | --- | --- |
| | $`\sigma _1`$ | $`xv_1`$ | $`b_1v_1+b_2v_2`$ | $`\mathrm{}`$ | $`yv_n`$ | $`c_1v_{n+1}+c_2v_1`$ |
| | $`\sigma _2`$ | $`c_1v_1+c_2v_2`$ | $`xv_2`$ | $`\mathrm{}`$ | $`yv_n`$ | $`yv_{n+1}`$ |
| | $`\sigma _3`$ | $`yv_1`$ | $`c_1v_2+c_2v_3`$ | $`\mathrm{}`$ | $`yv_n`$ | $`yv_{n+1}`$ |
| | $`\mathrm{}`$ | $`\mathrm{}`$ | $`\mathrm{}`$ | $`\mathrm{}`$ | $`\mathrm{}`$ | $`\mathrm{}`$ |
| | $`\sigma _{n1}`$ | $`yv_1`$ | $`yv_2`$ | $`\mathrm{}`$ | $`b_1v_{n1}+b_2v_n`$ | $`yv_{n+1}`$ |
| | $`\sigma _n`$ | $`yv_1`$ | $`yv_2`$ | $`\mathrm{}`$ | $`xv_n`$ | $`b_1v_n+b_2v_{n+1}`$ |
$`Span\{v_1,v_2,\mathrm{},v_{n+1}\}`$ is $`B_{n+1}`$invariant. Thus, if $`\{v_1,v_2,\mathrm{},v_{n+1}\}`$ are linearly dependent, then $`\rho `$ is reducible. So,$`\{v_1,v_2,\mathrm{},v_{n+1}\}`$ are linearly independent, and they form a basis for $`^{n+1}.`$
In this basis:
$$\sigma _1=\left(\begin{array}{cccccc}x& b_1& & & & c_2\\ 0& b_2& & & & \\ & & y& & & \\ & & & \mathrm{}& & \\ & & & & y& \\ & & & & & c_1\end{array}\right),\sigma _3=\left(\begin{array}{ccccccc}y& & & & & & \\ & c_1& & & & & \\ & c_2& x& b_1& & & \\ & & & b_2& & & \\ & & & & y& & \\ & & & & & \mathrm{}& \\ & & & & & & y\end{array}\right).$$
Using the $`(3,2)`$entry of the matrix $`\sigma _1\sigma _3=\sigma _3\sigma _1,`$ we have
$$b_2c_2=yc_2.$$
If $`c_2=0,`$ then $`v_1`$ is invariant under $`B_{n+1},`$ which contradicts the irreducibility of $`\rho .`$ So, $`c_20.`$ Thus, $`b_2=y.`$ Then $`rank(\sigma _1yI)2,`$ a contradiction.
So, $`rank(\sigma _1yI)2.`$ But by , Theorem 10, the case $`rank(\sigma _1yI)=1`$ is impossible. Thus, $`rank(\sigma _1yI)=2.`$
The following argument is due to E. Formanek. He also used it in , Lemma 17 and Corollary 18. My original argument was much longer.
The next Lemma 3 is a corollary of Theorem 23 of , which classifies the irreducible representations of $`B_n`$ of dimension at most $`n1.`$
###### Lemma 3.
If $`\rho :B_nGL_r()`$ is irreducible and $`rn3,`$ then $`\rho `$ is one-dimensional.
###### Lemma 4.
Let $`\rho :B_nGL_r()`$ be a representation, where $`n6.`$ Suppose that $`\lambda `$ is an eigenvalue of $`\rho (\sigma _{n1}).`$ Suppose that the largest Jordan block corresponding to $`\lambda `$ has size $`s`$ and multiplicity $`d.`$
If $`dn5,`$ then $`\rho |B_{n2}\times <\sigma _{n1}>`$ has a one-dimensional invariant subspace.
Proof. Let $`f(t)`$ be the minimal polynomial of $`\rho (\sigma _{n1}).`$ Set $`m(t)=f(t)/(t\lambda ).`$ Let $`V`$ be the image of $`^r`$ under $`m(\rho (\sigma _{n1})).`$ Then $`V`$ is invariant under $`\rho |B_{n2}\times <\sigma _{n1}>,`$ and $`dimV=d.`$ If $`dn5,`$ then by Lemma 3, all composition factors of
$$\rho |B_{n2}\times <\sigma _{n1}>:VV$$
are one-dimensional.
###### Theorem 5.
For $`n9,`$ every $`n`$dimensional complex irreducible representation $`\rho `$ of the braid group $`B_n`$ is equivalent to a tensor product of a one-dimensional representation $`\chi (y),`$ $`y^{},`$ and an $`n`$-dimensional representation of corank $`2.`$
Proof. Assume not. Then by Theorem 2 and Lemma 4, the largest Jordan block corresponding to every eigenvalue of $`\rho (\sigma _{n1})`$ has multiplicity $`n4.`$
If $`\rho (\sigma _{n1})`$ has two or more eigenvalues, we get
$$(n4)+(n4)n,$$
a contradiction, since $`n9.`$ Similarly, if some eigenvalue has the corresponding largest Jordan block of size $`s2,`$ we get a contradiction
$$2(n4)n.$$
Thus, $`\rho (\sigma _{n1})`$ has only one eigenvalue $`\lambda `$ and the Jordan canonical form of $`\rho (\sigma _{n1})`$ consists of $`1\times 1`$ elementary Jordan blocks. But then $`\rho (\sigma _{n1})=\lambda I,`$ which contradicts the irreducibility of $`\rho .`$
This completes the proof of the theorem, and thus the proof of Theorem 1. |
warning/0003/astro-ph0003026.html | ar5iv | text | # Bimodal production of Be and B in the early Galaxy
## 1 Introduction
In the last decade, the high sensitivity of the KECK telescope and the HST has allowed numerous observations of the Be and B abundances in halo stars having very low metallicities, down to $`[\mathrm{Fe}/\mathrm{H}]=3`$, i.e. $`\mathrm{Fe}/\mathrm{H}10^3(\mathrm{Fe}/\mathrm{H})_{}`$ (e.g. Molaro, et al., 1997; Duncan, et al., 1997; Garcia-Lopez, et al., 1998). These observations show a clear proportionality between the Be, B and Fe abundances. Considering that the light elements are secondary nuclei synthesized by spallation from C and O nuclei (Reeves, et al., 1970), it had been expected instead that their abundance would increase as the square of the metallicity (Vangioni-Flam, et al., 1990). This *secondary behavior* follows directly from the standard Galactic Cosmic Ray Nucleosynthesis (GCRN) scenario (Meneguzzi, et al., 1971), in which most of the Be and B are produced by energetic protons and $`\alpha `$ particles interacting with C and O nuclei accumulated in the ISM (direct spallation).
The most natural way to account for the unexpected constancy of the Be/Fe and B/Fe ratios is to assume that Be and B nuclei are mainly produced by *reverse spallation*, i.e. by energetic C and O nuclei accelerated shortly after their release into the interstellar medium (ISM), and interacting with ambient H and He nuclei (Duncan, et al., 1992; Cassé, et al., 1995). This makes the production rates independent of the ambient metallicity, and the amount of light elements (L elements) in the Galaxy therefore increases jointly with the most abundant metals (M elements), namely C, O and Fe. This behavior is refered to as *primary*, and has been shown to follow naturally from the assumption that most of the supernova (SN) explosions occur in OB associations. This is the heart of the so-called superbubble models, whose main lines we recall in Sect. 2.
Some recent observations have suggested that \[O/Fe\] continues to decrease at the lowest metallicities, rather than reaching a ”plateau” value which is the same for all metal-poor stars. These observations are still controversial (Fulbright & Kraft, 1999), although they could be accounted for by allowing for different ‘mixing times’ for the freshly ejected Fe and O nuclei in the ISM (Ramaty, et al., 1999). They have raised the question whether a primary process for Be and B production in the early Galaxy is still needed (Fields & Olive, 1999). According to both energetics considerations (Ramaty, et al., 1999; Parizot & Drury, 2000) and a detailed analysis of the available data (Fields, et al., 2000), it is now widely agreed that the answer is yes, at least at a metallicity lower than a so-called transition metallicity, $`Z_\mathrm{t}`$, say for $`\mathrm{log}(Z_\mathrm{t}/Z_{})[\mathrm{O}/\mathrm{H}]_\mathrm{t}1.5`$. In this paper, we concentrate on the very early Galaxy, when the primary behavior dominates, and discuss the implications of the superbubble model for the distribution of the (light elements)/(metals) ratios (namely Be/O and B/O, or L/M for short) in very metal-poor stars.
## 2 The superbubble models
In the very early Galaxy, the interaction of energetic particles (EPs) having the ISM composition would produce very little Be and B, because the C and O nuclei are so rare. Simple energetics considerations thus indicate that Be and B can be significantly produced only if the EPs have a composition richer in C and O than the global ISM. This is the reason why the only viable models proposed so far involve the acceleration of C- and O-rich material inside a superbubble (Higdon, et al., 1998; Parizot & Drury, 1999c,2000, Bykov, 1999; Ramaty et al., 1999; Bykov., et al., 2000). Indeed, repeated SNe occurring in an OB association are known to generate a superbubble (SB) with a typical radius of order 300 pc, filled with hot, tenuous gas, and composed of the metal-rich ejecta of the SNe having already exploded, possibly diluted by the swept-up ambient material (of essentially zero metallicity in the early Galaxy).
As discussed in detail in Parizot & Drury (1999c), the SB models for Be and B Galactic evolution are based on the following sequence of events: 1) CNO nuclei are ejected by SNe inside the superbubble; 2) the CNO nuclei are mixed with some ambient, metal-poor material; 3) the resulting material (including CNO) is accelerated; 4) LiBeB is produced by spallation through the interaction of these ‘superbubble energetic particles’ (SBEPs) with the metal-poor material in the supershell and at the surface of the adjacent molecular cloud; 5) the LiBeB produced is mixed with the CNO ejected by the SNe, which leads to a unique value of the L/M ratios throughout the superbubble (and part of the supershell); 6) new stars form by condensation of this gas, after possible dilution by ambient, metal-poor gas (from the supershell or the adjacent molecular cloud. All these new stars then have the same L/M ratios, but possibly different overall metallicity.
Apart from this common ‘astrophysical background’, the models proposed differ in some of their assumptions, notably relating to the composition and spectrum of the metal-rich EPs. Ramaty et al. note that the current composition and spectrum of the cosmic rays (CRs) provide a Be production efficiency sufficient to explain the high L/M ratios observed in halo stars. This is reminiscent of the original result of Meneguzzi et al. (1971), which is the heart of the GCRN scenario for light element production (Vangioni-Flam, et al., 1990; Fields & Olive, 1999): multiplying the light element production rates from GCRs by the age of the Galaxy, one obtains approximately the total amount of Be and B present today in the Galaxy. However, while the GCRN scenario assumes that the CR composition follows that of the ISM (i.e. is richer and richer in C and O) and therefore does not reproduce the primary behavior of Be and B in the early Galaxy, Ramaty et al. assume that the CR composition does not change during the whole Galactic evolution. This is indeed expected if the CRs are made of SN ejecta accelerated inside a superbubble, by the shock of subsequent SNe. Their composition is then almost independent of the ISM metallicity, provided that the SN ejecta are not well mixed with the ambient matter before the acceleration occurs.
In our model (Parizot & Drury, 1999c), we argue that an acceleration mechanism different from the diffusive shock acceleration could occur inside SBs, because of the specific physical conditions prevailing there (hot, tenuous gas, strong magnetic turbulence, multiple weak shocks…). Such a mechanism has been described by Bykov (1995,1999) and leads to a different energy spectrum, which we refer to as the ‘SB spectrum’, and which is flatter than the cosmic-ray source spectrum (CRS) at low energy, say below a few hundreds of MeV/n (for a discussion, see Parizot & Drury, 2000). The actual shape of the spectrum above this ‘break’ (whether a steep power-law or the standard CRS shape in $`p^2`$) is irrelevant here, since it does not affect the Be and B production efficiency. We adopt the following shape for the SB spectrum: $`Q(E)E^1`$ up to $`E_{\mathrm{break}}=500`$ MeV/n, and $`Q(E)E^2`$ above.
As can be seen from Fig. 1, this spectrum makes the light element production more efficient than the standard CRS spectrum, so that the same amount of Be and B can be produced by less metal-rich EPs. In particular, the observed L/M ratios in halo stars can still be accounted for if one allows for a perfect mixing of the SN ejecta with the metal-free material swept-up and evaporated off the supershell, before the acceleration occurs (Parizot & Drury, 1999c,2000). This is suggested by the comparison between the mixing time inside a superbubble ($`10^6`$ yr; see Parizot & Drury 1999c) and the typical age of a superbubble ($`\mathrm{3\hspace{0.17em}10}^7`$ yr). In the following, we analyse the common and distinctive implications of the above models for the distribution of the L/M ratios in halo stars.
## 3 Intrinsic scatter in the L/M ratios
As recalled above, the constancy of the L/M ratios in the framework of SB models relies on the mixing of the primary SN ejecta with the secondary light elements produced by the SBEPs, before the formation of a new generation of stars. In practice, however, such a mixing cannot be perfect and the value of the local L/M ratio is expected to vary from one place to another. In addition, the formation of new stars can occur before all the massive stars explode and/or the induced LiBeB production occurs. As a result, stars with somewhat different L/M ratios should form from a given superbubble, and this should be observed as a scatter in the Be and B data. This is a common prediction of any SB model. However, quantitatively, the amplitude of the scatter depends on the mixing of the gas inside the SB, and of the SB gas with the ambient supershell. Therefore, a model which assumes that the SN ejecta are well mixed with the ISM evaporated inside the SB (Parizot & Drury) predicts a smaller dispersion than a model in which the SBEPs are almost pure ejecta (Ramaty et al.), not diluted with ambient gas. The exact distribution of the L/M ratios expected in the framework ot these two models is not calculated in this paper, because it depends on the details of the gas dynamics inside the SB and the surrounding shell, as well as on the star formation dynamics. Instead, we argue that the accumulation of Be, B and O data could optimistically provide an interesting way to constrain the models, through the statistical description of the scatter in the elemental ratios.
In fact, one might already conclude from the very existence of a well defined correlation between Be and O (or B and O) that the secondary light elements must be quite well mixed with the primary ejecta (CNO) before new stars form. This is an argument in favour of our model, because a good mixing between the CNO inside the SB and the LiBeB produced in the SB shell first requires a good mixing of the gas inside the SB itself. However, stronger conclusions cannot be drawn until more data are available and the error bars become small enough to allow for a direct measure of the scatter in the L/M ratios. It is worth noting also that a larger dispersion should be found for Be than for B, since part of the boron is expected to be produced along with C and O in the course of SN explosions (by neutrino-spallation; Woosley, et al., 1990), and thus be ‘ready-mixed’ inside the SBs.
The above source of scatter in the L/M ratios is inherent in the SB models. It results from the fact that the light elements are produced in a different place from CNO, namely in the shell rather than inside the SB, where the gas in well mixed. In the following section, we discuss another source of dispersion in the L/M ratios of low-metallicity stars, resulting from the fact that SBs do not cover the whole volume of the Galaxy and therefore an other Be and B production mechanism dominates in the regions distant from SBs.
## 4 Bi-modal LiBeB production
The vast majority of spallogenic Li, Be and B nuclei are produced by particles of relatively low-energy, which are just the most numerous. Now since only the SBEPs of highest energy can diffuse away from superbubbles, through the dense shell, without losing their energy through coulombian losses, the LiBeB production induced by the SBEPs outside the superbubbles is very small. Any isolated supernova exploding in the ‘unperturbed’ ISM (i.e. far from SBs) then enriches the ambient gas with freshly synthesized C and O without being accompanied by an equivallent production of LiBeB. The gas around such a SN can thus show very low L/M ratios, unless another mechanism produces LiBeB in the same region. Several processes can be invoked for that purpose. First, the standard GCRN: the shocks created by isolated SNe accelerate CRs from the unperturbed ISM (mostly protons and $`\alpha `$-particles) which then interact with the ambient CNO. The ISM abundance of CNO being very low in the early Galaxy, the resulting LiBeB production efficiency is much smaller than in SBs. The corresponding L/M production ratios are represented in Fig. 2: they increase linearly with metallicity, as expected for GCRN.
If this were the only production mechanism of light elements in the unperturbed ISM, one should expect to find extremely low L/M ratios at very low Z. However, we have shown in Parizot & Drury (1999a,b) that most of the metal-free CRs accelerated at the shock of an isolated SN are actually confined inside the supernova remnant (SNR) during the Sedov-like phase, and interact there with freshly ejected C and O nuclei to produce significant amounts of Be and B. This means that isolated SNe also produce LiBeB locally, where it is easily mixed with the fresh CNO. We evaluated the production efficiency for this mechanism to be about one order of magnitude lower than in superbubbles. The resulting L/M ratios are then about 10 to 30 times below the most common values (obtained with the SB model), and should be considered as a lower limit for L/M ratios in halo stars (provided no depletion occurs after star formation, as can be checked from the Li abundance). This is represented by the lower horizontal line in Fig. 2.
At very low metallicity, we thus predict a bimodal production of Be and B, with SBEPs leading to a high efficiency mechanism (any of the SB models) and CRs accelerated at the shock of isolated SNe leading to a low efficiency mechanism (SNR model, Parizot & Drury, 1999a,b). This results in a bimodal distribution of the L/M ratios, as schematically shown in Fig. 3 (left). Note that the relative weight of the two ‘modes’ depends on the fraction of stars exploding in OB associations, and the fraction of stars forming far from SBs. At higher metallicity, when the Be and B production by GCRN exceeds that of the SNR model, the distance between the peaks gets smaller, and it is hard to distinguish between bimodality and the scatter described in the previous section. This is shown in Fig. 3 (right).
The ideal picture described above would be correct if there were no mixing between the gas processed inside SBs (or their shells) and the general ISM. In practice, this is only true during the first few $`10^8`$ years of Galactic chemical evolution, when the Galaxy is still largely inhomogeneous. Later on, gas with high L/M ratios will ‘pollute’ the gas with low L/M ratios, leading to a broad L/M distribution, rather than two distinct peaks. Therefore, data at very low-metallicity (say at $`\mathrm{O}/\mathrm{H}10^3(\mathrm{O}/\mathrm{H})_{}`$) are needed to fully test the model. Most importantly, since the Li abundance in the early Galaxy is dominated by the primordial <sup>7</sup>Li, and thus unaffected by spallative processes, only Be and B should be underabundant in the low L/M stars. The latter should thus show normal Li abundance, and underabundant Be and B. Interestingly enough, Primas et al. (1998) reported such a behavior for the population II star HD 160617, with a deficiency of $`0.5`$ dex in B, at \[Fe/H\] $`1.8`$. As recalled by the authors, no stellar depletion process can be responsible for the low B abundance observed, as any such process would deplete Li much more than Be, because of its lower nuclear destruction temperature.
We also wish to draw attention on the recent report by Boesgaard et al. (1999c) on two pairs of stars, (HD 84927, BD +20 3603) and (HD 94028, HD 219617), having the same stellar parameters (which limit the risk of systematic errors in the derivation of the elemental abundances) but Be abundances differing by as much as 0.3 and 0.6 dex, respectively, at metallicities around \[Fe/H\] $`2.1`$ and $`1.5`$ (or \[O/H\] $`1.4`$ and $`0.85`$). This amounts to “depletion” factors of respectively 2 and 4. It is still not clear whether these differences are due to variations in the Be production efficiency or to poor mixing of the SN ejecta with the gas containing the secondary elements produced by spallation (cf. Sect.3). Additional observations at lower metallicity should allow us to draw more compelling conclusions in the next few years.
## 5 Conclusion
We have shown that the SB models predict a scatter in the L/M ratios observed in halo stars. In the next few years, the statistical analysis of this scatter (measured thanks to smaller error bars) should provide information about the SB dynamics and the star formation mechanism around SBs. The accumulation of data should allow us to distinguish between the two current SB models (good or poor mixing of the gas inside and around SBs).
The models also predict a ‘bi-modal’ production of Be and B in the early Galaxy, with collective SNe giving rise to a high-efficiency mechanism providing the observed L/M ratios (SB model), and isolated SNe giving rise to a low-efficiency mechanism and L/M ratios 10 to 30 times lower (SNR model). Both processes are local, respectively inside superbubbles (or their shells) and inside SNRs, and independent of the ambient ISM metallicity, as required by the observed or inferred constancy of the L/M ratios at very-low metallicity. In addition to these processes, the standard GCRN is expected to occur on the Galactic scale, but at a lower rate until the ISM metallicity reaches about 3 to 10% of the solar metallicity. In any case, if two populations of stars can be identified with respectively high and low L/M ratios, the determination of their relative weight will give information about the statistics of SN explosions in OB associations.
We also predict that Be will be found more deficient than B in the so-called B-depleted stars, of which HD 160617 could only be a first example. On the other hand, if low-metallicity stars can be observed with both strongly deficient Be *and* B, with approximately the same apparent “depletion”, this would imply that the primary component, i.e. the $`\nu `$-process, is not dominant for B, and that we have to find an other process to account for the observed <sup>11</sup>B/<sup>10</sup>B ratio. This would put a strong constraint on light element production, probably requiring the existence of very abundant low-energy ‘cosmic-rays’ ($`E1030`$ MeV/n), powered by an energy source still to be determined.
###### Acknowledgements.
This work was supported by the TMR programme of the European Union under contract FMRX-CT98-0168. |
warning/0003/cond-mat0003174.html | ar5iv | text | # Structures and propagation in globally coupled systems with time delays
## I Introduction
Standard models for studying collective complex behavior in natural systems consist typically of ensembles of interacting dynamical elements . Such kind of models has proven to be extremely versatile in the mathematical description, both analytical and numerical, of a wide variety of phenomena within the scopes of physics, biology, and other branches of science . According to the range of the involved interactions, these models can be divided into two well distinct classes. Local interactions –which are paradigmatically represented in reaction-diffusion systems – give rise to macroscopic evolution in which space variables play a relevant role, such as spatial structures and propagation phenomena. On the other hand, with global interactions –where the coupling range is of the order of, or larger than, the system size– space becomes irrelevant and collective behavior is observed to develop in time, typically, in the form of synchronization .
An essential model of globally coupled elements is given by a set of $`N`$ identical oscillators described, in the so-called phase approximation, by phase variables $`\varphi _i(t)`$ ($`i=1,\mathrm{},N`$). Their evolution is governed by the equations
$$\dot{\varphi }_i=\omega +\frac{ϵ}{N}\underset{j=1}{\overset{N}{}}\mathrm{sin}(\varphi _j\varphi _i).$$
(1)
It is known that, for any value of the coupling intensity $`ϵ`$, all the elements converge to a single orbit whose frequency $`\omega `$ coincides with that of an individual oscillator . In this case, $`ϵ^1`$ measures the time required to reach such synchronized state.
In this note we present results on a generalization of the above model, where time delays are introduced. The effect of time delays in synchronization phenomena has already been considered for two-oscillator systems, both periodic and chaotic . Ensembles with local interactions and globally interacting inhomogeneous systems have also been studied . None of these contributions make however explicit reference to the relevant case where interactions are global but their propagation occurs at a finite velocity $`v`$. This situation, which naturally introduces time delays, provides a realistic description of highly connected systems where the time scales associated with individual evolution and with mutual signal transmission are comparable. Instances of such systems are neural and informatic networks , and biological populations with relatively slow communication media –such as sound . Our main result is that, since a finite signal velocity makes spatial variables relevant even when interactions are global, globally coupled ensembles with time delays exhibit typical features of systems driven by local interactions, in particular, structure formation and propagation.
## II The model and its solution for short delays
We consider an ensemble of $`N`$ identical oscillators in the phase approximation, governed by the equations
$$\dot{\varphi }_i(t)=\omega +\frac{ϵ}{N}\underset{j=1}{\overset{N}{}}\mathrm{sin}[\varphi _j(t\tau _{ij})\varphi _i(t)],$$
(2)
where $`\tau _{ij}=d_{ij}/v`$ is the time required for the signal to travel from element $`j`$ to element $`i`$ at velocity $`v`$, and $`d_{ij}`$ is the distance between $`i`$ and $`j`$. Note that coupling is still global, since its intensity $`ϵ`$ does not depend on the distance between elements. However, the relative position of the oscillators becomes now relevant through time delays.
The full specification of our system requires to fix the topology and the metric properties of the ensemble, by fixing the values $`d_{ij}`$ for all $`i,j=1,\mathrm{},N`$. Moreover, initial conditions for $`\varphi _i`$ must be provided. In the case of delay equations like (2), it is necessary to specify the evolution of $`\varphi _i`$ at times prior to $`t=0`$ up to a time $`T_i=\mathrm{max}\{\tau _{ij}\}_j`$ . In the following we shall assume that for $`t<0`$ the oscillators evolve independently from each other at their proper frequency $`\omega `$ and with random relative phases. Namely, for $`t<0`$ we have $`\varphi _i(t)=\omega t+\varphi _i(0)`$, where $`\varphi _i(0)`$ is chosen at random from a uniform distribution in $`[\pi ,\pi )`$. At $`t=0`$ coupling in switched on, so that we formally have a time-dependent coupling intensity $`ϵ(t)=ϵ\theta (t)`$, where $`\theta `$ is the Heaviside step function.
Through extensive numerical calculations for a variety of topologies, ranging from one-dimensional arrays to tree (ultrametric) structures, we have found that the system evolves to a state where all the oscillators have the same frequency. On the other hand, in contrast with the case without time delays , their phases can be different. This asymptotic state corresponds thus to a situation of frequency synchronization. The long-time evolution of each oscillator can then be written as $`\varphi _i(t)=\mathrm{\Omega }t+\psi _i`$, where in general $`\psi _i\psi _j`$ for $`ij`$. The fact that these phases are different could have been expected for topologies where not all the elements are equivalent –for instance, when boundaries are present. As we show later, however, such states are also found in homogeneous topologies. In this case, they are associated with propagating structures.
In general, the synchronization frequency is different from the proper frequency of each oscillator, $`\mathrm{\Omega }\omega `$. According to (2), the synchronization frequency satisfies
$$\mathrm{\Omega }=\omega \frac{ϵ}{N}\underset{j=1}{\overset{N}{}}\mathrm{sin}(\mathrm{\Omega }\tau _{ij}\psi _j+\psi _i).$$
(3)
Note that the sums $`S_i=_j\mathrm{sin}(\mathrm{\Omega }\tau _{ij}\psi _j+\psi _i)`$ are in general different for each $`i`$. However, their numerical value must coincide if the synchronization frequency is to be well defined. For a given value of $`\mathrm{\Omega }`$, this constraint provides $`N1`$ independent equations for the phases $`\psi _i`$:
$$S_1=S_2=\mathrm{}=S_N.$$
(4)
Since phases are defined up to an additive constant we can choose for instance $`\psi _1=0`$, and solve these equations for $`\psi _2,\mathrm{}\psi _N`$. Then, $`\mathrm{\Omega }`$ can be found self-consistently from (3). For large values of $`N`$, and due to the involved nonlinearities, this results to be a quite hard numerical problem.
An approximate solution can however been found in the case of short delays, i.e. close to the situation where the system is also synchronized in phase, $`\psi _i=\psi _j`$ for all $`i,j`$. Assuming that $`|\mathrm{\Omega }\tau _{ij}\psi _j+\psi _i|1`$, we can write
$$S_i\underset{j}{}(\mathrm{\Omega }\tau _{ij}\psi _j+\psi _i)=N\mathrm{\Omega }\tau _i\underset{j}{}\psi _j+N\psi _i,$$
(5)
where $`\tau _i=N^1_j\tau _{ij}`$ is the average of the time delays associated with element $`i`$. Taking into account Eq. (4), we get
$$\psi _i\mathrm{\Psi }\mathrm{\Omega }\tau _i.$$
(6)
where $`\mathrm{\Psi }`$ is a constant, independent of $`i`$, that can be chosen arbitrarily. This result indicates that, in this short-delay limit, oscillators with small average delays are relatively ahead in the evolution, as their phases are larger. This is plausibly due to the fact that, in average, they receive the information on the system state before other elements with larger values of $`\tau _i`$, which are thus relatively retarded. Note moreover that in a homogeneous topology all the elements are equivalent, so that $`\tau _i`$ is the same for all oscillators. In this case, the system is also synchronized in phase.
Within the approximation of short delays, the synchronization frequency is given by
$$\mathrm{\Omega }\frac{\omega }{1+ϵ\tau },$$
(7)
where $`\tau =N^1_i\tau _i`$ is the overall average delay. It therefore results that $`\mathrm{\Omega }`$ is smaller than the proper frequency of each oscillator.
## III One-dimensional arrays
In this note, we specifically focus the attention on the case of one-dimensional arrays. Two different topologies are considered, namely, with periodic boundary conditions –where all the elements are equivalent– and with free boundaries –where the neighborhood of each element depends on its distance to the center of the array. For periodic boundary conditions, which we consider first, the distance between two elements is not univoquely defined, since it can be measured around the ring in both directions. We fix $`d_{ij}`$ by taking the minimum of these values, namely, $`d_{ij}=\mathrm{min}\{|ij|,N|ij|\}`$. The delay time is thus $`\tau _{ij}=\tau _0\mathrm{min}\{|ij|,N|ij|\}`$, where $`\tau _0`$ is the time required for the signal to travel between nearest neighbors.
In equations (2), the proper frequency $`\omega `$ can be used to define time units so that, without loss of generality, we fix $`\omega =1`$. Moreover, our numerical simulations are restricted to the case $`ϵ=1`$. As a matter of fact, we have found that other coupling intensities do not produce qualitatively different results. Note that this would not be the case if the oscillators had chaotic individual dynamics. In such situation, the value of $`ϵ`$ is expected to control the existence of synchronized states.
We have solved numerically equations (2) for ensembles of $`N=10^2`$ to $`10^4`$ oscillators with a standard finite-difference scheme. For small values of $`\tau _0`$ we find that the above described random-phase initial conditions evolve to a state of synchronized frequency where the phases of all oscillators coincide, $`\psi _i=\psi _j`$ for all $`i`$, $`j`$. This fully synchronized state is completely analogous to that of globally coupled identical oscillators without time delays, and corresponds to the approximate solution (6) for the present homogeneous topology. In this case, (3) becomes an autonomous equation for $`\mathrm{\Omega }`$. The sum in the right-hand side can in fact be explicitly evaluated –though its expression depends on $`N`$ being even or odd– and the synchronization frequency can be found numerically by standard methods. In general, this equation admits several solutions. For the values of $`\tau _0`$ where the state of phase synchronization is encountered, however, there is only one possible value of $`\mathrm{\Omega }`$.
At $`\tau _05N^1`$ a qualitative change occurs. Above this critical value, the asymptotic synchronized state is not characterized by a homogeneous phase anymore. Instead, the phase varies linearly along the system, in such a way that a phase difference $`\mathrm{\Delta }\psi =\pm 2\pi `$ accumulates in a whole turn around. The sign of $`\mathrm{\Delta }\psi `$ is defined by the initial condition. Symmetry considerations, in fact, indicate that both signs will be found with equal probability over the set of initial conditions that lead to this kind of asymptotic state. The individual phases are given by $`\psi _i=\psi _0+i\delta \psi `$, with $`\delta \psi =\pm 2\pi /N`$ and $`\psi _0`$ an arbitrary constant. Due to the time evolution of $`\varphi _i(t)=\mathrm{\Omega }t+i\delta \psi +\psi _0`$ a structure propagates around the system at velocity $`V_1=\mathrm{\Omega }/\delta \psi `$.
Similar qualitative changes are found at larger values of $`\tau _0`$. For $`\tau _011N^1,16N^1,\mathrm{}`$, the asymptotic states modify their phase structure in such a way that the phase difference around the whole system, $`m\mathrm{\Delta }\psi =\pm 2\pi m`$ with $`m=2,3,\mathrm{}`$, increases progressively. The corresponding individual evolution is $`\varphi _i(t)=\mathrm{\Omega }t+im\delta \psi +\psi _0`$, which defines a propagation velocity $`V_m=\mathrm{\Omega }/m\delta \psi `$. The synchronization frequency is given by
$$\mathrm{\Omega }=\omega \frac{ϵ}{N}\underset{j}{}\mathrm{sin}[\mathrm{\Omega }\tau _0\mathrm{min}\{|ij|,N|ij|\}+(ij)m\delta \psi ].$$
(8)
For $`m=0`$ this reduces to the case of full synchronization found for small $`\tau _0`$. Figure 1 shows the solutions of equation (8) for various values of $`m`$, and $`N=100`$. Bolder curves indicate the intervals where each mode has been observed in the numerical calculations with random-phase initial conditions. Note the zones where more than one solution exist for $`m=0`$ and $`m=1`$.
Are the transitions observed at the above quoted values of $`\tau _0`$ actual bifurcations, associated with changes in the stability of the asymptotic states? In view of the difficulty of dealing with the linear stability problem for a many-dimensional system with time delays such as (2) , we choose to answer this question by numerical means. For a given value of $`\tau _0`$ we calculate the frequency $`\mathrm{\Omega }`$ of a given mode $`m`$ from equation (8) and generate an initial condition which corresponds to that mode added with a certain –typically random– small perturbation. Then, we run the evolution and study the asymptotic behavior. This has been carried out for $`m=0,\mathrm{},3`$ at several values of $`\tau _0`$ in ($`0,0.2`$), for a 100-oscillator ensemble. In almost all cases, it has been found that for sufficiently small perturbations the considered states are stable for any value of $`\tau _0`$. The only exceptions seem to be the states whose frequencies are multiple solutions of equation (8), since in this case the only stable state correspond to the smallest frequency.
The observed transitions are therefore not related to stability changes in the propagation modes. Rather, several modes coexist and the system is multistable. The specific asymptotic state is thus selected by the initial condition. The fact that from the random-phase initial conditions considered previously the system evolves to a well defined synchronous mode, whose order $`m`$ grows with $`\tau _0`$, suggests that the attraction basins of the various solutions could considerably vary in size as $`\tau _0`$ changes. Indeed, from a probabilistic viewpoint, most initial conditions are of the random-phase type. Initial conditions that, for a given value of $`\tau _0`$, do not evolve to the mode marked with a bold line in Fig. 1 should be considered probabilistically rare.
We consider now the case of a one-dimensional array with free boundaries. Here, the distance between elements can be defined in the standard form, $`d_{ij}=|ij|`$, so that the time delays are $`\tau _{ij}=\tau _0|ij|`$. In this topology sites are not equivalent. Delays for elements near the center of the array are in average lower than for elements towards the boundaries. As a consequence, no homogeneous stable states are expected for the coupled ensemble. Numerical results show that, in fact, in the asymptotic evolution all the oscillators have the same frequency, given by
$$\mathrm{\Omega }=\omega \frac{ϵ}{N}\underset{j}{}\mathrm{sin}(\mathrm{\Omega }\tau _0|ij|\psi _j+\psi _i),$$
(9)
but $`\psi _i\psi _j`$ if $`ij`$ for any nearest-neighbor time delay $`\tau _0`$. Unexpectedly, however, the associated spatial structures not always preserve the topological symmetry of the system, as shown in the following.
Our numerical calculations for the case of free boundaries correspond to a 100-oscillator ensemble with the random-phase initial conditions described above. For small values of $`\tau _0`$ we find a symmetric asymptotic pattern, $`\psi _i=\psi _{N/2i}`$, where the central elements have larger phases than near the boundaries (Fig. 2 for $`\tau =0.02`$). This structure corresponds to the approximate solution (6) which, for this topology, predicts a parabolic phase profile with a maximum at the center of the array. Beyond a critical value $`\tau _00.025`$ random-phase initial conditions are instead attracted towards an asymmetric structure, where the phase varies in $`|\psi _N\psi _1|\pi `$ from one end to the other, and attains a maximum in between. Figure 2 shows such structure for $`\tau _0=0.05`$. In average, of course, half of the realizations produce the symmetric counterpart of this asymptotic state. The situation changes again at $`\tau _00.06`$. Beyond this point, stationary structures are again symmetric, as shown in Fig. 2 for $`\tau _0=0.1`$. They result however to be more complicated than for small $`\tau _0`$, with inflection points at $`iN/4`$ and a much flatter maximum. A new critical point occurs at $`\tau _00.11`$, where phase structures become asymmetric once more (see Fig. 2, for $`\tau _0=0.12`$). The phase variation between the ends is similar to that observed for smaller $`\tau _0`$ but the intermediate geometry is considerably more complex.
An analytical or semi-analytical study of these structures –including their existence and stability properties– requires considering the consistency problem discussed in connection with Eq. (3). Fixing $`\psi _1=0`$, the $`N1`$ equations for $`\psi _i`$ ($`i=2,\mathrm{},N`$) read here
$$\underset{j}{}\mathrm{sin}(\mathrm{\Omega }\tau _0|ij|\psi _j+\psi _i)=\underset{j}{}\mathrm{sin}[\mathrm{\Omega }\tau _0(j1)\psi _j].$$
(10)
This problem will be discussed in detail in a separate publication . Let us stress for the moment that, though the appearance of spatial structures was to be expected in an inhomogeneous system as the present one-dimensional array with free boundaries, these patterns are found to exhibit an unexpected richness upon variation of $`\tau _0`$ –including, in particular, symmetry breaking.
## IV Summary and discussion
We have found that an ensemble of identical globally coupled oscillators with finite interaction velocity, which gives origin to time delays, evolves to an asymptotic state where all the oscillators have the same frequency but different phases. Generally, the synchronization frequency differs from the proper frequency of individual oscillators, so that the dynamics of each element in the collective asymptotic motion does not coincide with its individual (uncoupled) dynamics. Phases, in turn, are distributed according to spatial patterns with nontrivial topological and dynamical properties. Specifically, in a one-dimensional periodic array several asymptotic states coexist, corresponding to propagation modes with different velocities. In a bounded one-dimensional array we have observed stationary phase structures whose symmetry properties depend on the size of time delays. These features, which are reminiscent of the behavior of reaction-diffusion systems with local interactions, point out sharp differences with the collective motion of coupled oscillators without time delays.
It is natural to ask whether any structure similar to those described above is observed in other, more complex topologies. To advance an answer to this question, we have performed a preliminary analysis of a two-dimensional array of $`20\times 20`$ elements with periodic boundary conditions. In this case, each element can be labeled by two indices, $`i_x`$ and $`i_y`$, according to its Cartesian coordinates in the lattice. For algorithmic convenience we have defined the distance between elements as $`d_{ij}=ij_1=\mathrm{min}\{|i_xj_x|,L|i_xj_x|\}+\mathrm{min}\{|i_yj_y|,L|i_yj_y|\}`$, with $`L=20`$ in our case. As above, the delay time is $`\tau _{ij}=\tau _0d_{ij}`$. In complete agreement with the one-dimensional analog, we have here found that for small $`\tau _0`$ the system synchronizes both in frequency and phase. Beyond a critical value $`\tau _00.025`$, instead, propagating phase patterns are observed. Figure 3 shows the simplest of these patterns, corresponding to the propagation mode with $`m_x=m_y=1`$.
Work in progress is being devoted to the detailed characterization of the phase structures described in this note, as well as those that could arise in other topologies. The next step will be to study the effects of the present kind of time delays in ensembles formed by chaotic oscillators, where coupling competes as a stabilizing mechanism against the inherently unstable dynamics of individual elements.
## Acknowledgment
This work was partially carried out at the Abdus Salam International Centre for Theoretical Physics. The author wishes to thank the Centre for hospitality. |
warning/0003/cond-mat0003104.html | ar5iv | text | # 1. Introduction
## 1. Introduction
Although the biological, social, and economic world are full of self-organization phenomena, many people believe that the dynamics behind them is too complex to be modelled in a mathematical way. Reasons for this are the huge number of interacting variables, most of which cannot be quantified, plus the assumed freedom of decision-making or large fluctuations within biological and socio-economic systems. However, in many situations, the living entities making up these systems decide for some (more or less) optimal behavior, which can make the latter describable or predictable to a certain extend \[?, ?, ?, ?, ?, ?, ?, ?, ?, ?\]. This is even more the case for the behavior shown under certain constraints like, for example, in pedestrian or vehicle dynamics \[?, ?, ?\]. While pedestrians or vehicles can move freely at small traffic densities, at large densities the interactions with the others and with the boundaries of the street confines them to a small spectrum of moving behaviors. Consequently, empirical traffic dynamics can be reproduced by simulation models surprisingly well \[?, ?, ?, ?, ?, ?, ?\].
In this connection, it is also interesting to mention some insights gained in statistical physics and complex systems theory: Non-linearly interacting variables do not change independently of each other, and in many cases there is a separation of the time scales on which they evolve. This often allows to “forget” about the vast number of rapidly changing variables, which are usually determined by a small number of “order parameters” and treatable as fluctuations \[?, ?\]. In the above mentioned examples of traffic dynamics, the order parameters are the traffic density and the average velocity of pedestrians or vehicles.
Another discovery is that, by proper transformations or scaling, many different models can by mapped onto each other, i.e. they behave basically the same \[?, ?, ?, ?\]. That is, a certain class of models displays the same kinds of states, shows the same kinds of transitions among them, and can be described by the same “phase diagram”, displaying the respective states as a function of some “control parameters” \[?, ?\]. We call such a class of models a “universality class”, since any of these models shows the same kind of “universal” behavior, i.e., the same phenomena. Consequently, one usually tries to find the simplest model having the properties of the universality class. While physicists like to call it a “minimal model”, “prototype model”, or “toy model”, mathematicians named the corresponding mathematical equations “normal forms” \[?, ?, ?, ?\].
Universal behavior is the reason of the great success of systems theory \[?, ?, ?\] in comparing phenomena in seemingly completely different systems, like physical, biological, or social ones. However, since these systems are composed of different entities and their corresponding interactions can be considerably different, it is not always easy to identify the variables and parameters behind their dynamics. It can be helpful to take up game-theoretical ideas, here, quantifying interactions in terms of payoffs \[?, ?, ?, ?, ?, ?, ?, ?\]. This can be applied to positive (profitable, constructive, cooperative, symbiotic) or negative (competitive, destructive) interactions in socio-economic or biological systems, but to attractive and repulsive interactions in physical systems as well \[?\].
In the following, we will investigate a simple model for interactive motion in space allowing to describe (i) various self-organized agglomeration phenomena, like settlement formation, and segregation phenomena, like ghetto formation, emerging from different kinds of interactions and (ii) fluctuation-induced ordering or self-organization phenomena.
Noise-related phenomena can be quite surprising and have, therefore, recently attracted the interest of many researchers. For example, we mention stochastic resonance \[?\], noise-driven motion \[?, ?\], and “freezing by heating” \[?\].
The issue of order through fluctuations has already a considerable history. Prigogine has discussed it in the context of structural instability with respect to the appearance of a new species \[?, ?\], but this is not related to the approach considered in the following.
Moreover, since both, the initial conditions and the interaction strengths in our model are assumed independent of the position in space, the fluctuation-induced self-organization discussed later on must be distinguished from so-called “noise-induced transitions” as well, where we have a space-dependent diffusion coefficient which can induce a transition \[?\].
Although our model is related to diffusive processes, it is also different from reaction-diffusion systems that can show fluctuation-induced self-organization phenomena known as Turing patterns \[?, ?, ?, ?, ?, ?\], which are usually periodic in space. The noise-induced self-organization that we find seems to have (i) no typical length scale and (ii) no attractor, since our model is translation-invariant. This, however, is not yet a final conclusion and still subject to investigations.
We also point out that, in the case of spatial invariance, self-organization directly implies spontaneous symmetry-breaking, and we expect a pronounced history-dependence of the resulting state. Nevertheless, when averaging over a large ensemble of simulation runs with different random seeds, we again expect a homogeneous distribution, since this is the only result compatible with translation invariance.
Finally, we mention that our results do not fit into the concept of noise-induced transitions from a metastable disordered state (local optimum) to a stable ordered state (global optimum), which are, for example, found for undercooled fluids, metallic glasses, or some granular systems \[?, ?, ?\].
## 2. Discrete Model of Interactive Motion in Space
Describing motion in space has the advantage that the essential variables like positions, densities, and velocities are well measurable, which allows to calibrate, test, and verify or falsify the model. Although we will focus on motion in “real” space like the motion of pedestrians or bacteria, our model may also be applied to changes of positions in abstract spaces, e.g. to opinion changes on an opinion scale \[?, ?\]. There exist, of course, already plenty of models for motion in space, and we can mention only a few \[?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?\]. Most of them are, however, rather specific for certain systems, e.g., for fluids or for migration behavior.
For simplicity, we will restrict the following considerations to a one-dimensional space, but a generalization to higher dimensions is straightforward. The space is divided into $`I`$ equal cells $`i`$ which can be occupied by the entities. We will apply periodic boundary conditions, i.e. the space can be imagined as a circle. In our model, we group the $`N`$ entities $`\alpha `$ in the system into homogeneously behaving subpopulations $`a`$. If $`n_i^a(t)`$ denotes the number of entities of subpopulation $`a`$ in cell $`i`$ at time $`t`$, we have the relations
$$\underset{i}{}n_i^a(t)=N_a,\underset{a}{}N_a=N.$$
(1)
We will assume that the numbers $`N_a`$ of entities belonging to the subpopulations $`a`$ do not change. It is, however, easy to take additional birth and death processes and/or transitions of individuals from one subpopulation to another into account \[?\].
In order not to introduce any bias, we start our simulations with a completely uniform distribution of the entities in each subpopulation over the $`I`$ cells of the system, i.e., $`n_i^a(0)=n_{\mathrm{hom}}^a=N_a/I`$, for which we choose a natural number. At times $`t\{1,2,3,\mathrm{}\}`$, we apply the following update steps, using a random sequential update (although a parallel update is possible as well, which is more efficient \[?, ?\], but normally less realistic \[?\] due to the assumed synchronous updating):
1st step: For updating of the state of entity $`\alpha `$, given it is a member of subpopulation $`a`$ and located in cell $`i`$, determine the so-called (expected) “success” according to the formula
$$S_a(i,t)=\underset{b}{}P_{ab}n_i^b(t)+\xi _\alpha (t).$$
(2)
Here, $`P_{ab}`$ is the “payoff” in interactions of an entity of subpopulation $`a`$ with an entity of subpopulation $`b`$. The payoff $`P_{ab}`$ is positive for attractive, profitable, constructive, or symbiotic interactions, while it is negative for repulsive, competitive, or destructive interactions. Notice that $`P_{ab}`$ is assumed to be independent of the position (i.e., translation invariant), while the total payoff $`_bP_{ab}n_i^b(t)`$ due to interactions depends on the distribution of entities over the system. The latter is an essential point for the possibility of fluctuation-induced self-organization. We also point out that, in formula (2), pair interactions are restricted to the cell in which the individual is located. Therefore, we do not assume spin-like or Ising-like interactions, in contrast to other quantitative models proposed for the description of social behavior \[?, ?\].
The quantities $`\xi _\alpha (t)`$ are random variables allowing to consider individual variations of the success, which may be “real” or due to uncertainty in the evaluation or estimation of success. In our simulation program, they are uniformly distributed in the interval $`[0,D_a]`$, where $`D_a`$ is the fluctuation strength (not to be mixed up wich a diffusion constant). However, other specifications of the noise term are possible as well.
2nd step: Determine the (expected) successes $`S_a(i\pm 1,t)`$ for the nearest neighbors $`(i\pm 1)`$ as well.
3rd step: Keep entity $`\alpha `$ in its previous cell $`i`$, if $`S_a(i,t)\mathrm{max}\{S(i1,t),S(i+1,t)\}`$. Otherwise, move to cell $`(i1)`$, if $`S(i1,t)>S(i+1,t)`$, and move to cell $`(i+1)`$, if $`S(i1,t)<S(i+1,t)`$. In the remaining case $`S(i1,t)=S(i+1,t)`$, jump randomly to cell $`(i1)`$ or $`(i+1)`$ with probability 1/2.
If there is a maximum density $`\rho _{\mathrm{max}}=N_{\mathrm{max}}/I`$ of entities, overcrowding can be avoided by introducing a saturation factor
$$c(j,t)=1\frac{N_j(t)}{N_{\mathrm{max}}},N_j(t)=\underset{a}{}n_j^a(t),$$
(3)
and performing the update steps with the generalized success
$$S_a^{}(j,t)=c(j,t)S_a(j,t)$$
(4)
instead of $`S_a(j,t)`$, where $`j\{i1,i,i+1\}`$. The model can be also easily extended to include long distance interactions, jumps to more remote cells, etc. (cf. Section 5).
## 3. Simulation Results
We consider two subpopulations $`a\{1,2\}`$ and $`N_1=N_2=100`$ entities in each subpopulation, which are distributed over $`I=20`$ cells. The payoff matrix $`(P_{ab})`$ will be represented by the vector $`𝑷=(P_{11},P_{12},P_{21},P_{22})`$, where we will restrict ourselves to $`|P_{ab}|\{1,2\}`$ for didactical reasons. For symmetric interactions between subpopulations, we have $`P_{ab}=P_{ba}`$, while for asymmetric interactions, there is $`P_{ab}P_{ba}`$, if $`ab`$. For brevity, the interactions within the same population will be called self-interactions, those between different populations cross-interactions.
To characterize the level of self-organization in each subpopulation $`a`$, we can, for example, use the overall successes
$$S_a(t)=\frac{1}{I^2}\underset{i}{}\underset{b}{}n_i^a(t)P_{ab}n_i^b(t),$$
(5)
the variances
$$V_a(t)=\frac{1}{I^2}\underset{i}{}[n_i^a(t)n_{\mathrm{hom}}^a]^2,$$
(6)
or the alternation strengths
$$A_a(t)=\frac{1}{I^2}\underset{i}{}[n_i^a(t)n_{i1}^a(t)]^2.$$
(7)
### 3.1. Symmetric Interactions
By analogy with a more complicated model \[?\] it is expected that the global overall success $`S(t)=_aS_a(t)`$ is an increasing function in time, if the fluctuation strengths $`D_a`$ are zero. However, what happens at finite noise amplitudes $`D_a`$ is not exactly known. One would usually expect that finite noise tends to obstruct or suppress self-organization, which will be investigated in the following.
We start with the payoff matrix $`𝑷=(2,1,1,2)`$ corresponding to positive (or attractive) self-interactions and negative (or repulsive) cross-interactions. That is, entities of the same subpopulation like each other, while entities of different subpopulations dislike each other. The result will naturally be segregation (“ghetto formation”) \[?, ?\], if the noise amplitude is small. However, segregation is suppressed by large fluctuations, as expected (see Fig. 1).
However, for medium noise amplitudes $`D_a`$, we find a much more pronounced self-organization (segregation) than for small ones (compare Fig. 2 with Fig. 1). The effect is systematic insofar as the degree of segregation (and, hence, the overall success) increases with increasing noise amplitude, until segregation breaks down above a certain critical noise level.
Let us investigate some other cases: For the structurally similar payoff matrix $`(1,2,2,1)`$, we find segregation as well, which is not surprising. In contrast, we find agglomeration for the payoff matrices $`(1,2,2,1)`$ and $`(2,1,1,2)`$. This agrees with intuition, since all entities like each other in these cases, which makes them move to the same places, like in the formation of settlements \[?\], the development of trail systems \[?, ?, ?\], or the build up of slime molds \[?, ?\]. More interesting is the case corresponding to the payoff matrix $`(1,2,2,1)`$, where the cross-interactions are positive (attractive), while the self-interactions are negative (repulsive). One may think that this causes the entities of the same subpopulation to spread homogeneously over the system, and in all cells would result an equal number of entities of both subpopulations, which is compatible with mutual attraction. However, this homogeneous distribution turns out to be unstable with respect to fluctuations. Instead, we find agglomeration! This result is more intuitive if we imagine one subpopulation to represent women and the other one men (without taking this example too serious). While the interaction between women and men is normally strongly attractive, the interactions among men or among women may be considered to be weakly competitive. As we all know, the result is a tendency of young men and women to move into cities. Corresponding simulation results for different noise strengths are depicted in Fig. 3. Again, we find that the self-organized pattern is destroyed by strong fluctuations in favour of a more or less homogeneous distribution, while medium noise strengths further self-organization.
For the payoff matrices $`(2,1,1,2)`$ and $`(2,1,1,2)`$, i.e. cases of strong negative self-interactions, we find a more or less homogeneous distribution of entities in both subpopulations, irrespective of the noise amplitude. In contrast, the payoff matrix $`(1,2,2,1)`$ corresponding to negative self-interactions but even stronger negative cross-interactions, leads to another self-organized pattern. We may describe it as the formation of lanes, as it is observed in pedestrian counterflows \[?, ?\] or in sheared granular media with different kinds of grains \[?\]. While both subpopulations tend to separate from each other, at the same time they tend to spread over all the available space (see Fig. 4), in contrast to the situation depicted in Figs. 1 and 2. Astonishingly enough, a medium level of noise again supports self-organized ordering, since it helps the subpopulations to separate from each other.
We finally mention that a finite saturation level suppresses self-organization in a surprisingly strong way, as is shown in Fig. 5. Instead of pronounced segregation, we will find a result similar to lane formation, and even strong agglomeration will be replaced by an almost homogeneous distribution.
#### Noise-induced ordering
A possible interpretation for noise-induced ordering would be that fluctuations allow the system to leave local minima (corresponding to partial agglomeration or segregation only). This could trigger a transition to a more stable state with more pronounced ordering. However, although this interpretation is consistent with a related example discussed in Ref. \[?\], the idea of a step-wise coarsening process is not supported by the temporal evolution of the distribution of entities (see Fig. 6) and the time-dependence of the overall success within the subpopulations (see Fig. 7). This idea is anyway not applicable to segregation, since, in the one-dimensional case, the repulsive clusters of different subpopulations cannot simply pass each other in order to join others of the same subpopulation.
According to Figs. 6 and 7, segregation and agglomeration rather take place in three phases: First, there is a certain time interval, during which the distribution of entities remains more or less homogeneous. Second, there is a short period of rapid self-organization. Third, there is a continuing period, during which the distribution and overall success do not change anymore. The latter is a consequence of the short-range interactions within our model, which are limited to the nearest neighbors. Therefore, the segregation or aggregation process practically stops, after separate peaks have evolved. This is not the case for lane formation, where the entities redistribute, but all cells remain occupied, so that we have ongoing interactions. This is reflected in the non-stationarity of the lanes and by the oscillations of the overall success.
We suggest the following interpretation for the three phases mentioned above: During the first time interval, which is characterized by a quasi-continous distribution of entities over space, a long-range pre-ordering process takes place. After this “phase of preparation”, order develops in the second phase similar to crystallization, and it persists in the third phase. The role of fluctuations seems to be the following: An increased noise level avoids a rash local self-organization by keeping up a quasi-continuous distribution of entities, which is required for a redistribution of entities over larger distances. In this way, a higher noise level increases the effective interaction range by extending the first phase, the “interaction phase”. As a consequence, the resulting structures are more extended in space (but probably without a characteristic length scale, see Introduction).
It would be interesting to investigate, whether this mechanism has something to do with the recently discovered phenomenon of “freezing by heating”, where a medium noise level causes a transition to a highly ordered (but energetically less stable) state, while extreme noise levels produce a disordered, homogeneous state again \[?\].
### 3.2. Asymmetric Interactions
Even more intriguing transitions than in the symmetric case can be found for asymmetric interactions between the subpopulations. Here, we will focus on the payoff matrix $`(1,2,2,1)`$, only. This example corresponds to the curious case, where individuals of subpopulation 1 weakly dislike each other, but strongly like individuals of the other subpopulation. In contrast, individuals of subpopulation 2 weakly like each other, but they strongly dislike the other subpopulation. A good example for this is hard to find. With some good will, one may imagine subpopulation 1 to represent poor people, while subpopulation 2 corresponds to rich people. What will be the outcome? In simple terms, the rich are expected to agglomerate in a few areas, if the poor are moving too nervously (see Fig. 8). In detail, however, the situation is quite complex, as discussed in the next paragraph.
#### Noise-induced self-organization
At small noise levels $`D_a`$, we will just find more or less homogeneous distributions of the entities. This is already different from the cases of agglomeration, segregation, and lane formation we have discussed before. Self-organization is also not found at higher noise amplitudes $`D_a`$, as long as we assume that they are the same in both subpopulations (i.e., $`D_1=D_2`$). However, given that the fluctuation amplitude $`D_2`$ in subpopulation 2 is small, we find an agglomeration in subpopulation 2, if the noise level $`D_1`$ in subpopulation 1 is medium or high, so that subpopulation 1 remains homogeneously distributed. The order in subpopulation 2 breaks down, as soon as we have a relevant (but still small) noise level $`D_2`$ in subpopulation 2 (see Fig. 8).
Hence, we have a situation where asymmetric noise with $`D_1D_2`$ can facilitate self-organization in a system with completely homogeneous initial conditions and interaction laws, where we would not have ordering without any noise. We call this phenomenon noise-induced self-organization. It is to be distinguished from the noise-induced increase in the degree of ordering discussed above, where we have self-organization even without noise, if only the initial conditions are not fully homogeneous.
The role of the noise in subpopulation 1 seems to be the following: Despite of the attractive interaction with subpopulation 2, it suppresses an agglomeration in subpopulation 1, in particular at the places where subpopulation 2 agglomerates. Therefore, the repulsive interaction of subpopulation 2 with subpopulation 1 is effectively reduced. As a consequence, the attractive self-interaction within subpopulation 2 dom-
inates, which gives rise to the observed agglomeration.
The temporal development of the distribution of entities and of the overall success in the subpopulations gives additional information (see Fig. 9). As in the case of lane formation, the overall success fluctuates strongly, because the subpopulations do not separate from each other, causing ongoing interactions. Hence, the resulting distribution is not stable, but changes continuously. It can, therefore, happen, that clusters of subpopulation 2 merge, which is associated with an increase of overall success in subpopulation 2 (see Fig. 9).
## 4. Conclusions
We have proposed a game theoretical model for self-organization in space, which is applicable to many kinds of biological, economic, and social systems with various types of profitable or competitive self- and cross-interactions between subpopulations of the system. Depending on the structure of the payoff matrix, we found several different self-organization phenomena like agglomeration, segregation, or lane formation. It turned out that medium noise strengths can increase the resulting level of order, while a high noise level leads to more or less homogeneous distributions of entities over the available space. The mechanism of noise-induced ordering in the above discussed systems with short-range interactions seems to be the following: Noise extends a “pre-ordering” phase by keeping up a quasi-continuous distribution of entities, which allows a long-range ordering. For asymmetric payoff matrices, we can even have the phenomenon of noise-induced self-organization, although we start with completely homogeneous distributions and homogeneous (translation-invariant) payoffs. However, the phenomenon requires different noise amplitudes in both subpopulations. The role of noise is to suppress agglomeration in one of the subpopulations, in this way reducing repulsive effects that would suppress agglomeration in the other subpopulation.
We point out that all the above results can be semi-quantitatively understood by means of a linear stability analysis of a related continuous version of the model \[?\]. This continuous version indicates that the linearly most unstable modes are the ones with the shortest wave length, so that
one does not expect a characteristic length scale in the system. This is different from reaction-diffusion systems, where the most unstable mode has a finite wave length, which gives rise to the formation of periodic patterns. Nevertheless, the structures evolving in our model are spatially extended, but non-periodic. The spatial extension is increasing with the fluctuation strength, unless a critical noise amplitude is exceeded.
For a better agreement with real systems, the model can be generalized in many ways. The entities may perform a biased or unbiased random walk in space. One can allow random jumps to neigboring cells with some prescribed probability. This probability may depend on the subpopulation, and thus we can imitate different mobilities of the considered subpopulations. Evolution is slowed down by introducing a threshold, fixed or random, so that the entities change to other cells only if the differences in the relevant successes are bigger than the imposed threshold. The model can be also generalized to higher dimensions, with expected interesting patterns of self-organized structures.
In general, the random variables $`\xi _\alpha (t)`$ in the definition of the success functions can be allowed to have different variances for the considered cell $`i`$ and the neighboring cells, with the interpretation that the uncertainty in the evaluation of the success in the considered cell is different (e.g. smaller) than that in the neighboring cells. Moreover, the uncertainities can be different for various subpopulations, which could reflect to some extent their different knowledge and behavior.
One can as well study systems with more than two subpopulations, the influence of long-range interactions, etc. The entities can also be allowed to jump to more remote cells. As an example, the following update rule could be implemented: Move entity $`\alpha `$ from cell $`i`$ to the cell $`(i+l)`$ for which
$$S_a^{\prime \prime }(i+l,t)=d^{|l|}c(i+l,t)S_a(i+l,t)$$
(8)
is maximal ($`|l|=0,1,\mathrm{},l_{\mathrm{max}})`$. If there are $`m`$ cells in the range $`\{(xl_{\mathrm{max}}),\mathrm{},(x+l_{\mathrm{max}})\}`$ with the same maximal value, choose one of them randomly with probability $`1/m`$. According to this, when spontaneously moving to another cell, the entity prefers cells in the neighborhood with higher success. The indirect interaction behind this transition, which is based on the observation or estimation of the success in the neighborhood, is short-ranged if $`l_{\mathrm{max}}I`$, otherwise long-ranged. Herein, $`l_{\mathrm{max}}`$ denotes the maximum number of cells which an entity can move within one time step. The factor containing $`d`$ with $`0<d<1`$ allows to consider that it is less likely to move for large distances, if this is not motivated by a higher success. A value $`d<1`$ may also reflect the fact that the observation or estimation of the success over large distances becomes more difficult and less reliable.
Acknowledgments: D.H. thanks Eörs Szathmáry and Tamás Vicsek for inspiring discussions and the German Research Foundation (DFG) for financial support by a Heisenberg scholarship. T.P. is grateful to the Alexander-von-Humboldt Foundation for financial support during his stay in Stuttgart. |
warning/0003/hep-th0003179.html | ar5iv | text | # 1 Introduction
## 1 Introduction
Following Maldacena’s conjecture, a fair amount of evidence has accumulated in support of the identification of certain (supersymmetric) gauge theories in the large $`N`$ limit with (super)gravity theories on appropriate backgrounds with one additional non-compact direction. The existence of a semiclassical (super)gravity background is predicated on taking the ’t Hooft coupling $`g_{\mathrm{YM}}^2N\lambda `$ to be very large, which makes any direct quantitative verification of the conjecture difficult.
If large $`N`$, large $`\lambda `$ gauge theories are dual to classical gravity backgrounds, we should be able to construct bulk operators in the gravity theory, for example to study the properties of singularities. However, correlation functions of the gauge theory are boundary correlations in the gravity theory, and these are believed to be the only observables. The obvious question that needs to be addressed then is: How is bulk information encoded in boundary correlation functions? In fact we do not yet understand well enough even the relationship between classical gravity concepts and the dual gauge theory, although some understanding on issues like causality and horizons have been gained. While the identification of the extra large dimension with some energy scale has enabled one to deduce certain properties of objects in the bulk as seen from the gauge theory, a map between local bulk operators and gauge theory observables has not been found. The case of a classical non-interacting field on the AdS background was discussed in .
This is intimately related to an intriguing aspect of AdS/CFT duality, the idea of holography, first proposed by ’t Hooft. Briefly, black hole thermodynamics suggests that the degrees of freedom inside the horizon of a black hole reside at the horizon. This is difficult to reconcile with the extensivity that we expect in garden-variety low-energy effective field theories. ’t Hooft and Susskind suggested that this behaviour might be a general feature of quantum gravity. In fact, the AdS/CFT duality turns out to be an explicit example of holography: The (super)gravity theory is defined in five noncompact dimensions for four-dimensional gauge theory.
Some time ago, Ishibashi, Kawai and their collaborators constructed toy models of quantum gravity coupled to $`c<1`$ matter in temporal gauge. It turned out that the string field theories they constructed were related to matrix models via the stochastic quantization of Parisi and Wu. Extrapolating these ideas to gauge theories using the observation of Marchesini led to a proposal for a direct nonperturbative connection between gauge theories and string theories in temporal gauge, making contact with Polyakov’s ideas regarding gauge theories and noncritical strings.
We consider in this paper the proposition that the second-order gauge-invariant Schwinger-Dyson equations of the gauge theory are the Wheeler-DeWitt equations of string theory, as Ishibashi et al. did for the $`c<1`$ models. We explain why such an identification depends crucially on the structure of the Schwinger-Dyson equations expressed in terms of Wilson loops. This identification allows us to construct gauge theory observables that are naturally related to operators in the bulk of the dual gravity background, shedding some light on the manner in which holography is implemented in the AdS/CFT duality. We show that these operators have the expected properties, using the fact that the second-order Schwinger-Dyson equations are in fact just the equilibrium conditions of stochastic quantization, with the operator that generates the Schwinger-Dyson equations also the Fokker-Planck Hamiltonian of the gauge theory. This connection has already been used to suggest a connection between the radial direction of AdS and stochastic time, and to explain the finite $`N`$ truncation of the spectrum of chiral primary operators in the gauge theory from the string theory perspective. Some related work can be found in .
The plan of this paper is as follows: We start with a brief account of the relevant results in the stochastic quantization of gauge theories. We then motivate an identification of the Schwinger-Dyson operator of the gauge theory with the Wheeler-DeWitt operator of the gravity theory. Using this identification a set of “bulk” operators is constructed from the gauge theory and their properties explored.
## 2 Stochastic Quantization
Stochastic quantization is a representation of quantum correlation functions as equilibrium values of correlation functions of a classical system coupled to white noise.
Given a classical equation of motion for an Euclidean field theory in $`d`$ dimensions, we associate a Langevin equation
$$\frac{\varphi }{\tau }=\mathrm{\Omega }\frac{\delta S}{\delta \varphi }+\eta (x,\tau ).$$
(1)
where $`x`$ is a point in $`d`$ dimensions, $`\tau `$ is a fiducial Euclidean ‘time’ coordinate, $`\mathrm{\Omega }`$ is a time scale, and $`\eta `$ is white noise with a noise ensemble average
$$<\eta (x,\tau )\eta (x^{},\tau ^{})>_\eta =\mathrm{\Omega }\delta (xx^{})\delta (\tau \tau ^{}).$$
(2)
(We will set $`\mathrm{\Omega }=1`$ for most of the paper.) The basic statement of stochastic quantization is that the equal $`\tau `$ equilibrium stochastic correlation functions are equal to the quantum correlation functions of the original theory: If $`\varphi _\eta `$ is the solution of the Langevin equation (1) with some initial condition then
$$\underset{\tau \mathrm{}}{lim}<\underset{i}{}\varphi _\eta (x_i,\tau )>_\eta =\underset{i}{}\varphi (x_i),$$
(3)
where the left hand side is the stochastic average, which is independent of the initial condition in the large $`\tau `$ limit, and the right hand side is the vacuum correlation function in the quantum field theory. Equal $`\tau `$ equilibrium ($`\tau \mathrm{}`$) correlation functions are, of course, just a particular case of more general unequal $`\tau `$ correlation functions:
$$<\varphi _\eta (x_1,\tau _1)\mathrm{}\varphi _\eta (x_n,\tau _n)>_\eta 𝑑\eta (x,t)e^{{\scriptscriptstyle \eta ^2/\mathrm{\Omega }}}\varphi _\eta (x_1,\tau _1)\mathrm{}\varphi _\eta (x_n,\tau _n).$$
(4)
An equivalent formulation of stochastic quantization is obtained by finding a stochastic action $`S_{\mathrm{stoc}}[\varphi (x,\tau )]`$ such that the correlation functions computed in a functional integral with this action are the stochastic correlation functions. For a scalar field theory
$$S_{\mathrm{stoc}}=\text{d}\tau \text{d}x\left[\frac{1}{2}\left(\frac{\text{d}\varphi }{\text{d}\tau }\right)^2+\frac{1}{8}\left(\frac{\delta S}{\delta \varphi }\right)^2\frac{1}{4}\left(\frac{\delta ^2S}{\delta \varphi (x)^2}\right)\right].$$
(5)
The last term is divergent and must be understood in the context of a regularization. In dimensional regularization, it is set to zero as usual, but this choice of regularization may not be appropriate in all instances. Associated with this action is a Hamiltonian which generates translations in the $`\tau `$ direction. This is the Fokker-Planck (FP) Hamiltonian
$$H_{\mathrm{FP}}=\text{d}x\left[\frac{\delta }{\delta \varphi (x)}\frac{\delta S}{\delta \varphi (x)}\right]\frac{\delta }{\delta \varphi (x)}.$$
(6)
This Hamiltonian is not hermitian but becomes hermitian under a similarity transformation by $`\text{e}^{S/2}`$
$$\widehat{H}_{\mathrm{FP}}=\text{d}x\left[\frac{1}{2}\frac{\delta ^2}{\delta \varphi ^2}+\frac{1}{8}\left(\frac{\delta S}{\delta \varphi }\right)^2\frac{1}{4}\frac{\delta ^2S}{\delta \varphi ^2}\right].$$
(7)
Introducing a source $`J`$ for $`\varphi ,`$ we can define a second-order Schwinger-Dyson (SD) operator $`H_{\mathrm{SD}}`$ by
$$H_{\mathrm{FP}}\text{e}^{{\scriptscriptstyle J\varphi }}H_{\mathrm{SD}}(J,\frac{\delta }{\delta J})\text{e}^{{\scriptscriptstyle J\varphi }},$$
(8)
where $`\mathrm{}`$ denotes the expectation value in the field theory. The equal $`\tau `$ correlation functions can also be represented as (we have set $`\mathrm{\Omega }=1`$)
$$<\underset{i}{}\varphi _\eta (x_i,\tau )>_\eta =0|\text{e}^{\tau H_{\mathrm{FP}}}\varphi (x_1)\mathrm{}\varphi (x_n)|0,$$
(9)
where in the large $`\tau `$ limit one gets the correlation functions of the original field theory, and we can use either $`H_{\mathrm{FP}}`$ or $`\widehat{H}_{\mathrm{FP}}`$. The existence of the large $`\tau `$ limit implies
$$0|\text{e}^{\tau H_{\mathrm{FP}}}H_{\mathrm{FP}}\varphi (x_1)\mathrm{}\varphi (x_n)|0=0;$$
(10)
these are the equilibrium conditions of stochastic quantization. The expectation value in equation (9) is defined with respect to a formal vacuum state (which depends on whether one uses $`H_{\mathrm{FP}}`$ or $`\widehat{H}_{\mathrm{FP}}`$) satisfying
$`0|H_{\mathrm{FP}}^{}=0`$ (11)
$`H_{\mathrm{FP}}|0=0`$ (12)
We shall be interested in another set of correlation functions, those in which the stochastic time is taken to infinity but the correlation functions depend on finite differences of stochastic time between the operators:
$$\underset{\tau \mathrm{}}{lim}<𝒪_1(x_1,\tau +t_1)𝒪_2(x_2,\tau +t_2)\mathrm{}𝒪_n(x_n,\tau )>_\eta .$$
(13)
While finite $`\tau `$ correlation functions cannot be directly interpreted as quantum correlations, the correlation functions in equation (13) are in fact quantum correlations in the original theory. They contain no new information of course since they can be written as a sum of equal time correlation functions with coefficients depending on $`t_it_j.`$ These correlations are translation invariant in $`t_i.`$
Turning to gauge theories, the Fokker-Planck hamiltonian for gauge theories
$$\text{d}x\frac{1}{N}\underset{\mu ,a}{}\left(\frac{\delta }{\delta A_\mu ^a(x)}\frac{\delta S}{\delta A_\mu ^a(x)}\right)\frac{\delta }{\delta A^{\mu a}(x)}$$
(14)
has the property that it is gauge-invariant. Acting on Wilson loops, the action of this operator (or of its associated Schwinger-Dyson operator) can be interpreted as Wilson loop diffusion, joining and splitting processes.
A physical interpretation of stochastic time is obtained by introducing Schwinger proper-time representations of propagators. Viewing all Feynman diagrams as starting from external legs at $`\tau =0,`$ the time evolution is generated by the Fokker-Planck Hamiltonian. In this interpretation, a finite $`\tau `$ amplitude is a sum over Feynman diagrams with the restriction that the total proper-time is bounded. Thus finite $`\tau `$ amplitudes are infrared regulated. For example, for a free massless scalar field the two-point function at finite stochastic time (with appropriate boundary conditions) is
$$<\varphi _\eta (k,\tau )\varphi _\eta (k,\tau )>_\eta =\frac{1}{k^2}(1\text{e}^{k^2\tau })=_0^\tau \text{d}s\text{e}^{sk^2}$$
(15)
which exhibits no singularity as $`k^20.`$
### 2.1 The Schwinger-Dyson equations
In gauge theories, there is a natural complete set of gauge invariant operators. These are Wilson lines $`𝒪_C\text{Tr}P\text{e}^{i_CA}`$ with Tr a normalized trace defined by $`\text{Tr}(1)=1.`$ This string (or contour) labelling of the operators leads to an important feature of the Schwinger-Dyson operator in gauge theories: It is second-order in functional derivatives with respect to sources for single Wilson loop operators. This is crucial in interpreting the Schwinger-Dyson operator as the Wheeler-DeWitt operator. Let us consider this in some detail: The point is that the term $`\delta ^2𝒪_C/\delta A^2`$ in equation (14) for Wilson loops gives
$`{\displaystyle \text{d}x\underset{\mu ,a}{}}`$ $`{\displaystyle \frac{\delta ^2}{\delta A_{\mu a}(x)^2}}\mathrm{Tr}\mathrm{P}\text{e}^{i{\scriptscriptstyle A}}={\displaystyle \underset{a}{}}{\displaystyle }\text{d}s_1\text{d}s_2(\dot{x}(s_1)\dot{x}(s_2))\times `$ (16)
$`\mathrm{Tr}\mathrm{P}\left(\text{e}^{_{x(s_1)}^{x(s_2)}A}T_a\text{e}^{_{x(s_2)}^{x(s_1)}A}T_a\right)\delta (x(s_1)x(s_2)).`$
Using the identity
$$\underset{a}{}\text{Tr}\left(T_aXT_aY\right)=N\text{Tr}X\text{Tr}Y$$
(17)
valid for U($`N`$) matrices, with $`T_a`$ a basis for normalized Hermitian matrices, this splits a Wilson loop into two Wilson loops. Thus, the Schwinger-Dyson equations in a gauge theory are schematically
$`H_{\mathrm{SD}}\text{e}^{W[J]}`$ $`{\displaystyle \underset{C}{}}[J^C({\displaystyle \underset{C^{},C^{\prime \prime }:(C^{}C^{\prime \prime })=C}{}}{\displaystyle \frac{\delta }{\delta J^C^{}}}{\displaystyle \frac{\delta }{\delta J^{C^{\prime \prime }}}}`$ (18)
$`{\displaystyle \frac{1}{\lambda }}{\displaystyle \frac{\delta }{\delta J^{\widehat{C}}}})+{\displaystyle \frac{1}{N^2}}{\displaystyle \underset{C^{}}{}}J^CJ^C^{}{\displaystyle \frac{\delta }{\delta J^{(CC^{})}}}]\text{e}^{W[J]}=0.`$
Here we have defined $`(AB)`$ as the contour obtained by joining contours $`A`$ and $`B`$ when they have a point in common, and $`\widehat{C}`$ is the contour obtained by joining the ‘infinitesimal’ contour associated with the action $`S`$ into the contour $`C.`$ We digress briefly to make precise the notion of an ‘infinitesimal’ contour.
It is important to consider the regularization of these equations (18). Wilson loops are composite operators and even in a finite theory such as $`N=4`$ supersymmetric gauge theory, correlation functions of composite operators must be defined with a regularization and renormalization scheme. In particular, the action of a regularized gauge theory can be interpreted as a sum of Wilson loops of size equal to the regularization length scale, as in lattice gauge theory, and it is this interpretation that is the definition of an ‘infinitesimal’ contour. The Schwinger-Dyson equations (18) must be regularized as well, but happily a gauge invariant regularization procedure has been developed for these. The fact that a regularization must be introduced at this stage implies that there will be a normalization scale implicit in the renormalized equations. It may be that this normalization scale is related to the string tension of type IIB string theory.
Let us compare the structure of the SD equations for gauge theories with the same structure for scalar field theory. Given a complete set of local operators $`𝒪_i`$ in a scalar field theory, we can define the generating function
$$Z[J]\text{e}^{W[J^i]}\text{e}^{_iJ^i𝒪_i}.$$
(19)
If the scalar field theory is defined by an action $`S,`$ we can derive a functional differential equation satisfied by $`\text{e}^{W[J]}:`$
$$H_{\mathrm{SD}}\text{e}^{W(J^i)}\underset{i}{}\left[J^i\left(\frac{\delta }{\delta J^{i^{\prime \prime }}}\frac{\delta }{\delta J^{\widehat{\iota }}}\right)+\underset{k}{}J^iJ^k\frac{\delta }{\delta J^{(ik)}}\right]\text{e}^{W(J^i)}=0$$
(20)
with $`i^{\prime \prime }`$ the index associated with the operator $`\delta ^2𝒪_i/\delta \varphi ^2,`$ $`\widehat{\iota }`$ the index associated with the operator $`(\delta 𝒪_i/\delta \varphi )(\delta S/\delta \varphi ),`$ and $`(ik)`$ the index associated with the operator $`(\delta 𝒪_i/\delta \varphi (x))(\delta 𝒪_k/\delta \varphi (x)).`$ Thus it is not necessary to introduce a second functional derivative with respect to sources in the SD equations for a scalar field theory.
It is a nontrivial fact that the second-order Schwinger-Dyson equations (18) are the equilibrium conditions of stochastic quantization in equation (10). In gauge theories, the second-order Schwinger-Dyson equations expressed in terms of Wilson loops are just the so-called loop equations.
## 3 Relationship between SQ and AdS/CFT
According to the AdS/CFT duality, the partition function of the gauge theory coupled to sources is the exponential of the supergravity action evaluated as a function of the boundary values of the supergravity fields. The duality holds at large $`N`$ and large $`\lambda `$ for slowly varying configurations:
$$\text{e}^{W[J]}\text{e}^{{\scriptscriptstyle J𝒪}}_{\mathrm{CFT}}=\text{e}^{S_{\mathrm{sugra}}[\widehat{J}(J)]}.$$
(21)
We have written the supergravity boundary values as $`\widehat{J}=\widehat{J}(J)`$ to indicate that rescalings may be needed depending on the dimension of the operator $`𝒪.`$
The right hand side of equation (21) can be interpreted as the leading order term in a path integral representation $`\mathrm{\Psi }[\widehat{J}]`$ of a wave functional of supergravity, where the class of metrics we integrate over has one boundary, i.e. it is the no-boundary wave function of Hartle and Hawking. This wave functional $`\mathrm{\Psi }[\widehat{J}]\text{e}^{S_{\mathrm{sugra}}[\widehat{J}(J)]}`$ obeys the Wheeler-DeWitt equation
$$H_{\mathrm{WD}}\mathrm{\Psi }[\widehat{J}]0$$
(22)
where the Wheeler-DeWitt operator $`H_{\mathrm{WD}}`$ is just the supergravity Hamiltonian, the sum of the gravity and matter Hamiltonians.
Before continuing let us consider exactly how one gets to the supergravity limit from the gauge theory. The generating function $`W[J]`$ of the gauge theory is a function of all the possible sources. We separate these into sources for supergravity excitations $`J_{\mathrm{sugra}}`$ and sources for the rest which we will call string sources $`J_{\mathrm{string}}.`$ In order to obtain the effective supergravity description one does not simply set $`J_{\mathrm{string}}=0.`$ The correct prescription is to solve for $`J_{\mathrm{string}}=J_{\mathrm{string}}(J_{\mathrm{sugra}}),`$ in other words to solve for massive backgrounds in terms of slowly varying massless backgrounds. The requirement that there is no production of string excitations in the effective supergravity theory in any low-energy supergravity scattering, translated into conditions in terms of the gauge theory operators that couple to either supergravity fields or to string fields, is
$$𝒪_{\mathrm{sugra}}^1\mathrm{}𝒪_{\mathrm{sugra}}^n𝒪_{\mathrm{string}}=0.$$
(23)
In terms of $`W[J]`$ this is
$$\frac{\delta W[J]}{\delta J_{\mathrm{string}}}=0,$$
(24)
which is the usual procedure of solving the equations of motion of massive backgrounds as functions of massless backgrounds. This in fact is exactly how the supergravity approximation is supposed to arise from a string field theory. The nonlinear terms in the Einstein action arise only after integrating out the massive string modes.
From the basic identification of the AdS/CFT duality equation (21), notice that if we find a solution of either equation (18) or equation (22) (with appropriate boundary conditions), we solve the whole theory. Both equations depend only on boundary values of bulk fields, and both equations are second-order in functional derivatives. We emphasize again that the second-order form of the SD operator is a consequence of the natural operators in the gauge theory being Wilson loops. An identification of the SD operator with the WD operator in the supergravity limit is therefore indicated.
Beyond the supergravity limit, the supergravity Hamiltonian (the WD operator) must be replaced by the complete string field theory Hamiltonian. Thus the SD operator of the gauge theory, written in terms of its action on Wilson loops, should be identified with the string field theory Hamiltonian. Indeed, the structure of the SD operator that follows from its derivation from the FP Hamiltonian has exactly the appropriate form to be a string field theory Hamiltonian since the FP Hamiltonian takes the form
$$H_{\mathrm{FP}}\frac{1}{\lambda }\left[\text{Diffusion + Tadpole}\right]+\left[\text{Loop splitting}\right]+\frac{1}{N^2}\left[\text{Loop joining}\right].$$
(25)
The identification of the WD operator with the SD operator suggests a relation between the radial coordinate in AdS and the stochastic time coordinate in stochastic quantization. For example, let us see how the computation of a Wilson loop is viewed in stochastic quantization. We start with
$$0|\text{e}^{\tau H_{\mathrm{FP}}}W(C)|0.$$
(26)
For a smooth non-intersecting loop, the Fokker-Planck operator deforms the loop. In equation (26), we are calculating the amplitude for the loop to disappear into the vacuum. In the large ’t Hooft coupling limit ($`\lambda \mathrm{}`$) the most economical way is to continuously deform the loop to zero size where it is annihilated by the tadpole operator. If we write eq. (26) as a functional integral, the path (in loop space) that the loop takes to approach zero should then be a saddle point of the action for large $`\lambda `$. This is exactly like the picture of the Feynman graphs at the end of section 2, and is also how the computation proceeds in the AdS/CFT correpondence where the loop’s path in loop space is computed using the minimal area in the AdS background. Thus evolution in the stochastic time direction is like evolving from the boundary of AdS inwards. As such the evolution operators on both sides should be identified up to the sign resulting from the direction of evolution, inwards (FP) or outwards (WD). As the AdS side correpond to looking at sources for the Wilson loops, it is the SD operator that becomes the operator that gives the classical string equations in the background. Of course, loops are deformed in exactly the same manner for either the Wilson loop or its source.
We hasten to add that the above description does not imply directly that evolution inwards from the boundary in anti-de Sitter space is directly related to the stochastic evolution. We must keep in mind that the gauge theory is recovered in the limit $`\tau \mathrm{}.`$ As will become clear in the next section, even taking $`\tau \mathrm{}`$ leaves a set of correlation functions that have operators separated in stochastic time.
## 4 Bulk operators
In semiclassical gravity there is a a notion of approximate locality in spacetime. We should be able to calculate properties of processes that are approximately localized in the bulk. We would like to construct a set of operators in the gauge theory that reflects this property. It has been suggested that the radial direction corresponds to a cut-off scale or renormalization scale, but what we need is a set of operators that can be defined at any point in spacetime. These will then give correlation functions at any $`n`$ distinct points in the bulk. Let us label by $`𝒪_i(0)`$ the set of gauge theory operators whose correlation functions are given by varying the string theory wave functional with respect to the boundary value of the string fields. In the supergravity limit these are just the local gauge invariant operators. While this set of operators is a complete set in the gauge theory, its interpretation in the gravity theory seems to confine it to a hypersurface in spacetime. The string theory is holographic, i.e. all its observables are those of the gauge theory. In the low-energy semiclassical limit, we should still be able to find observables of the gauge theory that can be interpreted as the observables of a theory in one dimension higher.
Using the understanding we have developed in previous sections of how the bulk arises in the gauge theory viewed via stochastic quantization, it is easy to see that there is a set of operators with the appropriate evolution in the radial direction. As we have discussed, the SD operator, in the semiclassical limit, is the generator of translations in the radial direction. The SD operator does not act directly on the gauge theory operators $`𝒪_i.`$ From equations (8) and (13), we see that an appropriate operator can be defined as
$$𝒪(t)\text{e}^{tH_{\mathrm{FP}}}𝒪(0)\text{e}^{tH_{\mathrm{FP}}}$$
(27)
The right hand side of equation (27) is an operator in the original gauge theory (although a rather unusual one). We claim that gauge theory correlation functions with operators as in equation (27) convey the information of the bulk theory. Thus we will call these bulk operators. We would like to understand the properties of these operators and the connection between the parameters $`t_i`$ and the physical radial distance in the AdS.
Let us look at the equation of motion of the expectation value of a local bulk operator in the gauge theory
$$f[J]𝒪(x,t)\text{e}^{{\scriptscriptstyle J𝒪}},$$
(28)
with $`\mathrm{}`$ the gauge theory vacuum expectation value, as before. The equation of motion is then
$$\frac{\text{d}}{\text{d}t}f[J]=[H_{\mathrm{FP}},𝒪(x,t)]\text{e}^{{\scriptscriptstyle 𝒪J}}.$$
(29)
Let us define $`\mathrm{\Pi }_J(x)\delta /\delta J(x)`$, then the above equation can be recast in terms of sources to be
$$\frac{\text{d}}{\text{d}\stackrel{~}{t}}\mathrm{\Pi }_J(x,\stackrel{~}{t})\text{e}^{J𝒪}=[H_{\mathrm{SD}},\mathrm{\Pi }_J(x,\stackrel{~}{t})]\text{e}^{{\scriptscriptstyle J𝒪}}$$
(30)
where we have defined $`\mathrm{\Pi }_J(x,\stackrel{~}{t})=\text{e}^{\stackrel{~}{t}H_{\mathrm{SD}}}\mathrm{\Pi }_J(x)\text{e}^{\stackrel{~}{t}H_{\mathrm{SD}}}`$, and $`\stackrel{~}{t}=t`$. The minus sign just reflects that the natural parametrization from the gravity point of view is toward the boundary of AdS while from the gauge theory it is inwards. Together with equation (30) that we will rewrite as
$$\frac{\text{d}}{\text{d}\stackrel{~}{t}}\mathrm{\Pi }_J(x,\stackrel{~}{t})=[H_{\mathrm{SD}},\mathrm{\Pi }_J(x,\stackrel{~}{t})]$$
(31)
one also has the equation
$$H_{\mathrm{SD}}=0.$$
(32)
Thus we see that if we identify the SD operator in the gravity limit (which in the gauge theory was described in section 3) with the WD operator, then equations (31, 32) is just the classical equation of motion of the gravity theory. What we are missing is the four-dimensional diffeomorphism constraint, but it follows just from the fact that $`J(x)`$ is a parameter in the gauge theory integral. So our bulk operators defined above obey the classical gravity equation of motion. Conversely, since the SD operator in the semiclassical limit is hard to compute, we can start instead with the WD operator. The WD operator written in terms of supergravity fields and momenta (sources $`J`$ and $`\mathrm{\Pi }_J`$) can be rewritten as an operator in the gauge theory variables ($`𝒪`$ and $`\delta /\delta 𝒪`$). If we now use this operator (which is easy to compute starting from the supergravity) to construct the gauge theory bulk operators as in equation (27), we are guaranteed to obtain operators which obey the supergravity equations of motion.
Let us examine in more detail how the semiclassical limit will emerge. The label $`t`$ which we have been using is not the physical radial distance, for any semiclassical space time. The semiclassical limit is the one in which we first solve for the classical part of the metric (in the AdS case this is just the conformal part of the metric). The value of the metric plays the role of the physical radial distance. This then can be substituted back into the equation for the fluctuations about the background in order to get the classical evolution of the fields on a fixed spacetime. The parameter $`t`$ that we have introduced is similar to the foliation label one introduces when quantizing gravity, so the wave function is independent of this parameter. Only after we have solved the metric equations and defined physical time can we connect the parameter $`t`$ to the radial direction of the AdS. This is evident for instance from the property of translation in $`t`$ of the bulk correlation functions.
Once this is done however the bulk correlation functions will be identified with local bulk information at various bulk positions. Thus any properties of the correlation functions as a function of the $`t_i`$ are translated into properties of supergravity correlation functions in the bulk. An example of this was just given above in terms of the equations of motion. However our definition of the bulk operators is valid beyond the classical limit.
In the AdS/CFT connection there is some evidence for a relationship between the RG flow and propagation in the radial direction. A relation between stochastic time and the renormalization group is evident from the identification of finite stochastic time $`\tau `$ amplitudes (equation (9)) as infrared regulated amplitudes (see e.g. equation (15)). To further our understanding let us look at the RG equation for the $`d+1`$ dimensional stochastic field theory $`S_{\mathrm{stoc}}`$ defined in section 2. Until now we have been relatively naïve, ignoring the issue of renormalization. Stochastic Ward identities restrict the possible renormalization functions of the stochastic theory to be those of the original theory plus renormalization of the stochastic time scale, which we have labelled $`\mathrm{\Omega }`$ in the Langevin equation (1).
Thus if we introduce a renormalization scale $`\mu `$, we have
$$\mu \frac{}{\mu }\mathrm{log}\mathrm{\Omega }=\eta _\omega (g).$$
(33)
The renormalization group equation for the Green functions of the stochastic theory is then
$$\left[RG_d+\eta _\omega (g)\mathrm{\Omega }\frac{}{\mathrm{\Omega }}\right]\mathrm{\Gamma }^n(x_i,t_i;\mu ,\mathrm{\Omega })=0,$$
(34)
where $`RG_d`$ stands for the renormalization group operator in the $`d`$ dimensional gauge theory. For a conformal field theory (for which the couplings do not run) one has a solution ($`\eta _\omega (g)`$ is just a number)
$$\frac{\mathrm{\Omega }}{\mathrm{\Omega }_0}=\left(\frac{\mu }{\mu _0}\right)^{\eta _\omega (g)},$$
(35)
i.e. if $`\mu `$ is rescaled so is $`\mathrm{\Omega }.`$ Since $`\mathrm{\Omega }`$ is just the scale for the parameter $`t`$ that is related to the radial direction in the semiclassical limit as explained above, this establishes a connection between the radial direction and the RG flow.
Attempts to directly link supergravity equations of motion to the renormalization group can be found in ; see also .
Another property of objects in the bulk in the AdS/CFT relationship is that objects in the interior look nonlocal from the perspective of the boundary theory. To see how this arises from the construction of the bulk operators let us look at the free scalar field $`\varphi `$ in four dimensions. The simplest example is to look at the two point function of the operators correponding to those in equation (27):
$$\varphi (k,t)\varphi (k,0)=\frac{1}{k^2}\text{e}^{k^2t},$$
(36)
or in the space representation,
$$\varphi (x,t)\varphi (x^{},0)\frac{1}{|xx^{}|^2}\left[1\text{e}^{|xx^{}|^2/4t}\right].$$
(37)
We see that compared with a two point function of two operators at the same $`t`$ the two point function of operators at differing values of $`t`$ has an effective UV cutoff. While this example was in the free field case, this property still holds when interactions are turned on. This is exactly in acord with what one expects in the AdS/CFT, but here we see the details of how it works.
This property however should not be confused with the locality of these operators in the bulk. From the supergravity perspective this is a confusing point. If we assume that an operator in the bulk is nonlocal with some nonlocal scale related to the position in the bulk, then how is it that the supergravity still looks local on scales which are smaller than this nonlocal scale? Indeed in the AdS/CFT using the metric
$$\text{d}s^2=l_s^2\left[\frac{U^2}{\sqrt{2}\lambda }(\text{d}x^\nu \text{d}x_\nu )+\frac{\sqrt{2\lambda }}{U^2}\text{d}U^2+\sqrt{2\lambda }\text{d}\mathrm{\Omega }_5^2\right],$$
(38)
objects at coordinate $`U`$ are assumed to have a nonlocal scale $`\frac{\sqrt{\lambda }}{U}`$, but supergravity should be valid down to the string scale which is $`\frac{\sqrt[4]{\lambda }}{U}`$ which is much less than the nonlocal scale for large ’t Hooft coupling $`\lambda `$. Using the bulk operators this is easy to understand. If we look at some correlation function
$$𝒪_3(x_3,t_3)𝒪_2(x_2,t_2)𝒪_1(x_1,0),$$
(39)
it has no singularities as the $`x_i`$ coincide, but if $`t_2t_30`$ the correlation function will have singularities when $`x_2`$ and $`x_3`$ are close together (i.e. $`𝒪_2`$ and $`𝒪_3`$ behave as local operators with respect to each other), while with respect to $`𝒪_1`$ they behave as nonlocal operators.
If we assemble some local excitations in the bulk all at some $`t_i>t_0,`$ and probe them with local probes in the gauge theory that are at $`t=0,`$ equation (36) tells us that from the point of view of the local operators of the gauge theory, the operators in the bulk are only correlated with the low momentum modes of operators at $`t=0.`$ This is as it should because a bounded region inside the bulk can only support a finite entropy. This is of course related to holography. If we take some UV cutoff for the gauge theory, then there are a finite number of degrees of freedom (for finite $`N`$), and of course a finite number of independent approximately local operators in the gauge theory. Using the bulk operators we can construct matter distributions inside the anti-de Sitter space, and try to exceed the Bekenstein bound. All the bulk operators can be written as sums of the approximately local operators in the gauge theory, and therefore the number of independent bulk operators cannot exceed the number of degrees of freedom of the original gauge theory.
Another benefit of our construction of bulk operators is the understanding of cluster decomposition in the bulk: Why are correlation functions of operators at very different radial positions $`(t)`$ and similar transverse positions $`(x)`$ suppressed? For different transverse positions this is because of the locality of the original theory, but $`t`$ is not a coordinate in the original space. However the evolution in the $`t`$ direction is generated by the Fokker-Planck Hamiltonian. As we have seen in section 2 regarding the Langevin equation (1), the Fokker-Planck Hamiltonian generates an approach to equilibrium driven by a noise. Perturbing the state by the insertion of an operator, and looking at its approach back to equilibrium is just what is computed in correlation functions with operator insertions at different times. General properties of the approach to equilibrium can then be used to show that correlation functions of operators at different times fall off with the time difference. In fact for a theory with a mass gap they decay exponentially and with no mass gap they decay with a power law.
## 5 Conclusions and further discussion
In this paper we have argued that the gauge invariant Schwinger-Dyson operator has a natural dual in the dual supergravity theory as the supergravity Hamiltonian conjugate to the radial foliation of the AdS. It will become the string field theory Hamiltonian away from the semi-classical limit. Using this we have shown that there is a natural (though far from simple) class of observables that mimics the existence of an extra large dimension. Properties of these observables were shown to coincide with general expectations, but the construction enables one to understand the connection between the gauge theory and the supergravity in a deeper way.
One interesting question that can be addressed with this identification is the issue of Minkowski holography. In our formalism, this question turns into: What gauge theory action has a Schwinger-Dyson operator that is equal to the Wheeler-DeWitt operator for a vanishing cosmological constant?
## 6 Acknowledgements
We would like to thank A. Polyakov and H. Verlinde for discussions. G.L. would like to thank W. Fischler, I. Klebanov, S. Shenker, L. Susskind and E. Verlinde for helpful conversations. V.P. is grateful to B. Durand and L. Durand for their hospitality at the University of Wisconsin, Madison. This work was supported in part by NSF grant PHY98-02484. |
warning/0003/astro-ph0003353.html | ar5iv | text | # Molecular Abundances in the Atmosphere of the T Dwarf Gl 229B
## 1 Introduction
Gliese 229B is not only the first brown dwarf recognized as genuine (Nakajima et al., 1995; Oppenheimer et al., 1995), but it is also the brightest and best-studied T dwarf known. With an effective temperature of $`T_{\mathrm{eff}}950`$K, it lies squarely between the latest L dwarfs ($`T_{\mathrm{eff}}1500`$K, Kirkpatrick et al. (1998)) and the giant planets of the solar system ($`T_{\mathrm{eff}}100`$K). Indeed, its near infrared spectrum shows the strong H<sub>2</sub>O absorption bands characteristic of very-low mass stars and the strong CH<sub>4</sub> bands seen in the spectra of Jupiter, Saturn and Titan. The transitional nature of the spectrum of Gl 229B is remarkable and hints at the spectral appearance of extrasolar giant planets which have effective temperatures in the range 200 – 1600 K (Guillot, 1999).
A wealth of data on Gl 229B has accumulated since its discovery five years ago. Broad band photometry from $`R`$ through $`N`$ and an accurate parallax (Matthews et al., 1996; Golimowski et al., 1998; Leggett et al., 1999; Perryman et al., 1997) allow an accurate determination of its bolometric luminosity. Spectroscopic observations (Oppenheimer et al., 1998; Geballe et al., 1996; Schultz et al., 1998) covering the range from 0.8 to 5.0$`\mu `$m have revealed a very rapidly declining flux shortward of 1$`\mu `$m, the unmistakable presence of CH<sub>4</sub>, H<sub>2</sub>O, and Cs, and demonstrated the absence of the CrH, FeH, VO and TiO features characteristic of late M and early L dwarfs. Finally, Noll, Geballe & Marley (1997) and Oppenheimer et al. (1998) have detected CO with an abundance well above the value predicted by chemical equilibrium, a phenomenon also seen in the atmosphere of Jupiter.
Model spectra for Gl 229B (Marley et al., 1996; Allard et al., 1996; Tsuji et al., 1996b) reproduce the overall energy distribution fairly well and all agree that 1) $`T_{\mathrm{eff}}950`$K, 2) compared to gaseous molecular opacity, the dust opacity is small if not negligible in the infrared, 3) the gravity of Gl 229B is poorly constrained at present. The rapid decline of the flux at wavelengths shortward of 1$`\mu `$m is interpreted as caused by an absorbing haze of complex hydrocarbons (Griffith, Yelle & Marley 1998) or alternatively by the pressure-broadened red wing of the K I resonance doublet at 0.77$`\mu `$m (Tsuji, Ohnaka & Aoki 1999; Burrows, Marley & Sharp 1999).
In this paper, we present new high-resolution spectra in the $`J`$, $`H`$, and $`K`$ bands. With the inclusion of the “red” spectrum of Oppenheimer et al. (1998), we analyze each part of the spectrum separately to obtain independent measures of the H<sub>2</sub>O abundance of Gl 229B – broadly interpreted as the metallicity index – to detect for the first time the presence of NH<sub>3</sub> in its spectrum, and to estimate the NH<sub>3</sub> abundance at two different depths in the atmosphere. Our results are expressed in terms of the surface gravity which cannot be determined from the data presented here. Nevertheless, we identify a reduced set of acceptable combinations of $`T_{\mathrm{eff}}`$ and gravity, using the observed bolometric luminosity of Gl 229B (Leggett et al., 1999).
The observations and the near infrared spectra are presented in §2. Section 3 shows how an accurate parallax, a well-sampled spectral energy distribution and evolutionary models greatly reduce the possible range of combinations of $`T_{\mathrm{eff}}`$ and gravity without having to resort to spectrum fitting. The synthetic spectrum calculation and our method of analysis are described in §4. The results concerning several molecules of interest which are at least potentially detectable are presented in §5, followed by a discussion in §6. Finally, a summary of the results and directions for future study are given in §7.
## 2 Spectroscopic observations
Spectra of Gl 229B in selected narrow intervals in the $`J`$, $`H`$, and $`K`$ windows were obtained at the 3.8 m United Kingdom Infrared Telescope (UKIRT) in 1998 January, using the facility spectrometer CGS4 (Mountain et al., 1990) and its 150 l/mm grating. Details of the observations are provided in Table 1. These are among the highest resolution spectra obtained of any T dwarf.
The spectra were obtained in the standard stare/nod mode with the $`1.2^{\prime \prime }`$ wide slit of the spectrometer oriented at a position angle of $`45^{}`$, nearly perpendicular to the line connecting Gl 229A and Gl 229B. The southward-going diffraction spike of Gl 229A together with scattered light from that star, which is 10 magnitudes brighter than Gl 229B, contaminated the array rows near and to the southwest of those containing the spectrum of Gl 229B. The contamination on the Gl 229B rows was determined by interpolation and was subtracted; typically it was comparable or somewhat smaller than the signal from Gl 229B. In order to remove telluric absorption features, spectra of the A0V star BS 1849 were measured just prior to Gl 229B. In all cases the match in airmasses was better than five percent and hence in the ratioed spectra residual telluric features are small compared to the noise level. Wavelength calibration was achieved by observations of arc lamps and is in all cases better than one part in $`10^4`$ ($`2\sigma `$).
The spectra shown in this paper have been slightly smoothed, so that the resolving powers are lower than those in Table 1 by approximately 25 percent. They also have been rebinned to facilitate coadding like spectra and joining adjacent spectral regions. The error bars can be judged by the point-to-point variations in featureless portions of the spectra, the signal-to-noise ratios at the continuum peaks are approximately 40 in the $`K`$ band, 25 in the $`H`$ band, and 30 in the $`J`$ band. The flux calibration of each spectrum is approximate as no attempt was made to match the photometry of Gl 229B.
While we identify the spectra by their corresponding standard photometric infrared bandpass, their wavelength coverages are much narrower than the $`JHK`$ filters and typically corresponds to the peak flux of Gl 229B in each bandpass.
In the $`J`$ band spectrum (Fig. 1), nearly all features are caused by H<sub>2</sub>O. The short wavelength end of the spectrum shows the red side of a CH<sub>4</sub> band, which is responsible for the features seen shortward of $`1.215\mu `$m. Two lines of neutral potassium are easily detected near $`1.25\mu `$m. No other lines of alkali metals fall within the wavelength coverage of our observations. The $`H`$ band spectrum (Fig. 2) is relatively rich in molecular opacity sources. All the features seen in the spectrum are either due to H<sub>2</sub>O ($`\lambda <1.59\mu `$m) or part of a very strong CH<sub>4</sub> absorption band ($`\lambda >1.6\mu `$m). Features seen between 1.59 and 1.6$`\mu `$m cannot presently be ascribed with certainty and are due to either H<sub>2</sub>O or CH<sub>4</sub>. While the opacities of NH<sub>3</sub> and H<sub>2</sub>S are not negligible in this part of the spectrum, neither molecule forms distinctive spectral features. Their presence cannot be directly ascertained from these data, mainly because their opacity is weaker than that of H<sub>2</sub>O and CH<sub>4</sub> and because of significant pressure broadening (see §5.3). The $`K`$ band flux emerges in an opacity window between a strong H<sub>2</sub>O band and a strong CH<sub>4</sub> band (Fig. 3). Spectral features are caused by H<sub>2</sub>O at shorter wavelengths ($`\lambda 2.11\mu `$m) and by CH<sub>4</sub> at longer wavelengths ($`\lambda 2.105\mu `$m). Several distinctive features of NH<sub>3</sub> are expected at the blue end of this spectrum and models predict a single absorption feature of H<sub>2</sub>S at $`2.1084\mu `$m.
All features seen in Figures 1 – 3 are unresolved blends of numerous molecular transitions. A spectral resolution at least 10 times higher would be required to resolve the intrinsic structure of the spectrum of Gl 229B.
## 3 Effective temperature and gravity
While synthetic spectra have been fairly successful at reproducing the unusual spectrum of Gl 229B (Marley et al., 1996; Allard et al., 1996; Tsuji et al., 1996b), the entire spectral energy distribution has not yet been modeled satisfactorily. Limitations in the opacity databases are partly responsible for the remaining discrepancies between synthetic spectra and the data (see §4.2). These shortcomings have impeded the determination of $`T_{\mathrm{eff}}`$ and of the gravity $`g`$ in particular. On the other hand, the bolometric luminosity of Gl 229B is now well determined. Combining spectroscopic and photometric data from 0.82 to 10$`\mu `$m with the parallax, Matthews et al. (1996) found $`L=6.4\times 10^6L_{}`$. With new $`JHKL^{}`$ photometry, Leggett et al. (1999) found $`L=6.6\pm 0.6\times 10^6L_{}`$. A recalibration using the HST photometry of Golimowski et al. (1998) gives $`L=6.2\pm 0.55\times 10^6L_{}`$. Evolutionary models (Burrows et al., 1997) allow us to find a family of $`(T_{\mathrm{eff}},g)`$ models with a given $`L_{\mathrm{bol}}`$. Figure 4 shows the cooling tracks of solar metallicity brown dwarfs in terms of the surface parameters $`T_{\mathrm{eff}}`$ and $`g`$. Models with the bolometric luminosity of Gl 229B fall within the band running through the center of the figure. Using a very conservative lower limit for the age of Gl 229A of 0.2 Gyr (Nakajima et al., 1995), we find $`T_{\mathrm{eff}}=950\pm 80`$K. On the other hand, the gravity remains poorly determined with $`\mathrm{log}g(\mathrm{cm}/\mathrm{s}^2)=5\pm 0.5`$, corresponding to a mass range of 0.015 – 0.07$`M_{}`$. While the upper range is very close to the lower main sequence mass limit, Gl 229B’s status as a brown dwarf is secure. A star at the edge of the main sequence would be much hotter with $`T_{\mathrm{eff}}1800`$K; well outside of Fig. 4.
In the remainder of this paper, the discussion focuses on three atmosphere models which span the range of allowed solutions (Table 2 and Fig. 4): $`(T_{\mathrm{eff}}(\mathrm{K}),\mathrm{log}g(\mathrm{cgs}))=`$ (870, 4.5), (940, 5.0) and (1030, 5.5), which we label models A, B, and C, respectively. These constraints on $`T_{\mathrm{eff}}`$ and $`g`$ from cooling sequences are quite firm. We find the same result, within the error bar on $`L_{\mathrm{bol}}`$, from several cooling sequences which predate Burrows et al. (1997). The latter were computed with different input physics such as the equation of state and surface boundary conditions derived from grey and non-grey atmosphere models using several opacity tabulations.
In section 5, we show that these three models can fit the spectra only if they have different metallicities, ranging from \[M/H\]$`=0.1`$ to $`0.5`$. The evolution of brown dwarfs is sensitive to the metallicity through the atmospheric opacity which controls the rate of cooling. We find that for the range of interest here, the effect of a reduced metallicity on our determination of $`T_{\mathrm{eff}}`$, $`g`$, and the cooling age is smaller but comparable to that of the uncertainty on the value of $`L_{\mathrm{bol}}`$. We choose to ignore it for simplicity.
## 4 Method of analysis
### 4.1 Model atmospheres and spectra
Our analysis is based on the atmosphere models of brown dwarfs and extrasolar giant planets described in Burrows et al. (1997). Briefly, the atmospheres are in radiative/convective equilibrium and the equation of radiative transfer is solved with the k-coefficient method. The chemical equilibrium is treated as in Burrows et al. (1997). Gas phase opacities include Rayleigh scattering, the collision-induced opacity of H<sub>2</sub> and the molecular opacities of H<sub>2</sub>O, CH<sub>4</sub>, NH<sub>3</sub>, H<sub>2</sub>S, PH<sub>3</sub>, and CO, as well as the continuum opacities of H<sup>-</sup> and H$`{}_{}{}^{}{}_{2}{}^{}`$. The molecular line opacity database is described in more detail in §4.2. Atomic line opacity is not included. Because of the relatively large gravity of Gl 229B, pressure broadening of the molecular lines plays an important role in determining the $`(T,P)`$ profile of the atmosphere and in shaping the spectrum. The line-by-line broadening theory we use is described in Burrows et al. (1997). The strong continuum opacity source responsible for the rapid decrease of the flux of Gl 229B shortward of 1.1$`\mu `$m is included following the haze model of Griffith et al. (1998). Details of the haze model and of our fitting procedure are given in §5.1. The $`(T,P)`$ structures of these atmosphere models are shown in Fig. 5. The profiles intersect each other because both $`T_{\mathrm{eff}}`$ and the gravity vary between the models. The inflexion point at $`\mathrm{log}T3.25`$ signals the top of the convection zone.
Using the same monochromatic opacities used to compute the k-coefficients, high-resolution synthetic spectra are generated from the atmospheric structures by solving the radiative transfer equation with the Feautrier method on a frequency grid with $`\mathrm{\Delta }\nu =0.1`$cm<sup>-1</sup>. Spectra with resolution lower than $`\mathrm{\Delta }\nu >1`$cm<sup>-1</sup> can then be generated for comparison with data.
An unusual aspect of T dwarf atmospheres is the great variation of the opacity with wavelength. These atmospheres are strongly non-grey and the near infrared spectrum is sculpted by strong absorption bands of H<sub>2</sub>O and CH<sub>4</sub>. Most of the flux emerges in a small number of relatively transparent opacity windows. The concept of photosphere becomes rather useless since the level at which the spectrum is formed depends strongly on the wavelength. Figure 6 shows the depth of the “photosphere” $`(\tau _\nu =2/3)`$ in both temperature and pressure as a function of wavelength for model B ($`T_{\mathrm{eff}}=940`$K, $`\mathrm{log}g=5`$). In the $`Z`$, $`J`$, and $`H`$ bands, and, to a lesser extent, in the $`K`$ and $`M`$ bands, the atmosphere is very transparent and can be probed to great depths. For $`\lambda >25\mu `$m, the spectral energy distribution approaches a Planck function with $`T500`$K.
Figure 6 reveals that spectroscopy between 0.8 and 12$`\mu `$m can probe the atmosphere from $`T500`$K down to a depth where $`T1600`$K, corresponding to a range of 6 pressure scale heights! This provides an exceptional opportunity to study the physics of the atmosphere of a brown dwarf over an extended vertical range. The top of the convection zone for model B (located at $`T=1860`$K) is below the “photosphere” at all wavelengths and is not directly observable, however.
### 4.2 Limitations to this study
Given the range of acceptable values of $`T_{\mathrm{eff}}`$ and $`g`$ (§3), we can determine the metallicity of Gl 229B and the abundance of several key molecules by fitting synthetic spectra to the observations, for each of the three models. The precision of our results is determined by the reliability of the models, the noise level in the data and, most significantly, by the limitations of the molecular line lists used to compute their opacities. The latter point requires a detailed discussion.
The opacities of CH<sub>4</sub> and NH<sub>3</sub> are computed from line lists obtained by combining the HITRAN (Rothman et al., 1998) and GEISA (Husson et al., 1994) databases, which are complemented with recent laboratory measurements and theoretical calculations. Further details are provided in Burrows et al. (1997). The resulting line lists for these two molecules are very nearly complete for $`T<300`$K, and their degree of completeness decreases rapidly at higher temperatures where absorption from excited level become important. Furthermore, the line list of CH<sub>4</sub> is limited to $`\lambda >1.584\mu `$m. We extend the CH<sub>4</sub> opacity to shorter wavelengths with the laboratory measurements of Strong et al. (1993) which provide the absorption coefficient averaged over intervals of 5 cm<sup>-1</sup> between 1 and 5$`\mu `$m at $`T=300`$K. We use Strong et al. (1993) opacities for $`1<\lambda <1.82\mu `$m and the line list for $`\lambda >1.82\mu `$m. This puts the transition from one tabulation to the other in a strong H<sub>2</sub>O absorption band and obliterates any discontinuity in CH<sub>4</sub> opacity at the transition. For $`\lambda <1\mu `$m, the tabulation of Karkoschka (1994) gives the absorption coefficient of CH<sub>4</sub> determined from spectroscopic observations of the giant planets at 0.0004$`\mu `$m intervals. Because of the low temperatures found in the atmospheres of giant planets, the Karkoschka CH<sub>4</sub> opacities are appropriate for $`T<200`$K. To our knowledge, this compilation of NH<sub>3</sub> and CH<sub>4</sub> opacity is the most complete presently available.
As can be seen in Figure 6, the temperature in the atmosphere of Gl 229B is everywhere greater than 300 K. For CH<sub>4</sub>, we compute temperature-dependent line opacity (which is incomplete above 300 K) from the population of excited levels determined by the Boltzmann formula for $`\lambda >1.82\mu `$m, and use temperature independent opacity at shorter wavelengths. While the synthetic spectra computed reproduce the fundamental band of CH<sub>4</sub> very well (centered at $`\lambda =3.4\mu `$m), the match with the 1.6 and 2.3$`\mu `$m bands is rather poor. Even though CH<sub>4</sub> is a very prominent molecule in the spectrum of Gl 229B, the current knowledge of its opacity is not adequate for a quantitative analysis of its spectral signature. For this reason, we have essentially ignored the regions in our spectra where CH<sub>4</sub> is prominent. Unfortunately, this prevents us from estimating the abundance of CH<sub>4</sub> – and therefore of carbon – in Gl 229B.
Ammonia shows significant absorption in both the $`H`$ and $`K`$ band spectra. The line list for NH<sub>3</sub> starts at $`\lambda >1.415\mu `$m. Because the line list does not include transitions from highly excited levels which occur at $`T>300`$K, the NH<sub>3</sub> opacity we compute at a given wavelength is strictly a lower limit to the actual opacity.
Except for the collision-induced absorption by H<sub>2</sub>, the most important molecular absorber in Gl 229B is H<sub>2</sub>O, for which the opacity is now relatively well understood. We use the most recent and most extensive ab initio line list (Partridge & Schwenke (1997), $`3\times 10^8`$ transitions). This line list is essentially complete for $`T<3000`$K. As a demonstration of the equality of this database, we find that the H<sub>2</sub>O features computed with this line list correspond extremely well in frequency with the observed features of Gl 229B (e.g. Figs. 7 to 9). However, we find noticeable discrepancies in the relative strengths of H<sub>2</sub>O features which we attribute to the calculated oscillator strength of the transitions (§5.1). This effect can also be seen in Fig. 1c of Griffith et al. (1998). At high resolution, the distribution of molecular transitions in frequency and strength is nearly random, and the inaccuracies in oscillator strengths we have found limit the accuracy of model fitting in a fashion similar to noise. This “opacity noise” is at least as significant as the noise intrinsic to our data.
## 5 Results from fitting the spectra
We have constructed a grid of synthetic spectra for the three models shown in Fig. 4 with metallicity $`0.7[\mathrm{M}/\mathrm{H}]0.1`$ in steps of 0.1. We use these modeled spectra to fit four distinct spectral regions (the “red”, $`J`$, $`H`$, and $`K`$ spectra) separately to determine the metallicity as a function of gravity with an internal precision of $`\pm 0.1`$ dex. For the purpose of fitting the data, the synthetic spectra were renormalized to the observed flux at a selected wavelength in each spectral region.
The model spectra show some distortions in the overall shape of the spectrum which are probably due to remaining uncertainties in the $`(P,T)`$ profile of the atmosphere, the inadequate CH<sub>4</sub> opacities, and possible effects of dust opacity. Considering the additional problems with the strength of the H<sub>2</sub>O features, we elected to do all fits “by eye,” except where otherwise noted. We discuss the fitting of each spectral interval below. In the interest of brevity, we present a detailed discussion of fits obtained only with the model of intermediate gravity (model B). The best fits obtained with models A and C are very nearly identical to those with model B. The results are summarized in Table 2.
### 5.1 The “red” spectrum
The “red” spectrum extends from 0.83 to $`1\mu `$m and is formed deep in the atmosphere where $`1100<T<1500`$K. The spectra of Schultz et al. (1998) and Oppenheimer et al. (1998) reveal two lines of Cs I (at 0.852 and 0.894$`\mu `$m) and a strong H<sub>2</sub>O band but not the bands of TiO and VO common to late M dwarfs and early L dwarfs (Fig. 7). Refractory elements, such as Ti, Fe, V, Ca, and Cr, are expected to be bound in condensed compounds in a low-temperature atmosphere such as that of Gl 229B and therefore are not available to form molecular bands (Fegley & Lodders, 1996; Marley et al., 1996; Burrows & Sharp, 1999). With the exception of the strong, unidentified feature at 0.9874$`\mu `$m, all features between 0.89 and 1.0$`\mu `$m can be attributed to H<sub>2</sub>O. An overlap of a weak band of H<sub>2</sub>O and a weaker CH<sub>4</sub> band causes the small depression at 0.894$`\mu `$m which was tentatively tentatively attributed to CH<sub>4</sub> by Oppenheimer et al. (1998) and Schultz et al. (1998). Features below 0.89$`\mu `$m cannot be identified at present. The two Cs I lines are not included in our model.
The flux from Gl 229B is also observed to decrease very rapidly toward shorter wavelengths (Schultz et al., 1998; Oppenheimer et al., 1998; Golimowski et al., 1998), which, in the absence of the strong TiO and VO bands, is evidently caused by the presence of a missing source of opacity in the atmosphere. Spectra computed with molecular opacities only (but excluding TiO, VO, FeH, etc) predict visible fluxes which are grossly overestimated (Griffith et al., 1998) but the detailed sequence of absorption features of the spectrum are well reproduced, indicating that the short wavelength flux is suppressed by a smooth opacity source.
We fit the red spectrum of Gl 229B between 0.82 and 1.15$`\mu `$m to obtain the metallicity. We have recalibrated the published spectrum (Oppenheimer et al., 1998; Geballe et al., 1996; Leggett et al., 1999) using the HST photometry of Golimowski et al. (1998). We model the continuum opacity with a layer of condensates following the approach of Griffith et al. (1998). Condensates are expected in the atmosphere of Gl 229B on the basis of chemical equilibrium calculations (Lodders, 1999; Burrows & Sharp, 1999) and can provide the required opacity. Alternatively, Tsuji, Ohnaka & Aoki (1999) and Burrows, Marley, & Sharp (1999) attribute this rapid decline to the pressure broadened red wing of the 0.77$`\mu `$m K I resonance doublet. The first optical spectrum of a T dwarf (SDSS 1624+0029) shows that the latter explanation is correct (Liebert et al., 2000). The nature of this opacity source is not very important for the determination of the metallicity, however, as long as the proper continuum opacity background is present in the calculation.
The dust opacity is computed with the Mie theory of scattering by spherical particles and is determined by the vertical distribution of the particles, their grain size distribution, and the complex index of refraction of the condensate. The cloud model of Griffith et al. (1998) is described by 1) the vertical density profile of the condensate, taken as:
$$n_d=AP,$$
where $`n_d`$ is the number density of condensed particles, $`P`$ is the ambient gas pressure, and the cloud layer is bound by
$$P_{\mathrm{top}}P100\mathrm{bar};$$
2) the size distribution of the particles
$$f(d)=\frac{d}{d_0}\mathrm{exp}\left[\frac{\mathrm{ln}(d/d_0)}{\mathrm{ln}\sigma }\right]^2,$$
where $`d`$ is the diameter of the particles; and 3) the complex index of refraction of the condensate
$$n(\lambda )=1.65+in_i(\lambda ).$$
The parameters $`P_{\mathrm{top}}`$, $`A`$, $`d_0`$, $`\sigma `$, the function $`n_i(\lambda )`$, and the metallicity of the atmosphere are free parameters.
Such a multi-parameter fit of the observed spectrum is not unique. Furthermore, arbitrarily good fits of the “continuum” flux level can be obtained by adjusting the imaginary part of the index of refraction since its wavelength dependence is weakly constrained a priori. Our results for the three models are qualitatively similar to those of Griffith et al. (1998). Typical values of the fitted dust parameters are $`A=415`$cm<sup>-3</sup>bar<sup>-1</sup>, $`P_{\mathrm{top}}=0.5`$bar, $`d_0=0.21\mu `$m, and $`\sigma =1.3`$, with the imaginary part of the index of refraction decreasing from $`n_i=1.70`$ at 0.8$`\mu `$m to 0.01 at 1.10$`\mu `$m. These parameters applied to model B with a metallicity of \[M/H\]=$`0.3`$ result in the fit shown in Figure 7.
The metallicity of the atmosphere \[M/H\] is largely independent of the dust parameters, however, as it is constrained by the amplitude of the features in the H<sub>2</sub>O band which we fit between 0.925 and 0.98$`\mu `$m. A larger metallicity results in a larger amplitude of the features inside the band. We obtain the same value of \[M/H\] as long as a good fit of the “continuum” flux level is obtained, regardless of the particular values of dust parameters. The lower panel of Fig. 7 clearly shows differences in the relative strengths of the absorption features in the H<sub>2</sub>O band between the synthetic and observed spectra. Similar differences also occur in the $`J`$, $`H`$, and $`K`$ bands. The same differences are found for all three atmospheric profiles and point to inaccuracies in the oscillator strength of the ab initio line list of H<sub>2</sub>O (Partridge & Schwenke, 1997). The metallicity is fitted to give the best overall fit of these features with a precision of $`\pm 0.1`$ dex.
Strictly speaking, this procedure gives the H<sub>2</sub>O abundance, or \[O/H\] rather than \[M/H\]. For solar metallicity, the condensation of silicates deep in the atmosphere of Gl 229B will reduce the amount of oxygen available to form H<sub>2</sub>O by $`15`$% (Fegley & Prinn, 1988) which implies that
$$[\mathrm{M}/\mathrm{H}]=[\mathrm{O}/\mathrm{H}]+0.07.$$
(1)
The correction, which decreases for subsolar metallicities, is smaller than our fitting uncertainty and will be ignored hereafter.
### 5.2 $`J`$ band spectrum
The $`J`$ band spectrum probes the most transparent window of the spectrum of Gl 229B and is formed at great depth where $`1500T1600`$K and $`P30`$bar (Fig. 6). Our spectrum contains almost exclusively H<sub>2</sub>O features, with the exception of CH<sub>4</sub> absorption for $`\lambda <1.215\mu `$m and of two prominent K I lines (Fig. 1). Since we have elected to ignore CH<sub>4</sub> bands and our synthetic spectra do not include alkali metal lines, we fit the $`J`$ spectrum between 1.215 and 1.298$`\mu `$m to determine the metallicity from the depth of the H<sub>2</sub>O absorption features. Figure 8 shows the effect of the metallicity on the spectrum (top panel) and our best fit (bottom panel) for model B. The flux level in the $`J`$ spectrum varies by a factor of 3 and our best fit shows distortions in the general shape of the spectrum. The distortions may be caused by a combination of uncertainties in the $`(T,P)`$ profile of the atmosphere, problems with the H<sub>2</sub>O opacities or a small amount of dust opacity in the infrared spectrum of Gl 229B (not modeled). Since the fit is based on the depth of the features, we ignore these distortions and fit the logarithm of the flux rather than the flux, as shown in Fig. 8. As in the red spectrum (§5.1), we find a remarkable correspondence of spectral features between the observed and modeled spectra although the model spectrum is somewhat less successful at reproducing the relative strengths of the H<sub>2</sub>O features.
### 5.3 $`H`$ band spectrum
While the $`H`$ band spectrum falls between the red side of a strong H<sub>2</sub>O band (for $`\lambda <1.59\mu `$m) and the blue side of a prominent CH<sub>4</sub> band (for $`\lambda >1.59\mu `$m), NH<sub>3</sub> and H<sub>2</sub>S have non-negligible opacity in this wavelength interval which also includes a band of CO.
The strong CH<sub>4</sub> band is responsible for the turnover of the flux at 1.59$`\mu `$m. In this wavelength range, the CH<sub>4</sub> opacity is described in our calculation by the Strong et al. (1993) laboratory measurements which are restricted to $`T=300`$K. As a consequence, the CH<sub>4</sub> band comes in at 1.61$`\mu `$m in the synthetic spectra, which results in strong departures of the mean flux level between data and models for $`\lambda >1.58\mu `$m. This limits our analysis of the $`H`$ band spectrum to wavelengths shorter than 1.58$`\mu `$m. In this wavelength range, the spectrum is formed deep in the atmosphere, where $`1200<T<1350`$K and $`P10`$ bar (Fig. 6). Within this spectral region, we determine the abundance of NH<sub>3</sub> as a function of the metallicity, but cannot untangle the two. We also comment on the presence of H<sub>2</sub>S and CO.
#### 5.3.1 Metallicity and ammonia
While NH<sub>3</sub> absorption can significantly affect the slope of the spectrum shortward of 1.56$`\mu `$m (Fig. 9), there is no distinctive feature at this spectral resolution ($`R=2100`$) to provide an unambiguous detection of this molecule. The detection of CO at 4.7$`\mu `$m well above the equilibrium abundance (Noll et al., 1997) suggests the possibility that NH<sub>3</sub> may also depart from its chemical equilibrium abundance (Fegley & Lodders, 1994). We therefore vary the abundance of NH<sub>3</sub> by reducing its chemical equilibrium abundance – as computed for a given metallicity – uniformly throughout the atmosphere by constant factor. We found that reduction factors of 1, 0.5, 0.25, and 0 provide an adequate grid of NH<sub>3</sub> abundances given the S/N ratio of the data and the residual problems with the H<sub>2</sub>O opacity.
The effect of varying the metallicity on the $`H`$ band spectrum is shown in Fig. 10 for model B. All spectra in Figure 10 were computed with the equilibrium abundance of NH<sub>3</sub>. In this case, we find a best fitting metallicity of \[M/H\]$`=0.3`$. Figures 9 and 10 show that varying the abundance of NH<sub>3</sub> and varying the metallicity have very similar effects on the synthetic spectrum. In the absence of any distinctive feature of NH<sub>3</sub>, it is not possible to determine both the metallicity and the NH<sub>3</sub> abundance separately. For each value of \[M/H\], we can adjust the NH<sub>3</sub> abundance to obtain a good fit, higher metallicities requiring lower NH<sub>3</sub> abundances. The best fitting solutions are given in Table 2. These fits are nearly indistinguishable from each other although the higher metallicity fits are marginally better.
It is in the $`H`$ band that we find the poorest match in the detailed features of the data and the models. While the fit is determined by matching the relative amplitudes of the features, the two-parameter fit (metallicity and NH<sub>3</sub> abundance) we have performed amounts to little more than fitting the slope of the spectrum. As an internal check on our fitting procedure and precision, we have have verified that our fits indeed have the same slope as the data by plotting data and models at a very low spectral resolution which eliminates all absorption features.
#### 5.3.2 Hydrogen sulfide
Hydrogen sulfide (H<sub>2</sub>S) has non-negligible opacity over most of the wavelength range of our fit to the $`H`$ band. Figure 11 shows two spectra computed with and without H<sub>2</sub>S opacity. Its opacity is weaker than that of NH<sub>3</sub> however, and there are no distinctive features which would allow a positive identification. Since the H<sub>2</sub>S features are fairly uniformly distributed in strength and wavelength, fitting the spectrum with either the chemical equilibrium abundance of H<sub>2</sub>S or with no H<sub>2</sub>S at all only has a small-to-negligible effect on the determination of the NH<sub>3</sub> abundance for a given metallicity (Table 2). For the low gravity model A, the NH<sub>3</sub> abundance determined from spectra without H<sub>2</sub>S is about half of the value found with the chemical equilibrium abundance of H<sub>2</sub>S. The difference decreases at higher gravities and is negligible for model C.
Chemical equilibrium calculations (Fegley & Lodders, 1996; Lodders, 1999) indicate that H<sub>2</sub>S is present in Gl 229B with an abundance essentially equal to the elemental abundance of sulfur in the atmosphere (see §6.3 for further discussion). Unfortunately, we are unable to ascertain the presence of H<sub>2</sub>S in the atmosphere of Gl 229B at present.
#### 5.3.3 Carbon monoxide
The discovery of CO in the 4.7$`\mu `$m spectrum of Gl 229B with an abundance about 3 orders of magnitude higher than predicted by chemical equilibrium revealed the importance of dynamical processes in its atmosphere (Fegley & Lodders, 1996; Noll et al., 1997; Griffith and Yelle, 1999). The 4.7$`\mu `$m spectrum probes the atmosphere at the 2 – 3 bar level where $`T900`$K (Fig. 6). At this level, chemical equilibrium calculations predict a CO abundance of $`X_{\mathrm{CO}}=4.7\times 10^8`$ while Noll et al. (1997) found $`5\times 10^5<X_{\mathrm{CO}}<2\times 10^4`$. The second overtone band of CO falls within the $`H`$ band and, in principle, could provide a determination of $`X_{\mathrm{CO}}`$ at a deeper level of the atmosphere, where $`P14`$ bar and $`T1400`$K (Fig. 6). Figure 12 shows a comparison of the data with synthetic spectra computed with various amounts of CO for model B with solar metallicity. The first two spectra are computed with the chemical equilibrium abundance of CO ($`X_{\mathrm{CO}}=4.90\times 10^5`$ at 14 bar) and without CO ($`X_{\mathrm{CO}}=0`$). These two spectra are very nearly identical. A third spectrum is computed in the unrealistic limit where all the carbon in the atmosphere is in the form of CO ($`X_{\mathrm{CO}}=2.97\times 10^4`$), which represents the maximum possible CO enhancement. As we found for NH<sub>3</sub> and H<sub>2</sub>S, there is no distinctive spectral signature of CO at this resolution ($`R=2100`$). Our extreme case represents a flux reduction of $`2\sigma `$ at best. We are unable to constrain the CO abundance with our data. Since the $`\mathrm{\Delta }\nu =3`$ band of CO is $`10^3`$ times weaker than the fundamental band at 4.7$`\mu `$m, obtaining a useful CO abundance from $`H`$ band spectroscopy will be a difficult undertaking.
### 5.4 $`K`$ band spectrum
Of our three near infrared spectra, the $`K`$ band spectrum is formed highest in the atmosphere: $`T=950`$ – 1020 K and $`P3`$bar (Fig. 6). This is the same level as is probed with 4.7$`\mu `$m spectroscopy. As in the $`H`$ band, the spectrum contains mainly H<sub>2</sub>O features on the blue side ($`\lambda <2.1\mu `$m) and a strong CH<sub>4</sub> band appears at longer wavelengths. There are also several NH<sub>3</sub> features for $`\lambda <2.05\mu `$m and the models predict an isolated feature of H<sub>2</sub>S (Fig. 3).
Figure 13 compares a spectrum computed for model B with \[M/H\]$`=0.3`$ with the entire $`K`$ band spectrum. There is an excellent agreement in the structure of the spectrum even though the overall shape is not very well reproduced. For $`\lambda <2.05\mu `$m, the model predicts strong features of NH<sub>3</sub> which we discuss in the next section. Beyond 2.12$`\mu `$m is a CH<sub>4</sub> band which is too weak in the model. The structure within the modeled band is remarkably similar to the observed spectrum, however. This much better agreement of the CH<sub>4</sub> band than we obtained in the $`H`$ band is due to two factors. First, in this band the CH<sub>4</sub> opacity is computed from a line list, and can therefore be computed as a function of temperature rather than at a fixed value of 300 K. Second, the lower temperature where the band is formed (Fig. 6) reduces the effect of the incompleteness of the CH<sub>4</sub> line list above 300 K. Nevertheless, we do not consider the CH<sub>4</sub> features here and limit our analysis to $`\lambda 2.10\mu `$m.
The $`K`$ band spectrum provides a unique opportunity: Once the metallicity is determined by matching the depth of the H<sub>2</sub>O features between 2.05 and 2.10$`\mu `$m, the abundance of NH<sub>3</sub> can be obtained by fitting its features below 2.05$`\mu `$m. The fit of the metallicity is shown in Fig. 14 for model B, which shows \[M/H\]=0 and $`0.5`$ (top panel) and our best fit, \[M/H\]=$`0.3`$ (bottom panel). Values for models A and C are given in Table 2. All features in this region are due to H<sub>2</sub>O and, as we found in the red spectrum and in the $`J`$ and $`H`$ bands, the oscillator strengths of the H<sub>2</sub>O line list do not reproduce the relative strength of the observed features very well.
#### 5.4.1 Ammonia
In the wavelength range shown in Fig. 15, the spectrum consists of a few NH<sub>3</sub> features on a background of H<sub>2</sub>O absorption. Synthetic spectra predict seven strong NH<sub>3</sub> features in this spectrum, three of which are clearly present (2.033, 2.037 and 2.046$`\mu `$m), one is absent (2.041$`\mu `$m) and three appear to be missing (2.026, 2.029 and 2.031$`\mu `$m). This constitutes an ambiguous detection of NH<sub>3</sub> in Gl 229B. The determination of the abundance of NH<sub>3</sub> from the $`K`$ band spectrum is hampered by the limited accuracy of the oscillator strengths of the H<sub>2</sub>O line list and by the incompleteness of our NH<sub>3</sub> line list for temperatures above 300 K. The effect of the former can be seen in the trio of features at 2.026, 2.029 and 2.031$`\mu `$m, which overlap H<sub>2</sub>O absorption features. Even after removing all NH<sub>3</sub> opacity, these features are still too strong in the calculated spectrum (top panel of Fig. 15). The top panel of Fig. 15 as well as Fig. 13 show that for model B, the abundance of NH<sub>3</sub> derived from the chemical equilibrium for the adopted metallicity of \[M/H\]$`=0.3`$ is too high. We therefore consider a depletion in NH<sub>3</sub> in the atmosphere of Gl 229B at the level probed by the $`K`$ band spectrum. Following the approach used in fitting the $`H`$ band spectrum, we express this depletion as a fraction of the chemical equilibrium abundance of NH<sub>3</sub> for the metallicity obtained independently from the amplitude of the H<sub>2</sub>O features in the $`K`$ band. This fraction is applied uniformly throughout the atmosphere for the computation of the synthetic spectrum. Given the ambiguous presence of NH<sub>3</sub> in the $`K`$ band, we have determined the optimal NH<sub>3</sub> abundance by minimizing the $`\chi ^2`$ of the spectral fit for $`2.022\lambda 2.049\mu `$m. This gives a depletion factor of $`<0.4`$ with no NH<sub>3</sub> present being an acceptable fit. Restricting the fit to the region where NH<sub>3</sub> features are clearly observed ($`2.032\lambda 2.049`$) gives a similar result but favors a finite value for the NH<sub>3</sub> depletion of $`0.2`$. The results are summarized in Table 2. The lower panel of Figure 15 shows the model B fit obtained by reducing the NH<sub>3</sub> abundance throughout the atmosphere to $`25`$% of its chemical equilibrium value for the adopted metallicity. With this significant degree of depletion, the model reproduces the three detected features (2.033, 2.037 and 2.046$`\mu `$m) extremely well and makes the 2.041$`\mu `$m feature consistent with the observations.
Because our NH<sub>3</sub> line list is incomplete at high temperatures, the opacity which we compute is strictly a lower limit to the actual NH<sub>3</sub> opacity at any wavelength. If the incompleteness is significant for the features found in the $`K`$ band spectrum, then the NH<sub>3</sub> abundance is actually lower still. It appears extremely unlikely that the errors in the oscillator strength of the H<sub>2</sub>O transitions would conspire to mimic the depletion of NH<sub>3</sub> which we find. For example, if we imagine that there is no NH<sub>3</sub> depletion (dotted curve in the top panel of Fig. 14), the residuals between the data and the fitted spectrum for $`\lambda <2.05\mu `$m would be much larger than the typical mismatch which we find in H<sub>2</sub>O features in all four spectra presented here. We consider the depletion of NH<sub>3</sub> in the $`K`$ band spectrum to be firmly established.
#### 5.4.2 Hydrogen sulfide
We are not able to establish the presence of H<sub>2</sub>S from our $`H`$ band spectrum (§5.3.2). Throughout the $`K`$ band, the H<sub>2</sub>S opacity is generally overwhelmed by H<sub>2</sub>O and CH<sub>4</sub> absorption. However, there is a peak in the opacity of H<sub>2</sub>S which is about one order of magnitude higher than all other opacity maxima (Fig. 16). Our synthetic spectra indicate that this feature is strong enough to become visible in the midst of the background of H<sub>2</sub>O and CH<sub>4</sub> features. Figure 17 shows the relevant portion of the $`K`$ band spectrum with synthetic spectra for all three models (A, B, and C) using the fitted metallicity (Table 2). All three panels are remarkably similar. The strength of the predicted feature is well above the noise level of the data, and taken at face value, Figure 17 indicates a probable depletion of H<sub>2</sub>S by more than a factor of 2. On the other hand, chemical equilibrium calculations indicate that the H<sub>2</sub>S abundance should be very near the elemental abundance of sulfur, even in the presence of vertical transport and condensation (Fegley & Lodders, 1996). Since there is no reason to expect a significant depletion of H<sub>2</sub>S, the discrepancy is probably due to remaining uncertainties in the opacities. Our H<sub>2</sub>S line list is based on an ab initio calculation (R. Wattson, priv. comm.) which hasn’t been compared to laboratory data in this part of the spectrum. The strong feature centered at 2.1084$`\mu `$m is a blend of three strong lines from three different bands of H<sub>2</sub>S. Possible errors in the position or strength of these lines could significantly reduce the amplitude of the feature in our synthetic spectra. The limitations of the background opacity of H<sub>2</sub>O and CH<sub>4</sub> may also be responsible for the observed mismatch. Nevertheless, it is desirable to look for this feature at a higher resolution and a higher S/N ratio as an absence of sulfur in Gl 229B would be a most intriguing result.
### 5.5 Carbon monoxide at 4.7$`\mu `$m
Given our determination of $`T_{\mathrm{eff}}`$ and \[M/H\] in terms of the surface gravity, we can obtain the abundance of CO from the 4–5$`\mu `$m spectra of Noll et al. (1997) and Oppenheimer et al. (1998) which is consistent with our results. For each model – A, B, and C – and using the metallicity given in Table 2, we computed synthetic spectra with various CO abundances. The latter is varied freely without imposing stoichiometric constraints. The synthetic spectra are binned to the wavelength grid of the data and fitted to the data by a normalization factor adjusted to minimize the $`\chi ^2`$. The $`\chi ^2`$ of the fitted spectra shows a well-defined minimum as a function of the CO abundance, $`X_{\mathrm{CO}}`$ (Table 3). The uncertainty on the CO abundance is obtained by generating synthetic data sets by adding a gaussian distribution of the observed noise to the best fitting model spectrum. After doing the same analysis on 1000 synthetic data sets, we obtain a (non-Gaussian) distribution of values of $`X_{\mathrm{CO}}`$. The uncertainties given in Table 3 correspond to the 68% confidence level. The Oppenheimer et al. (1998) spectrum gives CO abundances which are 0.1 dex higher than those obtained from the Noll et al. (1997) spectrum; which is well within the fitting uncertainty. Noll et al. (1997) found a CO mole fraction of 50 to 200 ppm ($`4.3\mathrm{log}X_{\mathrm{CO}}3.7`$) by assuming a H<sub>2</sub>O abundance of 300 ppm (effectively, \[M/H\]$`=0.6`$), which agrees well with our result for model A which has \[M/H\]$`=0.5`$. Our results are also consistent with those of Griffith and Yelle (1999) who find CO abundances of $`20`$ and $`100`$ ppm ($`\mathrm{log}X_{\mathrm{CO}}4.7`$ and $`4`$) for \[M/H\]=$`0.6`$ and 0, respectively, using the data of Noll et al. (1997).
Since this part of the spectrum contains only H<sub>2</sub>O and CO features, our fitting procedure is sensitive only to the CO to H<sub>2</sub>O abundance ratio. Chemical equilibrium calculations show that the H<sub>2</sub>O abundance scales linearly with the metallicity at the level probed with 4–5$`\mu `$m spectroscopy (i.e. all the gas phase oxygen is in H<sub>2</sub>O). Accordingly, the CO abundance we find scales with the metallicity of the model. As shown in Figure 18, the CO abundance determined from the 4.7$`\mu `$m band corresponds approximately to the CO/CH<sub>4</sub> transition in chemical equilibrium. The observations definitely exclude the very-low chemical equilibrium abundance of CO. The fact that the extreme case where all carbon is CO provides an acceptable fit to the data (while we know that a good fraction of the carbon is in CH<sub>4</sub>) is due to the rather noisy spectra.
## 6 Discussion
### 6.1 Surface Gravity
It is highly desirable to restrict the surface gravity $`g`$ of Gl 229B to an astrophysically useful range. Since $`L_{\mathrm{bol}}`$ is known, a determination of $`g`$ fixes $`T_{\mathrm{eff}}`$, the radius, the mass, and the age of Gl 229B (Fig. 4), as well as the metallicity and the abundances of important molecules such as CO and NH<sub>3</sub>. The large uncertainty on $`g`$ results in a large uncertainty in the mass of Gl 229B and on the age of the system determined from cooling tracks. While a dynamical determination of the mass may be possible in a decade or so (Golimowski et al., 1998), a spectroscopic determination might be obtained much sooner.
Unfortunately, it is not possible to constrain the gravity better than $`\mathrm{log}g=5\pm 0.5`$ with the data and models presently available. Our high resolution spectroscopy does not allow us to choose between models A, B and C (Table 2) as an increase in gravity can be compensated by an increase in metallicity to lead to an identical fit. The gravity sensitivity of the $`K`$ band synthetic spectrum models reported by Burrows et al. (1999a) occurs for a fixed metallicity only.
Similarly, Allard et al. (1996) and Burrows et al. (1999a) report that the spectral energy distribution of Gl 229B models is fairly sensitive to the gravity. But this is true only for a fixed metallicity. For the three models indicated in Fig. 4, and using the metallicity we have determined for each (Table 2) the gravity dependence of the infrared colors is $`\mathrm{\Delta }(HK)/\mathrm{\Delta }(\mathrm{log}g)=0.03`$ and $`\mathrm{\Delta }(JK)/\mathrm{\Delta }(\mathrm{log}g)=0.03`$ and $`\mathrm{\Delta }(KL^{})/\mathrm{\Delta }(\mathrm{log}g)=0.08`$ (Table 4). This dependence is very weak in the light of the uncertainty in the photometry of Gl 229B. More problematic is the fact that the synthetic $`HK`$ disagrees with the photometry. Furthermore, the incomplete CH<sub>4</sub> opacities used in the spectrum calculation almost certainly result in an inaccurate redistribution of the flux in the near infrared opacity windows which determines the broad band colors. An example of this effect on the $`H`$ band flux can be seen in Fig. 10. We conclude that a photometric determination of the gravity is not possible at present.
An alternative approach to determining the gravity of Gl 229B is through a study of the pressure-broadened molecular lines of its spectrum. The spectrum of Gl 229B is formed of a forest of unresolved molecular lines maily due to H<sub>2</sub>O, CH<sub>4</sub>, and NH<sub>3</sub>. Because of the limitations of the CH<sub>4</sub> and NH<sub>3</sub> opacity data bases, a detailed study of molecular features is best performed in spectral domains where these two molecules do not contribute significantly to the opacity. Spectroscopic observations with a resolution of $`\mathrm{50\hspace{0.17em}000}`$ can reveal the shape of individual H<sub>2</sub>O lines in regions where they are relatively sparse, e.g. from 2.08 to 2.105$`\mu `$m.
### 6.2 Metallicity
Our determination of the metallicity of Gl 229B, with an uncertainty of $`\pm 0.1`$, is given in Table 2 for the three gravities considered. We find an excellent agreement between our three independent determinations of \[M/H\] for each gravity and conclude that Gl 229B is likely to be depleted in heavy elements, e.g. oxygen. The metallicity is near solar at high gravity and decreases significantly for lower gravities. In their analysis of the “red” spectrum, Griffith et al. (1998) found a H<sub>2</sub>O abundance between 0.3 and 0.45 of the solar value for a $`T_{\mathrm{eff}}=900`$K, $`\mathrm{log}g=5`$ model and they adopt a value of 0.25 in Griffith and Yelle (1999).
Metal depletion in Gl 229B is consistent with the analysis of the 0.985 – 1.02$`\mu `$m FeH band in the spectrum of the primary star Gl 229A by Schiavon, Barbuy & Singh (1997) who find \[Fe/H\]$`=0.2`$. The infrared colors of Gl 229A imply that it is slightly metal-rich, however (Leggett, 1992). The relative metallicity of the components of this binary system may have been affected by their formation process. If the pair formed from the fragmentation of a collapsing cloud (like a binary star system), the two objects should share the same composition. If the brown dwarf formed like a planet, from accretion within a dissipative Keplerian disk around the primary, the selective accretion of solid phase material could lead to an enrichment in heavy elements compared to the primary star, as is observed in the gaseous planets of the solar system. The low mass of the primary ($`0.5M_{}`$) and the large semi-major axis and eccentricity ($`a>32`$AU and $`e>0.25`$, Golimowski et al. (1998)) suggests that the binary formation process, and therefore equal metallicities, are more plausible. A more detailed study of the metallicity of Gl 229A is desirable to better understand the history of this system.
### 6.3 Atmospheric chemistry and molecular abundances
The results of our analysis of the metallicity and abundances of several molecules in the atmosphere of Gl 229B are summarized in Fig. 18. Each panel corresponds to a different model (see Table 2) and shows the abundances of important molecules as a function of depth in the atmosphere based on chemical equilibrium calculations including condensation cloud formation. The chemistry of these abundant molecules is fairly simple. The abundance of H<sub>2</sub>O is uniformly reduced by $`16`$% by silicate condensation. Except for a small depletion for $`\mathrm{log}T<3`$ due to the condensation of Na<sub>2</sub>S, all sulfur is found in H<sub>2</sub>S. The other molecules shown are not affected by condensation. Nitrogen is partitioned between N<sub>2</sub> and NH<sub>3</sub>, with the latter being favored at lower temperatures and higher pressures. NH<sub>3</sub> dominates near the surface and rapidly transforms into N<sub>2</sub> at the higher temperatures found deeper in the atmosphere. Deep in the atmosphere, the higher pressures cause a partial recombination of NH<sub>3</sub> and the ratio of the NH<sub>3</sub> to N<sub>2</sub> abundances increases slowly with depth. In a similar fashion, all elemental carbon is found in CH<sub>4</sub> at the surface but CO starts to form at higher temperatures and rapidly becomes the most abundant carbon-bearing molecule. The formation of CO consumes H<sub>2</sub>O, as can be seen in Fig. 18.
In each panel, a dotted box indicates the CO abundance we have determined from the 4.7$`\mu `$m spectrum, the location of the box along the ordinate shows the level probed at this wavelength (Fig. 6). As originally discussed by Noll et al. (1997) and Griffith and Yelle (1999), the CO abundance is $`3`$ orders of magnitude larger than the chemical equilibrium value. Stochiometric constraints imply that this also results in a significant reduction of the CH<sub>4</sub> abundance at the 870 – 950 K level in Gl 229B. In model B, the equilibrium abundance of CH<sub>4</sub> at 900 K is $`2.97\times 10^4`$, which corresponds to the abundance of elemental carbon. The CO abundance determined from the 4.7$`\mu `$m band is $`1.6\times 10^4`$ (with a large error bar). Conservation of the total number of carbon atoms then requires that the CH<sub>4</sub> abundance be $`1.4\times 10^4`$, a full factor of 2 below the equilibrium abundance. If we use the lowest CO abundance allowed by our analysis, a 25% reduction of CH<sub>4</sub> relative to its equilibrium abundance at 900 K results. Depletion of CH<sub>4</sub> at this depth is readily accessible spectroscopically in the 1.6 and 3.3$`\mu `$m bands, and may also affect the 2.3$`\mu `$m band if the non-equilibrium CO abundance persists at higher levels (Fig. 6). After H<sub>2</sub>O, CH<sub>4</sub> is the most important near infrared molecular absorber in Gl 229B. Accurate modeling of the spectrum demands a careful treatment of the non-equilibrium CH<sub>4</sub> abundance.
Similarly, solid boxes show the NH<sub>3</sub> abundance determined from our $`H`$ and $`K`$ band spectra. While the $`H`$ band abundance is in excellent agreement with the equilibrium value, there is a clear depletion of NH<sub>3</sub> in the $`K`$ band. The $`H`$ and $`K`$ band abundances are marginally consistent with each other but it appears that the NH<sub>3</sub> abundance decreases upwards through the atmosphere.
### 6.4 Non-equilibrium processes
Processes which take place faster than the time scale of key chemical reactions can drive the composition of the mixture away from equilibrium. The case of CO/CH<sub>4</sub> chemistry has been well-studied in the atmosphere of Jupiter where an overabundance of CO is also observed. Carbon monoxyde is a strongly bound molecule and the conversion of CO to CH<sub>4</sub> through the (schematic) reaction
$$\mathrm{CO}+3\mathrm{H}_2\mathrm{CH}_4+\mathrm{H}_2\mathrm{O}$$
(2)
proceeds relatively slowly, while the reverse reaction is much faster. Vertical transport, if vigorous enough, can carry CO-rich gas from deeper levels upwards faster than the CO to CH<sub>4</sub> reaction can take place. The CO/CH<sub>4</sub> ratio at any level is fixed (“quenched”) by the condition
$$\tau _{\mathrm{chem}}=\tau _{\mathrm{mix}},$$
(3)
where $`\tau _{\mathrm{chem}}`$ is the chemical reaction time scale and $`\tau _{\mathrm{mix}}`$ the dynamical transport time scale. Wherever $`\tau _{\mathrm{mix}}\tau _{\mathrm{chem}}`$ in the presence of a vertical gradient in the equilibrium abundance, non-equilibrium abundances will result.
As discussed by Fegley & Lodders (1996), Noll et al. (1997), Griffith and Yelle (1999) (and references therein), this naturally explains the very high CO abundance observed at the 900 K level. In this picture, CO-rich gas would be carried upward from $`T>1400`$K. Convection is the most obvious form of vertical transport in a stellar atmosphere but in Gl 229B the convection zone remains about 3 pressure scale heights below the level where CO is observed (shaded area in Fig. 18). Perhaps convective overshooting can transport CO to the observed level. Griffith and Yelle (1999) propose “eddy diffusion” as a slower, yet adequate transport mechanism. The eddy diffusion (or mixing) time scale is constrained by the poorly known CO abundance and the somewhat uncertain chemical pathway between CO and CH<sub>4</sub>. From Griffith and Yelle (1999), we infer that $`\tau _{\mathrm{mix}}<1`$ to 10 years and could be much smaller.
In analogy to the CO/CH<sub>4</sub> equilibrium, a low NH<sub>3</sub> abundance can be explained by vertical transport which can quench the NH<sub>3</sub>/N<sub>2</sub> ratio at a value found in deeper layers in the atmosphere. As it is carried upward, N<sub>2</sub> is converted to NH<sub>3</sub> by the reaction
$$\mathrm{N}_2+3\mathrm{H}_22\mathrm{N}\mathrm{H}_3$$
(4)
The N<sub>2</sub> molecule is very strongly bound, however, and this reaction proceeds extremely slowly at low temperatures, much more slowly than reaction (2). Thermochemical kinetic calculations of the chemical lifetime for conversion of N<sub>2</sub> to NH<sub>3</sub> were performed as described in Fegley & Lodders (1994). The time scale for reaction (4) along the $`(P,T)`$ profiles of models A, B, and C and for $`P>1`$bar is given by
$$\mathrm{log}\tau _{\mathrm{chem}}=\frac{3.75\times 10^4}{T}+0.22\mathrm{log}g23.08,$$
(5)
where $`\tau _{\mathrm{chem}}`$ is in year, $`T`$ is the temperature in K, and $`g`$ is the surface gravity in cm/s<sup>2</sup>. This time scale assumes that the N<sub>2</sub> conversion occurs in the gas phase although it could possibly be shortened by catalysis on the surface of grains. The time scale increases very steeply with decreasing temperature. At the level probed in the $`H`$ band, $`\mathrm{log}T=3.1`$ and $`\mathrm{log}\tau _{\mathrm{chem}}=7.8`$ and in the $`K`$ band, $`\mathrm{log}T=2.95`$ and $`\mathrm{log}\tau _{\mathrm{chem}}=20.1`$! At some intermediate level (which depends on $`g`$), the time scale for the conversion of N<sub>2</sub> into NH<sub>3</sub> becomes longer than the age of Gl 229B. In view of the relatively very short mixing time scale inferred from the CO abundance, it follows that the NH<sub>3</sub> abundance in the $`H`$ and $`K`$ bands is entirely determined by non-equilibrium processes, not by reaction (4). At depths where $`\mathrm{log}T>3.23`$ (which corresponds to the top of the convection zone), $`\tau _{\mathrm{chem}}<1`$yr and the reaction proceeds fast enough to establish chemical equilibrium between NH<sub>3</sub> and N<sub>2</sub>. We therefore expect that the N<sub>2</sub>/NH<sub>3</sub> ratio will be quenched at its value at $`\mathrm{log}T3.23`$, throughout the remainder of the atmosphere. While the time scale for eddy diffusion increases in the upper levels of the atmosphere, the extremely long $`\tau _{\mathrm{chem}}`$ ensures that the NH<sub>3</sub>/N<sub>2</sub> ratio remains unchanged, regardless of how slowly the vertical mixing proceeds. For model B, this corresponds to $`\mathrm{log}X_{\mathrm{NH}_3}=5.2`$, in perfect agreement with the abundance found in the $`H`$ band (Fig. 18b).
While the abundance of NH<sub>3</sub> determined from the $`K`$ band spectrum is not very precise, it is marginally consistent with vertical mixing. Figure 18 shows that it is more likely that the $`K`$ band abundance is smaller than found in the $`H`$ band, however. On the other hand, the abundances shown in Fig. 18 and Table 2 are depletion factors which were applied uniformly to the chemical equilibrium abundance profile of NH<sub>3</sub>, which has a large vertical gradient. For consistency with the mixed atmosphere picture, we have therefore redetermined NH<sub>3</sub> abundances using a constant abundance throughout the atmosphere and found $`\mathrm{log}X_{\mathrm{NH}_3}5.0`$ and $`4.7\pm 0.15`$ from the $`K`$ and $`H`$ band spectra, respectively (model B). The former is in good agreement with our simple prediction while the $`H`$ band value is now rather high. The discrepancy between the $`H`$ and $`K`$ band results thus persists in this new analysis. Changes in \[M/H\] within the $`\pm 0.1`$ uncertainty have little effect either.
We consider the possibility that this vertical gradient in the NH<sub>3</sub> abundance may be caused by a different non-equilibrium process such as the photolysis of NH<sub>3</sub> by the UV flux from the primary star. Ammonia is a relatively fragile molecule which is easily dissociated by UV photons:
$$\mathrm{NH}_3+h\nu \mathrm{NH}_2+\mathrm{H}.$$
(6)
With a photodissociation cross section of $`6\times 10^{18}`$cm<sup>2</sup> per molecule, optical depth unity for the photodissociation of NH<sub>3</sub> is reached at pressures of a few millibars in Gl 229B. Photodissociation of the much more abundant H<sub>2</sub> molecules does not effectively shield NH<sub>3</sub> from incoming UV photons since the two molecules absorb over different wavelength ranges. Photodissociation of NH<sub>3</sub> therefore represents a net sink of NH<sub>3</sub> which occurs at the very top of the atmosphere. We can estimate a lower limit to the time scale of photodissociation of NH<sub>3</sub> by assuming that each photodissociating photon results in the destruction of a NH<sub>3</sub> molecule. The incident photon flux is
$$N_{\mathrm{UV}}=\left(\frac{R_{}}{d}\right)^2_{\lambda _0}^{\lambda _1}\frac{\lambda _\lambda }{hc}𝑑\lambda \left(\frac{R_{}}{d}\right)^2\frac{\overline{\lambda }_{\overline{\lambda }}}{hc}\mathrm{\Delta }\lambda ,$$
(7)
where photons causing dissociation of NH<sub>3</sub> are between $`\lambda _0`$ and $`\lambda _1`$, $`_\lambda `$ is the flux at the surface of the primary star, $`R_{}`$ the radius of the primary star and $`d`$ the separation of the binary system. For NH<sub>3</sub>, we have $`\overline{\lambda }1900`$Å and $`\mathrm{\Delta }\lambda 300`$Å (Moses, priv. comm.). The primary star has a dM1 spectral type, with $`_{\overline{\lambda }}10^7`$erg cm<sup>-2</sup>s<sup>-1</sup>cm<sup>-1</sup> and $`R_{}3.6\times 10^{10}`$cm (Leggett et al., 1996). The binary separation is $`d>44`$AU (Golimowski et al., 1998). This results in $`N_{\mathrm{UV}}<8.3\times 10^3`$cm<sup>-2</sup>s<sup>-1</sup>. Photodissociation will affect significantly the NH<sub>3</sub> abundance when
$$\tau _{\mathrm{phot}}=\frac{\sigma }{N_{\mathrm{UV}}}<\tau _{\mathrm{mix}},$$
(8)
where $`\sigma `$ is the column density of NH<sub>3</sub>. Because the incident flux of UV photons is fairly low, this condition is satisfied only at pressures below a few microbars, i.e. very high in the atmosphere. In the region of interest, photodissociation destroys a very small fraction of NH<sub>3</sub> during one mixing time scale and therefore has little effect on the abundance of NH<sub>3</sub>. Photolysis of NH<sub>3</sub> cannot explain the relatively low NH<sub>3</sub> abundance we find in the $`K`$ band spectrum.
We believe that the difference between the $`H`$ and $`K`$ band determinations of the NH<sub>3</sub> abundance arise from the limitations of the NH<sub>3</sub> opacity data used for the calculation of the synthetic spectra. As discussed above, the incompleteness of the NH<sub>3</sub> line list for $`T>300`$K results in upper limits for the NH<sub>3</sub> abundances obtained by fitting the data. Since this effect increases with temperature, we expect that the abundance determined from the $`H`$ band spectrum is overestimated relative to the one obtained from the $`K`$ band spectrum, which is what we observe. Until NH<sub>3</sub> opacities become available for $`T800`$ – 1200 K, we will not be able to quantify this effect.
Figures 6 and 18 show that ammonia offers a third window of opportunity for a determination of its abundance. The region between 8.3 and 14.4$`\mu `$m is rich in strong NH<sub>3</sub> features, the two strongest being at 10.35 and 10.75$`\mu `$m (Fig. 19). This spectral region probes a higher level in the atmosphere ($`T500800`$K) where the hot bands of NH<sub>3</sub> which are missing from opacity data bases are less problematic than in the $`H`$ and $`K`$ bands. In this spectral region, the spectrum is very sensitive to the NH<sub>3</sub>/H<sub>2</sub>O ratio, especially for NH<sub>3</sub> abundances below 25% of the equilibrium value (Fig. 19). This would allow a good determination of the degree of NH<sub>3</sub> depletion in the upper levels of the atmosphere. We anticipate that 10$`\mu `$m spectroscopy should reveal a NH<sub>3</sub> abundance of $`<10`$% of its equilibrium value.
## 7 Conclusion
With the availability of extensive photometric, astrometric, and spectroscopic data, our picture of the atmosphere of Gl 229B is gradually becoming more exotic and more complex. The initial discovery of CH<sub>4</sub> in its spectrum set it appart and has prompted the creation of a new spectral class, the T dwarfs. H<sub>2</sub>O, CO, Cs I, and K I have also been detected. There is good evidence that the rapid decrease of the flux at visible wavelengths is caused by unprecedently broad lines of atomic alkali metals (Liebert et al., 2000). The presence of condensates may also play a role in shaping the spectrum of Gl 229B.
It is unfortunate that the surface gravity of Gl 229B remains poorly constrained. We have not been able to further restrict the allowed range with our new $`J`$, $`H`$, and $`K`$ spectroscopy. As a result, all our results are expressed as a function of gravity. This is the most significant obstacle to further progress in elucidating the astrophysics of this T dwarf. The surface gravity can probably be determined from the study of the pressure broadened shape of molecular lines.
We have found good evidence for the presence of NH<sub>3</sub> in the spectrum of Gl 229B, which was expected from chemical equilibrium calculations. We have been able to determine its abundance at two different levels in the atmosphere, and we find a significant deviation from chemical equilibrium. A similar situation has been found with CO previously (Noll et al., 1997) and this abundance pattern can be explained by vertical mixing in the atmosphere. The extent of the convection zone is not sufficient to account for the abundances we find and the mixing may be due to overshooting or to less efficient eddy diffusion. We find that NH<sub>3</sub> photolysis is not important in shaping the spectrum of Gl 229B. Because NH<sub>3</sub> can be observed in three different bands corresponding to three distinct depths in the atmosphere, an accurate determination of its abundance in each band provides information on the time scale of mixing as a function of depth. This is an unusual and powerful diagnostic tool which can provide valuable clues for modeling the vertical distributions of possible condensates. In principle, any absorber with a large abundance gradient through the visible part of the atmosphere can be used to infer the details of the mixing process. Among detected and abundant molecules, only CO and NH<sub>3</sub> satisfy this criterion. Chemical equilibrium calculations with rainout of condensates (Lodders, 1999; Burrows et al., 1999b) show that we can expect significant vertical gradients in the abundances of atomic K, Rb, Cs, and Na as they become bound in molecules (KCl, RbCl, CsCl and Na<sub>2</sub>S, respectively) in the cooler, upper reaches of the atmosphere. Cesium and potassium have been detected in the spectrum of Gl 229B, and resonance doublets of K I and Na I appear to shape the visible spectrum. However, the chemical timescales for alkali metals are so short that they should always remain in thermodynamic equilibrium (Lodders 1999). Therefore, they cannot serve as probes of vertical mixing in Gl 229B.
Further progress in understanding the atmosphere of Gl 229B requires better opacities for CH<sub>4</sub> and NH<sub>3</sub>, and, to a lesser extent, of H<sub>2</sub>O. A more accurate determination of the CO abundance from 4 – 5$`\mu `$m spectroscopy is very desirable and will require higher signal-to-noise spectroscopy than is currently available. Similarly, 10$`\mu `$m spectroscopy to determine the NH<sub>3</sub> abundance for $`P<1`$bar, while difficult, is important.
The issue of vertical mixing and departures from chemical equilibrium gains importance when we consider that the observed departure of CO from chemical equilibrium implies a significantly reduced CH<sub>4</sub> abundance, by conservation of the abundance of elemental carbon. Similarly, our results imply that NH<sub>3</sub> absorption in the 10$`\mu `$m region is reduced. Because CH<sub>4</sub> is a significant absorber in the near infrared, as is NH<sub>3</sub> in the 10$`\mu `$m range, departures from equilibrium must be taken into account when accurate modeling of the atmosphere and spectrum of Gl 229B is desired. This new level of complexity compounds the exoticism and the challenges posed by T dwarfs.
The astrophysics of Gl 229B is far richer than has been originally anticipated. Gl 229B is currently the only T dwarf known to be in a binary system. There is no evidence that the illumination from the primary star has a significant effect on the state of its atmosphere and Gl 229B is most likely typical of isolated T dwarfs. It remains the brightest and by far the best studied of the seven T dwarfs currently known, but the list should expand to several dozens during the next 2 – 3 years (Burgasser et al., 1999; Strauss et al., 1999). The existing body of work on Gl 229B points to the most rewarding observations to conduct on T dwarfs. The possibility of studying trends in the physics of T dwarf atmospheres as a function of effective temperature is a fascinating prospect.
We thank T. Guillot for sharing programs which were most useful to our analysis, J. Moses for invaluable information regarding the photolysis of NH<sub>3</sub> in giant planets, and K. Noll and B. Oppenheimer for sharing their data. We are grateful to the staff at the United Kingdom Infrared Telescope, which is operated by the Joint Astronomy Center Hawaii on behalf of the UK Particle Physics and Astronomy Research Council. This work was supported in part by NSF grants AST-9318970 and AST-962487 and NASA grants NAG5-4988 and NAG5-4970. Work by B. Fegley and K. Lodders is supported by grant NAG5-6366 from the NASA Planetary Atmospheres Program. |
warning/0003/hep-th0003213.html | ar5iv | text | # 1 Introduction
## 1 Introduction
There has been lots of interest in the study of solutions of gauged supergravity theories in recent years . Anti- de Sitter (AdS) black holes solutions and their supersymmetric properties, in the context of gauged $`N=2`$, $`D=4`$ supergravity theory, were first considered in . One of the motivations for the renewed interest is the fact that the ground state of gauged supergravity theories is AdS space-time and therefore, solutions of these theories may have implications for the AdS/conformal field theory correspondence proposed in . The classical supergravity solution can provide some important information on the dual gauge theory in the large $`N`$ (the rank of the gauge group). An example of this is the Hawking-Page phase transition . Also, the proposed AdS/CFT equivalence opens the possibility for a microscopic understanding of the Bekenstein-Hawking entropy of asymptotically anti-de Sitter black holes . Moreover, AdS spaces are known to admit “topological” black holes with some unusual geometric and physical properties (see for example ).
Of particular interest in this context are black objects in AdS space which preserve some fraction of supersymmetry. On the CFT side, these supergravity vacua could correspond to an expansion around non-zero vacuum expectation values of certain operators.
Although lots is known about solutions in ungauged supergravity theories , the situation is different for the gauged cases. Our main purpose in this paper is to obtain supersymmetric solutions for a very large class of supergravity theories coupled to vector multiplets. The theories we will consider are four dimensional abelian gauged $`N=2`$ supergravity theories coupled to vector multiplets. Electrically charged solutions of these theories, asymptotic to $`\text{AdS}_4`$ space-time, were constructed in . In this paper we will be mainly concerned with the construction of magnetic as well as dyonic solutions.
Our work in this paper is organized as follows. Section two contains a brief review of $`D=4`$, $`N=2`$ gauged supergravity where we collect formulae of special geometry necessary for our discussion and for completeness we present the electrically charged solutions of . In section three, supersymmetric magnetic and dyonic solutions are constructed together with their Killing spinors. Finally, our results are summarized and discussed.
## 2 Gauged Supergravity and Special Geometry
The construction of BPS solutions of the theory of ungauged and gauged $`N=2`$ supergravity coupled to vector supermultiplets, relies very much on the structure of special geometry underlying these theories. The complex scalars $`z^A`$ of the vector supermultiplets of the $`N=2`$ supergravity theory are coordinates which parametrize a special Kähler manifold. The Abelian gauging is achieved by introducing a linear combination of the abelian vector fields $`A_\mu ^I`$ of the theory, $`A_\mu =\kappa _IA_\mu ^I`$ with a coupling constant $`g`$, where $`\kappa _I`$ are constants. The couplings of the fermi-fields to this vector field break supersymmetry which in order to maintain one has to introduce gauge-invariant $`g`$-dependent terms. In a bosonic background, these additional terms produce a scalar potential
$$V=g^2\left(g^{A\overline{B}}\kappa _I\kappa _Jf_A^I\overline{f_{\overline{B}}^J}3\kappa _I\kappa _J\overline{L}^IL^J\right).$$
(1)
The meaning of the various quantities in (1) is as follows. Roughly one defines a special Kähler manifold in terms of a flat $`(2n+2)`$ dimensional symplectic bundle over the Kähler-Hodge manifold, with the covariantly holomorphic sections
$$V=\left(\begin{array}{c}L^I\\ M_I\end{array}\right),\text{ }I=0,\mathrm{},n.D_{\overline{A}}V=(_{\overline{A}}\frac{1}{2}_{\overline{A}}K)V=0,$$
obeying the symplectic constraint
$$iV|\overline{V}=i(\overline{L}^IM_IL^I\overline{M}_I)=1.$$
(2)
The scalar metric appearing in the potential can then be expressed as follows
$$g_{A\overline{B}}=iU_A|\overline{U}_{\overline{B}}$$
where
$$U_A=D_AV=(_A+\frac{1}{2}_AK)V=\left(\begin{array}{c}f_A^I\\ h_{AI}\end{array}\right).$$
In general, one writes $`M_I=𝒩_{IJ}L^J,h_{AI}=\overline{𝒩}_{IJ}f_A^J`$ and the metric can then be expressed as $`g_{A\overline{B}}=2(\mathrm{I}m𝒩)_{IJ}f_A^I\overline{f}_{\overline{B}}^J.`$ Moreover, special geometry implies the following useful relation
$$g^{A\overline{B}}f_A^I\overline{f}_{\overline{B}}^J=\frac{1}{2}(\mathrm{I}m𝒩)^{IJ}\overline{L}^IL^J.$$
(3)
The supersymmetry transformations for the gauginos and the gravitino in a bosonic background
$`\delta \psi _\mu `$ $`=\left(𝒟_\mu +{\displaystyle \frac{i}{4}}T_{ab}\gamma ^{ab}\gamma _\mu ig\kappa _IA_\mu ^I+{\displaystyle \frac{i}{2}}g\kappa _IL^I\gamma _\mu \right)ϵ,`$
$`\delta \lambda ^A`$ $`=\left(i\gamma ^\mu _\mu z^A+i𝒢_{\rho \sigma }^A\gamma ^\rho \gamma ^\sigma gg^{A\overline{B}}\kappa _If_{\overline{B}}^I\right)ϵ.`$ (4)
where $`𝒟_\mu `$ is the covariant derivative, $`𝒟_\mu `$ $`=(_\mu \frac{1}{4}\omega _\mu ^{ab}\gamma _{ab}+\frac{i}{2}`$ $`Q_\mu ),`$ where $`\omega _\mu ^{ab}`$ is the spin connection and $`Q_\mu `$ is the Kähler connection, which locally can be represented by
$$Q=\frac{i}{2}\left(_AKdz^A_{\overline{A}}Kd\overline{z}^A\right).$$
(5)
The quantities $`T_{\mu \nu }`$ and $`𝒢_{\rho \sigma }^A`$ are given by
$`T_{\mu \nu }`$ $`=`$ $`2i(\text{Im}𝒩_{IJ})L^IF_{\mu \nu }^J`$
$`𝒢_{\rho \nu }^A`$ $`=`$ $`g^{A\overline{B}}\overline{f}_{\overline{B}}^I\left(\text{Im}𝒩_{IJ}\right)F_{\rho \nu }^J,`$ (6)
Electrically charged BPS solutions for the $`N=2`$, $`D=4`$ supergravity with vector multiplets were constructed in and are given by
$`ds^2=\left(e^{2U}+g^2r^2e^{2U}\right)dt^2+{\displaystyle \frac{1}{\left(e^{2U}+g^2r^2e^{2U}\right)}}dr^2+e^{2U}r^2(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2),`$
$`e^{2U}=Y^IH_I,`$
$`i(_I(Y)\overline{}_I(\overline{Y})=H_I,Y^I=\overline{Y}^I`$
$`A_t^I=e^{2U}Y^I.`$ (7)
where $`H_I=\kappa _I+\frac{q_I}{r},`$ and $`q_I`$ are the electric charges. These electric BPS solutions break half of supersymmetry where the Killing spinor $`ϵ`$ satisfies
$$ϵ=(a\gamma _0+b\gamma _1)ϵ.$$
(8)
where
$`a`$ $`={\displaystyle \frac{1}{\sqrt{1+g^2r^2e^{4U}}}},`$
$`b`$ $`=i{\displaystyle \frac{gre^{2U}}{\sqrt{1+g^2r^2e^{4U}}}},`$ (9)
The solution for the Killing spinor is given by
$$ϵ(r)=\frac{1}{2\sqrt{gr}}e^{\frac{igt}{2}}e^{\frac{1}{2}\gamma _0\gamma _1\gamma _2\theta }e^{\frac{1}{2}\gamma _2\gamma _3\varphi }e^{U+T}\left(\sqrt{f1}i\gamma _1\sqrt{f+1}\right)(1\gamma _0)ϵ_0$$
(10)
where $`ϵ_0`$ is an arbitrary constant spinor and $`T=^r\frac{1}{2r^{}}(1r^{}_r^{}U(r^{}))𝑑r^{}`$.
## 3 Supersymmetric solutions
In this section, we find magnetic and dyonic BPS solutions (with constant scalars) of the theory of abelian gauged $`N=2`$ supergravity coupled to vector supermultiplets. The solutions found preserve a quarter of supersymmetry. We consider the following general form for the metric
$$ds^2=e^{2A}dt^2+e^{2B}dr^2+r^2(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2).$$
(11)
The vielbeins of this metric can be taken as
$`e_t^0`$ $`=e^A,e_r^1=e^B,e_\theta ^2=r,e_\varphi ^3=r\mathrm{sin}\theta ,`$
$`e_0^t`$ $`=e^A,e_1^r=e^B,e_2^\theta ={\displaystyle \frac{1}{r}},e_3^\varphi ={\displaystyle \frac{1}{r\mathrm{sin}\theta }}.`$ (12)
and the spin connections for the above metric are
$`\omega _t^{01}`$ $`=A^{}e^{AB},`$
$`\omega _\theta ^{12}`$ $`=e^B,`$
$`\omega _\varphi ^{13}`$ $`=e^B\mathrm{sin}\theta ,`$
$`\omega _\varphi ^{23}`$ $`=\mathrm{cos}\theta .`$ (13)
### 3.1 <br>Magnetic Solutions
First we concentrate on the purely magnetic BPS solutions. Therefore, we take the vector potential to have only one non-vanishing component, i. e.,
$$A_\varphi ^I=q^I\mathrm{cos}\theta ,\text{ }F_{\theta \varphi }^I=q^I\mathrm{sin}\theta ,$$
(14)
Using the above ansatz for the gauge fields and the spin connections in (13), the supersymmetry transformations for the gravitino (4) give
$`\delta \psi _t`$ $`=\left[_t{\displaystyle \frac{1}{2}}A^{}e^{AB}\gamma _0\gamma _1+{\displaystyle \frac{i}{2}}e^AT_{23}\gamma _2\gamma _3\gamma _0+{\displaystyle \frac{i}{2}}ge^A\kappa _IL^I\gamma _0\right]ϵ,`$
$`\delta \psi _\theta `$ $`=\left[_\theta +{\displaystyle \frac{1}{2}}e^B\gamma _1\gamma _2+{\displaystyle \frac{i}{2}}T_{23}r\gamma _3+{\displaystyle \frac{i}{2}}gr\kappa _IL^I\gamma _2\right]ϵ,`$
$`\delta \psi _r`$ $`=\left[_r+{\displaystyle \frac{i}{2}}T_{23}\gamma _2\gamma _3\gamma _1e^B+{\displaystyle \frac{i}{2}}g(\kappa _IL^I)\gamma _1e^B\right]ϵ,`$
$`\delta \psi _\varphi `$ $`=\left[_\varphi +{\displaystyle \frac{1}{2}}\mathrm{cos}\theta \gamma _2\gamma _3+{\displaystyle \frac{1}{2}}e^B\mathrm{sin}\theta \gamma _1\gamma _3+r\mathrm{sin}\theta (T_{23}\gamma _2+{\displaystyle \frac{i}{2}}g\kappa _IL^I\gamma _3)ig\kappa _IA_\varphi ^I\right]ϵ.`$ (15)
and for purely magnetic solutions we have
$$T_{23}=2i(\text{Im}𝒩_{IJ})L^IF_{23}^J.$$
We will find supersymmetric configuration admitting Killing spinors which satisfy the following conditions
$`\gamma _1ϵ`$ $`=iϵ,`$
$`\gamma _2\gamma _3ϵ`$ $`=iϵ.`$ (16)
Because of the double projection on the spinor $`ϵ,`$ it is independent of the angular variables $`\theta `$ and $`\varphi .`$ With the conditions (16), one obtains from the vanishing of the gravitino supersymmetry transformations in (15) the following equations
$`{\displaystyle \frac{1}{2}}A^{}e^B+{\displaystyle \frac{i}{2}}T_{23}+{\displaystyle \frac{1}{2}}g(\kappa _IL^I)`$ $`=0,`$
$`{\displaystyle \frac{1}{2}}e^B{\displaystyle \frac{i}{2}}T_{23}r+{\displaystyle \frac{1}{2}}g(\kappa _IL^I)r`$ $`=0,`$
$`{\displaystyle \frac{1}{2}}\mathrm{cos}\theta g(\kappa _IA_\varphi ^I)`$ $`=0.`$ (17)
and
$`_tϵ`$ $`=0,`$
$`_\theta ϵ`$ $`=0,`$
$`\left[_r{\displaystyle \frac{i}{2}}T_{23}e^B{\displaystyle \frac{1}{2}}g(\kappa _IL^I)\gamma _1e^B\right]ϵ`$ $`=0,`$
$`_\varphi ϵ`$ $`=0.`$ (18)
If one takes the ansatz
$$A=B,$$
then from the first two equations in (17) one obtains
$`\left(e^B\right)`$ $`=iT_{23}+g(\kappa _IL^I),`$
$`e^B`$ $`=iT_{23}r+gr(\kappa _IL^I).`$ (19)
An obvious solution to the above equations can be obtained if we set $`(\kappa _IL^I)`$ to a constant say $`\kappa _IL^I`$ =1. Moreover, from the third relation in (17), one gets the following ”quantization relation”
$$\kappa _Iq^I=\frac{1}{2g}.$$
Therefore, as a solution for the holomorphic sections we take real $`L^I`$ and imaginary $`M_I,`$ with
$$L^I=2gq^I.$$
(20)
Using the symplectic constraint (2),
$$i(\overline{L}^IM_IL^I\overline{M}_I)=iL^I(M_I\overline{M}_I)=2iL^IM_I=1.$$
(21)
Then this relation together with (20) implies that the magnetic central charge $`Z_m=M_Iq^I=\frac{i}{4g}`$, and therefore we obtain
$$T_{23}=2i(\text{Im}𝒩_{IJ})L^IF_{23}^J=2\frac{M_Iq^I}{r^2}=\frac{i}{2gr^2},$$
and from (19) we obtain the following solution
$$e^B=iT_{23}r+gr(\kappa _IL^I)=gr+\frac{1}{2gr}.$$
Finally one has to check for the vanishing of the our the gaugino supersymmetry transformation for our solution. The gaugino transformation is given by
$$\delta \lambda ^A=\left(i\gamma ^\mu _\mu z^A+i𝒢_{\rho \sigma }^A\gamma ^\rho \gamma ^\sigma gg^{A\overline{B}}\kappa _If_{\overline{B}}^I\right)ϵ$$
(22)
where $`𝒢_{\rho \nu }^A=g^{A\overline{B}}\overline{f}_{\overline{B}}^I\left(\text{Im}𝒩_{IJ}\right)F_{\rho \nu }^J`$, $`g^{A\overline{B}}`$ is the inverse Kähler metric and $`\overline{f}_{\overline{B}}^I=(_{\overline{B}}+\frac{1}{2}_{\overline{B}}K)\overline{L}^I`$. To demonstrate the vanishing of the gaugino supersymmetry variations for the choice of $`ϵ`$, it is more convenient to multiply with $`f_A^I`$. This gives using our solution and the relations following from special geometry (3),
$$f_A^I\delta \lambda ^{\alpha A}=\left(i\gamma ^\mu _\mu z^A(_A+\frac{1}{2}_AK)L^I+\frac{i}{2}(F_{\mu \nu }^IiL^IT_{\mu \nu })\gamma ^\mu \gamma ^\nu +\frac{g}{2}\text{Im}𝒩^{IJ}\kappa _J+g\kappa _JL^JL^I\right)ϵ$$
The above transformation vanishes provided
$`(F_{23}^IiL^IT_{23})`$ $`=`$ $`0,`$
$`{\displaystyle \frac{g}{2}}\text{Im}𝒩^{IJ}\kappa _J+g\kappa _JL^JL^I`$ $`=`$ $`0.`$ (23)
Using our solution it can be easily seen that the above equations are satisfied.
In summary, we have obtained a BPS magnetic solution preserving a quarter of supersymmetry for the theories of abelian gauged $`N=2,`$ $`D=4`$ supergravity theories with vector multiplets. This solution is given by
$`ds^2`$ $`=`$ $`({\displaystyle \frac{1}{2gr}}+gr)^2dt^2+({\displaystyle \frac{1}{2gr}}+gr)^2dr^2+r^2(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2),`$
$`L^I`$ $`=`$ $`2gq^I,\text{ }A_\varphi ^I=q^I\mathrm{cos}\theta .`$
### 3.2 Dyonic Solutions
In this section we generalize the previous discussion to include electric charges and thus obtaining dyonic solutions. From the outset we set $`A=B`$ in the ansatz (11) as well as the condition $`\kappa _IL^I=1`$. The supersymmetric transformation for the gravitino in this case gives
$`\delta \psi _t`$ $`=\left[_t+{\displaystyle \frac{1}{2}}B^{}e^{2B}\gamma _0\gamma _1+{\displaystyle \frac{i}{2}}T_{23}\gamma _2\gamma _3\gamma _0e^B+{\displaystyle \frac{i}{2}}T_{01}\gamma _1e^Big\kappa _IA_t^I+{\displaystyle \frac{i}{2}}ge^B\gamma _0\right]ϵ,`$
$`\delta \psi _\theta `$ $`=\left[_\theta +{\displaystyle \frac{1}{2}}e^B\gamma _1\gamma _2+{\displaystyle \frac{i}{2}}T_{23}r\gamma _3{\displaystyle \frac{i}{2}}T_{01}r\gamma _0\gamma _1\gamma _2+{\displaystyle \frac{i}{2}}gr\gamma _2\right]ϵ,`$
$`\delta \psi _r`$ $`=\left[_r+{\displaystyle \frac{i}{2}}T_{23}\gamma _2\gamma _3\gamma _1e^B+{\displaystyle \frac{i}{2}}T_{01}\gamma _0e^B+{\displaystyle \frac{i}{2}}g\gamma _1e^B\right]ϵ,`$
$`\delta \psi _\varphi `$ $`=[_\varphi +{\displaystyle \frac{1}{2}}\mathrm{cos}\theta \gamma _2\gamma _3+{\displaystyle \frac{1}{2}}e^B\mathrm{sin}\theta \gamma _1\gamma _3`$
$`+r\mathrm{sin}\theta ({\displaystyle \frac{i}{2}}T_{23}\gamma _2\gamma _3{\displaystyle \frac{i}{2}}T_{01}\gamma _0\gamma _1)\gamma _3+{\displaystyle \frac{i}{2}}g\gamma _3ig\kappa _IA_\varphi ^I]ϵ,`$ (24)
where
$`T_{23}`$ $`=2i\mathrm{I}m𝒩_{IJ}L^IF_{23}^J,`$
$`T_{01}`$ $`=2i\mathrm{I}m𝒩_{IJ}L^IF_{01}^J.`$
The dyonic solutions can now be easily obtained by modifying one of the supersymmetry breaking conditions (16) and imposing the following conditions on the Killing spinors
$`(ia\gamma _0+b\gamma _1)ϵ`$ $`=iϵ,`$
$`\gamma _2\gamma _3ϵ`$ $`=iϵ.`$ (25)
clearly the coefficients $`a`$ and $`b`$ must satisfy the condition $`a^2+b^2=1.`$
Using the conditions (25), then from the vanishing of the transformations (24) we obtain the equations
$`{\displaystyle \frac{1}{2b}}e^B{\displaystyle \frac{i}{2}}T_{23}r+{\displaystyle \frac{i}{2}}T_{01}{\displaystyle \frac{a}{b}}r+{\displaystyle \frac{1}{2}}gr`$ $`=0,`$
$`{\displaystyle \frac{a}{2b}}e^B{\displaystyle \frac{i}{2}}T_{01}r{\displaystyle \frac{1}{b}}`$ $`=0,`$
$`{\displaystyle \frac{1}{2b}}B^{}e^B+{\displaystyle \frac{i}{2}}T_{23}{\displaystyle \frac{i}{2}}T_{01}{\displaystyle \frac{a}{b}}+{\displaystyle \frac{1}{2}}g`$ $`=0,`$
$`{\displaystyle \frac{a}{2b}}B^{}e^{2B}g\kappa _IA_t^I+{\displaystyle \frac{i}{2}}T_{01}{\displaystyle \frac{1}{b}}e^B`$ $`=0.`$ (26)
together with
$`_tϵ`$ $`=0,`$
$`_\theta ϵ`$ $`=0,`$
$`\left[_r{\displaystyle \frac{1}{2}}T_{23}\gamma _1e^B+{\displaystyle \frac{i}{2}}T_{01}\gamma _0e^B+{\displaystyle \frac{i}{2}}g\gamma _1e^B\right]ϵ`$ $`=0,`$
$`_\varphi ϵ`$ $`=0.`$ (27)
As an ansatz for the gauge and scalar fields we take
$$A_t^I=\frac{Z_eL^I}{r},\text{ }A_\varphi ^I=q^I\mathrm{cos}\theta ,\text{ }F_{01}^I=\frac{Z_eL^I}{r^2},\text{ }F_{23}^I=\frac{q^I}{r^2},\text{ }L^I=2gq^I,$$
where $`Z_e=L^IQ_I,`$ is the electric central charge, $`Q_I`$ being the electric charge. Therefore we obtain
$`T_{23}`$ $`=2i\mathrm{I}m𝒩_{IJ}L^IF_{23}^J=2{\displaystyle \frac{Z_m}{r^2}}={\displaystyle \frac{i}{2gr^2}},`$
$`T_{01}`$ $`=2i\mathrm{I}m𝒩_{IJ}L^IF_{01}^J=i{\displaystyle \frac{Z_e}{r^2}}.`$
From (26) we obtain the following solution for the metric and the functions $`a`$ and $`b,`$
$`e^{2B}`$ $`=J_1^2+J_2^2.`$
$`J_1`$ $`=iT_{01}r=\kappa _IA_t^I={\displaystyle \frac{Z_e}{r}}.`$
$`J_2`$ $`=griT_{23}r=gr+2i{\displaystyle \frac{Z_m}{r}}=gr+{\displaystyle \frac{1}{2gr}}`$
$`a`$ $`=J_1e^B,b=J_2e^B`$ (28)
From the vanishing of the gaugino transformations in the presence of electric charges, we get the conditions ($`\text{23})`$ together with the newcondition
$$(F_{01}^IiL^IT_{01})=0.$$
All these conditions can be seen to be satisfied
for our ansatz.
Finally, we summarize dyonic solutions of $`N=2`$, $`D=4`$ gauged supergravity with vector multiplets by
$`ds^2`$ $`=`$ $`\left((gr+{\displaystyle \frac{1}{2gr}})^2+{\displaystyle \frac{Z_e^2}{r^2}}\right)dt^2+\left((gr+{\displaystyle \frac{1}{2gr}})^2+{\displaystyle \frac{Z_e^2}{r^2}}\right)^1dr^2+r^2(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2),`$
$`L^I`$ $`=`$ $`2gq^I,\text{ }A_\varphi =q^I\mathrm{cos}\theta ,\text{ }Z_e=L^IQ_I.`$
### 3.3 <br>Solutions With Hyperbolic And Flat Transverse Spaces
Clearly the spherical solutions we found represent naked singularities. However, one can obtain extremal purely magnetic solutions with event horizons if the two sphere is replaced with the quotients of the hyperbolic two-space $`H^2`$. In this case, it can be shown that one obtains the following solitonic dyonic solution
$`ds^2`$ $`=`$ $`\left(gr{\displaystyle \frac{1}{2gr}}\right)^2dt^2+\left(gr{\displaystyle \frac{1}{2gr}}\right)^2dr^2+r^2(d\theta ^2+\mathrm{sinh}^2\theta d\varphi ^2).`$
$`A_\varphi ^I`$ $`=`$ $`q^I\mathrm{cosh}\theta ,L^I=2gq^I.`$
As the Killing spinors do not depend on the coordinates $`\theta ,\varphi `$ of the transverse hyperbolic space, one could also compactify the $`H^2`$ to a Riemann surface $`𝒮_n`$ of genus $`n`$, and the resulting solution would still preserve one quarter of supersymmetry.
Whereas the spherical magnetic solution contains a naked singularity, the hyperbolic magnetic black hole solution is a genuine black hole solution which has an event horizon at $`r=r_+=1/(g\sqrt{2})`$. In the near horizon region, the metric reduces to the product manifold $`AdS_2\times H^2`$ and thus supersymmetry is enhanced .
One can also consider flat transverse space with vanishing gauge fields. Clearly one finds the solution which is locally $`AdS_4.`$ However, one may wish to compactify the $`(\theta ,\varphi )`$ sector to a cylinder or a torus, considering thus a quotient space of $`AdS_4`$. This identification results in $`AdS_4`$ quotient space preserving half of the supersymmetries.
### 3.4 <br>Killing spinors
We now derive an expression for the Killing spinors of our solutions. From (27), one obtain the following equations for the Killing spinors
$`_tϵ`$ $`=0,`$
$`_\theta ϵ`$ $`=0,`$
$`\left(_r+{\displaystyle \frac{1}{2r}}+ig\gamma _1e^B\right)ϵ`$ $`=0,`$
$`_\varphi ϵ`$ $`=0.`$ (29)
Using the method of , one obtain the following solution for the Killing spinor
$$ϵ(r)=\left(\sqrt{e^B+gr+\frac{1}{2gr}}\gamma _0\sqrt{e^Bgr\frac{1}{2gr}}\right)P(i\gamma _1)P(i\gamma _{23})ϵ_0$$
where $`ϵ_0`$ is a constant spinor and where we have used the notation $`P(\mathrm{\Gamma })=\frac{1}{2}(1+\mathrm{\Gamma }),`$ where $`\mathrm{\Gamma }`$ is an operator satisfying $`\mathrm{\Gamma }^2=1.`$
For the purely magnetic solution, i. e, $`Q_I=0,`$ the Killing spinor reduces to the simple form
$$ϵ(r)=\sqrt{gr+\frac{1}{2gr}}P(i\gamma _1)P(i\gamma _{23})ϵ_0$$
It must be mentioned as was observed in that for the purely magnetic solution , $`e^B`$ and $`ϵ(r)`$ are invariant under
$$r\frac{1}{2g^2r}$$
and under such a transformation, the spatial component of the metric is conformally rescaled. Clearly the Killing spinors for the hyperbolic case are similar and can be obtained by replacing $`gr+\frac{1}{2gr}`$ by $`gr\frac{1}{2gr}`$ everywhere.
## 4 Discussion
In summary, we have obtained magnetic and dyonic BPS solutions of the theory of abelian gauged $`N=2`$ supergravity coupled to a number of vector supemultiplets. These solutions preserve a quarter of supersymmetry. Due to the quantization of the magnetic central charge for these solutions, the metric of the magnetic solutions takes a universal form for any choice of the prepotential and for any number of vector multiplets (charges). The dyonic solutions depend also on the electric central charge. We note that our solution is expressed in terms of the holomorphic sections and the central charges of the theory and therefore independent of the existence of a holomorphic prepotential. A subclass of solutions of $`N=2`$ supergravity (for a particular choice of prepotential) are actually also solutions of supergravity theories with more supersymmetry ,( i.e. $`N=4`$ or $`N=8`$ supersymmetries). The spherically symmetric solutions has the common feature of representing naked singularities. However, it is known from the work of that the spherical Kerr-Newman-AdS solution is both supersymmetric and extreme. This means that one can obtain supersymmetric extremal black holes in an AdS background if the black holes are rotating. Thus the situation in anti-de Sitter background seems to be the opposite of that of the asymptotically flat.
Whereas the spherical BPS magnetic black holes contain a naked singularity, the hyperbolic black holes have an event horizon. Supersymmetric higher genus solution black holes with magnetic charges preserve the same amount of supersymmetry which is enhanced near the horizon as has been demonstrated in for the pure supergravity theory without vector multiplets. Here we found that the situation remains the same in the presence of vector multiplets. In summary, in order to get genuine black holes for the theories we have considered in this paper, one should allow for rotations as well as nonspherical symmetry. This will be reported on in a future publication. |
warning/0003/quant-ph0003041.html | ar5iv | text | # Consistent histories, the quantum Zeno effect, and time of arrival
## I Introduction
The theoretical treatment of “time observables” is an important loose end of quantum mechanics. An example of the problems encountered was formulated by Misra and Sudarshan in the form of a paradox . They seeked the probability that an unstable particle decay at some time during an interval $`\mathrm{\Delta }=[0,t]`$. This has to be distinguished, and in general differs from, the standard quantum probability that the particle be found decayed at the instant $`t`$. More generally, they also looked for the probability that a quantum system makes a transition from a preassigned subspace of states to the orthonormal subspace during a given period of time, further examples being the dissociation of a diatomic molecule, or arrival of a particle at a region of space. Classically, we can ask whether a particle moving on a line is always to the same side of the point $`x=0`$, be it to the right or the left (but always to the right or always to the left), or if it crosses the $`x=0`$ point during $`\mathrm{\Delta }=[0,t]`$. What are the probabilities for the particle being always to the same side during $`\mathrm{\Delta }`$ or for the particle crossing, according to quantum mechanics?
Since many experiments deal with such topics, and provide answers for them, we may expect that quantum mechanics should provide an unambiguous recipe to compute these probabilities. However, the standard formalism, as found in all textbooks, tells us only how to evaluate expectation values and probabilities for a given instant of time, so these questions seem to pose the need for some extension of the standard rules. Misra and Sudarsan attempted an apparently natural procedure: they modelled the continuous observation implied in these issues by a repetition of ideal first kind measurements in the limit of infinite frequency. The consequence of such an interpretation of the continuous measurement, however, is that the system never abandons the original subspace (quantum Zeno effect). Misra and Sudarshan considered the contradiction between the theoretical prediction and actual experiments detecting time distributions (of arrival, of decay, in general of occurrence of events) as paradoxical. For these authors, such a mathematical result was physically inacceptable: it was merely an indication that the assumed procedure was not adequate to provide the probabilities they were looking for. The completeness of the quantum theory was therefore pending until a trustworthy algorithm could be found. In fact, most of the many publications on the Zeno effect have been devoted to the analysis or implementation of the repeated measurement scheme, overlooking the origin of the paradox, namely the need to find a trustworthy algorithm for time distributions.
Later on, the formulation of non-relativistic quantum mechanics in terms of sum-over-histories opened up the possibility that some questions, even though lying outside the realm of the standard rules of quantum mechanics, could be sensibly posed. One such question, for example, is whether it is possible to define probabilities for alternative regions of spacetime from amplitudes built as sums over restricted classes of paths. This was indeed first discussed by Feynman himself . Hartle and Yamada and Takagi studied the possibility to define a probability for crossing or not crossing $`x=0`$ in an interval $`\mathrm{\Delta }`$ for a free particle on a line. Their conclusion was that it is not possible to define such probabilities, because the interference term between the possibilities (the “decoherence functional” of the literature) generically does not vanish. Yamada and Takagi, however, pointed out that for antisymmetric initial wavefunctions it was indeed possible to define the probabilities, with the result that there was no crossing of the point $`x=0`$ whatsoever. Another exception pointed out by Halliwell was the particle coupled to a bath. However, the resulting probabilities depend on the nature of the bath and the coupling, i.e., no ideal distribution emerges.
In this paper we shall show how the class of states that allow for a positive answer within the consistent histories framework can be considerably enlarged. This is done by means of a generalization of the PDX (path decomposition expansion). The idea of summing over classes of (Feynman) paths is of course much more general than just its application to the example mentioned, and leads to many different interesting aspects. One of particular interest to us, because of its possible relationship to the question of times of tunneling or arrival , is the path decomposition expansion (PDX), first formulated by Auerbach and Kivelson to study tunneling problems with several spatial dimensions. We find the rather striking fact that, although hard wall boundary conditions have been assumed in all derivations of the decomposition formulae for the propagators, which is the central result obtained so far from the PDX, other boundary conditions could be imposed on the restricted propagator without impairing the validity of the expression.
We shall start with an operator derivation of the PDX which is a generalization of the ones proposed by Halliwell and Muga and Leavens . As a simple illustration we shall apply it to a two-state system. We shall then see that there is a set of exclusive alternatives for which the formalism of consistent histories cannot generically give a set of probabilities. This will be understood in terms of the quantum Zeno effect for the two state system (which is actually the one that pertains to the proposal of Cook and has been realized experimentally ). Even though the example corresponds to a finite dimensional Hilbert space, the derivation of the PDX holds formally for infinite dimensional Hilbert spaces as well. However, topological considerations come into play, and we show the need to specify boundary conditions for the restricted propagator. We then analyze the Yes/No question formulated by Hartle and Yamada and Takagi, and show that it is possible to define probabilities consistently for a much wider class of initial conditions than the antisymmetric one put forward by Yamada and Takagi. We explain the result by analogy to the finite dimensional example given previously.
This extension however falls short of the broad generality that can be attributed to other conventional approaches, in particular to the definition of probabilities by means of positive operator valued measures: the time of arrival distribution of Kijowski is perfectly well defined for free particles on the line. Our aim in the final discussion is to solve this apparent contradiction.
## II Operator derivation of the PDX
Halliwell obtained an operator derivation of the PDX which is closely related to the point of view of consistent or decoherent histories . Let $`P`$ be a projector and $`Q`$ its complementary projector, $`Q=1P`$. Define $`P(t)=\mathrm{exp}(iHt/\mathrm{})P\mathrm{exp}(iHt/\mathrm{})=U^{}(t)PU(t)`$, and similarly $`Q(t)`$. It follows that if $`H`$ is self-adjoint, $`P(t)+Q(t)=1`$ for every real $`t`$. There exists a generalized decomposition of unity, given by:
$`1`$ $`=`$ $`P+{\displaystyle \underset{k=1}{\overset{n}{}}}P(t_k)Q(t_{k1})Q(t_{k2})\mathrm{}Q(t_1)Q`$ (2)
$`+Q(t_n)Q(t_{n1})\mathrm{}Q(t_1)Q,`$
for any set of real numbers $`\{t_1,t_2,\mathrm{},t_{n1},t_n\}`$. Assume that $`t_k=k\delta t`$, with $`\delta t`$ small. Rewrite $`P(t_k)`$ as
$`P(t_k)`$ $`=`$ $`P(t_{k1})+\delta t\dot{P}(t_{k1})+O(\delta t^2)`$ (3)
$`=`$ $`P(t_{k1})+\delta tU^{}(t_{k1})\dot{P}U(t_{k1})+O(\delta t^2),`$ (4)
where $`\dot{P}`$ is simply $`\frac{i}{\mathrm{}}[H,P]`$. Multiply (2) from the left with $`U(t_n)`$, and use (3). We obtain the following decomposition of the propagation operator:
$`U(t_n)`$ $`=`$ $`U(t_n)P`$ (5)
$`+`$ $`{\displaystyle \underset{k=1}{\overset{n}{}}}\delta tU(t_nt_{k1})\dot{P}U(t_{k1})Q(t_{k1})Q(t_{k2})\mathrm{}Q`$ (6)
$`+U(t_n)Q(t_n)Q(t_{n1})\mathrm{}Q+O(\delta t^2).`$ (7)
Define the following “restricted” propagation operator
$$U_r(t):=\underset{n\mathrm{},\delta t=t/n}{lim}U(n\delta t)Q(n\delta t)Q((n1)\delta t)\mathrm{}Q.$$
(8)
Taking the limit $`\delta t0`$ in expression (7) we arrive at the generalized form of the PDX proposed by Halliwell (see , expression (2.19)):
$$U(t)=U(t)P+_0^t𝑑sU(ts)\dot{P}U_r(s)+U_r(t).$$
(9)
Notice that it can be further generalized without complication to time dependent hamiltonians.
### A Two state example
Consider the two-state hamiltonian $`H=\mathrm{}\omega \left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)`$. Let $`P=\left(\begin{array}{cc}1& 0\\ 0& 0\end{array}\right)`$, and $`Q=1P`$. The unitary evolution matrix is easily computed to be
$$U(t)=\left(\begin{array}{cc}\mathrm{cos}(\omega t)& i\mathrm{sin}(\omega t)\\ i\mathrm{sin}(\omega t)& \mathrm{cos}(\omega t)\end{array}\right).$$
(10)
It follows that $`U_r(t)=Q`$. Since $`U(t)P=\left(\begin{array}{cc}\mathrm{cos}(\omega t)& 0\\ i\mathrm{sin}(\omega t)& 0\end{array}\right)`$ and $`\dot{P}=\omega \left(\begin{array}{cc}0& i\\ i& 0\end{array}\right)`$, we see that each of the terms in (9) is different from zero: the operator form of the PDX is not a trivial identity.
To interpret each of these terms, observe that $`U_r(t)`$, the restricted propagation operator, corresponds to the continuous limit of a series of preparations of the system in the subspace of states invariant under $`Q`$. These preparations are equally spaced in time, and are von Neumann collapses onto the eigenspace of $`Q`$. It is to be expected, therefore, that this term is the propagator for a system that is continuously observed in the eigenspace of $`Q`$, and this is, in fact, the purport of the analysis of Misra and Sudarshan of the quantum Zeno effect.
### B Quantum Zeno effect
If the initial state were in the eigenspace of $`Q`$, the term $`U(t)P`$ would not contribute to the later evolution of the system. We understand therefore that the convolution integral is the term required to retain a probability that the initial quantum state in the eigenspace of $`Q`$ does indeed jump at some point in time to the eigenspace of $`P`$. It is immediate to observe that the sum of the convolution integral and the restricted propagator preserves the norm of a state initially in the eigenspace of $`Q`$. The quantum Zeno effect can be understood in this case, therefore, as the decomposition of the unitary evolution in the whole Hilbert space of an eigenstate of $`Q`$ in two terms: on the one hand the restricted propagator, which is unitary in the eigenspace of $`Q`$, but non-unitary over the whole Hilbert space, and on the other hand, the crossing term, necessary to recover unitarity over the Hilbert space, and which accounts for transitions out of the initial eigenspace.
Let us now pose the following questions: given a time interval $`t`$, and a particle initially prepared with spin down (i.e., in the state $`|=\left(\begin{array}{c}0\\ 1\end{array}\right)`$), what is the probability that it has always stayed with spin down in the interval? What is the probability that it has switched spin at some instant? We can answer the first one by looking at the restricted propagator $`U_r(t)`$: the probability amplitude that it has always stayed with spin down is $`|U_r(t)|=1`$. However, notice that $`|_0^tdsU(ts)\dot{P}U_r(s)|=i\mathrm{sin}(\omega t)`$ and $`|_0^tdsU(ts)\dot{P}U_r(s)|=\mathrm{cos}(\omega t)1`$. It follows that we cannot assign probabilities consistently to the exclusive events (i) staying with spin down during the whole interval $`t`$; (ii) having flipped spin at some instant of the interval. The histories into which we have decomposed the *unitary* evolution of the particle with initial spin down are not consistent histories!
In terms of operators, the operator associated to continuous measurement of being in the eigenspace of $`Q`$ and the operator associated with, at some point, jumping to the eigenspace of $`P`$ do not commute and give rise to a crossing term: they cannot be measured simultaneously.
More explicitly, the history operator associated with the particle always being in the eigenspace of $`Q`$ is $`C_1=lim_{n\mathrm{},\delta t=t/n}Q(n\delta t)Q((n1)\delta t)\mathrm{}Q`$, i.e. a product of succeeding projectors. The complementary operator is $`C_2=1C_1`$. The decoherence functional is $`d(i,j)=\mathrm{Tr}\left(C_i\rho C_j^{}\right)`$, and the inconsistency of probability assignments is reflected in the fact that, in the case portrayed above, $`\mathrm{Re}\left(d(1,2)\right)0`$. Notice that the history operator $`C_1`$ is related to the restricted propagator defined above through the following expression: $`C_1=U^{}(t)U_r(t)`$.
It is relevant at this point to mention the “spectral decomposition” approach of Pascazio and Namiki , similar to the idea of the generalized PDX presented above. Additionally, notice that the models in the literature that attempt to obtain the quantum Zeno effect as a consequence of decoherence are in fact cancelling out the crossing term. In other words, if the pointer basis for a decoherence process is adequately aligned with the eigenspaces of $`P`$ and $`Q`$, the quantum Zeno effect will be immediately obtained as a consequence of decoherence.
Insofar as the quantum Zeno effect is a paradox (see for a general discussion), it is a paradox in that what seem to be exclusive and consistent events for assignments of probability in classical mechanics cannot be assigned quantum mechanical probabilities in a consistent manner. It should be stressed however that this is no logical internal contradiction of quantum mechanics. Rather, this simply reflects the fact that statements about quantum events have to be much more precisely enunciated, and that classical language and presuppositions do not always translate readily into the quantum world.
## III Histories on the real line
The derivation of (9) presented above is formal, with no attention being paid to topological issues. In order to highlight the difficulties, consider the case of a free particle of mass $`m`$ that moves on a line. By simple integration by parts one can realize that $`PHQ`$ need not be zero, since
$$\left(PHQ\psi \right)(x)=\frac{\mathrm{}^2}{2m}(1\theta (x))_x^2\left(\theta (x)\psi (x)\right).$$
(11)
It therefore behooves us to analyze the meaning of $`U_r(t)`$. It is obtained as a time ordered limit of products of $`QHQ`$ terms. The operator $`QHQ`$, however, is not self-adjoint: it admits a continuous one parameter family of self-adjoint extensions. Therefore, unless a particular self-adjoint extension is chosen, $`U_r(t)`$ will not be unitary in the eigenspace of the projector $`Q`$. Imagine now that a particular extension has been chosen. The meaning of $`PHQ`$ is subsirvient to the extension chosen, since what we actually require is $`PHQ+QHQ=HQ`$. If the meaning of $`QHQ`$ is modified, so should the meaning of $`PHQ`$ be modified.
This observation can be strengthened by applying the theorem of Misra and Sudarshan concerning the quantum Zeno effect to this case of the free particle. The Hamiltonian of the free particle is self-adjoint and semibounded (first assumption of the theorem), and there exists a time reversal operator, which commutes with the projectors onto spatial regions (second assumption). Suppose now that the limit defining $`U_r(t)`$ exists; actually assume that it exists in the strong topology. It is clear in our case that if it does, its limit when $`t0`$ is $`Q`$. It follows from Theorem 1 of ref. that $`U_r(t)`$ then can be written as $`Q\mathrm{exp}(iBt/\mathrm{})Q`$, with $`B`$ self-adjoint, and such that $`QB=BQ=B`$. The meaning of this result is that the *existence* of $`U_r(t)`$ implies the existence of a self-adjoint operator to which it can be related, that can be understood as a self-adjoint hamiltonian acting on the eigenspace of $`Q`$. Therefore, the validity of the operator form of the PDX hinges on choosing a specific self-adjoint extension of the original hamiltonian when restricted to the $`Q`$-eigenspace, and considering the unitary evolution in that subspace with this new hamiltonian.
Profiting from the simplicity of the example at hand, let us be more specific. The self-adjoint extensions of the free particle Hamiltonian on the half-line are parameterised by a real parameter $`\beta `$, and the domain of the extension $`H_\beta `$ is the set of square integrable, absolutely continuous functions on the half line, whose derivative is square integrable, and that fulfill the condition $`\psi (0)=\beta \psi ^{}(0)`$.
Thus the term $`\dot{P}U_r(t)`$ can be understood in terms of integration by parts, as follows. Define (formally) the propagator $`g(x,y,t)=x|U(t)|y`$ and the restricted propagator $`g_r^\beta (x,y,t)=x|U_r^\beta (t)|y`$, where $`U_r^\beta (t)=\mathrm{exp}(iH_\beta t/\mathrm{})Q`$. The convolution integral in (9) is then written as
$`x|{\displaystyle _0^t}`$ $`dsU(ts)\dot{P}U_r^\beta (s)|y=`$
$`={\displaystyle _0^t}`$ $`ds{\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑\xi g(x,\xi ,ts)\theta (\xi )\left({\displaystyle \frac{i\mathrm{}}{2m}}\right)_\xi ^2g_r^\beta (\xi ,y,s)`$
$`=`$ $`\left({\displaystyle \frac{i\mathrm{}}{2m}}\right){\displaystyle _0^t}𝑑sg(x,\xi ,ts)\underset{\xi }{\overset{}{}}g_r^\beta (\xi ,y,s)|_{\xi =0},`$
where $`f(\xi )\underset{\xi }{\overset{}{}}g(\xi )=f(\xi )g^{}(\xi )f^{}(\xi )g(\xi )`$. It is important to stress that this derivation is valid for all real $`\beta `$, not just for $`\beta =0`$, which is the case analyzed in the literature.
As a matter of fact, Auerbach and Kivelson arrive at this symmetric form (with $`\underset{\xi }{\overset{}{}}`$ instead of $`_\xi `$) from the consideration that there is a change of variable in the functional integral, trading $`x_\sigma (s)`$ for the time $`s`$ after which the path is confined to one side of $`x=0`$, and that the jacobian associated with this change of variables leads to the symmetric operation $`\underset{\xi }{\overset{}{}}`$. However, they do not consider general boundary conditions of the form stated here, because they do not seem to appear in their derivation of the PDX in terms of a skeletonization of the path. Other alternative derivations use Wick rotation, and the diffusion process cannot see as physical alternatives all the alternative boundary conditions that mantain unitarity for the Schrödinger equation (in order to check this statement, see for the derivation of the restricted propagator in the half-line through analytic continuation). Hartle (see , subsection 6.c and note 27) is rather cautious in his analysis of Trotter’s formula, which is basically what underlies the definition of the restricted propagator, but is misled by the uniqueness results available for the associated diffusion equation. Yamada derives the PDX decomposition out of a postulated integral equation, and imposes a particular choice of boundary conditions, also missing out the alternatives highlighted in the discussion above.
### A Consistent probabilities
Let us now ask the question first posed by Hartle and, independently, Yamada and Takagi . Is it possible to assign consistently probabilities to the following exclusive events: (i) that a free particle moving on the line stays always to the same side of $`x=0`$ during a time interval $`t`$; (ii) that it crosses $`x=0`$ once or more during the same time interval? To make the discussion easier, imagine first an initial wavefunction restricted to the positive half-line. Under the restricted evolution $`U_r^\beta (t)`$, this wavefunction stays always in the positive half-line with no loss of probability: $`U_r^\beta (t)`$ is unitary when acting on $`L^2(𝐑^+)`$. However, when we try to understand $`U_r^\beta (t)`$ as extended to an operator on the whole real line, it is no longer unitary: the convolution integral is required to guarantee the unitary evolution of the initial one-sided state in the whole Hilbert space. There is therefore a crossing term, and this prevents the consistent assignment of probabilities to the exclusive events mentioned. As we see it, the requirement that a particle always be to one side of the $`x=0`$ point is, in a way, imposed by constantly monitoring that the particle is to one side, thus preventing the classical exclusive events from being consistently exclusive also from the quantum point of view. In other words, we again run into the quantum Zeno paradox.
Having said this, there *is* an example of initial conditions, as pointed out by Yamada and Takagi , for which the probability assignments are consistent: the antisymmetric case. Antisymmetric wavefunctions preserve this characteristic under evolution with the free particle hamiltonian, or, in other words, the parity operator commutes with the free particle hamiltonian. This can also be understood with regard to the restricted propagators as follows: the evolution of an antisymmetric wavefunction under the whole hamiltonian is identical to direct sum of the evolution in each of the half-lines under the half-line free particle propagator with hard wall boundary conditions. There is no probability flow from one half-line to the other under free-particle evolution if the initial condition is antisymmetric. This implies that in this case the interference term is zero, and that the probability of always staying to the same side during any time interval is unity: for any given instant there is no probability of crossing $`x=0`$.
Given this point of view, it is immediate to generalize the example of Yamada and Takagi to other instances: the meaning of the boundary conditions that correspond to self-adjoint extensions of the free particle hamiltonian when restricted to the half-line is that they prevent probability flowing out of the half line. So for each real $`\beta `$ we see that the wavefunctions that fulfill $`\psi (0)=\beta \psi ^{}(0)`$ have no transfer of probability from one half line to the other. Alternatively, the evolution under the whole hamiltonian of a wavefunction obeying this condition is identical to the independent evolution of the parts of the wavefunction in each of the half-lines under the half-line free particle propagator with the corresponding boundary conditions. Thus we see that, for these initial wavefunctions, the assignment of probability one to always staying to one side of the origin, and zero probability to crossing the origin once or more during a time interval, is indeed a consistent assignment of quantum probabilities.
### B Arrival probabilities
As seen above, only in some rather special circumstances can we make consistent assignments of probability using a decomposition of possible paths for the alternatives considered. This does not mean, though, that there is no consistent prescription within the realm of standard quantum mechanics for the probability of having crossed a given point, $`x=0`$, say, in a particular time interval. Misra and Sudarshan, in their seminal paper , already point out that the existence of such a probability would imply the existence of a generalized resolution of the identity (in their language; a positive operator valued measure, or POVM, in modern parlance) for a time of arrival operator. In fact, we now have at our disposal such a POVM for the case of a free particle; the associated probability density is, for a pure state $`\psi `$,
$`\mathrm{\Pi }_K(t,\psi )`$ $`=`$ $`\left|{\displaystyle _0^{\mathrm{}}}dp\left({\displaystyle \frac{p}{2\pi m\mathrm{}}}\right)^{1/2}e^{ip^2t/2m\mathrm{}}\psi (p)\right|^2+`$ (13)
$`\left|{\displaystyle _{\mathrm{}}^0}dp\left({\displaystyle \frac{p}{2\pi m\mathrm{}}}\right)^{1/2}e^{ip^2t/2m\mathrm{}}\psi (p)\right|^2,`$
where we have used the momentum representation. This is actually the probability density proposed by Kijowski from an axiomatic point of view , which is related to the time of arrival operator of Aharonov and Bohm (see for details of the relationship between the two objects).
Given this distribution, it is sensible to ask whether a similar construction could hold for the finite dimensional example given above. Unfortunately, the answer is negative. Imagine that indeed there exists a distribution of probability for the time of first shifting from $`|`$ to $`|`$. The existence of this distribution would imply the existence of a POVM (which in this finite dimensional example would have to be a projection valued measure, PVM), whose first operator moment, $`T`$ would be a self-adjoint operator (in this finite dimensional case, all symmetric operators are self-adjoint). Since this operator would have a “time” interpretation, it would have to be canonically conjugate to the hamiltonian, $`[H,T]=i\mathrm{}`$. In the example at hand, $`H`$ is proportional to $`\sigma _1`$, and all operators, such as $`T`$, can be written as $`\alpha +\stackrel{}{\beta }\stackrel{}{\sigma }`$, where the $`\sigma _i`$ matrices are Pauli’s matrices. There are no four numbers $`(\alpha ,\stackrel{}{\beta })`$ such that a canonically conjugate $`T`$ can be obtained. Therefore, there is no analogue of Kijowski’s distribution for this finite dimensional example, and, in fact, there is no analogue of Kijowski’s distribution for any finite dimensional example.
## IV Conclusions
The operator derivation of the PDX formula we have presented here has allowed us to identify the paradoxical aspects of the quantum Zeno effect of Misra and Sudarshan as being due to incompatible assignments of probability to inconsistent histories. We have explicitly separated the crossing term that leads to this inconsistency.
Feeding the well-known results of Misra and Sudarshan back onto the PDX formula, it also obtains that, in cases such as that of a free particle moving on the line, there are several different PDX expressions, each one corresponding to a particular partial isometry, i.e., to a particular self-adjoint extension of the restricted hamiltonian. Furthermore, we have analyzed for which cases the PDX probability assignments for the alternatives of having or not crossed a given point are consistent, extending the result of Yamada and Takagi to all instances of boundary conditions for which there is no probability flow through that point. In spite of this extension, no time-of-arrival probability could be assigned to the overwhelming majority of possible states within the consistent histories approach.
We remark that there is a different, fully consistent prescription for the probability of having crossed a given point in a certain time interval, given by Kijowski’s distribution in the free case. Notice that Kijowski’s distribution is obtained in the context of (almost) completely standard quantum mechanics, the only extension needed thereof being that POVMs are accepted to describe observables. How is this distribution compatible with the negative results obtained within the framework of consistent histories? The consistent histories approach is actually much more demanding, since it requires the absence of interferences between the space-time histories to attribute them a classical-like status as alternatives that actually occur with certain probabilities. Instead, the distribution of Kijowski should be regarded, from the perspective of the standard interpretation, as a “potentiality”, a distribution that a properly designed apparatus could measure. Therefore no association with non-interfering histories is claimed or required. The apparatus would actually be the “best” one, in the sense of providing a covariant distribution with minimum variance. Of course a less than perfect apparatus would provide convolutions or deformed versions of $`\mathrm{\Pi }_K`$. Werner has described the family of covariant distributions, each representing a potentiality associated with a different measurement device, for states with positive momentum components . From a more technical point of view, the difference can be associated with the fact that Kijowski’s distribution at time $`t`$ is the expectation value for $`\psi (t)`$ of a certain operator, a quantum version of the positive flux minus the negative flux . It is thus *n*ot related to expectation values of strings of operators that depend on different instants of time. In a slightly facetious way, we might say that standard, old-fashioned quantum mechanics has the upper hand on the consistent histories formalism for this particular case. While Kijowski’s distribution is “ideal”, in the sense of depending only on the state of the particle, there are other approaches in which additional degrees of freedom for the apparatus and or the environment are included, that provide operational time-of-arrival distributions . Again, these results are found without demanding any non-interference condition. Halliwell in particular has compared the distribution derived from an irreversible detector model with the one associated with consistent histories in the presence of a bath coupled to the particle, and has showed how in the decoherent histories approach the coupling with the environment destroys far more interference that is really needed in order to define the arrival time with the irreversible detector.
For most cases of practical interest $`\mathrm{\Pi }_K`$ is approximately equal to the current density $`J`$. The challenge now is to perform experiments able to realize the “potentiality” of Kijowski’s distribution in “quantum” regimes where it differs significantly from the current density. In general one may expect to obtain convolutions depending on the particular apparatus response , see for a more detailed discussion of the interpretation of $`\mathrm{\Pi }_K`$.
One may wonder if Kijowski’s distribution is the key to the “trustworthy algorithm” seeked by Misra and Sudarsan for arbitrary problems where a time distribution for the the passage between complementary subspaces is required. Indeed, the existence of Kijowski’s distribution opens up the possibility that similar constructions might be feasible for other situations where the histories analysis has not been able to live up to its full promise. However, we have proved that no analogue of Kijowski’s distribution can be constructed in the case of finite dimensional Hilbert spaces. The question as to the existence of “trustworthy” analogues of Kijowski’s distribution for infinite dimensional situations remains an open question, which we hope will be settled in the affirmative in the future (see for an extension of Kijowski’s distribution in the case of one dimensional motion with potentials).
###### Acknowledgements.
We thank L.J. Garay, J.L. Mañes, and M.A. Valle for useful discussions, and acknowledge support by Ministerio de Educación y Cultura (PB97-1482 and AEN99-0315), and The University of the Basque Country (grant UPV 063.310-EB187/98) |
warning/0003/physics0003011.html | ar5iv | text | # 1 Introduction
## 1 Introduction
In the past 30 years electron-positron collisions have played a central role in the discovery and detailed investigation of new elementary particles and their interactions. The highly successful Standard Model of the unified electromagnetic and weak interactions and Quantum Chromodynamics, the quantum field theory of quark-gluon interactions, are to a large extent based on the precise data collected at electron-positron colliders. Important questions still remain to be answered, in particular the origin of the masses of field quanta and particles – within the Standard Model explained in terms of the so-called Higgs mechanism – and the existence or nonexistence of supersymmetric particles which appear to be a necessary ingredient of any quantum field theory attempting to unify all four forces known in Nature: the gravitational, weak, electromagnetic and strong forces. There is general agreement in the high energy physics community that in addition to the Large Hadron Collider under construction at CERN a lepton collider will be needed to address these fundamental issues.
Electron-positron interactions in the center-of-mass (cm) energy range from 200 GeV to more than a TeV can no longer be realized in a circular machine like LEP since the $`E^4`$ dependence of the synchrotron radiation loss would lead to prohibitive operating costs. Instead the linear collider concept must be employed. This new principle was successfully demonstrated with the Stanford Linear Collider SLC providing a cm energy of more than 90 GeV. Worldwide there are different design options towards the next generation of linear colliders in the several 100 GeV to TeV regime. Two main routes are followed: colliders equipped with normal-conducting (nc) cavities (NLC, JLC, VLEPP and CLIC) or with superconducting (sc) cavities (TESLA). The normal-conducting designs are based on high frequency structures (6 to 30 GHz) while the superconducting TESLA collider employs the comparatively low frequency of 1.3 GHz. The high conversion efficiency from primary electric power to beam power (about 20%) in combination with the small beam emittance growth in low-frequency accelerating structures makes the superconducting option an ideal choice for a high-luminosity collider.
The first international TESLA workshop was held in 1990 . At that time superconducting rf cavities in particle accelerators were usually operated in the 5 MV/m regime. Such low gradients, together with the high cost of cryogenic equipment, would have made a superconducting linear electron-positron collider totally non-competitive with the normal-conducting colliders proposed in the USA and Japan. The TESLA collaboration, formally established in 1994 with the aim of developing a 500 GeV center-of-mass energy superconducting linear collider, set out with the ambitious goal of increasing the cost effectiveness of the superconducting option by more than an order of magnitude: firstly, by raising the accelerating gradient by a factor of five from 5 to 25 MV/m, and secondly, by reducing the cost per unit length of the linac by using economical cavity production methods and a greatly simplified cryostat design. Important progress has been achieved in both directions; in particular the gradient of 25 MV/m is essentially in hand, as will be shown below. To allow for a gradual improvement in the course of the cavity R&D program, a more moderate goal of 15 MV/m was set for the TESLA Test Facility (TTF) linac .
The TESLA cavities are quite similar in their layout to the 5-cell 1.5 GHz cavities of the electron accelerator CEBAF in Newport News (Virginia, USA) which were made by an industrial company . These cavities exceeded the specified gradient of 5 MV/m considerably and hence offered the potential for further improvement. While the CEBAF cavity fabrication methods were adopted for TTF without major modifications, important new steps were introduced in the cavity preparation:
* chemical removal of a thicker surface layer
* a 1400C annealing with titanium getter to improve the Nb heat conductivity and to homogenize the material
* rinsing with ultrapure water at high pressure (100 bar) to remove surface contaminants
* destruction of field emitters by a technique called High Power Processing (HPP).
The application of these techniques, combined with extremely careful handling of the cavities in a clean-room environment, has led to a significant increase in accelerating field.
The TESLA Test Facility (TTF) has been set up at DESY to provide the necessary infra-structure for the chemical and thermal treatment, clean-room assembly and testing of industrially produced multicell cavities. In addition a 500 MeV electron linac is being built as a test bed for the performance of the sc accelerating structures with an electron beam of high bunch charge. At present more than 30 institutes from Armenia, P.R. China, Finland, France, Germany, Italy, Poland, Russia and USA participate in the TESLA Collaboration and contribute to TTF.
The low frequency of 1.3 GHz permits the acceleration of long trains of particle bunches with very low emittance making a superconducting linac an ideal driver of a free electron laser (FEL) in the vacuum ultraviolet and X-ray regimes. For this reason the TTF linac has recently been equipped with undulator magnets, and its energy will be upgraded to 1 GeV in the coming years to provide an FEL user facility in the nanometer wavelength range. An X-ray FEL facility with wavelengths below 1 Å is an integral part of the TESLA collider project .
The present paper is organized as follows. Sect. 2 is devoted to the basics of rf superconductivity and the properties and limitations of superconducting (sc) cavities for particle acceleration. The design of the TESLA cavities and the auxiliary equipment is presented in Sect. 3. The fabrication and preparation steps of the cavities are described in Sect. 4. The test results obtained on all TTF cavities are presented in Sect. 5, together with a discussion of errors and limitations encountered during cavity production at industry, and the quality control measures taken. The rf control and the cavity performance with electron beam in the TTF linac are described in Sect. 6. A summary and outlook is given in Sect. 7 where also the ongoing research towards higher gradients is shortly addressed.
## 2 Basics of RF Superconductivity and Properties of Superconducting Cavities for Particle Acceleration
### 2.1 Basic principles of rf superconductivity and choice of superconductor
The existing large scale applications of superconductors in accelerators are twofold, in magnets and in accelerating cavities. While there are some common requirements like the demand for as high a critical temperature as possible<sup>1</sup><sup>1</sup>1The High-$`T_c`$ ceramic superconductors have not yet found widespread application in magnets mainly due to technical difficulties in cable production and coil winding. Cavities with High-$`T_c`$ sputter coatings on copper have shown much inferior performance in comparison to niobium cavities. there are also characteristic differences. In magnets operated with a dc or a low-frequency ac current the so-called “hard” superconductors are needed featuring high upper critical magnetic fields (15–20 T) and strong flux pinning in order to obtain high critical current density; such properties can only be achieved using alloys like niobium-titanium or niobium-tin. In microwave applications the limitation of the superconductor is not given by the upper critical field but rather by the so-called “superheating field” which is well below 1 T for all known superconductors. Moreover, strong flux pinning appears undesirable in microwave cavities as it is coupled with hysteretic losses. Hence a “soft” superconductor must be used and pure niobium is still the best candidate although its critical temperature is only 9.2 K and the superheating field about 240 mT. Niobium-tin (Nb<sub>3</sub>Sn) looks more favorable at first sight since it has a higher critical temperature of 18 K and a superheating field of 400 mT; however, the gradients achieved in Nb<sub>3</sub>Sn coated single-cell copper cavities were below 15 MV/m, probably due to grain boundary effects in the Nb<sub>3</sub>Sn layer . For these reasons the TESLA collaboration decided to use niobium as the superconducting material, as in all other large scale installations of sc cavities. Here two alternatives exist: the cavities are fabricated from solid niobium sheets or a thin niobium layer is sputtered onto the inner surface of a copper cavity. Both approaches have been successfully applied, the former at Cornell (CESR), KEK (TRISTAN), DESY (PETRA, HERA), Darmstadt (SDALINAC), Jefferson Lab (CEBAF) and other laboratories, the latter in particular at CERN in the electron-positron storage ring LEP. From the test results on existing cavities the solid-niobium approach promised higher accelerating gradients, hence it was adopted as the baseline for the TTF cavity R&D program.
#### 2.1.1 Surface resistance
In contrast to the dc case superconductors are not free from energy dissipation in microwave fields. The reason is that the radio frequency (rf) magnetic field penetrates a thin surface layer and induces oscillations of the electrons which are not bound in Cooper pairs. The number of these “free electrons” drops exponentially with temperature. According to the Bardeen-Cooper-Schrieffer (BCS) theory of superconductivity the surface resistance in the range $`T<T_c/2`$ is given by the expression
$$R_{BCS}\frac{\omega ^2}{T}\mathrm{exp}(1.76T_c/T)$$
(1)
where $`f=\omega /2\pi `$ is the microwave frequency. In the two-fluid model of superconductors one can derive a refined expression for the surface resistance
$$R_{\mathrm{BCS}}=\frac{C}{T}\omega ^2\sigma _n\mathrm{\Lambda }^3\mathrm{exp}(1.76T_c/T).$$
(2)
Here $`C`$ is a constant, $`\sigma _n`$ the normal-state conductivity of the material and $`\mathrm{\Lambda }`$ an effective penetration depth, given by
$$\mathrm{\Lambda }=\lambda _L\sqrt{1+\xi _0/\mathrm{}}.$$
$`\lambda _L`$ is the London penetration depth, $`\xi _0`$ the coherence length and $`\mathrm{}`$ the mean free path of the unpaired electrons. The fact that $`\sigma _n`$ is proportional to the mean free path $`\mathrm{}`$ leads to the surprising conclusion that the surface resistance does not assume its minimum value when the superconductor is as pure as possible ($`\mathrm{}\xi _0`$) but rather in the range $`\mathrm{}\xi _0`$. For niobium the BCS surface resistance at 1.3 GHz amounts to about 800 n$`\mathrm{\Omega }`$ at 4.2 K and drops to 15 n$`\mathrm{\Omega }`$ at 2 K; see Fig. 1. The exponential temperature dependence is the reason why operation at 1.8–2 K is essential for achieving high accelerating gradients in combination with very high quality factors. Superfluid helium is an excellent coolant owing to its high heat conductivity.
In addition to the BCS term there is a residual resistance $`R_{\mathrm{res}}`$ caused by impurities, frozen-in magnetic flux or lattice distortions. This term is temperature independent and amounts to a few n$`\mathrm{\Omega }`$ for very pure niobium but may readily increase if the surface is contaminated.
#### 2.1.2 Heat conduction in niobium
The heat produced at the inner cavity surface has to be guided through the cavity wall to the superfluid helium bath. Two quantities characterize the heat flow: the thermal conductivity of the bulk niobium and the temperature drop at the niobium-helium interface caused by the Kapitza resistance. For niobium with a residual resistivity ratio<sup>2</sup><sup>2</sup>2$`RRR`$ is defined as the ratio of the resistivities at room temperature and at liquid helium temperature. The low temperature resistivity is either measured just above $`T_c`$ or at 4.2 K, applying a magnetic field to assure the normal state. $`RRR=500`$ the two contributions to the temperature rise at the inner cavity surface are about equal. The thermal conductivity of niobium at cryogenic temperatures scales approximately with the $`RRR`$, a rule of thumb being
$$\lambda (4.2\mathrm{K})0.25\mathrm{𝑅𝑅𝑅}[\mathrm{W}/(\mathrm{m}\mathrm{K})].$$
However, $`\lambda `$ is strongly temperature dependent and drops by about an order of magnitude when lowering the temperature to 2 K, as shown in Fig. 2.
Impurities influence the $`RRR`$ and the thermal conductivity of niobium. Bulk niobium is contaminated by interstitial (mostly hydrogen, carbon, nitrogen, oxygen) and metallic impurities (mostly tantalum). The resulting $`RRR`$ can be calculated by summing the individual contributions
$$RRR=\left(\underset{i}{}f_i/r_i\right)^1$$
(3)
where the $`f_i`$ denote the fractional contents of impurity $`i`$ (measured in wt. ppm) and the $`r_i`$ the corresponding resistivity coefficients which are listed in Table 1.
A good thermal conductivity is the main motivation for using high purity niobium with $`RRR300`$ as the material for cavity production. The $`RRR`$ may be further improved by post-purification of the entire cavity (see Sect. 5).
The Kapitza conductance depends on temperature and surface conditions. For pure niobium in contact with superfluid helium at 2 K it amounts to about $`6000`$ W/(m<sup>2</sup>K) .
#### 2.1.3 Influence of magnetic fields
Superheating field. Superconductivity breaks down when the rf magnetic field exceeds the critical field of the superconductor. In the high frequency case the so-called “superheating field” is relevant which for niobium is about 20$`\%`$ higher than the thermodynamical critical field of 200 mT .
Trapped magnetic flux. Niobium is in principle a soft type II superconductor without flux pinning. In practice, however, weak magnetic dc fields are not expelled upon cooldown but remain trapped in the niobium. Each flux line contains a normal-conducting core whose area is roughly $`\pi \xi _0^2`$. The coherence length $`\xi _0`$ amounts to 40 nm in Nb. Trapped magnetic dc flux therefore results in a surface resistance
$$R_{\mathrm{mag}}=(B_{\mathrm{ext}}/2B_{c2})R_n$$
(4)
where $`B_{ext}`$ is the externally applied field, $`B_{c2}`$ the upper critical field and $`R_n`$ the surface resistance in the normal state<sup>3</sup><sup>3</sup>3Benvenuti et al. attribute the magnetic surface resistance in niobium sputter layers to flux flow.. At 1.3 GHz the surface resistance caused by trapped flux amounts to 3.5 n$`\mathrm{\Omega }/\mu `$T for niobium. Cavities which are not shielded from the Earth’s magnetic field are therefore limited to $`Q_0`$ values below $`10^9`$.
### 2.2 Advantages and limitations of superconducting cavities
The fundamental advantage of superconducting cavities is the extremely low surface resistance of about 10 n$`\mathrm{\Omega }`$ at 2 K. The typical quality factors of normal conducting cavities are 10<sup>4</sup>–10<sup>5</sup> while for sc cavities they may exceed $`10^{10}`$, thereby reducing the rf losses by 5 to 6 orders of magnitude. In spite of the low efficiency of refrigeration there are considerable savings in primary electric power. Only a tiny fraction of the incident rf power is dissipated in the cavity walls, the lion’s share is either transferred to the beam or reflected into a load.
The physical limitation of a sc resonator is given by the requirement that the rf magnetic field at the inner surface has to stay below the superheating field of the superconductor (200–240 mT for niobium). For the TESLA cavities this implies a maximum accelerating field of 50–60 MV/m. In principle the quality factor should stay roughly constant when approaching this fundamental superconductor limit but in practice the “excitation curve” $`Q_0=Q_0(E_{acc})`$ ends at considerably lower values, often accompanied with a strong decrease of $`Q_0`$ towards the highest gradient reached in the cavity. The main reasons for the performance degradation are excessive heating at impurities on the inner surface, field emission of electrons and multipacting<sup>4</sup><sup>4</sup>4 “Multipacting” is a commonly used abbreviation for “multiple impacting” and designates the resonant multiplication of field emitted electrons which gain energy in the rf electromagnetic field and impact on the cavity surface where they induce secondary electron emission..
#### 2.2.1 Thermal instability and field emission
One basic limitation of the maximum field in a superconducting cavity is thermal instability. Temperature mapping at the outer cavity wall usually reveals that the heating by rf losses is not uniform over the whole surface but that certain spots exhibit larger temperature rises, often beyond the critical temperature of the superconductor. Hence the cavity becomes partially normal-conducting, associated with strongly enhanced power dissipation. Because of the exponential increase of surface resistance with temperature this may result in a run-away effect and eventually a quench of the entire cavity. Analytical models as well as numerical simulations are available to describe such an avalanche effect. Input parameters are the thermal conductivity of the superconductor, the size and resistance of the normal conducting spot and the Kapitza resistance. The tolerable defect size depends on the $`RRR`$ of the material and the desired field level. As a typical number, the diameter of a normal-conducting spot must exceed 50 $`\mu `$m to be able to initiate a thermal instability at 25 MV/m for $`RRR>200`$ .
There have been many attempts to identify defects which were localized by temperature mapping. Examples of defects are drying spots, fibers from tissues, foreign material inclusions, weld splatter and cracks in the welds. There are two obvious and successful methods for reducing the danger of thermal instability:
* avoid defects by preparing and cleaning the cavity surface with extreme care;
* increase the thermal conductivity of the superconductor.
Considerable progress has been achieved in both aspects over the last ten years.
Field emission of electrons from sharp tips is the most severe limitation in high-gradient superconducting cavities. In field-emission loaded cavities the quality factor drops exponentially above a certain threshold, and X-rays are observed. The field emission current density is given by the Fowler-Nordheim equation :
$$j_{FE}=c_1E_{loc}^{2.5}\mathrm{exp}\left(\frac{c_2}{\beta E_{loc}}\right)$$
(5)
where $`E_{loc}`$ is the local electric field, $`\beta `$ a so-called field enhancement factor and $`c_1`$, $`c_2`$ are constants. There is experimental evidence that small particles on the cavity surface (e.g. dust) act as field emitters. Therefore perfect cleaning, for example by high-pressure water rinsing, is the most effective remedy against field emission. By applying this technique it has been possible to raise the threshold for field emission in multicell cavities from about 10 MV/m to more than 20 MV/m in the past few years.
The topics of thermal instability and field emission are discussed at much greater detail in the book by Padamsee, Knobloch and Hayes .
## 3 Design of the TESLA Cavities
### 3.1 Overview
The TTF cavity is a 9-cell standing wave structure of about 1 m length whose lowest TM mode resonates at 1300 MHz. A photograph is shown in Fig. 3. The cavity is made from solid niobium and is cooled by superfluid helium at 2 K.
Each 9-cell cavity is equipped with its own titanium helium tank, a tuning system driven by a stepping motor, a coaxial rf power coupler capable of transmitting more than 200 kW, a pickup probe and two higher order mode couplers. To reduce the cost for cryogenic installations, eight cavities and a superconducting quadrupole are mounted in a common vacuum vessel and constitute the so-called cryomodule of the TTF linac, shown in Fig. 4. Within the module the cavity beam pipes are joined by stainless steel bellows and flanges with metallic gaskets. The cavities are attached to a rigid 300 mm diameter helium supply tube which provides positional accuracy of the cavity axes of better than 0.5 mm. Invar rods ensure that the distance between adjacent cavities remains constant during cooldown. Radiation shields at 5 K and 60 K together with 30 layers of superinsulation limit the static heat load on the 2 K level to less than 3 W for the 12 m long module.
### 3.2 Layout of the TESLA cavities
#### 3.2.1 Choice of frequency
The losses in a microwave cavity are proportional to the product of conductor area and surface resistance. For a given length of a multicell resonator, the area scales with $`1/f`$ while the surface resistance of a superconducting cavity scales with $`f^2`$ for $`R_{\mathrm{BCS}}R_{\mathrm{res}}`$ and is independent of $`f`$ for $`R_{\mathrm{BCS}}R_{\mathrm{res}}`$. At an operating temperature $`T=2`$ K the BCS term dominates above 3 GHz and hence the losses grow linearly with frequency whereas for frequencies below 300 MHz the residual resistance dominates and the losses grow with $`1/f`$. To minimize the dissipation in the cavity wall one should therefore select $`f`$ in the range 300 MHz to 3 GHz.
Cavities in the 350 to 500 MHz regime are in use in electron-positron storage rings. Their large size is advantageous to suppress wake field effects and higher order mode losses. However, for a linac of several 10 km length the niobium and cryostat costs for these bulky cavities would be prohibitive, hence a higher frequency has to be chosen. Considering material costs $`f=3`$ GHz might appear the optimum but there are compelling arguments for choosing about half this frequency.
* The wake fields losses scale with the second to third power of the frequency ($`W_{}f^2`$, $`W_{}f^3`$). Beam emittance growth and beam-induced cryogenic losses are therefore much higher at 3 GHz.
* The $`f^2`$ dependence of the BCS resistance sets an upper limit<sup>5</sup><sup>5</sup>5See Fig. 11.22 in . of about 30 MV/m at 3 GHz, hence choosing this frequency would definitely preclude a possible upgrade of TESLA to 35–40 MV/m .
The choice for 1.3 GHz was motivated by the availability of high power klystrons.
#### 3.2.2 Cavity geometry
A multicell resonator is advantageous for maximizing the active acceleration length in a linac of a given size. With increasing number of cells per cavity, however, difficulties arise from trapped modes, uneven field distribution in the cells and too high power requirements on the input coupler. Extrapolating from the experience with 4-cell and 5-cell cavities a 9-cell structure appeared manageable. A side view of the TTF cavity with the beam tube sections and the coupler ports is given in Fig. 5.
The design of the cell shape was guided by the following considerations:
* a spherical contour near the equator with low sensitivity for multipacting,
* minimization of electric and magnetic fields at the cavity wall to reduce the danger of field emission and thermal breakdown,
* a large iris radius to reduce wake field effects.
The shape of the cell was optimized using the code URMEL . The resonator is operated in the $`\pi `$ mode with $`180^{}`$ phase difference between adjacent cells. The longitudinal dimensions are determined by the condition that the electric field has to be inverted in the time a relativistic particle needs to travel from one cell to the next. The separation between two irises is therefore $`c/(2f)`$. The iris radius $`R_{\mathrm{iris}}`$ influences the cell-to-cell coupling<sup>6</sup><sup>6</sup>6The coupling coefficient is related to the frequencies of the coupled modes in the 9-cell resonator by the formula $`f_n=f_0/\sqrt{1+2k_{\mathrm{cell}}\mathrm{cos}(n\pi /9)}`$ where $`f_0`$ is the resonant frequency of a single cell and $`1n9`$. $`k_{\mathrm{cell}}`$, the excitation of higher order modes and other important cavity parameters, such as the ratio of the peak electric (magnetic) field at the cavity wall to the accelerating field and the ratio $`(R/Q)`$ of shunt impedance to quality factor. For the TESLA Test Facility cavities $`R_{\mathrm{iris}}=35`$ mm was chosen, leading to $`k_{\mathrm{cell}}`$ = 1.87 % and $`E_{\mathrm{peak}}/E_{\mathrm{acc}}`$ = 2. The most important parameters are listed in Table 2.
The contour of a half-cell is shown in Fig. 6. It is composed of a circular arc around the equator region and an elliptical section near the iris. The dimensions are listed in Table 3. The half-cells at the end of the 9-cell resonator need a slightly different shape to ensure equal field amplitudes in all 9 cells. In addition there is a slight asymmetry between left and right end cell which prevents trapping of higher-order modes (see Sect. 3.5).
#### 3.2.3 Lorentz-force detuning and cavity stiffening
The electromagnetic field exerts a Lorentz force on the currents induced in a thin surface layer. The resulting pressure acting on the cavity wall
$$p=\frac{1}{4}(\mu _0H^2\epsilon _0E^2)$$
(6)
leads to a deformation of the cells in the $`\mu `$m range and a change $`\mathrm{\Delta }V`$ of their volume. The consequence is a frequency shift according to Slater’s rule
$$\frac{\mathrm{\Delta }f}{f_0}=\frac{1}{4W}_{\mathrm{\Delta }V}(\epsilon _0E^2\mu _0H^2)𝑑V.$$
(7)
Here
$$W=\frac{1}{4}_V(\epsilon _0E^2+\mu _0H^2)𝑑V$$
(8)
is the stored energy and $`f_0`$ the resonant frequency of the unperturbed cavity. The computed frequency shift at 25 MV/m amounts to 900 Hz for an unstiffened cavity of 2.5 mm wall thickness. The bandwidth of the cavity equipped with the main power coupler ($`Q_{\mathrm{ext}}=310^6`$) is about 430 Hz, hence a reinforcement of the cavity is needed. Niobium stiffening rings are welded in between adjacent cells as shown in Fig. 7. They reduce the frequency shift to about 500 Hz for a 1.3 ms long rf pulse<sup>9</sup><sup>9</sup>9Part of this shift is due to an elastic deformation of the tuning mechanism., see Fig. 26.
The deformation of the stiffened cell is negligible near the iris where the electric field is large, but remains nearly the same as in the unstiffened cell near the equator where the magnetic field dominates. The deformation in this region can only be reduced by increasing the wall thickness.
#### 3.2.4 Magnetic Shielding
As shown in Sect. 2.1.3 the ambient magnetic field must be shielded to a level of about a $`\mu `$T to reduce the magnetic surface resistance to a few n$`\mathrm{\Omega }`$. This is accomplished with a two-stage passive shielding, provided by the conventional steel vacuum vessel of the cryomodule and a high-permeability cylinder around each cavity. To remove the remanence from the steel vessel the usual demagnetization technique is applied. The resulting attenuation of the ambient field is found to be better than expected from a cylinder without any remanence. The explanation is that the procedure does not really demagnetize the steel but rather remagnetizes it in such a way that the axial component of the ambient field is counteracted. This interpretation (see also ref. ) becomes obvious if the cylinder is turned by 180: in that case the axial field measured inside the steel cylinder is almost twice as large as the ambient longitudinal field component, see Fig. 8a.
The shielding cylinders of the cavities are made from Cryoperm<sup>10</sup><sup>10</sup>10Cryoperm is made by Vacuumschmelze Hanau, Germany. which retains a high permeability of more than 10000 when cooled to liquid helium temperature. Figure 8b shows the measured horizontal, vertical and axial components inside a cryoperm shield at room temperature, which was exposed to the Earth’s field. The combined action of remagnetized vacuum vessel and cryoperm shield is more than adequate to reduce the ambient field to the level of some $`\mu `$T. An exception are the end cells of the first and the last cavity near the end of the cryomodule where the vessel is not effective in attenuating longitudinal fields. Here an active field compensation by means of Helmholtz coils could reduce the fringe field at the last cavity to a harmless level.
### 3.3 Helium vessel and tuning system
The helium tank contains the superfluid helium needed for cooling and serves at the same time as a mechanical support of the cavity and as a part of the tuning mechanism. The tank is made from titanium whose differential thermal contraction relative to niobium is 20 times smaller than for stainless steel. Cooldown produces a stress of only 3 MPa in a cavity that was stress-free at room temperature. Titanium has the additional advantage that it can be directly electron-beam welded to niobium while stainless steel-niobium joints would require an intermediate metal layer.
The assembly of cavity and helium tank proceeds in the following sequence: a titanium bellows is electron-beam (EB) welded to the conical Nb head plate at one side of the cavity, a titanium ring is EB welded to the conical Nb head plate at other side (see Fig. 7). The cavity is then inserted into the tank and the bellows as well as the titanium ring are TIG welded to the Ti vessel.
The tuning system consists of a stepping motor with a gear box and a double lever arm. The moving parts operate at 2 K in vacuum. The tuning range is about $`\pm `$1 mm, corresponding to a frequency range of $`\pm `$300 kHz. The resolution is 1 Hz. The tuning system is adjusted in such a way that after cooldown the cavity is always under compressive force to avoid a backlash if the force changes from pushing to pulling.
### 3.4 Main Power Coupler
#### Design requirements
A critical component of a superconducting cavity is the power input coupler. For TTF several coaxial couplers have been developed , consisting of a “cold part” which is mounted on the cavity in the clean room and closed by a ceramic window, and a “warm part” which is assembled after installation of the cavity in the cryomodule. The warm section contains the transition from waveguide to coaxial line. This part is evacuated and sealed against the air-filled wave guide by a second ceramic window. The elaborate two-window solution was chosen to get optimum protection of the cavity against contamination during mounting in the cryomodule and against window fracture during linac operation.
The couplers must allow for some longitudinal motion<sup>11</sup><sup>11</sup>11The motion of the coupler ports is up to 15 mm in the first cryomodules but has been reduced to about 1 mm in the most recent cryostat design by fixing the distance between neighboring cavities with invar rods. inside the 12 m long cryomodule when the cavities are cooled down from room temperature to 2 K. For this reason bellows in the inner and outer conductors of the coaxial line are needed. Since the coupler connects the room-temperature waveguide with the 2 K cavity, a compromise must be found between a low thermal conductivity and a high electrical conductivity. This is achieved by several thermal intercepts and by using stainless steel pipes or bellows with a thin copper plating (10–20 $`\mu `$m) at the radio frequency surface. The design heat loads of 6 W at 70 K, 0.5 W at 4 K and 0.06 W at 2 K have been undercut in practice.
#### Electrical properties
An instantaneous power of 210 kW has to be transmitted to provide a gradient of 25 MV/m for an 800 $`\mu `$s long beam pulse of 8 mA. The filling time of the cavity amounts to 530 $`\mu `$s and the decay time, after the beam pulse is over, to an additional 500 $`\mu `$s. At the beginning of the filling, most of the rf wave is reflected leading to voltage enhancements by a factor of 2. The external quality factor of the coupler is $`Q_{ext}=310^6`$ at 25 MV/m. By moving the inner conductor of the coaxial line, $`Q_{ext}`$ can be varied in the range $`110^6`$$`910^6`$ to allow not only for different beam loading conditions but also to facilitate an in-situ high power processing of the cavities. This feature has proved extremely useful on several occasions to eliminate field emitters that entered the cavities at the last assembly stage.
#### Input coupler A
The coupler version A is shown in Fig. 9. It has a conical ceramic window at 70 K and a commercial planar waveguide window at room temperature.
A conical shape was chosen for the cold ceramic window to obtain broad-band impedance matching. The Hewlett-Packard High Frequency Structure Simulator program HFSS was used to model the window and to optimize the shape of the tapered inner conductor. The reflected power is below 1 %. The ceramic window is made from Al<sub>2</sub>O<sub>3</sub> with a purity of 99.5%. OFHC copper rings are brazed to the ceramic using Au/Cu (35%/65%) braze alloy. The inner conductors on each side of the ceramic are electron-beam welded, the outer conductors are TIG welded. The ceramic is coated on both sides with a 10 nm titanium nitride layer to reduce multipacting.
The waveguide-to-coaxial transition is realized using a cylindrical knob as the impedance-transforming device and a planar waveguide window. Matching posts are required on the air side of the window for impedance matching at 1.3 GHz.
#### Input couplers B, C
Coupler version B uses also a planar wave guide window and a door-knob transition from the wave guide to the coaxial line, but a cylindrical ceramic window at 70 K without direct view of the beam. Owing to a shortage in commercial wave guide windows a third type, C, was developed using a cylindrical window also at the wave guide - coaxial transition. It features a 60 mm diameter coaxial line with reduced sensitivity to multipacting and the possibility to apply a dc potential to the center conductor. In case of the LEP couplers a dc bias has proved very beneficial in suppressing multipacting. Similar observations were made at DESY. All couplers needed some conditioning but have then performed according to specification.
### 3.5 Higher order modes
The intense electron bunches excite eigenmodes of higher frequency in the resonator which must be damped to avoid multibunch instabilities and beam breakup. This is accomplished by extracting the stored energy via higher-order mode (HOM) couplers mounted on the beam pipe sections of the nine-cell resonator. A problem arises from “trapped modes” which are concentrated in the center cells and have a low field amplitude in the end cells. An example is the TE<sub>121</sub> mode. By an asymmetric shaping of the end half cells one can enhance the field amplitude of the TE<sub>121</sub> mode in one end cell while preserving the “field flatness” of the fundamental mode and also the good coupling of the HOM couplers to the untrapped modes TE<sub>111</sub>, TM<sub>110</sub> and TM<sub>011</sub>. The effects of asymmetric end cell tuning are sketched in Fig. 10.
The two polarization states of dipole modes would in principle require two orthogonal HOM couplers at each side of the cavity. In a string of cavities, however, this complexity can be avoided since the task of the “orthogonal” HOM coupler can be taken over by the HOM coupler of the neighboring cavity. The viability of this idea was verified in measurements.
#### HOM coupler design
The HOM couplers are mounted at both ends of the cavity with a nearly perpendicular orientation<sup>12</sup><sup>12</sup>12The angle between the two HOM couplers is not 90 but 115 to provide also damping of quadrupole modes. to ensure damping of dipole modes of either polarization. A 1.3 GHz notch filter is incorporated to prevent energy extraction from the accelerating mode. Two types of HOM couplers have been developed and tested, one mounted on a flange, the other welded to the cavity.
The demountable HOM coupler is shown in Fig. 11a. An antenna loop couples mainly to the magnetic field for TE modes and to the electric field for TM modes. The pickup antenna is capacitively coupled to an external load. The 1.3 GHz notch filter is formed by the inductance of the loop and the capacity at the 1.9 mm wide gap between loop and wall. A niobium bellows permits tuning of the filter without opening the cavity vacuum. The antenna is thermally connected to the 2 K helium bath. In a cw (continuous wave) test at an accelerating field of 21 MV/m the antenna reached a maximum temperature of 4 K, which is totally uncritical.
The welded version of the HOM coupler is shown in Fig. 11b. It resembles the couplers used in the 500 MHz HERA cavities which have been operating for several years without quenches. The good cooling of the superconducting inner conductor by two stubs makes the design insensitive to $`\gamma `$ radiation and electron bombardment.
Both HOM couplers permit tuning of the fundamental mode rejection filter when mounted on the cavity. It is possible to achieve a $`Q_{ext}`$ of more than $`10^{11}`$ thereby limiting power extraction to less than 50 mW at 25 MV/m.
## 4 Cavity Fabrication and Preparation
### 4.1 Cavity fabrication
#### 4.1.1 Niobium properties
The 9-cell resonators are made from 2.8 mm thick sheet niobium by deep drawing of half cells, followed by trimming and electron beam welding. Niobium of high purity is needed. Tantalum with a typical concentration of 500 ppm is the most important metallic impurity. Among the interstitially dissolved impurities oxygen is dominant due to the high affinity of Nb for O<sub>2</sub> above 200C. Interstitial atoms act as scattering centers for the unpaired electrons and reduce the $`RRR`$ and the thermal conductivity, see Sect. 2.1. The niobium ingot is highly purified by several remelting steps in a high vacuum electron beam furnace. This procedure reduces the interstitial oxygen, nitrogen and carbon contamination to a few ppm. The niobium specification for the TTF cavities is listed in Table 4.
After forging and sheet rolling, the 2.8 mm thick Nb sheets are degreased, a 5 $`\mu `$m surface layer is removed by etching and then the sheets are annealed for 1–2 hours at 700–800C in a vacuum oven at a pressure of $`10^5`$$`10^6`$ mbar to achieve full recrystallization and a uniform grain size of about 50 $`\mu `$m.
#### 4.1.2 Deep drawing and electron-beam welding
Half-cells are produced by deep-drawing. The dies are usually made from a high yield strength aluminum alloy. To achieve the small curvature required at the iris an additional step of forming, e.g. coining, may be needed. The half-cells are machined at the iris and the equator. At the iris the half cell is cut to the specified length (allowing for weld shrinkage) while at the equator an extra length of 1 mm is left to retain the possibility of a precise length trimming of the dumb-bell after frequency measurement (see below). The accuracy of the shape is controlled by sandwiching the half-cell between two metal plates and measuring the resonance frequency. The half-cells are thoroughly cleaned by ultrasonic degreasing, 20 $`\mu `$m chemical etching and ultra-pure water rinsing. Two half-cells are then joined at the iris with an electron-beam (EB) weld to form a “dumb-bell”. The EB welding is usually done from the inside to ensure a smooth weld seam at the location of the highest electric field in the resonator. Since niobium is a strong getter material for oxygen it is important to carry out the EB welds in a sufficiently good vacuum. Tests have shown that $`RRR=300`$ niobium is not degraded by welding at a pressure of less than $`510^5`$mbar.
The next step is the welding of the stiffening ring. Here the weld shrinkage may lead to a slight distortion of the cell shape which needs to be corrected. Afterwards, frequency measurements are made on the dumb-bells to determine the correct amount of trimming at the equators. After proper cleaning by a 30 $`\mu `$m etching the dumb-bells are visually inspected. Defects and foreign material imprints from previous fabrication steps are removed by grinding. After the inspection and proper cleaning (a few $`\mu `$m etching followed by ultra-clean water rinsing and clean room drying), eight dumb-bells and two beam-pipe sections with attached end half-cells are stacked in a precise fixture to carry out the equator welds which are done from the outside. The weld parameters are chosen to achieve full penetration. A reliable method for obtaining a smooth weld seam of a few mm width at the inner surface is to raster a slightly defocused beam in an elliptic pattern and to apply 50 % of beam power during the first weld pass and 100 % of beam power in the second pass.
### 4.2 Cavity treatment
Experience has shown that a damage layer in the order of 100 $`\mu `$m has to be removed from the inner cavity surface to obtain good rf performance in the superconducting state. The standard method applied at DESY and many other laboratories is called Buffered Chemical Polishing (BCP), using an acid mixture of HF (48 %), HNO<sub>3</sub> (65 %) and H<sub>3</sub>PO<sub>4</sub> (85 %) in the ratio 1:1:2 (at CEBAF the ratio was 1:1:1). The preparation steps adopted at DESY for the industrially produced TTF cavities are as follows. A layer of 80 $`\mu `$m is removed by BCP from the inner surface, 30 $`\mu `$m from the outer surface<sup>13</sup><sup>13</sup>13These numbers are determined by weighing the cavity before and after etching and represent therefore the average over the whole surface. Frequency measurements indicate that more material is etched away at the iris than at the equator.. The cavities are rinsed with ultra-clean water and dried in a class 100 clean room. The next step is a two-hour annealing at 800C in an Ultra High Vacuum (UHV) oven which serves to remove dissolved hydrogen from the niobium and relieves mechanical stress in the material. In the initial phase of the TTF program many cavities were tested after this step, applying a 20 $`\mu `$m BCP and ultra-clean water rinsing before mounting in the cryostat and cooldown.
Presently, the cavities are rinsed with clean water after the 800C treatment and then immediately transferred to another UHV oven in which they are heated to 1350–1400C. At this temperature, all dissolved gases diffuse out of the material and the $`RRR`$ increases by about a factor of 2 to values around 500. To capture the oxygen coming out of the niobium and to prevent oxidation by the residual gas in the oven (pressure $`<10^7`$mbar) a thin titanium layer is evaporated on the inner and outer cavity surface, Ti being a stronger getter than Nb. The high-temperature treatment with Ti getter is often called post-purification. The titanium layer is removed afterwards by a 80 $`\mu `$m BCP of the inner surface. A BCP of about 30 $`\mu `$m is applied at the outer surface since the Kapitza resistance of titanium-coated niobium immersed in superfluid helium is about a factor of 2 larger than that of pure niobium . After final heat treatment and BCP the cavities are mechanically tuned to adjust the resonance frequency to the design value and to obtain equal field amplitudes in all 9 cells. This is followed by a slight BCP, three steps of high-pressure water rinsing (100 bar) and drying in a class 10 clean room. As a last step, the rf test is performed in a superfluid helium bath cryostat.
A severe drawback of the post-purification is the considerable grain growth accompanied with a softening of the niobium. Postpurified-treated cavities are quite vulnerable to plastic deformation and have to be handled with great care.
## 5 Results on Cavity Performance and Quality Control Measures
### 5.1 Overview
Figure 12 shows the “excitation curve” of the best 9-cell resonator measured so far; plotted is the quality factor<sup>14</sup><sup>14</sup>14The quality factor is defined as $`Q_0=f/\mathrm{\Delta }f`$ where $`f`$ is the resonance frequency and $`\mathrm{\Delta }f`$ the full width at half height of the resonance curve of the “unloaded” cavity. $`Q_0`$ as a function of the accelerating electric field $`E_{\mathrm{acc}}`$. An almost constant and high value of $`210^{10}`$ is observed up to 25 MV/m.
The importance of various cavity treatment steps for arriving at such a good performance are illustrated in the next figure. A strong degradation is usually observed if a foreign particle is sticking on the cavity surface, leading either to field emission of electrons or to local overheating in the rf field. At Cornell University an in situ method for destroying field emitters was invented , called “high power processing” (HPP), which in many cases can improve the high-field capability, see Fig. 13a. Removal of field-emitting particles by high-pressure water rinsing, a technique developed at CERN , may dramatically improve the excitation curve (Fig. 13b). The beneficial effect of a 1400C heat treatment, first tried out at Cornell and Saclay , is seen in Fig. 13c. Finally, an incomplete removal of the titanium surface layer in the BCP following the 1400C heat treatment may strongly limit the attainable gradient. Here additional BCP is of advantage (Fig. 13d).
### 5.2 Results from the first series of TTF cavities
After the successful test of two prototype nine-cell resonators a total of 27 cavities, equipped with main power and HOM coupler flanges, were ordered at four European companies. These cavities were foreseen for installation in the TTF linac with an expected gradient of at least 15 MV/m at $`Q_0>310^9`$. However, in the specification given to the companies no guaranteed gradient was required. According to the test results obtained at TTF these resonators can be classified into four categories:
16 cavities without any known material and fabrication defects, or with minor defects which could be repaired,
3 cavities with serious material defects,
6 cavities with imperfect equator welds,
2 cavities with serious fabrication defects (not fully penetrated electron beam welds or with holes burnt during welding; these were rejected).
One cavity has not yet been tested.
The test results for the cavities of class (1) in a vertical bath cryostat with superfluid helium cooling at 2 K are summarized in Fig. 14. It is seen that the TTF design goal of 15 MV/m is clearly exceeded. Nine of the resonators fulfill even the more stringent specification of TESLA ($`E_{\mathrm{acc}}25`$ MV/m at $`Q_0510^9`$).
The excitation curves of the class 2 cavities (Fig. 15) are characterized by sudden drops in quality factor with increasing field and rather low maximum gradients.
Temperature mapping revealed spots of excessive heating at isolated spots which were far away from the EB welds. An example is shown in Fig. 16a. The defective cell was cut from the resonator and subjected to further investigation . An eddy-current scan, performed at the Bundesanstalt für Materialforschung (BAM) in Berlin, showed a pronounced signal at the defect location. With X-ray radiography, also carried out at BAM, a dark spot with a size of 0.2–0.3 mm was seen (Fig. 16b) indicating an inclusion of foreign material with a higher nuclear charge than niobium. Neutron absorption measurements at the Forschungszentrum GKSS in Geesthacht gave no signal, indicating that the neutron absorption coefficient of the unknown contamination was similar to that of Nb. The identification of the foreign inclusion was finally accomplished using X-ray fluorescence (XAFS) at the Hamburger Synchrotronstrahlungslabor HASYLAB at DESY. Fluorescence was observed at photon energies corresponding to the characteristic X-ray lines of tantalum L$`{}_{1}{}^{}=11.682`$ keV, L$`{}_{2}{}^{}=11.136`$ keV and L$`{}_{3}{}^{}=9.881`$ keV.
The SYRFA (synchrotron radiation fluorescence analysis) method features sufficient sensitivity to perform a scan of the tantalum contents in the niobium by looking at the lines Ta-K$`{}_{\alpha 1}{}^{}=57.532`$ keV, Ta-K$`{}_{\alpha 2}{}^{}=56.277`$ keV and Ta-K$`{}_{\beta 1}{}^{}=65.223`$ keV. The average Ta content in the bulk Nb was about 200 ppm but rose to 2000 ppm in the spot region. The $`RRR`$ dropped correspondingly from 330 to about 60.
The six cavities in class 3 were produced by one company and exhibited premature quenches at gradients of 10–14 MV/m and a slope in the $`Q(E)`$ curve (Fig. 17). Two of the resonators were investigated in greater detail . Temperature mapping revealed strong heating at several spots on the equator weld (Fig. 18b). The temperature rise as a function of the surface magnetic field is plotted in Fig. 18c for one sensor position above the weld and three positions on the weld. In the first case a growth proportional to $`B^2`$ is observed as expected for a constant surface resistance. On the weld, however, a much stronger rise is seen ranging from $`B^5`$ to $`B^8`$. This is clear evidence for a contamination of the weld seam.
Once the reason for the reduced performance of the cavities in class 3 had been identified a new 9-cell resonator was manufactured by the same company applying careful preparation steps of the weld region: a 2 $`\mu `$m chemical etching not more than 8 hours in advance of the EB welding, rinsing with ultrapure water and drying in a clean room. A rastered electron beam was used for welding with 50% penetration in the first weld layer and 100% in the second. The new cavity indeed showed excellent performance and achieved 24.5 MV/m, see Fig. 17. The same applies for later cavities made by this company.
The average gradient of the cavities without serious material or fabrication defects amounts to $`20.1\pm 6.2`$ MV/m at $`Q_0=510^9`$ where the error represents the rms of the distribution.
### 5.3 Diagnostic methods and quality control
The deficiencies encountered in the first series production of TESLA cavities have initiated the development of diagnostic methods and quality control procedures.
#### Electron microscopy
Scanning electron microscopy with energy-dispersive X-ray analysis (EDX) is used to identify foreign elements on the surface. Only a depth of about 1 $`\mu `$m can be penetrated, so one has to remove layer by layer to determine the diffusion depth of titanium or other elements. Alternatively one can cut the material and scan the cut region. The titanium layer applied in the high temperature treatment has been found to extend to a depth of about 10 $`\mu `$m in the bulk niobium. The sensitivity of the EDX method is rather limited; a Ti fraction below 0.5 % is undetectable. Auger electron spectroscopy offers higher sensitivity and using this method titanium migration at grain boundaries has been found to a depth of 50–100 $`\mu `$m. Hence this large thickness must be removed from the rf surface by BCP after post-purification with Ti getter. The detrimental effect of insufficient titanium removal has already been shown in Fig. 13d. The microscopic methods are restricted to small samples and cannot be used to study entire cavities.
#### X-ray fluorescence
The narrow-band X-ray beams at HASYLAB permit element identification via fluorescence analysis. In principle the existing apparatus allows the scanning of a whole niobium sheet such as used for producing a half-cell, however the procedure would be far too time-consuming.
#### Eddy-current scan
A practical device for the quality control of all niobium sheets going into cavity production is a high-resolution eddy-current system developed by the Bundesanstalt für Materialforschung (BAM) in Berlin. The apparatus is shown in Fig. 19. The frequency used is 100 kHz corresponding to a penetration depth of 0.5 mm in niobium at room temperature. The maximum scanning speed is 1 m/s. The scanning probe containing the inducing and receiving coils floats on an air pillow to avoid friction. The machined base plate contains holes for evacuating the space between this plate and the Nb sheet. The atmospheric pressure is sufficient to flatten the 265 x 265 mm<sup>2</sup> niobium sheets to within 0.1 mm which is important for a high sensitivity scan. The performance of the apparatus was tested with a Nb test sheet containing implanted tantalum deposits of 0.2 to 1 mm diameter. The scanned picture (Fig. 20a) demonstrates that Ta clusters are clearly visible. Using this eddy-current apparatus the tantalum inclusion in cavity C6 was easily detectable.
In the meantime an improved eddy-current scanning device has been designed and built at BAM which operates similar to a turn table and allows for much higher scanning speeds and better sensitivity since the accelerations of the probe head occuring in xy scans are avoided. A two frequency principle is applied in the new system. Scanning with high frequency (about 1 MHz) allows detection of surface irregularities while the low frequency test (about 150 kHz) is sensitive to bulk inclusions. The high and low frequency signals are picked up simultaneously. Very high sensitivity is achieved by signal subtraction.
#### Neutron activation analysis
The eddy-current scan allows the detection of foreign materials in the niobium but is not suitable for identification. Neutron activation analysis permits a non-destructive determination of the contaminants provided they have radioactive isotopes with a sufficiently long half life. Experiments were carried out at the research reactor BER II of the Hahn Meitner Institut in Berlin. The niobium sheets are exposed to a thermal neutron flux of $`10^9`$cm<sup>-2</sup>s<sup>-1</sup> for some 5 hours. The radioactive isotope <sup>94</sup>Nb has a half life of 6.2 min while <sup>182</sup>Ta has a much longer half life of 115 days. Two weeks after the irradiation the <sup>94</sup>Nb activity has dropped to such a low level that tantalum fractions in the ppm range can be identified. Figure 20b shows the implanted tantalum clusters in the specially prepared Nb plate with great clarity. Also the uniformly dissolved Ta is visible and the inferred concentration of 200 ppm is in agreement with the chemical analysis. The activation analysis is far too time consuming for series checks but can be quite useful in identifying special contaminations found with the eddy-current system. Ten Nb sheets from the regular production were investigated without showing any evidence for tantalum clusters.
### 5.4 Present status of TTF cavities
#### 5.4.1 Improvements in cavity production
For the second series 25 cavities have been ordered at four firms. The second production differed from the first one in three main aspects.
#### (1) Stricter quality control of niobium
The niobium sheets for the second series were all eddy-current scanned to eliminate material with tantalum or other foreign inclusions before the deep drawing of half cells. From 715 sheets 637 were found free of defects, 63 showed grinding marks or imprints from rolling and 15 exhibited large signals which in most cases were due to small iron chips. No further Nb sheets with tantalum inclusions were found. Most of the rejected sheets will be recoverable by applying some chemical etching. The iron inclusions were caused by mechanical wear of the rolls used for sheet rolling. In the meantime new rolls have been installed. The eddy-current check has turned out to be an important quality control not only for the cavity manufacturer but also for the supplier of the niobium sheets.
#### (2) Weld preparation
Stringent requirements were imposed on the electron-beam welding procedure to prevent the degraded performance at the equator welds encountered in the first series. After mechanical trimming the weld regions were requested to be cleaned by a slight chemical etching, ultrapure water rinsing and clean-room drying not more than 8 hours in advance of the EB welding. The success of these two additional quality control measures has been convincing: no foreign material inclusions nor weld contaminations were found in the cavities tested so far.
#### (3) Replacement of Nb flanges by NbTi flanges
In the first cavity series the flanges at the beam pipes and the coupler ports were made by rolling over the 2 mm thick niobium pipes. The sealing against the stainless steel counter flanges was provided by Helicoflex gaskets. This simple design appeared satisfactory in a number of prototype cavities but proved quite unreliable in the series production, mainly due to a softening of the niobium during the 1400C heat treatment. Most of the nine-cell cavities had to be flanged more than once to become leak tight in superfluid helium. This caused not only time delays but also severe problems with contamination and field emission. Therefore an alternative flange design was needed . The material was selected to be EB-weldable to niobium and to possess a surface hardness equivalent to that of standard UHV flange material (stainless steel 316 LN/ DIN 4429). Niobium-titanium conforms to these requirements at a reasonable cost. Contrary to pure niobium the alloy NbTi (ratio 45/55 in wt %) shows no softening after the 1400C heat treatment and only a moderate crystal growth. O-ring type aluminum gaskets provide reliable seals in superfluid helium and are easier to clean than Helicoflex gaskets. During cavity etching the sealing surface must be protected from the acid.
#### 5.4.2 Test results in vertical cryostat
All new cavities were subjected to the standard treatment described in Sect. 4.2, including the post-purification with titanium getter at 1400C. Twenty resonators have been tested up to date. Only one rf test was performed for each resonator in the first round. If some limitation was found the cavity was put aside for further treatment. The results of the first test sequence are summarized in Fig. 21. It is seen that 8 cavities reach or exceed the TESLA specification of $`E_{acc}`$ 25 MV/m with a quality factor above $`510^9`$. Eight cavities are in the range of 18 to 23 MV/m while four cavities show a much lower performance. In cavity C43 a hole was burnt during equator welding which was repaired by welding in a niobium plug; the cavity quenched at 13 MV/m at exactly this position. It is rather unlikely that C43 can be recovered by repeating the repair. Therefore, in future cavity production repaired holes in EB welds will no longer be acceptable. The cavities C32, C34 and C42 showed very strong field emission in the first test. They have been improved in the meantime by additional BCP and high pressure water rinsing, see Fig. 21. Excluding the defective cavity C43, the average gradient is $`25.0\pm 3.2`$ MV/m at $`Q_0=510^9`$.
#### 5.4.3 Tests with main power coupler in horizontal cryostat
After the successful test in the vertical bath cryostat the cavities are welded into their liquid helium container and equipped with the main power coupler. The external $`Q`$ is typically $`210^6`$, while in the vertical test an input antenna with an external $`Q`$ of more than $`10^{11}`$ is used. Four cavities of the first production series and thirteen of the second series have been tested together with their main power coupler in a horizontal cryostat. The accelerating fields achieved in the vertical and the horizontal test are quite similar as shown in Fig. 22. In a few cases reduced performance was seen due to field emission while several cavities improved their field capability due to the fact that with the main power coupler pulsed operation is possible instead of the cw operation in the vertical cryostat. These results indicate that the good performance of the cavities can indeed be preserved after assembly of the liquid helium container and the power coupler provided extreme care is taken to avoid foreign particles from entering the cavity during these assembly steps.
#### 5.4.4 Cavity improvement by heat treatment
The beneficial effect of the 800C and 1400C heat treatments has been shown in Fig. 13c. Ten of the 9-cell cavities have been tested after the intermediate 800 C step yielding an average gradient of 20.7 MV/m. The 1400 C treatment with titanium getter raised the average gradient to 24.4 MV/m. It should be noted that part of the 3.7 MV/m improvement may be due to the additional etching of about 80 $`\mu `$m. An interesting correlation is obtained by plotting the maximum gradient as a function of the measured $`RRR`$ of the cavity, see Fig. 23. This figure clearly indicates that a higher heat conductivity leads to higher accelerating fields, at least if the standard BCP treatment is applied to prepare the cavity surface.
## 6 RF Control System and Performance of the Cavities with Electron Beam
### 6.1 General demands on the rf control system
The requirements on the stability of the accelerating field in a superconducting acceleration structure are comparable to those in a normal-conducting cavity. However the nature and magnitude of the perturbations to be controlled are rather different. Superconducting cavities possess a very narrow bandwidth and are therefore highly susceptible to mechanical perturbations. Significant phase and amplitude errors are induced by the resulting frequency variations. Perturbations can be excited by mechanical vibrations (microphonics), changes in helium pressure and level, or Lorentz forces. Slow changes in frequency, on the time scale of minutes or longer, are corrected by a frequency tuner, while faster changes are counteracted by an amplitude and phase modulation of the incident rf power.
The demands on amplitude and phase stability of the TESLA Test Facility cavities are driven by the maximum tolerable energy spread in the TTF linac. The design goal is a relative spread of $`\sigma _E/E`$ = 2 $`10^3`$ implying a gradient and phase stability in the order of 1 $`10^3`$ and $`1.6^{}`$, respectively. For cost reasons up to 32 cavities will be powered by a single klystron. Hence it is not possible to control individual cavities but only the vector sum of the field vectors in these 32 cavities.
One constraint to be observed is that the rf power needed for control should be minimized. The rf control system must also be robust against variations of system parameters such as beam loading and klystron gain.
The pulsed structure of the rf power and the beam at TTF, shown in Fig. 24, puts demanding requirements on the rf control system. Amplitude and phase control is obviously needed during the flat-top of 800 $`\mu `$s when the beam is accelerated, but it is equally desirable to control the field during cavity filling to ensure proper beam injection conditions. Field control is aggravated by the transients induced by the subpicosecond electron bunches which have a repetition rate of 1 to 9 MHz.
For a detailed discussion of the basic principles of rf systems used in superconducting electron linacs and their operational performance, refer to and .
### 6.2 Sources of field perturbations
There are two basic mechanisms which influence the magnitude and phase of the accelerating field in a superconducting cavity:
* variations in klystron power or beam loading (bunch charge)
* modulation of the cavity resonance frequency.
Perturbations of the accelerating field through time-varying field excitations are dominated by changes in beam loading. One must distinguish between transients caused by the pulsed structure of the beam current and stochastic fluctuations of the bunch charge. The transients caused by the regular bunch train in the TTF linac (800 picosecond bunches of 8 nC each, spaced by 1 $`\mu `$s) are in the order of 1% per 10 $`\mu `$s; the typical bunch charge fluctuations of 10% induce field fluctuations of about 1%. In both cases the effect of the fast source fluctuations on the cavity field is diminuished by the long time constant of the cavity<sup>15</sup><sup>15</sup>15The cavity with power coupler is adjusted to an external $`Q`$ of $`310^6`$ at 25 MV/m, corresponding to a time constant of about 700 $`\mu `$s. The consequence is a low-pass filter characteristic..
Mechanical changes of the shape and eigenfrequency of the cavities caused by microphonics are a source of amplitude and phase jitter which has bothered superconducting accelerator technology throughout its development. In the TTF cavities the sensitivity of the resonance frequency to a longitudinal deformation is about 300 Hz/$`\mu `$m. Heavy machinery can transmit vibrations through the ground, the support and the cryostat to the cavity. Vacuum pumps can interact with the cavity through the beam tubes, and the compressors and pumps of the refrigerator may generate mechanical vibrations which travel along the He transfer line into the cryostat. Also helium pressure variations lead to changes in resonance frequency as shown in Fig. 25a. The rms frequency spread due to microphonics, measured in 16 cavities, is $`9.5\pm 5.3`$ Hz and thus surprisingly small for a superconducting cavity system (see Fig. 25b).
At high accelerating gradients the Lorentz forces become a severe perturbation. The corresponding frequency shift is proportional to the square of the accelerating field according to $`\mathrm{\Delta }f=KE_{\mathrm{acc}}^2`$ with $`K1`$ Hz/(MV/m)<sup>2</sup>. Figure 26a shows a cw measurement of the resonance curve with a strong distortion caused by Lorentz forces. In cw operation the frequency shift can be easily corrected for by mechanical tuning. In the pulsed mode employed at the TTF linac this is not possible since the mechanical tuner is far too slow. Hence a time-dependent detuning is unavoidable. In order to keep the deviation from the nominal resonance frequency within acceptable limits the cavities are predetuned before filling. The measured dynamic detuning of cavity C39 during the 1.3 ms long rf pulse is shown in Fig. 26b for accelerating fields of 15 to 30 MV/m. Choosing a predetuning of $`+300`$ Hz, the eigenfrequency at 25 MV/m changes dynamically from $`+100`$ Hz to $`120`$ Hz during the 800 $`\mu `$s duration of the beam pulse.
In steady state (cw) operation at a gradient of 25 MV/m and a beam current of 8 mA a klystron power of 210 kW is required per nine-cell cavity. In pulsed mode $`15`$ % additional rf power is needed to maintain a constant accelerating gradient in the presence of cavity detuning. The frequency changes from microphonics and helium pressure fluctuations lead to comparable extra power requirements. The klystron should be operated 10 % below saturation to guarantee sufficient gain in the feedback loop.
### 6.3 RF control design considerations
The amplitude and phase errors from Lorentz force detuning, beam transients and microphonics are in the order of 5% and 20, respectively. These errors must be suppressed by one to two orders of magnitude. Fortunately, the dominant errors are repetitive (Lorentz forces and beam transients) and can be largely eliminated by means of a feedforward compensation. It should be noted, however, that bunch-to-bunch fluctuations of the beam current cannot be suppressed by the rf control system since the gain bandwidth product is limited to about 1 MHz due to the low-pass characteristics of the cavity, the bandwidth limitations of electronics and klystrons, and cable delay.
Fast amplitude and phase control can be accomplished by modulation of the incident rf wave which is common to 32 cavities. The control of an individual cavity field is not possible. The layout of the TTF digital rf control system is shown in Fig. 27. The vector modulator for the incident wave is designed as a so-called “I/Q modulator” controlling real and imaginary part of the complex cavity field vector instead of amplitude and phase. This has the advantage that the coupling between the two feedback loops is minimized and the problem of large phase uncertainties at small amplitude is avoided.
The detectors for cavity field, incident and reflected wave are implemented as digital detectors for real and imaginary part. The rf signals are converted to an intermediate frequency of 250 kHz and sampled at a rate of 1 MHz, which means that two subsequent data points yield the real and the imaginary part of the cavity field vectors. These vectors are multiplied with 2$`\times `$2 rotation matrices to correct for phase offsets and to calibrate the gradients of the individual cavity probe signals. The vector sum is calculated and a Kalman filter is applied which provides an optimal state (cavity field) estimate by correcting for delays in the feedback loop and by taking stochastic sensor and process noise into account. Finally the nominal set point is subtracted and a time-optimal gain matrix is applied to calculate the new actuator setting (the Re and Im control inputs to the vector modulator). Adaptive feedforward is realized by means of a table containing the systematic variations, thereby reducing the task of the feedback loop to control the remaining stochastic fluctuations. The feedforward tables are continuously updated to take care of slow changes in parameters such as average detuning angle, microphonic noise level and phase shift in the feedforward path.
### 6.4 Operational experience
The major purpose of the TESLA Test Facility linac is to demonstrate that all major accelerator subsystems meet the technical and operational requirements of the TESLA collider. Currently the TTF linac is equipped with two cryomodules each containing 8 cavities. The cavities are routinely operated at the design gradient of TTF of 15 MV/m, providing a beam energy of 260 MeV.
An important prerequisite of the proper functioning of the vector-sum control of 16 to 32 cavities is an equal response of the field pickup probes in the individual cavities. A first step is to adjust the phase of the incident rf wave to the same value in all cavities by means of three-stub tuners in the wave guides. Secondly, the transients induced by the bunched beam are used to obtain a relative calibration of the pickup probes, both in terms of amplitude and phase. Typical data taken at the initial start-up of a linac run are shown in Fig. 28. Ideally the lengths of the field vectors should all be identical since the signals are induced by the same electron bunch in all cavities. The observed length differences indicate a variation in the coupling of the pickup antenna to the beam-induced cavity field, which has to be corrected. The different phase angles of the field vectors are mainly due to different signal delays. The complex field vectors are rotated by matrix multiplication in digital signal processors to yield all zero phase. Moreover they are normalized to the same amplitude to correct for the different couplings of the pickup antennas to the cavity fields. Once this calibration has been performed the vector sum of the 16 or 32 cavities is a meaningful measure of the total accelerating voltage supplied to the beam. The calibration is verified with a measurement of the beam energy in a magnetic spectrometer.
The required amplitude stability of $`110^3`$ and phase stability of $`\sigma _\varphi 1.6^{}`$ can be achieved during most of the beam pulse duration with the exception of the beam transient induced when turning on the beam. Without feedback the transient of a 30 $`\mu `$s beam pulse at 8 mA would be of the order of 1 MV/m. This transient can be reduced to about 0.2 MV/m by turning on feedback. The effectiveness of the feedback system is limited by the loop delay of 5 $`\mu `$s and the unity-gain bandwidth of about 20 kHz. The 0.2 MV/m transient is repetitive with a high degree of reproducibility. Using feedforward it can be further suppressed by more than an order of magnitude, as shown in Fig. 29. Slow drifts are corrected for by making the feedforward system adaptive . The feedforward tables are updated on a time scale of minutes.
## 7 Cavities of Higher Gradients
Both the TESLA collider and the X-ray FEL would profit from the development of cavities which can reach higher accelerating fields (i.e. higher particle energies) and higher quality factors (i.e. reduced operating costs of the accelerators). The TESLA design energy of 250 GeV per beam requires a gradient of 25 MV/m in the present nine-cell cavities. The results shown in Sect. 5.4 demonstrate that TESLA could indeed be realized with a moderate improvement in the present cavity fabrication and preparation methods. However, for particle physics an energy upgrade of the collider would be of highest interest, and hence there is a strong motivation to push the field capability of the cavities closer to the physical limit of about 50 MV/m which is determined by the superheating field of niobium. Three main reasons are known why the theoretical limit has not yet been attained in multicell resonators: (1) foreign material contamination in the niobium, (2) insufficient quality and cleanliness of the inner rf surface, (3) insufficient mechanical stability of the resonators. An R&D program has been initiated aiming at improvements in all three directions. Furthermore, the feasibility of seamless cavities is being investigated.
### 7.1 Quality improvement of niobium
Niobium for microwave resonators has to be of high purity for several reasons: (a) dissolved gases like hydrogen, oxygen and nitrogen reduce the heat conductivity at liquid helium temperature and degrade the cooling of the rf surface; (b) contamination by foreign metals may lead to magnetic flux pinning and heat dissipation in rf fields; (c) normal-conducting or weakly superconducting clusters close to the rf surface are particularly dangerous . The Nb ingots contain about 500 ppm of finely dispersed tantalum. It appears unlikely that the Ta clusters found in some early TTF cavities might have been caused by this “natural” Ta content. Rather there is some suspicion that Ta grains might have dropped into the Nb melt during the various remeltings of the Nb ingot in an electron-beam melting furnace because such furnaces are often used for Ta production as well. To avoid contamination by foreign metals a dedicated electron-beam melting furnace would appear highly desirable but seems to be too cost-intensive in the present R&D phase of TESLA. Also more stringent requirements on the quality of the furnace vacuum (lower pressure, absence of hydrocarbons) would improve the Nb purity. The production steps following the EB melting (machining, forging and sheet rolling of the ingot) may also introduce dirt. The corresponding facilities need careful inspection and probably some upgrading. The present TTF cavities have been made from niobium with gas contents in the few ppm range and an $`RRR`$ of 300. Ten 9-cell cavities have been measured both after 800C and 1400C firing. The average gain in gradient was about 4 MV/m. It would be highly desirable to eliminate the tedious and costly 1400C heat treatment of complete cavities. One possibility might be to produce a niobium ingot with an $`RRR`$ of more than 500. This is presently not our favored approach, mainly for cost reasons.
For the present R&D program, the main emphasis is on the production of ingots with $`RRR300`$, but with improved quality by starting from niobium raw material with reduced foreign material content, especially tantalum well below 500 ppm. Stricter quality assurance during machining, forging and sheet rolling should prevent metal flakes or other foreign material from being pressed into the niobium surface deeper than a few $`\mu `$m. To increase the $`RRR`$ from 300 to about 600, it is planned to study the technical feasibility<sup>16</sup><sup>16</sup>16At Cornell University cavities have been successfully fabricated from $`RRR=1000`$ material. Likewise, the TTF cavity C19 was made from post-purified half cells and showed good performance. of a 1400C heat treatment at the dumb-bell stage (2 half cells joined by a weld at the iris). This procedure would be preferable compared to the heat treatment of whole cavities which must be carefully supported in a Nb frame to prevent plastic deformation, while such a precaution is not needed for dumb-bells. However, there is a strong incentive to find cavity treatment methods which would permit elimination of the 1400C heat treatment altogether. According to the results obtained at KEK electropolishing seems to offer this chance (see below).
### 7.2 Improvement in cavity fabrication and preparation
Once half cells or dumb-bells of high $`RRR`$ have been produced it is then mandatory to perform the electron-beam welding of the cavities in a vacuum of a few times $`10^6`$ mbar in order to avoid degradation of the $`RRR`$ in the welds. The EB welding machines available at industrial companies achieve vacua of only $`510^5`$ mbar and are hence inadequate for this purpose. An EB welding machine at CERN is equipped with a much better vacuum system. This EB apparatus is being used for a single-cell test program. For the future cavity improvement program a new electron-beam welding apparatus will be installed at DESY with a state-of-the-art electron gun, allowing computer-controlled beam manipulations, and with an oilfree vacuum chamber fulfilling UHV standards.
The industrially produced cavities undergo an elaborate treatment at TTF before they can be installed in the accelerator. A 150–200 $`\mu `$m thick damage layer is removed from the rf surface because otherwise gradients of 25 MV/m appear inaccessible. As explained in Sect. 4 the present method is Buffered Chemical Polishing (BCP) which leads to a rather rough surface with strong etching in the grain boundaries. An alternative method is “electropolishing” (EP) in which the material is removed in an acid mixture under current flow. Sharp edges and burrs are smoothed out and a very glossy surface can be obtained. For a number of years remarkable results have been obtained at KEK with electropolishing of 1-cell niobium cavities. Recently, a collaboration between KEK and Saclay has convincingly demonstrated that EP raises the accelerating field by more than 7 MV/m with respect to BCP. Several 1-cell cavities from Saclay, which showed already good performance after the standard BCP, exhibited a clear gain after the application of EP . Conversely, an electropolished cavity which had reached 37 MV/m suffered a degradation after subsequent BCP. These results are a strong indication that electropolishing is the superior treatment method.
CERN, DESY, KEK and Saclay started a joint R&D program with electropolishing of half cells and 1-cell cavities in August 1998. Recent test results yield gradients around 40 MV/m and hence the same good performance as was achieved at KEK. The transfer of the EP technology to 9-cell resonators requires considerable effort. It is planned to do this in collaboration with industry.
Recently it has been found that an essential prerequisite for achieving gradients in the 40 MV/m regime is a baking at 100 to 150C for up to 48 hours while the cavity is evacuated, after the final high-pressure water rinsing. In electropolished cavities this procedure removes the drop of quality factor towards high gradients which is often observed without any indication of field emission. Such a drop is usually also found in chemically etched cavities; see for example Fig. 30. Experiments at Saclay have shown that a baking may improve the $`Q(E)`$ curve; however, part of the $`Q`$ reduction at high field may be due to local magnetic field enhancements at the sharp grain boundaries of BCP treated cavities .
### 7.3 Mechanical stability of the cavities
The stiffening rings joining neighboring cells in the TESLA resonator are adequate to limit Lorentz-force detuning up to accelerating fields of 25 MV/m. Beyond 25 MV/m the cavity reinforcement provided by these rings is insufficient. Hence an alternative stiffening scheme must be developed for cavities in the 35–40 MV/m regime. A promising approach has been taken at Orsay and Saclay. The basic idea is to reinforce a thin-walled niobium cavity by a 2 mm thick copper layer which is plasma-sprayed onto the outer wall. Several successful tests have been made . The copper plating has a potential danger since Nb and Cu have rather different thermal contraction. The deformation of a cavity upon cooldown and the resulting frequency shift need investigation. Another phenomenon has been observed in cavities made from explosion-bonded niobium-copper sheets: when these cavities were quenched, a reduction in quality factor $`Q_0`$ was observed . An explanation maybe trapped magnetic flux from thermo-electric currents at the copper-niobium interface. It is unknown whether this undesirable effect happens also in copper-sprayed cavities. An alternative to copper spraying might be the reinforcement of a niobium cavity by depositing some sort of metallic “foam”, using the plasma or high velocity spraying technique. If the layer is porous the superfluid helium penetrating the voids should provide ample cooling.
The cavity reinforcement by plasma or high-velocity spraying appears to be a promising approach but considerable R&D work needs to be done to decide whether this is a viable technique for the TESLA cavities.
### 7.4 Seamless cavities
The EB welds in the present resonator design are a potential risk. Great care has to be taken to avoid holes, craters or contamination in the welds which usually have a detrimental effect on the high-field capability. A cavity without weld connections in the regions of high electric or magnetic rf field would certainly be less vulnerable to small mistakes during fabrication. For this reason the TESLA collaboration decided several years ago to investigate the feasibility of producing seamless cavities. Two routes have been followed: spinning and hydroforming.
At the Legnaro National Laboratory of INFN in Italy the spinning technique has been successfully applied to form cavities out of niobium sheets. The next step will be to produce a larger quantity of 1-cell, 3-cell and finally 9-cell cavities from seamless Nb tubes with an $`RRR`$ of 300. In the cavities spun from flat sheets a very high degree of material deformation was needed, leading to a rough inner cavity surface. Gradients between 25 and 32 MV/m were obtained after grinding and heavy etching (removal of more than 500 $`\mu `$m) . Starting from a tube the amount of deformation will be much less and a smoother inner surface can be expected. This R&D effort is well underway and the first resonators can be expected in early 2000.
The hydroforming of cavities from seamless niobium tubes is being pursued at DESY . Despite initial hydroforming difficulties, related to inhomogeneous mechanical properties of the niobium tubes, four single cell cavities have been successfully built so far. Three of these were tested and reached accelerating fields of 23 to 27 MV/m. In a very recent test<sup>17</sup><sup>17</sup>17Preparation and test of the hydroformed cavities were carried out by P. Kneisel at Jefferson Laboratory, Newport News, USA. 32.5 MV/m was achieved at $`Q_0=210^{10}`$. Most remarkable is the fact that the cavity was produced from low $`RRR`$ niobium ($`RRR=100`$). It received a 1400C heat treatment raising the $`RRR`$ to 300–400. The surface was prepared by grinding and 250 $`\mu `$m BCP.
### 7.5 Niobium sputtered cavities
Recent investigations at CERN and Saclay show that single-cell copper cavities with a niobium sputter layer of about 1 $`\mu `$m thickness are able to reach accelerating fields beyond 20 MV/m. These results appear so promising that CERN and DESY have agreed to initiate an R&D program on 1.3 GHz single cell sputtered cavities aiming at gradients in the 30 MV/m regime and quality factors above $`510^9`$. High-performance sputtered cavities would certainly be of utmost interest for the TESLA project for cost reasons. Another advantage would be the suppression of Lorentz force detuning by choosing a sufficiently thick copper wall.
### 7.6 The superstructure concept
The present TTF cavities are equipped with one main power coupler and two higher order mode couplers per 9-cell resonator. The length of the interconnection between two cavities has been set to $`3\lambda /2`$ ($`\lambda =0.23`$ m is the rf wavelength) in order to suppress cavity-to-cavity coupling of the accelerating mode. A shortening of the interconnection is made possible by the “superstructure” concept, devised by J. Sekutowicz . Four 7-cell cavities of TESLA geometry are joined by beam pipes of length ($`\lambda /2`$). The pipe diameter is increased to permit an energy flow from one cavity to the next, hence one main power coupler is sufficient to feed the entire superstructure. One HOM coupler per short beam pipe section provides sufficient damping of dangerous higher modes in both neighboring cavities. Each 7-cell cavity will be equipped with its own LHe vessel and frequency tuner. Therefore, in the superstructure the field homogeneity tuning (equal field amplitude in all cells) and the HOM damping can be handled at the sub-unit level. The main advantages of the superstructure are an increase in the active acceleration length in TESLA - the design energy of 250 GeV per beam can be reached with a gradient of 22 MV/m - and a savings in rf components, especially power couplers.
A copper model of the superstructure is presently used to verify the theoretically predicted performance. This model allows individual cell tuning, field profile adjustment, investigation of transients in selected cells, test of the HOM damping scheme and measurement of the cavity couplings to the fundamental mode coupler. Also the influence of mechanical tolerances is studied. First results are promising . A niobium superstructure prototype is under construction and will be tested with beam in the TTF linac beginning of 2001.
## 8 Acknowledgements
We are deeply indebted to the late distinguished particle and accelerator physicist Bjørn H. Wiik who has been the driving force behind the TESLA project and whose determination and enthusiasm was essential for much of the progress that has been achieved. We want to thank the many physicists, engineers and technicians in the laboratories of the TESLA collaboration and in the involved industrial companies for their excellent work and support of the superconducting cavity program. We are grateful to P. Kneisel for numerous discussions. |
warning/0003/cond-mat0003477.html | ar5iv | text | # Upper critical fields of quasi-low-dimensional superconductors with coexisting singlet and triplet pairing interactions in parallel magnetic fields
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## Abstract
Quasi-low-dimensional type II superconductors in parallel magnetic fields are studied when singlet pairing interactions and relatively weak triplet pairing interactions coexist. Singlet and triplet components of order parameter are mixed at high fields, and at the same time an inhomogeneous superconducting state called a Fulde-Ferrell-Larkin-Ovchinnikov state occurs. As a result, the triplet pairing interactions enhance the upper critical field of superconductivity remarkably even at temperatures far above the transition temperature of parallel spin pairing. It is found that the enhancement is very large even when the triplet pairing interactions are so weak that a high field phase of parallel spin pairing may not be observed in practice. A possible relvance of the result in organic superconductors and a hybrid-ruthenate-cuprate superconductor is discussed.
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Anisotropic superconductivities have been studied extensively in organic, oxide, and heavy fermion superconductors. For example, a triplet pairing is confirmed by Knight shift measurements in heavy fermion superconductors $`\mathrm{UPt}_3`$, while NMR experiments suggest a singlet pairing with a line node gap in $`\mathrm{UPd}_2\mathrm{Al}_3`$. On the other hand, in a quasi-one-dimensional organic superconductor $`(\mathrm{TMTSF})_2\mathrm{ClO}_4`$, a line node gap is supported by NMR data by Takigawa et al. , while thermal conductivity measurements by Belin et al. suggest a full gap superconductivity . In $`(\mathrm{TMTSF})_2\mathrm{PF}_6`$, triplet pairing superconductivity is supported by recent Knight shift measurements .
Pairing symmetries can be different in $`(\mathrm{TMTSF})_2\mathrm{ClO}_4`$ and $`(\mathrm{TMTSF})_2\mathrm{PF}_6`$, but from the similarity of crystal structures and electronic states in these compounds, probably the pairing interactions have the same origin. From the phase diagram in pressure and temperature plane, $`d`$-wave like singlet superconductivity due to pairing interactions induced by the antiferromagnetic fluctuations have been discussed . However, it has been discussed recently that such pairing interactions contain both singlet and triplet channels as attractive interactions, and even at zero field inter-site Coulomb interactions might favor a triplet pairing . Pairing interactions induced by antiferromagnetic fluctuations have been discussed also in high-$`T_\mathrm{c}`$ oxide superconductors for the proximity to the antiferromagnetic phase .
In this paper, we examine quasi-low-dimensional superconductors in which singlet and triplet pairing interactions coexist. In particular, we concentrate on systems in which the singlet pairing interactions dominate at zero field. We calculate critical fields of superconductivity in directions parallel to the highly conductive layers. Because of the parallel direction, we assume that our system is strongly Pauli limited and the orbital pair-breaking effect can be ignored as a first approximation.
Matsuo and the present author et al. studied this problem in a three dimensional system with a spherical symmetric Fermi surface in which $`s`$-wave pairing interactions and weaker $`p`$-wave pairing interactions coexist . We found a remarkable enhancement of the critical field due to a mixing of order parameters of $`s`$-wave and $`p`$-wave symmetries. The order parameter mixing occurs due to appearance of non-zero center-of-mass momentum of Cooper pairs stabilized by Zeeman energy. Such an inhomogeneous superconducting state is called a Fulde-Ferrell-Larkin-Ovchinnikov state (FFLO or LOFF state). It should be noted that the enhancement occurs far above a transition temperature of the pure triplet pairing superconductivity which is estimated in the absence of the singlet pairing interactions. We discussed this effect in connection with the phase diagram of a heavy fermion superconductor . The order parameter mixing in the FFLO state have been pointed out also by Psaltakis et al. and Schopohl et al. in an $`s`$-wave superconductor and in a $`p`$-wave superfluid $`{}_{}{}^{3}\mathrm{He}`$ .
In this paper, we extend our previous study to the two-dimensional systems and to the anisotropic singlet pairing. We assume inter-layer interactions implicitely so that the BCS-like mean field approximation is justified, while they are weak enough to be neglected in resultant mean field equations. In this sense, our systems are quasi-two-dimensional. We find that even very weak triplet pairing interactions enhance the critical fields remarkably also in the present systems.
The pairing interactions are expanded as
$$V(𝐤,𝐤^{})=\underset{\alpha }{}g_\alpha \gamma _\alpha (𝐤)\gamma _\alpha (𝐤^{}),$$
$`(1)`$
where $`\gamma _\alpha (𝐤)`$ are defined by $`\gamma _{d_{x^2y^2}}(𝐤)=\widehat{k}_{x}^{}{}_{}{}^{2}\widehat{k}_{y}^{}{}_{}{}^{2}`$, $`\gamma _{p_x}(𝐤)=\widehat{k}_x`$ and so on in cylindrically symmetric systems. We take units with $`\mathrm{}=1`$ and $`k_\mathrm{B}=1`$ in this paper. We consider two cases: (i) $`g_s>g_p>0`$ and (ii) $`g_d>g_p>0`$, where we have defined $`g_pg_{p_x}=g_{p_y}`$ and $`g_dg_{d_{x^2y^2}}=g_{d_{xy}}`$. In each case, the other coupling constants are assumed to be zero. The gap function is expanded as
$$\mathrm{\Delta }(𝐤)=\underset{\alpha }{}\mathrm{\Delta }_\alpha \gamma _\alpha (𝐤).$$
$`(2)`$
The gap equations in the vicinity of the second order transition are written as
$$\mathrm{\Delta }_\alpha =g_\alpha \underset{\beta }{}K_{\alpha \beta }\mathrm{\Delta }_\beta $$
$`(3)`$
with
$$K_{\alpha \beta }=\frac{1}{N}\underset{𝐤^{}}{}\gamma _\alpha (𝐤^{})\gamma _\beta (𝐤^{})\frac{1}{2}\underset{\sigma }{}\frac{\mathrm{tanh}\frac{ϵ_𝐤^{}+\zeta \sigma }{2T}}{2ϵ_𝐤^{}},$$
$`(4)`$
where we have defined $`\zeta =h(\overline{q}\mathrm{cos}\theta +1)`$, the angle $`\theta `$ between $`𝐤^{}`$ and $`𝐪`$, $`\overline{q}=v_\mathrm{F}q/2h`$ and $`h=|\mu _e𝐇|`$ with the electron magnetic moment $`\mu _e`$, It is apparent from the above equations that the mixing of the order parameter components of odd and even parities occurs only when both conditions of $`𝐪0`$ and $`h0`$ are satisfied, which is expected from a symmetry consideration in momentum and spin spaces.
In the weak coupling limit, eq.(3) are rewritten in the form
$$\mathrm{\Delta }_\alpha \mathrm{log}\frac{T}{T_{\mathrm{c}\alpha }^{(0)}}=\underset{\beta }{}M_{\alpha \beta }\mathrm{\Delta }_\beta $$
$`(5)`$
with $`T_{\mathrm{c}\alpha }^{(0)}=2\mathrm{e}^\gamma \omega _\mathrm{c}/\pi e^{1/g_\alpha N_\alpha (0)}`$ and
$$\begin{array}{ccc}\hfill M_{\alpha \beta }& & \frac{\mathrm{d}\phi }{2\pi }\frac{\rho _{\alpha \beta }(0,\phi )}{N_\alpha (0)}\mathrm{sinh}^2\frac{\beta \zeta }{2}\mathrm{\Phi }(\phi )\hfill \\ \hfill \mathrm{\Phi }(\phi )& & _0^{\mathrm{}}\mathrm{d}y\mathrm{log}y[\frac{2\mathrm{sinh}^2y}{(\mathrm{cosh}^2y+\mathrm{sinh}^2\frac{\beta \zeta }{2})^2}\hfill \\ & & \frac{1}{\mathrm{cosh}^2y(\mathrm{cosh}^2y+\mathrm{sinh}^2\frac{\beta \zeta }{2})}]\hfill \end{array}$$
$`(6)`$
where
$$\begin{array}{ccc}\hfill \rho _{\alpha \beta }(0,\phi )& =& \gamma _\alpha (\phi )\gamma _\beta (\phi )\rho (0,\phi )\hfill \\ \hfill N_\alpha (0)& =& \frac{\mathrm{d}\phi }{2\pi }\rho _{\alpha \alpha }(0,\phi ).\hfill \end{array}$$
$`(7)`$
Here, $`\phi `$ is the angle between $`𝐤^{}`$ and $`k_x`$-axis, and $`\rho (0,\phi )`$ is the angle dependent density of states at the Fermi energy. Equations (5) give the upper critical fields $`h=h(T,𝐪)`$ for a given $`𝐪`$. The final result of the critial fields is obtained by maximizing $`h(T,𝐪)`$ with respect to $`𝐪`$.
For the case of $`s`$-$`p`$-mixing (i), we can choose the vector $`𝐪`$ in an arbitrary direction from the symmetry of the system. Thus, let us assume the direction of $`𝐪`$ in $`k_x`$-axis. Then, the $`p`$-wave component with $`\mathrm{\Delta }_{p_y}\widehat{k}_y`$ is not mixed with the $`s`$-wave component, while $`\mathrm{\Delta }_{p_x}\widehat{k}_x`$ can be mixid. Thus, we only need to calculate the smallest eigen value $`\lambda `$ of the $`2\times 2`$ matrix
$$\left(\begin{array}{cc}M_{ss}& M_{sp}\\ M_{ps}& M_{pp}+G_p\end{array}\right)$$
$`(8)`$
where we have defined
$$G_p\mathrm{log}\frac{T_{\mathrm{c}s}^{(0)}}{T_{\mathrm{c}p}^{(0)}}=\frac{1}{g_pN_p(0)}\frac{1}{g_sN_s(0)}.$$
$`(9)`$
The transition temperature is given by $`T_\mathrm{c}=T_{\mathrm{c}s}^{(0)}\mathrm{e}^\lambda `$.
For the case of $`d`$-$`p`$-mixing (ii), we can use the symmetry to fix the orientation of $`d`$-wave order parameter. Thus, let us assume $`\mathrm{\Delta }_d\widehat{k}_x^2\widehat{k}_y^2`$. In the absence of $`p`$-wave pairing interactions, it is known that the optimum $`𝐪`$ is in the direction of $`k_x`$-axis (or equivalently $`k_y`$-axis) at low temperatures, while it is in the direction of the line of $`k_y=\pm k_x`$ at high temperatures . In the presence of the $`p`$-wave pairing interactions, the direction of $`𝐪`$ is not known a priori. Thus, we should assume that the two $`p`$-wave components ($`\widehat{k}_x`$ and $`\widehat{k}_y`$) of order parameter can be mixed with the $`d`$-wave components. Therefore, we calculate the smallest eigen value $`\lambda `$ of a $`3\times 3`$ matrix with elements $`M_{dd},M_{dp_x},M_{p_xp_x}+G_p,\mathrm{}`$ and so on, which gives the transition temperature by $`T_\mathrm{c}=T_{\mathrm{c}d}^{(0)}\mathrm{e}^\lambda `$. Here, the parameter $`G_p`$ is defined by
$$G_p\mathrm{log}\frac{T_{\mathrm{c}d}^{(0)}}{T_{\mathrm{c}p}^{(0)}}=\frac{1}{g_pN_p(0)}\frac{1}{g_dN_d(0)}$$
$`(10)`$
similarly to eq.(9).
Numerical results are drawn in figures 1 \- 4. Fig.1 shows the results for the $`s`$-$`p`$-mixing, while figures 2 \- 4 show those for the $`d`$-$`p`$-mixing. In the both cases, remarkable enhancements of the critical field are found at temperatures far above the transition temperature of the pure $`p`$-wave superconductivity of the parallel spin pairing. In particular, Fig.4 shows that the critical field is enhanced considerably even when $`T_{\mathrm{c}p}^{(0)}/T_{\mathrm{c}d}^{(0)}=0.01`$.
For the $`d`$-$`p`$-mixing case, the optimum $`𝐪`$ is in the direction of $`k_x`$-axis at low temperatures, while it is along the line of $`k_y=\pm k_x`$ at high temperatures, as shown in figures 2 \- 4. In these figures, the results for $`\phi _q=0`$ and $`\phi _q=\pi /4`$ are drawn by the solid lines. For each direction of $`𝐪`$, the magnitude $`q=|𝐪|`$ is optimized to obtain the critical field. It is confirmed by numerical calculations that $`𝐪`$ with the other directions are not optimum.
In Fig.5, the optimum value of $`q=|𝐪|`$ along the second order transition line is drawn. The temperature $`T^{}`$ at which $`q`$ vanishes is the temperture of the tri-critical point of the normal phase, the BCS superconductivity ($`𝐪=0`$) and the FFLO state ($`𝐪0`$). It is found that the temperature $`T^{}`$ increases due to the order parameter mixing in the presence of the $`p`$-wave interactions from the value $`T^{}0.561\times T_{\mathrm{c}d}^{(0)}`$ in the absence of the $`p`$-wave interactions. For example, $`T^{}0.668\times T_{\mathrm{c}d}^{(0)}`$ is estimated for $`T_{\mathrm{c}p}^{(0)}/T_{\mathrm{c}d}^{(0)}=0.1`$.
In conclusion, we examined upper critical field of the superconductivity when the singlet and triplet pairing interactions coexist. We extended our previous study in a spherical symmetric system to the quasi-two-dimensional systems in parallel magnetic fields and to the anisotropic singlet ($`d`$-wave) pairing. We obtained similar results to our previous results, and find that even very weak triplet intereactions enhance the critical fields remarkably, and the temperature of the tri-critical point of the normal, BCS, and the FFLO states is also enhanced. The present phase diagrams coincide with one predicted in our previous paper except that the orbital pair-breaking effect is not taken into account in the present paper.
In a high-$`T_\mathrm{c}`$ superconductor $`\mathrm{RuSr}_2\mathrm{GdCu}_2\mathrm{O}_8`$, for the coexistence of the superconductivity and the ferromagnetism (or canted ferromagnetism ), the FFLO state has been discussed . Probably, $`d`$-wave pairing interactions are dominant in this system, but weak triplet pairing interactions must coexist because of the proximity to the magnetic phase. Therefore, the present mechanism which enhances the critical fields and $`T^{}`$ may play a role in stabilizing a bulk superconductivity in this system .
In the organic superconductors, the FFLO state has been discussed by many authors to explain the high upper critical fields which exceed a conventional estimation of Pauli paramagnetic limit (Chandrasekar-Clogston limit). As we have discussed above, there is a possibility that the antiferromagnetic fluctuations contribute to the pairing interactions in these systems, and they should contain both singlet and triplet channels as attractive interactions . Therefore, the present mechanism may contribute to stabilizing the superconducting phase at high fields. As shown in Fig.4, the enhancement can be very large even when the triplet pairing interactions are so small that the pure triplet superconductivity of parallel spin pairing is not observed in practice.
This work was supported by a grant for CREST from JST. |
warning/0003/cond-mat0003152.html | ar5iv | text | # Hydrodynamic approach to time-dependent density functional theory; response properties of metal clusters
## I Introduction
The hydrodynamic analogy of quantum mechanics was first explored by Madelung who transformed the single particle Schrodinger equation into a pair of hydrodynamical equations. The theory views the electron cloud as a classical fluid moving under the action of classical Coulomb forces augmented by the forces of quantum origin. The basic dynamical variables of this theory are the particle and current densities which satisfy two fluid dynamical equations, namely, the continuity and an Euler type equation. The work of Madelung was followed by Bloch’s attempt to develop hydrodynamical theory for many-electron systems within the realm of Thomas-Fermi (TF) theory . Although then proposed without any rigorous foundation, the theory can now be derived from the equations of time-dependent density-functional theory (TDDFT) . It is based on the assumption that the dynamics of many-electron system can be described by considering it as a fluid of density $`\rho (𝐫,t)`$ and a velocity field $`𝐯(𝐫,t)`$ which is assumed to be curl free (that is $`𝐯(𝐫,t)=S(𝐫,t)`$, where $`S(𝐫,t)`$ is scalar velocity potential).
Using $`\rho (𝐫,t)`$ and $`S(𝐫,t)`$ as conjugate variables Bloch derived two fluid dynamical equations: the continuity equation
$$\frac{\rho }{t}+(\rho S)=0,$$
(1)
and the Euler equation
$$\frac{S}{t}=\frac{1}{2}|S|^2+\frac{\delta T_0}{\delta \rho }+v_{ext}(𝐫,t)+\frac{\rho (𝐫^{},t)}{|𝐫𝐫^{}|}𝑑𝐫^{}.$$
(2)
Here $`T_0`$ is the TF kinetic energy (KE) functional and $`v_{ext}(𝐫,t)`$ represents the external potential. These equations were subsequently used to study photoabsorption cross section and collective excitation of atoms, collective excitations and plasmons of metal clusters and surface plasmons in metals.
Bloch’s theory also formed the basis of initial attempts by Ying to extend density-functional theory (DFT) to include time-dependent (TD) external potentials. He did this by replacing the TF KE term $`T_0`$ by a general functional $`G[\rho ]`$ consisting of the KE and the exchange-correlation (XC) contribution to the total energy. In Ying’s work it is implicit that, like in the static DFT, a universal functional $`G[\rho (𝐫,t)]`$ can be written for the TD problem. The ad-hoc nature of Bloch’s theory and its extension by Ying was removed by the pioneering works of Deb and Ghosh , Bartolotti and Runge and Gross . Runge and Gross rigorously proved the existence of a Hohenberg-Kohn like theorem for TD potentials, and showed that the TD density $`\rho (𝐫,t)`$ can be determined by solving the hydrodynamical equations
$$\frac{\rho }{t}+𝐣=0,$$
(3)
which is the continuity equation, and the Euler’s equation
$$\frac{𝐣}{t}=𝐏[\rho (𝐫,t)].$$
(4)
Here $`𝐏`$ is the three-component density-functional of Runge and Gross and the vector $`𝐣`$ is the current density corresponding to the many-body wavefunction $`\mathrm{\Psi }(𝐫_1,\mathrm{},𝐫_N;t)`$. An explicit expression for $`𝐏[\rho (𝐫,t)]`$ in terms of the wavefunction has recently been given using the TD differential virial theorem.
Although there have been some calculations, as mentioned above, in the past by employing hydrodynamic theory, its full potential remains unexplored. This is evidently because with the increasing computing resources one can perform orbital based calculations like TD Hartee-Fock (HF) or TD Kohn-Sham (KS) with relative ease. Recently, however, hydrodynamical theory is being applied in situations where such orbital based calculations are still computationally difficult to implement. One such example is systems which contain thousands of atom such as nanoparticles and clusters. In these systems hydrodynamical theory becomes the method of choice. Thus the theory has been applied to study photoabsorption cross-section of metal particles , collective and magnetoplasmon excitations of confined electronic systems and also to study the interaction of strong laser light with atomic systems . Besides the computational ease offered by it, one is also tempted to work within the hydrodynamic formulation because it provides an intuitively appealing approach to the time dependent many-body problem.
In this paper we develop perturbation theory within the hydrodynamic formalism to calculate linear and nonlinear response properties of large systems. The motivation for this comes from our experience with the calculation of static response properties employing density based perturbation theory within the Hohenberg-Kohn formalism of DFT. The density based method reduces the numerical effort required for such calculations substantially while leading to reasonably accurate results for the response properties. In the same manner, the hydrodynamical approach proves to be useful for calculating frequency dependent response properties of extended systems for which orbital based theories become quite difficult to implement because of the large number of orbitals involved.
The work presented in this paper is divided into two parts: First, we derive the generalized Bloch type equation using the concept of time-averaged energy (quasi-energy) of an electronic system subjected to a TD periodic field. For calculating optical response properties we then develop variation-perturbation (VP) theory in terms of the quasi-energy using particle and current densities as the basic variables. This is presented in section II. The perturbation theory developed here proceeds along the lines of density based stationary-state perturbation theory by making use of the stationary nature of the time-averaged energy with respect to $`\rho (𝐫,t)`$ and $`S(𝐫,t)`$. In the second part we demonstrate the applicability of the perturbation theory developed here by calculating frequency dependent linear and nonlinear polarizabilities of inert gas atoms (section III) and comparing our numbers with the standard results obtained from the wavefunctional approach. Having demonstrated the accuracy of hydrodynamical approach, we then apply it to calculate frequency dependent response properties of metal clusters with number of atoms up to 5000 using the spherical jellium background model (SJBM).
## II Variation perturbation method in hydrodynamical theory
### A. Time-averaged energy
The central quantity around which the VP theory is developed in the static case is the ground-state energy of the system. For periodic TD hamiltonians, this role is played by the time-averaged energy or quasi-energy . Therefore, in the following we first derive an expression for the quasi-energy as a functional of particle and current densities and show that it obeys stationarity for the correct solutions of these functions. As expected from the work of Runge and Gross , stationarity with respect to the density leads to the equation of motion for the density. In addition, variation with respect to the current density gives the continuity equation.
We begin with the TD Schrodinger equation for the many-body wave function $`\mathrm{\Psi }(𝐫_1,\mathrm{},𝐫_N;t)`$ given by
$$\left(H(t)ı\frac{}{t}\right)\mathrm{\Psi }(𝐫,t)=0$$
(5)
where
$$H(t)=\widehat{T}+\widehat{V}_{ee}+\widehat{V}(t).$$
(6)
In the above equation $`\widehat{T}`$ and $`\widehat{V}_{ee}`$ are the kinetic and electron-electron interaction energy operators, respectively, and $`\widehat{V}(t)`$ denotes the TD external potential containing both the nuclear and the applied potential. For periodic hamiltonians, that is
$$H(t+T)=H(t),$$
(7)
where T is the time period, in accordance with Floquet’s theorem there exists a solution $`\mathrm{\Psi }(𝐫,t)`$ of the form
$$\mathrm{\Psi }(𝐫,t)=\mathrm{\Phi }(𝐫,t)e^{ıEt}$$
(8)
where $`\mathrm{\Phi }(𝐫_1,\mathrm{},𝐫_N;t)`$ is also periodic in time with time period T, i.e., $`\mathrm{\Phi }(t+T)=\mathrm{\Phi }(t)`$. Such a state has been termed as the steady-state of the system with $`E`$ being the corresponding quasi-energy. The equation of motion for $`\mathrm{\Phi }`$ is easily seen to be
$$\left(H(t)ı\frac{}{t}\right)\mathrm{\Phi }(𝐫,t)=E\mathrm{\Phi }(𝐫,t).$$
(9)
The corresponding expression for the quasi-energy is the time averaged expectation value
$$E[\mathrm{\Phi }]=\left\{\mathrm{\Phi }|H(t)ı\frac{}{t}|\mathrm{\Phi }\right\}.$$
(10)
The curly bracket in Eq.(10) denotes the time averaging over one period T defined as
$$\left\{fg\right\}=\frac{1}{T}_0^Tf^{}(t)g(t)𝑑t$$
(11)
The quasi-energy represents the average energy of induction of a system subjected to a TD potential as is easily seen by the TD Hellmann-Feynman theorem .
To convert Eq.(10) into its hydrodynamical counterpart we decompose the complex steady-state many-body wavefunction in polar form, so that
$$\mathrm{\Phi }(𝐫,t)=\chi (𝐫,t)e^{ıS(𝐫,t)}$$
(12)
where both $`\chi `$ and $`S`$ are real functions of $`𝐫_1,𝐫_2,\mathrm{},𝐫_N`$ and are periodic in time with time period T. Further, $`S(𝐫,t)`$ also has a purely TD component which integrates to zero over time period T (for detail see Ref.). Note that, $`S`$ is zero for the ground-state of the system. By substituting Eq.(12) in Eq.(10), the expression for the average energy becomes
$$E[\chi ,S]=\left\{\chi |\widehat{T}^{}+\widehat{V}_{ee}+\frac{S}{t}|\chi ı\chi |\frac{\chi }{t}\right\}$$
(13)
where
$$\widehat{T}^{}=\underset{i}{}\left(\frac{1}{2}_i^2+\frac{1}{2}|_iS|^2\right)$$
(14)
Since the periodicity and reality of $`\chi (𝐫,t)`$ implies that
$`\left\{\chi |{\displaystyle \frac{\chi }{t}}\right\}`$ $`=`$ $`{\displaystyle \frac{1}{2T}}{\displaystyle _0^T}𝑑t{\displaystyle \frac{}{t}(\chi ^{}\chi )𝑑𝐫}`$ (15)
$`=`$ $`0,`$
the quasi-energy is given as
$$E[\chi ,S]=\left\{\chi |\underset{i}{}\frac{1}{2}_i^2+\widehat{V}_{ee}+\widehat{V}_{ext}+\underset{i}{}\frac{1}{2}(_iS)^2+\frac{S}{t}|\chi \right\}$$
(16)
Now by invoking the Runge-Gross theorem , it can be written as a functional of the density alone. However, in the hydrodynamical formulation the density and the velocity potential $`S`$ are treated as independent variables which means that the energy above is a functional of these two quantities. An advantage of this decoupling of the density and $`S`$ is that one does not have to know the functional dependence of the $`S`$ on the density. Further, this facilitates approximating the expectation value $`\chi |\frac{1}{2}^2|\chi `$ as a functional of the density by the KE functionals well studied in static DFT. Evidently, the first three terms of the equation above can be represented by a functional of TD density as
$$\left\{F[\rho (𝐫,t)]+\left[v_0(𝐫)+v_{app}(𝐫,t)\right]\rho (𝐫,t)𝑑𝐫\right\},$$
(17)
where $`v_0(𝐫)`$ represents the static external potential and TD part of the potential is represented by $`v_{app}(𝐫,t)`$. This is because changes in $`S`$ do not affect their values. The universal functional $`\left\{F[\rho (𝐫,t)]\right\}`$ given by
$$\left\{F[\rho (𝐫,t)]\right\}=\left\{T_s[\rho (𝐫,t)]\right\}+\left\{E_H[\rho (𝐫,t)]\right\}+\left\{E_{xc}[\rho (𝐫,t)]\right\}.$$
(18)
Here $`\left\{T_s[\rho (𝐫,t)]\right\}`$, $`\left\{E_H[\rho (𝐫,t)]\right\}`$ and $`\left\{E_{xc}[\rho (𝐫,t)]\right\}`$ represent the time-averaged KE, Hartree energy and exchange and correlation (XC) energy functionals respectively for the TD system. The TD particle density is given by
$$\rho (𝐫,t)=\chi ^{}(𝐫,𝐫_2,\mathrm{},𝐫_N,t)\chi (𝐫,𝐫_2,\mathrm{},𝐫_N,t)𝑑𝐫_2\mathrm{}𝑑𝐫_N$$
(19)
So far we have written the first three terms in terms of the particle density, a quantity defined in 3D configuration space. The last two terms representing the current still have all the co-ordinates of the configuration space in them. As such any equation involving $`S(𝐫_1,\mathrm{},𝐫_N;t)`$ can not be projected on to 3D space. To do this one needs to consider some approximate form for the phase $`S`$. One such approximation for $`S`$ which is generally employed is that it can be written as the sum of single particle phases, that is
$$S(𝐫_1,\mathrm{},𝐫_N;t)=\underset{i=1}{\overset{N}{}}S(𝐫_i;t)$$
(20)
with the same function $`S`$ representing each electron. This approximation is equivalent to assuming the velocity field of the electron fluid to be curl free as was done by Bloch in deriving Eq.(2). With this approximation the average energy functional of Eq.(16) is given as
$`E[\rho ,S]`$ $`=`$ $`\{F[\rho (𝐫,t)]+{\displaystyle }(v_0(𝐫)+v_{app}(𝐫,t))\rho (𝐫,t)d𝐫`$ (21)
$`+`$ $`{\displaystyle \frac{1}{2}}{\displaystyle }\rho (𝐫,t)(S)^2d𝐫+{\displaystyle }{\displaystyle \frac{S}{t}}\rho (𝐫,t)d𝐫\}`$
This is the expression for the quasi-energy of a many electron system (under the approximation made above) interacting with a TD periodic potential. Since the purely TD component of $`S(𝐫,t)`$ is the same as the phase of the wavefunction, it does not contribute to the energy. In Eq.21 this is ensured by $`\rho (𝐫,t)`$ integrating to a fixed number of electrons at all times. We therefore drop it and work with only the co-ordinate dependent component of $`S(𝐫,t)`$. This is similar to separating out the overall phase of TD wavefunction in the TD perturbation theory.
We now demonstrate the variational nature of $`E[\rho ,S]`$ with respect to $`\rho `$ and $`S`$. Making $`E[\rho ,s]`$ stationary with respect to $`\rho `$ and $`S`$ gives the Euler equation
$$\mu (t)=\frac{S}{t}+\frac{1}{2}(S)^2+v_0(𝐫)+v_{app}(𝐫,t)+\frac{\delta F}{\delta \rho }$$
(22)
where $`\mu (t)`$ is the Lagrange-multiplier ensuring that $`\rho (𝐫,t)`$ integrates to the correct number of electrons at each instant of time, and the continuity equation
$$\frac{\rho }{t}+(\rho S)=0,$$
(23)
respectively. Eq.(22) is the same as that proposed by Ying. As such if $`F[\rho ]`$ is approximated by the TF functional, it gives the Bloch’s hydrodynamical equation correctly. Further, for time independent hamiltonians it correctly reduces to the Euler equation of static DFT. All these facts demonstrate the variational nature of $`E[\rho ,S]`$ with respect to $`\rho `$ and $`S`$. Employing this we now develop the VP method in terms of the particle and the current densities. We show that the $`(2n+1)`$ theorem and its variational corollary is satisfied in terms of these variables.
### B. Perturbation theory
To develop perturbation theory we assume that $`v_{ext}(𝐫,t)`$ is relatively weak and under its action the ground-state density $`\rho ^{(0)}(𝐫)`$ changes to $`\rho ^{(0)}(𝐫)+\mathrm{\Delta }\rho (𝐫,t)`$ and the velocity potential changes to $`S^{(0)}(𝐫)+\mathrm{\Delta }S(𝐫,t)`$. The particle density change $`\mathrm{\Delta }\rho `$ satisfies the normalization condition
$$\mathrm{\Delta }\rho (𝐫,t)𝑑𝐫=0.$$
(24)
However no such condition is required for the change in the velocity potential $`\mathrm{\Delta }S`$. The changes $`\mathrm{\Delta }\rho `$ and $`\mathrm{\Delta }S`$ are expanded in perturbation series as
$`\mathrm{\Delta }\rho `$ $`=`$ $`{\displaystyle \underset{j}{}}\rho ^{(j)}`$
$`\mathrm{\Delta }S`$ $`=`$ $`{\displaystyle \underset{j}{}}S^{(j)},`$ (25)
where $`\rho ^{(j)}`$ and $`S^{(j)}`$ correspond to the $`jth`$ order terms in the perturbation parameter. The energy corresponding to $`\rho ^{(0)}+\mathrm{\Delta }\rho `$ and $`S^{(0)}+\mathrm{\Delta }S`$ is given by
$`E[\rho ^{(0)}+\mathrm{\Delta }\rho ,S^{(0)}+\mathrm{\Delta }S]`$ $`=`$ $`\{F[\rho ^{(0)}+\mathrm{\Delta }\rho ]+{\displaystyle }(v_0+v_{app})(\rho ^{(0)}+\mathrm{\Delta }\rho )d𝐫`$ (26)
$`+`$ $`{\displaystyle \frac{1}{2}}{\displaystyle (S^{(0)}+\mathrm{\Delta }S)(S^{(0)}+\mathrm{\Delta }S)(\rho ^{(0)}+\mathrm{\Delta }\rho )𝑑𝐫}`$
$`+`$ $`{\displaystyle }{\displaystyle \frac{(S^{(0)}+\mathrm{\Delta }S)}{t}}(\rho ^{(0)}+\mathrm{\Delta }\rho )d𝐫\}`$
Using Eq.(26) we now obtain the energy changes to different orders in perturbation parameter employing an approach identical to the one adopted in Ref. for time independent density based perturbation theory. The resulting expressions for average energies to different orders are:
$$E^{(1)}=\left\{v_{app}^{(1)}(𝐫,t)\rho ^{(0)}(𝐫)𝑑𝐫\right\},$$
(27)
$`E^{(2)}`$ $`=`$ $`\{{\displaystyle \frac{1}{2}}{\displaystyle }{\displaystyle \frac{\delta ^2F[\rho ]}{\delta \rho (𝐫,t)\delta \rho (𝐫^{},t)}}\rho ^{(1)}(𝐫,t)\rho ^{(1)}(𝐫^{},t)d𝐫d𝐫^{}+{\displaystyle }v_{app}^{(1)}(𝐫,t)\rho ^{(1)}(𝐫)d𝐫`$ (28)
$`+`$ $`{\displaystyle }{\displaystyle \frac{S^{(1)}(𝐫,t)}{t}}\rho ^{(1)}(𝐫,t)d𝐫+{\displaystyle \frac{1}{2}}{\displaystyle }(S^{(1)}S^{(1)})\rho ^{(0)}(𝐫)d𝐫\},`$
$`E^{(3)}`$ $`=`$ $`\{{\displaystyle \frac{1}{6}}{\displaystyle }{\displaystyle \frac{\delta ^3F[\rho ]}{\delta \rho (𝐫,t)\delta \rho (𝐫^{},t)\delta \rho (𝐫^{\prime \prime },t)}}\rho ^{(1)}(𝐫,t)\rho ^{(1)}(𝐫^{},t)\rho ^{(1)}(𝐫^{\prime \prime },t)d𝐫d𝐫^{}d𝐫^{\prime \prime }`$ (29)
$`+`$ $`{\displaystyle }(S^{(1)}S^{(1)})\rho ^{(1)}(𝐫,t)d𝐫\},`$
$`E^{(4)}`$ $`=`$ $`\{{\displaystyle \frac{1}{2}}{\displaystyle }{\displaystyle \frac{\delta ^2F[\rho ]}{\delta \rho (𝐫,t)\delta \rho (𝐫^{},t)}}\rho ^{(2)}(𝐫,t)\rho ^{(2)}(𝐫^{},t)d𝐫d𝐫^{}`$ (30)
$`+`$ $`{\displaystyle \frac{1}{6}}{\displaystyle \frac{\delta ^3F[\rho ]}{\delta \rho (𝐫,t)\delta \rho (𝐫^{},t)\delta \rho (𝐫^{\prime \prime },t)}\rho ^{(2)}(𝐫,t)\rho ^{(1)}(𝐫^{},t)\rho ^{(1)}(𝐫^{\prime \prime },t)𝑑𝐫𝑑𝐫^{}𝑑𝐫^{\prime \prime }}`$
$`+`$ $`{\displaystyle \frac{1}{24}}{\displaystyle \frac{\delta ^4F[\rho ]}{\delta \rho (𝐫,t)\delta \rho (𝐫^{},t)\delta \rho (𝐫^{\prime \prime },t)\delta \rho (𝐫^{\prime \prime \prime },t)}\rho ^{(1)}(𝐫,t)\rho ^{(1)}(𝐫^{},t)\rho ^{(1)}(𝐫^{\prime \prime },t)\rho ^{(1)}(𝐫^{\prime \prime \prime },t)}`$
$`\times `$ $`d𝐫d𝐫^{}d𝐫^{\prime \prime }d𝐫^{\prime \prime \prime }`$
$`+`$ $`{\displaystyle \frac{1}{2}}{\displaystyle (S^{(2)}S^{(2)})\rho ^{(0)}(𝐫)𝑑𝐫}+{\displaystyle \frac{1}{2}}{\displaystyle (S^{(1)}S^{(1)})\rho ^{(2)}(𝐫,t)𝑑𝐫}`$
$`+`$ $`{\displaystyle }(S^{(1)}S^{(2)})\rho ^{(1)}(𝐫,t)d𝐫+{\displaystyle }{\displaystyle \frac{S^{(2)}}{t}}\rho ^{(2)}(𝐫,t)d𝐫\}`$
and
$`E^{(5)}`$ $`=`$ $`\{{\displaystyle \frac{1}{2}}{\displaystyle }{\displaystyle \frac{\delta ^3F[\rho ]}{\delta \rho (𝐫,t)\delta \rho (𝐫^{},t)\delta \rho (𝐫^{\prime \prime },t)}}\rho ^{(2)}(𝐫,t)\rho ^{(2)}(𝐫^{},t)\rho ^{(1)}(𝐫^{\prime \prime },t)d𝐫d𝐫^{}d𝐫^{\prime \prime }`$ (31)
$`+`$ $`{\displaystyle \frac{1}{24}}{\displaystyle \frac{\delta ^4F[\rho ]}{\delta \rho (𝐫,t)\delta \rho (𝐫^{},t)\delta \rho (𝐫^{\prime \prime },t)\delta \rho (𝐫^{\prime \prime \prime },t)}\rho ^{(1)}(𝐫,t)\rho ^{(1)}(𝐫^{},t)\rho ^{(1)}(𝐫^{\prime \prime },t)\rho ^{(2)}(𝐫^{\prime \prime \prime },t)}`$
$`\times d𝐫d𝐫^{}d𝐫^{\prime \prime }d𝐫^{\prime \prime \prime }`$
$`+`$ $`{\displaystyle \frac{1}{120}}{\displaystyle \frac{\delta ^5F[\rho ]}{\delta \rho (𝐫,t)\delta \rho (𝐫^{},t)\delta \rho (𝐫^{\prime \prime },t))\delta \rho (𝐫^{\prime \prime \prime },t)\delta \rho (𝐫^{\prime \prime \prime \prime },t)}\rho ^{(1)}(𝐫,t)\rho ^{(1)}(𝐫^{},t)\rho ^{(1)}(𝐫^{\prime \prime },t)}`$
$`\times \rho ^{(1)}(𝐫^{\prime \prime \prime },t)\rho ^{(1)}(𝐫^{\prime \prime \prime \prime },t)d𝐫d𝐫^{}d𝐫^{\prime \prime }d𝐫^{\prime \prime \prime }d𝐫^{\prime \prime \prime \prime }`$
$`+`$ $`{\displaystyle }(S^{(2)}S^{(2)})\rho ^{(1)}(𝐫,t)d𝐫+{\displaystyle }(S^{(1)}S^{(2)})\rho ^{(2)}(𝐫,t)d𝐫\}`$
In deriving these equations (Eq.(27)-(31)) we have made use of the fact that for the ground-state $`S^{(0)}=0`$ which implies that the current density $`\rho ^{(0)}S^{(0)}`$ and the time-derivative $`\frac{S^{(0)}}{t}`$ vanish for the ground-state. In addition we also use the first-order
$$\frac{\rho ^{(1)}}{t}+(\rho ^{(0)}S^{(1)})=0$$
(32)
$$\mu ^{(1)}(t)=\frac{S^{(1)}}{t}+v_{app}^{(1)}(𝐫,t)+\frac{1}{2}\frac{\delta ^2F[\rho ]}{\delta \rho (𝐫,t)\delta \rho (𝐫^{},t)}\rho ^{(1)}(𝐫^{},t)𝑑𝐫^{}$$
(33)
and the second-order
$$\frac{\rho ^{(2)}}{t}+(\rho ^{(0)}S^{(2)})+(\rho ^{(1)}S^{(1)})=0$$
(34)
$`\mu ^{(2)}(t)`$ $`=`$ $`{\displaystyle \frac{S^{(2)}}{t}}+{\displaystyle \frac{1}{2}}(S^{(1)}S^{(1)})`$ (35)
$`+`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{\delta ^2F[\rho ]}{\delta \rho (𝐫,t)\delta \rho (𝐫^{},t)}\rho ^{(2)}(𝐫^{},t)𝑑𝐫^{}}`$
$`+`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{\delta ^3F[\rho ]}{\delta \rho (𝐫,t)\delta \rho (𝐫^{},t)\delta \rho )𝐫^{\prime \prime },t)}\rho ^{(1)}(𝐫^{},t)\rho ^{(1)}(𝐫^{\prime \prime },t)𝑑𝐫^{}𝑑𝐫^{\prime \prime }}`$
continuity and Euler equations obtained by expanding Eqs.(21) and (22). Expressions for the average energies (Eqs.(27)-(31)) clearly demonstrates the $`(2n+1)`$ rule of perturbation theory. Energies up to order 3 are determined completely by $`\rho ^{(1)}`$ and $`S^{(1)}`$. Similarly $`\rho ^{(2)}`$ and $`S^{(2)}`$ give energy up to the fifth-order. This is the $`(2n+1)`$ theorem of hydrodynamic perturbation theory in terms of the particle and the current densities. Moreover, even-order corollary of this theorem also holds true. Thus making E<sup>(2)</sup> stationary with respect to $`S^{(1)}`$ and $`\rho ^{(1)}`$, leads to Eqs.(32) and (33). Similarly stationarity of E<sup>(4)</sup> with respect to $`\rho ^{(2)}`$ and $`S^{(2)}`$ gives the correct perturbation equations (Eqs.(34) and (35)) for $`\rho ^{(2)}`$ and $`S^{(2)}`$. The stationary nature of the even-order energies gives a variational method to obtain approximate solutions for the corresponding induced densities and currents.
With this we complete the development of VP method in terms of particle and current densities in hydrodynamic formulation of TDDFT. In the next section we demonstrate the applicability of this theory by calculating the frequency dependent linear and nonlinear polarizabilities of inert gas atoms and comparing the results obtained with their wavefunctional counterparts. We then apply the formalism to calculate frequency dependent polarizabilities and plasmon frequencies of alkali metal clusters of large sizes.
## III. Application of hydrodynamical formalism
To demonstrate the applicability of the formalism developed above we begin this section with the calculation of frequency dependent linear and nonlinear polarizabilities of inert gas atoms. In the present formulation we can calculate the nonlinear polarizabilities corresponding to the degenerate four wave mixing (DFWM) and DC-Kerr effect which are directly related to the fourth-order energy changes. On the other hand, unlike the orbital based Kohn-Sham approach, $`(2n+1)`$ theorem cannot be exploited to calculate the coefficients for the third-harmonic generation and electric field induced second harmonic generation processes from only the second-order induced densities. In the following we will present the results for the nonlinear coefficients corresponding to the DFWM process only.
As pointed out earlier, we perform our calculations using the variational property of the even-order energies. To this end we choose an appropriate variational form for the induced particle and current densities. For an applied potential of the form
$$v_{app}^{(1)}(𝐫,t)=v_{app}^{(1)}(𝐫)\mathrm{cos}\omega t$$
(36)
with the spatial part given by
$$v_{app}^{(1)}(𝐫)=r\mathrm{cos}\theta $$
(37)
where $``$ is amplitude of the applied field, the time dependence of $`\rho `$ and $`S`$ at various orders can easily be inferred from Eqs(32)-(34) as
$`\rho ^{(1)}(𝐫,t)`$ $`=`$ $`\rho ^{(1)}(𝐫)\mathrm{cos}\omega t`$
$`\rho ^{(2)}(𝐫,t)`$ $`=`$ $`\rho _2^{(2)}(𝐫)\mathrm{cos}2\omega t+\rho _0^{(2)}(𝐫)`$ (38)
and
$`S^{(1)}(𝐫,t)`$ $`=`$ $`S^{(1)}(𝐫)\mathrm{sin}\omega t`$
$`S^{(2)}(𝐫,t)`$ $`=`$ $`S^{(2)}(𝐫)\mathrm{sin}2\omega t.`$ (39)
Note that unlike the second-order particle density, the corresponding current has no constant term. This is consistent with the fact that the current arises due to the flow of electrons which causes the density to be time dependent. The spatial part of the induced particle and current densities are determined variationally by minimizing the appropriate even-order energies. For this purpose we choose the forms of the induced particle densities similar to the ones used previously for the calculation of static response properties. These are
$$\rho ^{(1)}(𝐫)=\mathrm{\Delta }_1(r)\rho ^{(0)}(𝐫)\mathrm{cos}\theta $$
(40)
and
$`\rho _2^{(2)}(𝐫)`$ $`=`$ $`\left(\mathrm{\Delta }_2^2(r)+\mathrm{\Delta }_3^2(r)\mathrm{cos}^2\theta \right)\rho ^{(0)}(𝐫)+\lambda _2\rho ^{(0)}(𝐫)`$
$`\rho _0^{(2)}(𝐫)`$ $`=`$ $`\left(\mathrm{\Delta }_2^0(r)+\mathrm{\Delta }_3^0(r)\mathrm{cos}^2\theta \right)\rho ^{(0)}(𝐫)+\lambda _0\rho ^{(0)}(𝐫)`$ (41)
with
$$\mathrm{\Delta }_i(r)=\underset{j}{}a_j^ir^j$$
(42)
where $`\rho ^{(0)}(𝐫)`$ is the ground-state density, $`a_j^i`$ are the variational parameters and $`\lambda `$s are fixed by the normalization condition for $`\rho ^{(2)}`$. To ensure satisfaction of the normalization condition at all times, $`\rho _2^{(2)}`$ and $`\rho _0^{(2)}`$ are each normalized separately. These forms for the induced particle densities are motivated by the exact solutions for the hydrogen atom in a static field and have been shown to lead to accurate static polarizabilities. On the basis of the continuity equation at each order and Eqs.(40)-(42), we choose
$$S^{(1)}(𝐫)=\mathrm{\Delta }_1^s(r)\mathrm{cos}\theta $$
(43)
and
$$S^{(2)}(𝐫)=\left(\mathrm{\Delta }_2^s(r)+\mathrm{\Delta }_3^s(r)\mathrm{cos}^2\theta \right),$$
(44)
where
$$\mathrm{\Delta }_i^s(r)=\underset{j}{}b_j^ir^j$$
(45)
with $`b_j^i`$ being the variational parameters to be determined by minimizing the average energy of respective orders.
Application of hydrodynamical equations also requires approximating the KE and XC energy functionals. Based on our experience with the calculation of static linear and nonlinear polarizabilities we approximate them by their static forms. Thus for the KE, we use the von Weizsacker functional.
$$T_s[\rho ]=\frac{1}{8}\frac{\rho \rho }{\rho }𝑑𝐫$$
(46)
For a discussion on the rationale behind choosing this functional, we refer the reader to the literature . For the exchange energy functional we use the adiabatic local-density approximation (ALDA) given by the Dirac exchange functional
$`E_x[\rho ]`$ $`=`$ $`C_x{\displaystyle \rho ^{\frac{4}{3}}(𝐫)𝑑𝐫}`$
$`C_x`$ $`=`$ $`{\displaystyle \frac{3}{4}}\left({\displaystyle \frac{3}{\pi }}\right)^{\frac{1}{3}}.`$ (47)
The correlation energy functional within the ALDA is represented by the Gunnarsson-Lundquist (GL) parametrization . Thus
$$E_c[\rho ]=ϵ_c(\rho )\rho (𝐫)𝑑𝐫$$
(48)
with
$$ϵ_c(\rho )=0.0333\left[(1+x^3)\mathrm{ln}(1+\frac{1}{x})+\frac{1}{2}xx^2\frac{1}{3}\right]$$
(49)
where
$$x=\frac{r_s}{11.4}$$
(50)
and $`r_s=(\frac{3}{4\pi }\frac{1}{\rho })^{\frac{1}{3}}`$ measures the radius in atomic units of a sphere which encloses one electron.
The theory presented here treats the non-interacting KE exactly for single orbital systems (hydrogen and helium atoms). We have checked this by calculating the linear and nonlinear polarizabilities of H and He atoms. They match well with the corresponding wavefunctional results. The real test of the theory is therefore when it is applied to systems with more than one orbitals. We now present the results of these calculations by first discussing the frequency dependent polarizability numbers for the inert gas atoms of neon and argon. The ground-state electronic densities of these atoms are obtained by employing the van Leeuwen and Baerends (LB) potential. We use this potential as the orbitals generated by it have the correct asymptotic nature so that they lead to accurate values for the static and frequency dependent response properties. Here, instead of using the orbitals, we are using the ground-state densities generated by this potential.
In Figs. 1 and 2 we show the linear polarizabilities $`\frac{\alpha (\omega )}{\alpha (0)}`$ for neon and argon atoms, respectively, as a function of $`\omega `$, obtained by hydrodynamic approach. We compare these results (represented by open squares) with those obtained within the Kohn-Sham formalism shown in the figures by filled squares. As is evident, the frequency dependence matches quite well with the KS approach. This along with the zero frequency results demonstrate that the hydrodynamic theory is capable of giving reasonable estimate of dynamic polarizabilities in the optical range. Notice though that in the present approach the increase of $`\alpha (\omega )`$ with respect to $`\omega `$ is slightly less.
To further quantify our results, we have fitted the frequency dependent polarizabilities with the formulae
$$\alpha (\omega )=\alpha (0)\left(1+C_2\omega ^2\right)$$
(51)
for small frequencies (up to $`\omega =0.05`$ a.u.). In Table I we give the results for $`C_2`$ obtained from both the hydrodynamic and the orbital based calculations . As anticipated from the discussion above, the values of C<sub>2</sub> obtained from hydrodynamic formulation are close to but slightly smaller than their wavefunctional counterparts.
Next, to study the performance of hydrodynamic approach in calculation of nonlinear response properties we calculate the coefficient corresponding to the DFWM phenomenon. These results are presented in Table II for two different frequencies, $`\lambda =10550`$Å ($`\omega 0.0433`$ a.u.) and $`\lambda =6943`$Å ($`\omega 0.0657`$ a.u.). Here also we compare the present results with the corresponding numbers obtained by the TD Kohn-Sham method. From this Table we again observe that the results for DFWM coefficients at both the frequencies are also quite close to, but lower than, the corresponding wavefunctional numbers. Notice that the numbers for hyperpolarizabilities are also underestimated by the hydrodynamic approach and the maximum deviation from the TD Kohn-Sham number is about 10%. However, with the increase in frequency the difference between the hydrodynamical and the wavefunctional results will get larger. Nonetheless, the results obtained are reasonably accurate for frequencies up to $`\omega 0.05`$ a.u.. This is quite encouraging since the experimental measurement of nonlinear coefficients fall within this frequency regime and also the numerical effort required for the hydrodynamical calculation is substantially less in comparison to the wavefunctional approach.
Motivated by these results, in the next section we apply the hyrodynamic approach to calculate frequency dependent response properties and plasmon frequencies of metal clusters. As is well known, orbital based calculation for such systems are computationally demanding because of the large number of orbitals involved as the cluster size grows.
### Response properties of metal clusters
The hydrodynamic approach developed above is particularly useful for systems where an orbital based theory cannot be applied. Clusters are one such class of systems. These are made up of tens to thousands of atoms with properties distinct from the bulk properties of the constituent material. Further, various properties of clusters evolve in a well defined manner as their size grows. This was demonstrated by Knight et al. in their study of alkali metal clusters. Since then metal clusters have been studied quite extensively. One of the simplest model that describes average properties of these systems correctly is the spherical jellium background model (SJBM) . In small size clusters, Kohn-Sham LDA equations can be easily solved within this model. On the other hand, for large clusters one switches over to the density based theories ; the mostly applied one has been the extended Thomas-Fermi (ETF) theory . In this paper also we use the density obtained by the ETF to calculate frequency dependent response properties (both linear and nonlinear) of alkali metal clusters with the number of atoms up to 5000. In the past, dynamic linear polarizabilities of these clusters have been studied using the time-dependent Kohn-Sham theory but because of the difficulties mentioned above, the size up to which one could go has been limited.
In the ETF method the ground-state density is obtained by minimizing the energy functional
$$E[\rho ]=T_s^{ETF}[\rho ]+E_H[\rho ]+E_{xc}^{LDA}[\rho ]+V_I(𝐫)\rho (𝐫)𝑑𝐫+E_I$$
(52)
where $`V_I`$ and $`E_I`$ are the potential and the total electrostatic energy, respectively, of the ionic background. The functional $`T_s^{ETF}`$ is the non-interacting KE functional included up to the fourth-order in density gradients. It is given as
$$T_s^{ETF}[\rho ]=T_s^{(0)}[\rho ]+T_s^{(2)}[\rho ]+T_s^{(4)}[\rho ]$$
(53)
where
$`T_s^{(0)}`$ $`=`$ $`(3\pi ^2)^{2/3}{\displaystyle \rho ^{\frac{5}{3}}𝑑𝐫}`$
$`T_s^{(2)}`$ $`=`$ $`{\displaystyle \frac{1}{72}}{\displaystyle \frac{|\rho |^2}{\rho }𝑑𝐫}`$
$`T_s^{(4)}`$ $`=`$ $`{\displaystyle \frac{1}{540(3\pi ^2)^{\frac{3}{2}}}}{\displaystyle \rho ^{\frac{1}{3}}\left[\left(\frac{^2\rho }{\rho }\right)^2\frac{9}{8}\left(\frac{^2\rho }{\rho }\right)\left(\frac{\rho }{\rho }\right)^2+\frac{1}{3}\left(\frac{\rho }{\rho }\right)^4\right]𝑑𝐫},`$ (54)
E$`{}_{H}{}^{}[\rho ]`$ is the Hartree energy and for E$`{}_{}{}^{LDA}{}_{xc}{}^{}`$ is the LDA XC energy. For this we use the GL parametrization . The energy above is minimized by taking the variational form for the density to be
$$\rho (r)=\rho _0\left[1+exp\left(\frac{rR}{\alpha }\right)\right]^\gamma $$
(55)
where $`R`$, $`\alpha `$ and $`\gamma `$ are the variational parameters and $`\rho _0`$ is fixed by the normalization condition for each set of these parameters. The density so obtained gives results which are quite close to the results of more accurate KS calculations of several properties. We use the ground-state densities obtained by this method as the input for the calculation of response properties. We perform our calculations for sodium clusters with $`r_s=4.0`$, where $`r_s`$ is Wigner-Seitz radius of metal. Before presenting our results we point out that that the KE functional used to obtain the ground-state density and that for calculating the response properties are different. This is because whereas ETF functional is good for the total energies, it does not give the changes in the energies accurately. As mentioned earlier, for this purpose we use the von Weizsacker functional.
First we present the results for static linear polarizabilities. Although polarizability of metal clusters has been investigated extensively in the past , these studies have been restricted to clusters with number of atoms up to 200 because of the use of the orbitals in the calculations. We perform our study for clusters up to 5000 atoms. The variational forms for the induced particle and the current densities are chosen to be similar to those used in the atomic case. In Fig.3 we show plot of static polarizability $`\alpha (0)`$ in the units of $`R_0^3`$ as a function of $`R_0`$ (where $`R_0=r_sN^{\frac{1}{3}}`$, denotes the radius of cluster). It clearly shows that results of our calculation match quite well with the results obtained by Kohn-Sham approach for small (up to 196 atoms) clusters. As the size of cluster grows the polarizability approaches the classical limit of $`R_0^3`$ (that is $`\frac{\alpha (0)}{R_0^3}1`$). This is exhibited rather clearly in Fig.3.
Having obtained the static polarizabilities of alkali metal clusters accurately, we next study the dynamic response properties of metal clusters focussing our attention particularly on the dipole resonance. The classical theory of dynamic polarizability predicts a single dipole resonance at the frequency given by (in a.u.)
$$\omega _{Mie}=\sqrt{\frac{1}{r_s^3}},$$
(56)
which is equal to $`1/\sqrt{3}`$ times the bulk plasma frequency. The TDDFT results for the dipole resonance follow the Mie result only in a qualitative way. The resonance peak corresponding to the photo absorption spectra of these clusters exhaust about 70%-90% of the dipole sum rule and is red-shifted by about 10%-20% from the classical Mie formula .
In our work we estimate these resonance peaks from the frequency dependent polarizabilities by approximately locating the frequency at which $`\alpha (\omega )`$ becomes very large. These results are presented in Table III along with the results obtained by Brack using the RPA sum rules. It is clear from Table III that the dipole resonance frequencies of metal clusters obtained by hydrodynamical approach to TDDFT are quite accurate over the range of clusters studied. Further, the accuracy is better for larger clusters. We also find that with the increase in particle size the dipole resonance frequency approaches the classical Mie resonance frequency, which in the present case of $`r_s=4.0`$ is 0.125 a.u..
Next we discuss the results obtained for the nonlinear polarizabilities of metal clusters by the present approach. To the best of our knowledge hyperpolarizabilities for these systems have not been calculated before the present work. In these calculations we are restricted to clusters with maximum of only 300 atoms due to computational difficulties. Since electrons in metallic cluster are highly delocalized, we expect that the nonlinear response of these system should be quite large and increase rapidly with the size of the clusters. To ascertain how does the static hyperpolarizability $`\gamma (0)`$ scale with the size of clusters, in Fig.4 we plot $`\gamma (0)`$ versus $`\alpha (0)`$ on a log-log scale. The line in this figure represents the best fit to hyperpolarizability versus polarizability numbers obtained by us. It is seen from figure that for the clusters studied by us, the hyperpolarizability is linearly proportional to the linear polarizability. Since $`\alpha (0)`$ scales linearly with N, $`\gamma (0)`$ also varies in the same manner. This is a surprising result since in the atomic case we have seen that $`\gamma (0)`$ increases much more rapidly than $`\alpha (0)`$ does. This could be because the electrons in metal clusters are much more mobile and therefore screen the applied potential very efficiently.
We have also studied the frequency dependent hyperpolarizabilities $`\gamma (\omega ;\omega ,\omega ,\omega )`$ and found it increasing with $`\omega `$. Variation of $`\gamma (\omega ;\omega ,\omega ,\omega )`$ with $`\omega `$ is shown in Fig. 5. It becomes quite large (by an order of magnitude in comparison to the static result) at approximately half the dipolar resonance frequency obtained from $`\alpha (\omega )`$ (Table III). This demonstrates the inherent consistency of the theory.
Our study above has been done for clusters with number of atoms up to 300. However, the trends obtained should continue as the size grows. Slow increase of $`\gamma `$ with N is consistent with the fact that the classically $`\gamma `$ for spherical metal particle is zero. One reason why computation becomes difficult for large clusters, we suspect, is that the variational forms chosen for the second-order particle and current densities may not be appropriate for very large clusters. As such investigations for larger clusters relegated to the future studies.
## Concluding remarks
In this paper we have developed the time-dependent perturbation theory for periodic (in time) hamiltonian in terms of the particle and current densities of electrons. For this we have employed the hydrodynamic equations of TDDFT. Application of the theory developed requires that the energy functional be approximated. We have demonstrated that with the von Weizsacker functional for the KE and the ALDA for the XC energy, the theory leads to reasonably accurate results for dynamic response properties, both linear and nonlinear of atoms. Having established that we have applied the theory to study response properties of metallic clusters with number of atoms up to 5000 within the SJBM. Of particular interest is how the hyperpolarizability varies with the size of these clusters. Although it is zero classically, our study shows that it increases linearly with the number of atoms in the cluster.
Acknowledgement: We thank Prof. M. Brack for sending us his program to calculate ground-state density using the ETF approach.
### Table Captions
Table I $`C_2`$ for inert gas atoms obtained by using hydrodynamical and wavefunctional approaches.
Table II DFWM coefficient $`\gamma (\omega ;\omega ,\omega ,\omega )`$ (in atomic units) for inert gas atoms using hydrodynamic approach.
Table III Estimate of dipole resonance frequencies (in atomic units) of some metal clusters by using hydrodynamic approach.
## Table I
| Atoms | $`C_2`$ | $`C_2`$ |
| --- | --- | --- |
| | (hydrodynamical) | (wavefunctional)<sup>(a)</sup> |
| He | 1.12 | 1.12 |
| Ne | 0.82 | 1.04 |
| Ar | 2.16 | 2.65 |
| Kr | 2.79 | - |
(a) Ref.
## Table II
| Atoms | $`\lambda =6943\AA `$ | | $`\lambda =10550\AA `$ | |
| --- | --- | --- | --- | --- |
| | hydrodynamic | wavefunctional<sup>(a)</sup> | hydrodynamic | wavefunctional<sup>(a)</sup> |
| He | 44.47 | 44.57 | 43.50 | 43.58 |
| Ne | 83.38 | 94.06 | 82.58 | 91.65 |
| Ar | 1095.2 | 1226.1 | 1039.3 | 1154.8 |
| Kr | 2392.7 | - | 2229.5 | - |
| Xe | 5821.1 | - | 5295.3 | - |
(a) Ref.
## Table III
| N | Present | RPA<sup>(a)</sup> |
| --- | --- | --- |
| 8 | 0.100 | 0.113 |
| 100 | 0.105 | 0.1198 |
| 500 | 0.1165 | 0.1219 |
| 1000 | 0.121 | 0.1226 |
| 5000 | 0.1223 | 0.1236 |
(a) Ref.
### Figure Captions
Fig.1 Plot of $`\alpha (\omega )/\alpha (0)`$ as a function of frequency $`\omega `$ for neon. The open and closed squares represent hydrodynamical and wavefunctional results respectively.
Fig.2 Plot of $`\alpha (\omega )/\alpha (0)`$ as a function of frequency $`\omega `$ for argon. The open and closed squares represent hydrodynamical and wavefunctional results respectively.
Fig.3 Static polarizability $`\alpha (0)`$ in the units of $`R_0^3`$ of alkali metal clusters as a function of $`R_0`$. The filled squares represents the results of Kohn-Sham calculations .
Fig.4 Plot of $`\gamma (0)`$ versus $`\alpha (0)`$ of alkali metal clusters.
Fig.5 Plot of $`\gamma (\omega ;\omega ,\omega ,\omega )`$ in the units of $`R_0^3`$ as a function of frequency $`\omega `$ for a metal cluster with 100 atoms. |
warning/0003/hep-ph0003302.html | ar5iv | text | # Deriving effective transport equations for non-Abelian plasmas
## 1 Introduction
Understanding the physics of a quark-gluon plasma at high temperature or density – which is expected to be detected in the up-coming heavy ion experiments at RHIC and LHC – requires reliable theoretical tools to describe transport phenomena in non-Abelian plasmas in- or out-of-equilibrium. Such methods are also of relevance for the physics of the early universe, if the baryon asymmetry could finally be understood within an electroweak framework.
In this talk<sup>b</sup><sup>b</sup>bInvited talk given by DFL at 5th workshop on QCD, Villefranche-sur-Mer, 3-7 Jan 2000. an approach is discussed which allows for a systematic derivation of effective kinetic equations for non-Abelian plasmas.$`^\mathrm{?}`$$`^\text{-}`$$`^\mathrm{?}`$ The interest in developing a formalism based on a classical transport theory for non-Abelian gauge fields $`^\mathrm{?}`$ is that main properties of a hot quantum plasma can already be understood within simple classical terms. Indeed, the soft non-Abelian gauge fields – those having a huge occupation number – can be treated as classical fields, while the hard gauge field modes can be treated as classical particles. This method, based on ‘integrating-out’ fluctuations about some mean fields, has been known since long for Abelian plasmas $`^\mathrm{?}`$, but a consistent extension to the non-Abelian case was longtime missing.
We apply our formalism to a hot plasma close to equilibrium. While the HTL effective theory is recovered in the Vlasov approximation $`^\mathrm{?}`$, the inclusion of leading order corrections due to fluctuations results in Bödeker’s effective theory.$`^\mathrm{?}`$ For a more extensive discussion of this and related effective theories we refer to the discussion in ref. $`^\mathrm{?}`$. Some further approaches to study quark-gluon dynamics are considered in ref. $`^\mathrm{?}`$.
## 2 Microscopic transport equations
The starting point for a classical transport theory is to consider an ensemble of classical point particles carrying a non-Abelian charge $`Q_a`$, where the colour index runs from $`a=1`$ to $`N^21`$ for a SU($`N`$) gauge group. These particles interact self-consistently amongst each others, that is, through the classical gauge fields created by the particles. Their classical equations of motion are known as the Wong equations $`^\mathrm{?}`$,
$$m\frac{d\widehat{x}^\mu }{d\tau }=\widehat{p}^\mu ,m\frac{d\widehat{p}^\mu }{d\tau }=g\widehat{Q}^aF_a^{\mu \nu }\widehat{p}_\nu ,m\frac{d\widehat{Q}^a}{d\tau }=gf^{abc}\widehat{p}^\mu A_\mu ^b\widehat{Q}^c.$$
(1)
Here, $`A_\mu `$ denotes the gauge field, $`F_{\mu \nu }^a=_\mu A_\mu ^a_\nu A_\mu ^a+gf^{abc}A_\mu ^bA_\nu ^c`$ the corresponding field strength and $`\widehat{z}(\widehat{x},\widehat{p},\widehat{Q})(\tau )`$ the world line of a particle. An ensemble of such particles can be described by their one-particle distribution function $`f_i𝑑\tau \delta (z\widehat{z}_i)`$. Making use of (1), its kinetic equation is $`^\mathrm{?}`$
$$p^\mu \left(\frac{}{x^\mu }gf^{abc}A_\mu ^bQ^c\frac{}{Q^a}gQ_aF_{\mu \nu }^a\frac{}{p_\nu }\right)f(x,p,Q)=0.$$
(2)
This Boltzmann equation is collisionless, since $`df/d\tau =0`$ (Liouville’s theorem). However, it contains effectively collisions due to the long range interactions as shall become clear in the sequel. Eq. (2) is completed by the Yang-Mills equation $`D_\mu F^{\mu \nu }=J^\nu `$, with the current $`J[f]`$ obtained self-consistently from the particles. In this classical picture, $`f`$ is a deterministic quantity once all initial conditions have been fixed. This is, however, not possible, and $`f`$ has to be considered as a stochastic (fluctuating) quantity instead.
## 3 Coarse graining
Of particular interest for most physical applications are the macroscopic properties of such a plasma of particles. In this case, a more appropriate quantity to study would be a coarse-grained distribution function $`\overline{f}`$, whose dynamical equation is expected to be of the Boltzmann-Langevin type,
$$p^\mu \left(\overline{D}_\mu gQ_a\overline{F}_{\mu \nu }^a_p^\nu \right)\overline{f}=C[\overline{f}]+\zeta .$$
(3)
(We introduced the shorthands $`D_\mu [A]f[_\mu gf^{abc}Q_cA_{\mu ,b}_a^Q]f`$, $`_\mu /x^\mu `$, $`_\mu ^p/p^\mu `$ and $`_a^Q/Q^a`$). A coarse-grained distribution function obtains from the microscopic one after a suitable smearing-out over some characteristic volume, which, when applied to (2), results in a collision integral $`C[f]`$ and a related source for stochastic noise $`\zeta `$. Physically speaking, these terms are expected because the coarse-graining integrates-out the modes within a coarse-graining volume. The interactions of such modes can result into additional effective interactions for the remaining long range modes. Also, the stochastic fluctuations of $`f`$ are smeared-out, resulting in a noise term $`\zeta `$.
## 4 Effective transport equations
An effective kinetic equation, like (3), can be derived systematically within classical transport theory, starting with (2). To that end, we perform an ensemble average in phase space which allows to split $`f`$ and the gauge fields into their mean field part and a fluctuating part
$`f(x,p,Q)`$ $`=`$ $`\overline{f}(x,p,Q)+\delta f(x,p,Q),`$ (4)
$`A^\mu (x)`$ $`=`$ $`\overline{A}^\mu (x)+a^\mu (x),`$ (5)
where $`\overline{f}=f`$ and $`\overline{A}=A`$. The mean value of the statistical fluctuations vanish by definition, $`\delta f=0`$ and $`a=0`$. This separation into mean fields and statistical, random fluctuations corresponds effectively to a split into long/short wavelength modes associated to the mean fields/fluctuations. Performing the ensemble average of (2) and the Yang-Mills equations gives $`^{\mathrm{?},\mathrm{?}}`$
$`p^\mu \left(\overline{D}_\mu gQ_a\overline{F}_{\mu \nu }^a_p^\nu \right)f`$ $`=`$ $`\eta +\xi .`$ (6)
$`\overline{D}_\mu \overline{F}^{\mu \nu }+J_{\text{fluc}}^\nu `$ $`=`$ $`\overline{J}^\nu .`$ (7)
In (6) and (7), we collected all terms quadratic or cubic in the fluctuations into
$`\eta `$ $``$ $`gQ_ap^\mu \left[(\overline{D}_\mu a_\nu \overline{D}_\nu a_\mu )^a+gf^{abc}a_\mu ^ba_\nu ^c\right]_p^\nu \delta f(x,p,Q),`$ (8)
$`\xi `$ $``$ $`gp^\mu f^{abc}Q^c\left[_a^Qa_\mu ^b\delta f(x,p,Q)+ga_\mu ^aa_\nu ^b_p^\nu \overline{f}(x,p,Q)\right],`$ (9)
$`J_{\text{fluc}}^{a,\nu }`$ $``$ $`g\left[f^{dbc}\overline{D}_{ad}^\mu a_{b,\mu }a_c^\nu +f^{abc}a_{b,\mu }\left((\overline{D}^\mu a^\nu \overline{D}^\nu a^\mu )_c+gf^{cde}a_d^\mu a_e^\nu \right)\right].`$ (10)
In addition, we need the dynamical equations for the fluctuations. They are derived from subtracting (2) from (6) as
$`p^\mu \left(\overline{D}_\mu gQ_a\overline{F}_{\mu \nu }^a_p^\nu \right)\delta f`$ $`=`$ $`gQ_a(\overline{D}_\mu a_\nu \overline{D}_\nu a_\mu )^ap^\mu _\nu ^p\overline{f}`$ (11)
$`+gp^\mu a_{b,\mu }f^{abc}Q_c_a^Q\overline{f}+\eta +\xi \eta +\xi `$
$`\left(\overline{D}^2a^\mu \overline{D}^\mu (\overline{D}_\nu a^\nu )\right)^a`$ $`+`$ $`2gf^{abc}\overline{F}_b^{\mu \nu }a_{c,\nu }+J_{\text{fluc}}^{a,\mu }J_{\text{fluc}}^{a,\mu }=\delta J^{a,\mu }.`$ (12)
Eqs. (11) and (12) are the master equations for all higher order correlation functions of fluctuations. (This hierarchy of dynamical equations is similar to the BBGKY hierarchy.) All the equal-time correlators of $`\delta f`$ can be derived from the basic definition of the Gibbs ensemble average in phase space.$`^\mathrm{?}`$ The most important correlator is the quadratic one $`\delta f\delta f_{t=t^{}}`$ which can be expressed in terms of $`\overline{f}`$ and a two particle correlation function.$`^{\mathrm{?},\mathrm{?}}`$
Some few comments. ($`i`$) The set of dynamical eqs. (6) - (12) is equivalent to the original set of microscopic equations. It is exact in that no approximations have been performed so far, and can be applied to both in- or out-of-equilibrium situations. ($`ii`$) The original equations as well as their split into mean gauge fields and fluctuations have been shown to be consistent with the non-Abelian mean field gauge symmetry.$`^{\mathrm{?},\mathrm{?}}`$ ($`iii`$) In order to obtain effective equations for the mean fields only, one has to integrate-out the fluctuations. This amount to solving explicitly the dynamical equations of $`\delta f`$ and the gauge field fluctuations for given initial conditions and to express the correlator terms explicitly as functions of the mean quantities, making use of the basic equal-time correlators. In this light, our procedure can be seen as a derivation of collision integrals. ($`iv`$) The dynamical equations for the fluctuations are non-linear as they involve fluctuations up to cubic order. Solving them will require some approximations. For small gauge coupling an expansion in powers of $`g`$ can be performed. If the fluctuations remain small within a coarse-graining volume, the second moment approximation can be used, which amount ultimately to a linearisation of the dynamics of the fluctuations.$`^\mathrm{?}`$ These types of approximations are systematic and consistent with the non-Abelian gauge symmetry of the mean fields. ($`v`$) In the Abelian limit $`\xi `$ vanishes identically, while $`\eta `$ reduces to the well-known Balescu-Lennard collision integral.$`^\mathrm{?}`$ ($`vi`$) In the limit where fluctuations are fully neglected, the set of equations are known as the (non-Abelian) Vlasov equations.$`^{\mathrm{?},\mathrm{?}}`$
## 5 The hot non-Abelian plasma close to equilibrium
We now turn to the specific example of a hot thermal plasma close to equilibrium. ‘Hot’ implies that particle masses can be neglected to leading order $`m(T)T`$, and that the gauge coupling, as a function of temperature, is very small $`g(T)1`$. The non-Abelian plasma is characterised by two dimensionless parameters, the gauge coupling $`g`$ and the plasma parameter $`ϵ`$, which obtains as the ratio of the volume per particle over a Debye volume. The Debye (or screening) length describes the polarisation of the plasma. A small plasma parameter is mandatory for a kinetic description to be viable. Physically, this means that a large number of particles interact coherently within a Debye volume (quasi-particle behaviour). For a classical plasma, $`ϵ`$ is an independent parameter related to the mean particle number and the gauge coupling.$`^\mathrm{?}`$ For a quantum plasma, the mean particle number can not be fixed arbitrarily, and $`ϵ`$ scales as $`ϵg^31`$. This explains why a kinetic description, for quantum plasmas, is intimately linked to the weak coupling limit.
To simplify our analysis we shall perform some approximations, all of which can be understood as a systematic expansion in $`g`$. After ensemble averaging, the distribution function $`f`$ is effectively coarse-grained over a Debye volume. Fluctuations of $`\overline{f}`$ within a Debye volume are parametrically suppressed by powers of $`g`$. We expand $`f`$ about the equilibrium distribution function $`\overline{f}^{\mathrm{eq}}`$ to leading order in $`g`$ as
$$f=\overline{f}^{\mathrm{eq}}+g\overline{f}^{(1)}+\delta f.$$
(13)
Solving (6) using (13) for $`\delta f=0`$ reproduces the HTL effective theory.$`^\mathrm{?}`$ Two further approximations are employed beyond the HTL level, when $`\delta f0`$. We shall discard cubic correlator terms in (6), which are additionally suppressed by a power in $`g`$, in favour of quadratic ones. This corresponds to neglecting three-particle collisions in favour of binary ones. We also employ the second moment approximation – setting $`\eta =\eta `$ and $`\xi =\xi `$ in (11) – which means that the effects of collisions are neglected for the dynamics of the fluctuations. All these approximations can be systematically improved to higher order.
Let us consider colour excitations, described by the colour current density
$$𝒥_a^\mu (x,𝐯)=gv^\mu 𝑑Q𝑑p_0d|𝐩|𝐩^2\mathrm{\Theta }(p_0)\delta (p^2)Q_af(x,p,Q),$$
(14)
and $`v^\mu p^\mu /p_0=(1,𝐯),𝐯^2=1`$. The current $`J`$ is obtained after an angle average over the directions of $`𝐯`$ as $`J(x)=\frac{d\mathrm{\Omega }_𝐯}{4\pi }𝒥(x,𝐯)`$. The colour measure $`dQ`$ is normalised $`𝑑Q=1`$ and contains the Casimir constraints of the gauge group, such as $`𝑑QQ_aQ_b=C_2\delta _{ab}`$ with $`C_2`$ the quadratic group Casimir (for more details, see ref. $`^{\mathrm{?},\mathrm{?}}`$). The approximate dynamical equations for the fluctuations become
$`\left(v^\mu \overline{D}_\mu \delta 𝒥^\rho \right)_a=m_D^2v^\rho v^\mu \left(\overline{D}_\mu a_0\overline{D}_0a_\mu \right)_agf_{abc}v^\mu a_\mu ^b\overline{𝒥}^{c,\rho },`$ (15)
$`\left(\overline{D}^2a^\mu \overline{D}^\mu (\overline{D}a)\right)_a+2gf_{abc}\overline{F}_b^{\mu \nu }a_{c,\nu }=\delta J_a^\mu ,`$ (16)
where the Debye mass $`m_D`$ obtains from the equilibrium distribution function and the group representation of the particles. Solving for the fluctuations in the present approximations yields a closed expression for $`\delta 𝒥`$, and an iterative expansion in powers of the background fields for $`a`$.$`^{\mathrm{?},\mathrm{?}}`$ The seeked-for dynamical equation for the mean quasi-particle colour excitations is
$`v^\mu \overline{D}_\mu \overline{𝒥}^0+m_D^2v^\mu \overline{F}_{\mu 0}`$ $`=`$ $`C_{\mathrm{lin}}[\overline{𝒥}^0]+\zeta (x,𝐯),`$ (17)
where the linearised collision integral $`C_{\mathrm{lin}}`$ can now be evaluated explicitly, using the expressions for $`a`$ and $`\delta 𝒥`$. The Yang-Mills equation remains unchanged at this order. For the collision integral, one finally obtains to linear order in the mean current, and to leading logarithmic order (LLO) in $`(\mathrm{ln}1/g)^11`$
$`C_{\mathrm{lin}}[\overline{𝒥}_a^0](x,𝐯)`$ $`=`$ $`gf_{abc}a_\mu ^b(x)\delta 𝒥^{c,\mu }(x,𝐯)|_{\overline{A}=0,\mathrm{linear}\mathrm{in}\overline{J},\mathrm{LLO}}`$ (18)
$`=`$ $`\gamma {\displaystyle \frac{d\mathrm{\Omega }^{}}{4\pi }I(𝐯,𝐯^{})\overline{𝒥}_a^0(x,𝐯^{})}`$
with the kernel $`I(𝐯,𝐯^{})=\delta ^2(𝐯𝐯^{})\frac{4}{\pi }(𝐯.𝐯^{})^2/\sqrt{1(𝐯.𝐯^{})^2}`$. Notice that the collision integral is local in coordinate space, but non-local in the angle variables. The rate $`\gamma =\frac{g^2T}{4\pi }\mathrm{ln}1/g`$ is (twice) the hard gluon damping rate. In obtaining (18), we introduced an infra-red cut-off $`gm_D`$ for the elsewise unscreened magnetic sector. This result has been first obtained by Bödeker in ref. $`^\mathrm{?}`$. In addition, the source for stochastic noise $`\zeta `$ in (15) can be identified as
$`\zeta _a(x,𝐯)`$ $`=`$ $`gf_{abc}a_\mu ^b(x)\delta 𝒥^{c,\mu }(x,𝐯)|_{\overline{A}=0,\overline{J}=0}`$ (19)
$`\zeta ^a(x,𝐯)\zeta ^b(y,𝐯^{})`$ $`=`$ $`2\gamma m_D^2TI(𝐯,𝐯^{})\delta ^{ab}\delta (xy),`$ (20)
and the self-correlator (20) has been evaluated from (19) to LLO. Notice that its strength is determined by the kernel of the dissipative process. Next, we show the close relationship to the fluctuation-dissipation theorem (FDT).
## 6 Fluctuation-dissipation theorem
It is well-known that dissipation in a (quasi-stationary) plasma is intimately linked to the fluctuations, a link which is given by the FDT. For the coarse-grained kinetic equation (3) one may ask how the spectral functions of $`\zeta `$ and $`f`$ have to be related to $`C[f]`$ in order to satisfy the FDT. This question has been considered in ref. $`^\mathrm{?}`$. Within classical transport theory, the FDT is implemented in a straightforward way.$`^\mathrm{?}`$ The pivotal element is the kinetic entropy $`S[f]`$. We consider small deviations of $`f`$ from the equilibrium, $`f=f^{\mathrm{eq}}+\mathrm{\Delta }f`$. The entropy, stationary at equilibrium, is expanded to quadratic order in $`\mathrm{\Delta }f`$, $`S=S_{\mathrm{eq}}+\mathrm{\Delta }S`$. We define the thermodynamical force as $`F(z)=\delta (\mathrm{\Delta }S)/\delta (\mathrm{\Delta }f(z))`$, where $`z(x,𝐩,Q)`$. Given $`C[f](z)`$, it can be shown $`^{\mathrm{?},\mathrm{?}}`$ that
$$\zeta (z)\zeta (z^{})=\left(\frac{\delta C(z)}{\delta F(z^{})}+\frac{\delta C(z^{})}{\delta F(z)}\right)$$
(21)
is the noise self-correlator for $`\zeta `$ compatible with the FDT. For the particular example studied above, (20) follows from inserting (18) into (21). This proves that Bödeker’s effective theory is compatible with the FDT. Furthermore, the correlator $`\mathrm{\Delta }f\mathrm{\Delta }f|_{t=t^{}}`$ can be derived along the same lines and agrees, to leading order, with $`\delta f\delta f|_{t=t^{}}`$ from the Gibbs ensemble average. This guarantees that our formalism is consistent with FDT.
## 7 Discussion
We have presented a systematic approach to derive effective transport equations for non-Abelian plasmas. The procedure amounts to the ‘integrating-out’ of fluctuations about some mean fields. Most importantly, the formalism is applicable for both in- and out-of-equilibrium situations, simply because the main statistical information as encoded in the equal-time correlators of fluctuations does not depend on the mean distribution function being thermal, or not. At the same time, the formalism – and certain approximations to it – respects the underlying non-Abelian mean field symmetry, which is at the basis for any reliable computation.
For the close-to-equilibrium plasma, we have shown how Bödekers effective theory emerges to leading logarithmic accuracy. The collision integral as well as the necessary noise source have been derived explicitely from the microscopic theory. In addition, it is established on general grounds that the formalism (and hence Bödeker’s effective theory) is consistent with the fluctuation-dissipation theorem.
As a final comment we point out that the effective theory is the same for a classical or a semi-classical/quantum plasma, differing only in the equilibrium distribution function (Maxwell-Boltzmann vs. Bose-Einstein or Fermi-Dirac), and hence in the corresponding value for the Debye mass. The sole ‘quantum’ effect which entered our computation resides in the non-classical statistics of the particles, which is all that is needed to correctly describe a hot quantum non-Abelian plasma close to equilibrium at the present order of accuracy.
## References |
warning/0003/hep-ph0003245.html | ar5iv | text | # 1 Introduction
## 1 Introduction
Diffractive photo- and electroroduction of vector mesons
$$\gamma ^{}pVp,(V=\rho ^0,\mathrm{\Phi }^0,\omega ^0,J/\mathrm{\Psi },\mathrm{{\rm Y}}\mathrm{})$$
(1)
is presently intensively studied at HERA and represent a good cross check to test the ideas implemented into various theoretical models within the framework of the perturbative QCD (pQCD). Morevever, the high statistics data at HERA during a several last years allows also to study diffractive electroproduction of radially excited $`V^{}(2S)`$ vector mesons, which are known to have a node (the node effect ) in the radial wave function leading to pecularities in investigation of various aspects of their diffractive production. In this paper we demonstrate further salient features of the node effect in conjunction with the gBFKL phenomenology of the diffraction slope leading to an anomalous energy and $`Q^2`$ dependence of the diffraction cone.
The details of the gBFKL phenomenology of diffractive electroproduction of vector mesons has been presented in the paper and will not be repeated here. The same concerns to the color dipole phenomenology of the diffraction slope for photo- and electroproduction of heavy vector mesons developed in the paper . We start with the principal result coming from the analysis of the diffractive production of light and heavy vector mesons at $`t=0`$ within the gBFKL phenomenology and leading to the conclusion that the $`1S`$ vector meson production amplitude probes the color dipole cross section (and the dipole diffraction slope as well) at the dipole size $`rr_S`$ (scanning phenomenon ), where the scanning radius can be expressed through the scale parameter $`A`$, photon virtuality $`Q^2`$ and vector meson mass $`m_V`$ :
$$r_S\frac{A}{\sqrt{m_V^2+Q^2}}.$$
(2)
Scanning phenomenon allows to study the transition between the perturbative (hard) and nonperturbative (soft) regimes. Changing $`Q^2`$ and the mass of the produced vector meson, one can probe the dipole cross section $`\sigma (\xi ,r)`$, and the dipole diffraction slope $`B(\xi ,r)`$ in a very broad range of the dipole sizes, $`r`$.
Radially excited $`V^{}(2S)`$ vector mesons can extend an additional information on the dipole cross section and dipole diffraction slope. The presence of the node in the $`2S`$ radial wave function leads to the node effect (a strong cancellation of the dipole size contributions to the production amplitude from the region above and below the node position, $`r_n`$, in the $`2S`$ radial wave function ). For this reason, the amplitudes for the electroproduction of the $`1S`$ and $`2S`$ vector mesons probe $`\sigma (\xi ,r)`$ and $`B(\xi ,r)`$ in a different way. The onset of the node effect depends on vector meson mass. The node effect has been found to be a strong in electroproduction of radially excited light vector mesons ($`\rho ^0`$, $`\mathrm{\Phi }^0`$, $`\omega ^0`$) leading to an anomalous $`Q^2`$ and energy dependence of the production cross section. However, node effect is much weaker for the electroproduction of $`2S`$ heavy vector mesons ($`J/\mathrm{\Psi }`$, $`\mathrm{{\rm Y}}`$, …) For production of charmonia it leads to a slightly different $`Q^2`$ and energy dependence of the production cross section for $`\mathrm{\Psi }^{}`$ vs. $`J/\mathrm{\Psi }`$ and to a counterintuitive inequality $`B(\mathrm{\Psi }^{})<B(J/\mathrm{\Psi })`$ .
For $`\mathrm{{\rm Y}}^{}`$ production, the node effect is negligible small and gives approximately the same $`Q^2`$ and energy behaviour of the production cross section and practically the same diffraction slope at $`t=0`$ for $`\mathrm{{\rm Y}}`$ and $`\mathrm{{\rm Y}}^{}`$ production . Therefore, it is very important to explore farther the salient features of the node effect with conjunction with the emerging gBFKL phenomenology of the diffraction slope especially in production of $`V^{}(2S)`$ light vector mesons where the node effect is expected to be very strong.
Two main reasons affect the cancellation pattern in the diffraction slope for $`2S`$ state. The first reason is connected with the $`Q^2`$ behaviour of the scanning radius $`r_S`$ (see (2)); for the electroproduction of $`V^{}(2S)`$ light vector mesons at moderate $`Q^2`$ when the scanning radius $`r_S`$ is close to $`r_n`$, due to $`r^2`$ behaviour of $`B(\xi ,r)`$ even a slight variation of $`r_S`$ with $`Q^2`$ strongly changes the cancellation pattern and leads to an anomalous $`Q^2`$ dependence of the forward diffraction slope, $`B(t=0)`$ . The second reason is due to different energy dependence of $`\sigma (\xi ,r)`$ at different dipole sizes $`r`$ coming from the gBFKL dynamics leading also to an anomalous energy dependence of $`B(t=0)`$ for the $`V^{}(2S)`$ production.
The effects mentioned above are sensitive to the form of the dipole cross section and the dipole diffraction slope. In Ref. () we presented the first direct determination of the color dipole cross section (color dipole diffraction slope) from the data on the photo- and electroproduction of $`V(1S)`$ vector mesons. So extracted dipole cross section (dipole diffraction slope) is in a good agreement with the dipole cross section (dipole diffraction slope) obtained from gBFKL analysis (). This fact confirms a very reasonable choice of the nonperturbative component of the dipole cross section (dipole diffraction slope) corresponding to a soft nonperturbative mechanism contribution to the scattering amplitude.
Due to a large value of the scale parameter in (2), the large-distance contributions to the production amplitude from the semiperturbative and nonperturbative region of color dipoles $`r\text{ }>R_c`$ becomes substantial ($`R_c0.27fm`$ is gluon correlation radius introduced in ) . Only the virtual $`\rho ^0`$ and $`\varphi ^0`$ photoproduction at $`Q^2\text{ }>100`$ GeV<sup>2</sup> can be treated as a purely perturbative process, when the production amplitude is dominantly contributed from the perturbative region, $`r\text{ }<R_c`$.
In the present paper we concentrate on the production of $`V^{}(2S)`$ radially excited light vector mesons, where the node in the radial wave function in conjunction with the subasymptotic energy dependence of $`B(\xi ,r)`$ leads to a strikingly different $`Q^2`$ and energy dependence of the diffraction slope for the production of $`V^{}(2S)`$ vs. $`V(1S)`$ vector mesons. We also study how the position of the node in the radial wave function for $`V^{}(2S)`$ vector mesons can be extracted from the data. We present an exact prescription how the experimental measurement of the $`Q^2`$ and energy dependence of the diffraction slope for $`V^{}(2S)`$ production could distinguish between the undercompensation and overcompensation scenarios of the $`2S`$ production amplitude (see Section 4). The explicit form of that $`Q^2`$\- and energy behaviour of the diffraction slope is connected with the position of the node in radial wave function for $`V^{}(2S)`$ vector mesons. This paper is organized as follows. In section 2 we present a very short review of the the color dipole phenomenology of the diffractive photo- and electroproduction of vector mesons including some needful results from the gBFKL phenomenology of the diffraction slope. Section 3 contains the model predictions for $`Q^2`$ and energy dependence of the forward diffraction slope for the $`\rho ^0`$ and $`\varphi ^0`$ real and virtual electroproduction. We predict a substantial growth of the diffraction slope with energy in a good agreement with the low energy data and the data from the HERA collider experiments. The subject of section 4 concerns to the anomalous $`Q^2`$ and energy dependence of diffraction slope for electroproduction of $`2S`$ radially excited light vector mesons. The summary and conclusions are presented in section 5.
## 2 Basic formulas from the color dipole phenomenology of vector meson production and the diffraction slope
In the mixed $`(𝐫,z)`$ representation, the high energy meson is considered as a system of color dipole described by the distribution of the transverse separation $`𝐫`$ of the quark and antiquark given by the $`q\overline{q}`$ wave function, $`\mathrm{\Psi }(𝐫,z)`$, where $`z`$ is the fraction of meson’s lightcone momentum carried by a quark. The Fock state expansion for the relativistic meson starts with the $`q\overline{q}`$ state and the higher Fock states $`q\overline{q}g\mathrm{}`$ become very important at high energy $`\nu `$. The interaction of the relativistic color dipole of the dipole moment, $`𝐫`$, with the target nucleon is quantified by the energy dependent color dipole cross section, $`\sigma (\xi ,r)`$, satisfying the gBFKL equation for the energy evolution. This reflects the fact that in the leading-log $`\frac{1}{x}`$ approximation the effect of higher Fock states can be reabsorbed into the energy dependence of $`\sigma (\xi ,r)`$. The dipole cross section is flavor independent and represents the universal function of $`r`$ which describes various diffractive processes in unified form. At high energy, when the transverse separation, $`𝐫`$, of the quark and antiquark is frozen during the interaction process, the scattering matrix describing the $`q\overline{q}`$-nucleon interaction becomes diagonal in the mixed $`(𝐫,z)`$-representation ($`z`$ is known also as the Sudakov light cone variable). This diagonalization property is held even when the dipole size, $`𝐫`$, is large, i.e. beyond the perturbative region of short distances.
Following an advantage of the $`(𝐫,z)`$-diagonalization of the $`q\overline{q}N`$ scattering matrix, the imaginary part of the production amplitude for the real (virtual) photoproduction of vector mesons with the momentum transfer $`𝐪`$ can be represented in the factorized form
$$\mathrm{Im}(\gamma ^{}V,\xi ,Q^2,𝐪)=V|\sigma (\xi ,r,z,𝐪)|\gamma ^{}=\underset{0}{\overset{1}{}}𝑑zd^2𝐫\sigma (\xi ,r,z,𝐪)\mathrm{\Psi }_V^{}(𝐫,z)\mathrm{\Psi }_\gamma ^{}(𝐫,z)$$
(3)
whose normalization is $`d\sigma /dt|_{t=0}=||^2/16\pi .`$ In Eq. (3), $`\mathrm{\Psi }_\gamma ^{}(𝐫,z)`$ and $`\mathrm{\Psi }_V(𝐫,z)`$ represent the probability amplitudes to find the color dipole of size, $`r`$, in the photon and quarkonium (vector meson), respectively. The color dipole distribution in (virtual) photons was derived in . $`\sigma (\xi ,r,z,𝐪)`$ is the dipole scattering matrix for $`q\overline{q}N`$ interaction. and represents the above mentioned color dipole cross section for $`𝐪=0`$. At small $`𝐪`$ considered in this paper, one can safely neglect the $`z`$-dependence of $`\sigma (\xi ,r,z,𝐪)`$ for light and heavy vector meson production and set $`z=\frac{1}{2}`$. This follows partially from the analysis within double gluon exchange approximation leading to a slow $`z`$ dependence of the dipole cross section.
The energy dependence of the dipole cross section is quantified in terms of the dimensionless rapidity, $`\xi =\mathrm{log}\frac{1}{x_{eff}}`$, where $`x_{eff}`$ is the effective value of the Bjorken variable
$$x_{eff}=\frac{Q^2+m_V^2}{Q^2+W^2}\frac{m_V^2+Q^2}{2\nu m_p},$$
(4)
where $`m_p`$ is the proton mass. Hereafter, we will write the energy dependence of the dipole cross section in both variables, either in $`\xi `$ or in $`x_{eff}`$.
The production amplitudes for the transversely (T) and the longitudinally (L) polarized vector mesons with the momentum transfer, $`𝐪`$, can be written in more explicit form
$`\mathrm{Im}_T(x_{eff},Q^2,𝐪)={\displaystyle \frac{N_cC_V\sqrt{4\pi \alpha _{em}}}{(2\pi )^2}}`$
$`{\displaystyle }d^2𝐫\sigma (x_{eff},r,𝐪){\displaystyle _0^1}{\displaystyle \frac{dz}{z(1z)}}\{m_q^2K_0(\epsilon r)\varphi (r,z)[z^2+(1z)^2]\epsilon K_1(\epsilon r)_r\varphi (r,z)\}`$
$`={\displaystyle \frac{1}{(m_V^2+Q^2)^2}}{\displaystyle \frac{dr^2}{r^2}\frac{\sigma (x_{eff},r,𝐪)}{r^2}W_T(Q^2,r^2)}`$ (5)
$`\mathrm{Im}_L(x_{eff},Q^2,𝐪)={\displaystyle \frac{N_cC_V\sqrt{4\pi \alpha _{em}}}{(2\pi )^2}}{\displaystyle \frac{2\sqrt{Q^2}}{m_V}}`$
$`{\displaystyle }d^2𝐫\sigma (x_{eff},r,𝐪){\displaystyle _0^1}dz\{[m_q^2+z(1z)m_V^2]K_0(\epsilon r)\varphi (r,z)\epsilon K_1(\epsilon r)_r\varphi (r,z)\}`$
$`={\displaystyle \frac{1}{(m_V^2+Q^2)^2}}{\displaystyle \frac{2\sqrt{Q^2}}{m_V}}{\displaystyle \frac{dr^2}{r^2}\frac{\sigma (x_{eff},r,𝐪)}{r^2}W_L(Q^2,r^2)}`$ (6)
where
$$\epsilon ^2=m_q^2+z(1z)Q^2,$$
(7)
$`\alpha _{em}`$ is the fine structure constant, $`N_c=3`$ is the number of colors, $`C_V=\frac{1}{\sqrt{2}},\frac{1}{3\sqrt{2}},\frac{1}{3},\frac{2}{3},\frac{1}{3}`$ for $`\rho ^0,\omega ^0,\varphi ^0,J/\mathrm{\Psi },\mathrm{{\rm Y}}`$ production, respectively and $`K_{0,1}(x)`$ are the modified Bessel functions. The detailed discussion and parameterization of the lightcone radial wave function $`\varphi (r,z)`$ of the $`q\overline{q}`$ Fock state of the vector meson is given in .
The terms $`ϵK_1(ϵr)_r\varphi (𝐫,z)`$ for $`T`$ polarization and $`K_0(ϵr)_r^2\mathrm{\Phi }(𝐫,z)`$ for $`L`$ polarization in the integrands of (5) and (6) represent the relativistic corrections which become important at large $`Q^2`$ and for the production of light vector mesons. For the production of heavy quarkonia, the nonrelativistic approximation can be used with a rather high accuracy .
The weight functions, $`W_T(Q^2,r^2)`$ and $`W_L(Q^2,r^2)`$, introduced in (5) and (6) have a smooth $`Q^2`$ behaviour and are very convenient for the analysis of the scanning phenomenon. They are sharply peaked at $`rA_{T,L}/\sqrt{Q^2+m_V^2}`$. At small $`Q^2`$ the values of the scale parameter $`A_{T,L}`$ are close to $`A6`$, which follows from $`r_S=3/\epsilon `$ with the nonrelativistic choice $`z=\frac{1}{2}`$. In general, $`A_{T,L}6`$ and increases slowly with $`Q^2`$ . For heavy vector meson production, the scale parameters $`A_{T,L}6`$ for $`\mathrm{{\rm Y}}`$ at $`Q^2100`$ GeV<sup>2</sup> and $`A_{T,L}6`$ at $`Q^2=0`$ and $`A_{T,L}7`$ at $`Q^2=100`$GeV<sup>2</sup> for $`J/\mathrm{\Psi }`$. For this reason, the heavy vector mesons can be treated nonrelativistically, except for small relativistic corrections for the electroproduction of charmonia at very large $`Q^2100`$ GeV<sup>2</sup>. Not so for the light vector mesons where the relativistic corrections play an important role especially at large $`Q^2m_V^2`$, and lead to $`Q^2`$ dependence of $`A_{L,T}`$ coming from the large-size asymmetric $`q\overline{q}`$ configurations: $`A_L(\rho ^0;Q^2=0)6.5,A_L(\rho ^0;Q^2=100\mathrm{GeV}^2)10,A_T(\rho ^0;Q^2=0)7,A_T(\rho ^0,Q^2=100\mathrm{GeV}^2)12`$ . Due to an extra factor $`z(1z)`$ in the integrand of (6) in comparison with (5), the contribution from asymmetric $`q\overline{q}`$ configurations to the longitudinal meson production is considerably smaller.
The integrands in Eqs. (5) and (6) contain the dipole cross section, $`\sigma (\xi ,r,𝐪)`$. As was mentioned, due to a very slow onset of the pure perturbative region (see Eq. (2)), one can easily anticipate a contribution to the production amplitude coming from the semiperturbative and nonperturbative $`r\text{ }>R_c`$. Following the simplest assumption about an additive property of the perturbative and nonperturbative mechanism of interaction, we can represent the contribution of the bare pomeron exchange to $`\sigma (\xi ,r,𝐪)`$ as a sum of the perturbative and nonperturbative component
$$\sigma (\xi ,r,𝐪)=\sigma _{pt}(\xi ,r,𝐪)+\sigma _{npt}(\xi ,r,𝐪),$$
(8)
with the parameterization of both components at small $`𝐪`$
$$\sigma _{pt,npt}(\xi ,r,𝐪)=\sigma _{pt,npt}(\xi ,r,𝐪=0)\mathrm{exp}\left(\frac{1}{2}B_{pt,npt}(\xi ,r)𝐪^\mathrm{𝟐}\right).$$
(9)
Here $`\sigma _{pt,npt}(\xi ,r,𝐪=0)=\sigma _{pt,npt}(\xi ,r)`$ represent the contribution of the perturbative and nonperturbative mechanisms to the $`q\overline{q}`$-nucleon interaction cross section, respectively, $`B_{pt,npt}(\xi ,r)`$ are the corresponding diffraction slopes.
A small real part of production amplitudes can be taken in the form
$$\mathrm{Re}(\xi ,r)=\frac{\pi }{2}\frac{}{\xi }\mathrm{Im}(\xi ,r).$$
(10)
and can be easily included in the production amplitudes (5),(6) using substitution
$$\sigma (x_{eff},r,𝐪)\left(1i\frac{\pi }{2}\frac{}{logx_{eff}}\right)\sigma (x_{eff},r)=\left[1i\alpha _V(x_{eff},r)\right]\sigma (x_{eff},r,𝐪)$$
(11)
The formalism for calculation of $`\sigma _{pt}(\xi ,r)`$ in the leading-log $`s`$ approximation was developed in . The nonperturbative contribution, $`\sigma _{npt}(\xi ,r)`$, to the dipole cross section was used in Refs. where we assume that this soft nonperturbative component of the pomeron is a simple Regge pole with the intercept, $`\mathrm{\Delta }_{npt}=0`$. The particular form together with assumption of the energy independent $`\sigma _{npt}(\xi =\xi _0,r)=\sigma _{npt}(r)`$ ($`\xi _0`$ corresponds to boundary condition for the gBFKL evolution, $`\xi _0=\mathrm{log}1/x_0`$, $`x_0=0.03`$) allows one to successfully describe the proton structure function at very small $`Q^2`$, the real photoabsorption and diffractive real and virtual photoproduction of light and heavy vector mesons. A larger contribution of the nonperturbative pomeron exchange to $`\sigma _{tot}(\gamma p)`$ vs. $`\sigma _{tot}(\gamma ^{}p)`$ can, for example, explain a much slower rise with energy of the real photoabsorption cross section, $`\sigma _{tot}(\gamma p)`$, in comparison with $`F_2(x,Q^2)\sigma _{tot}(\gamma ^{}p)`$ observed at HERA . Besides, the reasonable form of this soft cross section, $`\sigma _{npt}(r)`$, was confirmed in the process of the first determination of the dipole cross section from the experimental data on vector meson electroproduction . The so extracted dipole cross section is in a good agreement with the dipole cross section obtained from the gBFKL dynamics . Thus, this nonperturbative component of the pomeron exchange plays a dominant role at low NMC energies in the production of the light vector mesons, where the scanning radius, $`r_S`$ (2), is large. However, the perturbative component of the pomeron become more important with the rise of energy also in the nonperturbative region of the dipole sizes.
Now we present the basic aspects of the diffraction slope coming from the gBFKL phenomenology . As the result of the generalization of the factorization formula (3) to the diffraction slope of the reaction $`\gamma ^{}pVp`$ one can write
$$B(\gamma ^{}V,\xi ,Q^2)\mathrm{Im}(\gamma ^{}V,\xi ,Q^2,\stackrel{}{q}=0)=\underset{0}{\overset{1}{}}𝑑zd^2\stackrel{}{r}\lambda (\xi ,r)\mathrm{\Psi }_V^{}(r,z)\mathrm{\Psi }_\gamma ^{}(r,z).$$
(12)
where
$$\lambda (\xi ,r)=d^2\stackrel{}{b}\stackrel{}{b}^2\mathrm{\Gamma }(\xi ,\stackrel{}{r,}\stackrel{}{b}).$$
(13)
Then the diffraction slope expressed through the amplitude of elastic scattering of the color dipole $`\mathrm{Im}`$
$$B(\xi ,r)=2d\mathrm{log}\mathrm{Im}(\xi ,r,𝐪)/dq^2|_{q=0}$$
(14)
equals
$$B(\xi ,r)=\frac{1}{2}\stackrel{}{b}^2=\lambda (\xi ,r)/\sigma (\xi ,r).$$
(15)
The amplitude $`\mathrm{Im}(\xi ,r,𝐪)`$ in (14) within the impact-parameter representation reads
$$\mathrm{Im}(\xi ,r,\stackrel{}{q})=2d^2\stackrel{}{b}\mathrm{exp}(i\stackrel{}{q}\stackrel{}{b})\mathrm{\Gamma }(\xi ,\stackrel{}{r},\stackrel{}{b}),$$
(16)
where $`\mathrm{\Gamma }(\xi ,r,𝐛)`$ is the profile function and $`𝐛`$ is the impact parameter defined with the respect to the center of the $`q\overline{q}`$ dipole.
The diffraction cone in the color dipole gBFKL approach for production of vector mesons has been detaily studied in . Here we only present the salient feature of the color diffraction slope reflecting the presence of the geometrical contribution from beam dipole - $`r^2/8`$ and the contribution from the target proton size - $`R_N^2/3`$:
$$B(\xi ,r)=\frac{1}{8}r^2+\frac{1}{3}R_N^2+2\alpha _{𝐈𝐏}^{}(\xi \xi _0)+𝒪(R_c^2),$$
(17)
where $`R_N`$ is the radius of the proton. For electroproduction of light vector mesons the scanning radius is larger than the correlation one $`r\text{ }>R_c`$ even for $`Q^2\text{ }<50GeV^2`$ and one recovers a sort of additive quark model, in which the uncorrelated gluonic clouds build up around the beam and target quarks and antiquarks and the term $`2\alpha _{𝐈𝐏}^{}(\xi \xi _0)`$ describe the familiar Regge growth of diffraction slope for the quark-quark scattering. The geometrical contribution to the diffraction slope from the target proton size, $`\frac{1}{3}R_N^2`$, persists for all the dipole sizes, $`r\text{ }>R_c`$ and $`r\text{ }<R_c`$. The last term in (17) is also associated with the proton size and is negligibly small.
The soft pomeron and diffractive scattering of large color dipole has been also detaily studied in the paper . Here we assume the conventional Regge rise of the diffraction slope for the soft pomeron,
$$B_{npt}(\xi ,r)=\mathrm{\Delta }B_d(r)+\mathrm{\Delta }B_N+2\alpha _{npt}^{^{}}(\xi \xi _0),$$
(18)
where $`\mathrm{\Delta }B_d(r)`$ and $`\mathrm{\Delta }B_N`$ stand for the contribution from the beam dipole and target nucleon size. As a guidance we take the experimental data on the pion-nucleon scattering , which suggest $`\alpha _{npt}^{}=0.15`$ GeV<sup>-2</sup>. In (18) the proton size contribution is
$$\mathrm{\Delta }B_N=\frac{1}{3}R_N^2,$$
(19)
and the beam dipole contribution has been proposed to have a form
$$B_d(r)=\frac{r^2}{8}\frac{r^2+aR_N^2}{3r^2+aR_N^2},$$
(20)
where $`a`$ is a phenomenological parameter, $`a1`$. We take $`\mathrm{\Delta }B_N=4.8\mathrm{GeV}^2`$. Then the pion-nucleon diffraction slope is reproduced with reasonable values of the parameter $`a`$ in the formula (20): $`a=0.9`$ for $`\alpha _{npt}^{}=0.15`$ GeV<sup>-2</sup> .
Following the simple geometrical properties of the gBFKL diffraction slope, $`B(\xi ,r)`$, (see Eq. (17) and ), one can express its energy dependence through the energy dependent effective Regge slope, $`\alpha _{eff}^{}(\xi ,r)`$
$$B_{pt}(\xi ,r)\frac{1}{3}<R_N^2>+\frac{1}{8}r^2+2\alpha _{eff}^{}(\xi ,r)(\xi \xi _0).$$
(21)
The effective Regge slope, $`\alpha _{eff}^{}(\xi ,r)`$, varies with energy differently at different size of the color dipole ; at fixed scanning radius and/or $`Q^2+m_V^2`$, it decreases with energy. At fixed rapidity $`\xi `$ and/or $`x_{eff}`$ (4), $`\alpha _{eff}^{}(\xi ,r)`$ rises with $`r\text{ }<1.5`$ fm. At fixed energy, it is a flat function of the scanning radius. At the asymptotically large $`\xi `$ ($`W`$), $`\alpha _{eff}^{}(\xi ,r)\alpha _{𝐈𝐏}^{}=0.072`$ GeV<sup>-2</sup>. At the lower and HERA energies, the subasymptotic $`\alpha _{eff}^{}(\xi ,r)(0.150.20)`$ GeV<sup>-2</sup> and is very close to $`\alpha _{soft}^{}`$ known from the Regge phenomenology of soft scattering. It means, that the gBKFL dynamics predicts a substantial rise with the energy and dipole size, $`r`$, of the diffraction slope, $`B(\xi ,r)`$, in accordance with the energy and dipole size dependence of the effective Regge slope, $`\alpha _{eff}^{}(\xi ,r)`$ and due to a presence of the geometrical component, $`r^2`$, in (17) and (18).
Generalized factorization formula (12) for the forward diffraction slope can be re-written for somewhat better understanding of anomalous properties of the forward diffraction slope for production of $`V^{}(2S)`$ vector mesons
$`B(\gamma ^{}V,\xi ,Q^2,𝐪=0)={\displaystyle \frac{V|\sigma (\xi ,r)B(\xi ,r)|\gamma ^{}}{V|\sigma (\xi ,r)|\gamma ^{}}}=`$
$`{\displaystyle \frac{\underset{0}{\overset{1}{}}𝑑zd^2𝐫\sigma (\xi ,r)B(\xi ,r)\mathrm{\Psi }_V^{}(𝐫,z)\mathrm{\Psi }_\gamma ^{}(𝐫,z)}{\underset{0}{\overset{1}{}}𝑑zd^2𝐫\sigma (\xi ,r)\mathrm{\Psi }_V^{}(𝐫,z)\mathrm{\Psi }_\gamma ^{}(𝐫,z)}}`$ (22)
## 3 Diffraction slope for $`\rho ^0`$ and $`\varphi ^0`$ electroproduction: model predictions vs. experiment
Firstly the model predictions for the diffraction slope will be tested taking the fixed target and HERA data of $`V(1S)`$ vector meson production. The color dipole gBFKL dynamics predicts a substantial growth with energy of the diffraction slope coming from Eqs. (18) and (21). According to simple geometrical behaviour, $`r^2`$, of the slope parameter (18,21), we expect a shrinkage of the diffraction slope with $`Q^2`$ in accordance with the scanning property in vector meson production (see Eq. (2)). In Fig.1 we compare the model predictions for $`Q^2`$ dependence of the diffraction slope for $`\rho ^0`$ production with the low energy data of the CHIO NMC and E665 collaborations and the data from H1 and ZEUS experiments. Although the experimental data have still large error bars, they show a trend to smaller values of the diffraction slope as $`Q^2`$ increases. We predict a steep shrinkage of $`B(\rho ^0)`$ with $`Q^2`$ on the scale $`Q^2(0,5)`$ GeV<sup>2</sup>: it falls down, by $`4`$ GeV<sup>-2</sup> from $`8.7`$ GeV<sup>-2</sup> at $`Q^2=0`$ down to 5.0 GeV<sup>-2</sup> at $`Q^2=5`$ GeV<sup>2</sup> and to 4.6 GeV<sup>-2</sup> at $`Q^2=10`$ GeV<sup>2</sup> in accordance with the low energy CHIO, NMC and E665 data. At HERA energy, we predict a higher shrinkage from $`10.7`$ GeV<sup>-2</sup> at $`Q^2=0`$ down to $`6.0`$ GeV<sup>-2</sup> at $`Q^2=10`$ GeV<sup>2</sup> not in disagreement with the data of H1 and ZEUS collaborations. Concerning the shrinkage of the diffraction slope with energy $`W`$, in the photoproduction limit $`Q^2=0`$ the data show a possible presence of the considerably large rise from the fixed target to HERA energy range. However, the large error bars of the data affect the large errors on $`\alpha ^{}`$\- fit and preclude any definitive statement. In Fig.2 we predict this substantial growth, by $`2.32.4`$ GeV<sup>-2</sup> from $`8.38.4`$ GeV<sup>-2</sup> at $`W=10`$ GeV up to $`10.7`$ GeV<sup>-2</sup> at $`W=100`$ GeV in accordance with the data from the fixed target experiments and the data from HERA experiments . This rise corresponds to effective Regge slope, $`\alpha ^{}0.250.26`$ GeV<sup>-2</sup>.
We would like to emphasize, that the overall effective Regge slope, $`\alpha ^{}`$, contains the energy dependent contribution of the perturbative component, $`\alpha _{eff}^{}(xi,r)`$, characterizing the energy rise of the gBFKL slope, $`B_{pt}(\xi ,r)`$ (see Eq. (17,(21)), and the constant nonperturbative (soft) Regge slope, $`\alpha _{npt}^{}=0.15`$ GeV<sup>-2</sup>, corresponding to the soft component of the slope, $`B_{npt}(\xi ,r)`$ (see Eq. (18)). As was mentioned in Ref. , in the energy range, $`W(50200)`$ GeV, the effective Regge slope, $`\alpha _{eff}^{}(\xi ,r)`$, varies slowly within the interval $`(0.150.20)`$ GeV<sup>-2</sup> at different scanning radii $`\text{ }<1`$ fm and is approximately a flat function of the scanning radius at fixed energy corresponding to HERA experiments; for instance, at $`W=100`$ GeV, $`\alpha _{eff}^{}0.15`$ GeV<sup>-2</sup> at $`r_S0.1`$ fm , $`\alpha _{eff}^{}0.160.17`$ GeV<sup>-2</sup> at $`r_S0.20.5`$ fm , $`\alpha _{eff}^{}0.19.0.20`$ GeV<sup>-2</sup> at $`r_S0.60.9`$ fm , $`\alpha _{eff}^{}\text{ }>0.20`$ GeV<sup>-2</sup> at $`r_S\text{ }>1.0`$ fm . $`\alpha _{npt}^{}`$ only slightly modifies the overall effective Regge slope $`\alpha ^{}`$.
In Fig.2 we show also the energy dependence of the slope parameter for $`\rho ^0`$ virtual photoproduction at $`Q^210`$ GeV<sup>2</sup> vs. NMC and H1 data. The growth with energy $`W`$ is much smaller than at $`Q^2=0`$: $`B(\rho ^0)`$ rises from $`4.4`$ GeV<sup>-2</sup> at $`W=10`$ GeV up to $`6.0`$ GeV<sup>-2</sup> at $`W=100`$ GeV. It correspond to effective Regge slope $`0.17`$ GeV<sup>-2</sup>. At $`Q^22030`$ GeV<sup>2</sup>, we predict $`\alpha ^{}0.15`$ GeV<sup>-2</sup>, which is in accordance with value of the effective shrinkage rate of the diffraction slope for $`J/\mathrm{\Psi }`$ elastic photoproduction ($`Q^2=0`$) presented in the paper . It confirms an approximate flavor independence of the effective Regge slope in the scaling variable $`Q^2+m_V^2`$.
Fig.3 shows the analogical $`W`$ dependence of the slope for real $`\varphi ^0`$ photoproduction together with the data from fixed target and collider HERA experiments . Unfortunately, the error bars are quite a large to see a clear evidence of the shrinkage of $`B(\varphi ^0)`$ with energy. The model predictions do not show a deviation from the data and it is not in disagreement with the conclusion about a shrinkage of the diffraction peak with energy expected from the gBFKL dynamics. The energy growth of $`B(\varphi ^0)`$ on the interval of $`W(10100)`$ GeV, is expected to correspond to overall effective Regge slope $`\alpha ^{}0.200.21`$ GeV<sup>-2</sup>.
Regarding a comparison with the data, the most straightforward theoretical predictions are for the forward production and we calculate $`d\sigma /dt|_{t=0}`$ and $`B(t=0)`$. The data on the vector meson production correspond to a slope extracted over quite a broad range of $`t`$ using an extrapolation to $`t=0`$, and the minimal value of $`t`$, corresponding to the fist experimental point in $`t`$\- distribution, is relatively far from $`t=0`$. Also the range of $`t`$ is different in different experiments. This fact explains quite a large dispersion of the low-energy data which is the most striking for $`\varphi ^0`$ production depicted on Fig.3 (see also Fig.2). Moreover, the above extrapolation is not always possible and one often reports the $`t`$-integrated production cross sections. Because of the model calculations are at $`t=0`$ and because of a well known rapid rise of the diffraction slope towards $`t=0`$ , the experimental data may underestimate $`B(V)`$ at $`t=0`$. For average $`t`$ 0.1-0.2 GeV<sup>2</sup> which dominate the integrated total cross section, the diffraction slope is smaller than at $`t=0`$ by $`1`$ GeV<sup>-2</sup> . We take these $`\pi N`$ scattering data for the guidance, and for more direct comparison with the presently available experimental data instead of the directly calculated $`B(t=0)`$ we report in Figs.1-3 the value
$$B=B(t=0)1GeV^2$$
(23)
The uncertainties in the value of $`B`$ and with this evaluation (23) presumably do not exceed $`10\%`$ and can be reduced when more accurate data will become available. However, hereafter we will present the model predictions for the diffraction slope at $`t=0`$.
More detailed predictions for the energy and $`Q^2`$ dependence of the forward diffraction slope $`B(V,t=0)`$ for the $`\rho ^0`$ and $`\varphi ^0`$ production (for $`T`$, $`L`$ and mixed $`T+ϵL`$ polarizations, with $`ϵ=1`$) are presented in Fig.4. They show a substantial shrinkage of the elastic peak with energy at different $`Q^2`$. The energy rise of the diffraction slope is more evident than for the production of heavy vector mesons .
The rate of rise with energy of the diffraction slope decreases slowly with $`Q^2`$: on the interval of the c.m.s. energy $`W(10100)`$ GeV the corresponding $`\alpha ^{}0.25`$ GeV<sup>-2</sup> at $`Q^2=0`$, $`\alpha ^{}0.21`$ GeV<sup>-2</sup> at $`Q^20.5`$ GeV<sup>2</sup>, $`\alpha ^{}0.19`$ GeV<sup>-2</sup> at $`Q^21.0`$ GeV<sup>2</sup>, $`\alpha ^{}0.17`$ GeV<sup>-2</sup> at $`Q^25.0`$ GeV<sup>2</sup> and $`\alpha ^{}0.16`$ GeV<sup>-2</sup> at $`Q^220`$ GeV<sup>2</sup>. The effective Regge slope becomes still smaller at very large $`Q^2`$ and $`W`$ when the scanning radius $`r_S\text{ }<R_c`$ and a contribution of $`\alpha _{npt}^{}=0.15`$ GeV<sup>-2</sup> to overall $`\alpha ^{}`$ becomes practically insignificant. At $`Q^2\text{ }>100`$ GeV<sup>2</sup> when the scanning radius $`r_S\text{ }<R_c`$, and one can observe a standard picture of a decreasing rate of energy growth of $`B(V)`$ expected from gBFKL dynamics (see Fig. 4).
The above results for the energy growth of the slope parameter can be tested in higher statistics data from HERA experiments measuring the exclusive electroproduction of vector mesons. The measurement of energy rise of the slope parameter at different $`Q^2`$ can give an information about a contribution of the nonperturbative component of the diffraction slope, $`B_{npt}(\xi ,r)`$, and the effective Regge slope, $`\alpha _{eff}^{}(\xi ,r)`$. The more precise data could also test the universal properties of diffraction slope and effective Regge slope for production of different vector mesons, i.e. a similarity between the production of different vector mesons when compared at the same value of the scanning radius $`r_S`$ and/or the same value of $`Q^2+m_V^2`$ (see Eq. (2)). Such a comparison must be performed at the same energy and/or rapidity $`\xi `$, which also means the equality of $`x_{eff}`$ at equal $`Q^2+m_V^2`$ (see ). The value of $`Q^2`$ must be large enough so that the scanning radius $`r_S`$ is smaller than the radii of vector mesons, $`r_S\text{ }<R_V`$. It means, that for all reactions $`\gamma ^{}pVp`$ with the same $`r_S`$ and $`\xi `$, we predict approximately the same $`B(V)`$ and $`\alpha _{eff}^{}`$ .
Although a new data on the diffraction slope were obtained from collider HERA experiments measuring the real (virtual) photoproduction of vector mesons, the present experimental information on the energy and $`Q^2`$ dependence of the diffraction slope for vector meson production is not still very conclusive. Especially, it concerns to $`J/\mathrm{\Psi }`$ photoproduction. There are no data yet on the diffraction slope for the real (virtual) photoproduction of $`\mathrm{{\rm Y}}`$ and the radially excited $`(2S)`$ heavy vector mesons<sup>1</sup><sup>1</sup>1 More detailed discussion of the data on the slope parameter for heavy vector meson production is presented in Ref. . The data on the diffraction slope measuring the photo- and electroproduction of light vector mesons presented on Figs. 1-3 have still large error bars. The ZEUS and H1 data on virtual photoproduction give $`B(\rho ^0,W80`$ GeV,$`7<Q^2<25`$ GeV$`{}_{}{}^{2})=5.1+1.20.9(stat)\pm 1.0(syst)`$ GeV<sup>-2</sup> , $`B(\rho ^0,W100`$ GeV,$`Q^2=28`$ GeV$`{}_{}{}^{2})=4.4+3.52.8(stat)+3.71.2(syst)`$ GeV<sup>-2</sup> and $`B(\rho ^0,W75`$ GeV,$`Q^2=21.2`$ GeV$`{}_{}{}^{2})=4.7\pm 1.0(stat)\pm 0.7(syst)`$ GeV<sup>-2</sup> which is close to $`B(J/\mathrm{\Psi },W=90`$ GeV$`,Q^2=0)=4.7\pm 1.9`$ GeV<sup>-2</sup>, $`B(J/\mathrm{\Psi },W=90`$ GeV$`,Q^2=0)=4.0\pm 0.3`$ GeV<sup>-2</sup> from H1 data and to $`B(J/\mathrm{\Psi },W=90`$ GeV$`,Q^2=0)=4.5\pm 1.4`$ GeV<sup>-2</sup> $`B(J/\mathrm{\Psi },W=90`$ GeV$`,Q^2=0)=4.6\pm 0.4(stat)+0.40.6(syst)`$ GeV<sup>-2</sup> from ZEUS data in accordance with $`(Q^2+m_V^2)`$\- scaling of the diffraction slope. High statistics data are needed from the both fixed target and the collider HERA experiments for both the exploratory study of very interesting $`Q^2`$ and energy dependence of $`B(V)`$ and the precise test of the $`(Q^2+m_V^2)`$\- scaling of the diffraction slope.
## 4 Anomalous diffraction slope in electroproduction of $`2S`$ radially excited vector mesons
Now we concentrate on the production of radially excited $`V(2S)`$ light vector mesons, where the node effect is known to be presented \- the $`Q^2`$ and energy dependent cancellations from the soft (large size) and hard (small size) contributions, i.e. from the region above and below the node position, $`r_n`$, to the $`V^{}(2S)`$ production amplitude. The strong $`Q^2`$ dependence of these cancellations comes from the scanning phenomenon (2) when the scanning radius $`r_S`$ for some value of $`Q^2`$ is close to $`r_nR_V`$. The energy dependence of the node effect comes from the different energy dependence of the dipole cross section at small ($`r<R_V`$) and large ($`r>R_V`$) dipole sizes. The strong node effect in production of radially excited light vector mesons leading to an anomalous $`Q^2`$ and energy dependence of the production cross section has been demonstrated in Ref. <sup>2</sup><sup>2</sup>2 Manifestations of the node effect in electroproduction on nuclei were discussed earlier, see and
Note, that the predictive power is weak and is strongly model dependent in the region of $`Q^2`$ and energy where the node effect becomes exact.
For the production of $`V^{}(2S)`$ light vector mesons, the node effect depends on the polarization of the virtual photon and of the produced vector meson . The wave functions of $`T`$ and $`L`$ polarized (virtual) photon are different. Different regions of $`z`$ contribute to the $`_T`$ and $`_L`$. Different scanning radii for production of $`T`$ and $`L`$ polarized vector mesons and different energy dependence of $`\sigma (\xi ,r)`$ at these scanning radii lead to a different $`Q^2`$ and energy dependence of the node effect in production of $`T`$ and $`L`$ polarized $`V^{}(2S)`$ vector mesons. Not so for production of heavy quarkonia, where the node effect is very weak and is approximately polarization independent. However, there is a weak polarization dependence of the node effect for $`\mathrm{\Psi }^{}`$ photoproduction and this weak node effect still leads to a nonmonotonic $`Q^2`$ dependence of the diffraction slope. For $`\mathrm{{\rm Y}}^{}`$ production the node effect is negligibly small and is polarization independent with very high accuracy.
There are two possible scenarios for the node effect: the undercompensation and the overcompensation regime . In the undercompensation case, the $`2S`$ production amplitude $`V^{}(2S)|\sigma (\xi ,r)|\gamma ^{}`$ is dominated by the positive contribution coming from small dipole sizes, $`r\text{ }<r_n`$ ($`r_n`$ is the node position), and the $`V(1S)`$ and $`V^{}(2S)`$ photoproduction amplitudes have the same sign. This scenario corresponds namely to the production of $`2S`$ heavy vector mesons, $`\mathrm{\Psi }^{}(2S)`$ and $`\mathrm{{\rm Y}}^{}(2S)`$. In the overcompensation case, the $`2S`$ production amplitude $`V^{}(2S)|\sigma (\xi ,r)|\gamma ^{}`$ is dominated by the negative contribution coming from large dipole sizes, $`r\text{ }>r_n`$, and the $`V(1S)`$ and $`V^{}(2S)`$ photoproduction amplitudes have the opposite sign.
The anomalous properties of the diffraction slope can be understood from the expression (22). The denominator represents the well known production amplitude $`V(V^{})|\sigma (\xi ,r)|\gamma ^{}`$. As it was mentioned, the $`1S`$ production amplitude is dominated by contribution from dipole size $`rr_S`$ (2). However, due to $`r^2`$ behaviour of the slope parameter (see (18) and (21)), the integrand of the matrix element in the numerator, $`V(1S)|\sigma (\xi ,r)B(\xi ,r)|\gamma ^{}`$, is $`r^5\mathrm{exp}(ϵr)`$ and is peaked by $`rr_B=5/3r_S`$.
Let us start from $`T`$ polarized $`\rho ^{}(2S)`$ In Ref. using our model wave functions for vector mesons, we found the undercompensation scenario at $`Q^2=0`$ for the production amplitude $`V_T^{}(2S)|\sigma (\xi ,r)|\gamma ^{}`$, which is positive valued. However, because of the large numerical factor $`10`$ for $`r_B10/\sqrt{Q^2+m_V^2}>r_S`$, the matrix element $`V_T^{}(2S)|\sigma (\xi ,r)B(\xi ,r)|\gamma ^{}`$ in the numerator of Eq. (22) corresponds to the overcompensation scenario at $`Q^2=0`$ and at energy range $`\text{ }<1520`$ GeV and is negative valued. As the result, the numerator and denominator have the opposite signs resulting in a negative value for the diffraction slope, $`B(V_T^{}(2S))`$ at $`Q^2=0`$. However the node effect for production of $`phi^{}(2S)`$ is weaker resulting in positive valued numerator of Eq. (22). Both the numerator and denominator have the same sign and we start with positive valued diffraction slope. Such a situation is depicted in Fig. 5 (bottom boxes) for both the $`\rho ^{}(2S)`$ and $`\varphi ^{}(2S)`$ production, where we present the model predictions for the forward diffraction slope $`(t=0)`$ as a function of $`Q^2`$ at different values of the c.m.s. energy $`W`$.
A decrease of the scanning radius with $`Q^2`$ leads to a very rapid decrease of the negative contribution to the diffraction slope coming from $`r\text{ }>r_n`$ and consequently, leads to a steep rise of the negative valued $`B(V_T^{}(2S))`$ with $`Q^2`$ for $`\rho ^{}(2S)`$ production (positive valued $`B(V_T^{}(2S))`$ with $`Q^2`$ for $`\varphi ^{}(2S)`$ production). For $`\rho ^{}(2S)`$ production at some value of $`Q^2Q_T^20.01`$ GeV<sup>2</sup>, one encounters the exact cancellation of the large and small distance contributions, i.e. the exact node effect for the numerator of Eq. (22), and $`B(V_T^{}(2S))=0`$. Not so for $`\varphi ^{}(2S)`$ production, where the numerator of Eq. (22) is in the undercompensation regime already at very small energies $`5`$ GeV.
We would like to emphasize that the position of $`Q_T^2`$ is model dependent and can be shifted towards to smaller or to larger values.
At larger $`Q^2`$ and smaller scanning radius, one enters the undercompensation scenario also for numerator $`V_T^{}(2S)|\sigma (\xi ,r)B(\xi ,r)|\gamma ^{}`$. Thus, the diffraction slope will be positive valued and continues to rise strongly with $`Q^2`$ due to a more rapid decrease with $`Q^2`$ of the negative contribution to the slope parameter coming from $`r\text{ }>r_n`$ in numerator than in denominator (the numerator has much stronger node effect than the denominator). At still larger $`Q^2`$, i.e. smaller scanning radii $`r_S`$, the node effect also for the numerator becomes to be weaker and as the result, the slope parameter at fixed energy $`W`$ and some value of $`Q^2(0.52.0)`$ GeV<sup>2</sup>, has a maximum of $`B(V_T^{}(2S))`$. At very large $`Q^2m_V^2`$, when the node effect becomes negligible, $`B(V_T^{}(2S))`$ has the standard $`Q^2`$\- behaviour and decreases monotonously with $`Q^2`$ following the behaviour of the diffraction slope $`B(V_{L,T}(1S))`$ for $`V(1S)`$ mesons (see Fig. 4).
The more interesting situation is for production of $`L`$ polarized $`V^{}(2S)`$ mesons resulting in a very spectacular pattern of $`Q^2`$ dependence of the slope parameter shown in Fig. 5 (middle boxes). Using our model wave functions, we predicted overcompensation for the production amplitude $`V_L^{}(2S)|\sigma (\xi ,r)|\gamma ^{}`$ . Because of $`r_B>r_S`$, the matrix element $`V_L^{}(2S)|\sigma (\xi ,r)B(\xi ,r)|\gamma ^{}`$, will be also in the overcompensation regime. For this reason, the both matrix elements have the same sign and according to (22) the slope parameter $`B(V_L^{}(2S))`$ will be positive valued at $`Q^2=0`$ (see Fig. 5). Consequently, with the decrease of the scanning radius with $`Q^2`$, there is a rapid decrease of the negative contributions to the numerator and denominator of Eq. (22) coming from $`r\text{ }>r_n`$. For some $`Q^2Q_L^20.51.0`$ GeV<sup>2</sup> one encounters the exact node effect firstly for the denominator due to $`r_B>r_S`$. This fact corresponds to a presence of the peak for $`B(V_L^{}(2S))`$ for both the $`\rho _L^{}(2S)`$ and $`\varphi _L^{}(2S)`$ production. The value of $`B(V_L^{}(2S))`$ corresponding to this exact node effect will be finite due to a different node effect for the real and imaginary part of the production amplitude. This fact also reflects the continuous transition of $`B(V_L^{}(2S))`$ from positive to negative values when the matrix element in denominator passes from the overcompensation to undercompensation regime. Thus, for $`Q^2Q_L^20.51.0`$ GeV<sup>2</sup>, the denominator will be in the undercompensation regime and $`B(V_L^{}(2S))`$ starts to rise from its minimal negative value. Note, that the numerator is still in the overcompensation. The further pattern of the $`Q^2`$ behaviour of $`B(V_L^{}(2S))`$ is analogical to that for $`Q^2`$ dependence of $`B(V_T^{}(2S))`$. However, the exact node effect for the numerator in Eq. (22), resulting in $`B(V_L^{}(2S))=0`$, will be at $`Q^2Q_L^2>Q_L^2`$. For $`\varphi ^{}(2S)`$ production because of different node effect for the real and imaginary part of production amplitude, at HERA energy range $`W50200`$ GeV $`B(V_L^{}(2S))`$ never reaches the zero value corresponding to the exact node effect for the numerator of Eq. (22).
For the production of polarization unseparated $`V^{}(2S)`$, the anomalous properties of $`B(V_L^{}(2S))`$ are essentially invisible and the corresponding slope parameter $`B(V^{}(2S))`$ is shown in Fig. 5 (bottom boxes). Although the above value of $`Q_T^2`$ is too small to be measured experimentally (we can not exclude that $`Q^2`$ dependence of $`B(V_T^{}(2S))`$ will start from positive valued $`B(V_T^{}(2S))`$ at small energies also for $`\rho ^{}(2S`$) production), we predict nonmonotonic $`Q^2`$ dependence of the diffraction slope for production of $`T`$ polarized and polarization unseparated $`\rho ^{}(2S)`$ and $`\varphi ^{}(2S)`$, strikingly different from monotonic $`Q^2`$ behaviour of the slope parameter for $`V(1S)`$ production (see Fig. 4). For production of $`\rho _L^{}(2S)`$ and $`\varphi _L^{}(2S)`$, we predict anomalous $`Q^2`$ behaviour of $`B(V_L^{}(2S))`$. Here we can not insist on the precise values of $`Q_T^2`$, $`Q_L^2`$ and $`Q_L^2`$ which is subject of the soft-hard cancellations. We would like to only emphasize that the exact node effect for $`B(V_T^{}(2S))`$ and $`B(V_L^{}(2S))`$ is at a finite $`Q_T^2`$ and $`Q_L^2`$, $`Q_L^2`$ respectively. Such a nonmonotonic $`Q^2`$ dependence of $`B(V_T^{}(2S))`$ and/or $`B(V^{}(2S))`$ can be tested experimentally at HERA measuring the virtual photoproduction of the $`\rho ^{}(2S)`$ and $`\varphi ^{}(2S)`$ at $`Q^2(010)`$ GeV<sup>2</sup>. The above discussed anomalous $`Q^2`$ dependence of $`B(V_L^{}(2S)`$ could be also investigated at HERA separating $`L`$ polarized $`\rho _L^{}(2S)`$ and $`\varphi _L^{}(2S)`$ at moderate $`Q^2(0.12.0)`$ GeV<sup>2</sup>. Here we would like to emphasize that only the experiment can help in decision between the undercompensation and overcompensation scenarios which affect the anomalous properties of the production cross section and diffraction slope.
The energy dependence of the slope parameter $`B(V^{}(2S))`$ at different $`Q^2`$ is shown in Fig.6 and has its own peculiarities. Let us start with $`B(V_T^{}(2S))`$ at $`Q^2=0`$. Fig. 6 demonstrates (top boxes) steeper rise with energy of the diffraction slope at lower $`Q^2`$. There are several reasons for such a behaviour. First, the gBFKL dynamics predicts a steeper rise with energy of the positive contribution to the $`2S`$ amplitudes $`V^{}(2S)|\sigma (\xi ,r)|\gamma ^{}`$ and $`V^{}(2S)|\sigma (\xi ,r)B(\xi ,r)|\gamma ^{}`$ coming from small size dipoles $`r\text{ }<r_n`$ than the negative contribution coming from large size dipoles $`r\text{ }>r_n`$. Thus, the destructive interference of these two contributions is weaker at higher energy. Second, at $`Q^2=0`$, the denominator of Eq. (22) is in the undercompensation, whereas the numerator is in the overcompensation regime (numerator is in the undercompensation regime for $`\varphi ^{}(2S)`$ production) and the corresponding scanning radii for the numerator and denominator are different, $`r_B>r_S`$. Third, the energy dependence of the slope parameter is given by the effective Regge slope $`\alpha ^{}`$. Thus, the above destructive interference in numerator decreases drastically with $`W`$ the negative contribution from $`r\text{ }>r_n`$ until the exact node effect is reached, i.e. $`B(V_T^{}(2S))=0`$, and the undercompensation scenario also for the numerator of Eq. (22) starts to be realized at $`W20`$ GeV. However, closeness of the node position in the numerator of Eq. (22) leads to a small negative value of $`B(V_T^{}(2S))`$ at $`W5`$ GeV and as a result it leads in a little bit steeper growth with energy of $`B(V_T^{}(2S))`$ than the expected energy rise of the slope coming only from the effective Regge slope. For example, for $`\rho ^{}(2S)`$ production we predict the rise of $`B(V_T^{}(2S))`$, by $`2.8`$ GeV<sup>-2</sup>, from $`W=10`$ to $`100`$ GeV. At $`Q^2\text{ }>1.0`$ GeV<sup>2</sup>, when both the numerator and denominator are in the undercompensation regime and the node effect becomes weak, the energy growth of $`B(V^{}(2S))`$ is connected mainly with the effective Regge slope and we predict approximately the same quantities and energy growth for $`B(V^{}(2S))`$ and $`B(V(1S))`$ (compare Fig. 4 and Fig. 6).
The successful separation of the longitudinally polarized $`V_L^{}(2S)`$ mesons at HERA offers an unique possibility to study an anomalous $`Q^2`$ and energy dependence of the diffraction slope connected with the overcompensation scenario of the denominator of Eq. (22). At $`Q^2=0`$, we have onset of the overcompensation scenario for both the numerator and denominator of Eq. (22). At moderate energy and $`Q^2`$ closed but smaller than $`Q_L^20.5`$ GeV<sup>2</sup>, the negative contribution coming from $`r\text{ }>r_n`$ still takes over in the denominator (the numerator is safely in the overcompensation regime due to $`r_B>r_S`$). Due to a steeper rise with energy of the positive contribution to the $`2S`$ production amplitude coming from small size dipoles $`r\text{ }<r_n`$ than the negative contribution coming from large size dipoles $`r\text{ }>r_n`$, we find an exact cancallation of these two contributions to the denominator and a maximum of the diffraction slope $`B(V_L^{}(2S))`$ at some intermediate energy followed by a rapid continuous transition from the positive to negative values, when the matrix element in denominator of Eq. (22) passes from the overcompensation to the undercompensation regime. Different node effect for the real and imaginary part of the production amplitude provides such a continuous transition. Then, at larger energies, the production amplitude is in the undercompensation regime, $`B(V_L^{}(2S))`$ is negative valued and starts to rise from the minimal negative value. This situation is depicted in Fig. 6 (middle boxes), where we predict with our model wave functions such a nonmonotonic energy behaviour of $`B(V_L^{}(2S))`$ for both $`\rho ^{}(2S)`$ and $`\varphi ^{}(2S)`$ production at $`Q^2\text{ }<0.71.0`$ GeV<sup>2</sup>. The position $`W_t`$ of maximum and the transition from the positive to negative values of the logitudinally polarized diffraction slope depends on $`Q^2`$. For example, at $`Q^20.7`$ GeV<sup>2</sup>, we find $`W_t7080`$ GeV. Then, the position of $`W_t`$ is shifted to smaller values of $`W`$ at larger $`Q^2\text{ }>0.7`$ GeV<sup>2</sup> at can be measured at HERA.
At higher $`Q^2`$ and smaller scanning radii, the further pattern of the energy behaviour of $`B(V_L^{}(2S)`$ is an analogical to $`W`$ dependence of $`B(V_T^{}(2S))`$. At still larger $`Q^2`$, after the exact node effect was reached also in the numerator of Eq. (22) at $`Q_L^2>Q_L^2`$, both the numerator and denominator are in the undercompensation regime. Consequently, the node effect also in the numerator starts to be weaker with $`Q^2`$ and the energy growth of $`B(V_L^{}(2S))`$ is controlled practically by the effective Regge slope. As the result we predict again almost the same quantities and energy growth for $`B(V_L^{}(2S))`$ and $`B(V_L(1S))`$.
If the leptoproduction of the transversally and longitudinally polarized $`V_T^{}(2S)`$ and $`V_L^{}(2S)`$ mesons will be separated experimentally, there is a possibility of experimental determination of a concrete scenario in $`T`$ and $`L`$ polarized $`2S`$ production amplitude by a measurement of the corresponding diffraction slopes at $`t=0`$ and at $`Q^2=0`$, where the node effect is found to be the strongest. If at the same energy and $`Q^2=0`$ the slope parameter for $`V_T^{}(2S)`$ production will be smaller (it can be also negative valued) than the corresponding slope parameter for $`V_T(1S)`$ production, then the $`2S`$ production amplitude is in the undercompensation regime. In the opposite case, if $`B(V_T^{}(2S))>B(V_T(1S)`$, then the corresponding $`T`$ polarized $`2S`$ amplitude is in the overcompensation. The analogical conclusion concerns to $`L`$ polarized $`2S`$ production amplitude, where the values of $`Q^2`$ should be high enough to have the data with a reasonable statistics, however must not be very large in order to have a strong node effect. We propose the range of $`Q^20.52.0`$ GeV<sup>2</sup> for a possible study of the overcompensation scenario at HERA. The further supplementary indication of the overcompensation scenario is assumed to be an existence of the maximum and/or minimum of the diffraction slope and subsequent a sudden rise of $`B(V^{}(2S))`$ at some nonzero value of $`Q^2`$.
## 5 Conclusions
We study the diffractive photo- and electroproduction of ground state $`1S`$ and radially excited $`2S`$ vector mesons within the color dipole gBFKL dynamics with the main emphasis related to the diffraction slope. There are two main consequences of vector meson production coming from the gBFKL dynamics. First, the energy dependence of the $`1S`$ vector meson production is controlled by the energy dependence of the dipole cross section which is steeper for smaller dipole sizes. The energy dependence of the diffraction slope for $`V(1S)`$ production is given by the effective Regge slope with a small variation with energy. Second the $`Q^2`$ dependence of the $`1S`$ vector meson production is controlled by the shrinkage of the transverse size of the virtual photon and the small dipole size dependence of the color dipole cross section. The $`Q^2`$ behaviour of the diffraction slope is given by the simple geometrical properties, $`r^2`$, coming from the gBFKL phenomenology of the slope parameter. In the gBFKL dynamics, we expect a fast subasymptotic shrinkage of the diffraction cone from the CERN/FNAL to HERA energy due to intrusion of large distance effects. We have predicted a reach pattern of $`Q^2`$ and energy dependence of the diffraction slope for the $`\rho ^0`$ and $`\varphi ^0`$ production and find a substantial rise (by $`2.32.4`$ GeV<sup>-2</sup> for $`\rho ^0`$ production and by $`1.92.0`$ GeV<sup>-2</sup> for $`\varphi ^0`$ production) from the fixed target, $`W1015`$ GeV, to the collider HERA, $`W100150`$ GeV, range of energy. The model predictions for the diffraction slope for the $`\rho ^0`$ and $`\varphi ^0`$ production are in agreement with the data from the fixed target (CHIO, NMC) and collider HERA (H1, ZEUS) experiments. However, the relatively large error bars of the data preclude any definite statement about a shrinkage of the slope parameter with energy. The data show a trend to smaller values of the diffraction slope as $`Q^2`$ increases.
The second class of predictions is related to the diffraction slope for the production of $`2S`$ vector mesons. As a consequence of the strong node effect in electroproduction of $`2S`$ light vector mesons $`\rho ^{}(2S)`$ and $`\varphi ^{}(2S)`$, we present the strong case for the anomalous $`Q^2`$ and energy dependence of the diffraction slope at $`t=0`$. We find a nonmonotonic $`Q^2`$ dependence of the slope parameter which can be tested at HERA in the range of $`Q^2(010)`$ GeV<sup>2</sup> measuring the virtual photoproduction of $`\rho ^{}(2S)`$ and $`\varphi ^{}(2S)`$ mesons. For the production of longitudinally polarized $`2S`$ mesons, the production amplitude is in the overcompensation scenario and we find a very rapid transition of the slope parameter $`B(V_L^{}(2S))`$ from positive to negative values at $`Q^2=Q_L^20.52.0`$ GeV<sup>2</sup> as a consequence of a reaching of the exact node effect by passing from the overcompensation to undercompensation scenario in $`2S`$ production amplitude. The position of this rapid transition, $`Q_L^2`$, is energy dependent and leads to nonmonotonic energy dependence of $`B(V_L^{}(2S))`$ at fixed $`Q^2`$.
At $`Q^2=0`$, when the node effect is strong, for undercompensation scenario we predict smaller $`B(V_T^{}(2S))`$ than $`B(V_T(1S))`$. However, for overcompensation scenario we predict larger $`B(V_L^{}(2S))`$ than $`B(V_L(1S))`$. This is a very crucial point of a possible experimental determination of a concrete scenario measuring (and the position of the node as well) the diffraction slope at $`t=0`$ for the production of $`V^{}(2S)`$ mesons in the photoproduction limit.
At larger $`Q^2`$ and/or shorter scanning radius, the node effect becomes weak and we predict for $`V^{}(2S)`$ mesons the standard monotonic $`Q^2`$ and energy dependence of the slope parameter like for $`V(1S)`$ mesons. One needs the higher accuracy data from the both fixed target and the collider HERA experiments for the exploratory study of $`Q^2`$ and energy dependence of the diffraction slope at $`t=0`$.
Figure captions:
* \- The color dipole model predictions for the $`Q^2`$ dependence of the diffraction slope for the production of $`\rho ^0`$ vs. the low-energy fixed target CHIO , NMC , E665 and high-energy ZEUS and H1 data.
* \- The color dipole model predictions for the $`W`$ dependence of the diffraction slope for the production of $`\rho ^0`$ vs. the low-energy fixed target , and high-energy ZEUS and H1 data The top solid curve is a prediction for the diffraction slope at $`Q^2=0`$. The lower dashed curve represents a prediction at $`Q^2=10`$ GeV<sup>2</sup>.
* \- The color dipole model predictions for the $`W`$ dependence of the diffraction slope for the real photoproduction of $`\varphi ^0`$ vs. the low-energy fixed target and high-energy ZEUS data .
* \- The color dipole model predictions for the $`W`$ dependence of the diffraction slope $`B(t=0)`$ for production of transversely (T) (top boxes), longitudinally (L) (middle boxes) polarized and polarization-unseparated (T) + $`ϵ`$(L) (bottom boxes) $`\rho ^0`$ and $`\varphi ^0`$ for $`ϵ=1`$ at different values of $`Q^2`$.
* \- The color dipole model predictions for the $`Q^2`$ dependence of the diffraction slope $`B(t=0)`$ for production of transversely (T) (top boxes), longitudinally (L) (middle boxes) polarized and polarization-unseparated (T) + $`ϵ`$(L) (bottom boxes) $`\rho ^{}(2S)`$ and $`\varphi ^{}(2S)`$ for $`ϵ=1`$ at different values of the c.m.s. energy $`W`$.
* \- The color dipole model predictions for the $`W`$ dependence of the diffraction slope $`B(t=0)`$ for production of transversely (T) (top boxes), longitudinally (L) (middle boxes) polarized and polarization-unseparated (T) + $`ϵ`$(L) (bottom boxes) $`\rho ^{}(2S)`$ and $`\varphi ^{}(2S)`$ for $`ϵ=1`$ at different values of $`Q^2`$. |
warning/0003/physics0003024.html | ar5iv | text | # From the Neutrino to the Edge of the Universe
## 1 Introduction
In the recent years, there have been two significant findings which necessitate a closer look at the existing standard models of Particle Physics and Cosmology. The first is the Superkamiokande experiment which demonstrates a neutrino oscillation and therefore a non zero mass, whereas, strictly going by the standard model, the neutrino should have zero mass. The other finding based on distant supernovae observations is that the universe will continue to expand without deceleration and infact possibly accelerating in the process.
We will now demonstrate how a recent model of fractal, quantized space time arising from the underpinning of a quantum vaccuum or Zero Point Field, reconciles both the above facts, in addition to being in agreement with other experimental and observational data.
## 2 Neutrino Mass
According to a recent model, elementary particles, typically leptons, can be treated as, what may be called Quantum Mechanical Black Holes (QMBH), which share certain features of Black Holes and also certain Quantum Mechanical characteristics. Essentially they are bounded by the Compton wavelength within which non local or negative energy phenomena occur, these manifesting themselves as the Zitterbewegung of the electron. These Quantum Mechanical Black Holes are created out of the background Zero Point Field and this leads to a consistent cosmology, wherein using $`N`$, the number of particles in the universe as the only large scale parameter, one could deduce from the theory, Hubble’s law, the Hubble’s constant, the radius, mass, and age of the universe and features like the hitherto inexplicable relation between the pion mass and the Hubble constant. The model also predicts an ever expanding universe, as recent observations do confirm.
Within this framework, it was pointed out that the neutrino would be a massless and charge less version of the electron and it was deduced that it would be lefthanded, because one would everywhere encounter the psuedo spinorial (”negative energy”) components of the Dirac spinor, by virtue of the fact that its Compton wavelength is infinite (in practise very large). Based on these considerations we will now argue that the neutrino would exhibit an anomalous Bosonic behaviour which could provide a clue to the neutrino mass.
As detailed in the Fermionic behaviour is due to the non local or Zitterbewegung effects within the Compton wavelength effectively showing up as the well known negative energy components of the Dirac spinor which dominate within while positive energy components predominate outside leading to a doubly connected space or equivalently the spinorial or Fermionic behaviour. In the absence of the Compton wavelength boundary, that is when we encounter only positive energy or only negative energy solutions, the particle would not exhibit the double valued spinorial or Fermionic behaviour: It would have an anomalous anyonic behaviour.
Indeed, the three dimensionality of space arises from the spinorial behaviour outside the Compton wavelength. At the Compton wavelength, this disappears and we should encounter lower dimensions. As is well known the low dimensional Dirac equation has like the neutrino, only two components corresponding to only one sign of the energy, displays handedness and has no invariant mass. The neutrino shows up as a fractal entity.
Ofcourse the above model strictly speaking is for the case of an isolated non interacting particle. As neutrinos interact through the weak or gravitational forces, both of which are weak, the conclusion would still be approximately valid particularly for neutrinos which are not in bound states.
We will now justify the above conclusion from other standpoints: Let us first examine why Fermi-Dirac statistics is required in the Quantum Field Theoretic treatment of a Fermion satisfying the Dirac equation. The Dirac spinor has four components and there are four independent solutions corresponding to positive and negative energies and spin up and down. It is well known that in general the wave function expansion of the Fermion should include solutions of both signs of energy:
$`\psi (\stackrel{}{x},t)=N{\displaystyle }d^3p{\displaystyle \underset{\pm s}{}}[b(p,s)u(p,s)exp(ıp^\mu x_\mu /\mathrm{})`$
$`+d^{}(p,s)v(p,s)exp(+ıp^\mu x_\mu /\mathrm{})`$ (1)
where $`N`$ is a normalization constant for ensuring unit probability.
In Quantum Field Theory, the coefficients become creation and annihilation operators while $`bb^+`$ and $`dd^+`$ become the particle number operators with eigen values $`1`$ or $`0`$ only. The Hamiltonian is now given by:
$$H=\underset{\pm s}{}d^3pE_p[b^+(p,s)b(p,s)d(p,s)d^+(p,s)]$$
(2)
As can be seen from (2), the Hamiltonian is not positive definite and it is this circumstance which necessitates the Fermi-Dirac statistics. In the absence of Fermi-Dirac statistics, the negative energy states are not saturated in the Hole Theory sense so that the ground state would have arbitrarily large negative energy, which is unacceptable. However Fermi-Dirac statistics and the anti commutators implied by it prevent this from happening.
From the above, it follows that as only one sign of energy is encountered for the $`v`$, we need not take recourse to Fermi-Dirac statistics.
We will now show from an alternative view point also that for the neutrino, the positive and negative solutions are delinked so that we do not need the negative solutions in (1) or (2) and there is no need to invoke Fermi-Dirac statistics.
The neutrino is described by the two component Weyl equation:
$$ı\mathrm{}\frac{\psi }{t}=ı\mathrm{}c\stackrel{}{\sigma }\stackrel{}{\mathrm{\Delta }}\psi (x)$$
(3)
It is well known that this is equivalent to a massless Dirac particle satisfying the following condition:
$$\mathrm{\Gamma }_5\psi =\psi $$
We now observe that in the case of a massive Dirac particle, if we work only with positive solutions for example, the current or expectation value of the velocity operator $`c\stackrel{}{\alpha }`$ is given by (ref.),
$$J^+=<c\alpha >=<\frac{c^2\stackrel{}{p}}{E}>+=<v_{gp}>+$$
(4)
in an obvious notation.
(4) leads to a contradiction: On the one hand the eigen values of $`c\stackrel{}{\alpha }`$ are $`\pm c.`$ On the other hand we require, $`<v_{gp}><1`$.
To put it simply, working only with positive solutions, the Dirac particle should have the velocity $`c`$ and so zero mass. This contradiction is solved by including the negative solutions also in the description of the particle. This infact is the starting point for (1) above.
In the case of mass less neutrinos however, there is no contradiction because they do indeed move with the velocity of light. So we need not consider the negative energy solutions and need work only with the positive solutions. There is another way to see this. Firstly, as in the case of massive Dirac particles, let us consider the packet (1) with both positive and negative solutions for the neutrino. Taking the $`z`$ axis along the $`\stackrel{}{p}`$ direction for simplicity, the acceptable positive and negative Dirac spinors subject to the above stated condition are
$$u=\left(\begin{array}{c}1\hfill \\ 0\hfill \\ 1\hfill \\ 0\hfill \end{array}\right)v=\left(\begin{array}{c}0\hfill \\ 1\hfill \\ 0\hfill \\ 1\hfill \end{array}\right)$$
The expression for the current is now given by,
$`J^z={\displaystyle }d^3p\{{\displaystyle \underset{\pm s}{}}[|b(p,s)|^2+|d(p,s)|^2]{\displaystyle \frac{p^zc^2}{E}}`$
$`+ı{\displaystyle \underset{\pm s\pm s^{}}{}}b^{}(p,s^{})d^{}(p,s)\overline{u}(p,s^{})\sigma ^{30}v(p,s)`$
$`ı{\displaystyle \underset{\pm s\pm s^{}}{}}b(p,s^{})d(p,s)\overline{v}(p,s^{})\sigma ^{30}u(p,s)\}`$ (5)
Using the expressions for $`u`$ and $`v`$ it can easily be seen that in (5) the cross (or Zitterbewegung) term disappears.
Thus the positive and negative solutions stand delinked in contrast to the case of massive particles, and we need work only with positive solutions (or only with negative solutions) in (1).
Finally this can also be seen in yet another way. As is known (ref.), we can apply a Foldy-Wothuysen transformation to the mass less Dirac equation to eliminate the ”odd” operators which mix the components of the spinors representing the positive and negative solutions.
The result is the Hamiltonian,
$$H^{}=\mathrm{\Gamma }^{}pc$$
(6)
Infact in (6) the positive and negative solutions stand delinked. In the case of massive particles however, we would have obtained instead,
$$H^{}=\mathrm{\Gamma }^{}\sqrt{(}p^2c^2+m_0c^4)$$
(7)
and as is well known, it is the square root operator on the right which gives rise to the ”odd” operators, the negative solutions and the Dirac spinors. Infact this is the problem of linearizing the relativistic Hamiltonian and is the starting point for the Dirac equation.
Thus in the case of mass less Dirac particles, we need work only with solutions of one sign in (1) and (2). The equation (2) now becomes,
$$H=\underset{\pm s}{}d^3pE_p[b^+(p,s)b(p,s)]$$
(8)
As can be seen from (8) there is no need to invoke Fermi-Dirac statistics now. The occupation number $`bb^+`$ can now be arbitrary because the question of a ground state with arbitrarily large energy of opposite sign does not arise. That is, the neutrinos obey anomalous statistics.
In a rough way, this could have been anticipated. This is because the Hamiltonian for a mass less particle, be it a Boson or a Fermion, is given by
$$H=pc$$
Substitution of the usual operators for $`H`$ and $`p`$ yields an equation in which the wave function $`\psi `$ is a scalar corresponding to a Bosonic particle.
According to the spin-statistics connection, microscopic causality is incompatible with quantization of Bosonic fields using anti-commutators andr Fermi fields using commutators. But it can be shown that this does not apply when the mass of the Fermion vanishes.
In the case of Fermionic fields, the contradiction with microscopic causality arises because the symmetric propogator, the Lorentz invariant function,
$$\mathrm{\Delta }_1(xx^{})\frac{d^3k}{(2\pi )^33\omega _k}[e^{ık.(xx^{})}+e^{ık.(xx^{})}]$$
does not vanish for space like intervals $`(xx^{})^2<0,`$ where the vacuum expectation value of the commutator is given by the spectral representation,
$$S_1(xx^{})ı<0|[\psi _\alpha (x),\psi _\beta (x^{})]|0>=𝑑M^2[ı\rho _1(M^2)\mathrm{\Delta }_x+\rho _2(M^2)]_{\alpha \beta }\mathrm{\Delta }_1(xx^{})$$
Outside the light cone, $`r>|t|,`$ where $`r|\stackrel{}{x}\stackrel{}{x}^{}|`$ and $`t|x_0x_0^{}|,\mathrm{\Delta }_1`$ is given by,
$$\mathrm{\Delta }_1(x^{}x)=\frac{1}{2\pi ^2r}\frac{}{r}K_0(m\sqrt{r^2t^2}),$$
where the modified Bessel function of the second kind, $`K_0`$ is given by,
$$K_0(mx)=_0^{\mathrm{}}\frac{cos(xy)}{\sqrt{m^2+y^2}}𝑑y=\frac{1}{2}_{\mathrm{}}^{\mathrm{}}\frac{cos(xy)}{\sqrt{m^2+y^2}}𝑑y$$
(cf.). In our case, $`x\sqrt{r^2t^2}`$, and we have,
$$\mathrm{\Delta }_1(xx^{})=const\frac{1}{x}_{\mathrm{}}^{\mathrm{}}\frac{ysinxy}{\sqrt{m^2+y^2}}𝑑y$$
As we are considering massless neutrinos, going to the limit as $`m0`$, we get, $`|Lt_{m0}\mathrm{\Delta }_1(xx^{})|=|(const.).Lt_{m0}\frac{1}{x}_{\mathrm{}}^{\mathrm{}}sinxydy|<\frac{0(1)}{x}`$. That is, as the Compton wavelength for the neutrino is infinite (or very large), so is $`|x|`$ and we have $`|\mathrm{\Delta }_1|<<1`$. So the invariant $`\mathrm{\Delta }_1`$ function nearly vanishes everywhere except on the light cone $`x=0`$, which is exactly what is required. So, the spin-statistics theorem or microscopic causality is not violated for the mass less neutrinos when commutators are used.
The fact that the ideally, massless, spin half neutrino obeys anomalous statistics could have interesting implications. For, given an equilibrium collection of neutrinos, we should have if we use the Bose-Einstein statistics.
$$PV=\frac{1}{3}U,$$
(9)
instead of the usual
$$PV=\frac{2}{3}U,$$
(10)
where $`P,V`$ and $`U`$ denote the pressure, volume and energy of the collection. We also have, $`PV\alpha NkT,N`$ and $`T`$ denoting the number of particles and temperature respectively.
On the other hand for a fixed temperature and number of neutrinos, comparison of (9) and (10) shows that the effective energy $`U^{}`$ of the neutrinos would be twice the expected energy $`U`$. That is in effect the neutrino acquires a rest mass $`m`$. It can easily be shown from the above that,
$$\frac{mc^2}{k}\sqrt{3}T$$
(11)
That is for cold background neutrinos $`m`$ is about a thousandth of an $`ev`$ at the present background temperature of about $`2^{}K`$:
$$10^9m_em10^8m_e$$
(12)
This can be confirmed, alternatively, as follows. As pointed out by Hayakawa, the balance of the gravitational force and the Fermi energy of these cold background neutrinos, gives,
$$\frac{GNm^2}{R}=\frac{N^{2/3}\mathrm{}^2}{mR^2},$$
(13)
where $`N`$ is the number of neutrinos.
Further as in the Kerr-Newman Black Hole formulation equating (13) with the energy of the neutrino, $`mc^2`$ we immediately deduce
$$m10^8m_e$$
which agrees with (11) and (12). It also follows that $`N10^{90}`$, which is correct. Moreover equating this energy of the quantum mechanical black hole to $`kT`$, we get (cf.also (11))
$$T1^{}K,$$
which is the correct cosmic background temperature.
Alternatively, using (11) and (12) we get from (13), a background radiation of a few millimeters wavelength, as required.
So we obtain not only the correct mass and the number of the neutrinos, but also the correct cosmic background temperature, at one stroke.
Indeed the above mass of the neutrino was predicted earlier.
## 3 Cosmology
The above model of quantized space time ties up with the model of fluctuational cosmology discussed in several papers.
We observe that the ZPF leads to divergences in QFT if no large frequency cut off is arbitrarily prescribed, e.g. the Compton wavelength. We argue that it is these fluctuations within the Compton wavelength and in time intervals $`\mathrm{}/mc^2`$, which create the particles. Thus choosing the pion as a typical particle, we get,
$$(\text{Energy}\text{density}\text{of}\text{ZPF})Xl^3=mc^2$$
(14)
Using the fact there are $`N10^{80}`$ such particles in the Universe, we get,
$$Nm=M$$
(15)
where $`M`$ is the mass of the universe.
We equate the gravitational potential energy of the pion in a three dimensional isotropic sphere of pions of radius $`R`$, the radius of the universe, with the rest energy of the pion, to get,
$$R=\frac{GM}{c^2}$$
(16)
where $`M`$ can be obtained from (15).
We now use the fact that the fluctuation in the particle number is of the order $`\sqrt{N}`$, while a typical time interval for the fluctuations is $`\mathrm{}/mc^2`$ as seen above. This leads to the relation
$$T=\frac{\mathrm{}}{mc^2}\sqrt{N}$$
(17)
where $`T`$ is the age of the universe, and
$$\frac{dR}{dt}HR$$
(18)
Strictly speaking the above equations are order of magnitude relations. So from (18), a further differenciation leads to the conclusion that a cosmological constant cannot be ruled out such that
$$\mathrm{\Lambda }0(H^2)$$
(19)
(19) explains the smallness of the cosmological constant or the so called cosmological problem.
To proceed it can be shown that the above equations lead to
$$G=\frac{\beta }{T}G_0(1\frac{t}{t_0})$$
(20)
where $`t_0`$ is the age of the universe and $`T`$ is the time that has elapsed in the present epoch. It can be shown that (20) can explain the precession of the perihelion of Mercury.
We could also explain the correct gravitational bending of light. Infact in Newtonian theory also we obtain the bending of light, though the amount is half that predicted by General Relativity. In the Newtonian theory we can obtain the bending from the well known orbital equations,
$$\frac{1}{r}=\frac{GM}{L^2}(1+ecos\mathrm{\Theta })$$
(21)
where $`M`$ is the mass of the central object, $`L`$ is the angular momentum per unit mass, which in our case is $`bc`$, $`b`$ being the impact parameter or minimum approach distance of light to the object, and $`e`$ the eccentricity of the trajectory is given by
$$e^2=1+\frac{c^2L^2}{G^2M^2}$$
(22)
For the deflection of light $`\alpha `$, if we substitute $`r=\pm \mathrm{}`$, and then use (22) we get
$$\alpha =\frac{2GM}{bc^2}$$
(23)
This is half the General Relativistic value.
We also note that the effect of time variation on $`r`$ is given by (cf.ref.)
$$r=r_0(1\frac{t}{t_0})$$
(24)
Using (24) the well known equation for the trajectory is given by (Cf.,,)
$$u\mathrm{"}+u=\frac{GM}{L^2}+u\frac{t}{t_0}+0\left(\frac{t}{t_0}\right)^2$$
(25)
where $`u=\frac{1}{r}`$ and primes denote differenciation with respect to $`\mathrm{\Theta }`$.
The first term on the right hand side represents the Newtonian contribution while the remaining terms are the contributions due to (24). The solution of (25) is given by
$$u=\frac{GM}{L^2}\left[1+ecos\left\{\left(1\frac{t}{2t_0}\right)\mathrm{\Theta }+\omega \right\}\right]$$
(26)
where $`\omega `$ is a constant of integration. Corresponding to $`\mathrm{}<r<\mathrm{}`$ in the Newtonian case we have in the present case, $`t_0<t<t_0`$, where $`t_0`$ is large and infinite for practical purposes. Accordingly the analogue of the reception of light for the observer, viz., $`r=+\mathrm{}`$ in the Newtonian case is obtained by taking $`t=t_0`$ in (26) which gives
$$u=\frac{GM}{L^2}+ecos\left(\frac{\mathrm{\Theta }}{2}+\omega \right)$$
(27)
Comparison of (27) with the Newtonian solution obtained by neglecting terms $`t/t_0`$ in equations (24),(25) and (26) shows that the Newtonian $`\mathrm{\Theta }`$ is replaced by $`\frac{\mathrm{\Theta }}{2}`$, whence the deflection obtained by equating the left side of (27) to zero, is
$$cos\mathrm{\Theta }\left(1\frac{t}{2t_0}\right)=\frac{1}{e}$$
(28)
where $`e`$ is given by (22). The value of the deflection from (28) is twice the Newtonian deflection given by (23). That is the deflection $`\alpha `$ is now given not by (23) but by the correct formula,
$$\alpha =\frac{4GM}{bc^2},$$
We now come to the problem of galactic rotational curves (cf.ref.). We would expect, on the basis of straightforward dynamics that the rotational velocities at the edges of galaxies would fall off according to
$$v^2\frac{GM}{r}$$
(29)
However it is found that the velocities tend to a constant value,
$$v300km/sec$$
(30)
This has lead to the postulation of dark matter. We observe that from (24) it can be easily deduced that
$$a(\ddot{r}_o\ddot{r})\frac{1}{t_o}(t\ddot{r_o}+2\dot{r}_o)2\frac{r_o}{t_o^2}$$
(31)
as we are considering infinitesimal intervals $`t`$ and nearly circular orbits. Equation (31) shows (Cf.ref also) that there is an anomalous inward acceleration, as if there is an extra attractive force, or an additional central mass.
So,
$$\frac{GMm}{r^2}+\frac{2mr}{t_o^2}\frac{mv^2}{r}$$
(32)
From (32) it follows that
$$v\left(\frac{2r^2}{t_o^2}+\frac{GM}{r}\right)^{1/2}$$
(33)
From (33) it is easily seen that at distances within the edge of a typical galaxy, that is $`r<10^{23}cms`$ the equation (29) holds but as we reach the edge and beyond, that is for $`r10^{24}cms`$ we have $`v10^7cms`$ per second, in agreement with (30).
Thus the time variation of G given in equation (20) explains observation without invoking dark matter.
Interestingly a background Zero Point Field of the type discussed above, is associated with a cosmological constant in General Relativity. We can reconcile this latter view with the above considerations. For this we observe that the variation in $`G`$, is small so that over a small period of time the General Relativistic equations hold approximately. Thus we have
$$\ddot{R}(t)=4\pi \rho (t)GR(t)/3+\mathrm{\Lambda }R(t)/3$$
(34)
In (34) we use equation (20), to get on using the above considerations
$$\mathrm{\Lambda }\frac{G\rho }{\sqrt{N}}$$
(35)
On the other hand the Zero Point Field leads to a cosmological constant (Cf.ref.)
$$\mathrm{\Lambda }G<\rho _{vac}>$$
(36)
In the above fluctuational cosmological picture, as $`\sqrt{N}`$ particles are created we get
$$\rho \sqrt{N}\rho _{vac}$$
(37)
(35) and (36) can be seen to be identical upon using (37).
This ofcourse should not be surprising, because in both cases we have effectively a cosmological constant which is a manifestation of vaccuum energy.
## 4 Comments
It must be mentioned that the value of the neutrino mass as deduced in equation (12) rules out the neutrino as a candidate for dark mass, so that there is no contradiction with the observed ever continuing expansion of the universe. It must also be mentioned that the value of the cosmological constant from vacuum energy as deduced by Zeldovich (Cf.ref.) was adhoc and unclear. The effective cosmological constant which we have deduced, however, is consistent.
Interestingly, by reversing the steps in Section 3 we can conclude that a small cosmological constant would imply a variable $`G`$.
It may be mentioned that what was called the ether and later the quantum vacuum has been the concept that has survived the whole of the twentieth Century, through the works of Physicists like Dirac, Vigier, Nelson, Prigogine, and more recently through the works of Rueda and co-workers, the author and even string theoriests like Wilzeck.
We also remark that the considerations of Section 2 (Cf. equations (1) and (2)), show that a Fermion while spread out is localized to within the Compton wavelength. On the other hand the neutrino can be considered to be a truly point particle–the double connectivity of the space, the divide between the region within the Compton wavelength of ”negative energy” solutions, and the region without disappears. The neutrino is the divide between Fermions and Bosons.
Finally, it may be mentioned that such a space time cut off is at the heart of a fractal picture of space time, studied by Nottale, Ord, El Naschie, the author and others (Cf.ref. and references therein). |
warning/0003/hep-ex0003029.html | ar5iv | text | # Multiplicity dependence of correlation functions in 𝑝̄𝑝 reactions at √𝐬=𝟔𝟑𝟎 GeV
## 1 Introduction
Recently, there has been much discussion regarding the possibility that Bose-Einstein correlations and other interconnection effects between decay products of different strings could affect the measurement of the $`W`$ mass . Since measurements are hampered by low statistics and experimental difficulties , the question arises whether and where effects of the superposition of several strings can be tested independently. Within the Dual Parton Model for hadron-hadron reactions, the charged-particle multiplicity N is expected to rise with the number of strings. The decrease in the observed correlation strength $`\lambda `$ of the Bose-Einstein effect as function of multiplicity may be explained in terms of products of different strings, where each string symmetrizes separately . To test this idea further, it is desirable to investigate quantitatively the multiplicity dependence of like-sign particle correlations.
Improvements in experimental analysis techniques and larger data samples make it possible to repeat and extend Bose-Einstein analyses with an advanced strategy. In this Letter, we investigate correlation functions of particle pairs with like-sign ($`\mathrm{}s`$) and opposite-sign ($`os`$) charges at different total charged-particle multiplicities with the same model-independent strategy and good statistics. The bias introduced by selecting events of a given overall multiplicity is eliminated with the use of “internal cumulants” .
## 2 Data sample and normalized density correlation functions
The data sample consists of 1,200,000 non-single-diffractive $`\overline{p}p`$ reactions at $`\sqrt{s}=630`$ GeV measured by the UA1 central detector . Only vertex-associated charged tracks with transverse momentum $`p_T0.15`$ GeV/c, $`|\eta |3`$, good measurement quality and fitted length $``$ 30cm have been used. To avoid acceptance problems, we restrict the azimuthal angle to $`45^0|\varphi |135^0`$ (“good azimuth”). Since, however, the multiplicity for the entire azimuthal range is the physically relevant quantity, we select events according to their uncorrected all-azimuth charged-particle multiplicity $`N`$. The corrected multiplicity density is then estimated as twice $`n`$, the charged-particle multiplicity in good azimuth: $`(dN_c/d\eta )2(dn/d\eta )`$.
All quantities measured are defined in the notation of correlation integrals ,
$$r_2(Q)=\frac{\rho _2(Q)}{\rho _1\rho _1(Q)}=\frac{_\mathrm{\Omega }d^3𝐩_1d^3𝐩_2\rho _2(𝐩_1,𝐩_2)\delta \left[Qq(𝐩_1,𝐩_2)\right]}{_\mathrm{\Omega }d^3𝐩_1d^3𝐩_2\rho _1(𝐩_1)\rho _1(𝐩_2)\delta \left[Qq(𝐩_1,𝐩_2)\right]},$$
(1)
with $`𝐩_i`$ the three-momenta, $`p_i`$ the corresponding four-momenta, and $`q\sqrt{(p_1p_2)^2}`$. As usual, $`\rho _i`$ denotes the joint particle density of order $`i`$ which in integrated form is the appropriate factorial moment. The integration region $`\mathrm{\Omega }`$ is identical with our experimental cuts as specified above and specifically refers to the good-azimuth region. All particles have been assumed to be pions.
In $`\overline{p}p`$ reactions and in full phase space, the number of positive and negative particles are equal, as are the corresponding one-and two-particle densities $`\rho _1`$, $`\rho _2`$. Given the charged particle density $`\rho _1(𝐩)=\rho _1^+(𝐩)+\rho _1^{}(𝐩)`$, we hence assume that $`\rho _1^+(𝐩)=\rho _1^{}(𝐩)=\frac{1}{2}\rho _1(𝐩)`$ and therefore also $`\rho _1^+\rho _1^+(Q)=\frac{1}{4}\rho _1\rho _1(Q)`$ etc. The like-sign and opposite-sign normalised two-particle densities become, respectively,
$`r_2^\mathrm{}s(Q)`$ $`=`$ $`{\displaystyle \frac{\rho _2^\mathrm{}s(Q)}{\rho _1\rho _1^\mathrm{}s(Q)}}={\displaystyle \frac{\rho _2^{++}(Q)}{\rho _1^+\rho _1^+(Q)}}={\displaystyle \frac{\rho _2^{}(Q)}{\rho _1^{}\rho _1^{}(Q)}}{\displaystyle \frac{\rho _2^{++}(Q)+\rho _2^{}(Q)}{\frac{1}{2}\rho _1\rho _1(Q)}},`$
$`r_2^{os}(Q)`$ $`=`$ $`{\displaystyle \frac{\rho _2^{os}(Q)}{\rho _1\rho _1^{os}(Q)}}={\displaystyle \frac{\rho _2^+(Q)}{\rho _1^+\rho _1^{}(Q)}}={\displaystyle \frac{\rho _2^+(Q)}{\rho _1^{}\rho _1^+(Q)}}{\displaystyle \frac{\rho _2^+(Q)+\rho _2^+(Q)}{\frac{1}{2}\rho _1\rho _1(Q)}}.`$
Fig. 1 shows the normalized density correlation functions $`r_2`$ for pairs of like-sign ($`\mathrm{}s`$) charge and for opposite-sign ($`os`$) charge separately. Restricting the total uncorrected charged-particle multiplicity $`N`$ in $`|\eta |3`$ to the windows $`5N9`$ (Fig. 1a) and $`28N35`$ (Fig. 1b), one obtains for the corrected particle density in the central rapidity region $`dN_c/d\eta =1.22\pm 0.09`$ and $`dN_c/d\eta =5.32\pm 0.17`$ respectively. Both the like-sign and opposite-sign correlation densities show a strong dependence on multiplicity.<sup>1</sup><sup>1</sup>1 The usual Bose-Einstein analysis assumes that $`r_2^\mathrm{}s`$ tends to a constant for large $`Q`$, ie. $`r_{2\mathrm{BE}}^\mathrm{}s(Q1)`$ = constant. It should be clear from Figure 1 that no such constancy exists for limited-multiplicity windows.
## 3 Cumulants for fixed multiplicity and multiplicity ranges
While the multiplicity dependence of $`r_2`$ is of much interest, a quantitative analysis must both remove combinatorial background by calculating the cumulants and also correct for the bias introduced by working at fixed multiplicity. This bias arises because at fixed total multiplicity $`N`$, standard second-order factorial cumulants, defined by
$$\kappa _2(𝐩_1,𝐩_2|N)=\rho _2(𝐩_1,𝐩_2|N)\rho _1(𝐩_1|N)\rho _1(𝐩_1|N),$$
(2)
are nonzero even when particles are completely uncorrelated; for example, for purely uncorrelated multinomially-distributed events, $`\kappa _2^{\mathrm{mult}}(𝐩_1,𝐩_2|N)=(1/N)\rho _1(𝐩_1|N)\rho _1(𝐩_2|N)0.`$ Because these correlations result solely from the restriction of the sample to a fixed multiplicity, they are termed “external” and should be removed. The “internal cumulants” of Ref.
$`\kappa _2^I(𝐩_1,𝐩_2|N)`$ $``$ $`\kappa _2(𝐩_1,𝐩_2|N)\kappa _2^{\mathrm{mult}}(𝐩_1,𝐩_2|N)`$ (3)
$`=`$ $`\rho _2(𝐩_1,𝐩_2|N){\displaystyle \frac{N(N1)}{N^2}}\rho _1(𝐩_1|N)\rho _1(𝐩_2|N)`$
correct this bias exactly: they are zero whenever the $`N`$ particles behave multinomially.
The following arguments lead to a unique choice of normalization $`\rho _2^{\mathrm{norm}}`$. The correctly normalized internal cumulants $`K_2^I(𝐩_1,𝐩_2|N)=\kappa _2^I(𝐩_1,𝐩_2|N)/\rho _2^{\mathrm{norm}}`$ should be independent of multiplicity $`N`$ whenever $`\rho _1(𝐩|N)`$ and $`\rho _2(𝐩_1,𝐩_2|N)`$ depend on $`N`$ only globally i.e. have the same shapes (in terms of the momenta) for different $`N`$. Such “shape constancy”,
$`\rho _1(𝐩|N^{})`$ $`=`$ $`{\displaystyle \frac{N^{}}{N}}\rho _1(𝐩|N),`$ (4)
$`\rho _2(𝐩_1,𝐩_2|N^{})`$ $`=`$ $`{\displaystyle \frac{N^{}(N^{}1)}{N(N1)}}\rho _2(𝐩_1,𝐩_2|N),`$ (5)
coupled to the requirement that
$$K_2^I(𝐩_1,𝐩_2|N^{})=K_2^I(𝐩_1,𝐩_2|N),$$
(6)
fixes the appropriate normalisation to be
$$\rho _2^{\mathrm{norm}}(N)=\frac{N(N1)}{N^2}\rho _1(𝐩_1|N)\rho _1(𝐩_2|N),$$
(7)
the quantity to which $`\rho _2`$ defaults when $`𝐩_1`$ and $`𝐩_2`$ become statistically independent. The correctly normalized internal cumulant at fixed multiplicity consequently reads
$$K_2^I(𝐩_1,𝐩_2|N)=\frac{N^2}{N(N1)}\frac{\rho _2(𝐩_1,𝐩_2|N)}{\rho _1(𝐩_1|N)\rho _1(𝐩_2|N)}\mathrm{\hspace{0.33em}1}.$$
(8)
Extending these arguments to multiplicity ranges $`N[A,B]`$, specifying them for different charge combinations and adopting the correlation integral Eq. (1), we arrive at our measurement prescription for the normalized internal cumulants for $`\mathrm{}s`$ and $`os`$ pairs,
$`\overline{K_2}^{I\mathrm{}s}(Q|AB)`$ $`=`$ $`{\displaystyle \frac{\overline{n}_\mathrm{}s^2}{\overline{n(n1)}_\mathrm{}s}}r_2^\mathrm{}s(Q|AB)\mathrm{\hspace{0.33em}1},`$ (9)
$`\overline{K_2}^{Ios}(Q|AB)`$ $`=`$ $`{\displaystyle \frac{\overline{n}_+\overline{n}_{}}{\overline{n_+n}_{}}}r_2^{os}(Q|AB)\mathrm{\hspace{0.33em}1},`$ (10)
where $`\overline{n}_\mathrm{}s(=\overline{n}_+=\overline{n}_{})`$ , $`\overline{n_+n}_{}`$ and $`\overline{n(n1)}_\mathrm{}s`$ are the mean numbers of positive or negative particles, $`os`$ pairs and $`++`$ (or $``$) pairs respectively in the whole interval $`\mathrm{\Omega }`$ and in the multiplicity range $`[A,B]`$. Eqs. (9) and (10) are obtained by assuming shape constancy for all averaging procedures<sup>2</sup><sup>2</sup>2The renormalization factors in front of $`r_2`$ were used in Ref and elsewhere. Here, they are derived from Eqs. (4), (5) and the requirement (6)..
Since all quantities shown here and below are to be understood as mean values in multiplicity ranges, we henceforth (and in Fig. 1) omit the bar on the symbols. Fig. 2 shows both like- and opposite-sign internal cumulants for two selections of $`dN_c/d\eta `$. Three features are apparent:
* The importance of changing from $`r_2`$ to $`K_2^I`$ lies in the fact that the latter demarcate clearly the “line of no correlation” which, due to the fixed-multiplicity conditioning, is not equal to unity for $`r_2`$ in Fig. 1a.
* Internal cumulants integrate to zero over the entire phase space; hence the positive part of $`K_2^I`$ at small $`Q`$ is compensated by a negative part at larger $`Q`$. Physically, this means that particles like to cluster, so that there is a surfeit of pairs at small $`Q`$ and a dearth of pairs at large $`Q`$ compared to the uncorrelated case.
* The dependencies of the like- and opposite-sign cumulants on multiplicity are rather similar in that both decrease markedly with $`dN_c/d\eta `$. This is discussed more fully below.
## 4 Multiplicity dependence of normalized cumulants
The behaviour of $`K_2^{I\mathrm{}s}`$ and $`K_2^{Ios}`$ as a function of $`dN_c/d\eta `$ suggests that both could have approximately the same functional dependence $`C(dN_c/d\eta )`$ on multiplicity density. Under this hypothesis, where both depend on $`dN_c/d\eta `$ with the same functional form<sup>3</sup><sup>3</sup>3 For simplicity we write $`N_c`$ instead of $`dN_c/d\eta `$ here and below.,
$`K_2^{I\mathrm{}s}(Q|N_c)`$ $`=`$ $`Y^\mathrm{}s(Q)C(N_c,Q),`$ (11)
$`K_2^{Ios}(Q|N_c)`$ $`=`$ $`Y^{os}(Q)C(N_c,Q),`$
the quotient of the cumulants should be independent of multiplicity,
$$\frac{K_2^{I\mathrm{}s}(Q|N_c)}{K_2^{Ios}(Q|N_c)}=\frac{Y^\mathrm{}s(Q)}{Y^{os}(Q)}=\left(\text{constant in }N_c\right).$$
(12)
Figure 3a shows that (12) holds approximately. (In the region where both cumulants are near zero, no meaningful quotients can be formed.)
Having shown that like- and unlike-sign internal cumulants behave approximately in the same way as functions of $`dN_c/d\eta `$, we now look for an appropriate functional form for this dependence. A first hypothesis is that $`K_2^I`$ depends inversely on $`N_c`$,
$$K_2^{Ia}(Q|N_c)=Y^a(Q)C(N_c,Q)=Y^a(Q)N_c^1a=\mathrm{}s,os.$$
(13)
This can be motivated theoretically by
* Resonances: If the unnormalized cumulants $`\kappa _2^{Ios}`$ and $`\kappa _2^{I\mathrm{}s}`$ were wholly the result of resonance decays and if the number of resonances were proportional to the multiplicity $`N_c`$, then $`\kappa _2^IN_c`$. Assuming shape constancy $`\rho _1(𝐩|N_c)N_c\rho _1(𝐩)`$ gives $`\rho _1\rho _1N_c^2`$, and hence after normalization, the resonance-inspired guess is
$$K_2^I=\frac{\kappa _2^{I\mathrm{res}}}{\rho _1\rho _1}\frac{1}{N_c}.$$
* Independent superposition in momentum space of $`\nu `$ equal strings would also lead to $`K_2^I=\nu \kappa _2^{I\mathrm{string}}/(\rho _1\rho _1)(1/\nu )(1/N_c)`$. Deviations can occur if the strings are unequal or if there is no strong proportionality between $`\nu `$ and $`N_c`$.
Eq. (13) implies that $`K_2^{Ia}(Q|N_1)/K_2^{Ia}(Q|N_2)=(N_2/N_1)=`$ (constant in $`Q`$) for two multiplicities $`N_1`$ and $`N_2`$ for the same $`a`$ ($`=\mathrm{}s`$ or $`os`$). In Fig. 3b, we show the quotient of cumulants for two multiplicities. Surprisingly, we find not one but two regions of approximate constancy in $`Q`$, one for small $`Q\stackrel{<}{}\mathrm{\hspace{0.33em}0.4}`$ GeV, one for large $`Q\stackrel{>}{}\mathrm{\hspace{0.33em}2}`$ GeV, where only the latter corresponds to the value $`(N_2/N_1)`$ expected from (13), shown as the dotted line. At small $`Q`$, one must clearly look for other functional forms for $`C(N_c,Q)`$. Some phenomenological guesses are as follows.
* In the Quantum Statistical approach of Bose-Einstein correlations , no multiplicity dependence is expected with our renormalization of $`r_2`$ in Eq. (9) .
* A mixture of processes a) and c) could result in a dependence
$$K_2^{I\mathrm{}s}(Q|N_c)a(Q)+\frac{b(Q)}{N_c}.$$
(14)
However, no comparable picture is available for the unlike-sign case.
In order to test the above ideas, we plot the cumulants against $`(dN_c/d\eta )^1`$ as follows. To avoid local statistical fluctuations, the normalized cumulants $`K_2^{I\mathrm{}s}(Q)`$ and $`K_2^{Ios}(Q)`$ are fitted with suitable functions in restricted $`Q`$-ranges for each $`dN_c/d\eta `$ (not shown). The best-fit values at small $`Q`$ (0.1 GeV/c) and at large $`Q`$ (7 GeV/c) are plotted in Figs. 4a and 4b respectively. The $`K_2^{I\mathrm{}s}(Q)`$ have also been fitted to an exponential parametrization for $`Q<1`$ GeV/c ,
$$K_2^{I\mathrm{}s}(Q)=a+\lambda e^{RQ},$$
(15)
since the reported increase of the radius R in case of $`\mathrm{}s`$ (Bose-Einstein) functions could cause part of the decrease with $`dN_c/d\eta `$. The $`\lambda `$ values obtained are thus corrected for effects of varying radii, but still indicate a pronounced multiplicity dependence (crosses in Fig. 4a) similar to the model-independent cumulants (filled circles)<sup>4</sup><sup>4</sup>4 The values of $`R`$ from the fit to Eq. (15) increase by about 30% over the range of $`dN_c/d\eta `$ considered. A stronger dependence of $`R`$ on multiplicity and strongly decreasing $`\lambda `$ values have been observed when fitting Gaussian functions and extending the fit range to 2 GeV/c. This indicates the dependence of the results on the choice of fit functions and regions. Here, we are emphasizing the region of small $`Q`$ where Gaussian fits fail completely . . Fig. 4 shows that, as in Fig. 3b, the $`(1/N_c)`$-dependence is satisfied only for large but not for small $`Q`$. The $`a+b/N_c`$ dependence in Fig. 4a (solid line) provides a possible, but hardly unique, explanation.
The important region around $`Q1`$ GeV, where the phase space contributes maximally is unfortunately difficult to investigate, because there the $`K_2^{Ios}`$ are decreasing rapidly with increasing $`Q`$ while the $`K_2^{I\mathrm{}s}`$ are already small (Fig. 2). A $`1/N_c`$-dependence (due to resonances such as $`\rho ^0`$) in this dominant region around 1 GeV/c could presumably cause the large-$`Q`$ region to follow suit via missing pairs.
## 5 Summary
The multiplicity dependence of like-sign and opposite-sign two-body correlation functions have been studied with the same model-independent strategy. The bias introduced by selecting events of a given overall multiplicity is eliminated by measuring internal cumulants. We observe that
* the like-sign and opposite-sign cumulants have very similar multiplicity dependence,
* there exist two regions, one at small $`Q`$, where the multiplicity dependence of both is weaker than $`1/N_c`$, and one at large $`Q(\stackrel{>}{}\mathrm{\hspace{0.33em}2}`$ GeV/c), where the cumulants are negative and follow roughly an $`1/N_c`$ law,
* a third region arround $`Q`$ = 1 GeV/c shows small and rapidly changing cumulants.
The decrease of $`\mathrm{}s`$ functions at small $`Q`$ with increasing multiplicity favours an interpretation in terms of a suppression of Bose-Einstein correlations between products of different strings. In the Dual Parton Model approach , multiparton collisions corresponding to multipomeron exchange are expected to contribute to the inelastic cross section. The observed energy dependence of multiplicity distributions supports this view . Up to 2-3 pomeron exchanges might occur at our highest multiplicities. This could explain quantitatively the corresponding suppression of $`\mathrm{}s`$ (Bose-Einstein) functions in Fig. 4a. But this interpretation is not unique. Adopting e.g. the “core-halo picture” , one could explain the observations by assuming that long-lived resonances (such as the $`\omega `$ and $`\eta `$) are produced more frequently at larger $`N_c`$ thereby increase the relative strength of the halo and hence do not contribute to Bose-Einstein correlations. Resonance decays (Regge terms) should arguably also contribute to $`\mathrm{}s`$-functions . One could therefore try to explain alternatively the decrease of $`\mathrm{}s`$ functions with $`N_c`$ by a mixture of Bose-Einstein correlations (assumed to be constant in $`N_c`$) with resonance production.
All this leaves unexplained, however, the similar behaviour of $`os`$ and $`\mathrm{}s`$ functions. Theoretical work is challenged by the above experimental results. Together with the results of other reactions, they represent a new piece of information in the colourful puzzle of multiparticle production.
## Acknowledgements
We thank B. Andersson, A. Białas and W. Kittel for useful discussions, and gratefully acknowledge the technical support of G. Walzel. HCE thanks the Institute for High Energy Physics in Vienna for kind hospitality. This work was funded in part by the South African National Research Foundation. |
warning/0003/math0003134.html | ar5iv | text | # A monopole homology for integral homology 3-spheres
## 1. Introduction
Since Donaldson initiated the study of smooth 4-manifolds via the Yang-Mills theory, the gauge theory (Donaldson invariants, relative Donaldson-Floer invariants and Taubes’ Casson-invariant interpretation, etc) has proved remarkably fruitful and rich to unfold some of the mysteries in studying smooth 4-manifolds. The topological quantum field theory proposed by Witten stimulates the most exciting developments in low-dimensional topology. In 1994, Seiberg and Witten introduces a new (simpler) kind of differential-geometric equation (see ). In a very short time after the equation was introduced, some long-standing problems were solved, new and unexpected results were discovered. For instance, Kronheimer and Mrowka proved the Thom conjecture affirmatively, several authors proved variants (generalizations) of the Thom conjecture independently in , as well as the three-dimensional version of the Thom conjecture . Taubes showed that there are more constraints on symplectic structures in and the beautiful equality $`SW=Gr`$ in . See for a survey in the Seiberg-Witten theory.
Using the dimension-reduction principle, one expects the Floer-type homology of 3-manifolds via the Seiberg-Witten equation. Indeed Kronheimer and Mrowka analyzed the Seiberg-Witten-Floer theory for $`\mathrm{\Sigma }\times S^1`$, where $`\mathrm{\Sigma }`$ is a closed oriented surface. Later on Marcolli studied the Seiberg-Witten-Floer homology for 3-manifolds with first Betti number positive in . For a connected compact oriented 3-manifold with positive first Betti number and zero Euler characteristic, Meng and Taubes showed that a (average) version of Seiberg-Witten invariant is the same as the Milnor torsion. The interesting class of 3-manifolds as integral (rational) homology 3-spheres is lack of well-posed theory. Although various authors attempted to resolve the problem on defining a “Seiberg-Witten-Floer” theory, the new phenomenon of harmonic-spinor jumps and the dependence of Riemannian metrics is not addressed clearly. The metric-dependence (also related to the harmonic-spinors) issue is quickly realized by many experts in this field (see ). In , the irreducible Seiberg-Witten-Floer homology of Seifert space is shown to be dependent on the metric and the choice of connection on the tangent bundle (as our reference $`\eta _0`$ in this paper).
In this paper, we construct a monopole homology from the Seiberg-Witten equation in the same way as an instanton Floer homology from the Self-Duality equation in Donaldson-Floer theory . Our key point is that by using the unique $`U(1)`$-reducible solution $`\mathrm{\Theta }`$ of the Seiberg-Witten equation on an integral homology 3-sphere $`Y`$ we make use of the spectral flow of $`\mathrm{\Theta }`$ to capture the dependence in certain perturbation classes of Riemannian metrics and 1-forms. The same idea was used before by the present author to establish a symplectic Floer homology of knots in , and the original one was in the study of the instanton Floer homology of rational homology 3-spheres by Lee and the present author in . Many technique issues such as transversality, transitivity and gluing property are treated in many authors books and papers, those techniques follow the same line in or simpler. So we omit the details on these, but only emphasize the Riemann-metric dependence and understand the role of such a fixing spectral flow of $`(\mathrm{\Theta };\eta _0)`$.
Our approach is similar to approaches in to understand the perturbation data (including Riemannian metrics). The unique $`U(1)`$-reducible $`\mathrm{\Theta }`$ gives a spectral flow $`I_\eta (\mathrm{\Theta };\eta _0)`$ as a Maslov index in Part III. The spectral flow $`I_\eta (\mathrm{\Theta };\eta _0)=\mu _\eta (\mathrm{\Theta })\mu _{\eta _0}(\mathrm{\Theta })`$ with respect to a reference $`\eta _0`$ fixes a class of admissible perturbations consisting of Riemannian metrics and 1-forms. As long as Riemannian metrics and 1-forms give the same spectral flow $`I_\eta (\mathrm{\Theta };\eta _0)`$, we prove that the constructed monopole homology is invariant inside the fixed class of Riemann-metrics and 1-forms $`(\eta =(g_Y,\alpha ))`$ with same $`I_\eta (\mathrm{\Theta };\eta _0)`$. The spectral flow $`I_\eta (\mathrm{\Theta };\eta _0)`$ is not a topological invariant, and is dependent upon the Riemannian metrics. Without fixing a class of Riemannian metrics with same $`I_\eta (\mathrm{\Theta };\eta _0)`$, one cannot obtain well-defined notions such as spectral flow of irreducible Seiberg-Witten solutions on $`Y`$, and the gluing formula as well as the relative Seiberg-Witten invariant. Hence our results follow from fixing $`I_\eta (\mathrm{\Theta };\eta _0)`$.
Theorem A. (1) For an integral homology 3-sphere $`Y`$ and any admissible perturbation $`\eta `$, there is a well-defined $``$-graded monopole homology $`MH_{}(Y,I_\eta (\mathrm{\Theta };\eta _0))`$ constructed by the Seiberg-Witten equation over $`Y\times `$.
(2) For any two admissible perturbations $`\eta _1`$ and $`\eta _2`$, there is a group homomorphism $`\mathrm{\Psi }_{}`$ between two monopole homologies $`MH_{}(Y,I_{\eta _1}(\mathrm{\Theta };\eta _0))`$ and $`MH_{}(Y,I_{\eta _2}(\mathrm{\Theta };\eta _0))`$.
(3) If $`I_{\eta _1}(\mathrm{\Theta };\eta _0)=I_{\eta _2}(\mathrm{\Theta };\eta _0)`$, then the homomorphism $`\mathrm{\Psi }_{}`$ is an isomorphism.
Our fixed-class $`I_\eta (\mathrm{\Theta };\eta _0)`$ of Riemannian metrics gains control of the birth and death of irreducible solutions of the Seiberg-Witten equation on the integral homology 3-sphere $`Y`$. Changing the reference $`\eta _0`$ into $`\eta _0^{^{}}`$ corresponds to the overall degree-shifting by $`\mu _{\eta _0^{^{}}}(\mathrm{\Theta })\mu _{\eta _0}(\mathrm{\Theta })`$ for monopole homologies. The control in the instanton homology of rational homology 3-spheres is gained by fixing the spectral flows of all $`U(1)`$-reducibles from the Wilson-loop perturbations (not metrics). The control in the monopole homology of integral homology 3-spheres is gained by fixing the spectral flow of the unique $`U(1)`$-reducible $`\mathrm{\Theta }`$ from the Riemannian metrics (not only 1-forms). Fixing $`I_\eta (\mathrm{\Theta };\eta _0)`$ enters crucially in proving Theorem A and Theorem B.
Theorem B. For a smooth 4-manifold $`X=X_0\mathrm{\#}_YX_1`$ with $`b_2^+(X_i)>0(i=0,1)`$ and $`Y`$ an integral homology 3-sphere, the Seiberg-Witten invariant of $`X`$ is given by the Kronecker pairing of $`MH_{}(Y;I_\eta (\mathrm{\Theta };\eta _0))`$ with $`MH_1(Y;I_\eta (\mathrm{\Theta };\eta _0))`$ for the relative Seiberg-Witten invariants $`q_{X_0,Y,\eta }`$ and $`q_{X_1,Y,\eta }`$ (see Definition 8.1);
$$,:MH_{}(Y;I_\eta (\mathrm{\Theta };\eta _0))\times MH_1(Y;I_\eta (\mathrm{\Theta };\eta _0))𝐙;q_{SW}(X)=q_{X_0,Y,\eta },q_{X_1,Y,\eta }.$$
The paper is organized as follows. §2 provides an introduction of the Seiberg-Witten equation on 3-manifolds. §3 studies the configuration space over $`Y`$ through Seiberg-Witten equation and a natural monopole complex. We show that there are admissible perturbations from Riemannian metrics and 1-forms in §4 via the method similar to . The spectral-flow properties and dependence on Riemannian metrics are discussed in §5. The proof of Theorem A (Proposition 6.4 for (1), Proposition 7.1 for (2) and Proposition 7.2 for (3)) is occupied in §6 and §7. In §8, we study the relative Seiberg-Witten invariant and complete the proof of Theorem B as Theorem 8.4.
## 2. Seiberg-Witten equation on 3-manifolds
It is well-known that every closed oriented 3-manifold is spin. The group $`Spin(3)SU(2)Sp_1`$ is the universal covering of $`SO(3)=Spin(3)/\{\pm I\}`$. Pick a Riemannian metric $`g`$ on $`Y`$. The metric $`g`$ defines the principal $`SO(3)`$-bundle $`P_{SO}(Y)`$ of oriented orthonormal frames on $`Y`$. A spin structure is a lift of $`P_{SO}(Y)`$ to a principal $`Spin(3)`$-bundle $`P_{Spin}(Y)`$ over $`Y`$. The set of equivalence classes of such lifts has, in a natural way, the structure of a principal $`H^1(Y,Z_2)`$-bundle over a point. So there is a unique spin-structure on the integral homology 3-sphere $`Y`$.
There is a natural adjoint representation
$$Ad:Spin(3)\times Sp_1Sp_1;(q,\alpha )q\alpha q^1,$$
and associated rank-2 complex vector bundle (spinor bundle)
$$W=P_{Spin(3)}(Y)\times _{Ad}C^2.$$
Let $`L=detW`$ be the determinant line bundle. For the ordinary Spin-structure, one has a Clifford multiplication
$$c:T^{}YWW$$
$$c([p,\alpha ])[p,v][p,\overline{\alpha }v].$$
So $`c`$ induces a map $`T^{}YHom(W,W)`$. The spinor pairing $`\tau :W\overline{W}T^{}Y`$ is given by
$$[p,v_1v_2]\tau (\frac{1}{4}Im(v_1iv_2)),$$
where $`\tau `$ is an orientation preserving isomorphism $`P_{Spin(3)}(Y)\times Sp_1T^{}Y`$. A connection $`a`$ on $`L`$ together with the Levi-Civita connection on the tangent bundle of $`Y`$ form a covariant derivative on $`W`$. This maps sections of $`W`$ into sections of $`WT^{}Y`$. Followed by the Clifford multiplication, one has a Dirac operator
$$_a^g:\mathrm{\Gamma }(W)\stackrel{_a^g}{}\mathrm{\Gamma }(WT^{}Y)\stackrel{c}{}\mathrm{\Gamma }(W).$$
The determinant line bundle $`L`$ is trivial for the spin structure, so we may choose $`\theta `$ to be the trivial connection and $`_\theta ^g:\mathrm{\Gamma }(W)\mathrm{\Gamma }(W)`$ is the usual Dirac operator. Note that all bundles over the integral homology 3-sphere $`Y`$ are trivial.
There is a unique spin-structure on $`Y\times `$ associated to the unique spin-structure on $`Y`$ with the product metric on $`Y\times `$. The two spinor bundles $`W^\pm `$ on $`Y\times `$ can be identified by using a Clifford multiplication by $`dt`$, where $`t`$ is denoted for the variable on $``$. Both $`W^+`$ and $`W^{}`$ are obtained by the pull-back of the $`U(2)`$-bundle $`WY`$ from the projection map $`Y\times Y`$. Thus we have the identification of the map $`\sigma :\mathrm{\Lambda }^2T^{}(Y\times )Hom(W^+,W^{})`$ and the map $`\tau ^1:T^{}YHom(W,W)`$ through the above identifications. $`\sigma (\eta )=\tau ^1(_g\eta )`$. In other words from the identification $`\mathrm{\Lambda }^2T^{}(Y\times )=\mathrm{\Lambda }^2T^{}Y\mathrm{\Lambda }^1T^{}Y`$ and using the Hermitian pairing on $`W^\pm `$, there is an induced pairing
$$\tau :\overline{W}\times W\mathrm{\Lambda }^1T^{}Y.$$
In fact for every $`\gamma :T^{}YHom(W,W)`$ (a spin structure), that is a way to determine a spin structure on $`Y\times `$ by
$$\sigma :T^{}(Y\times )Hom(WW,WW);\sigma (v,r)=\left(\begin{array}{cc}0& \gamma (v)+r1\\ \gamma (v)r1& 0\end{array}\right).$$
The determinant line bundle $`L_{(4)}=detW^\pm |_{Y\times }`$ (a trivial line bundle) carries $`U(1)`$-connections $`A=a+\varphi dt`$. So the Dirac operator $`D_A^g`$ for the product metric $`g+dt^2`$ over $`Y\times `$ is given by
$$D_A^g=\left(\begin{array}{cc}0& _t+_a^g\\ _t+_a^g& 0\end{array}\right),$$
where $`_a^g`$ is a twisted self-adjoint Dirac operator on $`\mathrm{\Gamma }(W)\mathrm{\Gamma }(W)`$, and $`_t=\frac{}{t}+\varphi `$ is a twisted skew adjoint Dirac operator over $``$.
The curvature 2-form of $`A=a+\varphi dt`$ can be calculated as $`F_A=F_a+(\frac{a}{t}d_a\varphi )dt`$. Using the identification of $`\mathrm{\Omega }^2(Y\times )\mathrm{\Omega }^2(Y)\mathrm{\Omega }^1(Y)`$, we can write $`F_A^+`$ as $`_gF_a+(\frac{a}{t}d_a\varphi )\mathrm{\Omega }^1(Y)`$ as the self-dual component of the curvature $`F_A`$. Now the Seiberg-Witten monopole equation on 4-manifolds reduces to a Seiberg-Witten monopole equation on 3-manifolds as
(2.1)
$$\{\begin{array}{cc}(_t+_a^g)\psi \hfill & =0\hfill \\ {}_{g}{}^{}F_{a}^{}+(\frac{a}{t}d_a\varphi )\hfill & =i\tau (\psi ,\psi )\hfill \end{array}$$
for $`\psi \mathrm{\Gamma }(W)`$. It is equivalent to the flow equation of $`(a,\varphi ,\psi )`$:
(2.2)
$$\{\begin{array}{cc}\frac{\psi }{t}\hfill & =_a^g\psi \varphi .\psi \hfill \\ \frac{a}{t}\hfill & =_gF_a+d_a\varphi +i\tau (\psi ,\psi ).\hfill \end{array}$$
The equation (2.1) is invariant under the gauge transformation $`uMap(Y,U(1))`$, where the gauge group action on $`(a+\varphi dt,\psi )`$ is given by
(2.3)
$$u(a+\varphi dt,\psi )=(u^{}a+(\varphi u^1\frac{du}{dt})dt,\psi u^1).$$
There is a temporal gauge to obtain a simpler equation. The temporal gauge $`u`$ is the element which $`u(a+\varphi dt)=u^{}a`$, i.e., $`\varphi u^1\frac{du}{dt}=0`$. Then the equation (2.2) can be reduced to the following form.
(2.4)
$$\{\begin{array}{cc}\frac{\psi }{t}\hfill & =_a^g\psi \hfill \\ \frac{a}{t}\hfill & =_gF_a+i\tau (\psi ,\psi ).\hfill \end{array}$$
## 3. Configuration spaces on $`Y`$
Fix a trivialization $`L=Y\times U(1)`$, one can identify the space of $`U(1)`$-connections of Sobolev $`L_k^p`$-norm with the space $`𝒜_k^p=L_k^p(\mathrm{\Omega }^1(Y,i))`$ of 1-forms on $`Y`$ such that the zero element in $`\mathrm{\Omega }^1(Y,i)`$ corresponds to the trivial connection $`\theta `$ on $`L`$. The gauge group of $`L`$ can be identified with $`𝒢_k^p(Y)=L_{k+1}^p(Map(Y,U(1)))`$ acting on $`𝒜_k^p\times L_k^p(\mathrm{\Gamma }(W))`$ by (2.3). We need to assume that $`k+1>3/p`$ so that $`𝒢_Y=𝒢_k^p(Y)`$ is a Lie group. We may take $`k=1,p=2`$.
Let $`𝒞_Y`$ be the configuration space
$$𝒞_Y=L_k^2(\{\mathrm{\Omega }^1\mathrm{\Omega }^0\}(Y,i)\mathrm{\Gamma }(W)).$$
The quotient space is $`_Y=𝒞_Y/𝒢_Y.`$ Denote $`𝒞_Y^{}=\{(a,\varphi ,\psi )𝒞_Y|\psi 0\}`$. For $`(a,\varphi ,\psi )𝒞_Y^{}`$, the isotropy group $`\mathrm{\Gamma }_{(a,\varphi ,\psi )}=\{id\}`$. For $`(a,\varphi ,\psi )𝒞_Y𝒞_Y^{}`$, the isotropy group $`\mathrm{\Gamma }_{(a,\varphi ,0)}=U(1)`$, these elements are called reducibles. For example, $`\mathrm{\Theta }=(\theta ,0,0)`$ is reducible by all constant maps from $`Y`$ to $`U(1)`$. Note that $`𝒢_Y`$ acts freely on $`𝒞_Y^{}`$, so $`_Y^{}=𝒞_Y^{}/𝒢_Y`$ forms an open and dense set in $`𝒞_Y/𝒢_Y`$.
###### Proposition 3.1.
$`_Y^{}`$ is a Hilbert manifold. For $`(a_0,\varphi _0,\psi _0)𝒞_Y^{}`$, the tangent space of $`_Y^{}`$ can be identified with
$$T_{[(a_0,\varphi _0,\psi _0)]}_Y^{}=\{(a,\varphi ,\psi )L_k^2(\{\mathrm{\Omega }^1\mathrm{\Omega }^0\}(Y,i)\mathrm{\Gamma }(W))|$$
$$(a,\varphi ,\psi )_{L_{k1}^2}<\epsilon ,d_{a_0}^{}\psi +Im(\psi _0,\psi )=0\}.$$
Proof: This follows from the construction of slice in . It will be clear from context to identify $`(a_0,\varphi _0,\psi _0)`$ with its gauge equivalence class in our notation. The gauge orbit of $`(a_0,\varphi _0,\psi _0)𝒞_Y^{}`$ is given by $`𝒢_Y𝒞_Y^{}`$:
$$g=e^{iu}(a_0g^1dg,\varphi _0,\psi _0g^1).$$
The linearization of this map at $`Id=e^0`$ is
$$\delta _0:T_{id}𝒢_Y=\mathrm{\Omega }^0(Y,i)\{\mathrm{\Omega }^1\mathrm{\Omega }^0\}(Y,i)\mathrm{\Gamma }(W)$$
$$u(du,0,\psi _0u).$$
So the adjoint operator $`\delta _0^{}`$ of $`\delta _0`$ is given by
$$\delta _0^{}\psi =d_{a_0}^{}\psi +Im(\psi _0.\psi ).$$
A neighborhood of $`[(a_0,\varphi _0,\psi _0)]_Y^{}`$ can be described as a quotient of $`T_{[(a_0,\varphi _0,\psi _0)],\epsilon }_Y^{}/\mathrm{\Gamma }_{(a_0,\varphi _0,\psi _0)}`$ for sufficiently small $`\epsilon `$. Every nearby orbit meets the slice $`(a_0,\varphi _0,\psi _0)+T_{[(a_0,\varphi _0,\psi _0)],\epsilon }_Y^{}`$. This is amount to solving the gauge fixing condition relative to $`(a_0,\varphi _0,\psi _0)`$, i.e., there exists a unique $`u\mathrm{\Omega }^0(Y,i)`$ such that $`e^{iu}(a_0+a,\varphi _0+\varphi ,\psi _0+\psi )T_{[(a_0,\varphi _0,\psi _0)],\epsilon }_Y^{}`$ for $`\psi _00`$. Hence it follows from applying the implicit function theorem. ∎
There is an associated bundle $`𝒞_Y^{}\times _{𝒢_Y}(\mathrm{\Omega }^1(Y,i)\mathrm{\Gamma }(W))`$ over $`𝒞_Y^{}`$ because of the free action of $`𝒢_Y`$ on $`𝒞_Y^{}`$. We define a section $`f:𝒞_Y^{}𝒞_Y^{}\times _{𝒢_Y}(\mathrm{\Omega }^1(Y,i)\mathrm{\Gamma }(W))`$ by
$$f(a,\varphi ,\psi )=[(a,\varphi ,\psi ),_gF_ad_a\varphi i\tau (\psi ,\psi ),_a^g\psi +\varphi .\psi ].$$
Note that $`f`$ is $`𝒢_Y`$-equivariant, $`f(g(a,\varphi ,\psi ))=gf(a,\varphi ,\psi )`$. Hence it descends to $`_Y^{}`$,
$$f:_Y^{}𝒞_Y^{}\times _{𝒢_Y}(\mathrm{\Omega }^1(Y,i)\mathrm{\Gamma }(W)).$$
Now $`f(a,\varphi ,\psi )T_{[(a,\varphi ,\psi )],\epsilon }L_{k1}^2_Y^{}=_{[(a,\varphi ,\psi )]}`$. So $`f`$ can be thought of as a vector field on the Hilbert manifold $`_Y^{}`$. Over $`_Y^{}`$, $`f`$ is a section of the bundle $``$ with fiber $`_{[(a,\varphi ,\psi )]}`$.
###### Definition 3.2.
The zero set of $`f`$ in $`_Y^{}`$ is the moduli space of solutions of the 3-dimensional Seiberg-Witten equation
$$f^1(0)=_{SW}^{}(Y,g)=\{[(a,\varphi ,\psi )]𝒞_Y^{}\text{satisfies (}\text{3.1}\text{)}\}/𝒢_Y.$$
(3.1)
$$\{\begin{array}{c}_a^g\psi +\varphi .\psi =0\hfill \\ {}_{g}{}^{}F_{a}^{}d_a\varphi i\tau (\psi ,\psi )=0\hfill \end{array}.$$
We will show that $`_{SW}^{}(Y,g)`$ is a zero-dimensional smooth manifold and its algebraic number is the Euler characteristic of a monopole homology defined in §6 (see also for instance).
The linearization of $`f`$ can be computed as the following.
$`f(a_0+sa,\varphi _0+s\varphi ,\psi _0+s\psi )`$ $`=`$ $`(_gF_{a_0+sa}d_{a_0+sa}(\varphi _0+s\varphi )i\tau (\psi _0+s\psi ,`$
$`\psi _0+s\psi ),^g_{a_0+sa}(\psi _0+s\psi )+(\varphi _0+s\varphi ).(\psi _0+s\psi )`$
$`=`$ $`f(a_0,\varphi _0,\psi _0)+s\delta _1(a_0,\varphi _0,\psi _0)((a,\varphi ,\psi ))+o(s^2).`$
So the linearized operator $`Df(a_0,\varphi _0,\psi _0)=\delta _1(a_0,\varphi _0,\psi _0):T_{[(a_0,\varphi _0,\psi _0)]}_Y^{}_{[(a_0,\varphi _0,\psi _0)]}`$ is given by
$$\delta _1(a_0,\varphi _0,\psi _0):\{\mathrm{\Omega }^1\mathrm{\Omega }^0\}(Y,i)\mathrm{\Gamma }(W)\mathrm{\Omega }^1(Y,i)\mathrm{\Gamma }(W),$$
$$((a,\varphi ,\psi )\left(\begin{array}{ccc}_gd_{a_0}& d_{a_0}& iIm(\psi _0,,)\\ c(\psi _0)& c\psi _0& _{a_0}^g+\varphi _0\end{array}\right)\left(\begin{array}{c}a\\ \varphi \\ \psi \end{array}\right).$$
It forms a natural 3-dimensional monopole complex, since $`\mathrm{ker}\delta _0^{}`$ is the gauge fixing slice. So
(3.2)
$$MC_{}:0\mathrm{\Omega }^0(Y,i)\stackrel{\delta _0}{}\{\mathrm{\Omega }^1\mathrm{\Omega }^0\}(Y,i)\mathrm{\Gamma }(W)\stackrel{\delta _1}{}\mathrm{\Omega }^1(Y,i)\mathrm{\Gamma }(W)0,$$
is a short exact sequence. The operator
$$\delta _0^{}\delta _1(a_0,\varphi _0,\psi _0):\{\mathrm{\Omega }^1\mathrm{\Omega }^0\}(Y,i)\mathrm{\Gamma }(W)\{\mathrm{\Omega }^1\mathrm{\Omega }^0\}(Y,i)\mathrm{\Gamma }(W)$$
(3.3)
$$(a,\varphi ,\psi )\left(\begin{array}{ccc}_gd_{a_0}& d_{a_0}& iIm(\psi _0,)\\ d_{a_0}^{}& 0& Im(\psi _0,)\\ c(\psi _0)& c\psi _0& _{a_0}^g+\varphi _0\end{array}\right)\left(\begin{array}{c}a\\ \varphi \\ \psi \end{array}\right),$$
is a first-order operator with symbol $`\sigma (\delta _0^{}\delta _1)=\sigma (\delta )`$, where
$$\delta =\left(\begin{array}{ccc}_gd_{a_0}& d_{a_0}& 0\\ d_{a_0}^{}& 0& 0\\ 0& 0& _{a_0}^g\end{array}\right)$$
is a first-order self-adjoint Dirac operator. Hence
(3.5) $`Ind(\delta _0^{}\delta _1)`$ $`=`$ $`Ind(\delta )`$
$`=`$ $`Ind\left(\begin{array}{cc}_gd_{a_0}& d_{a_0}\\ d_{a_0}^{}& 0\end{array}\right)+Ind_{a_0}^g`$
(3.6) $`=`$ $`0.`$
Since the operator $`\left(\begin{array}{cc}_gd_{a_0}& d_{a_0}\\ d_{a_0}^{}& 0\end{array}\right)`$ is self-adjoint and every Dirac operator has index zero over odd (3-)dimensional manifolds, thus we have the zero index for the operator $`\delta _0^{}\delta _1`$. Generically, the moduli space $`_{SW}(Y,g)`$ is zero-dimensional.
Define $`H^0(MC_{})=\mathrm{ker}\delta _0`$, $`H^1(MC_{})=\mathrm{ker}\delta _1/im\delta _0`$, $`H^2(MC_{})=coker\delta _1`$. The first cohomology $`H^1(MC_{})`$ is isomorphic for every $`(a_0,\varphi _0,\psi _0)_Y^{}`$, so that $`(a_0,\varphi _0,\psi _0)_Y^{}`$ is a nondegenerate zero of $`f`$ if and only if $`\mathrm{ker}(\delta _0^{}\delta _1)=H^1(MC_{})=0`$. For $`\mathrm{\Theta }=(\theta ,0,0)`$ and a generic metric $`g`$ without harmonic spinors of $`_\theta ^g`$, we have that $`\mathrm{\Theta }`$ is always isolated and nondegenerate (in the Bott sense) zero of $`f`$ on the integral homology 3-sphere $`Y`$.
## 4. Admissible Perturbation and Transversality
In this section, we prove that there are enough perturbations to make the zero set of $`f`$ transverse. There is a 1-form perturbation reduced from 4-dimensional Seiberg-Witten equation as in . In our 3-dimensional case, the harmonic spinor may vary or jump as metrics on $`Y`$ vary. In order to obtain any topological information, one needs to extend the perturbation-data and understand the harmonic spinors accordingly. The method we used here is essentially the one used in .
Let $`𝒫_Y=\mathrm{\Sigma }_Y\times \mathrm{\Omega }^1(Y,i)`$ be the space of perturbation data, where $`\mathrm{\Sigma }_Y`$ is the space of Riemannian metrics on $`Y`$. Consider the union $`_{(g,,\alpha )𝒫_Y}_{SW}^{}(Y;g,\alpha )`$ of the moduli spaces of 3-dimensional Seiberg-Witten solutions over all metrics and 1-forms. If the union is a (Banach) Hilbert manifold, then its projection to the space $`𝒫_Y`$ is a Fredholm map. So there exists a Baire first category in $`𝒫_Y`$ such that $`_{SW}^{}(Y;g,\alpha )`$ is a manifold by the Sard-Smale theorem.
Let $`f_\eta `$ be the parametrized smooth section of the bundle $`_Y^{}\times 𝒫_Y`$ with $`\eta =(g,\alpha )𝒫_Y`$. The map $`f_\eta `$ is given by
$$f_\eta :_Y^{}\mathrm{\Omega }^1(Y,i)\mathrm{\Gamma }(W)$$
$$(a,\varphi ,\psi )(_gF_ad_a\varphi i\tau (\psi ,\psi )+\alpha ,_a^{_0+\alpha }\psi +\varphi .\psi ),$$
where $`_0`$ is the Levi-Civita connection for the metric $`g`$. Let $`f_{1\eta }(a,\varphi ,\psi )=_a^{_0+\alpha }\psi +\varphi .\psi `$ be the second component of the map $`f_\eta `$ on $`\mathrm{\Gamma }(W)`$, and $`f_{0\eta }(a,\varphi ,\psi )`$ be the first component of $`f_\eta `$.
###### Lemma 4.1.
$`f_{1\eta }`$ is a submersion ($`Df_{1\eta }`$ is surjective).
Proof: The differential $`Df_{1\eta }`$ is given by the formula
$$Df_{1\eta }(a,\varphi ,\psi ;o,\alpha )(\epsilon a,\epsilon \varphi ,\epsilon \psi ,0,\epsilon \alpha )=_a^{_0+\alpha }(\epsilon \psi )+(\epsilon \alpha +\epsilon a+\epsilon \varphi ).\psi +\varphi .\epsilon \psi ,$$
where we vary along the subspace $`\{\mathrm{\Omega }^1\mathrm{\Omega }^0(Y,i)\mathrm{\Gamma }(W)\}\times \{\{0\}\times \mathrm{\Omega }^1(Y,i)\}`$ of $`T_{[a,\varphi ,\psi ]}^{}_Y^{}\times 𝒫_Y`$. We want to show that $`Df_{1\eta }`$ is surjective. Suppose the contrary. Then there exists a spinor $`\chi \mathrm{\Gamma }(W)`$ such that it is perpendicular to $`ImDf_{1\eta }`$.
(4.1)
$$_a^{_0+\alpha }(\epsilon \psi ),\chi =0,$$
for all $`\epsilon \psi `$. I.e., $`\chi \mathrm{ker}(_a^{_0+\alpha })^{}`$. By the elliptic regularity of (4.1), a solution $`\chi `$ is smooth. Choose a point $`yY`$ such that $`\chi (y)0`$. By the uniqueness of continuation of the solution of the elliptic equation , $`_a^{_0+\alpha }(_a^{_0+\alpha })^{}\chi =0`$, there is a neighborhood $`U_y`$ of $`y`$ such that $`\chi (y)0`$ for $`yU_y`$. Thus we can find a 1-form $`\epsilon \alpha +\epsilon a\mathrm{\Omega }^1(Y,i)`$ such that $`(\epsilon \alpha +\epsilon a).\psi =\lambda \chi `$ with $`\lambda 0`$ in $`U_y`$, and $`\epsilon \alpha +\epsilon a`$ has compact support. So we obtain
$`0`$ $`=`$ $`_{a+\epsilon a}^{_0+\alpha +\epsilon \alpha }(\epsilon \psi ),\chi `$
$`=`$ $`_a^{_0+\alpha }(\epsilon \psi ),\chi +(\epsilon \alpha +\epsilon a).\epsilon \psi ,\chi `$
$`=`$ $`\lambda \chi ,\chi =\lambda \chi ,\chi .`$
Therefore $`\chi =0`$ in $`U_y`$, so $`\chi 0`$ by a result in . ∎
By the Hodge decomposition of $`\mathrm{\Omega }^1(Y,i)=ImdImd^{}`$ for $`Y`$, we have that $`\delta _1`$ is surjective. Thus $`f_{0\eta }(\alpha ,\varphi ,\psi )=_gF_ad_a\varphi i\tau (\psi ,\psi )+\alpha `$ is also a submersion onto $`\mathrm{\Omega }^1(Y,i)`$.
###### Corollary 4.2.
The spaces $`f_{0\eta }^1(0)`$ and $`f_{1\eta }^1(0)`$ are Banach manifolds.
Now at point $`(a_0,\varphi _0,\psi _0;g_0,\alpha )𝒞_Y\times 𝒫_Y`$, the parametrized smooth section
$$f(a_0,\varphi _0,\psi _0;g_0,\alpha )=f_{(g_0,\alpha )}(a_0,\varphi _0,\psi _0)=f_\eta (a_0,\varphi _0,\psi _0)$$
is submersion.
###### Proposition 4.3.
The differential $`Df`$ is onto at all points of the moduli space $`f^1(0)𝒞_Y^{}\times 𝒫_Y`$.
Proof: The differential $`Df`$ at $`(a_0,\varphi _0,\psi _0;g_0,\alpha )𝒞_Y\times 𝒫_Y`$ is of the form $`(Df_0,Df_1)`$
$`Df_0`$ $`=`$ $`_{g_0}d_{a_0}a+(g)_{}F_{a_0}d_{a_0}\varphi iIm(\psi _0,\psi )a.\varphi _0+\alpha `$
$`Df_1`$ $`=`$ $`_{a_0}^{_0+\alpha _0}\psi +(\alpha +a).\psi _0+(\varphi .\psi _0+\varphi _0.\psi )+r(g))`$
where $`(g)_{}`$ is the variation of the Hodge star operator $`(g)_{}=\frac{d}{ds}|_{s=0}_{g_0+sg}`$, $`r(g)`$ is a zero order operator applied to the variation $`g_0+sg+o(s^2)`$ of metric, $`a.\varphi _0`$ is the Clifford multiplication of 1-form $`a`$ on the section $`\varphi _0\mathrm{\Gamma }(W)`$. The surjective of $`Df_0`$ follows from Theorem 3.1 of , and the surjective of $`Df_1`$ follows from Proposition I.3.5 of (see also ). ∎
We consider the map $`f_{}:𝒞_Y^{}\times 𝒫_Y\mathrm{\Omega }^1(Y,i)\mathrm{\Gamma }(W)`$.
###### Corollary 4.4.
The space $`f_{}^1(0)`$ is a Banach manifold.
Proof: Take $`f_{}`$ as a section of $`_Y^{}\times 𝒫_Y`$ to $`(𝒞_Y^{}\times _{𝒢_Y}(\mathrm{\Omega }^1(Y,i)\mathrm{\Gamma }(W))\times 𝒫_Y`$. So $`f_{}^1(0)|__Y^{}=f_{}^1(0)/𝒢_Y`$ is a Banach manifold.
$$\begin{array}{ccc}𝒞_Y^{}\times 𝒫_Y& \stackrel{f}{}& \mathrm{\Omega }^1(Y,i)\mathrm{\Gamma }(W)\\ \pi _2& & \\ 𝒫_Y& & \end{array}$$
The projection map $`\pi _2`$ is a smooth Fredholm map of index zero. It follows exactly from the same argument in . ∎
###### Corollary 4.5.
The inverse image $`\pi _2^1((g,\alpha ))`$ of a generic parameter $`(g,\alpha )𝒫_Y`$, the moduli space $`_{SW}(Y,(g,\alpha ))`$ of the 3-dimensional monopole solutions is a zero dimensional manifold.
A perturbation $`\eta =(g,\alpha )`$ satisfying Corollary 4.5 is called admissible. In general, the class of reducible elements in $`𝒞_Y𝒞_Y^{}`$ forms a singular strata in the quotient space $`_Y`$. If it is a solution of 3-dimensional Seiberg-Witten equation, it is also singular to the space of $`_{SW}(Y,g)`$. The reducible solutions of the 3-dimensional Seiberg-Witten equation satisfy
$`_a^{_0+\alpha }\psi +\varphi _0.\psi `$ $`=`$ $`0`$
(4.2) $`F_a+d_a\varphi `$ $`=`$ $`0,`$
for $`\psi =0`$. Applying the temporal gauge $`g(a,\varphi )=(g^{}a,0)`$, we get that $`g^{}a`$ is a flat connection on $`Y\times U(1)`$ over $`Y`$. For integral homology 3-sphere, there is a unique $`U(1)`$ reducible connection, namely the trivial one. So the reducible solution is $`(\theta ,0)`$. There is a unique $`U(1)`$-reducible solution of (4), denoted by $`\mathrm{\Theta }=(\theta ,0)`$.
Note that $`\mathrm{ker}\delta _1=\mathrm{ker}_a^g`$ for an integral homology 3-sphere. For a generic metric $`g`$, $`\mathrm{ker}_a^g=0`$. But $`\mathrm{ker}_a^{g_t}`$ may have a nontrivial kernel as the Riemannian metrics vary in an one-parameter family (see ). The harmonic spinor, even the dimension of the harmonic spinor, depends on the metric used in defining the Dirac operator. Hence the harmonic-spinor jump creates and/or destroys irreducible solutions of the 3-dimensional Seiberg-Witten equation. This is the main problem to understand the new phenomenon that the “Seiberg-Witten-Floer theory” is not entirely metric-independent (see ). In the next section, we study such a dependence of Riemannian metrics.
###### Proposition 4.6.
$`_{SW}^{}(Y,(g,\alpha ))=_{SW}(Y,(g,\alpha ))\{\mathrm{\Theta }\}`$ is a zero-dimensional smooth manifold for a first category near $`(g,\alpha )`$ in $`𝒫_Y`$.
Proof: The results follows from the construction above, Proposition 2c.1 of and the Sard-Smale theorem. ∎
Define the weighted Sobolev space $`L_{k,\delta }^p`$ on sections $`\xi `$ of a bundle over $`Y\times `$ to be the space of $`\xi `$ for which $`e_\delta \xi `$ is in $`L_k^p`$, where $`e_\delta (y,t)=e^{\delta |t|}`$ for $`|t|1`$. For any $`\delta 0`$ and any Seiberg-Witten monopole solution $`(A,\mathrm{\Phi })`$ on $`Y\times `$, the linearized operator
$$D_{A,\mathrm{\Phi }}:L_{k+1,\delta }^p(\mathrm{\Gamma }(W_{(4)}^+)\mathrm{\Omega }^1(Y\times ))L_{k,\delta }^p(\mathrm{\Gamma }(W_{(4)}^{})(\mathrm{\Omega }^0\mathrm{\Omega }_+^2)(Y\times ))$$
is Fredholm (see ). We call $`(A,\mathrm{\Phi })`$ regular if $`\text{Coker}D_{A,\mathrm{\Phi }}=0`$ and we call $`_{Y\times }`$ (the moduli space of perturbed Seiberg-Witten solutions with finite energy) regular if it contains orbits of regular $`(A,\mathrm{\Phi })`$’s.
###### Proposition 4.7.
The finite energy condition forces elements of $`_{Y\times }`$ to converge to zeros of $`f_\eta ^1(0)`$ on the ends of $`Y\times `$. The set of all perturbations $`\eta 𝒫_Y`$ of which $`_{Y\times }`$ is regular is of Baire’s first category.
Proof: The proof follows exactly from the same method in Proposition 2c.2 with Chern-Simons Seiberg-Witten functional as defined in §4 and . ∎
## 5. Spectral flow and Dependence on Riemannian metrics
In this section, we use the unique $`U(1)`$-reducible solution $`\mathrm{\Theta }`$ to capture the metric-dependent relation via the spectral flow. In joined with Lee, the author used the Walker correction-term around $`U(1)`$-reducibles to obtain homotopy classes of admissible perturbations (realized by a family of Lagrangians), and to show the invariance among the same homotopy class of the Lagrangian perturbations. Those Walker correction-term can be interpreted as the spectral flow in .
###### Proposition 5.1.
For an admissible perturbation $`\eta =(g,\alpha )𝒫_Y`$ and a nondegenerate zero $`(a,\varphi ,\psi )_{SW}(Y,\eta )=f_\eta ^1(0)`$, we can associate an integer $`\mu _\eta (a,\varphi ,\psi )`$ such that for $`(A,\mathrm{\Phi })_{Y\times }((a,\varphi ,\psi ),(a^{^{}},\varphi ^{^{}},\psi ^{^{}}))`$
$`\mu _\eta (e^{iu}(a,\varphi ,\psi ))`$ $`=`$ $`\mu _\eta (a,\varphi ,\psi ),`$
$`\text{Index}D_{A,\mathrm{\Phi }}`$ $`=`$ $`\mu _\eta (a,\varphi ,\psi )\mu _\eta (a^{^{}},\varphi ^{^{}},\psi ^{^{}})\text{dim}\mathrm{\Gamma }_{(a^{^{}},\varphi ^{^{}},\psi ^{^{}})},`$
where $`\mathrm{\Gamma }_{(a^{^{}},\varphi ^{^{}},\psi ^{^{}})}`$ is the isotropy subgroup of $`(a^{^{}},\varphi ^{^{}},\psi ^{^{}})`$.
Proof: Let $`\pi _1:Y\times [0,1]Y`$ be the projection on the first factor. Let $`L_{(4)}\times W_{(4)}`$ be the pullback $`\pi _1^{}(detW^\pm )\times \pi _1^{}W^\pm `$ such that $`(A,\mathrm{\Phi })𝒜_{L_{(4)}}\times W_{(4)}`$ satisfies $`(A,\mathrm{\Phi })|_{t0}=(a,\varphi ,\psi )`$ and $`(A,\mathrm{\Phi })|_{t1}=(a^{^{}},\varphi ^{^{}},\psi ^{^{}})`$. We have $`D_{A,\mathrm{\Phi }}=\frac{}{t}+\delta _t`$ with $`\delta _t=\delta _{A(t),\mathrm{\Phi }(t)}`$ in (3.3). Then the Fredholm index of $`D_{A,\mathrm{\Phi }}`$ is given by the spectral flow of $`\delta _t`$ (see ). The second equality follows from the same proof of Proposition 2b. 2 in . The first equality follows from
$`SF(e^{iu}(a,\varphi ,\psi ),(a,\varphi ,\psi ))`$ $`=`$ $`\text{Ind}D_{A,\mathrm{\Phi }}((a,\varphi ,\psi ),(a,\varphi ,\psi ))_{Y\times S^1}`$
$`=`$ $`{\displaystyle \frac{1}{4}}(c_1(L_{(4)})^2(2\chi +3\sigma ))(Y\times S^1)=0,`$
where $`\chi `$ and $`\sigma `$ are the Euler number and signature of $`Y\times S^1`$, and $`c_1(L_{(4)})^2(Y\times S^1)=0`$ for the integral homology 3-sphere $`Y`$. ∎
Note that the relative index is gauge-invariant, but depending on the perturbation $`\eta 𝒫_Y`$ by Proposition 5.1. The absolute index may not be well-defined since $`\mu _\eta (\mathrm{\Theta })`$ depends upon $`\eta 𝒫_Y`$. In the instanton case, we fix the trivialization of a principal bundle and a fixed tangent vector to the trivial connection to determine $`\mu (\theta )=0`$ for the trivial connection $`\theta `$. It turns out that such a fixation is independent of metrics and other perturbation data in the instanton Floer theory. But this is no longer true for the monopole case.
###### Proposition 5.2.
(Definition) Two admissible perturbations $`\eta _0`$ and $`\eta _1`$ in $`𝒫_Y`$ are (called) homotopic to each other through a 1-parameter family $`\eta _t(0t1)`$ in $`𝒫_Y`$ if and only if $`\mu _{\eta _0}(\mathrm{\Theta })=\mu _{\eta _1}(\mathrm{\Theta })`$.
Proof: For two admissible perturbations $`\eta _0`$ and $`\eta _1`$ in §4, we can connect them into a 1-parameter family $`\eta _t`$ such that there are at most finitely many $`t(0,1)`$ with $`\eta _t`$ corresponding harmonic-spinor jumps. Denote those $`0<t_0<t_1\mathrm{}<t_n<1`$ and $`\lambda _1,\lambda _2,\mathrm{},\lambda _n,\lambda _{n+1}=0`$ so that $`\lambda _i`$ is not the eigenvalues of $`\delta _t=\delta _t(\theta ,0)`$ for $`t_{i1}tt_i`$, where $`t_1=0`$ and $`t_{n+1}=1`$. Define $`n_i=\text{dim}(\delta _{t_i}\lambda Id)`$ with $`\lambda [\lambda _{i+1},\lambda _i]`$ and $`n_i=\text{dim}(\delta _{t_i}\lambda Id)`$ with $`\lambda [\lambda _i,\lambda _{i+1}]`$. From the operator $`D_{\eta _t}(\mathrm{\Theta })=\frac{}{t}+\delta _t(\mathrm{\Theta })`$ and the well-known facts in , we have
$$\text{Ind}D_{\eta _t}(\mathrm{\Theta })=\underset{i=0}{\overset{n}{}}n_i.$$
This shows that $`\text{Ind}D_{\eta _t}(\mathrm{\Theta })`$ is independent of the construction $`\eta _t`$ and that is continuous in $`\eta _t`$. On the other hand,
$$\text{Ind}D_{\eta _t}(\mathrm{\Theta })=\mu _{\eta _0}(\mathrm{\Theta })\mu _{\eta _1}(\mathrm{\Theta }).$$
Thus the obstruction to connect two generic perturbations is the spectral flow along the metric path in $`\mathrm{\Sigma }_Y`$. The Riemannian-metric space $`\mathrm{\Sigma }_Y`$ is path-connected. So $`\text{Ind}D_{\eta _t}(\mathrm{\Theta })=0`$ provides that $`\eta _0`$ and $`\eta _1`$ are in the same (homotopy) class of with respect to the spectral flow. ∎
Thus the dependence of metrics also enters into the definition of relative indices for $`(a,\varphi ,\psi )_{SW}^{}(Y,\eta )`$. Now we follow the instanton case to fix the relative index
$$\mu _\eta (a,\varphi ,\psi )=\text{Ind}D_\eta (\mathrm{\Theta },(a,\varphi ,\psi )),$$
which depends on the value $`\mu _\eta (\mathrm{\Theta })`$. Any changes of $`\mu _\eta (\mathrm{\Theta })`$ shift $`\mu _\eta (a,\varphi ,\psi )`$ by an integer, and $`\mu _\eta (\mathrm{\Theta })`$ is understood with respect to some reference perturbation $`\eta _0𝒫_Y`$.
###### Lemma 5.3.
For an admissible perturbation $`\eta 𝒫_Y`$, the Seiberg-Witten moduli space $`_{SW}(Y,\eta )=f_\eta ^1(0)`$ is a compact 0-dimensional oriented manifold.
Proof: The compactness can be proved by the 3-dimensional Weitzenböck formula and Mosers’ weak maximal principle as in the 4-dimensional case . By the construction in the proof of Proposition 5.1, we can show that $`_{SW}(Y,\eta )=f_\eta ^1(0)`$ is a closed subset of the compact moduli space $`_{Y\times S^1}(g+d\theta ,\pi _1^{}\eta )`$, where $`Y\times S^1`$ carries the product metric $`g+d\theta `$. That $`_{SW}(Y,\eta )`$ is compact follows by Lemma 2 of . By Proposition 4.6, $`_{SW}(Y,\eta )`$ is a 0-dimensional manifold. The orientation at each point of $`_{SW}(Y,\eta )`$ is defined by its spectral flow which depends on the perturbation homotopy class of $`\eta `$. (This is different phenomenon from the (instanton) Casson invariant of integral homology 3-spheres.) ∎
Note that the monopole number $`\mathrm{\#}_{SW}^{}(Y,\eta )`$ (counted with sign) is not a topological invariant. The number $`\mathrm{\#}_{SW}^{}(Y,\eta )`$ depends on the metric with harmonic-spinor jumps.
## 6. Monopole homology of integral homology 3-spheres
For an admissible perturbation $`\eta 𝒫_Y`$, we obtain a new gradient vector field $`f_\eta `$ for which the irreducibles are all nondegenerate in §4. Since zeros of $`f_\eta `$ are now isolated finite-many points, we use them to generate the monopole chain groups.
###### Definition 6.1.
Let $`(a,\varphi ,\psi )`$ and $`(a^{^{}},\varphi ^{^{}},\psi ^{^{}})`$ be zeros of $`f_\eta `$. A chain solution $`((A_1,\mathrm{\Phi }_1),\mathrm{},(A_n,\mathrm{\Phi }_n))`$ from $`(a,\varphi ,\psi )`$ to $`(a^{^{}},\varphi ^{^{}},\psi ^{^{}})`$ is a finite set of Seiberg-Witten solutions over $`Y\times `$ which converge to $`c_{i1},c_if_\eta ^1(0)`$ as $`t\mathrm{}`$ such that $`(a,\varphi ,\psi )=c_0`$, $`c_n=(a^{^{}},\varphi ^{^{}},\psi ^{^{}})`$, and $`(A_i,\mathrm{\Phi }_i)_{Y\times }(c_{i1},c_i)`$ for $`0in`$.
We say that the sequence $`\{(A_\alpha ,\mathrm{\Phi }_\alpha )\}_{Y\times }((a,\varphi ,\psi ),(a^{^{}},\varphi ^{^{}},\psi ^{^{}}))`$ is (weakly) convergent to the chain solution $`((A_1,\mathrm{\Phi }_1),\mathrm{},(A_n,\mathrm{\Phi }_n))`$ if there is a sequence of n-tuples of real numbers $`\{t_{\alpha ,1}\mathrm{}t_{\alpha ,n}\}_\alpha `$, such that $`t_{\alpha ,i}t_{\alpha ,i1}\mathrm{}`$ as $`\alpha \mathrm{}`$, and if, for each $`i`$, the translates $`t_{\alpha ,i}^{}(A_\alpha ,\mathrm{\Phi }_\alpha )=(A_\alpha (t_{\alpha ,i}),\mathrm{\Phi }_\alpha (t_{\alpha ,i}))`$ converge weakly to $`(A_i,\mathrm{\Phi }_i)`$.
###### Theorem 6.2.
Let $`\{(A_\alpha ,\mathrm{\Phi }_\alpha )\}_{Y\times }((a,\varphi ,\psi ),(a^{^{}},\varphi ^{^{}},\psi ^{^{}}))`$ be a sequence of Seiberg-Witten solutions with uniformly bounded action over $`Y\times `$. Then there exists a subsequence converging to a chain solution $`((A_1,\mathrm{\Phi }_1),\mathrm{},(A_n,\mathrm{\Phi }_n))`$ such that
$$\text{Ind}D_{A_\alpha ,\mathrm{\Phi }_\alpha }=\underset{i=1}{\overset{n}{}}\text{Ind}D_{A_i,\mathrm{\Phi }_i}=\underset{i=1}{\overset{n}{}}(\mu _\eta (c_i)\mu _\eta (c_{i1})).$$
Proof: It follows from the same proof as in §3 and , and the compactness of Seiberg-Witten moduli space on 4-dimensional manifolds. ∎
###### Proposition 6.3.
The compactification of $`_{Y\times }(c_0,c_{n+1})`$ with only chain solutions can be described as
$$\overline{_{Y\times }(c_0,c_{n+1})}=(\times _{i=1}^{n+1}_{Y\times }(c_{i1},c_i)),$$
the union over all sequence $`c_0,c_1,\mathrm{},c_{n+1}_{SW}^{}(Y,\eta )`$ such that $`_{Y\times }(c_{i1},c_i)`$ is nonempty for all $`1in+1`$.
For any sequence $`c_0,c_1,\mathrm{},c_{n+1}_{SW}^{}(Y,\eta )`$, there is a gluing map
$$G:\times _{i=1}^{n+1}\widehat{}_{Y\times }(c_{i1},c_i)\times \mathrm{\Delta }^{n+1}\overline{_{Y\times }(c_0,c_{n+1})},$$
where $`\mathrm{\Delta }^{n+1}=\{(\lambda _0,\mathrm{},\lambda _n)[\mathrm{},\mathrm{}]^{n+1}:1+\lambda _{i1}<\lambda _i,1in\}`$.
1. The image of $`G`$ is a neighborhood of $`\times _{i=1}^{n+1}\widehat{}_{Y\times }(c_{i1},c_i)`$ in the compactification with chain solutions.
2. The restriction of $`G`$ to $`\times _{i=1}^{n+1}\widehat{}_{Y\times }(c_{i1},c_i)\times \text{Int}(\mathrm{\Delta }^{n+1})`$ is an orientation-preserving diffeomorphism onto its image.
Proof: Since there is no bubbling in the Seiberg-Witten moduli space, the map $`G`$ is the well-known transitivity in finite-dimensional Morse-Smale theory. ∎
Let $`_{SW}^n(Y,\eta )`$ be the set of irreducible zeros $`(a,\varphi ,\psi )`$ of $`f_\eta `$ whose relative index $`\mu _\eta (a,\varphi ,\psi )\mu _\eta (\mathrm{\Theta })=n`$. The monopole chain group $`MC_n(Y,\eta )`$ is defined to be the free Abelian group generated by $`_{SW}^n(Y,\eta )`$, where the admissible perturbation $`\eta `$ specifies the spectral flow $`\mu _\eta (\mathrm{\Theta })`$. We write $`I_\eta (\mathrm{\Theta };\eta _0)`$ to be the integer $`\mu _\eta (\mathrm{\Theta })\mu _{\eta _0}(\mathrm{\Theta })`$ with respect to a reference $`\eta _0𝒫_Y`$. Hence $`\mu _\eta (\mathrm{\Theta })`$ is fixed with the fixation of $`I_\eta (\mathrm{\Theta };\eta _0)`$. Define the boundary operator $`:MC_n(Y,\eta )MC_{n1}(Y,\eta )`$:
$$(a,\varphi ,\psi )=\underset{(a^{^{}},\varphi ^{^{}},\psi ^{^{}})MC_{n1}(Y,\eta )}{}\mathrm{\#}\widehat{}_{SW,Y\times }^1((a,\varphi ,\psi ),(a^{^{}},\varphi ^{^{}},\psi ^{^{}}))(a^{^{}},\varphi ^{^{}},\psi ^{^{}}).$$
###### Proposition 6.4.
Let $`:MC_n(Y,\eta )MC_{n1}(Y,\eta )`$ be defined as above. Then $`=0`$.
Proof: The proof follows the same argument as in (, Theorem 2) except that we have to rule out the possibility of reducible connections entering into the picture. Note that
$$^2(c_0)=\underset{c_1_{SW}^{n1}(Y,\eta )}{}\underset{c_2_{SW}^{n2}(Y,\eta )}{}\mathrm{\#}\widehat{}_{Y\times }^1(c_0,c_1)\mathrm{\#}\widehat{}_{Y\times }^1(c_1,c_2)c_2,$$
where $`c_i=(a_i,\varphi _i,\psi _i)_{SW}^{}(Y,\eta )(i=0,1,2)`$. Consider in this sum all the terms associated to a fixed $`c_2_{SW}^{n2}(Y,\eta )`$. For the pair $`(c_0,c_2)`$, there is the 2-dimensional moduli space $`_{Y\times }^2(c_0,c_2)`$. By Proposition 6.3, the ends of $`\widehat{}_{Y\times }^2(c_0,c_2)`$ consists of all the components $`\widehat{}_{Y\times }^1(c_0,c_1)\times \widehat{}_{Y\times }^1(c_1,c_2)`$ with $`c_1_{SW}^{n1}(Y,\eta )`$. It is impossible for $`c_1`$ to be the $`U(1)`$-reducible zero of $`f_\eta `$ because the isotropy subgroup $`\mathrm{\Gamma }_{c_1}`$ would add to the gluing parameter and as a result would contradict the dimension count by Proposition 5.1 and Proposition 5.2. Thus
$$\underset{c_1_{SW}^{n1}(Y,\eta )}{}\mathrm{\#}\widehat{}_{Y\times }^1(c_0,c_1)\mathrm{\#}\widehat{}_{Y\times }^1(c_1,c_2)=\widehat{}_{Y\times }^2(c_0,c_2)=0.$$
As a consequence of Proposition 6.4, for a given integral homology 3-sphere $`Y`$ and an admissible data $`\eta 𝒫_Y`$, we have a well-defined definition of a Monopole Homology
$$MH_{}(Y;\eta )=\mathrm{ker}_{}/\text{Im}_{+1},.$$
Now the monopole homology $`MH_{}(Y;\eta )`$ is sensitive to the number $`I_\eta (\mathrm{\Theta };\eta _0)`$, and $`MH_{}(Y;\eta )`$ is not a topological invariant since its Euler characteristic $`\mathrm{\#}_{SW}^{}(Y,\eta )`$ is metric-dependent.
## 7. Homomorphisms induced by cobordisms
From the troublesome path of metrics in $`\mathrm{\Sigma }_Y`$ of creating/destroying harmonic spinors (see ), the invariance of the monopole homology of integral homology 3-spheres is in question. The cobordism argument used in does not apply here. We have to construct a different cobordism between metrics and admissible perturbations with the fixed spectral flow $`I_\eta (\mathrm{\Theta };\eta _0)=\mu _\eta (\mathrm{\Theta })\mu _{\eta _0}(\mathrm{\Theta })`$. In this section, we show that our monopole homology is independent of metrics and of admissible perturbations within the class $`I_\eta (\mathrm{\Theta };\eta _0)`$.
Let $`X`$ be an oriented 4-manifold with two cylindrical ends $`Y_1\times 𝐑_+`$ and $`Y_2\times 𝐑_{}`$, where $`Y_1`$ and $`Y_2`$ are integral homology 3-spheres. Let $`\tau :X[0,\mathrm{})`$ be a smooth cutoff function such that $`\tau (x)=0`$ for $`x`$ lying outside of $`Y_1\times 𝐑_+Y_2\times 𝐑_{}`$ and $`\tau (y,t)=|t|`$ for $`(y,t)Y_1\times 𝐑_+Y_2\times 𝐑_{}`$ and $`|t|>t_0>0`$ and $`e_\delta =e^{\delta \tau (x)}`$. Then using the cutoff function $`\tau `$ and a background connection we can extend $`\frac{d}{dt}+\alpha ,\frac{d}{dt}+\beta `$ to a connection $`_0`$ on $`X`$ such that
$$_0|_{Y_1\times [t_0,\mathrm{})}=\frac{d}{dt}+\alpha ,_0|_{Y_2\times (\mathrm{},t_0]}=\frac{d}{dt}+\beta .$$
Similarly, we can extend sections on $`W_X^\pm `$. The Fréchet space $`\mathrm{\Omega }_{\text{comp}}^1(X,AdP)\mathrm{\Gamma }_{\text{comp}}(W_X^\pm )`$ of compact supported $`C^{\mathrm{}}`$-sections on $`(T^{}XAdP)\mathrm{\Gamma }(W_X^\pm )`$ can be completed to a Banach space
$$𝒜_{k,\delta }^p(X)=(_0,0)+L_{k,\delta }^p(\mathrm{\Omega }^1(X,AdP)\mathrm{\Gamma }(W_X^\pm )),$$
where $`c_{L_{k,\delta }^p}=e_\delta c_{L_k^p}`$ for $`c\mathrm{\Omega }_{\text{comp}}^1(X,AdP)\mathrm{\Gamma }_{\text{comp}}(W_X^\pm )`$. The gauge group $`𝒢_{k+1,\delta }^p`$ is given by $`L_{k+1,\delta }^p`$-norm of $`\text{Aut}(detW_X^\pm )`$. So the quotient space is $`_{k,\delta }^p(X)=𝒜_{k,\delta }^p(X)/𝒢_{k+1,\delta }^p`$. The perturbation data $`\eta _1=(g_{Y_1},\alpha _1)`$ and $`\eta _2=(g_{Y_2},\alpha _2)`$ at the ends provide the gradient vector fields $`f_{\eta _1}`$ and $`f_{\eta _2}`$ so that the zeros of $`f_{\eta _1}`$ on $`Y_1`$ and of $`f_{\eta _2}`$ on $`Y_2`$ are generic. Clearly these perturbation data $`\eta _1`$ and $`\eta _2`$ can be pulled back to the cylindrical ends $`Y_1\times 𝐑_+`$ and $`Y_2\times 𝐑_{}`$, and produce perturbations on the time-invariant monopole equation on $`_{k,\delta }^p(Y_1\times 𝐑_+)`$ and $`_{k,\delta }^p(Y_2\times 𝐑_{})`$ (same $`\delta `$ as before). According to ( (1c.2) and ), there exists a Baire’s first category subset in the space $`et(X)\times \mathrm{\Pi }_X`$ of Riemannian metrics $`g_X`$ and perturbation data $`\alpha _X`$ such that $`_{\eta _X}(c,c^{^{}})`$ ($`\eta _X=(g_X,\alpha _X)`$) is a smooth manifold with
(7.1)
$$\text{dim}_{\eta _X}(c,c^{^{}})=\mu _{\eta _1}(c)\mu _{\eta _2}(c^{^{}})+\frac{1}{2}(2\chi +3\sigma )(X).$$
In addition, $`_{\eta _X}(c,c^{^{}})`$ is oriented with an orientation specified by the orientations on $`H^1(X,𝐑)`$ and $`H^0(X,𝐑)H_+^2(X,𝐑)`$ (see ).
Define a homomorphism $`\mathrm{\Psi }_{}=\mathrm{\Psi }_{}(X;\eta _X):MC_{}(Y_1;\eta _1)MC_{}(Y_2;\eta _2)`$ of the monopole chain complexes by the formula
$$\mathrm{\Psi }_{}(c)=\underset{c^{^{}}_{SW}^{}(Y_2,\eta _2)}{}\mathrm{\#}_{\eta _X}^0(c,c^{^{}})c^{^{}},c_{SW}^{}(Y_1,\eta _1),$$
where $`_{\eta _X}^0(c,c^{^{}})`$ is the $`0`$-dimensional oriented moduli space connecting $`c`$ to $`c^{^{}}`$ on $`X`$ and $`\mu _{\eta _1}(c)\mu _{\eta _2}(c^{^{}})=\frac{1}{2}(2\chi +3\sigma )(X)`$.
###### Proposition 7.1.
Given a cobordism $`X`$ and perturbation data $`\eta _Xet(X)\times \mathrm{\Pi }_X`$ as before, the homomorphism $`\mathrm{\Psi }_{}`$ is a chain map shifting the degree by $`\frac{1}{2}(2\chi +3\sigma )(X)`$. Furthermore the induced homomorphism
$$\mathrm{\Psi }_{}=\mathrm{\Psi }_{}(X;\eta _X):MH_{}(Y_1;\eta _1)MH_{}(Y_2;\eta _2)$$
on the monopole homologies depends only on the cobordism $`X`$.
Proof: It follows the same argument as in Theorem 3 and §5. ∎
We show below that $`\mathrm{\Psi }_{}(X;\eta _X)`$ is functorial with respect to the composite cobordism. Given two cobordisms $`(U;\eta _U)`$ connecting $`Y_1`$ to $`Y_2`$ and $`(V;\eta _V)`$ connecting $`Y_2`$ to $`Y_3`$ so that $`\eta _U`$ and $`\eta _V`$ agree on $`Y_2`$, we can form the composite cobordism $`(W;\eta _W)`$ connecting $`Y_1`$ to $`Y_3`$. Then
(7.2)
$$\mathrm{\Psi }_{}(W;\eta _W)=\mathrm{\Psi }_{}(V;\eta _V)\mathrm{\Psi }_{}(U;\eta _U).$$
A different strategy from Floer’s has to be taken to prove that $`MH_{}(Y,\eta )`$ is independent of admissible perturbations $`\eta =(g_Y,\alpha )`$ within the class of $`I_\eta (\mathrm{\Theta };\eta _0)`$. We consider the time-dependent perturbations of the Seiberg-Witten equation and its associated moduli space. Given two admissible perturbation data of generic metrics $`g_Y^1`$ and $`g_Y^1`$ and 1-forms $`\alpha _1`$ and $`\alpha _1`$ with $`I_{\eta _1}(\mathrm{\Theta };\eta _0)=I_{\eta _1}(\mathrm{\Theta };\eta _0)`$ (here $`\eta _t=(g_Y^t,\alpha _t)`$), there is an one-parameter family of admissible perturbations $`\mathrm{\Lambda }=\{\eta _t=(g_Y^t,\alpha _t)|\mathrm{}t\mathrm{}\}`$ joining them. Assume that the pair $`\eta _t=(g_Y^1,\alpha _1)`$ for $`t1`$ and $`\eta _t=(g_Y^1,\alpha _1)`$ for $`t1`$. On the cylinder $`Y\times 𝐑`$, we consider the perturbed Seiberg-Witten equation
(7.3)
$$\frac{\psi }{t}+_{a_t}^{_{g_Y^t}+\alpha _t}\psi =0,\frac{a_t}{t}+_{g_Y^t}F(a_t)+\alpha _t=i\tau _{g_Y^t}(\psi ,\psi ).$$
Given $`c_{SW}^{}(Y,\eta _1)`$ and $`c^{^{}}_{SW}^{}(Y,\eta _1)`$, we denote by $`_\mathrm{\Lambda }(c,c^{^{}})`$ the subspace in $`_{k,\delta }^p(c,c^{^{}})`$ consisting of solutions of (7.3). Then there exists a homomorphism
$$\mathrm{\Psi }_\mathrm{\Lambda }:MC_n(Y;\eta _1)MC_n(Y;\eta _1)$$
of the monopole chain complexes defined by
$$\mathrm{\Psi }_\mathrm{\Lambda }(c)=\underset{c^{^{}}_{SW}^n(Y,\eta _1)}{}\mathrm{\#}_\mathrm{\Lambda }^0(c,c^{^{}})c^{^{}},c_{SW}^n(Y,\eta _1).$$
###### Proposition 7.2.
Let $`\mathrm{\Lambda }=\{\eta _t=(g_Y^t,\alpha _t)|t𝐑\}`$ be an family of admissible perturbations as defined above such that $`IndD_{\eta _t}(\mathrm{\Theta })=0`$. Then
1. If $`\mathrm{\Lambda }`$ is a constant family of admissible perturbations ($`g_Y^t=g_Y,\alpha _t=\alpha `$), then $`\mathrm{\Psi }_\mathrm{\Lambda }=id`$.
2. $`\mathrm{\Psi }_\mathrm{\Lambda }`$ is a chain map: $`\mathrm{\Psi }_\mathrm{\Lambda }=\mathrm{\Psi }_\mathrm{\Lambda }`$.
3. Given two families $`\mathrm{\Lambda }`$ and $`\mathrm{\Lambda }^{^{}}`$ of admissible perturbations joining $`(g_Y^1,\alpha _1)`$ to $`(g_Y^0,\alpha _0)`$ and from $`(g_Y^0,\alpha _0)`$ to $`(g_Y^1,\alpha _1)`$, we have $`\mathrm{\Psi }_{\mathrm{\Lambda }\mathrm{\Lambda }^{^{}}}=\mathrm{\Psi }_\mathrm{\Lambda }\mathrm{\Psi }_\mathrm{\Lambda }^{^{}}.`$
4. If a family $`\mathrm{\Lambda }_0`$ of admissible perturbations connecting $`(g_Y^1,\alpha _1)`$ and $`(g_Y^1,\alpha _1)`$ can be deformed into another $`\mathrm{\Lambda }_1`$ by admissible families $`\mathrm{\Lambda }_\lambda (0\lambda 1)`$, then the two monopole chain maps $`\mathrm{\Psi }_{\mathrm{\Lambda }_0}`$ and $`\mathrm{\Psi }_{\mathrm{\Lambda }_1}`$ are chain homotopic to each other.
Proof: (1) If the perturbation is time independent $`\eta _t=(g_Y,\alpha )`$, then $`_\mathrm{\Lambda }^0(c,c^{^{}})`$ is just the space $`_{Y\times 𝐑}^0(c,c^{^{}})`$. For the 0-dimensional component $`_\mathrm{\Lambda }^0(c,c^{^{}})`$, this means time-invariant solutions $`c_t`$ on $`Y\times 𝐑`$, and we have $`[c_t]=c=c^{^{}}`$. Therefore $`\mathrm{\#}_\mathrm{\Lambda }^0(c,c^{^{}})=\delta _{cc^{^{}}}`$ and $`\mathrm{\Psi }_\mathrm{\Lambda }=id`$.
(2) We consider the compactification of $`_\mathrm{\Lambda }(c,c^{^{}})`$ as developed in . By Proposition 6.3 and , $`_\mathrm{\Lambda }(\alpha ,\beta )`$ can be compactified such that the codimension-one boundary consists of
(7.4)
$$_{c_1}\widehat{}_{Y\times 𝐑}(c,c_1)\times _{c_1}_\mathrm{\Lambda }(c_1,c^{^{}})_{c_1}_\mathrm{\Lambda }(c,c_1)\times _{c_1}\widehat{}_{Y\times 𝐑}(c_1,c^{^{}}).$$
Here $`c_{\pm 1}_{SW}(Y,\eta _{\pm 1})`$ and $`_{Y\times 𝐑}(c,c_1)`$ is the moduli space of monopoles on $`Y\times (\mathrm{},1)`$ with respect to the perturbation $`\eta _1`$ and $`\widehat{}_{Y\times 𝐑}(c,c_1)=_{Y\times 𝐑}(c,c_1)/𝐑`$. Similarly $`\widehat{}_{Y\times 𝐑}(c_1,c^{^{}})`$ is obtained from the perturbation data $`\eta _1`$. Consider the 1-dimensional components $`_\mathrm{\Lambda }^1(c,c^{^{}})`$ of $`_\mathrm{\Lambda }(c,c^{^{}})`$, whose boundary by (7.4) gives two types of oriented points counted as $`\mathrm{\Psi }_\mathrm{\Lambda }=\mathrm{\Psi }_\mathrm{\Lambda }`$. We can rule out the possibilities of the reducible $`\mathrm{\Theta }`$ for $`c_{\pm 1}`$. If they occurred, then they would have an additional $`U(1)`$-symmetry on these moduli spaces. This is impossible by the dimension reasoning from Proposition 5.1, Proposition 5.2 and our hypothesis $`I_{\eta _1}(\mathrm{\Theta };\eta _0)=I_{\eta _1}(\mathrm{\Theta };\eta _0)`$ (see below also).
(3) For a composite cobordism and its induced homomorphism, we study the moduli space $`_{\mathrm{\Lambda }\mathrm{\Lambda }^{^{}}}(T;\alpha ,\beta )`$ of solutions of the Seiberg-Witten equation on $`Y\times 𝐑`$ with respect to the following time-dependent admissible perturbation data $`\mathrm{\Lambda }_T\mathrm{\Lambda }^{^{}}`$, where
$$\mathrm{\Lambda }_T\mathrm{\Lambda }^{^{}}=\{\begin{array}{cc}\eta _1=(g_Y^1,\alpha _1)\hfill & \mathrm{}<tT1\\ \mathrm{\Lambda }=(g_Y^{t+T},\alpha _{t+T})\hfill & T1tT\\ \eta _0\hfill & TtT\\ \mathrm{\Lambda }^{^{}}=(g_Y^{tT},\alpha _{tT})\hfill & TtT+1\\ \eta _1\hfill & T+1t<+\mathrm{}.\end{array}$$
Let $`T`$ be sufficiently large. Thus $`_{\mathrm{\Lambda }\mathrm{\Lambda }^{^{}}}(T;c,c^{^{}})(TT_0)`$ is approximated by the union
(7.5)
$$_{c_0}\overline{}_\mathrm{\Lambda }(c,c_0)\times _{c_0}\overline{}_\mathrm{\Lambda }^{^{}}(c_0,c^{^{}}).$$
where $`\overline{}_\mathrm{\Lambda }(c,c_0)=_\mathrm{\Lambda }(c,c_0)/(\mathrm{\Gamma }_c\times \mathrm{\Gamma }_{c_0})`$. Note that the 0-dimensional components in $`\overline{}_\mathrm{\Lambda }(c,c_0)\times _{c_0}\overline{}_\mathrm{\Lambda }^{^{}}(c_0,c^{^{}})`$ correspond to the $`c^{^{}}`$-coefficients in
$$\mathrm{\Psi }_\mathrm{\Lambda }^{^{}}\mathrm{\Psi }_\mathrm{\Lambda }(c)=\underset{c_0}{}\mathrm{\#}\overline{}_\mathrm{\Lambda }^0(c,c_0)\mathrm{\#}\overline{}_\mathrm{\Lambda }^{^{}}^0(c_0,c^{^{}})c^{^{}}.$$
On the other hand, as $`T0`$, the 0-dimensional component of the moduli space $`_{\mathrm{\Lambda }\mathrm{\Lambda }^{^{}}}(T;c,c^{^{}})`$ gives the $`c^{^{}}`$-coefficients in $`\mathrm{\Psi }_{\mathrm{\Lambda }\mathrm{\Lambda }^{^{}}}(c)=_{\mathrm{\Lambda }\mathrm{\Lambda }^{^{}}}^0(c,c^{^{}})c^{^{}}`$. Because $`_{0TT_0}_{\mathrm{\Lambda }\mathrm{\Lambda }^{^{}}}^0(T;c,c^{^{}})`$ is the cobordism between $`_{\mathrm{\Lambda }\mathrm{\Lambda }^{^{}}}^0(0;c,c^{^{}})`$ and $`_{\mathrm{\Lambda }\mathrm{\Lambda }^{^{}}}^0(T_0;c,c^{^{}})`$, so the assertion (3) follows by ruling out the reducible $`\mathrm{\Theta }`$. Note that
$$\text{dim}\overline{}_\mathrm{\Lambda }(c,c_0)=\mu _{\eta _1}(c)\underset{\eta _t\mathrm{\Lambda },\eta _t\eta _0}{lim}\mu _{\eta _t}(c_0)\text{dim}\mathrm{\Gamma }_{c_0};$$
(7.6)
$$\text{dim}\overline{}_\mathrm{\Lambda }^{^{}}(c_0,c^{^{}})=\underset{\eta _t\mathrm{\Lambda }^{^{}},\eta _t\eta _0}{lim}\mu _{\eta _t}(c_0)\mu _{\eta _1}(c^{^{}}).$$
By Proposition 5.1 and Proposition 5.2, we obtain
$$\underset{\eta _t\mathrm{\Lambda },\eta _t\eta _0}{lim}\mu _{\eta _t}(c_0)=\underset{\eta _t\mathrm{\Lambda }^{^{}},\eta _t\eta _0}{lim}\mu _{\eta _t}(c_0)=\mu (c_0).$$
So it satisfies the equations $`\mu _{\eta _1}(c)\mu (c_0)=1`$ ($`c_0=\mathrm{\Theta }`$) and $`\mu (c_0)\mu _{\eta _1}(c^{^{}})=0`$. This is impossible because of $`\mu _{\eta _1}(c)=\mu _{\eta _1}(c^{^{}})`$. If these spectral flows $`I_{\eta _{\pm 1}}(\mathrm{\Theta };\eta _0)`$ are not fixed to be same, then the above argument becomes invalid.
(4) Let $`\mathrm{\Lambda }_i(i=0,1)`$ be a family of time-independent admissible perturbations which connect up $`\eta _1`$ and $`\eta _1`$. Suppose that $`\mathrm{\Lambda }_0`$ and $`\mathrm{\Lambda }_1`$ can be smoothly deformed from one to another by a 1-parameter family $`\mathrm{\Lambda }_s=\{\eta _t^s=(g_Y^{s,t},\alpha _t^s),0s1,1t1\}`$ of the same type of admissible perturbations. Set $`\mathrm{\Lambda }_s=\mathrm{\Lambda }_0`$ for $`0s\frac{1}{4}`$ and $`\mathrm{\Lambda }_s=\mathrm{\Lambda }_1`$ for $`\frac{3}{4}s1`$. Associated to this situation, there is a 1-parameter family of moduli spaces denoted by $`\stackrel{~}{}(c,c^{^{}})=_{0s1}\stackrel{~}{}_{\mathrm{\Lambda }_s}(c,c^{^{}})`$,
$$\stackrel{~}{}(c,c^{^{}})=\{(\mathrm{\Phi },s)|\mathrm{\Phi }\stackrel{~}{}_{\mathrm{\Lambda }_s}(c,c^{^{}}),0s1\}_{k,\delta }^p(c,c^{^{}})\times [0,1],$$
where $`\stackrel{~}{}`$ is the set of regular solutions of Seiberg-Witten equation with respect to $`\eta _t^s`$, and is a smooth manifold with dimension $`\mu _{\eta _1}(c)\mu _{\eta _1}(c^{^{}})+1`$. The codimension-one boundary consists of
$$_{\mathrm{\Lambda }_1}(c,c^{^{}})\times \{0\}_{\mathrm{\Lambda }_0}(c,c^{^{}})\times \{1\},$$
$$_{(s,c_0)}\stackrel{~}{}_{\mathrm{\Lambda }_s}(c,c_0)\times _{\eta _1}(c_0,c^{^{}})_{(s,\gamma )}_{\eta _1}(c,c_0)\times \stackrel{~}{}_{\mathrm{\Lambda }_s}(c_0,c^{^{}}).$$
Since $`\stackrel{~}{}_{\mathrm{\Lambda }_s}(c,c_0)`$ and $`\stackrel{~}{}_{\mathrm{\Lambda }_s}(c_0,c^{^{}})`$ are solutions of the Seiberg-Witten equation with virtual dimension $`1`$, they can only occur for $`0<s<1`$. The homomorphism $`H:MC_{}(Y;\eta _1)MC_{}(Y;\eta _1)`$ of degree $`+1`$ is defined by
$$H(c)=\underset{c_0}{}\underset{s}{}\mathrm{\#}\stackrel{~}{}_{\mathrm{\Lambda }_s}^0(c,c_0)c_0,\text{for}c_{SW}^n(Y,\eta _1),c_0_{SW}^{n+1}(Y,\eta _1).$$
That $`c_0`$ is reducible is eliminated by the extra $`U(1)`$-symmetries in $`_{\eta _1}(c_0,c^{^{}})`$ and $`_{\eta _1}(c,c_0)`$ and $`I_{\eta _1}(\mathrm{\Theta };\eta _0)=I_{\eta _1}(\mathrm{\Theta };\eta _0)`$. Summing up $`c^{^{}}_{SW}^n(Y,\eta _1)`$, we have
$$\mathrm{\Psi }_{\mathrm{\Lambda }_0}(c)\mathrm{\Psi }_{\mathrm{\Lambda }_1}(c)=H_{\eta _1}(c)+_{\eta _1}H(c).$$
Therefore $`\mathrm{\Psi }_{\mathrm{\Lambda }_0}`$ and $`\mathrm{\Psi }_{\mathrm{\Lambda }_1}`$ are monopole chain homotopic to each other. ∎
Thus the monopole homology groups $`MH_{}(Y;\eta ^{\pm 1})`$ associated to two admissible perturbation data are canonically isomorphic to each other whenever $`I_{\eta ^1}(\mathrm{\Theta };\eta _0)=I_{\eta ^1}(\mathrm{\Theta };\eta _0)`$ for the unique $`U(1)`$-reducible $`\mathrm{\Theta }`$ on $`Y`$. Thus it is more appropriate to denote $`MH_{}(Y;\eta )`$ by $`MH_{}(Y;I_\eta (\mathrm{\Theta };\eta _0))`$. For an integral homology 3-sphere $`Y`$, the monopole homology can be extended to a function
$$MH_{SWF}:\{I_\eta (\mathrm{\Theta };\eta _0):\eta 𝒫_Y\}\{MH_{}(Y,I_\eta (\mathrm{\Theta };\eta _0)):\eta 𝒫_Y\}.$$
(Changing a reference $`\eta _0`$ corresponds to the same homology groups with grading $`I_{\eta _0^{^{}}}(\mathrm{\Theta };\eta _0)`$-shift) This function $`MH_{SWF}`$ is a topological invariant of the integral homology 3-sphere $`Y`$, up to the degree-shifting of monopole homologies. Hence such a function $`MH_{SWF}`$ may be called a Seiberg-Witten-Floer theory, which is completely different from the instanton Floer homology, but more related to the treatment in .
## 8. Relative Seiberg-Witten invariants
The Seiberg-Witten invariant (see ) has proved so useful and at least powerful as the Donaldson invariant in many cases, and is much easier to compute. In this section we are going to extend the Seiberg-Witten invariant to the relative one on smooth 4-manifolds with boundary integral homology 3-spheres. The “relative Seiberg-Witten invariants” is no longer a topological invariant since it lies in a monopole homology depending upon Riemannian metrics of integral homology 3-spheres. But the natural pairing between “relative Seiberg-Witten invariants” does recover the Seiberg-Witten invariant of closed smooth 4-manifolds.
Let $`X`$ be a smooth 4-manifold with $`b_1(X)>0`$ and boundary $`Y`$ (an integral homology 3-sphere). The collar of $`X`$ can be identified with $`Y\times [1,1]`$, and the admissible perturbation data on $`Y`$ can be extended inside $`X`$ as we did in §7. Fixing $`I_\eta (\mathrm{\Theta };\eta _0)`$ should be understood though this section.
###### Definition 8.1.
For a smooth 4-manifold $`X`$ with boundary $`Y`$ (an integral homology 3-sphere), the 0-degree relative Seiberg-Witten invariant is defined by
$$q_{X,Y,\eta }=\underset{c_{SW}^{}(Y,\eta )}{}\mathrm{\#}_X^0(c)c,$$
where $`_{SW}^{}(Y,\eta )`$ is the set of all nondegenerate zeros of $`f_\eta `$ with prescribed $`I_\eta (\mathrm{\Theta };\eta _0)`$.
By the index calculation and our convention $`\mu _\eta (c)=SF(c,\mathrm{\Theta })`$, we have
$$\text{dim}_X^0(c)+\mu _\eta (c)=\text{dim}_X(\mathrm{\Theta })=\frac{1}{4}(c_1(\pi ^{}(L))^2(2\chi +3\sigma ))(X)=\frac{1}{4}(2\chi +3\sigma )(X),$$
since $`c_1(L)=0`$ for the integral homology 3-sphere $`Y`$. Thus $`q_{X,Y,\eta }`$ is in the monopole chain group with grading $`\frac{1}{4}(2\chi +3\sigma )(X)`$.
###### Proposition 8.2.
For $`q_{X,Y,\eta }MC_{\mu _X}(Y,\eta )`$ with $`\mu _X=\frac{1}{4}(2\chi +3\sigma )(X)`$ and a fixed class $`I_\eta (\mathrm{\Theta };\eta _0)`$, we have $`_Yq_{X,Y,\eta }=0`$.
Proof:
$$_Yq_{X,Y,\eta }(c)=\underset{c_{SW}^\mu (Y,\eta )}{}\underset{c^{^{}}_{SW}^{\mu 1}(Y,\eta )}{}\mathrm{\#}_X^0(c)\mathrm{\#}\widehat{}_{Y\times 𝐑}^1(c,c^{^{}})c^{^{}}.$$
For both $`c`$ and $`c^{^{}}`$ irreducible (nondegenerate) zeros of $`f_\eta `$, we take one-dimensional moduli space $`_X^1(c^{^{}})`$ for fixed $`c^{^{}}`$. Then we count the ends of the moduli space to conclude the result. Again it is a technical point to avoid the reducible $`\mathrm{\Theta }`$ entering the boundary $`_X(\mathrm{\Theta })\times _{Y\times 𝐑}(\mathrm{\Theta },c^{^{}})`$. For the reducible $`\mathrm{\Theta }`$, we have the dimension counting
$$\text{dim}\{_X(\mathrm{\Theta })\times _{Y\times 𝐑}(\mathrm{\Theta },c^{^{}})\}=\text{dim}_X(\mathrm{\Theta })+\text{dim}\mathrm{\Gamma }_\mathrm{\Theta }+\text{dim}_{Y\times 𝐑}(\mathrm{\Theta },c^{^{}})0+1+1=2.$$
So $`c`$ cannot be the reducible $`\mathrm{\Theta }`$, and $`_Yq_{X,Y,\eta }=0`$. Hence $`q_{X,Y,\eta }`$ is indeed a monopole cycle. ∎
Let $`q_{X,Y,\eta }(g_X)`$ be the relative Seiberg-Witten invariant with respect to the metric $`g_X`$. Now we show that the monopole homology class $`[q_{X,Y,\eta }(g_X)]`$ defined by Proposition 8.2 is independent of metrics $`g_X`$ with $`g_X|_Y`$ in the fixed class of $`I_\eta (\mathrm{\Theta };\eta _0)`$.
###### Proposition 8.3.
Let $`g_X^i(i=1,2)`$ be two generic metrics on $`X`$ with induced metric $`g_Y^i`$ generic such that $`I_{\eta _1}(\mathrm{\Theta };\eta _0)=I_{\eta _2}(\mathrm{\Theta };\eta _0)`$ and $`\eta _i=(g_Y^i,\alpha _i)`$. Then there exist $`c^{^{}}MC_{\mu _X+1}`$ with $`\mu _X=\frac{1}{4}(2\chi +3\sigma )(X)`$ such that we have
$$q_{X,Y,\eta _2}(g_X^2)q_{X,Y,\eta _1}(g_X^1)=(c^{^{}}).$$
In particular, $`[q_{X,Y,\eta _2}(g_X^2)]=[q_{X,Y,\eta _1}(g_X^1)]`$ as the monopole homology class in $`MH_{\mu _X}(Y,I_{\eta _i}(\mathrm{\Theta };\eta _0))`$.
Proof: Let $`\{g_X^{t+1}\}_{0t1}`$ be a family of metrics on $`X`$ such that $`I_{\eta _{t+1}}(\mathrm{\Theta };\eta _0)`$ is independent of $`t`$ with $`\eta _{t+1}=(g_X^{t+1}|_Y,\alpha _{t+1})`$ and $`_X^0(g_X^{t+1})(c)`$ has virtual dimension 0 with respect to $`c`$ irreducible. Therefore $`\{_X^0(g_X^{t+1})(c)\}_{0t1}`$ is an one-dimensional moduli space of Seiberg-Witten solutions on $`X`$. The corresponding codimension-one boundary in $`[0,1]\times _X(g_X^{t+1})(c)`$ is given by
$$(\{_X^0(g_X^{t+1})(c)\}_{0t1})=$$
$$\{0\}\times _X^0(g_X^1)(c)\{1\}\times _X^0(g_X^2)(c)(\underset{\mu _{\eta _{t+1}}(c)\mu _{\eta _{t+1}}(c^{^{}})=1}{}\mathrm{\#}([0,1]\times _X^1(g_X^{t+1})(c^{^{}}))).$$
The number $`_Yc^{^{}},c`$ is the algebraic number of $`([0,1]\times _X^1(g_X^{t+1})(c^{^{}}))`$. The $`c^{^{}}`$ cannot be the reducible $`\mathrm{\Theta }`$ by the fixed $`I_{\eta _1}(\mathrm{\Theta };\eta _0)`$ with the same argument as before. So
$$q_{X,Y,\eta _2}(g_X^2)(c)q_{X,Y,\eta _1}(g_X^1)(c)=_Yc^{^{}},c.$$
Hence $`q_{X,Y,\eta _i}(g_X^i)(i=1,2)`$ (as a monopole cycle) gives the same monopole homology class. ∎
Note that orientation reversing from $`Y`$ to $`Y`$ changes the grading from $`\mu _\eta (c)`$ to $`1\mu _\eta (c)`$ (certainly does not change the solutions of the Seiberg-Witten equation on the 3-manifold), so there is a nature identification between $`MC_{\mu _\eta }(Y,\eta )`$ and $`CF_{1\mu _\eta }(Y,\eta )`$.
###### Theorem 8.4.
For a smooth 4-manifold $`X=X_0\mathrm{\#}_YX_1`$ with $`b_2^+(X_i)>0(i=0,1)`$ and $`Y`$ an integral homology 3-sphere, the Seiberg-Witten invariant of the 4-manifold $`X`$ is given by the Kronecker pairing of $`MH_{}(Y;I_\eta (\mathrm{\Theta };\eta _0))`$ with $`MH_1(Y;I_\eta (\mathrm{\Theta };\eta _0))`$ for $`q_{X_0,Y,\eta }`$ and $`q_{X_1,Y,\eta }`$;
$$,:MH_{}(Y;I_\eta (\mathrm{\Theta };\eta _0))\times MH_1(Y;I_\eta (\mathrm{\Theta };\eta _0))𝐙;q_{SW}(X)=q_{X_0,Y,\eta },q_{X_1,Y,\eta }.$$
More precisely, $`q_{SW}(X_0\mathrm{\#}_YX_1)=_c\mathrm{\#}_{X_0,Y,\eta }^0(c)\mathrm{\#}_{X_1,Y}^0(c)`$, where $`I_\eta (\mathrm{\Theta };\eta _0)`$ is fixed. The invariant $`q_{SW}(X)`$ is independent of the choice of $`I_\eta (\mathrm{\Theta };\eta _0)`$.
Proof: If $`Y`$ admits a metric of positive scalar curvature, then the proof is given in with $`I_\eta (\mathrm{\Theta };\eta _0)=0`$ the special case. The assumption implies that $`b_2^+(X)>1`$. So we can rule out the existence of reducible solutions on $`X`$ by the standard method (see ). Note that
$$\text{dim}_{X_0}(c)+\text{dim}_{X_1}(c)+\text{dim}\mathrm{\Gamma }_\mathrm{\Theta }=\text{dim}_X.$$
By the dimension equation, we can eliminate the term $`\mathrm{\#}_{X_0,Y,\eta }^0(c)\mathrm{\#}_{X_1,Y,\eta }^0(c)`$ with $`c=\mathrm{\Theta }`$. Then the 0-dimensional moduli space on $`X`$ is obtained by gluing the solutions on $`(X_0,Y)`$ with ones on $`(X_1,Y)`$. Using the standard technique on stretching the neck , one gets the equality $`q_{SW}(X)=q_{X_0,Y,\eta },q_{X_1,Y,\eta }`$. Since $`q_{SW}(X)`$ is a topological invariant, so the pairing is independent of the choice of $`I_\eta (\mathrm{\Theta };\eta _0)`$. ∎
For higher degree relative Seiberg-Witten invariants, one can obtain the similar results as in .
Computing the monopole homology is extremely complicated due to the Riemannian metric, harmonic spinor, spectral flow and solution of the first-order Dirac-type nonlinear differential equation. Even for the 3-sphere, a complete calculation of the function $`MH_{SWF}`$ is very difficult at this moment. Understand the harmonic spinors on $`S^3`$ with a subfamily of Riemannian metrics (metrics are $`SU(2)`$-left invariant and $`U(1)`$-right invariant) is already quite involved by the work of Hitchin . On the other hand, Theorem 8.4 gives us a flexibility to understand the Seiberg-Witten invariant of closed smooth 4-manifolds through the relative ones with some preferred Riemannian metric(s) on the integral homology 3-sphere.
Remark: The method we developed in this paper also can be extended to rational homology 3-spheres with fixed spectral flows along all $`U(1)`$-reducible solutions of Seiberg-Witten equation on the rational homology 3-sphere (see for more detail).
Acknowledgement: The author would like to thank R. Lee for many discussions in our joint paper which is a root for this paper. Realizing the correction term by the spectral flow is initiated from . It is a pleasure to thank Cappell, Lee and Miller whose work in inspired the circle of ideas in this paper. |
warning/0003/math0003197.html | ar5iv | text | # The Harnack estimate for the Yamabe flow on CR manifolds of dimension 3
## 1 Introduction
Let $`M`$ denote a closed (i.e., compact without boundary) $`CR`$ manifold. The Yamabe problem is to find a contact form on $`M`$ with constant Tanaka-Webster curvature. In serial papers, Jerison and Lee initiated the study of this problem. (\[JL1\],\[JL2\],\[JL3\]) In this paper, we study an evolution equation of contact form so that the solution is expected to converge to a solution of the Yamabe problem.
Let $`\theta _{(t)}`$ denote a family of contact forms on $`M`$. We can associate to it the so called Tanaka-Webster curvature (\[Ta\],\[We\];see also section 2), denoted $`W_{(t)}`$. Our evolution equation, the so called (unnormalized) Yamabe flow, reads as follows:
$$_t\theta _{(t)}=2W_{(t)}\theta _{(t)}.$$
(1.1)
Write $`\theta _{(t)}=e^{2\lambda _{(t)}}\widehat{\theta }`$ with respect to a fixed contact form $`\widehat{\theta }`$. Then we can express the equation (1.1) in $`\lambda _{(t)}`$:
$$_t\lambda _{(t)}=W_{(t)}.$$
(1.2)
Since the linearization of $`W`$ with respect to $`\lambda `$ is a second-order subelliptic operator, the short time solution and the uniqueness of (1.2) follows from a standard argument. (we will discuss this and the long time solution elsewhere) In this paper we will do the Harnack estimate for $`W`$. The first step is to obtain a geometric quantity, usually called the Harnack quantity. The Harnack quantity is a candidate quantity for us to do the estimate. Let $`_b`$, $`\mathrm{\Delta }_b`$, $`<,>_{J,\theta }`$ denote the subgradient, sublaplacian, and the Levi form, respectively. (see section 2 for the definitions) Following the idea of Hamilton in \[H1\], we can ”derive” the following Harnack quantity:
$$Z(\theta ,\eta )2\mathrm{\Delta }_bW+W^2+\frac{W}{t}+<_bW,\eta >_{J,\theta }+\frac{1}{8}W|\eta |_{J,\theta }^2$$
(1.3)
in which $`\eta `$ is a Legendrian vector field. (see section 3 for the definition and more details) In section 4, we prove the following theorem:
$`\mathrm{𝐓𝐡𝐞𝐨𝐫𝐞𝐦}𝐀`$: Let $`(M,\xi ,J)`$ be a closed spherical $`CR`$ 3-manifold. Suppose there is a contact form $`\widehat{\theta }`$ (together with $`J`$ defining a positive pseudohermitian structure) with vanishing torsion and positive Tanaka-Webster curvature. Then under the Yamabe flow (1.1),
$$Z(\theta ,\eta )0$$
(1.4)
for any Legendrian vector field $`\eta `$.
Integrating (1.4) from time $`t_1`$ to time $`t_2`$, we obtain the following Harnack inequality. (see section 4 for more details)
$`\mathrm{𝐓𝐡𝐞𝐨𝐫𝐞𝐦}𝐁`$: Suppose we have the same assumptions as in Theorem A. Then, under the Yamabe flow (1.1), we have, for all points $`x_1`$, $`x_2`$ in $`M`$ and times $`t_1<t_2`$,
$$\frac{W(x_2,t_2)}{W(x_1,t_1)}(\frac{t_2}{t_1})^2exp(\frac{1}{16}L)$$
(1.5)
where
$$L=\underset{\gamma }{inf}_{t_1}^{t_2}|\dot{\gamma }|_{J,\theta _{(t)}}^2𝑑t$$
and the infimum is taken over all Legendrian paths $`\gamma `$ with $`\gamma (t_1)=x_1`$ and $`\gamma (t_2)=x_2`$.
In section 5, we show by examples that there are contact forms on the standard $`CR`$ 3-sphere with vanishing torsion and nonconstant positive Tanaka-Webster curvature. We remark that the study here was motivated by the beautiful work of Richard Hamilton \[H2\] on the Ricci flow for surfaces and the work of Ben Chow about the Yamabe flow on locally conformally flat manifolds.(\[Ch\]) In \[H2\], Hamilton proved, among other results, that on the 2-sphere, if the initial metric has positive curvature, then the solution metric of the normalized Ricci flow converges to the limiting metric of constant curvature. One of the important ingredients in Hamilton’s proof is the Harnack inequality for the evolved curvatures.
## 2 Basics derived from the flow
Let us first review some basic material in $`CR`$ geometry. (e.g.,\[We\],\[L1\]) Let $`M`$ be a closed 3-manifold with an oriented contact structure $`\xi `$. There always exists a global contact form $`\theta `$, obtained by patching together local ones with a partition of unity. The characteristic vector field of $`\theta `$ is the unique vector field $`T`$ such that $`\theta (T)=1`$ and $`_T\theta =0`$ or $`d\theta (T,)=0`$. A $`CR`$-structure compatible with $`\xi `$ is a smooth endomorphism $`J:\xi \xi `$ such that $`J^2=identity`$. A pseudohermitian structure compatible with $`\xi `$ is a $`CR`$-structure $`J`$ compatible with $`\xi `$ together with a global contact form $`\theta `$.
Given a pseudohermitian structure $`(J,\theta )`$, we can choose a complex vector field $`Z_1`$, an eigenvector of $`J`$ with eigenvalue $`i`$, and a complex 1-form $`\theta ^1`$ such that $`\{\theta ,\theta ^1,\theta ^{\overline{1}}\}`$ is dual to $`\{T,Z_1,Z_{\overline{1}}\}`$. ($`\theta ^{\overline{1}}=\overline{(\theta ^1)}`$,$`Z_{\overline{1}}=\overline{(Z_1)}`$) It follows that $`d\theta =ih_{1\overline{1}}\theta ^1\theta ^{\overline{1}}`$ for some nonzero real function $`h_{1\overline{1}}`$. If $`h_{1\overline{1}}`$ is positive, we call such a pseudohermitian structure $`(J,\theta )`$ positive, and we can choose a $`Z_1`$ (hence $`\theta ^1`$) such that $`h_{1\overline{1}}=1`$. That is to say
$$d\theta =i\theta ^1\theta ^{\overline{1}}.$$
(2.1)
We’ll always assume our pseudohermitian structure $`(J,\theta )`$ is positive and $`h_{1\overline{1}}=1`$ throughout the paper. The pseudohermitian connection of $`(J,\theta )`$ is the connection $`^{\psi .h.}`$ on $`TMC`$ (and extended to tensors) given by
$`^{\psi .h.}Z_1=\omega _{1}^{}{}_{}{}^{1}Z_1,^{\psi .h.}Z_{\overline{1}}=\omega _{\overline{1}}^{}{}_{}{}^{\overline{1}}Z_{\overline{1}},^{\psi .h.}T=0`$
in which the 1-form $`\omega _{1}^{}{}_{}{}^{1}`$ is uniquely determined by the following equation with a normalization condition:
$`d\theta ^1=\theta ^1\omega _{1}^{}{}_{}{}^{1}+A_{}^{1}{}_{\overline{1}}{}^{}\theta \theta ^{\overline{1}}`$ (2.2)
$`\omega _{1}^{}{}_{}{}^{1}+\omega _{\overline{1}}^{}{}_{}{}^{\overline{1}}=0.`$
The coefficient $`A_{}^{1}{}_{\overline{1}}{}^{}`$ in (2.2) is called the (pseudohermitian) torsion. Since $`h_{1\overline{1}}=1`$, $`A_{\overline{1}\overline{1}}=h_{1\overline{1}}A_{}^{1}{}_{\overline{1}}{}^{}=A_{}^{1}{}_{\overline{1}}{}^{}`$. And $`A_{11}`$ is just the complex conjugate of $`A_{\overline{1}\overline{1}}`$. Differentiating $`\omega _{1}^{}{}_{}{}^{1}`$ gives
$$d\omega _{1}^{}{}_{}{}^{1}=W\theta ^1\theta ^{\overline{1}}+2iIm(A_{11,\overline{1}}\theta ^1\theta )$$
(2.3)
where $`W`$ is the Tanaka-Webster curvature. (\[We\],\[Ta\])
We can define the covariant differentiations with respect to the pseudohermitian connection. For instance, $`f_{,1}=Z_1f`$, $`f_{1\overline{1}}=Z_{\overline{1}}Z_1f\omega _{1}^{}{}_{}{}^{1}(Z_{\overline{1}})Z_1f`$ for a (smooth) function $`f`$. (see,e.g.,section 4 in \[L1\]) We define the subgradient operator $`_b`$ and the sublaplacian operator $`\mathrm{\Delta }_b`$ by
$`_bf=f_{,\overline{1}}Z_1+f_{,1}Z_{\overline{1}},`$
$`\mathrm{\Delta }_bf=f_{,1\overline{1}}+f_{,\overline{1}1},`$
respectively. (notice the sign difference for $`\mathrm{\Delta }_b`$ in \[L1\]) We also define the Levi form $`<,>_{J,\theta }`$ by
$$<V,U>_{J,\theta }=2d\theta (V,JU)=v_1u_{\overline{1}}+v_{\overline{1}}u_1$$
for $`V=v_1Z_{\overline{1}}+v_{\overline{1}}Z_1`$,$`U=u_1Z_{\overline{1}}+u_{\overline{1}}Z_1`$ in $`\xi `$. (note that the second equality follows from (2.1) and our definition is different from the one in \[L1\] by a factor 2) The associated norm is defined as usual: $`|V|_{J,\theta }^2=<V,V>_{J,\theta }`$. Let $`\widehat{\theta },\widehat{\theta }^1,\widehat{\theta }^{\overline{1}}`$ satisfy (2.1). Now consider the change of contact form: $`\theta =e^{2\lambda }\widehat{\theta }`$. Choose $`\theta ^1=e^\lambda (\widehat{\theta }^1+2i\lambda _{,\overline{1}}\widehat{\theta })`$ such that $`h_{1\overline{1}}=\widehat{h}_{1\overline{1}}`$(=1 by assumption). One checks easily that $`\theta ,\theta ^1,\theta ^{\overline{1}}`$ satisfies (2.1). Then the associated connection form $`\omega _{1}^{}{}_{}{}^{1}`$, torsion $`A_{11}`$, and Tanaka-Webster curvature $`W`$ transform as follows: (cf. section 5 in \[L1\])
$`\omega _{1}^{}{}_{}{}^{1}=\widehat{(\omega _{1}^{}{}_{}{}^{1})}+3(\lambda _{,1}\widehat{\theta }^1\lambda _{,\overline{1}}\widehat{\theta }^{\overline{1}})+i(\widehat{\mathrm{\Delta }}_b\lambda +4|\widehat{}_b\lambda |_{J,\widehat{\theta }}^2)\widehat{\theta }`$ (2.4)
$`A_{11}=e^{2\lambda }(\widehat{A}_{11}+2i\lambda _{,11}4i(\lambda _{,1})^2)`$ (2.5)
$`W=e^{2\lambda }(4\widehat{\mathrm{\Delta }}_b\lambda 4|\widehat{}_b\lambda |_{J,\widehat{\theta }}^2+\widehat{W}).`$ (2.6)
Here the operators or quantities with ”hat” are with respect to the coframe $`(\widehat{\theta },\widehat{\theta }^1,\widehat{\theta }^{\overline{1}})`$, and so are the covariant derivatives of $`\lambda `$. Now consider a family of contact forms $`\theta _{(t)}=e^{2\lambda _{(t)}}\widehat{\theta }`$, a solution to the Yamabe flow (1.1) or (1.2).
$`\mathrm{𝐋𝐞𝐦𝐦𝐚}\mathbf{\hspace{0.25em}2.1}.`$ Under the Yamabe flow (1.1)($`W=W_{(t)}`$ for short), we have
$`\dot{W}=4\mathrm{\Delta }_bW+2W^2`$ (2.7)
$`\dot{(A_{11})}=2WA_{11}2iW_{,11}`$ (2.8)
in which $`\mathrm{\Delta }_b`$, the torsion, and covariant derivatives are with respect to $`\theta _{(t)}`$ and induced coframes as shown previously.
$`\mathrm{𝐏𝐫𝐨𝐨𝐟}`$: We will omit the t-dependence for simplicity of notation if no confusion occurs. First note that $`Z_1=e^\lambda \widehat{Z}_1`$ and $`_bf=e^{2\lambda }\widehat{}_bf`$. It follows that
$`\mathrm{\Delta }_bf=e^{2\lambda }(\widehat{\mathrm{\Delta }}_bf+2<\widehat{}_b\lambda ,\widehat{}_bf>_{J,\widehat{\theta }}).`$ (2.9)
Differentiating (2.6) with respect to $`t`$, we obtain (2.7) by making use of (1.2) and (2.9). From (2.4), it is easy to see that
$`\widehat{(\omega _{1}^{}{}_{}{}^{1})}(\widehat{Z}_1)=e^\lambda (\omega _{1}^{}{}_{}{}^{1}(Z_1)3\lambda _{,1}).`$ (2.10)
Substituting (2.10) in the expression of $`W_{,\widehat{1}\widehat{1}}`$, we obtain
$`W_{,\widehat{1}\widehat{1}}=e^{2\lambda }(W_{,11}+4\lambda _{,1}W_{,1}).`$ (2.11)
Now differentiating (2.5) with respect to $`t`$ and making use of (1.2),(2.11), we finally reach (2.8).
Q.E.D.
Now applying the maximum principle to (2.7), we obtain
$`\mathrm{𝐂𝐨𝐫𝐨𝐥𝐥𝐚𝐫𝐲}\mathbf{\hspace{0.25em}2.2}`$. Suppose $`(M,J,\theta _{(0)})`$ is closed with $`Wc>0`$. Then the inequality $`Wc>0`$ is preserved under the Yamabe flow (1.1).
The following formula will be used to compute the evolution of $`\mathrm{\Delta }_bW`$.
$`\mathrm{𝐋𝐞𝐦𝐦𝐚}\mathbf{\hspace{0.25em}2.3}`$. Under the Yamabe flow (1.1), we have
$`_t(\mathrm{\Delta }_bf)=\mathrm{\Delta }_b(\dot{f})+2W\mathrm{\Delta }_bf2<_bW,_bf>_{J,\theta }`$ (2.12)
for a (smooth) real-valued function $`f=f(x,t)`$ defined on $`M\times R`$. (note that we have suppressed the t-dependence in the above expression)
$`\mathrm{𝐏𝐫𝐨𝐨𝐟}`$: Differentiating $`Z_1=e^\lambda \widehat{Z}_1`$ and (2.4) with respect to $`t`$ gives
$`\dot{Z}_1=WZ_1`$ (2.13)
$`\dot{(\omega _{1}^{}{}_{}{}^{1})}=3W_{,1}\theta ^1+3W_{,\overline{1}}\theta ^{\overline{1}}(mod\theta )`$ (2.14)
by (1.2). Now our formula (2.12) follows from (2.13), (2.14) by a straightforward computation.
Q.E.D.
## 3 The Harnack quantity
In this section, we apply Hamilton’s general method for obtaining a potential quantity for the Harnack estimate. First we need to know what the soliton equation is supposed to be for our flow (1.1). Let $`\varphi _t`$ be a family of $`CR`$ automorphisms. Suppose $`\varphi _t^{}\theta _{(t)}`$ converges to a fixed contact form $`\theta `$ and differentiating $`\varphi _t^{}\theta _{(t)}`$ with respect to $`t`$ converges to $`0`$. Then $`\theta `$ satisfies the following equation:
$`_{X_f}\theta 2W\theta =0`$ (3.1)
in which $`X_f`$ is a $`CR`$ vector field parametrized by a real-valued function $`f`$. We can write (e.g.,\[CL\])
$`X_f=fT+if_{,1}Z_{\overline{1}}if_{,\overline{1}}Z_1.`$ (3.2)
We call (3.1) the soliton equation of the flow (1.1). (A solution $`\theta `$ is called a soliton) Substituting (2.1), (3.2) in the formula for the Lie derivative, we can reduce (3.1) to $`f_{,0}=2W`$. (recall that $`f_{,0}=Tf`$ where $`T`$ is the characteristic vector field of $`\theta `$) Consider the equation for an expanding soliton:
$`f_{,0}=W{\displaystyle \frac{1}{t}}.`$ (3.3)
Substituting the commutation relation $`if_{,0}=f_{,1\overline{1}}f_{,\overline{1}1}`$ in (3.3) and differentiating it in $`Z_{\overline{1}}`$ and $`Z_1`$ directions, we get
$`f_{,1\overline{1}1\overline{1}}f_{,\overline{1}11\overline{1}}=iW_{,1\overline{1}}.`$ (3.4)
On the other hand, $`X_f`$ being a $`CR`$ vector field means $`_{X_f}J=0`$, which is equivalent to (e.g.,\[CL\])
$`f_{,11}+iA_{11}f=0.`$ (3.5)
Differentiating (3.5) in the $`Z_{\overline{1}}`$ direction and exchanging $`1`$ and $`\overline{1}`$ using the commutation relation (\[L2\]), we obtain
$`f_{,1\overline{1}1}+if_{,10}+f_{,1}W+iA_{11,\overline{1}}f+iA_{11}f_{,\overline{1}}=0.`$ (3.6)
Differentiating (3.3) in the $`Z_1`$ direction and switching $`1`$ and $`0`$ give $`f_{,10}+A_{11}f_{,\overline{1}}=W_{,1}`$. Substituting this in (3.6), we obtain
$`f_{,1\overline{1}1}iW_{,1}+f_{,1}W+iA_{11,\overline{1}}f=0.`$ (3.7)
Also differentiating (3.3) twice in the $`Z_{\overline{1}}`$ and $`Z_1`$ directions and exchanging $`\overline{1}1`$ and $`0`$ using the commutation relations, we obtain
$`f_{,\overline{1}10}=W_{,\overline{1}1}A_{11}f_{,\overline{1}\overline{1}}A_{11,\overline{1}}f_{,\overline{1}}A_{\overline{1}\overline{1}}f_{,11}A_{\overline{1}\overline{1},1}f_{,1}.`$ (3.8)
Differentiating the complex conjugate of (3.7) in the $`Z_1`$ direction and substituting the result and (3.8) in the commutation relation: $`f_{,\overline{1}11\overline{1}}=f_{,\overline{1}1\overline{1}1}+if_{,\overline{1}10}`$, we obtain an expression for $`f_{,\overline{1}11\overline{1}}`$. Substituting this for the second term and the result of differentiating (3.7) in the $`Z_{\overline{1}}`$ direction for the first term in (3.4), we can reduce (3.4) to
$`2i(W_{,1\overline{1}}+W_{,\overline{1}1})(f_{,1\overline{1}}f_{,\overline{1}1})W+f_{,\overline{1}}W_{,1}f_{,1}W_{,\overline{1}}`$
$`+iA_{11}f_{,\overline{1}\overline{1}}+iA_{\overline{1}\overline{1}}f_{,11}i(A_{11,\overline{1}\overline{1}}+A_{\overline{1}\overline{1},11})f=0.`$ (3.9)
Substituting $`f_{,1\overline{1}}f_{,\overline{1}1}=if_{,0}=iWit^1`$ (by (3.3)) in (3.9), using (3.5) to replace $`f_{,11}`$ ($`f_{,\overline{1}\overline{1}}`$, resp.) by $`iA_{11}f`$ ($`iA_{\overline{1}\overline{1}}f`$, resp.), and noticing the Bianchi identity: $`A_{11,\overline{1}\overline{1}}+A_{\overline{1}\overline{1},11}=W_{,0}`$ and the definition of the sublaplacian operator $`\mathrm{\Delta }_b`$, we finally obtain
$`2\mathrm{\Delta }_bW+<W,X_f>+W^2+{\displaystyle \frac{W}{t}}=0`$ (3.10)
in which $`W=_bW+W_{,0}T`$ and $`<W,X_f>=W_{,0}f<_bW,J(_bf)>_{J,\theta }`$.
In the Riemannian case (\[Ch\]), we can add a certain quadratic term in the involved vector field to get the Harnack quantity. However, in our case, adding a quadratic term like $`(constant)W|X_f|^2`$ does not seem to work without extra estimates on the torsion. So, as a first try, we assume the torsion vanishes at the initial time. It turns out that the torsion vanishes for all time if our $`CR`$ structure $`J`$ is spherical.
$`\mathrm{𝐋𝐞𝐦𝐦𝐚}\mathbf{\hspace{0.25em}3.1}`$. Suppose $`J`$ is spherical and $`A_{11}=0`$ for an initial $`\theta _{(0)}`$. Then, under the Yamabe flow (1.1), $`A_{11}`$ vanishes for all $`\theta _{(t)}`$.
$`\mathrm{𝐏𝐫𝐨𝐨𝐟}`$: First, recall that the Cartan curvature tensor $`Q_{11}`$ is related to the Tanaka-Webster curvature $`W`$ and torsion $`A_{11}`$ in the following formula: (Lemma 2.2 in \[CL\])
$`Q_{11}={\displaystyle \frac{1}{6}}W_{,11}+{\displaystyle \frac{i}{2}}WA_{11}A_{11,0}{\displaystyle \frac{2i}{3}}A_{11,\overline{1}1}.`$ (3.11)
The fundamental theorem of 3-dimensional $`CR`$ geometry due to Elie Cartan (\[Ca\]) asserts that $`J`$ being spherical is equivalent to $`Q_{11}=0`$. Now look at the evolution equation (2.8) of $`A_{11}`$. Each term in the right side of (2.8) contains the torsion or one of its derivatives in view of (3.11). So obviously $`A_{11}=0`$ for all $`t`$ is a solution to (2.8). Therefore it suffices to show the uniqueness of solutions to (2.8). However, using the commutation relation, we can write the right side of (2.8) as
$`4(A_{11,1\overline{1}}+A_{11,\overline{1}1}4iA_{11,0})12WA_{11}.`$
The highest ”weight” term is just $`4`$ times the generalized Folland-Stein operator $`_\alpha `$ (defined in \[CL\]) acting on $`A_{11}`$ with $`\alpha =4`$. Since $`\alpha =4`$ is not an odd integer, $`_4`$ is subelliptic. So the uniqueness follows from the standard theory for subparabolic equations.
Q.E.D.
When the torsion $`A_{11}`$ vanishes identically, so does $`W_{,0}`$ due to the Bianchi identity: (\[L2\])
$`A_{11,\overline{1}\overline{1}}+A_{\overline{1}\overline{1},11}=W_{,0}.`$ (3.12)
Thus we can reduce $`<W,X_f>`$ in (3.10) to $`<_bW,J(_bf)>_{J,\theta }`$. Note that the vector field $`\eta =J(_bf)`$ belongs to $`\xi `$, the contact bundle, at each point. We call such a vector field a Legendrian vector field. Releasing the $`f`$-dependence, we therefore consider (1.3) for arbitrary Legendrian vector field $`\eta `$ as our ”Harnack” quantity. (the coefficient $`\frac{1}{8}`$ of the last term in (1.3) is the minimal value for (1.4) to hold as we’ll see in the proof of Theorem A)
## 4 The Harnack inequality: Proof of Theorems
To apply the maximum principle to $`Z(\theta ,\eta )`$, we compute the evolution equation for $`Z(\theta ,\eta )`$. For convenience, we define $`\mathrm{}=_t4\mathrm{\Delta }_b`$ and $`\mathrm{}\eta =(\mathrm{}\eta _1)Z_{\overline{1}}+(\mathrm{}\eta _{\overline{1}})Z_1`$ for a Legendrian vector field $`\eta =\eta _1Z_{\overline{1}}+\eta _{\overline{1}}Z_1`$, in which $`\mathrm{}\eta _1=_t\eta _14(\eta _{1,1\overline{1}}+\eta _{1,\overline{1}1}`$. Also we define the modulus of ”Legendrian 2-tensor” $`_b\eta `$ as follows: $`|_b\eta |_{J,\theta }^2=2(\eta _{1,\overline{1}}\eta _{\overline{1},1}+\eta _{1,1}\eta _{\overline{1},\overline{1}})`$. (recall that $`h_{1\overline{1}}=1`$ and we express all tensors using subindices)
$`\mathrm{𝐋𝐞𝐦𝐦𝐚}\mathbf{\hspace{0.25em}4.1}`$. Under the Yamabe flow (1.1), we have the following evolution equations:
$`\mathrm{}(2\mathrm{\Delta }_bW+W^2)=12W\mathrm{\Delta }_bW4|_bW|_{J,\theta }^2+4W^3`$ (4.1)
$`\mathrm{}(W/t)=2W^2/tW/t^2`$ (4.2)
$`\mathrm{}(W|\eta |_{J,\theta }^2)=2W^2|\eta |_{J,\theta }^2+2W<\eta ,\mathrm{}\eta >_{J,\theta }8W|_b\eta |_{J,\theta }^28<_bW,_b(|\eta |_{J,\theta }^2)>_{J,\theta }`$ (4.3)
$`\mathrm{𝐏𝐫𝐨𝐨𝐟}`$: (4.2) follows from (2.7). (4.1) follows from (2.12) with $`f=W`$, (2.7), and the product formula: $`\mathrm{\Delta }_b(fg)=(\mathrm{\Delta }_bf)g+f\mathrm{\Delta }_bg+2<_bf,_bg>_{J,\theta }`$. Similarly, (4.3) follows from a direct computation using (2.7) and the above product formula. (noting that $`|\eta |_{J,\theta }^2=2\eta _1\eta _{\overline{1}}`$)
Q.E.D.
Let $`\eta ^1`$, $`\eta ^2`$ be two 2-tensors with components $`\eta _{cd}^1,\eta _{cd}^2`$,respectively, in which $`c,d=1`$ or $`\overline{1}`$. We define the Levi form for $`\eta ^1`$, $`\eta ^2`$ : $`<\eta ^1,\eta ^2>_{J,\theta }=\mathrm{\Sigma }\eta _{cd}^1\eta _{\overline{c}\overline{d}}^2`$, in which the sum is taken for all possible $`(c,d)`$ and $`\overline{(\overline{1})}=1`$ by convention. We define $`_b\eta `$ to be a 2-tensor with components $`\eta _{c,d}`$ for $`\eta _c`$ being components of a Legendrian vector field $`\eta `$. Then the modulus of $`_b\eta `$ defined previously is just the square root of the above Levi form for $`\eta ^1=\eta ^2=_b\eta `$.
$`\mathrm{𝐋𝐞𝐦𝐦𝐚}\mathbf{\hspace{0.25em}4.2}`$. Suppose the torsion $`A_{11}`$ vanishes identically under the Yamabe flow (1.1). Then we have the following evolution equation:
$`\mathrm{}(<_bW,\eta >_{J,\theta })=W<_bW,\eta >_{J,\theta }+<_bW,\mathrm{}\eta >_{J,\theta }8<_b(_bW),_b\eta >_{J,\theta }`$ (4.4)
$`\mathrm{𝐏𝐫𝐨𝐨𝐟}`$: First observe that
$`\mathrm{}(W_{,1})`$ $`=`$ $`_t(Z_1W)4(W_{,11\overline{1}}+W_{,1\overline{1}1})`$
$`=`$ $`5WW_{,1}+4(W_{,\overline{1}11}W_{,11\overline{1}})(by(2.7)and\dot{Z}_1=WZ_1)`$
$`=`$ $`WW_{,1}8iW_{,01}mod(A_{11},A_{11,\overline{1}})(bycommutationrelations)`$
$`=`$ $`WW_{,1}.(A_{11}=0andW_{,0}=0by(3.12))`$
Now (4.4) follows from a direct computation using the product formula and (4.5).
Q.E.D.
By combining Lemmas 4.1 and 4.2, we find that if the torsion vanishes identically, the evolution equation for $`Z(\theta ,\eta )`$ is given by
$`\mathrm{}Z(\theta ,\eta )`$ $`=`$ $`12W\mathrm{\Delta }_bW4|_bW|_{J,\theta }^2+4W^3+2W^2/tW/t^2`$
$`+W<_bW,\eta >_{J,\theta }+{\displaystyle \frac{1}{4}}W^2|\eta |_{J,\theta }^2+<_bW+{\displaystyle \frac{1}{4}}W\eta ,\mathrm{}\eta >_{J,\theta }`$
$`8<_b(_bW),_b\eta >_{J,\theta }W|_b\eta |_{J,\theta }^2<_bW,_b(|\eta |_{J,\theta }^2)>_{J,\theta }.`$
$`\mathrm{𝐏𝐫𝐨𝐨𝐟}\mathrm{𝐨𝐟}\mathrm{𝐓𝐡𝐞𝐨𝐫𝐞𝐦}𝐀`$: First observe that by Corollary 2.2, $`W`$ is always positive, and for all $`\eta `$, $`Z(\theta ,\eta )Y(\theta )`$ where
$`Y(\theta )=2\mathrm{\Delta }_bW+W^2+{\displaystyle \frac{W}{t}}2W^1|_bW|_{J,\theta }^2.`$ (4.7)
Also there exists a positive constant $`\delta `$ such that $`Y(\theta )>0`$ for $`t<\delta `$, hence $`Z(\theta ,\eta )>0`$ for $`t<\delta `$.
Suppose $`Z(\theta ,\eta )0`$ at some space-time point for some $`\eta `$. Then there exists a first time $`\tau >0`$, a point $`\zeta M`$ and a Legendrian tangent vector $`\eta `$ at $`\zeta `$ such that at $`(\zeta ,\tau )`$,
$`Z(\theta ,\eta )=0.`$ (4.8)
We extend $`\eta `$ so that at $`(\zeta ,\tau )`$,
$`\eta _{1,\overline{1}}=W^1(4iW_{,1\overline{1}}W_{,\overline{1}}\eta _1)`$ (4.9)
$`\eta _{1,1}=W^1W_{,1}\eta _1`$ (4.10)
where $`\eta =i\eta _1Z_{\overline{1}}i\eta _{\overline{1}}Z_1`$. Substituting (4.9), (4.10) in the last three terms of (4.6), involving first derivatives of $`\eta `$, we obtain that at $`(\zeta ,\tau )`$,
$`8<_b(_bW),_b\eta >_{J,\theta }W|_b\eta |_{J,\theta }^2<_bW,_b(|\eta |_{J,\theta }^2)>_{J,\theta }`$
$`=W^1(2|4iW_{,1\overline{1}}W_{,\overline{1}}\eta _1|^2+2|W_{,\overline{1}}\eta _{\overline{1}}|^2).`$ (4.11)
In deriving (4.11), we have used $`W_{,11}=0`$ for all time due to Lemma 3.1 and $`Q_{11}=0`$ in (3.11). (note that the choice of $`_b\eta `$ in (4.9),(4.10) is to maximize the left side of (4.11))
Now if $`_bW+\frac{1}{4}W\eta 0`$ at $`(\zeta ,\tau )`$, we extend $`\eta `$ by choosing the value of $`\mathrm{}\eta `$ at $`(\zeta ,\tau )`$ to kill all terms on the right side of (4.6) except, say, the term $`2W^2/t`$. Then it follows that at $`(\zeta ,\tau )`$, $`0_tZ=4\mathrm{\Delta }_bZ+2W^2/\tau 2W^2/\tau `$, a contradiction. So we assume
$`_bW+{\displaystyle \frac{1}{4}}W\eta =0`$ (4.12)
at $`(\zeta ,\tau )`$. By (4.8) and (4.12), we can express $`\mathrm{\Delta }_bW`$ in terms of $`W`$ and $`\eta `$ at $`(\zeta ,\tau )`$:
$`2\mathrm{\Delta }_bW={\displaystyle \frac{1}{8}}W|\eta |_{J,\theta }^2W^2{\displaystyle \frac{W}{t}}.`$ (4.13)
From Lemma 3.1 and (3.12), $`W_{,0}`$ vanishes identically for all time. It follows that $`W_{,1\overline{1}}=W_{,\overline{1}1}`$ by the commutation relation. Therefore $`\mathrm{\Delta }_bW=2W_{,1\overline{1}}`$, so by (4.13) we can express $`W_{,1\overline{1}}`$ at $`(\zeta ,\tau )`$ as follows:
$`W_{,1\overline{1}}={\displaystyle \frac{1}{4}}({\displaystyle \frac{1}{8}}W|\eta |_{J,\theta }^2W^2{\displaystyle \frac{W}{t}}).`$ (4.14)
Now substituting (4.14),(4.12) in (4.11) and making use of (4.13),(4.12), we can reduce (4.6) to an expression in $`W`$,$`\eta `$ only:
$`\mathrm{}Z={\displaystyle \frac{W}{t^2}}+{\displaystyle \frac{1}{2}}W^2|\eta |_{J,\theta }^2+{\displaystyle \frac{1}{32}}W|\eta |_{J,\theta }^4`$
at $`(\zeta ,\tau )`$. Hence the maximum principle implies that at $`(\zeta ,\tau )`$,
$`0_tZ=4\mathrm{\Delta }_bZ+{\displaystyle \frac{W}{t^2}}+{\displaystyle \frac{1}{2}}W^2|\eta |_{J,\theta }^2`$
$`+{\displaystyle \frac{1}{32}}W|\eta |_{J,\theta }^4W\tau ^2,`$
which is a contradiction (to Corollary 2.2). So $`Z(\theta ,\eta )>0`$ completing the proof of Theorem A.
Q.E.D.
Note that we actually obtain the strict inequality from the proof of Theorem A. Taking $`\eta =4W^1_bW`$ in Theorem A implies that
$`Z(\theta ,\eta )=Y(\theta )0,`$ (4.15)
where $`Y(\theta )`$ is defined in (4.7).
$`\mathrm{𝐏𝐫𝐨𝐨𝐟}\mathrm{𝐨𝐟}\mathrm{𝐓𝐡𝐞𝐨𝐫𝐞𝐦}𝐁`$: By (2.7) we rewrite (4.15) as
$`_tW+{\displaystyle \frac{2W}{t}}4W^1|_bW|_{J,\theta }^20.`$ (4.16)
Integrating (4.16) over Legendrian paths connecting $`x_1`$,$`x_2`$ from $`t_1`$ to $`t_2`$ and using $`az+\overline{a}\overline{z}+b|z|^2b^1|a|^2`$ for $`b>0`$, we obtain (1.5).
Q.E.D.
## 5 Nontriviality of initial conditions
In this section, we will construct contact forms on the standard $`CR`$ 3-sphere $`(S^3,\widehat{\xi },\widehat{J})`$ with nonconstant positive Tanaka-Webster curvature and vanishing torsion.
Suppose our $`S^3`$ is defined by $`|z_1|^2+|z_2|^2=1`$ for $`(z_1,z_2)C^2`$. The standard contact form $`\widehat{\theta }=i(\sigma \overline{\sigma })`$ where $`\sigma =z_1d\overline{z}_1+z_2d\overline{z}_2`$. Take $`\widehat{\theta }^1=\sqrt{2}(z_1dz_2z_2dz_1)`$ such that (2.1) is satisfied for the ”hatted” quantities. It is easy to deduce $`\widehat{Z}_1=\frac{1}{\sqrt{2}}(\overline{z}_1_2\overline{z}_2_1)`$ where $`_j=\frac{}{z_j}`$ for $`j=1,2`$. Also $`\widehat{\omega }_{1}^{}{}_{}{}^{1}=2(\overline{z}_1dz_1+\overline{z}_2dz_2)`$ and $`\widehat{A}_{11}=0`$ by (2.2).
Now let $`\theta =e^{2\lambda }\widehat{\theta }`$. It follows from (2.5) that $`A_{11}=0`$ (with respect to $`\theta `$) if and only if
$`\lambda _{,11}=2(\lambda _{,1})^2`$ (5.1)
in which $`\lambda _{,1}=\widehat{Z}_1\lambda `$ and $`\lambda _{,11}=(\widehat{Z}_1)^2\lambda `$ since $`\widehat{\omega }_{1}^{}{}_{}{}^{1}(\widehat{Z}_1)=0`$. It is a direct verification that $`\lambda =ln|az_1+bz_2+c|`$ (well defined on $`S^3`$ for $`|c||a|,|b|`$) satisfies (5.1). Next we compute $`W`$ from the formula (2.6) for $`\widehat{W}=1`$ and $`\lambda `$ given above. The final result is
$`W=(3|z_1|^2+2|z_2|^2)|a|^2(3|z_2|^2+2|z_1|^2)|b|^2(a\overline{b}z_1\overline{z}_2+\overline{a}b\overline{z}_1z_2)`$ (5.2)
$`c(\overline{a}\overline{z}_1+\overline{b}\overline{z}_2)\overline{c}(az_1+bz_2)+|c|^2.`$
Now it is easy to see from (5.2) that $`W`$ is positive on $`S^3`$ for $`|c||a|,|b|`$, and nonconstant in general.
| Chang: Department of Mathematics | Cheng: Institute of Mathematics |
| --- | --- |
| National Tsing-Hua University | Academia Sinica, Nankang |
| Hsinchu, Taiwan, R.O.C. | Taipei, Taiwan, R.O.C. |
| E-mail: scchang@math.nthu.edu.tw | E-mail: cheng@math.sinica.edu.tw | |
warning/0003/gr-qc0003010.html | ar5iv | text | # References
SIT-HEP/MT-1
STUPP-00-160
March, 2000
Canonical formulation of $`N=2`$ supergravity
in terms of the Ashtekar variable
Motomu Tsuda <sup>*</sup><sup>*</sup>*e-mail: tsuda@sit.ac.jp
Laboratory of Physics, Saitama Institute of Technology
Okabe-machi, Saitama 369-0293, Japan
and
Takeshi Shirafuji e-mail: sirafuji@post.saitama-u.ac.jp
Physics Department, Saitama University
Urawa, Saitama 338-8570, Japan
Abstract
We reconstruct the Ashtekar’s canonical formulation of $`N=2`$ supergravity (SUGRA) starting from the $`N=2`$ chiral Lagrangian derived by closely following the method employed in the usual SUGRA. In order to get the full graded algebra of the Gauss, $`U(1)`$ gauge and right-handed supersymmetry (SUSY) constraints, we extend the internal, global $`O(2)`$ invariance to local one by introducing a cosmological constant to the chiral Lagrangian. The resultant Lagrangian does not contain any auxiliary fields in contrast with the 2-form SUGRA and the SUSY transformation parameters are not constrained at all. We derive the canonical formulation of the $`N=2`$ theory in such a manner as the relation with the usual SUGRA be explicit at least in classical level, and show that the algebra of the Gauss, $`U(1)`$ gauge and right-handed SUSY constraints form the graded algebra, $`G^2SU(2)`$. Furthermore, we introduce the graded variables associated with the $`G^2SU(2)`$ algebra and we rewrite the canonical constraints in a simple form in terms of these variables. We quantize the theory in the graded-connection representation and discuss the solutions of quantum constraints.
1. Introduction
The nonperturbative canonical treatment of supergravity (SUGRA) in terms of the Ashtekar variable was firstly discussed about the simplest $`N=1`$ theory in . In this theory the chiral Lagrangian was constructed by using the self-dual connection which couples to only a right-handed spin-3/2 field, and this Lagrangian has two kinds of right- and left-handed supersymmetry (SUSY) invariances in the first-order formalism. Therefore two types of the SUSY constraints, which generate those SUSY transformations, appear in the canonical formulation. Fülöp and Armand-Ugon et al. showed that in $`N=1`$ chiral SUGRA the $`SU(2)`$ algebra generated by the Gauss-law constraint is graded by means of the right-handed SUSY constraint. All the constraints were also rewritten in a simple form in towards a loop representation of quantum canonical SUGRA, by using graded connection and momentum variables associated with the graded algebra which is called the $`GSU(2)`$ algebra . <sup>1</sup><sup>1</sup>1In Ref. it is pointed out that the algebra of $`GSU(2)`$ corresponds to the super Lie algebra, $`Osp(1/2)`$. Furthermore the spin network states of SUGRA was recently constructed in based on the representation of this graded algebra.
The extension of the Ashtekar’s canonical formulation to $`N=2`$ extended SUGRA was mainly developed in the context of the 2-form gravity . The chiral Lagrangian of $`N=2`$ SUGRA was constructed in based on the $`N=1`$ 2-form SUGRA with auxiliary fields which are needed to write the chiral (2-form) Lagrangian: It was proved that the SUSY algebra is not closed at the level of transformation algebra on auxiliary fields, but actually closes at the level of the canonical formulation. On the other hand, in the canonical formulation of the BF theory as a toplogical field theory was derived for an appropriate graded algebra of $`SU(2)`$ (which henceforth will be referred to as $`G^2SU(2)`$ <sup>2</sup><sup>2</sup>2 The algebra of $`G^2SU(2)`$ corresponds to the super Lie algebra, $`Osp(2/2)`$ . following ), and it was shown that the $`G^2SU(2)`$ BF theory subject to some algebaic constraints can be cast into the $`N=2`$ 2-form SUGRA.
In this paper we reconstruct the Ashtekar’s canonical formulation of $`N=2`$ SUGRA starting from the $`N=2`$ chiral Lagrangian derived by closely following the method employed in the usual SUGRA. In Sec. 2 we present the globally $`O(2)`$ invariant Lagrangian of $`N=2`$ chiral SUGRA slightly modified from the Lagrangian in . In order to get the full graded algebra of the Gauss, $`U(1)`$ gauge and right-handed SUSY constraints, we extend in Sec. 3 the internal, global $`O(2)`$ invariance to local one by introducing a cosmological constant to the chiral Lagrangian. The resultant Lagrangian does not contain any auxiliary fields in contrast with the 2-form SUGRA and the SUSY transformation parameters are not constrained at all. In Sec. 4 we derive the canonical formulation of the $`N=2`$ theory in such a manner as the relation with the usual SUGRA be explicit at least in classical level, and we show that the algebra of the Gauss, $`U(1)`$ gauge and right-handed SUSY constraints form the graded algebra, $`G^2SU(2)`$. In Sec. 5 we introduce the graded variables associated with the $`G^2SU(2)`$ algebra and rewrite the canonical constraints in a simple form in terms of these variables. We quantize the theory in the graded-connection representation and discuss the solutions of quantum constraints in Sec. 6. Our conclusions are included in Sec. 7.
2. The globally $`O(2)`$ invariant Lagrangian
Firstly we present the chiral Lagrangian of $`N=2`$ SUGRA constructed in . The independent variables are a tetrad $`e_\mu ^i`$, two (Majorana) Rarita-Schwinger fields $`\psi _\mu ^{(I)}`$, a Maxwell field $`A_\mu `$ and a (complex) self-dual connection $`A_{ij\mu }^{(+)}`$ which satisfies $`(1/2)ϵ_{ij}^{}{}_{}{}^{kl}A_{kl\mu }^{(+)}`$ $`=iA_{ij\mu }^{(+)}`$. <sup>3</sup><sup>3</sup>3 Greek letters $`\mu ,\nu ,\mathrm{}`$, are spacetime indices, Lattin letters $`i,j,\mathrm{}`$, are local Lorentz indices and $`(I),(J),\mathrm{}(=(1),(2))`$, denote $`O(2)`$ internal indices. We take the Minkowski metric $`\eta _{ij}=\mathrm{diag}(1,+1,+1,+1)`$ and the totally antisymmetric tensor $`ϵ_{ijkl}`$ is normalized as $`ϵ_{0123}=+1`$. We define $`ϵ_{\mu \nu \rho \sigma }`$ and $`ϵ^{\mu \nu \rho \sigma }`$ as tensor densities which take values of $`+1`$ or $`1`$. The $`N=2`$ chiral Lagrangian density in terms of these variables is written in first-order form as
$`_{N=2}^{(+)}`$ $`=`$ $`{\displaystyle \frac{i}{2}}ϵ^{\mu \nu \rho \sigma }e_\mu ^ie_\nu ^jR_{ij\rho \sigma }^{(+)}ϵ^{\mu \nu \rho \sigma }\overline{\psi }_{R\mu }^{(I)}\gamma _\rho D_\sigma ^{(+)}\psi _{R\nu }^{(I)}{\displaystyle \frac{e}{2}}(F_{\mu \nu }^{()})^2`$ (2.1)
$`+{\displaystyle \frac{1}{4\sqrt{2}}}\overline{\psi }_\mu ^{(I)}\{e(F^{\mu \nu }+\widehat{F}^{\mu \nu })+i\gamma _5(\stackrel{~}{F}^{\mu \nu }+\stackrel{~}{\widehat{F}}^{\mu \nu })\}\psi _\nu ^{(J)}ϵ^{(I)(J)}`$
$`+{\displaystyle \frac{i}{8}}ϵ^{\mu \nu \rho \sigma }(\overline{\psi }_{L\mu }^{(I)}\psi _{R\nu }^{(J)})\overline{\psi }_{R\rho }^{(K)}\psi _{L\sigma }^{(L)}ϵ^{(I)(J)}ϵ^{(K)(L)},`$
which is globally $`O(2)`$ invariant. Here $`e`$ denotes $`\mathrm{det}(e_\mu ^i)`$, $`ϵ^{(I)(J)}=ϵ^{(J)(I)}`$ and $`F^{()\mu \nu }:=(1/2)(F^{\mu \nu }+ie^1\stackrel{~}{F}^{\mu \nu })`$ with $`\stackrel{~}{F}^{\mu \nu }=(1/2)ϵ^{\mu \nu \rho \sigma }F_{\rho \sigma }`$. The covariant derivative $`D_\mu ^{(+)}`$ and the curvature $`R_{}^{(+)ij}{}_{\mu \nu }{}^{}`$ are
$`D_\mu ^{(+)}:=_\mu +{\displaystyle \frac{i}{2}}A_{ij\mu }^{(+)}S^{ij},`$
$`R_{}^{(+)ij}{}_{\mu \nu }{}^{}:=2(_{[\mu }A_{}^{(+)ij}{}_{\nu ]}{}^{}+A_{}^{(+)i}{}_{k[\mu }{}^{}A_{}^{(+)kj}{}_{\nu ]}{}^{}),`$ (2.2)
while $`\widehat{F}_{\mu \nu }`$ in the second line of (2.1) is defined as
$$\widehat{F}_{\mu \nu }:=F_{\mu \nu }\frac{1}{\sqrt{2}}\overline{\psi }_\mu ^{(I)}\psi _\nu ^{(J)}ϵ^{(I)(J)}.$$
(2.3)
Note that we have used $`(F_{\mu \nu }^{()})^2`$ as the Maxwell kinetic term in Eq. (2.1), which allows us to rewrite the canonical constraints in terms of the graded variables associated with the graded algebra, $`G^2SU(2)`$, as will be explained later. In this respect the chiral Lagrangian of Eq. (2.1) differs from that constructed in .
The last four-fermion contact term in Eq. (2.1) is pure imaginary but this term is necessary to reproduce the Lagrangian of the usual $`N=2`$ SUGRA in the second-order formalism. Indeed, if we solve the equation $`\delta _{N=2}^{(+)}/\delta A^{(+)}=0`$ with respect to $`A_{ij\mu }^{(+)}`$ and use the obtained solution in the first two terms in Eq. (2.1), then those terms give rise to a number of four-fermion contact terms, which are complex with the imaginary term being written as
$$\frac{i}{8}ϵ^{\mu \nu \rho \sigma }T_{\lambda \mu \nu }T{}_{}{}^{\lambda }{}_{\rho \sigma }{}^{}=\frac{i}{16}ϵ^{\mu \nu \rho \sigma }(\overline{\psi }_{R\mu }^{(I)}\gamma _\lambda \psi _{R\nu }^{(K)})\overline{\psi }_{R\rho }^{(J)}\gamma ^\lambda \psi _{R\sigma }^{(L)}ϵ^{(I)(J)}ϵ^{(K)(L)},$$
(2.4)
where the torsion tensor is defined by $`T{}_{}{}^{i}{}_{\mu \nu }{}^{}=2D_{[\mu }e_{\nu ]}^i`$ with $`D_\mu e_\nu ^i=_\mu e_\nu ^i+A{}_{}{}^{i}{}_{j\mu }{}^{}e_{\nu }^{j}`$. The last term in Eq. (2.1), on the other hand, can be rewritten as
$`{\displaystyle \frac{i}{8}}ϵ^{\mu \nu \rho \sigma }(\overline{\psi }_{L\mu }^{(I)}\psi _{R\nu }^{(J)})\overline{\psi }_{R\rho }^{(K)}\psi _{L\sigma }^{(L)}ϵ^{(I)(J)}ϵ^{(K)(L)}`$
$`={\displaystyle \frac{i}{16}}ϵ^{\mu \nu \rho \sigma }(\overline{\psi }_{R\mu }^{(I)}\gamma _\lambda \psi _{R\nu }^{(K)})\overline{\psi }_{R\rho }^{(J)}\gamma ^\lambda \psi _{R\sigma }^{(L)}ϵ^{(I)(J)}ϵ^{(K)(L)}`$ (2.5)
by using a Fierz transformation, and exactly cancels with the pure imaginary term of Eq. (2.4). Therefore the $`_{N=2}^{(+)}[\mathrm{second}\mathrm{order}]`$ of $`N=2`$ chiral SUGRA is reduced to that of the usual one up to imaginary boundary terms; namely, we have
$`_{N=2}^{(+)}[\mathrm{second}\mathrm{order}]=`$ $`_{N=2\mathrm{usual}\mathrm{SUGRA}}[\mathrm{second}\mathrm{order}]`$ (2.6)
$`{\displaystyle \frac{1}{4}}_\mu \{ϵ^{\mu \nu \rho \sigma }(\overline{\psi }_\nu ^{(I)}\gamma _\rho \psi _\sigma ^{(I)}+2iA_\nu _\rho A_\sigma )\}.`$
Note that a boundary term quadratic in the Maxwell field $`A_\mu `$ appears in (2.6) since we choose $`(F_{\mu \nu }^{()})^2`$ as the kinetic term in Eq. (2.1).
3. Gauging the $`O(2)`$ invariance
The global $`O(2)`$ invariance of Eq. (2.1) can be gauged by introducing a minimal coupling for $`\psi _\mu ^{(I)}`$ and $`A_\mu `$, which automatically requires a spin-3/2 mass-like term and a cosmological term in the Lagrangian . These three terms are written as
$`_{\mathrm{cosm}}=`$ $`{\displaystyle \frac{\lambda }{2}}ϵ^{\mu \nu \rho \sigma }\overline{\psi }_\mu ^{(I)}\gamma _\rho \psi _\nu ^{(J)}A_\sigma ϵ^{(I)(J)}`$ (3.1)
$`\sqrt{2}i\lambda e\overline{\psi }_\mu ^{(I)}S^{\mu \nu }\psi _\nu ^{(I)}+6\lambda ^2e`$
with the gauge coupling constant $`\lambda `$. Here the cosmological constant $`\mathrm{\Lambda }`$ is related to $`\lambda `$ as $`\mathrm{\Lambda }=6\lambda ^2`$. Note that the first term of Eq. (3.1) is comparable with the kinetic term of $`\psi _{R\mu }^{(I)}`$ in Eq. (2.1), since this term can be rewritten as
$$\frac{\lambda }{2}ϵ^{\mu \nu \rho \sigma }\overline{\psi }_\mu ^{(I)}\gamma _\rho \psi _\nu ^{(J)}A_\sigma ϵ^{(I)(J)}=\lambda ϵ^{\mu \nu \rho \sigma }\overline{\psi }_{R\mu }^{(I)}\gamma _\rho \psi _{R\nu }^{(J)}A_\sigma ϵ^{(I)(J)}.$$
(3.2)
We denote the chiral Lagrangian as the sum of Eqs. (2.1) and (3.1); namely,
$$^{(+)}:=_{N=2}^{(+)}+_{\mathrm{cosm}}.$$
(3.3)
Because of Eq. (2.6), the $`^{(+)}`$ of Eq.(3.3) in the second-order formalism is invariant under the SUSY transformation of the usual gauged $`N=2`$ SUGRA given by
$`\delta e_\mu ^i=`$ $`i\overline{\alpha }^{(I)}\gamma ^i\psi _\mu ^{(I)},`$
$`\delta A_\mu =`$ $`\sqrt{2}ϵ^{(I)(J)}\overline{\alpha }^{(I)}\psi _\mu ^{(J)},`$
$`\delta \psi _\mu ^{(I)}=`$ $`2\{D_\mu [A(e,\psi ^{(I)})]\alpha ^{(I)}\lambda ϵ^{(I)(J)}A_\mu \alpha ^{(J)}\}`$ (3.4)
$`+{\displaystyle \frac{i}{\sqrt{2}}}ϵ^{(I)(J)}\left(\widehat{F}_{\mu \nu }\gamma ^\nu +{\displaystyle \frac{i}{2}}eϵ_{\mu \nu \rho \sigma }\widehat{F}^{\rho \sigma }\gamma ^\nu \gamma _5\right)\alpha ^{(J)}`$
$`\sqrt{2}i\lambda \gamma _\mu \alpha ^{(I)}`$
with $`A_{ij\mu }(e,\psi ^{(I)})`$ in $`\delta \psi _\mu ^{(I)}`$ being defined as the sum of the Ricci rotation coefficients $`A_{ij\mu }(e)`$ and $`K_{ij\mu }`$ which is expressed as
$$K_{ij\mu }=\frac{i}{4}(\overline{\psi }_{[i}^{(I)}\gamma _\mu \psi _{j]}^{(I)}+\overline{\psi }_{[i}^{(I)}\gamma _j\psi _{\mu ]}^{(I)}\overline{\psi }_{[j}^{(I)}\gamma _i\psi _{\mu ]}^{(I)}).$$
(3.5)
On the other hand, the first-order (i.e.,“off-shell”) SUSY invariance of $`^{(+)}`$ may be realized by introducing the right- and left-handed SUSY transformations as in the case of $`N=1`$ chiral SUGRA .
4. The canonical formulation of $`N=2`$ chiral SUGRA
Starting with the chiral Lagrangian $`^{(+)}`$ of Eq. (3.3), let us derive the canonical formulation of $`N=2`$ chiral SUGRA by means of the (3+1) decomposition of spacetime. For this purpose we assume that the topology of spacetime $`M`$ is $`\mathrm{\Sigma }\times R`$ for some three-manifold $`\mathrm{\Sigma }`$ so that a time coordinate function $`t`$ is defined on $`M`$. Then the time component of the tetrad can be defined as <sup>4</sup><sup>4</sup>4Latin letters $`a,b,\mathrm{}`$ are the spatial part of the spacetime indices $`\mu ,\nu ,\mathrm{}`$, and capital letters I, J, $`\mathrm{}`$ denote the spatial part of the local Lorentz indices i, j, $`\mathrm{}`$.
$$e_t^i=Nn^i+N^ae_a^i.$$
(4.1)
Here $`n^i`$ is the timelike unit vector orthogonal to $`e_{ia}`$, i.e., $`n^ie_{ia}=0`$ and $`n^in_i=1`$, while $`N`$ and $`N^a`$ denote the lapse function and the shift vector, respectively. Furthermore, we give a restriction on the tetrad with the choice $`n_i=(1,0,0,0)`$ in order to simplify the Legendre transform of Eq. (3.3). Once this choice is made, $`e_{Ia}`$ becomes tangent to the constant $`t`$ surfaces $`\mathrm{\Sigma }`$ and $`e_{0a}=0`$. Therefore we change the notation $`e_{Ia}`$ to $`E_{Ia}`$ below. We also take the spatial restriction of the totally antisymmetric tensor $`ϵ^{\mu \nu \rho \sigma }`$ as $`ϵ^{abc}:=ϵ_{}^{abc}{}_{t}{}^{}`$, while $`ϵ^{IJK}:=ϵ_{}^{IJK}{}_{0}{}^{}`$.
Under the above gauge condition of the tetrad, the (3+1) decomposition of Eq. (3.3) yields the kinetic terms, <sup>5</sup><sup>5</sup>5 For convenience of calculation we use the two-component spinor notation in the canonical formulation. Two-component spinor indices $`A,B,\mathrm{}`$, and $`A^{},B^{},\mathrm{}`$, are raised and lowered with antisymmetric spinors $`ϵ^{AB},ϵ_{AB}`$, and their conjugates $`ϵ^{A^{}B^{}},ϵ_{A^{}B^{}}`$, such that $`\psi ^A=ϵ^{AB}\psi _B`$ and $`\phi _B=\phi ^Aϵ_{AB}`$. The Infeld-van der Waerden symbol $`\sigma _{iAA^{}}`$ are taken in this paper to be $`(\sigma _0,\sigma _I):=(i/\sqrt{2})(I,\tau _I)`$ with $`\tau _I`$ being the Pauli matrices. We also define the symbol $`\sigma _{}^{B}{}_{IA}{}^{}`$ (which is called the $`SU(2)`$ soldering form in ) by using $`n^{AA^{}}=n^i\sigma _{}^{AA^{}}{}_{i}{}^{}`$ as $`\sigma {}_{IA}{}^{}{}_{}{}^{B}:=\sqrt{2}i\sigma _{IAA^{}}n^{BA^{}}=(i/\sqrt{2})(\tau _I)_{AB}`$.
$$_{\mathrm{kin}}^{(+)}=\stackrel{~}{E}_I^a\dot{𝒜}{}_{}{}^{I}{}_{a}{}^{}\stackrel{~}{\pi }{}_{}{}^{(I)}{}_{A}{}^{}{}_{}{}^{a}\dot{\psi }{}_{}{}^{(I)A}{}_{a}{}^{}+{}_{}{}^{+}\stackrel{~}{\pi }_{}^{a}\dot{A}_a,$$
(4.2)
where $`𝒜{}_{}{}^{I}{}_{a}{}^{}:=2A{}_{0}{}^{(+)}_{a}^{}{}_{}{}^{I}`$ and ($`\stackrel{~}{\pi }{}_{}{}^{(I)}_{}^{a}{}_{A}{}^{}`$, $`{}_{}{}^{+}\stackrel{~}{\pi }_{}^{a}`$) are defined by <sup>6</sup><sup>6</sup>6 The derivative for fermionic variables is treated as the left derivative unless stated otherwise.
$`\stackrel{~}{\pi }{}_{}{}^{(I)}{}_{A}{}^{}{}_{}{}^{a}:=`$ $`{\displaystyle \frac{\delta ^{(+)}}{\delta \dot{\psi }_{a}^{}{}_{}{}^{(I)A}}}=\sqrt{2}iϵ^{abc}E_c^I\overline{\psi }{}_{}{}^{(I)A^{}}{}_{b}{}^{}\sigma _{IAA^{}}^{},`$ (4.3)
$`{}_{}{}^{+}\stackrel{~}{\pi }_{}^{a}:=`$ $`{\displaystyle \frac{\delta ^{(+)}}{\delta \dot{A}_a}}=\stackrel{~}{\pi }^a+i\stackrel{~}{B}^a`$ (4.4)
with
$`\stackrel{~}{\pi }^a:=`$ $`{\displaystyle \frac{e}{2N^2}}q^{ab}\{2(F_{tb}N^dF_{db})`$ (4.5)
$`\sqrt{2}(\overline{\psi }_t^{(I)}\psi _b^{(J)}N^d\overline{\psi }_d^{(I)}\psi _b^{(J)})ϵ^{(I)(J)}\}`$
$`{\displaystyle \frac{i}{2\sqrt{2}}}ϵ^{abc}\overline{\psi }_b^{(I)}\gamma _5\psi _c^{(J)}ϵ^{(I)(J)},`$
$`\stackrel{~}{B}^a=`$ $`{\displaystyle \frac{1}{2}}ϵ^{abc}F_{bc}.`$ (4.6)
In Eq. (4.5) the Majorana spinors $`\psi _\mu ^{(I)}`$ are used for simplicity. On the other hand, the constraints are obtained from the variation of $`^{(+)}`$ with respect to Lagrange multipliers. Here we raise, in particular, the Gauss, $`U(1)`$ gauge, right-handed SUSY and left-handed SUSY constraints expressed by the canonical variables as follows; namely, <sup>7</sup><sup>7</sup>7 We note that the $`{}_{}{}^{+}\stackrel{~}{\pi }_{}^{a}`$ appears in Eqs. (4.8), (4.9) and (4.10). If we use $`(F_{\mu \nu })^2`$ as the Maxwell kinetic term in Eq. (2.1), the $`\stackrel{~}{\pi }^a`$ (and not $`{}_{}{}^{+}\stackrel{~}{\pi }_{}^{a}`$) will appear in Eq. (4.8), and it is not possible to rewrite the canonical constraints in terms of the graded variables.
$`𝒢_I:=`$ $`{\displaystyle \frac{\delta ^{(+)}}{\delta \mathrm{\Lambda }_t^I}}=𝒟_a\stackrel{~}{E}_I^a{\displaystyle \frac{i}{\sqrt{2}}}\stackrel{~}{\pi }{}_{}{}^{(I)}{}_{A}{}^{}{}_{}{}^{a}\sigma {}_{I}{}^{}{}_{}{}^{A}{}_{B}{}^{}\psi {}_{}{}^{(I)B}{}_{a}{}^{}=0,`$ (4.7)
$`g:=`$ $`{\displaystyle \frac{\delta ^{(+)}}{\delta A_t}}=_a{}_{}{}^{+}\stackrel{~}{\pi }_{}^{a}+\lambda \psi {}_{}{}^{(I)A}{}_{a}{}^{}\stackrel{~}{\pi }{}_{}{}^{(J)}{}_{A}{}^{}{}_{}{}^{a}ϵ_{}^{(I)(J)}=0,`$ (4.8)
$`{}_{}{}^{R}𝒮_{A}^{(I)}:=`$ $`{\displaystyle \frac{\delta ^{(+)}}{\delta \psi _{t}^{}{}_{}{}^{(I)A}}}=𝒟_a\stackrel{~}{\pi }{}_{}{}^{(I)}{}_{A}{}^{}{}_{}{}^{a}+{\displaystyle \frac{1}{\sqrt{2}}}{}_{}{}^{+}\stackrel{~}{\pi }_{}^{a}\psi {}_{}{}^{(J)B}{}_{a}{}^{}ϵ_{AB}^{}ϵ^{(I)(J)}`$ (4.9)
$`+\lambda (2i\stackrel{~}{E}_I^a\sigma {}_{}{}^{I}{}_{AB}{}^{}\psi {}_{}{}^{(I)B}{}_{a}{}^{}\stackrel{~}{\pi }{}_{}{}^{(J)}{}_{A}{}^{}{}_{}{}^{a}A_{a}^{}ϵ^{(I)(J)})=0,`$
$`{}_{}{}^{L}𝒮_{A}^{(I)}:=`$ $`{\displaystyle \frac{\delta ^{(+)}}{\delta \rho _{t}^{}{}_{}{}^{(I)A}}}`$
$`=`$ $`\sqrt{2}\stackrel{~}{E}_I^a\stackrel{~}{E}_J^b(\sigma ^I\sigma ^J){}_{A}{}^{}{}_{}{}^{B}[2(𝒟_{[a}\psi {}_{}{}^{(I)C}{}_{b]}{}^{}\lambda A_{[a}\psi {}_{}{}^{(J)C}{}_{b]}{}^{}ϵ_{}^{(I)(J)})ϵ_{BC}`$ (4.10)
$`+{\displaystyle \frac{i}{\sqrt{2}}}\lambda ϵ_{abc}\stackrel{~}{\pi }{}_{}{}^{(I)}{}_{B}{}^{}{}_{}{}^{c}]`$
$`+{\displaystyle \frac{i}{2}}E^2ϵ_{def}ϵ_{agh}(\sigma ^I\sigma ^J\sigma ^K\sigma ^L){}_{A}{}^{}{}_{}{}^{B}ϵ_{}^{(I)(J)}\stackrel{~}{E}_I^e\stackrel{~}{E}_J^f\stackrel{~}{E}_K^g\stackrel{~}{E}_L^h\stackrel{~}{\pi }{}_{}{}^{(J)}_{}^{d}{}_{B}{}^{}`$
$`\times [ϵ^{abc}\{F_{bc}+{\displaystyle \frac{1}{\sqrt{2}}}ϵ_{CD}(\psi {}_{}{}^{(K)C}{}_{b}{}^{}\psi {}_{}{}^{(L)D}{}_{c}{}^{})ϵ^{(K)(L)}\}+i{}_{}{}^{+}\stackrel{~}{\pi }_{}^{a}]=0,`$
where the Lagrange multipliers, $`\mathrm{\Lambda }_t^I`$ and $`\rho _{t}^{}{}_{}{}^{(I)A}`$, are defined by
$$\mathrm{\Lambda }_t^I:=2A^{(+)}{}_{0}{}^{}{}_{}{}^{I}{}_{t}{}^{},\rho {}_{}{}^{(I)A}{}_{t}{}^{}:=E^1\overline{\psi }_{A^{}t}^{(I)}n^{AA^{}},$$
(4.11)
and the covariant derivatives on $`\mathrm{\Sigma }`$ are
$`𝒟_a\stackrel{~}{E}_I^a:=_a\stackrel{~}{E}_I^a+iϵ_{IJK}𝒜{}_{}{}^{J}{}_{a}{}^{}\stackrel{~}{E}_{}^{Ka},`$
$`𝒟_a\stackrel{~}{\pi }{}_{}{}^{(I)}{}_{A}{}^{}{}_{}{}^{a}:=_a\stackrel{~}{\pi }{}_{}{}^{(I)}{}_{A}{}^{}{}_{}{}^{a}{\displaystyle \frac{i}{\sqrt{2}}}𝒜{}_{A}{}^{}{}_{}{}^{B}{}_{a}{}^{}\stackrel{~}{\pi }{}_{}{}^{(I)}{}_{B}{}^{}{}_{}{}^{a}.`$ (4.12)
The left-handed SUSY constraint of Eq. (4.10) is not polynomial because of the factor $`E^2`$, but the rescaled $`E^2({}_{}{}^{L}𝒮_{A}^{(I)})`$ becomes polynomial because
$$E^2=\frac{1}{6}ϵ_{abc}ϵ^{IJK}\stackrel{~}{E}_I^a\stackrel{~}{E}_J^b\stackrel{~}{E}_K^c.$$
(4.13)
The above canonical constraints (except for the Gauss constraint) have expressions different from those for the $`N=2`$ 2-form SUGRA . This seems to originate from difference in the definition of momentum variables, in particular the momentum conjugate to the Maxwell field.
Now, by using the non-vanishing Poisson brackets <sup>8</sup><sup>8</sup>8The Poisson brackets are defined for canonical variables $`(q^i,\stackrel{~}{p}_i)`$ by using the right and left derivatives as $`\{F,G\}:=d^3z[(\delta ^RF/\delta q^i(z))(\delta ^LG/\delta \stackrel{~}{p}_i(z))(1)^i(\delta ^RF/\delta \stackrel{~}{p}_i(z))(\delta ^LG/\delta q^i(z))]`$ with $`i=0`$ for an even (commuting) $`q^i`$ while $`i=1`$ for an odd (anticommuting) $`q^i`$. among the canonical variables,
$`\{𝒜{}_{}{}^{I}{}_{a}{}^{}(x),\stackrel{~}{E}{}_{J}{}^{}{}_{}{}^{b}(y)\}=\delta _J^I\delta _a^b\delta ^3(xy),`$
$`\{\psi {}_{}{}^{(I)A}{}_{a}{}^{}(x),\stackrel{~}{\pi }{}_{}{}^{(J)}{}_{B}{}^{}{}_{}{}^{b}(y)\}=\delta ^{(I)(J)}\delta _B^A\delta _a^b\delta ^3(xy),`$
$`\{A_a(x),{}_{}{}^{+}\stackrel{~}{\pi }_{}^{b}(y)\}=\delta _a^b\delta ^3(xy),`$ (4.14)
we show that the Gauss, $`U(1)`$ gauge and right-handed SUSY constraints of Eqs. (4.7)-(4.9) form the graded algbra, $`G^2SU(2)`$. In fact, if we define the smeared functions,
$`𝒢_I[\mathrm{\Lambda }^I]:={\displaystyle _\mathrm{\Sigma }}d^3x\mathrm{\Lambda }^I𝒢_I,`$
$`g[a]:={\displaystyle _\mathrm{\Sigma }}d^3xag,`$
$`{}_{}{}^{R}𝒮_{A}^{(I)}[\xi ^{(I)A}]:={\displaystyle _\mathrm{\Sigma }}d^3x\xi ^{(I)A}{}_{}{}^{R}𝒮_{A}^{(I)}`$ (4.15)
for convenience of the calculation, the Poisson brackets of $`𝒢_I,g`$ and $`{}_{}{}^{R}𝒮_{A}^{(I)}`$ are obtained as
$`\{𝒢_I[\mathrm{\Lambda }^I],𝒢_J[\mathrm{\Gamma }^J]\}=𝒢_I[\mathrm{\Lambda }^I],`$
$`\{𝒢_I[\mathrm{\Lambda }^I],g[a]\}=0=\{g[a],g[b]\},`$
$`\{𝒢_I[\mathrm{\Lambda }^I],{}_{}{}^{R}𝒮_{A}^{(I)}[\xi ^{(I)A}]\}={}_{}{}^{R}𝒮_{A}^{(I)}[\xi ^{(I)A}],`$
$`\{g[a],{}_{}{}^{R}𝒮_{A}^{(I)}[\xi ^{(I)A}]\}=\lambda {}_{}{}^{R}𝒮_{A}^{(I)}[\xi ^{\prime \prime (I)A}],`$
$`\{{}_{}{}^{R}𝒮_{A}^{(I)}[\xi ^{(I)A}],{}_{}{}^{R}𝒮_{B}^{(J)}[\eta ^{(J)B}]\}=\lambda 𝒢_I[\mathrm{\Lambda }^{\prime \prime I}]+g[a^{}]`$ (4.16)
with the parameters, $`\mathrm{\Lambda }^I,\mathrm{\Lambda }^{\prime \prime I},\xi ^{(I)A},\xi ^{\prime \prime (I)A}`$ and $`a^{}`$, being defined as
$`\mathrm{\Lambda }^I:=iϵ^{IJK}\mathrm{\Lambda }_J\mathrm{\Gamma }_K,`$
$`\mathrm{\Lambda }^{\prime \prime I}:=2i\xi ^{(I)A}\eta ^{(J)B}\sigma {}_{}{}^{I}{}_{AB}{}^{}\delta _{}^{(I)(J)},`$
$`\xi ^{(I)A}:={\displaystyle \frac{i}{\sqrt{2}}}\mathrm{\Lambda }^I\xi ^{(I)B}\sigma {}_{IB}{}^{}{}_{}{}^{A},`$
$`\xi ^{\prime \prime (I)A}:=a\xi ^{(J)A}ϵ^{(I)(J)},`$
$`a^{}:={\displaystyle \frac{1}{\sqrt{2}}}\xi ^{(I)A}\eta ^{(J)B}ϵ_{AB}ϵ^{(I)(J)}.`$ (4.17)
The algebra of Eq. (4.16) coincides with the graded algebra, $`G^2SU(2)`$, which was first introduced in in the framework of the BF theory.
5. The graded variables associated with the $`G^2SU(2)`$ algebra
In $`N=1`$ chiral SUGRA, the graded variables of $`GSU(2)`$ was introduced based on the graded algebra which is satisfied by the Gauss and right-handed SUSY constraints . These graded variables simplify the expressions of all the canonical constraints, and therefore it becomes easier to find exact solutions of quantum constraints .
In order to introduce the graded variables of $`G^2SU(2)`$ in $`N=2`$ chiral SUGRA, let us define the generators
$$J_{\widehat{i}}:=(J_I,J_\alpha ,J_8),$$
(5.1)
which satisfy the same algebra as that of the constraints
$$C_{\widehat{i}}:=(𝒢_I,{}_{}{}^{R}𝒮_{\alpha }^{},g_8),$$
(5.2)
where $`({}_{}{}^{R}𝒮_{\alpha }^{},g_8)`$ stand for $`({}_{}{}^{R}𝒮_{A}^{(I)},g)`$, and the index $`\widehat{i}`$ runs over $`(I,\alpha ,8)`$ with $`\alpha :=(I)A`$. Namely, we suppose that the $`J_{\widehat{i}}`$ satisfy the $`G^2SU(2)`$ algebra
$$[J_{\widehat{i}},J_{\widehat{j}}\}=f{}_{\widehat{i}\widehat{j}}{}^{}{}_{}{}^{\widehat{k}}J_{\widehat{k}}^{}$$
(5.3)
with $`f_{}^{\widehat{k}}{}_{\widehat{i}\widehat{j}}{}^{}`$ being the structure constant determined from Eq. (4.16). The fundamental representation of this algebra is given by
$`J_1={\displaystyle \frac{1}{2}}\left(\begin{array}{cccc}0& 1& 0& 0\\ 1& 0& 0& 0\\ 0& 0& 0& 0\\ 0& 0& 0& 0\end{array}\right),J_2={\displaystyle \frac{1}{2}}\left(\begin{array}{cccc}0& i& 0& 0\\ i& 0& 0& 0\\ 0& 0& 0& 0\\ 0& 0& 0& 0\end{array}\right),J_3={\displaystyle \frac{1}{2}}\left(\begin{array}{cccc}1& 0& 0& 0\\ 0& 1& 0& 0\\ 0& 0& 0& 0\\ 0& 0& 0& 0\end{array}\right),`$
$`J_1^{(1)}=\sqrt{{\displaystyle \frac{\lambda }{\sqrt{2}}}}i\left(\begin{array}{cccc}0& 0& 0& 0\\ 0& 0& 1& 0\\ 1& 0& 0& 0\\ 0& 0& 0& 0\end{array}\right),J_2^{(1)}=\sqrt{{\displaystyle \frac{\lambda }{\sqrt{2}}}}i\left(\begin{array}{cccc}0& 0& 1& 0\\ 0& 0& 0& 0\\ 0& 1& 0& 0\\ 0& 0& 0& 0\end{array}\right),`$
$`J_1^{(2)}=\sqrt{{\displaystyle \frac{\lambda }{\sqrt{2}}}}i\left(\begin{array}{cccc}0& 0& 0& 0\\ 0& 0& 0& 1\\ 0& 0& 0& 0\\ 1& 0& 0& 0\end{array}\right),J_2^{(2)}=\sqrt{{\displaystyle \frac{\lambda }{\sqrt{2}}}}i\left(\begin{array}{cccc}0& 0& 0& 1\\ 0& 0& 0& 0\\ 0& 0& 0& 0\\ 0& 1& 0& 0\end{array}\right),`$
$`J_8=\lambda \left(\begin{array}{cccc}0& 0& 0& 0\\ 0& 0& 0& 0\\ 0& 0& 0& 1\\ 0& 0& 1& 0\end{array}\right).`$ (5.4)
The supertrace of the bilinear forms, $`\mathrm{STr}(J_{\widehat{i}}J_{\widehat{j}})`$, is given by
$`\mathrm{STr}(J_IJ_J)={\displaystyle \frac{1}{2}}\delta _{IJ},\mathrm{STr}(J_\alpha J_\beta )=\mathrm{STr}(J_A^{(I)}J_B^{(J)})=\sqrt{2}\lambda ϵ_{AB}\delta ^{(I)(J)},`$
$`\mathrm{STr}(J_8J_8)=2\lambda ^2,\mathrm{STr}(J_IJ_\alpha )=0=\mathrm{STr}(J_IJ_8)=\mathrm{STr}(J_\alpha J_8),`$ (5.5)
where the supertrace for a $`G^2SU(2)`$ matrix $`M`$ is defined by $`\mathrm{STr}(M)=M_{11}+M_{22}M_{33}M_{44}`$. We introduce the metric $`g_{\widehat{i}\widehat{j}}`$ for $`G^2SU(2)`$, which is of block-diagonal form, by
$$g_{\widehat{i}\widehat{j}}:=2\mathrm{STr}(J_{\widehat{i}}J_{\widehat{j}})=(\delta _{IJ},2\sqrt{2}\lambda ϵ_{AB}\delta ^{(I)(J)},4\lambda ^2).$$
(5.6)
Here we nomalize $`g_{\widehat{i}\widehat{j}}`$ so that the condition $`g_{IJ}=\delta _{IJ}`$ be satisfied. The inverse $`g^{\widehat{i}\widehat{j}}`$ is given by
$$g^{\widehat{i}\widehat{j}}=(\delta ^{IJ},\frac{1}{2\sqrt{2}\lambda }ϵ^{AB}\delta ^{(I)(J)},\frac{1}{4\lambda ^2}).$$
(5.7)
We shall lower or raise the index $`\widehat{i}`$ by using $`g_{\widehat{i}\widehat{j}}`$ and $`g^{\widehat{i}\widehat{j}}`$. For example, the $`J^{\widehat{i}}`$ with upper index $`\widehat{i}`$ is defined by $`J^{\widehat{i}}:=g^{\widehat{i}\widehat{j}}J_{\widehat{j}}`$.
As is seen from Eq. (4.2), the sets of the fields,
$`𝒜{}_{}{}^{\widehat{i}}{}_{a}{}^{}:=(𝒜{}_{}{}^{I}{}_{a}{}^{},\psi {}_{}{}^{\alpha }{}_{a}{}^{}:=\psi {}_{}{}^{(I)A}{}_{a}{}^{},A_a^8:=A_a),`$ (5.8)
$`\stackrel{~}{}{}_{\widehat{i}}{}^{}{}_{}{}^{a}=(\stackrel{~}{E}{}_{I}{}^{}{}_{}{}^{a},\stackrel{~}{\pi }{}_{\alpha }{}^{}{}_{}{}^{a}:=\stackrel{~}{\pi }{}_{}{}^{(I)}{}_{A}{}^{}{}_{}{}^{a},{}_{}{}^{+}\stackrel{~}{\pi }_{8}^{a}:={}_{}{}^{+}\stackrel{~}{\pi }_{}^{a}),`$ (5.9)
play the role of the coordinate variables and their conjugate momenta, respectively. We shall refer to $`𝒜_{a}^{}{}_{}{}^{\widehat{i}}`$ and $`\stackrel{~}{}_{}^{a}{}_{\widehat{i}}{}^{}`$ as the graded connection and the graded momentum, respectively.
Now let us define the graded variables $`𝒜_a`$ and $`\stackrel{~}{}^a`$:
$$𝒜_a:=𝒜{}_{}{}^{\widehat{i}}{}_{a}{}^{}J_{\widehat{i}}^{},\stackrel{~}{}^a:=\stackrel{~}{}{}_{\widehat{i}}{}^{}{}_{}{}^{a}J_{}^{\widehat{i}}.$$
(5.10)
Then the kinetic terms of Eq. (4.2) are expressed as a simple form, $`2\mathrm{STr}(\stackrel{~}{}^a\dot{𝒜}_a)`$, due to the relation $`\mathrm{STr}(J^{\widehat{i}}J_{\widehat{j}})=(1/2)\delta _{\widehat{j}}^{\widehat{i}}`$. Furthermore, we can show that the divergence of $`\stackrel{~}{}^a`$ can be rewritten as
$`𝒟_a\stackrel{~}{}^a:=`$ $`_a\stackrel{~}{}^a+[𝒜_a,\stackrel{~}{}^a\}`$
$`=`$ $`_a\stackrel{~}{}{}_{\widehat{i}}{}^{}{}_{}{}^{a}J_{}^{\widehat{i}}+𝒜{}_{}{}^{\widehat{i}}{}_{a}{}^{}\stackrel{~}{}{}_{\widehat{j}}{}^{}{}_{}{}^{a}[J_{\widehat{i}},J^{\widehat{j}}\}`$
$`=`$ $`C_{\widehat{i}}J^{\widehat{i}}.`$ (5.11)
Therefore, the Gauss, $`U(1)`$ gauge and right-handed SUSY constraints are unified into the $`G^2SU(2)`$ Gauss law
$$𝒟_a\stackrel{~}{}^a=0.$$
(5.12)
The left-handed SUSY constraint can also be expressed by using the graded variables, $`𝒜_{a}^{}{}_{}{}^{\widehat{i}}`$ and $`\stackrel{~}{}_{}^{a}{}_{\widehat{i}}{}^{}`$ as in the case of $`N=1`$ chiral SUGRA . Indeed, $`{}_{}{}^{L}𝒮_{A}^{(I)}`$ of Eq. (4.10) can be rewritten as
$`{}_{}{}^{L}𝒮_{A}^{(I)}=`$ $`\lambda ^1(C^{(I)}{}_{A}{}^{}{}_{}{}^{\widehat{i}\widehat{j}\widehat{k}}ϵ_{abc}^{}\stackrel{~}{}{}_{\widehat{i}}{}^{}{}_{}{}^{a}\stackrel{~}{}_{}^{b}{}_{\widehat{j}}{}^{}`$
$`+\lambda ^1E^2C^{(I)}{}_{A}{}^{}{}_{}{}^{\widehat{l}\widehat{m}\widehat{n}\widehat{i}\widehat{j}\widehat{k}}ϵ_{def}^{}ϵ_{cgh}\stackrel{~}{}{}_{\widehat{l}}{}^{}{}_{}{}^{e}\stackrel{~}{}{}_{\widehat{m}}{}^{}{}_{}{}^{f}\stackrel{~}{}{}_{\widehat{n}}{}^{}{}_{}{}^{g}\stackrel{~}{}{}_{\widehat{i}}{}^{}{}_{}{}^{h}\stackrel{~}{}{}_{\widehat{j}}{}^{}{}_{}{}^{d})({}_{\widehat{k}}{}^{}{}_{}{}^{c}\pm 2i\lambda ^2\stackrel{~}{}{}_{\widehat{k}}{}^{}{}_{}{}^{c})`$
$`=`$ $`0,`$ (5.13)
where $`C^{(I)}_{}^{\widehat{i}\widehat{j}\widehat{k}}{}_{A}{}^{}`$ and $`C^{(I)}_{}^{\widehat{l}\widehat{m}\widehat{n}\widehat{i}\widehat{j}\widehat{k}}{}_{A}{}^{}`$ are defined by
$`C^{(I)}{}_{A}{}^{}{}_{}{}^{IJ\alpha }:={\displaystyle \frac{1}{2}}(\sigma ^I\sigma ^J){}_{A}{}^{}{}_{}{}^{B}\delta _{}^{(I)(J)},`$ (5.14)
$`C^{(I)}{}_{A}{}^{}{}_{}{}^{LMNI\alpha 8}:={\displaystyle \frac{i}{4}}(\sigma ^L\sigma ^M\sigma ^N\sigma ^I){}_{A}{}^{}{}_{}{}^{B}ϵ_{}^{(I)(J)}`$ (5.15)
while all other components vanish, and the signatures $`\pm `$ in the parenthesis of Eq. (5.13) are taken to be $`+`$ for $`\widehat{k}=I,8`$ while $``$ for $`\widehat{k}=\alpha `$. In Eq. (5.13) we have also defined $`^{\widehat{i}a}`$ as $`^{\widehat{i}a}=(1/2)ϵ^{abc}_{bc}^{}{}_{}{}^{\widehat{i}}`$ with
$`{}_{}{}^{\widehat{i}}{}_{ab}{}^{}:=`$ $`2_{[a}𝒜{}_{}{}^{\widehat{i}}{}_{b]}{}^{}+f{}_{\widehat{j}\widehat{k}}{}^{}{}_{}{}^{\widehat{i}}𝒜{}_{}{}^{\widehat{j}}{}_{a}{}^{}𝒜_{b}^{}{}_{}{}^{\widehat{k}}`$
$`=`$ $`({}_{}{}^{I}{}_{ab}{}^{}+2i\lambda \psi {}_{}{}^{(I)A}{}_{[a}{}^{}\sigma {}_{}{}^{I}{}_{AB}{}^{}\psi {}_{}{}^{(I)B}{}_{b]}{}^{},`$ (5.16)
$`2(𝒟_{[a}\psi {}_{}{}^{(J)A}{}_{b]}{}^{}\lambda A_{[a}\psi {}_{}{}^{(J)A}{}_{b]}{}^{})ϵ^{(I)(J)},`$
$`F_{ab}+{\displaystyle \frac{1}{\sqrt{2}}}ϵ_{AB}(\psi {}_{}{}^{(I)A}{}_{[a}{}^{}\psi {}_{}{}^{(J)B}{}_{b]}{}^{})ϵ^{(I)(J)}),`$
where $`{}_{}{}^{I}{}_{ab}{}^{}:=2_{[a}𝒜{}_{}{}^{I}{}_{b]}{}^{}+iϵ{}_{}{}^{I}{}_{JK}{}^{}𝒜{}_{}{}^{J}{}_{a}{}^{}𝒜_{b}^{}{}_{}{}^{K}`$.
6. Quantization in the graded-connection representation
In this section, we consider the canonical quantization of $`N=2`$ chiral SUGRA in the graded-connection representation: Namely, quantum states are represented by wavefunctionals $`\mathrm{\Psi }[𝒜]`$, and operators of the graded variables $`(\widehat{𝒜}{}_{}{}^{\widehat{i}}{}_{a}{}^{},\widehat{\stackrel{~}{}}{}_{\widehat{i}}{}^{}{}_{}{}^{a})`$ act on $`\mathrm{\Psi }[𝒜]`$ as
$$\widehat{𝒜}{}_{}{}^{\widehat{i}}{}_{a}{}^{}\mathrm{\Psi }[𝒜]=𝒜{}_{}{}^{\widehat{i}}{}_{a}{}^{}\mathrm{\Psi }[𝒜],\widehat{\stackrel{~}{}}{}_{\widehat{i}}{}^{}{}_{}{}^{a}\mathrm{\Psi }[𝒜]=i\frac{\delta }{\delta 𝒜_{a}^{}{}_{}{}^{\widehat{i}}}\mathrm{\Psi }[𝒜],$$
(6.1)
where the signatures in front of the derivative $`(\delta /\delta 𝒜{}_{}{}^{\widehat{i}}{}_{a}{}^{})`$ are taken to be $``$ for $`\widehat{i}=I,8`$ while $`+`$ for $`\widehat{i}=\alpha `$. In $`N=1`$ chiral SUGRA , there are two main results about solutions of quantum constraints in the graded-connection representation of $`GSU(2)`$ as in the case of pure gravity . One is that with the factor-ordering of the triads to the right Wilson loops of the graded connection are annihilated by the quantum Gauss and right-handed SUSY constraints, and also annihilated by the quantum left-handed SUSY contraint for smooth loops (which do not have kinks or intersections). The other is that with ordering the triads to the left in the left-handed SUSY constraint the exponential of the Chern-Simons form built with the graded connection solves all quantum constraints with a cosmological constant.
Let us examine quantum constraints for the above two cases in $`N=2`$ chiral SUGRA, for which the left-handed SUSY constraint of Eq. (5.13) involves a nonpolynomial factor $`E^2`$ like the Hamiltonian constraint in the Einstein-Maxwell theory in the Ashtekar variable . Firstly, we consider Wilson loops of the graded connection for $`G^2SU(2)`$,
$$W_\gamma [𝒜]=\mathrm{STr}\left[P\mathrm{exp}\left(_\gamma 𝑑y^a𝒜_a(y)\right)\right],$$
(6.2)
where the path ordered exponential is used and $`\gamma `$ denotes loops on $`\mathrm{\Sigma }`$. The Wilson loops of Eq. (6.2) are $`G^2SU(2)`$ invariant so that they are annihilated by the quantum $`G^2SU(2)`$ Gauss law (5.12), and for smooth loops they are also annihilated by the rescaled left-handed SUSY constraint, $`\widehat{E}^2({}_{}{}^{L}\widehat{𝒮}_{A}^{(I)})`$. However, if the rescaled constraint is to be equivalent with the original constraint, then Eq. (6.2) fails to be solutions in $`N=2`$ chiral SUGRA as stated in since the operator $`\widehat{E}^2`$ annihilates $`W_\gamma [𝒜]`$.
Secondly, we consider the exponential of the Chern-Simons form built with the graded connection of $`G^2SU(2)`$,
$$\mathrm{\Psi }_{\mathrm{CS}}[𝒜]=\mathrm{exp}\left[\frac{1}{2\lambda ^2}_\mathrm{\Sigma }d^3xϵ^{abc}\mathrm{STr}\left(𝒜_a_b𝒜_c+\frac{2}{3}𝒜_a𝒜_b𝒜_c\right)\right].$$
(6.3)
This is an exact state functional that solves all quantum constraints of $`N=2`$ chiral SUGRA: In fact, Eq. (6.3) is annihilated by the $`G^2SU(2)`$ Gauss law because of a $`G^2SU(2)`$ invariance for $`\mathrm{\Psi }_{\mathrm{CS}}[𝒜]`$, while it is annihilated by the quauntum left-handed SUSY constraint for Eq. (5.13) with the factor-ordering of the triads to the left; namely,
$${}_{}{}^{L}\widehat{𝒮}_{A}^{(I)}\mathrm{\Psi }_{\mathrm{CS}}[𝒜]=\mathrm{}\times \left({}_{\widehat{k}}{}^{}{}_{}{}^{c}+2\lambda ^2\frac{\delta }{\delta 𝒜_{c}^{}{}_{}{}^{\widehat{k}}}\right)\mathrm{\Psi }_{\mathrm{CS}}[𝒜]=0,$$
(6.4)
since $`(\delta /\delta 𝒜{}_{}{}^{\widehat{k}}{}_{c}{}^{})\mathrm{\Psi }_{\mathrm{CS}}[𝒜]=(1/2\lambda ^2){}_{\widehat{k}}{}^{}{}_{}{}^{c}\mathrm{\Psi }_{\mathrm{CS}}^{}[𝒜]`$. The $`\mathrm{\Psi }_{\mathrm{CS}}[𝒜]`$ of Eq. (6.3) coincides with the $`N=2`$ supersymmetric Chern-Simons solution obtained in .
7. Conclusions
In this paper we have reconstructed the Ashtekar’s canonical formulation of $`N=2`$ SUGRA starting from the $`N=2`$ chiral Lagrangian derived by closely following the method employed in the usual SUGRA. We have modified the Maxwell kinetic term as $`(F_{\mu \nu }^{()})^2`$ in the globally $`O(2)`$ invariant Lagrangian obtained in . In addition we have gauged $`O(2)`$ invariance of the Lagrangian so that we have obtained the full graded algebra, $`G^2SU(2)`$, of the Gauss, $`U(1)`$ gauge and right-handed SUSY constraints in the canonical formulation. The left-handed SUSY constraint has the nonpolynomial factor $`E^2`$ as in the case of the Einstein-Maxwell theory in the Ashtekar variable .
We have introduced the graded variables $`(𝒜_a,\stackrel{~}{}^a)`$ associated with the $`G^2SU(2)`$ algebra and showed that the $`G^2SU(2)`$ Gauss law, $`𝒟_a\stackrel{~}{}^a=0`$, coincides with the Gauss, $`U(1)`$ gauge and right-handed SUSY constraints. We have also rewritten the left-handed SUSY constraint in terms of the graded variables. Based on the representation in which the graded connection is diagonal, we have examined the solutions of quantum constraints obtained in $`N=1`$ chiral SUGRA ; namely, Wilson loops of the graded connection, $`W_\gamma [𝒜]`$, and the exponential of the Chern-Simons form built with the graded connection, $`\mathrm{\Psi }_{\mathrm{CS}}[𝒜]`$. If the left-handed SUSY constraint rescaled by $`E^2`$ is to be equivalent with the original constraint, then the Wilson loops of $`W_\gamma [𝒜]`$ fail to be solutions in $`N=2`$ chiral SUGRA since the operator $`\widehat{E}^2`$ annihilates $`W_\gamma [𝒜]`$. On the other hand, the exponential of the Chern-Simons form, $`\mathrm{\Psi }_{\mathrm{CS}}[𝒜]`$, is an exact state functional that solves all quantum constraints of $`N=2`$ chiral SUGRA. This solution was first derived in in the 2-form SUGRA, and later given in based on the BF theory. In this paper we have obtained the same result starting from the chiral Lagrangian which is closely related to the usual SUGRA.
The extension to higher $`N`$ SUGRA is now investigated.
Acknowledgments
I would like to thank the members of Physics Department at Saitama University for discussions and encouragements. This work was supported by the High-Tech Research Center of Saitama Institute of Technology. |
warning/0003/hep-ex0003024.html | ar5iv | text | # Budker INP 2000-22 Photon colliders: key problems, new ideasTalk at the 3nd Int.Workshop on Electron–Electron Interaction at TeV Energies, Santa Cruz, CA, USA, December 10–12, 1999. To be published in Int. J. Mod. Phys. A
## 1 Introduction.
Linear colliders (LC) in the range of a few hundred GeV to several TeV are under intense study in the world -. In addition to e<sup>+</sup>e<sup>-</sup> collisions, linear colliders provide a unique possibility to study $`\gamma \gamma `$ and $`\gamma `$e interactions at energies and luminosities comparable to those in e<sup>+</sup>e<sup>-</sup> collisions -. High energy photons can be produced using laser backscattering. This option has been included in the conceptual designs of the linear collider projects and the next goals are the Technical Design Reports which should be prepared within the next 1–2 years.
In this short time period we should clearly show that $`\gamma \gamma `$,$`\gamma `$e collisions can give new physics information in addition to e<sup>+</sup>e<sup>-</sup> collisions and that all technical problems of photon colliders have solutions. A key element in the project is a powerful laser system. Solution of this problem is vital for photon colliders. From the accelerator side polarized electron beams with very low emittances are required, smaller than those necessary for e<sup>+</sup>e<sup>-</sup> collisions (especially in the horizontal direction). At the beginning one can use the same electron beams as for e<sup>+</sup>e<sup>-</sup>, which is already acceptable for study of a good physics, but the luminosity in this case will be much lower than its real limit determined by collisions effects. In addition, there are many other technical aspects which should be developed and taken into account in the basic LC designs (before beginning of the construction).
In this paper we will briefly consider physics motivation, new ideas on laser schemes, ways to high luminosities and associated problems.
## 2 Physics
Physic motivation of photon colliders is quite clear. In general, the physics in $`\gamma \gamma `$,$`\gamma `$e collisions is complimentary to that in e<sup>+</sup>e<sup>-</sup> interactions. Some phenomena can best be studied at photon colliders. Several examples are given below.
The present “Standard” model predicts a very unique particle, the Higgs boson. It is very likely that its mass is about 100–200 GeV, i.e., lays in the region of the next linear colliders. In $`\gamma \gamma `$ collisions the Higgs boson will be produced as a single resonance. This process goes via the loop and its cross section is very sensitive to all heavy (even super-heavy) charged particles. The graphs for effective cross section of the Higgs production in $`\gamma \gamma `$ collisions and in e<sup>+</sup>e<sup>-</sup> collisions can be found elsewhere . For $`M_H=`$ 120–250 GeV the effective cross section $`\gamma \gamma `$ in collisions is larger than that in e<sup>+</sup>e<sup>-</sup> collisions by a factor of about 6–30. The Higgs can be detected as a peak in the invariant mass distribution or can be searched for by energy scanning using the very sharp high energy edge of luminosity distribution .
The cross section of the process $`\gamma \gamma Hb\overline{b}`$ is proportional to $`\mathrm{\Gamma }_{\gamma \gamma }(H)\times Br(Hb\overline{b}`$). The branching ratio $`Br(Hb\overline{b})`$ can be measured with high precision in e<sup>+</sup>e<sup>-</sup> collisions . As a result, one can measure the $`\mathrm{\Gamma }_{\gamma \gamma }(H)`$ width at photon colliders with an accuracy better than 2-3% ,. The value of the two-photon decay width is determined by the sum of contributions to the loop of all heavy charge particles with masses up to infinity. So, it is a unique way to “see” particles which cannot be produced at the accelerators directly (maybe never).
The Higgs two-gluon decay width (which can be extracted from joint LHC, LC data) is also sensitive to heavy particles in the loop, but only to those which have strong interactions. These two measurements together with the $`\mathrm{\Gamma }_{Z\gamma }(H)`$ width, which could be measured in $`\gamma `$e collisions, will allow us to “observe” and perhaps understand the nature of invisible heavy charged particles. This would be a great step forward in our understanding of the matter.
The second example is the charged pair production. Cross sections for the production of charged pairs in $`\gamma \gamma `$ collisions are larger than those in e<sup>+</sup>e<sup>-</sup> collisions by a factor of approximately 5–10 ,. The cross section of the scalar pair production in collisions of polarized photons near the threshold, is higher than that in e<sup>+</sup>e<sup>-</sup> collisions by a factor of 10–20 (see figures in Refs. ,). Near the threshold the cross section in the $`\gamma \gamma `$ collisions is very sharp (while in e<sup>+</sup>e<sup>-</sup> it contains a factor $`\beta ^3`$) and can be used for measurement of particle masses. Note, that in e<sup>+</sup>e<sup>-</sup> collisions two charged pairs are produced both via annihilation diagrams with virtual $`\gamma `$ and $`Z`$ and also via exchange diagrams where new particles can contribute, while in $`\gamma \gamma `$ collisions it is pure QED process which allows the spin and charge of produced particles to be measured unambiguously.
In $`\gamma `$e collisions, charged particles with a mass higher than that in e<sup>+</sup>e<sup>-</sup> collisions can be produced (a heavy charged particle plus a light neutral), for example, supersymmetric charged particle plus neutralino or new W boson and neutrino. $`\gamma \gamma `$ collisions also provide higher accessible masses for particles which are produced as a single resonance in $`\gamma \gamma `$ collisions (such as the Higgs boson).
A new theory “Quantum gravity effects in Extra Dimensions” proposed recently suggests a possible explanation of the fact why gravitation forces are so weak in comparison with electroweak forces. It turns out that this extravagant theory can be tested at linear colliders, moreover, photon colliders are sensitive up to a factor of 2 higher quantum gravity mass scale than e<sup>+</sup>e<sup>-</sup> collisions .
## 3 Lasers, Optics
The new key element at photon colliders is a powerful laser system which is used for e$`\gamma `$ conversion. The laser system should have the following parameters: flash energy of 2-5 J with “diffraction” quality, wave length about 1 $`\mu `$m (for 2E = 500 GeV), pulse duration about 1 ps, repetition rate 10–15 kHz with the same pulse structure as for electron beams. Detailed consideration of requirements to lasers can be found elsewhere ,,, ,,,.
Picosecond Terawatt laser pulses can be produced using the chirped pulse technique which allowed a peak laser power to be increased by three order of magnitude during the last decade. The main problem at photon colliders is the high repetition rate and correspondingly very high average power, about 50 kW. An additional complication is due to the train structure of pulses at LC which means even larger average power inside the train. One very promising way to overcome this problem is discussed in this paper. It is an optical cavity approach, which allows a considerable reduction of the required peak and average laser power.
### 3.1 One-pass Laser Systems
Let me start with a discussion of a one pass laser system. One possible solution is the multi-laser system where pulses are combined into one train using Pockels cells . Several (about 20 in the NLC Zero Design Project) lasers allow spliting the average power between lasers and thus solving the problem with cooling of the amplifying medium. It is clear that these lasers should use crystals with high thermal conductivity, diode (semiconductor lasers) pumping with very high efficiency, adaptive optics. These topics were discussed at this workshop in a nice talk given by M. Perry. He pointed out two main problems for NLC laser system (these problems are not essential for TESLA):
1. Due to the short distance between electron bunches (2.8 ns between bunches, with 95 bunches in the train), the power of the diode pumping system should be very high, about 2 J/2.8 ns/efficiency, that is huge. The estimated cost of the diode system is about 100 M$.
2. Combining Pockels cells should be very fast (switching time is less than 3 ns) which is very difficult (or even impossible) for the considered powers.
In my opinion, the situation here is not so bad and there are ways to overcome these problems.
First, the storage time of most promissing crystals such as Yb:S-FAP is about 1 msec, so I do not understand why diodes should work only during 270 ns (length of the pulse train). The ratio of these times is 3700! These crystals can be pumped before the pulse train during more than 2 orders longer time! What is wrong? Discharge by spontaneous radiation can be suppresed by proper choice of geometry or (and) use of optical locks. Pulse energies in several sequential pulses passing one amplifier can be equalized by adjusting the pulse energies of incoming pulses. If all these is correct, one can decrease the pumping power at least by 2 orders of magnitude and there will be no problem.
The second problem also has a solution, see Fig. 1. Using Pockels cells we can prepare two trains of laser pulses with somewhat different average frequences ($`\mathrm{\Delta }\nu `$ bandwidth) and then join them using a chromatic combiner. Each of the trains is prepared in the following way.<sup>1</sup><sup>1</sup>1The technique of combining pulses in the train using Pockels cells and thin-film-polarizers is explained elsewhere . At the beginning (before the final amplifiers) we manipulate with low energy pulses and prepare 10 short subtrains consisting of 5 pulses spaced by 2.8 ns. At this stage, power is low and there is no problem with Pockels cells. Then these subtrains are amplifiered and combined using Pockels cells into one train with the distance between subtrains equal to the length of one subtrain which is equal 6$`\times `$2.8 ns. Here we can use already rather slow Pockels cells with larger diameter, so that the power/cm<sup>2</sup> can be much lower than that for 2.8 ns Pockels cells.
So, it seems, both problems have solutions. Of course, a final answer should be given by laser experts.
### 3.2 Multi-pass Laser Systems
To overcome the “repetition rate” problem in a radical way it is quite natural to consider a laser system where one laser bunch is used for e$`\gamma `$ conversion many times. Indeed, one Joule laser flash contains about $`10^{19}`$ laser photons and only $`10^{10}10^{11}`$ photons are knocked out in the collision with one electron bunch.
The simplest solution is to trap the laser pulse to some optical loop and use it many times . In such a system the laser pulse enters via the film polarizer and then is trapped using Pockels cells and polarization rotating plates. Unfortunately, such a system will not work with Terawatt laser pulses due to a self-focusing effect.
However, there is one way to “create” a powerful laser pulse in the optical “trap” without any material inside. This very promising technique is discussed below. Shortly, the method is the following. Using the train of low energy laser pulses one can create in the external passive cavity (with one mirror having some small transparency) an optical pulse of the same duration but with much higher energy (pulse stacking). This pulse circulates many times in the cavity each time colliding with electron bunches passing the center of the cavity.
The idea of pulse stacking is simple but not trivial and not well known in the HEP community. This method is used now in several experiments on detection of gravitation waves. It was mentioned also in NLC ZDR , though without analysis and further development. In my opinion, pulse stacking is very natural for photon colliders and allows not only building a relatively cheap laser system for $`e\gamma `$ conversion, but gives us the practical way for realization of the laser cooling, i.e. opens up the way to ultimate luminosities of photon colliders.
As this is very important for photon colliders, let me consider this method in more detail . The principle of pulse stacking is shown in Fig. 2. The secret consists of the following. There is a well known optical theorem: at any surface, the reflection coefficients for light coming from one and the other sides have opposite signs. In our case, this means that light from the laser entering through a semi-transparent mirror into the cavity interferes with reflected light inside the cavity constructively, while the light leaking from the cavity interferes with the laser light reflected from the cavity destructively. Namely, this fact produces asymmetry between cavity and space outside the cavity!
Let R be the reflection coefficient, T the transparency coefficient and $`\delta `$ the passive losses in the right mirror. From the energy conservation $`R+T+\delta =1`$. Let $`E_1`$ and $`E_0`$ be the amplitudes of the laser field and the field inside the cavity. In equilibrium, $`E_0=E_{0,R}+E_{1,T}`$. Taking into account that $`E_{0,R}=E_0\sqrt{R}`$, $`E_{1,T}=E_1\sqrt{T}`$ and $`\sqrt{R}1T/2\delta /2`$ for $`R1`$, we obtain $`E_0^2/E_1^2=4T/(T+\delta )^2.`$ The maximum ratio of intensities is obtained at $`T=\delta `$, then $`I_0/I_1=1/\delta Q`$, where $`Q`$ is the quality factor of the optical cavity. Even with two metal mirrors inside the cavity, one can hope to get a gain factor of about 50–100; with multi-layer mirrors it can reach $`10^5`$. The TESLA collider has 2800 electron bunches in the train, so a factor of 1000 would be perfect for our goal, but even a factor of ten means a drastic reduction of the cost.
Obtaining high gains requires a very good stabilization of cavity size: $`\delta L\lambda /4\pi Q`$, laser wave length: $`\delta \lambda /\lambda \lambda /4\pi QL`$, and distance between the laser and the cavity: $`\delta s\lambda /4\pi `$. Otherwise, the condition of constructive interference will not be fulfilled. Besides, the frequency spectrum of the laser should coincide with the cavity modes, that is automatically fulfilled when the ratio of the cavity length and that of the laser oscillator is equal to an integer number 1, 2, 3… .
In HEP literature I have found only one reference on pulse stacking of short pulses ($`1`$ ps) generated by the free electron laser with the wave length of 5 $`\mu `$. They observed pulses in the cavity with 70 times the energy of the incident FEL pulses, though no long term stabilization was done.
Possible layout of the optics at the interaction region scheme is shown in Fig. 3. There are two optical cavities (one for each colliding electron beam) placed outside the electron beams. The required flash energy in this case is larger by a factor of 2 than in the case of head-on collisions but all other problems (holes in mirrors etc) are much simpler.
## 4 Luminosity of Photon Colliders in Current Designs
Some results of simulation of $`\gamma \gamma `$ collisions at TESLA, ILC (converged NLC and JLC) are presented below in Table 1. Beam parameters were taken the same as those in e<sup>+</sup>e<sup>-</sup> collisions with the exception of the horizontal beta function at the IP which is taken (quite conservatively) equal to 2 mm for all cases, that is several times smaller than that in e<sup>+</sup>e<sup>-</sup> collisions. The conversion point (CP) is situated at distance $`b=\gamma \sigma _y`$. It is assumed that the “Compton” parameter $`x=4.6`$, electron beams have 85% longitudinal polarization and laser photons have 100% circular polarization.
The $`\gamma \gamma `$ luminosity in these projects is determined only by “geometric” ee-luminosity. With some new low emittance electron sources one can get, in principle, $`L_{\gamma \gamma }(z>0.65)>L_{\text{e}\text{+}\text{e}\text{-}}`$. The limitations and technical feasibility are discussed in the next section.
The normalized $`\gamma \gamma `$ luminosity spectra for a 0.5 TeV TESLA are shown in Fig. 4(left).
We see that, in the high energy part of the luminosity spectra, photons have a high degree of polarization, which is very important for many experiments. In addition to the high energy peak, there is a factor 5–8 larger low energy luminosity. The events in this region have a large boost and can be easily distinguished from the central high energy events. In the same Fig. 4 (left) you can see the same spectrum with an additional “soft” cut on the longitudinal momentum of the produced system which suppresses low energy luminosity to a negligible level.
Fig. 4 (right) shows the same spectrum with a stronger cut on the longitudinal momentum. In this case, the spectrum has a nice peak with the width at half of maximum about 7.5%. For two jet events one can obtain this nice “collider resolution” without accurate energy measurement in the detector applying only a cut on the acollinearity angle between jets ($`Hb\overline{b},\tau \tau `$, for example).
A similar table and distributions for the photon collider on the c.m.s. energy 130 GeV (Higgs collider) can be found elsewhere .
## 5 Ultimate $`𝜸𝜸`$, $`𝜸`$e Luminosities
In the current projects the $`\gamma \gamma `$ luminosities are determined by the “geometric” luminosity of the electron beams. Having electron beams with smaller emittances one can obtain a much higher $`\gamma \gamma `$ luminosity . Below are results of the simulation with the code which takes into account all main processes in beam-beam interactions . Fig. 5 shows dependence of the $`\gamma \gamma `$ (solid curves) and $`\gamma `$e (dashed curves) luminosities on the horizontal beam size. The vertical emittance is taken as in TESLA(500), ILC(500) projects (see Table 1). The horizontal beam size was varied by changing horizontal beam emittance keeping the horizontal beta function at the IP equal to 2 mm. One can see that all curves for $`\gamma \gamma `$ luminosity follow their natural behavior: $`Ł1/\sigma _x`$, with the exception of ILC at $`2E_0=1`$ GeV where at small $`\sigma _x`$ the effect of coherent pair creation is seen. This means that at the same collider the $`\gamma \gamma `$ luminosity can be increased by decreasing the horizontal beam size (see Table 1) at least by one order ($`\sigma _x<10`$ nm is difficult due to some effects connected with the crab crossing). Additional increase of $`\gamma \gamma `$ luminosity by a factor about 3 (TESLA), 7(ILC) can be obtained by a further decrease of the vertical emittance . So, using beams with smaller emittances, the $`\gamma \gamma `$ luminosity at TESLA, ILC can be increased by almost 2 orders of magnitude. However, even with one order improvement, the number of “interesting” events (the Higgs, charged pairs) at photon colliders will be larger than that in e<sup>+</sup>e<sup>-</sup> collisions by about one order. This is a nice goal and motivation for photon colliders.
In $`\gamma `$e collision (Fig. 5, dashed curves), the behavior of the luminosity on $`\sigma _x`$ is different due to additional collision effects: beam repulsion and beamstrahlung. As a result, the luminosity in the high energy peak is not proportional to the “geometric” luminosity.
There are several ways of decreasing the transverse beam emittances (their product): optimization of storage rings with long wigglers, development of low-emittance RF (or pulsed photo-guns) with merging many beams with low charge and emittance . Here some progress is certainly possible. Moreover, there is one method which allows further decrease of beam cross sections by two orders of magnitude in comparison with current designs; it is a laser cooling ,,.
## 6 Conclusion
The physics program for photon $`\gamma \gamma `$, $`\gamma `$e colliders is very interesting and the additional cost of the second interaction region is certainly justified.
Special effort is required for the development of the laser and optics which are the key elements of photon colliders. The present laser technology has, in principle, all elements needed for photon colliders, the development of a practical scheme is the most pressing task now. Two laser schemes has been discussed in this paper. The optical cavity approach allows a considerable reduction of the required peak and average laser power.
The $`\gamma \gamma `$ luminosity at photon colliders can be higher than that in e<sup>+</sup>e<sup>-</sup> collisions, typical cross sections are also several times higher, so one could consider an X-factory (X = Higgs, W, etc.). The main problem here is the generation of polarized electron beams with very small emittances. Optimization of damping rings and development of low emittance multi-gun RF sources is the first step in this direction. The second step requires new technologies. The laser cooling of electron beams is one possible way of achieving ultimate $`\gamma \gamma `$ luminosity. Realization of this method depends on the progress of laser technology; especially promising is the method of laser pulse stacking pulses in an optical cavity.
sectionAcknowledgements I would like to thank Clem Heusch and Nora Rogers for organization of a nice Workshop which was one of the important steps towards e<sup>+</sup>e<sup>-</sup>, ee, $`\gamma `$e, $`\gamma \gamma `$ colliders. |
warning/0003/nucl-th0003047.html | ar5iv | text | # A meson-exchange model of the associated photoproduction of vector mesons and N∗(1440) resonances
## 1 Introduction
The Roper resonance, the N$`{}_{1/2,1/2}{}^{}{}_{}{}^{}`$(1440), is the first excited state of the nucleon. It is a broad state, with an estimated full width of 350 MeV, which couples strongly (60-70 $`\%`$) to the $`\pi `$-nucleon channel and significantly (5-10 $`\%`$) to the $`\sigma `$-nucleon (more properly ($`\pi \pi `$)$`{}_{Swave}{}^{}{}_{}{}^{I=0}`$-nucleon) channel .
The low excitation energy and the particular decay scheme of the Roper resonance suggest that it could play an important role in nuclear dynamics as virtual intermediate state. For example, a repulsive three-nucleon interaction can be generated by the $`\pi `$\- and $`\sigma `$-exchange components of the nucleon-nucleon interaction with an intermediate N(1440) . The corresponding graph is displayed in Fig. 1.
The importance of the three-nucleon interaction generated by this process depends on the $`\pi `$NN(1440) and $`\sigma `$NN(1440) coupling strengths. The uncertainty in the total width of the N(1440) and in its branching ratio to the $`\pi `$N channel implies that the $`\pi `$NN coupling constant is known with an accuracy of about 50$`\%`$. The indetermination in the effective $`\sigma `$NN coupling constant is much larger, typically a factor of 2-3. Consequently, the magnitude of the matrix element of the three-nucleon interaction of Fig. 1 in the triton groundstate for example will be quite uncertain. With a rather low value of the $`\sigma `$NN coupling constant, it has been shown in Ref. that the repulsive three-nucleon contribution to the triton binding energy corresponding to the diagram of Fig. 1 gets largely cancelled by the attractive contribution of a similar diagram, in which the $`\sigma `$-exchange is replaced by the $`\omega `$-exchange. Were the $`\sigma `$NN coupling constant much larger, this cancellation would not occur, leading to a possibly significant repulsive three-body contribution to the triton binding energy. Such contribution would also influence the properties of the four-nucleon system .
The $`\pi `$NN(1440) and $`\sigma `$NN(1440) coupling strengths play also a role in the dynamics of neutral pion production in proton-proton collisions near threshold . In $`pppp\pi ^0`$, $`\pi ^0`$ production on a single proton underestimates largely the cross section and the main $`\pi `$-exchange term is suppressed by the particular isospin structure of the reaction . The $`pppp\pi ^0`$ cross section is therefore directly related to short-range exchanges. The contribution from virtual intermediate N(1440) resonances is sizeable and enhances the cross section, unlike the contributions from the neighbouring N(1535) and N(1520) resonances which decrease it . The graph of Fig. 2 is the main term involving the excitation of the N(1440) resonance and again depends sensitively on the $`\pi `$NN(1440) and $`\sigma `$NN(1440) couplings.
The strong coupling of the N(1440) to the $`\pi `$N and $`\sigma `$N channels could also be of importance for the evolution of nonequilibrium nuclear systems. In heavy ion collisions at relativistic energies (E/A $``$ 1-2 GeV), baryon resonances are excited during the initial stage of the reaction, when the colliding nuclei form a very dense nuclear system . In later stages, their interactions and decays influence strongly the production of hadrons . It is particularly so for the production of subthreshold particles because the internal energy stored in intrinsic baryonic excitations increases the two-body phase space of the subsequent collisions and helps in making higher mass hadrons . In this perspective, the excitation of the N(1440) appears to play a major role in explaining the production of antiprotons in heavy ion collisions at subthreshold energies (E/A = 2 GeV) .
To describe relativistic heavy ion collisions starting from an effective Lagrangian of interacting baryons and mesons, the relevant meson-baryon couplings have to be determined. The standard procedure is to fix these couplings using measured decay rates and simple scattering processes in free space. For the specific investigation of the behaviour of the Roper resonance in relativistic heavy ion collisions, the relevant parameters were computed from the known partial decay rates of the N(1440) and by describing the available data on the $`pppN^{}(1440)`$ cross section using a one-boson exchange model . The $`\pi `$NN(1440) and $`\sigma `$NN(1440) coupling strengths are important inputs in such model. Coupled relativistic transport equations of the Boltzmann-Uehling-Uhlenbeck type for nucleons, $`\mathrm{\Delta }`$(1232)and N(1440) resonances have then been derived and solved to study consistently the mean fields and the in-medium two-body scattering cross sections of these baryons .
The need for a proper account of the effects of the N(1440) in the description of relativistic heavy ion collisions is particularly motivated by a recent result of the FOPI Collaboration at GSI . The comparison of (p, $`\pi ^+`$) and (p, $`\pi ^{}`$) pair cross sections in Ni+Ni reactions indicates the presence of I=1/2 resonance contributions with a mean free mass above the $`\mathrm{\Delta }`$(1232) mass. This contribution is of the order of 20 $`\%`$ . The low-energy tail of the N(1440) seems a natural explanation of this effect.
From the above discussion, it appears of much interest to single out processes where the excitation of the Roper resonance by the $`\pi `$-field, and even more importantly, by the $`\sigma `$-field dominates the dynamics. We suggest that the photoproduction of $`\omega `$\- and $`\rho `$-mesons off protons in association with the excitation of the target to a N(1440) resonance, the $`\gamma p\omega N^+(1440)`$ and the $`\gamma p\rho ^0N^+(1440)`$ reactions, studied in the proper kinematics (near threshold and at low q<sup>2</sup>) could be such processes.
Section 2 is devoted to a discussion of the $`\pi `$NN(1440) and $`\sigma `$NN(1440) couplings. Using a simple meson-exchange picture, the relation between these couplings and the $`\gamma p\omega N^+(1440)`$ and the $`\gamma p\rho ^0N^+(1440)`$ reaction cross sections near threshold is exhibited in Section 3. The calculated differential cross sections for the $`\gamma p\omega N^+(1440)`$ and the $`\gamma p\rho ^0N^+(1440)`$ processes and their dependence on the strength of the excitation of the Roper resonance by the $`\pi `$\- and $`\sigma `$-fields are presented in Section 4. We conclude by a few remarks in Section 5.
## 2 The $`\pi `$NN(1440) and $`\sigma `$NN(1440) couplings
### 2.1 The $`\pi `$NN(1440) coupling
The $`\pi `$NN(1440) coupling constant can be calculated from the partial decay width of the Roper resonance to the $`\pi `$N channel . We assume the pseudoscalar $`\pi `$NN coupling Lagrangian,
$$_{\pi NN^{}}^{int}=ig_{\pi NN^{}}\overline{N^{}}\gamma _5(\stackrel{}{\tau }\stackrel{}{\pi })N+h.c.,$$
(1)
where $`g_{\pi NN^{}}`$ is the $`\pi `$NN(1440) coupling constant. It is related to the partial decay width of the N(1440) into the $`\pi `$N channel by
$$\mathrm{\Gamma }_{N^{}\pi N}=3\frac{g_{\pi NN^{}}^2}{4\pi }\frac{EM_N}{M_N^{}^0}p(E),$$
(2)
where $`M_N^{}^0`$ is the Breit-Wigner mass of the Roper resonance, E the nucleon energy in the rest frame of the decaying N(1440) at the peak of the resonance,
$$E=\frac{M_N^{}^{\mathrm{0\hspace{0.17em}2}}+M_N^2m_\pi ^2}{2M_N^{}^0},$$
(3)
and $`p(E)`$ is the corresponding nucleon momentum. To compare to other derivations, it is useful to note the relation between $`g_{\pi NN^{}}`$ and $`f_{\pi NN^{}}`$,
$$\frac{g_{\pi NN^{}}^2}{4\pi }=\frac{f_{\pi NN^{}}^2}{4\pi }\frac{(M_N^{}^0+M_N)^2}{m_\pi ^2},$$
(4)
in which $`f_{\pi NN^{}}`$ is the coupling constant for the pseudovector $`\pi `$NN interaction Lagrangian,
$$_{\pi NN^{}}^{int}=\frac{f_{\pi NN^{}}}{m_\pi }\overline{N^{}}\gamma _5\gamma _\mu ^\mu (\stackrel{}{\tau }\stackrel{}{\pi })N+h.c..$$
(5)
Assuming that the branching ratio of the N(1440) resonance into the $`\pi `$N channel is 60-70 $`\%`$ of the total width (350$`\pm `$100) MeV , the partial decay width $`\mathrm{\Gamma }_{N^{}N\pi }`$ is 228 MeV with an error bar of 82 MeV. Inserting these numbers in Eq. (2), we get
$$\frac{g_{\pi NN^{}}^2}{4\pi }=3.4\pm 1.2.$$
(6)
The value of $`g_{\pi NN^{}}^2/4\pi `$ obtained in Ref. is 1.79. The value of $`f_{\pi NN^{}}^2/4\pi `$ corresponding to Eq. (6) is (0.011$`\pm `$0.004), to be compared to 0.031 used in Ref. , 0.018 in Ref. and 0.008 in Ref. . The coupling constant of Ref. is obtained using the nonrelativistic limit of Eq. (5).
### 2.2 The $`\sigma `$NN(1440) coupling
We describe the $`\sigma `$NN(1440) coupling by the interaction Lagrangian,
$$_{\sigma NN^{}}^{int}=g_{\sigma NN^{}}\overline{N^{}}\sigma N+h.c..$$
(7)
The relation between the $`\sigma `$NN(1440) coupling constant and the partial decay width of the Roper resonance into the ($`\pi \pi `$)$`{}_{Swave}{}^{}{}_{}{}^{I=0}`$-nucleon channel is model-dependent. We assume that it can be described by the process displayed in
Fig. 3. In this process, the $`\sigma \pi \pi `$ coupling is taken to be of the form
$$_{\sigma \pi \pi }^{int}=\frac{1}{2}g_{\sigma \pi \pi }m_\sigma ^0\overline{\pi }.\overline{\pi }\sigma ,$$
(8)
where $`m_\sigma ^0`$ is the $`\sigma `$-meson mass. The link between the coupling constant $`g_{\sigma NN^{}}`$ and the N(1440) $``$ N ($`\pi \pi )^{I=0}_{Swave}`$ decay rate depends on the mass and width of the intermediate $`\sigma `$-meson. The $`\sigma `$-meson under consideration in vector meson photoproduction (to be discussed in Section 3) is the effective degree of freedom accounting for the exchange of two uncorrelated as well as two resonating pions . Its mass is of the order of 500 MeV and it should be a broad object. The phase space available for the two-pion invariant mass ranges from 2$`m_\pi `$ until M$`{}_{N^{}}{}^{}{}_{}{}^{0}`$-M<sub>N</sub>, the latter mass difference being of the order of 500 MeV. The mass of the effective $`\sigma `$-meson is therefore very close to the edge of phase-space for the N(1440) $``$ N$`\pi \pi `$ decay.
Using Eqs. (7) and (8), the partial width for the N(1440) decay into the N ($`\pi \pi )^{I=0}_{Swave}`$ channel in the intermediate $`\sigma `$ model depicted in Fig. 3 is
$`\mathrm{\Gamma }_{N^{}N(\pi \pi )_{Swave}^{I=0}}`$ $`=`$ $`{\displaystyle \frac{g_{\sigma NN^{}}^2}{4\pi }}{\displaystyle \underset{2m_\pi }{\overset{M_N^{}^0M_N}{}}}𝑑m_\sigma {\displaystyle \frac{(M_N^{}^0+M_N)^2m_\sigma ^2}{2M_N^{}^{\mathrm{0\hspace{0.17em}2}}}}p(m_\sigma )W(m_\sigma ),`$ (9)
in which the nucleon 3-momentum $`p`$ and the $`\sigma `$ spectral function W read
$$p(m_\sigma )=\frac{[M_N^{}^{\mathrm{0\hspace{0.17em}2}}(M_N+m_\sigma )^2]^{1/2}[M_N^{}^{\mathrm{0\hspace{0.17em}2}}(M_Nm_\sigma )^2]^{1/2}}{2M_N^{}^0}$$
(10)
and
$$W(m_\sigma )=\frac{2\pi ^1m_\sigma m_\sigma ^0\mathrm{\Gamma }_{\sigma \pi \pi }(m_\sigma )}{(m_\sigma ^{\mathrm{0\hspace{0.17em}2}}m_\sigma ^2)^2+m_\sigma ^{\mathrm{0\hspace{0.17em}2}}\mathrm{\Gamma }_{\sigma \pi \pi }^2,(m_\sigma )}.$$
(11)
The energy-dependent width of the effective $`\sigma `$-meson is zero for $`m_\sigma ^2<4m_\pi ^2`$ and given by
$$\mathrm{\Gamma }_{\sigma \pi \pi }(m_\sigma )=\mathrm{\Gamma }_{\sigma \pi \pi }(m_\sigma ^0)\left[\frac{m_\sigma ^24m_\pi ^2}{m_\sigma ^{\mathrm{0\hspace{0.17em}2}}4m_\pi ^2}\right]^{1/2}$$
(12)
for $`m_\sigma ^2>4m_\pi ^2`$. $`\mathrm{\Gamma }_{\sigma \pi \pi }(m_\sigma ^0)`$ denotes the width of the $`\sigma `$-meson at the peak of the resonance ($`m_\sigma ^0`$). The parameters are $`m_\sigma ^0`$ and $`\mathrm{\Gamma }_{\sigma \pi \pi }(m_\sigma ^0)`$. We fix $`m_\sigma ^0`$ to be 500 MeV. We assume, quite arbitrarily, that the $`\sigma `$-meson has a width of 250 MeV, as the available data do not allow its determination from the $`\pi \pi `$ phase shifts. Evaluating the integral of Eq. (9) with these values of the parameters, we find
$$\mathrm{\Gamma }_{N^{}N(\pi \pi )_{Swave}^{I=0}}[MeV]=75.8\frac{g_{\sigma NN^{}}^2}{4\pi }[MeV].$$
(13)
The branching ratio of the N(1440) into the N ($`\pi \pi )^{I=0}_{Swave}`$ channel is 5-10 $`\%`$ of the total width of (350 $`\pm `$ 100) MeV . The partial decay width $`\mathrm{\Gamma }_{N^{}N(\pi \pi )_{Swave}^{I=0}}`$ is therefore (26$`\pm `$16) MeV and Eq. (13) gives
$$\frac{g_{\sigma NN^{}}^2}{4\pi }=0.34\pm 0.21.$$
(14)
It is important to study the sensitivity of this value to both $`m_\sigma ^0`$ and $`\mathrm{\Gamma }_{\sigma \pi \pi }(m_\sigma ^0)`$. We have first varied $`\mathrm{\Gamma }_{\sigma \pi \pi }(m_\sigma ^0)`$ keeping $`m_\sigma ^0`$=500 MeV fixed. We find that the value of $`g_{\sigma NN^{}}^2/4\pi `$ increases slowly with $`\mathrm{\Gamma }_{\sigma \pi \pi }(m_\sigma ^0)`$. When $`\mathrm{\Gamma }_{\sigma \pi \pi }(m_\sigma ^0)`$ varies from 200 to 300 MeV, $`g_{\sigma NN^{}}^2/4\pi `$ increases by about 6$`\%`$. The sensitivity of $`g_{\sigma NN^{}}^2/4\pi `$ to $`\mathrm{\Gamma }_{\sigma \pi \pi }(m_\sigma ^0)`$ is therefore rather low. In contrast to this behaviour, the value of $`g_{\sigma NN^{}}^2/4\pi `$ depends strongly on $`m_\sigma ^0`$, because of the phase space limit mentioned above. Values of $`m_\sigma ^0`$ lower than 500 MeV will lead to a relative increase of the integral in Eq. (9) while larger masses (such that $`m_\sigma ^0`$ exceeds M$`{}_{N^{}}{}^{}{}_{}{}^{0}`$-M<sub>N</sub>) will reduce it. Fixing $`\mathrm{\Gamma }_{\sigma \pi \pi }(m_\sigma ^0)`$=250 MeV, we find that Eq. (14) becomes
$$\frac{g_{\sigma NN^{}}^2}{4\pi }=0.23\pm 0.14$$
(15)
for $`m_\sigma ^0`$=450 MeV and
$$\frac{g_{\sigma NN^{}}^2}{4\pi }=0.56\pm 0.35$$
(16)
for $`m_\sigma ^0`$=550 MeV. Small variations in the $`\sigma `$-meson mass around 500 MeV reflect strongly in the value of $`g_{\sigma NN^{}}^2/4\pi `$.
In Refs. , the effective $`\sigma `$-meson has no width and a mass $`m_\sigma ^0`$ of 410 MeV. Assuming the experimental partial decay width $`\mathrm{\Gamma }_{N^{}N(\pi \pi )_{Swave}^{I=0}}`$ to be 35 MeV, the authors get $`g_{\sigma NN^{}}^2/4\pi `$=0.1 . The mass-dependence mentioned above is largely responsible for this small coupling constant. The scaling relation for the meson-NN and meson-NN coupling constants used in Refs. yields $`g_{\sigma NN^{}}^2/4\pi `$=0.05. An effective value for g$`_{\sigma NN^{}}`$ has been derived recently from data on the excitation of the Roper resonance in the inelastic scattering of $`\alpha `$ particles off proton targets . The reaction $`\alpha +p\alpha +X`$ is studied for incident $`\alpha `$ particles of 4.2 GeV. Missing energy spectra are measured at small angles (0.8, 2.0, 3.2 and 4.1) . The dominant inelastic processes contributing to the reaction are found to be the excitation of the $`\mathrm{\Delta }`$ resonance in the projectile (followed by the emission of a pion) and the excitation of the Roper resonance in the target. The latter process is described by the exchange of a $`\sigma `$-meson between the incident $`\alpha `$ particle and the proton target . In order to reproduce the missing energy spectrum at $`0.8^{}`$, the $`\sigma NN^{}`$(1440) coupling constant has to be quite large. The value corresponding to the best fit is g$`{}_{}{}^{2}{}_{\sigma NN^{}}{}^{}`$/4$`\pi `$ = 1.33 with a form factor F$`_{\sigma NN^{}}`$ = $`(\mathrm{\Lambda }_\sigma ^2m_\sigma ^{\mathrm{0\hspace{0.17em}2}})`$/ $`(\mathrm{\Lambda }_\sigma ^2q^2)`$, where $`\mathrm{\Lambda }_\sigma `$ = 1.7 GeV and $`m_\sigma ^0`$=550 MeV . Clearly, the $`\sigma NN^{}`$(1440) coupling needed in this case appears stronger than inferred from the partial decay width of the N(1440) in the N$`(\pi \pi )_{Swave}^{I=0}`$ channel. As remarked by the authors of Ref. , their $`\sigma `$-exchange interaction could simulate other exchanges of isoscalar character. It could also be that the strength observed in the missing energy spectrum around the position of the Roper resonance, after subtraction of the $`\mathrm{\Delta }`$ background, should not be attributed entirely to the N(1440). The analysis of more exclusive experiments is in progress. Preliminary data on the p(d,d’)N reaction at incident deuteron energies of 2.3 GeV, where the excitation of the $`\mathrm{\Delta }`$(1232) and of the N(1440) are separated by the detection of the decay proton, seem to indicate that the excitation of the Roper resonance predicted using the parameters of Ref. is larger than the observed cross-section , typically by a factor of two. If this effect could be confirmed, it would suggest that the analysis of the p(d,d’)N reaction leads to an effective value of g$`_{\sigma NN^{}}`$ quite close to the phenomenological coupling constant given in Eq. (16) for $`m_\sigma ^0`$=550 MeV.
The coupling constants of the N(1440) to meson-nucleon channels determined from partial decay widths in this Section will be used later to describe vertices in t-channel meson-exchange processes. That these couplings are taken to be identical in both channels is in general an approximation. It is particularly so in the case of the effective $`\sigma `$-meson exchange which involves explicitly the resummation of many processes.
## 3 Meson-exchange model for the $`\gamma p\omega N^+(1440)`$ and the $`\gamma p\rho ^0N^+(1440)`$ reactions near threshold
The presently available data on the photoproduction of $`\omega `$\- and $`\rho ^0`$-mesons off proton targets near threshold (E$`{}_{\gamma }{}^{}`$ 2 GeV) can be described at low momentum transfers ($`q^2`$ 0.5-0.6 GeV<sup>2</sup>) by a simple one-meson exchange model . Charge conjugation invariance forbids the exchange of vector mesons in this approximation. The cross section for the $`\gamma p\omega p`$ and $`\gamma p\rho ^0p`$ reactions are therefore obtained by summing $`\pi `$\- and $`\sigma `$-exchange contributions. Moreover the $`\pi `$\- and $`\sigma `$-exchanges play a very different role in the photoproduction of $`\omega `$\- and $`\rho ^0`$-mesons. The $`\gamma p\omega p`$ cross section can be understood as given entirely by $`\pi `$-exchange while the $`\gamma p\rho ^0p`$ reaction is dominated by $`\sigma `$-exchange . At higher energies, typically for E$`{}_{\gamma }{}^{}>`$ 2.5 GeV (i.e. $``$ 1.5 GeV above threshold), this simple meson-exchange model does no longer describe the data and the cross sections develop a large diffractive component.
The Roper resonance being the lowest excited state of the nucleon, with similar quantum numbers, it is tempting to use the meson-exchange model of Ref. to describe the $`\gamma p\omega N^+(1440)`$ and $`\gamma p\rho ^0N^+(1440)`$ reactions close to threshold and at low q<sup>2</sup>. The cross sections for these processes in the limited kinematic regime mentioned above could be good experimental measures of the strength of the $`\pi NN^{}`$(1440)and $`\sigma NN^{}`$(1440) couplings.
The one-boson exchange contributions to the the $`\gamma p\omega N^+(1440)`$ and $`\gamma p\rho ^0N^+(1440)`$ reactions in the Vector Dominance Model are shown in Figs. 4 and 5 respectively.
### 3.1 The $`\gamma p\omega N^+(1440)`$ reaction
We consider first the $`\gamma p\omega N^+(1440)`$ process (E$`{}_{}{}^{threshold}{}_{\gamma }{}^{}`$ = 2.16 GeV at the peak of the Roper Resonance) and follow closely the discussion of Ref. .
We expect the $`\sigma `$-exchange diagram to be completely negligible compared to the $`\pi `$-exchange diagram. From the experimental data on the partial decay widths $`\omega \pi ^0\gamma `$ \[(0.72 $`\pm `$ 0.04) MeV\] and $`\omega \pi ^0\pi ^0\gamma `$ \[(0.61 $`\pm `$ 0.21) keV\], it is easy to show, using the effective $`\omega \pi \gamma `$ and $`\omega \sigma \gamma `$ interaction Lagrangians of Ref. , that the coupling constant g$`{}_{}{}^{2}{}_{\omega \pi \gamma }{}^{}`$/4$`\pi `$ is about 100 times larger than g$`{}_{}{}^{2}{}_{\omega \sigma \gamma }{}^{}`$/4$`\pi `$. As discussed in Section 2, the $`\pi NN^{}`$(1440) coupling is also expected to be larger than the $`\sigma NN^{}`$(1440) coupling (g$`{}_{}{}^{2}{}_{\pi NN^{}}{}^{}`$/4$`\pi `$ $``$ 2-5 while g$`{}_{}{}^{2}{}_{\sigma NN^{}}{}^{}`$/4$`\pi `$ $``$ 0.1-1.0). We calculate therefore the differential cross section d$`\sigma `$/dq<sup>2</sup> for the $`\gamma p\omega N^{}(1440)`$ reaction assuming $`\pi `$-exchange only.
We describe the $`\omega \pi \gamma `$ coupling as in Ref. . For completeness, we recall that we used in this work the $`\rho `$-dominance model of the vertex and the effective $`\omega \rho \pi `$ Lagrangian,
$$_{\omega \pi ^0\rho ^0}^{int}=\frac{g_{\omega \pi \rho }}{m_\omega }\epsilon _{\alpha \beta \gamma \delta }^\alpha \rho ^{0\beta }^\delta \omega ^\rho \pi ^0,$$
(17)
with $`g_{\omega \pi \rho }^2/4\pi `$=6.7. The non-locality of the $`\omega \pi \rho `$ vertex is fixed from the study of the $`\omega \pi ^0\mu ^+\mu ^{}`$ decay and given by the form factor F$`_{\omega \pi \rho }`$ = $`(m_\rho ^2m_\pi ^2)/(m_\rho ^2q^2)`$. We use for the $`\pi NN^{}`$(1440) vertex the coupling constant g$`{}_{}{}^{2}{}_{\pi NN^{}}{}^{}`$/4$`\pi `$ = 3.4 \[Eq. (6)\] and, rather arbitrarily, the same form factor as for the $`\pi NN`$ vertex , F$`_{\pi NN^{}}`$ = $`(\mathrm{\Lambda }_\pi ^2m_\pi ^2)`$/ $`(\mathrm{\Lambda }_\pi ^2q^2)`$, where $`\mathrm{\Lambda }_\pi `$ = 0.7 GeV.
Neglecting first the width of the Roper resonance, the expression for the differential cross section of the $`\gamma p\omega N^+(1440)`$ reaction reads
$`{\displaystyle \frac{d\sigma }{dq^2}}^{\gamma p\omega N^+(1440)}=\alpha {\displaystyle \frac{g_{\pi \rho \omega }^2}{4\pi }}{\displaystyle \frac{g_{\pi NN^{}}^2}{4\pi }}{\displaystyle \frac{\pi ^2}{4g_\rho ^2}}{\displaystyle \frac{(\mathrm{}c)^2}{m_\omega ^2}}{\displaystyle \frac{1}{E_\gamma ^2}}{\displaystyle \frac{(M_N^{}^0M_p)^2q^2}{4M_p^2}}`$
$`\left[{\displaystyle \frac{m_\omega ^2q^2}{m_\pi ^2q^2}}\right]^2\left[{\displaystyle \frac{\mathrm{\Lambda }_\pi ^2m_\pi ^2}{\mathrm{\Lambda }_\pi ^2q^2}}\right]^2\left[{\displaystyle \frac{m_\rho ^2m_\pi ^2}{m_\rho ^2q^2}}\right]^2,`$ (18)
where $`E_\gamma `$ is the incident photon energy, $`q^2`$ the 4-momentum transfer and $`g_\rho `$ is defined by the current-field identity
$$𝒥_\mu ^{em}(I=1)=\frac{em_\rho ^2}{2g_\rho }\rho _\mu $$
(19)
and has the value $`g_\rho ^2`$ = 6.33 .
The large width of the Roper resonance should however be included in the calculation of the $`\gamma p\omega N^+(1440)`$ reaction near threshold. We estimate here the cross section in the $`\pi ^0p`$ decay channel, as the $`\omega \pi ^0p`$ final state of the $`\gamma p\omega N^+(1440)`$ process could be measured for example at ELSA (with the Crystal Barrel) by detecting five photons in the final state . Introducing the $`N^+(1440)`$ propagator and decay vertex and denoting by $`\kappa `$ the right-hand side of Eq. (18) divided by $`[(M_N^{}^0M_p)^2q^2]/4M_p^2`$, we have
$`{\displaystyle \frac{d\sigma }{dq^2}}^{\gamma p\omega N^+(1440)\omega \pi ^0p}`$ $`=`$ $`\kappa {\displaystyle _{m_{\pi ^0}+M_p}^{M_N^{}^{max}(E_\gamma ,q^2)}}𝑑M_N^{}{\displaystyle \frac{(M_N^{}M_p)^2q^2}{4M_p^2}}`$ (20)
$`{\displaystyle \frac{2\pi ^1M_N^{}M_N^{}^0\mathrm{\Gamma }_{N^+(1440)\pi ^0p}(M_N^{})}{(M_N^{}^{\mathrm{0\hspace{0.17em}2}}M_N^{}^2)^2+M_N^{}^{\mathrm{0\hspace{0.17em}2}}\mathrm{\Gamma }_{N^+(1440)}^{2tot}(M_N^{})}},`$
in which $`M_N^{}^{max}(E_\gamma ,q^2)`$ is the maximum mass of the Roper resonance reachable for fixed incident photon energy $`E_\gamma `$ and 4-momentum transfer $`q^2`$. The energy-dependent widths of the $`N^+(1440)`$ vanish for $`M_N^{}<m_{\pi ^0}+M_p`$ and are given, for $`M_N^{}>m_{\pi ^0}+M_p`$, by
$`\mathrm{\Gamma }_{N^+(1440)\pi ^0p}(M_N^{})`$ $`=`$ $`\mathrm{\Gamma }_{N^+(1440)\pi ^0p}(M_N^{}^0)`$ (21)
$`{\displaystyle \frac{M_N^{}^0}{M_N^{}}}\left[{\displaystyle \frac{E(M_N^{})M_N}{E(M_N^{}^0)M_N}}\right]{\displaystyle \frac{p[E(M_N^{})]}{p[E(M_N^{}^0)]}},`$
for the partial decay width of the $`N^+(1440)`$ into the $`\pi ^0p`$ channel and
$`\mathrm{\Gamma }_{N^+(1440)}^{tot}(M_N^{})`$ $`=`$ $`\mathrm{\Gamma }_{N^+(1440)}^{tot}(M_N^{}^0)`$ (22)
$`{\displaystyle \frac{M_N^{}^0}{M_N^{}}}\left[{\displaystyle \frac{E(M_N^{})M_N}{E(M_N^{}^0)M_N}}\right]{\displaystyle \frac{p[E(M_N^{})]}{p[E(M_N^{}^0)]}},`$
for the total width, whose energy dependence is taken to be the same as for the partial width into the $`\pi N`$ channel (which dominates the Roper resonance decay). $`E(M_N^{}`$) is defined by Eq. (3). We take $`\mathrm{\Gamma }_{N^+(1440)\pi ^0p}(M_N^{}^0)`$ = 76 MeV and $`\mathrm{\Gamma }_{N^+(1440)}^{tot}(M_N^{}^0)`$ = 350 MeV, following the discussion of Section 2.1.
### 3.2 The $`\gamma p\rho ^0N^+(1440)`$ reaction
In the case of the $`\gamma p\rho ^0N^{}(1440)`$ reaction, we calculate both the $`\pi `$\- and $`\sigma `$-exchange contributions shown in Fig. 5. In view of the uncertainty in the $`\sigma `$NN(1440) coupling, the relative strength of both processes can but be settled by experimental data. We choose as before E<sub>γ</sub> = 2.5 GeV.
The $`\pi `$-exchange contribution is computed with the same coupling constants and form factors as those used for the $`\gamma p\omega N^+(1440)`$ reaction discussed in the previous subsection. The calculation of the $`\sigma `$-exchange contribution parallels that of Ref. . The $`\rho ^0\sigma \rho ^0`$ coupling is given by the Lagangian,
$$_{\rho ^0\sigma \rho ^0}^{int}=\frac{1}{2}\frac{g_{\sigma \rho \rho }}{m_\rho }\left[^\alpha \rho ^{0\beta }_\alpha \rho _\beta ^0^\alpha \rho ^{0\beta }_\beta \rho _\alpha ^0\right]\sigma ,$$
(23)
with a $`\sigma \rho \rho `$ form factor of the monopole form $`(\mathrm{\Lambda }_{\sigma \rho \rho }^2m_\sigma ^{\mathrm{0\hspace{0.17em}2}})/(\mathrm{\Lambda }_{\sigma \sigma \rho }^2q^2)`$. The values of $`g_{\sigma \rho \rho }`$ and $`\mathrm{\Lambda }_{\sigma \rho \rho }`$ are determined from a fit to $`\gamma p\rho ^0p`$ data to be $`g_{\sigma \rho \rho }^2/4\pi `$=14.8 and $`\mathrm{\Lambda }_{\sigma \rho \rho }`$=0.9 GeV . The $`\sigma NN^{}`$ interaction Lagrangian is given in Eq. (7) and the value of the coupling constant in Eq. (14). The associated form factor is $`(\mathrm{\Lambda }_\sigma ^2m_\sigma ^{\mathrm{0\hspace{0.17em}2}})/(\mathrm{\Lambda }_\sigma ^2q^2)`$. We choose rather arbitrarily $`\mathrm{\Lambda }_\sigma `$=1 GeV, as in the case of the $`\sigma NN`$ coupling . We take $`m_\sigma ^0`$=500 MeV.
The expression for the differential cross section of the $`\gamma p\rho ^0N^+(1440)`$ reaction, analogous to Eq. (18) for the $`\omega `$ production, reads
$`{\displaystyle \frac{d\sigma }{dq^2}}^{\gamma p\rho ^0N^+(1440)}=\alpha {\displaystyle \frac{g_{\pi \rho \omega }^2}{4\pi }}{\displaystyle \frac{g_{\pi NN^{}}^2}{4\pi }}{\displaystyle \frac{\pi ^2}{4g_\omega ^2}}{\displaystyle \frac{(\mathrm{}c)^2}{m_\omega ^2}}{\displaystyle \frac{1}{E_\gamma ^2}}{\displaystyle \frac{(M_N^{}^0M_p)^2q^2}{4M_p^2}}`$
$`\left[{\displaystyle \frac{m_\rho ^2q^2}{m_\pi ^2q^2}}\right]^2\left[{\displaystyle \frac{\mathrm{\Lambda }_\pi ^2m_\pi ^2}{\mathrm{\Lambda }_\pi ^2q^2}}\right]^2\left[{\displaystyle \frac{m_\rho ^2m_\pi ^2}{m_\rho ^2q^2}}\right]^2`$
$`+\alpha {\displaystyle \frac{g_{\sigma \rho \rho }^2}{4\pi }}{\displaystyle \frac{g_{\sigma NN^{}}^2}{4\pi }}{\displaystyle \frac{\pi ^2}{4g_\rho ^2}}{\displaystyle \frac{(\mathrm{}c)^2}{m_\rho ^2}}{\displaystyle \frac{1}{E_\gamma ^2}}{\displaystyle \frac{(M_N^{}^0+M_p)^2q^2}{4M_p^2}}`$
$`\left[{\displaystyle \frac{m_\rho ^2q^2}{m_\sigma ^{\mathrm{0\hspace{0.17em}2}}q^2}}\right]^2\left[{\displaystyle \frac{\mathrm{\Lambda }_\sigma ^2m_\sigma ^{\mathrm{0\hspace{0.17em}2}}}{\mathrm{\Lambda }_\sigma ^2q^2}}\right]^2\left[{\displaystyle \frac{\mathrm{\Lambda }_{\sigma \rho \rho }^2m_\sigma ^{\mathrm{0\hspace{0.17em}2}}}{\mathrm{\Lambda }_{\sigma \rho \rho }^2q^2}}\right]^2,`$ (24)
where $`g_\omega `$ is defined by the current-field identity
$$𝒥_\mu ^{em}(I=0)=\frac{em_\omega ^2}{2g_\omega }\omega _\mu $$
(25)
and has the value $`g_\omega ^2`$ = 72.71 .
In Eq. (24), the Roper resonance has no width. We include it and calculate the cross section for the $`\gamma p\rho ^0N^+(1440)`$ reaction in the $`\rho ^0\pi ^+n`$ decay channel. The $`\rho ^0`$ will indeed decay into a $`\pi ^+\pi ^{}`$ pair. It is therefore natural to study this process with three charged pions in the final state. Denoting by $`\kappa _1`$ and $`\kappa _2`$ the first and second terms of the right-hand side of Eq. (24) divided by $`[(M_N^{}^0M_p)^2q^2]/4M_p^2`$ and $`[(M_N^{}^0+M_p)^2q^2]/4M_p^2`$ respectively, we have, in complete analogy with Eq. (20),
$`{\displaystyle \frac{d\sigma }{dq^2}}^{\gamma p\rho ^0N^+(1440)\rho ^0\pi ^+n}={\displaystyle _{m_{\pi ^+}+M_n}^{M_N^{}^{max}(E_\gamma ,q^2)}}dM_N^{}(\kappa _1{\displaystyle \frac{(M_N^{}M_p)^2q^2}{4M_p^2}}`$
$`+\kappa _2{\displaystyle \frac{(M_N^{}+M_p)^2q^2}{4M_p^2}}){\displaystyle \frac{2\pi ^1M_N^{}M_N^{}^0\mathrm{\Gamma }_{N^+(1440)\pi ^+n}(M_N^{})}{(M_N^{}^{\mathrm{0\hspace{0.17em}2}}M_N^{}^2)^2+M_N^{}^{\mathrm{0\hspace{0.17em}2}}\mathrm{\Gamma }_{N^+(1440)}^{2tot}(M_N^{})}}.`$ (26)
The energy dependence of the partial and total widths is the same as in Eqs. (21) and (22). We remark however that $`\mathrm{\Gamma }_{N^+(1440)\pi ^+n}(M_N^{}^0)`$ = 152 MeV, because of the isospin factor.
## 4 Numerical results
### 4.1 The $`\gamma p\omega N^+(1440)`$ reaction
The differential cross section for the $`\gamma p\omega N^+(1440)`$ reaction at $`E_\gamma `$=2.5 GeV given by Eq. (18), i.e. neglecting the width of the Roper resonance, is shown in Fig. 6. Eventhough we have plotted the differential cross section in this figure (and in the subsequent ones) until q<sup>2</sup>=-0.7 GeV<sup>2</sup>, we do not expect our model to be valid much beyond q<sup>2</sup>=-0.5 GeV<sup>2</sup>. This limit is set by the cut-off in the $`\pi NN^{}`$ form factor, $`\mathrm{\Lambda }_\pi `$=0.7 GeV. In the zero-width approximation for the N(1440), the lowest value of q<sup>2</sup> (corresponding to $`\theta `$ = 0) is -0.36 GeV<sup>2</sup>.
Taking into account the width of the Roper resonance, we show in Fig. 7 the differential cross section for the $`\gamma p\omega N^+(1440)`$ reaction assuming that the $`N^+(1440)`$ decays subsequently into the $`\pi ^0p`$ channel ($`E_\gamma `$=2.5 GeV). The curve represents the expression given in Eq. (20), completed by the energy-dependent widths (21) and (22).
Much smaller values of -q<sup>2</sup> are reachable when the low-energy tail of the Roper resonance is explicitly included. At q<sup>2</sup>=-0.36 GeV<sup>2</sup>, the differential cross section for the $`\gamma p\omega N^+(1440)\omega \pi ^0p`$ reaction is about 20 times smaller than the differential cross section for $`\gamma p\omega N^+(1440)`$ in the zero-width approximation. This number can be easily understood. The partial decay width of the $`N^+(1440)`$ into the $`\pi ^0p`$ channel is roughly 20$`\%`$ and the interval of $`M_N^{}`$ involved in the integral of Eq. (20) reduces the strength for the excitation of the Roper resonance by a factor of about 4 compared to the situation where all the strength is concentrated at $`M_N^{}^0`$=1.44 GeV.
If our simple $`\pi `$-exchange model of the $`\gamma p\omega N^+(1440)`$ reaction near threshold makes sense, the measurement of the cross section displayed in Fig. 7 would bring strong constraints on the $`\pi NN^{}`$ vertex. It is interesting that a new measurement of the $`\omega \pi ^0e^+e^{}`$ form factor, planned in the near future by the HADES Collaboration at GSI , will provide a better understanding of the $`\omega \rho \pi `$ vertex and additional control on the left-hand graph of Fig. 4.
### 4.2 The $`\gamma p\rho ^0N^+(1440)`$ reaction
The differential cross section for the $`\gamma p\rho ^0N^+(1440)`$ reaction at $`E_\gamma `$=2.5 GeV given by Eq. (24), in the zero-width approximation for the Roper resonance, is shown in Fig. 8. We have plotted separately the contributions from the $`\pi `$\- and $`\sigma `$-exchanges.
The $`\sigma `$-exchange contribution appears largely dominant. We recall however that the $`\sigma NN^{}`$ coupling constant has a very substantial error bar. We took $`g_{\sigma NN^{}}^2/4\pi `$=0.34, according to Eq. (14). As discussed in Section 2.2, the uncertainty in this quantity is typically of a factor 5. If our ($`\pi `$+$`\sigma `$)-exchange model of the $`\gamma p\rho ^0N^+(1440)`$ reaction near threshold is a proper description of this process, the measurement of the corresponding cross section would place strong constraints on $`g_{\sigma NN^{}}`$.
Releasing the zero-width approximation for the N(1440) and looking at its $`\pi ^+n`$ decay channel \[Eq. (26)\], yield the curve displayed in Fig. 9.
At q<sup>2</sup>=-0.36 GeV<sup>2</sup>, the differential cross section for the $`\gamma p\rho ^0N^+(1440)\rho ^0\pi ^+n`$ reaction is only 10 times smaller than the differential cross section for $`\gamma p\rho ^0N^+(1440)`$ in the zero-width approximation because the $`N^{}(1440)\pi ^+n`$ decay width is twice larger than the $`N^{}(1440)\pi ^0p`$ decay width. For simplicity, we have not included explicitly the $`\rho ^0`$-meson width. Near threshold, it would reduce further the differential cross section by a factor of about 2.
A very interesting experimental possibility to disentangle $`\pi `$\- and $`\sigma `$-exchanges in the $`\gamma p\rho ^0N^+(1440)`$ reaction would be to study this process with linearly polarized photons. Such experiment would indeed offer the possibility to separate natural and unnatural parity exchanges in the t-channel .
## 5 Conclusion
We propose a simple, and probably the first, model to describe the associate photoproduction of vector mesons ($`\rho ^0(770)`$ and $`\omega (782)`$) and $`N^+(1440)`$ resonances from proton targets. The domain of applicability of this model, involving t-channel $`\pi `$\- and $`\sigma `$-exchanges, is restricted to photon energies leading to $`\rho ^0`$ and $`\omega `$ production close to threshold ($`E_\gamma <`$ 3 GeV) and to low momentum transfers ($`q^2`$ 0.5-0.6 GeV<sup>2</sup>).
At $`E_\gamma `$ = 2.5 GeV, the total cross section for these processes is predicted to be typically of the order of 50 nb, with sizeable theoretical uncertainty.
The $`\gamma p\omega N^+(1440)`$ amplitude is given entirely by pion-exchange, while the $`\gamma p\rho ^0N^+(1440)`$ amplitude appears largely dominated by $`\sigma `$-exchange. We suggest that a measurement of the latter process, particularly with linearly polarized photons, would provide very significant constraints on the $`\sigma NN^{}`$ coupling while data on the former reaction would pin down the $`\pi NN^{}`$ coupling.
Contributions other than the above processes to a given final state should however be estimated to assess the relevance of the proposed measurements.
In general, it seems that the most favourable conditions to observe the $`\gamma p\omega N^+(1440)`$ and $`\gamma p\rho ^0N^+(1440)`$ reactions would be photon incident energies and values of the momentum transfer $`q^2`$ chosen so as to excite the low-energy tail of the Roper resonance. For $`E_\gamma `$ = 2.5 GeV, this implies values of $`q^2`$ less than about 0.4 GeV<sup>2</sup>. Such kinematics would suppress overlaps with the $`N^+(1520)`$ and the $`N^+(1535)`$ resonances which decay largely into the $`\pi `$N channel. In this regime, the main competing processes in our t-channel model would be $`\gamma p\omega \mathrm{\Delta }^+(1232)`$ and the $`\gamma p\rho ^0\mathrm{\Delta }^+(1232)`$ reactions. The corresponding amplitudes can be quite reliably calculated as the coupling of the $`\mathrm{\Delta }(1232)`$ to the $`\pi `$N channel has been very extensively studied. The $`\mathrm{\Delta }(1232)`$ excitation is suppressed in processes where the $`\sigma `$-exchange is dominant. One should note also that in experiments where the $`N^+(1440)`$ resonance could be identified by its decay into the $`\pi \pi `$N channel, rather than in the $`\pi `$N channel as proposed in this paper, the $`\mathrm{\Delta }(1232)`$ amplitude mentioned above would not contribute. It is important to keep in mind however that the role of s-channel resonances in the 2.5 GeV range is at present very poorly known.
## 6 Acknowledgements
The author is very much indebted to Berthold Schoch who suggested the work presented in this paper in relation with an experimental project at the Bonn ELSA Facility. She thanks Nathan Isgur for an extremely useful remark. She acknowledges very helpful discussions with Marcel Morlet and Dan-Olof Riska. |
warning/0003/astro-ph0003123.html | ar5iv | text | # Radial Temperature Profiles of 11 Clusters of Galaxies Observed With BeppoSAX
## 1. Introduction
Knowledge of the radial temperature profile of the hot gas contained within galaxy clusters is a crucial element in determining the total gravitational mass of clusters. Through the equation of hydrostatic equilibrium, the total mass of the cluster can be derived if the density gradient, temperature, and temperature gradient of the gas is known. The latter quantity is the most difficult quantity to obtain, and it has generally been assumed that the gas is isothermal in most previous approaches, since collimated X-ray instruments such as Ginga and EXOSAT could not determine the temperature structure of clusters.
The assumption of isothermality of the hot gas has been called into question in recent years, mainly as a result of studies done with ASCA. The ability of ASCA to perform spatially-resolved spectroscopy over the 1–10 keV energy range made it the first X-ray instrument capable of addressing the issue of temperature structure in hot clusters. Many ASCA studies have found that the gas within clusters is not isothermal, but decreases with increasing radius, in some cases up to a factor of two (e.g., Markevitch 1996; Markevitch et al. 1998; Markevitch et al. 1999). However, other studies of clusters using ASCA data have come to the conclusion that the gas is largely isothermal (e.g., White 1999; Fujita et al. 1996; Ohashi et al. 1997; Kikuchi et al. 1999), at least outside of the cooling radius of cooling flow clusters. A likely cause of this discrepancy is the handling of the large, energy-dependent point spread function (PSF) of ASCA that preferentially scatters hard X-rays. This creates an artificial increase in the temperature profile with radius if not dealt with properly. The PSF-correction method applied by Markevitch et al. consistently leads to significantly decreasing temperature profiles, while other methods (most notably the method of White 1999) lead to isothermal profiles.
The discrepancy among the different PSF-correction methods prompted an analysis of ROSAT PSPC data by Irwin, Bregman, & Evrard (1999). Although ROSAT was only sensitive to photon energies up to 2.4 keV and was therefore not the most ideal instrument with which to study hot clusters, large (factor of two) differences in temperature should have been detected, but were not. The composite X-ray “color” profiles for 26 clusters in the Irwin et al. (1999) survey indicated isothermality outside of the cooling radius. In fact, a 20% temperature drop within 35% of the virial radius was ruled out at the 99% confidence level.
In this paper, we attempt to resolve the temperature profile discrepancy using BeppoSAX data. BeppoSAX is sensitive to photon energies up to 10.5 keV, and has a half-power radius that is one-half that of the ASCA GIS instrument. In addition, the PSF of BeppoSAX is only weakly dependent on energy. Thus, BeppoSAX is better-suited for determining temperature profiles for clusters of galaxies than previous X-ray telescopes. Using a sample of 11 clusters found in the BeppoSAX archive, we derive radial temperature profiles for each cluster. In a future paper, we will discuss the abundance profiles of the 11 clusters. Throughout this paper, we assume $`H_0=50`$ km s<sup>-1</sup> Mpc<sup>-1</sup> and $`q_0=0.5`$.
## 2. Sample and Data Reduction
From the BeppoSAX Science Data Center (SDC) archive (available at http://www.sdc.asi.it/sax\_main.html) we have obtained data for seven cooling flow clusters (A85, A496, A1795, A2029, A2142, A2199, and 2A0335+096) and four non-cooling flow clusters (A2163, A2256, A2319, and A3266). All the clusters have redshifts in the range $`z=0.030.09`$ except A2163 ($`z=0.203`$). We analyze data from the Medium Energy Concentrator Spectrometer (MECS), which consists of three identical gas scintillation proportional counters (two detectors after 1997 May 9) sensitive in the 1.3–10.5 keV energy range. A detailed description of the MECS is given in Boella et al. (1997). The event files were subjected to the standard screening criteria of the BeppoSAX SDC.
Since our goal is spatially-resolved spectroscopy, accounting for scattering from the PSF of the MECS is important. As stated above, scattering from the PSF has an enormous impact on the temperature profiles derived from ASCA data. Fortunately, the detector + telescope PSF of BeppoSAX is nearly independent of energy, unlike the ASCA GIS. This is because the Gaussian PSF of the MECS detector improves with increasing energy, while the PSF of the grazing incidence Mirror Unit degrades with increasing energy (D’Acri, De Grandi, & Molendi 1998), leading to a partial cancellation when these two effects are combined. Still, it is important to account for the PSF accurately when deriving temperature profiles.
To correct for the PSF we have used the routine effarea, available as part of the SAXDAS 2.0 suite of BeppoSAX data reduction programs. This routine is described in detail in Molendi (1998) and D’Acri et al. (1998). Briefly, effarea creates an appropriate effective area file that corrects for vignetting and scattering effects for an azimuthally-symmetric circular or annular region. It does so by creating correction vectors that are a function of energy, and which when multiplied by the observed spectrum yields the corrected spectrum. The surface brightness profile of the cluster (determined from the analysis of ROSAT data by Mohr, Mathiesen, & Evrard 1999 and Ettori & Fabian 1999) is convolved with the PSF of the MECS in order to determine the extent to which scattering from other regions of the cluster have contaminated the emission from the extraction region in question. This information is incorporated into the auxiliary response file (the .arf file), which is subsequently used in the spectral fitting. The correction to the observed spectrum is modest; D’Acri et al. (1998) and Kaastra, Bleeker, & Mewe (1998) found only small changes between the uncorrected and corrected temperature profiles for Virgo and A2199, respectively. The mismatch in energy bandpasses between the ROSAT (0.2–2.4 keV) surface brightness profile and BeppoSAX (1.65–10.5 keV) does not appear to have significantly affected the results.
For each cluster, spectra were extracted from concentric annular regions centered on the peak of emission of the cluster with inner and outer radii of $`0^{}2^{}`$, $`2^{}4^{}`$, $`4^{}6^{}`$, and $`6^{}9^{}`$. We also extracted one global spectrum from $`0^{}9^{}`$. At $`9^{}`$ the telescope entrance window support structure (the strongback) becomes a factor. In addition, for off-axis angles greater than $`10^{}`$, the departure of the PSF from radial symmetry becomes noticeable (Boella et al. 1997). This coupled with the fact that some of the clusters have poor photon statistics outside of $`10^{}`$ prompted us to end our profiles at $`9^{}`$. At this radius, our temperature profiles extend out to 55% of the virial radius, $`r_{virial}`$, for A2163 and 17%–33% for the other clusters, where $`r_{virial}=3.9(T/10\mathrm{keV})^{1/2}`$ Mpc. Background was obtained from the deep blank sky data provided by the SDC. We used the same region filter to extract the background as we did the data, so that both background and data were affected by the detector response in the same manner. The energy channels were rebinned to contain at least 25 counts.
The procedure outlined above does not fit the spectrum of the various regions within the cluster simultaneously. Instead, it assumes a uniform spectrum throughout when correcting for contamination from other regions. Whereas this is not important for the innermost bin (since very few photons are scattered in from larger radii compared to the number of photons truly belonging in the innermost bin), this might affect the outer bins if the temperature profile is varying strongly. This does not seem to be the case though. The spectrum correction vectors presented in D’Acri et al. (1998) for A2199 were quite modest. Other than their innermost bin (which loses some flux via scattering but does not receive much scattered flux from exterior bins), the corrections amounted to 5% or less for energies above 3 keV. In addition, if the exterior bins were significantly contaminated by emission from the interior of the cluster that was at a considerably different temperature, it is likely that no single-component thermal model would give an adequate fit to the data. However, all the spectral fits of the third and fourth spatial bins of the clusters in our study were adequate, with nearly all fits having $`\chi _\nu <1.05`$. This coupled with the fact that the PSF-corrected temperatures were not significantly different from the uncorrected temperatures (see § 3.2) indicates that our results are not strongly affected by not fitting the spectra from different regions simultaneously.
For one of the lower temperature clusters (A2199) a long pointed ROSAT PSPC observation was available in the HEASARC archive for which no ROSAT-determined temperature profile had been published. The observation (RP800644N00) was filtered such that all time intervals with a Master Veto Rate above 170 counts s<sup>-1</sup> were excluded, in order to discard periods of high background. This resulted in a net exposure of 34,232 seconds. Background was taken from an annulus with inner and outer radii of $`30^{}`$ and $`40^{}`$. The background was scaled to and subtracted from the source spectra, which were subsequently binned such that each energy channel contained at least 25 counts. Energy channels below 0.2 keV were ignored in the fit.
## 3. Temperature of the Hot Gas
### 3.1. Global Temperatures
Using XSPEC we used a MEKAL model with an absorption component fixed at the Galactic value in all spectral fits, except the ROSAT PSPC observation of A2199. The temperature, metallicity, and redshift were allowed to vary. Spectral fits of BeppoSAX MECS data of the Perseus cluster with the redshift fixed showed significant residuals in the iron line complex region around 6.7 keV (R. Dupke 1999, private communication). These residuals disappeared when the redshift was allowed to vary. The cause of this feature is a systematic shift of 45–50 eV in the MECS channel–to–energy conversion (F. Fiore 1999, private communication). This systematic shift was evident in our sample; when the redshift was allowed to vary, the measured redshift was less than the optically-determined redshift in all 11 clusters, and inconsistent with the optically-determined redshift at the 90% confidence level for eight of them. A modest decrease in the reduced $`\chi ^2`$ also occurred for most of the clusters when the redshift was allowed to vary. However, freeing the redshift did not affect the values obtained for the temperature and metallicity significantly (less than a 5% change in either quantity).
With the model described above, we fit the data from MECS2 and MECS3 (and MECS1 when available) separately, but with the same normalization. In accordance with the Cookbook for BeppoSAX NFI Spectral Analysis energy channels below 1.65 keV and above 10.5 keV were ignored in the fit. On the whole, the fits to the global spectra were rather poor, ranging from $`\chi _\nu ^2=1.131.8`$ for 170–556 degrees of freedom. Inspection of the residuals revealed that the poor fits resulted from excess emission in the 1.65–3.0 keV range. The best-fit spectrum from the non-cooling flow cluster A2256 is shown in Figure 1 and illustrates the positive residuals below 3.0 keV. This effect was even more pronounced in the cooling flow clusters. We performed the fits again, this time only using data in the 3.0–10.5 keV range. The fits were much better, with the fits to all clusters having $`\chi _\nu ^21.20`$. In addition, the global temperature values for the fits performed in the 3.0–10.5 keV range were much closer to the global values determined from ASCA data (see Table 1). Ten of the 11 temperatures derived from the 1.65–10.5 keV fit were below the ASCA value, and in eight cases the 90% error bars did not overlap. Conversely, nine of the 11 temperatures derived from the 3.0–10.5 keV fit have 90% errors bars that overlap with the error bars from the ASCA temperatures. All quoted errors are 90% confidence levels unless otherwise noted.
Since the improvement in $`\chi _\nu ^2`$ when channels in the 1.65–3.0 energy range were excluded was more pronounced for the cooling flow clusters than in the non-cooling flow clusters, we investigated the possibility that the excess emission below 3.0 keV was a result of a cooling flow component. Indeed, the addition of a cooling flow model to the MEKAL model provided a substantially better fit in the 1.65–10.5 keV case, and in some cases the fit became formally acceptable. However, the inferred cooling rates were several hundred solar masses per year higher than previous published values (e.g., Peres et al. 1998). In fact, cooling rates of several hundred solar masses per year were found for the non-cooling flow clusters A2163, A2256, A2319, and A3266. In addition, significant cooling rates were found for spectra extracted from regions of the cluster far from the cluster center, where no cooling gas should be found. This clear contradiction illustrates how a physically implausible model can still yield good spectral fits, and the danger in interpreting such a result. We conclude that although some of the excess emission in the 1.65–3.0 keV range is from cooling gas, there is a clear excess of soft emission beyond what is expected from cooling gas, possibly due to uncertainties in the calibration of the MECS instruments. Since including this energy range leads to global temperatures significantly below the ASCA value, we only fit the data in the 3.0–10.5 keV range for the remainder of the paper. Given the good agreement in the 3.0–10.5 keV fit and the ASCA-determined temperatures, we are confident of the calibration of BeppoSAX above 3.0 keV.
### 3.2. Radial Temperature Profiles
The PSF-corrected and -uncorrected radial temperature profiles for each of the 11 clusters are shown in the left panels of Figure 2. As was found in previous studies, correction for the MECS PSF does not seriously affect the temperature profile. In the right panels are our BeppoSAX temperature profiles along with temperature profiles derived from other ASCA and BeppoSAX studies for comparison. We note that for A85, A496, A1795, A2029, A2142, and A2199 the innermost bin has been fit with a cooling flow component in addition to a thermal model for the profiles of Markevitch et al. (1998), Markevitch et al. (1999), and Sarazin, Wise, & Markevitch (1998), which accounts for the large discrepancy in this bin compared to other studies that fit the spectra with only single-component models.
A85: We have included the subclump to the south of the cluster center in our analysis. Outside of the cooling radius, the temperature profile increases moderately from 6.4 keV to 7.9 keV at a significance level of $`2.2\sigma `$. This is in agreement with the ASCA analysis by White (1999), but contrasts with Markevitch et al. (1998) who found a profile that decreased from 8.0 keV in a $`1\stackrel{}{\mathrm{.}}56^{}`$ annular bin to 6.3 keV in a $`6^{}12^{}`$ annular bin with ASCA data. Pislar et al. (1997) and Kneer et al. (1995) analyzed ROSAT PSPC data for this cluster and found a roughly isothermal profile outside the cooling region. However, the ROSAT analysis found a significantly lower temperature, with most of the cluster below 5 keV. This is possibly due to a gain calibration problem of the ROSAT PSPC instrument.
A496: This nearby cluster ($`z=0.0326`$) has a cooling rate of $`\dot{M}=95M_{}`$ yr<sup>-1</sup> (Peres et al. 1998). The temperature is lowest in the center (typical of a cooling flow), and is consistent with a constant value of 4.5–5.0 keV at larger radii. This is consistent with the ASCA analysis of Dupke & White (1999), who did not perform a PSF correction. For low temperature clusters, the PSF does not introduce a significant spurious positive gradient to the temperature profile (Takahashi et al. 1995). The profile of White (1999) also agreed for the most part with our profile, although one of their bins deviated by $`2\sigma `$ from ours. Markevitch et al. (1999) found a continuous drop in temperature of 5.6 keV to 3.5 keV from a $`2^{}5^{}`$ annular bin to a $`10^{}17^{}`$ annular bin.
A1795: We find a temperature profile consistent with a temperature of 6–7 keV outside of the cooling flow region. A significant decrease in temperature was not found in the center for this cooling flow cluster. This result is similar to the ASCA results of Mushotzky et al. (1995; uncorrected for the PSF), White (1999), and Ohashi et al. (1997), although the Ohashi et al. (1997) result found a somewhat lower overall temperature for this cluster. Markevitch et al. (1998) detected a decline in temperature with radius, but not at a high significance with ASCA. ROSAT found a low temperature in the inner cooling flow region, and a moderately increasing profile at larger radii (Briel & Henry 1996). The discrepancy in the innermost bin is likely the result of the low energy bandpass (0.1–2.4 keV) of ROSAT sampling lower temperature gas than the higher energy bandpass (3.0–10.5 keV) of BeppoSAX in the cooling region.
A2029: We find a basically flat temperature profile out to $`6^{}`$ and a marginally significant ($`1.7\sigma `$) rise from $`6^{}9^{}`$, consistent with the ASCA analysis of White (1999). This is the opposite trend found by Sarazin et al. (1998) with ASCA data, who found a decline in temperature from $``$9 keV to 6 keV outside of $`5^{}`$ (but with large errors in the outer regions). Still, they found that an isothermal profile was rejected at the $`>96\%`$ confidence level. This was one of the few clusters for which Irwin et al. (1999) found evidence for a statistically significant temperature decline with ROSAT data, although the drop did not occur until outside of 10. Molendi & De Grandi (1999) analyzed the same BeppoSAX data and found a temperature profile consistent with 8 keV out to 8 and dropping to 5 keV from $`8^{}12^{}`$ (see § 4.3 for a detailed comparison of the two analyses).
A2142: We find a very flat profile with a temperature of 8–9 keV. A similar result was found by White (1999), although the errors were large. Markevitch et al. (1998) found evidence for a temperature decline, but not at a high significance level. Henry & Briel (1996) analyzed ROSAT data and found temperatures of 10 keV or higher outside the cooling region, with a peak in the $`2\stackrel{}{\mathrm{.}}55^{}`$ bin.
A2163: This cluster has the highest redshift in our sample ($`z=0.203`$), and is also the hottest. The cluster does not possess a cooling flow and probably underwent a merger in the recent past (e.g., Elbaz, Arnaud, & Böhringer 1995). Since the centroid of the cluster lies over $`5^{}`$ from the detector center, we have excluded data from behind the strongback support structure and beyond. We have included data in the last annular bin out to $`12^{}`$ (as long as it fell inside the strongback) to improve the statistics in the last bin. Our profile extends out to 73% of the virial radius, considerably farther than any other cluster in our sample. We find that the cluster has a temperature of 10–11 keV out to 4, before experiencing a marginally significant ($`<2\sigma `$) rise in temperature at larger radii. The errors are quite large at large radii, although the temperature is greater than 8 keV at the 90% level. This agrees with the ASCA result of White (1999), but disagrees strongly with the result from ASCA and ROSAT by Markevitch et al. (1996), who found temperatures of 12.2$`{}_{1.2}{}^{}{}_{}{}^{+1.9}`$, 11.5$`{}_{2.9}{}^{}{}_{}{}^{+2.7}`$, and 3.8$`{}_{0.9}{}^{}{}_{}{}^{+1.1}`$ for annular bins of $`0^{}3^{}`$, $`3^{}6^{}`$, and $`6^{}10^{}`$ in extent, respectively. For these regions, we find temperatures of 10.1$`{}_{0.8}{}^{}{}_{}{}^{+0.9}`$, 11.7$`{}_{1.8}{}^{}{}_{}{}^{+2.6}`$, and 13.2$`{}_{4.6}{}^{}{}_{}{}^{+17.9}`$, respectively, using only data inside the strongback (90% errors). Thus, the outermost bin of the BeppoSAX data differs from that of Markevitch et al. (1998) at the 3.3$`\sigma `$ confidence level.
A2199: Outside of the cooling flow region, we find a constant temperature of about 4.5 keV. Analysis of the same BeppoSAX data by Kaastra et al. (1998) and of ASCA data by White (1999) found a similar result. However, Markevitch et al. (1999) found a steadily decreasing profile from 5.2 keV to under 5 keV at $`7\stackrel{}{\mathrm{.}}5`$, with a further decline at larger radii with the same ASCA data.
We have analyzed the ROSAT PSPC data for this cluster, and derived a temperature profile out to $`18^{}`$ (0.9 Mpc). The angular extent of this cluster is large, so to confirm that our background region was not significantly contaminated by the cluster emission, we derived a temperature
profile using a background annulus of $`40^{}50^{}`$ and found the same results as we did with a background annulus of $`30^{}40^{}`$. The temperature profile is shown in Figure 3. The profile shows a drop in the center indicative of a cooling flow. At large radii the profile is flat. However, the ROSAT-derived temperature is significantly lower than the value from ASCA or BeppoSAX. Whereas this might be expected in the central cooling flow region where ROSAT is sampling cooler gas than the other instruments because of its low energy bandpass, this tendency persists outside the cooling region. From $`2^{}9^{}`$, the temperature is $`3.2\pm 0.2`$ keV, whereas it is $`4.5\pm 0.1`$ for BeppoSAX. Data from ROSAT appears sometimes to have a tendency to measure lower temperatures than other instruments for clusters, such as A3558 (Markevitch & Viklinin 1997) and A85 (see above).
To compensate for this effect, we have adjusted the gain of the observation such that the temperature in the $`2^{}9^{}`$ region matched that of BeppoSAX. We excluded the inner $`2^{}`$ to avoid complications from the cooling flow region. An adjustment of 1.5% in the gain was necessary to bring the global temperature determined by the two instruments into agreement. A gain adjustment of this magnitude was within the range of values found by Henry & Briel (1996) when they analyzed five different pointings of A2142 with ROSAT. With this new gain value the temperature profile remains flat outside of the cooling region out to $`18^{}`$ (35% of the virial radius), albeit at a higher value than before. The main conclusion drawn from the ROSAT result of A2199 is that the temperature profile appears flat outside of the cooling flow region regardless of whether or not the gain was adjusted.
A2256: We find a flat temperature profile consistent with a temperature of 7 keV, in excellent agreement with the ASCA-determined profile of White (1999). This contrasts with the Markevitch (1996) result from ASCA which found the temperature to decrease from 8.7 keV to 7.3 keV from the $`0^{}6^{}`$ to $`6^{}11^{}`$, with a steep drop to 4 keV at larger radii. Markevitch (1996) claims that the ROSAT data confirm this result, albeit with larger errors, contrary to the claim of Briel, & Henry (1993) who analyzed the same ROSAT data and found a roughly isothermal profile.
A2319: We find a flat temperature profile out to $`6^{}`$ and a marginally significant ($`2\sigma `$) increase from $`6^{}9^{}`$. This is consistent with the White (1999) result. Markevitch (1996) also found an isothermal profile out to $`10^{}`$ with ASCA, and a decreasing profile at larger radii. The ROSAT data suggested isothermality (Irwin et al. 1999). Molendi et al. 1999 analyzed the same BeppoSAX data and found a flat temperature profile out to 16.
A3266: This probable merging cluster exhibits a slight increase in temperature in the center and levels off at radii out to 9. With ASCA data, Markevitch et al. (1998) found a steady decrease in temperature from almost 10 keV in the central $`2\stackrel{}{\mathrm{.}}5`$ to 5 keV outside of $`10^{}`$, and White (1999) also found a modestly decreasing profile (from 9 keV to 7.5 keV). The ROSAT data suggested isothermality although a modest decrease in temperature could not be ruled out (Irwin et al. 1999). De Grandi & Molendi (1999) analyzed the same BeppoSAX data and found a more substantial decrease in temperature, with a drop from 10 keV in the center to 4.5 keV out to 20.
2A0335+096: The coolest cluster in our sample, 2A0335+096 possesses a rather strong cooling flow ($`400M_{}`$ yr<sup>-1</sup>; Irwin & Sarazin 1995). The temperature is lowest in the innermost bin and levels off to a value of 3.4 keV out to 9. Kikuchi et al. (1999) analyzed the ASCA data for this cluster and found a flat temperature profile out to 10, while White (1999) found a flat profile out to 4 and a jump to 4.6 keV at larger radii.
In conclusion, the temperature profiles of the 11 clusters in our sample are roughly constant, and in general agreement with those derived from ASCA data by White (1999). This is in in disagreement with the profiles derived from the same ASCA data with the method of Markevitch et al. (1996), which find a significant decrease in temperature in many of the clusters. A more detailed comparison is given in § 4.
### 3.3. Normalized Temperature Profiles
In Figure 4a we plot the temperature profiles normalized to the global temperature for all 11 clusters versus radius in units of the virial radius, $`r_{virial}`$. The error bars represent the 1 $`\sigma `$ uncertainties. At small radii, the normalized profiles are typically less than one, owing to the presence of cooling flows in seven of the 11 clusters. As a result of the low temperature in the center, the outer regions are necessarily normalized to a value greater than one. To compensate for this effect, we have calculated global temperatures for the seven cooling flow clusters excluding the inner $`2^{}`$, and then normalized the $`2^{}4^{}`$, $`4^{}6^{}`$, and $`6^{}9^{}`$ bins by this temperature, while excluding the innermost bin. The result is shown in Figure 4b. Out to 20% of the virial radius, the temperature profiles appear flat. From 20% to 30% of the virial radius, the profiles rise somewhat, although the temperatures are not well constrained in this region. Most of the values are consistent with unity at the 1$`\sigma `$ confidence level.
A constant temperature model ($`T/T_{mean}=1`$) provided a good fit to the data ($`\chi ^2=43.7`$ for 37 degrees of freedom). A linear model of the form $`(T/T_{mean})=a+b(r/r_{virial})`$ provided a somewhat better fit ($`\chi ^2=36.0`$ for 35 degrees of freedom), with values of $`a=0.942`$ and $`b=0.440`$. The 90% confidence range on the slope $`b`$ was 0.123–0.752. This best-fit line is shown in Figure 4b, with the dashed lines representing the 90% confidence levels on the slope of the line. We find that a temperature drop of 14% from the center out to 30% of the virial radius can be ruled out at the 99% confidence level.
The data indicate that the gas is isothermal or mildly increasing in temperature out to 30% of the virial radius (1.0$`h_{50}^1`$ Mpc for a 7 keV cluster). Beyond this radius, the temperature profile may well decline. Most hydrodynamical cluster simulations predict a drop in temperature past 50% of the virial radius (see, e.g., Frenk et al. 1999). XMM will be the ideal instrument for determining the temperature profiles of clusters at large radii.
## 4. Comparison to Other Results
The presence of temperature gradients in clusters of galaxies has been a topic of hot debate in recent years, and there have been many investigations as to the temperature structure of clusters. Here, we summarize previous results grouped by X-ray telescope and compare them to our results.
### 4.1. Temperature Profiles Determined With ASCA
The claim of the existence of large temperature declines with radius was first suggested following the results from ASCA data using the PSF-correction technique of Markevitch et al. (1996), including Markevitch (1996), Markevitch et al. (1998), Sarazin et al. (1998), and Markevitch et al. (1999). Markevitch et al. (1998) observed 30 clusters with ASCA and found in general that the temperature profiles declined with radius (up to a factor of two), and that the decline was described well by a polytropic equation of state, i.e.,
$$T(r)\left(1+\frac{r^2}{a_x^2}\right)^{3\beta (\gamma 1)/2},$$
(1)
where $`r`$ is the projected distance, $`a_x`$ is the core radius, $`\beta `$ has its usual meaning in the context of isothermal $`\beta `$-models, and $`\gamma `$ is the polytropic index. The best-fit polytropic index was $`\gamma =1.24_{0.12}^{+0.20}`$ (90% confidence levels). This model clearly does not fit the BeppoSAX data. The polytropic fit led to $`\chi ^2=577`$ for 37 degrees of freedom.
It was pointed out by Irwin et al. (1999) that the trend in the temperature profile found by the method of Markevitch et al. (1996) differed from that found by other PSF-correction techniques from various authors (e.g., Ikebe 1995; Fujita et al. 1996; Kikuchi et al. 1999). Of the 28 clusters analyzed using the method of Markevitch et al. (1996) that did not show very strong evidence for a merger, 22 (14) of them were inconsistent with a constant temperature profile at the 70% (90%) probability level. Conversely, clusters analyzed using the method of Ikebe (1995), Fujita et al. (1996), or Kikuchi et al. (1999) were found to have basically flat temperature profiles, with all 11 clusters consistent with a constant temperature.
Of particular interest are clusters analyzed by more than one method, or clusters whose temperature is low enough that the PSF of ASCA does not influence the temperature profile significantly (for clusters below 5 keV). A399, A401, MKW3S, A1795, and A496 are examples where the method of Markevitch et al. (1996) leads to different trends in the radial temperature profiles than with other methods (Fujita et al. 1996; Kikuchi et al. 1996; Ohashi et al. 1997; Dupke & White 1999). The latter two are also in our sample, and show no evidence for a decline in temperature outside of the cooling region (Figure 2).
Recently, White (1999) has determined the temperature profiles of a large number of clusters observed with ASCA using the PSF-correction technique outlined in White & Buote (1999). He found that 90% of the 98 clusters in his sample were consistent with isothermality at the 3$`\sigma `$ confidence level. On a cluster by cluster comparison of the 11 clusters common in both samples, we find our temperature profiles are in excellent agreement with those of White (1999), with only two exceptions. Our temperature value of the outermost bin of A3266 is $``$2 keV higher than the value of White (1999). However, the 1$`\sigma `$ error bars just touch so this discrepancy is not at a high significance. Also, our temperature profile of A496 differs somewhat from his. This difference occurs around 4 and is significant at $``$$`2\sigma `$. However, given that we have 44 temperature values for the 11 clusters, it is not unreasonable that two of our values differ by $`2\sigma `$. In fact, this is the number of $`2\sigma `$ discrepancies one would expect from a statistical point of view.
Given the conflicting results regarding this topic, it is worthwhile to examine the PSF-correction techniques of the two largest studies, namely those using the techniques of Markevitch et al. (1996; hereafter method M) and White & Buote (1999; hereafter method WB). Both techniques assume a spatial distribution for the cluster emission; method M assumes the emissivity profile obtained from ROSAT PSPC data for the cluster in question, while method WB assumes the spatial distribution derived from a maximum-likelihood deconvolution of the ASCA image. Method M creates simulated events drawn from this spatial distribution and from an initial guess for the cluster spectrum, and convolves the events with the spatially-variable PSF. The input cluster spectrum is varied until the simulated data matches the actual data. Method WB ray-traces events drawn from the spatial distribution through the telescope optics and attempts to find the most likely association between events in the deconvolved and convolved planes on a PI energy bin by PI energy bin basis. Once an energy has been assigned to each event in the deconvolved plane, the event list can be analyzed via standard spectral-fitting procedures.
Both methods have their advantages and disadvantages. Whereas method WB employs only a spatially-invariant PSF, method M uses a PSF that varies with position. On the other hand, method M is reliant on ROSAT data to determine the emissivity profile, while method WB is not. It is not clear if the emissivity profile derived from the 0.2–2.0 keV ROSAT band is appropriate for use over the ASCA bandpass. The only way to determine which of these disadvantages are leading to incorrect results is to create simulated data with a known temperature and surface brightness profile and convolve it with the response of the instrument, and then see if the PSF-correction technique can recover the input temperature and surface brightness profiles. White & Buote (1999) have tested their code on simulated cluster data with a giant cooling flow model, a medium cooling flow model, an isothermal profile, and a profile that decreases by a factor of two from the center out to 20, as well as data of varying signal-to-noise ratios. In all cases, the original temperature and surface brightness profiles are recovered. Conversely, method M has not been as extensively tested on a variety of simulated temperature distributions and signal-to-noise ratios.
As a final note, it should be noted that Markevitch et al. (1998) used a cooling flow model to fit the innermost bin of cooling flow clusters, whereas White (1999) used a single component thermal model. This will naturally lead to a lower value for White (1999) for the innermost bin (typically $`5\%`$ of the virial radius). However, White (1999) claims that correcting for the cooling gas leads to an ambient core temperature within the innermost bin consistent with the outer regions of the cluster. Again, this is inconsistent with the results of Markevitch et al. (1998) who find a value for the ambient core temperature greater than the rest of the cluster.
### 4.2. Temperature Profiles Determined With ROSAT
Although the limited bandpass of the ROSAT PSPC (0.2-2.4 keV) precludes tight constraints to be put on the temperatures of hot clusters, large (factor of two) temperature changes should be detectable with large enough signal-to-noise ratios. Unfortunately, most clusters observed with ROSAT did not have good enough statistics to accomplish this on an individual basis. To circumvent this problem, Irwin et al. (1999) averaged together the radial color profiles (ratio of counts in various bands covering the ROSAT PSPC bandpass) of 26 clusters observed with the PSPC. If large-scale deviations from isothermality were common in clusters, such a feature lost in the noise for an individual cluster would become apparent when the clusters were added together. Although a drop in temperature was found in the center of cooling flow clusters (indicating that the method could indeed detect changes in temperatures even for hot clusters), the temperature profiles were flat outside of the cooling region out to 35% of the virial radius. It was found that a 20% temperature drop within 35% of the virial radius was ruled out at the 99% confidence level. This is in agreement with the BeppoSAX data presented here, where a decline in temperature of 14% out to 30% of the virial radius is ruled out at the 99% confidence level.
### 4.3. Temperature Profiles Determined With BeppoSAX
Several of the clusters in our sample have been analyzed by other authors: A2199 (Kaastra et al. 1998), A2029 (Molendi & De Grandi 1999), A2319 (Molendi et al. 1999), and A3266 (De Grandi & Molendi 1999). The profile of A2199 is fully consistent with ours. For the other three clusters, somewhat different steps were taken in the data reduction process than what we did. Whereas we excluded data below 3.0 keV, other authors have included data down to 2.0 keV. In addition, they have frozen the redshift whereas we have let it be a free parameter. We have re-analyzed the BeppoSAX data for these three clusters, this time including data down to 2.0 keV and freezing the redshift. Although inclusion of channels below 3.0 keV lowered the derived temperatures somewhat (see § 3.1), it did not change the overall shape of the profiles.
Our new profile of A2319 was consistent with that of Molendi et al. (1999). The profiles of A2029 and A3266 differed somewhat from Molendi & De Grandi (1999) and De Grandi & Molendi (1999). However, the differences occurred only in the 2$`{}_{}{}^{}4^{}`$ bins, with our 1$`\sigma `$ error bars overlapping their 1$`\sigma `$ error bars for the other three spatial bins. For both A2029 and A3266 our 2$`{}_{}{}^{}4^{}`$ temperature was $``$1.5 keV lower than those obtained by Molendi & De Grandi (1999) and De Grandi & Molendi (1999), and the difference was significant at the 3.3$`\sigma `$ and 1.9$`\sigma `$ confidence levels for A2029 and A3266, respectively. The cause of this discrepancy may be the choice of the assumed surface brightness profile, especially for the case of A2029, which possesses a large cooling flow. As mentioned in § 2, we have used the double-beta model profile obtained by Mohr et al. (1999) from ROSAT PSPC data. It is not stated where the other authors obtained their assumed surface brightness profiles. However, the agreement between the other three spatial bins (especially the first and fourth spatial bins) is encouraging, indicating a flat temperature profile out to $`9^{}`$ for A2029 and A2319, and a modestly decreasing profile for A3266. It should be noted that Molendi & De Grandi (1999) and De Grandi & Molendi (1999) find significant temperature drops in A2029 and A3266, respectively, at very large radii, where we have truncated our profiles because of the presence of the strongback, and the increasing asymmetry of the PSF at larger radii.
## 5. A Summary of Cluster Temperature Profiles
Given the effort put forth in determining temperature profiles for a large sample of clusters in recent years it is worthwhile to summarize the major contributions to this subject: Markevitch et al. (1998; and references within) and White (1999) with ASCA data, Irwin et al. (1999) with ROSAT PSPC data, and this current study with BeppoSAX data. The combined results are shown in Figure 5. The 98 temperature profiles of White (1999) (shown as crosses) have been normalized to the global temperature for each individual cluster and scaled in units of the virial radius. The long dashed lines enclose the middle 68% of the data points. The error bars are typically rather large for each data point, and have been excluded for clarity. The temperature profile derived by Markevitch et al. (1998) is shown as a dotted line, and represents a fit with polytropic index of $`\gamma =1.24`$. The results presented in this paper is shown as a solid line. The ROSAT PSPC result is not shown but is very similar to best-fit line derived here, only somewhat less constrained.
The results of White (1999), Irwin et al. (1999), and this study all point to the same general conclusion: outside of the cooling region but inside 30% of the virial radius there appears to be no decline in the temperature profile. White (1999) extends this result out to 45% of the virial radius, although it should be noted that large drops in the temperature have been found in A2029 and A3266 with BeppoSAX data (Molendi & De Grandi 1999; De Grandi & Molendi 1999) in this region. Outside of 45% of the virial radius White (1999) finds evidence for a decline in temperature although the statistics are sparse in this region. This drop is not surprising though since nearly all cluster simulations show a decline in temperature at large radii.
JAI thanks R. Dupke for many useful comments and conversations. We thank D. White for kindly providing us with his ASCA temperature profiles, and also the anonymous referee for many insightful comments and suggestions to improve the paper. This research has made use of data obtained through the High Energy Astrophysics Science Archive Research Center Online Service, provided by the NASA/Goddard Space Flight Center, and also the BeppoSAX Science Data Center. This work has been supported by Chandra Fellowship grant PF9-10009, awarded through the Chandra Science Center. The Chandra Science Center is operated by the Smithsonian Astrophysical Observatory for NASA under contract NAS8-39073. |
warning/0003/hep-ph0003035.html | ar5iv | text | # 1 Introduction
## 1 Introduction
The inclusion of heavy quark effects in deeply inelastic scattering (DIS) is an interesting theoretical problem involving two hard scales in a perturbative analysis. This issue is also of phenomenological importance. The charm contribution to the total structure function $`F_2`$ at small $`x`$, at HERA, is sizeable, up to $`25\%`$. Through the charm contribution to scaling violations, the treatment of charm also has a significant impact on the interpretation of fixed target deeply inelastic scattering data. Thus, a proper description of charm contributions to deeply inelastic scattering is required for a global analysis of structure function data and a precise extraction of the parton densities in the proton.
At scales $`Q\mathrm{\Gamma }<M_H`$, the contribution to deeply inelastic scattering of a heavy quark of mass $`M_H`$ can be calculated in the so-called fixed-flavor-number (FFN) prescription from hard processes initiated by light quarks ($`u,d,s,\mathrm{}`$) and gluons, where all effects of the heavy quark ($`H`$) are contained in the perturbative coefficient functions. This prescription incorporates the correct threshold behavior, but for large scales, $`QM_H`$, the coefficient functions at higher orders in $`\alpha _s`$ contain potentially large logarithms $`\mathrm{ln}^i(Q^2/M_H^2)`$, which may need to be summed . Such a summation can be achieved by including the heavy quark as an active parton in the proton. The simplest approach incorporating this idea is the so-called zero-mass variable-flavor-number (ZM-VFN) prescription, where heavy quarks are omitted entirely below some scale $`Q_0M_H`$ and included as massless partons above this threshold. This prescription has been used in global analyses of parton distributions for many years, but it has an error of order $`M_H^2/Q^2`$ and is not suited for quantitative analyses unless $`QM_H`$.
Considerable effort has been devoted to including heavy quark effects in deeply inelastic scattering in such a way that the calculated structure functions match those of the FFN prescription in the region $`QM_H`$ while they match those of the ZM-VFN prescription for $`QM_H`$. Two prescriptions of this sort, the Aivazis–Collins–Olness–Tung (ACOT) and the Thorne–Roberts prescriptions have been used in recent global analyses of parton distributions . More recently, additional variable-flavor-number prescriptions with non-zero mass have been defined in the literature . If one could sum perturbation theory, the calculated structure functions should be identical for any prescription that does not neglect the heavy quark mass. However, the way of ordering the perturbative expansion is not unique, so that the results generally differ at any finite order in perturbation theory.
In this paper, we will investigate a modification of the ACOT prescription advocated by Collins . It has the advantage of being simple to state and of allowing relatively simple calculations. This simplicity should be convenient for phenomenological analyses at the Born level. In addition, it could be crucial for implementing a variable-flavor-number prescription with non-zero mass at next-to-leading order in global analyses of parton distributions.
## 2 Schemes and partons
We consider the structure function $`F_2(x,Q)`$. The observable structure function can be written in terms of parton distribution functions $`f`$ and a calculable partonic structure function $`\widehat{F}_2`$ as
$$F_2(x,Q)=_x^1𝑑\xi \underset{a}{}f_{a/p}(\xi ,\mu )\widehat{F}_2(a,x/\xi ,\mu /Q,\alpha _s(\mu ))+𝒪(\mathrm{\Lambda }^2/Q^2).$$
(1)
This factorization formula has corrections of order $`\mathrm{\Lambda }^2/Q^2`$, where $`\mathrm{\Lambda }`$ is a typical scale of hadronic physics, perhaps the mass of the rho meson. Here $`\mu `$ is the renormalization/factorization scale. (For simplicity, we do not distinguish these two scales.) The partonic $`\widehat{F}_2`$ has a perturbative expansion in powers of $`\alpha _s(\mu )`$. There is a sum over parton types $`a=g,u,\overline{u},d,\overline{d},\mathrm{}`$, and there is a function $`f_{a/p}`$ for each parton.
To begin, we must pick a scheme for the definition of $`\alpha _s`$ and for the definition of the parton distribution functions. In fact, we will use multiple schemes, following the prescription of . Each scheme is designated by the number $`N`$ of “active” quark flavors. Scheme $`N`$ is designed to be most useful for physical scales $`Q`$ in the range $`M_N\mathrm{\Gamma }<Q\mathrm{\Gamma }<M_{N+1}`$, where $`M_N`$ is the mass of the $`N`$th quark flavor.
We define what we mean by the running coupling $`\alpha _s^N(\mu )`$ in scheme $`N`$ by defining how we perform renormalization. We renormalize using the CWZ prescription . Briefly, divergences involving active parton loops are removed with an MS subtraction, but when active parton external lines couple to a loop containing “non-partonic” lines (quarks $`N+1,N+2,\mathrm{}`$) the renormalization is by subtraction at zero external momentum. The running of $`\alpha _s^N(\mu )`$ is controlled by the usual MS renormalization group equation with the contributions from quarks $`1,\mathrm{},N`$ in the beta function.
In the scheme $`N`$ there are parton distributions for gluons and for quark flavors $`1,\mathrm{},N`$, but not for quark flavors $`N+1,\mathrm{}`$. The parton distribution functions are defined to be proton matrix elements of certain operators . The operator products are ultraviolet divergent and are renormalized according to the CWZ prescription. They obey a renormalization group equation – the usual DGLAP equation – in which contributions from quark flavors $`N+1,\mathrm{}`$ do not appear in the kernel.
Note that the parton distribution functions are non-perturbative objects. There is no question of neglecting any masses in the definition. The quark masses do not appear in the kernel of the evolution equation, but this is because renormalization counter terms are mass independent, not because the parton distributions themselves are mass independent.
Note also that by using CWZ renormalization throughout, quark loops for the non-partonic flavors decouple from calculations when the momentum scale is small compared to $`M_{N+1}`$. Thus for $`QM_{N+1}`$ it is a good approximation to leave the non-partonic flavors out of calculations altogether. (But leaving heavy flavors out of calculations is not part of the definition of scheme $`N`$ as used here; it is a separate approximation.) When one does leave the non-partonic flavors out of calculations, the remaining renormalizations are via the MS prescription. Thus one commonly refers to parton distributions in the prescription described here as MS parton distributions.
There is a perturbative connection between schemes $`N`$ and $`N+1`$ which we can represent by:
$$f_{a/p}^{N+1}(x,\mu )=f_{a/p}^N(x,\mu )+\underset{b}{}_x^1\frac{d\xi }{\xi }A_{ab}(x/\xi ,\mu /M_{N+1},\alpha _s(\mu ))f_{b/p}^N(\xi ,\mu ).$$
(2)
Here the index $`a`$ runs over $`g`$, the $`N`$ light quarks and their anti-quarks, and the heavy quark $`H`$ and anti-quark $`\overline{H}`$. For $`a=H,\overline{H}`$ we define $`f_{a/p}^N(x,\mu )=0`$ in the first term on the right hand side. The index $`b`$ runs over only the gluon and light quarks. At order $`\alpha _s`$, the only nonvanishing $`A_{Hb}`$ is $`A_{Hg}`$. Thus we may say that the $`H`$ distribution arises perturbatively from $`gH\overline{H}`$.
The $`\alpha _s^1`$ terms in the perturbative expansion of the $`A_{ab}`$ vanish at $`\mu =M_{N+1}`$. Thus one derives the simple matching conditon : $`f_{a/p}^{N+1}(x,M_{N+1})=f_{a/p}^N(x,M_{N+1})+𝒪(\alpha _s^2)`$. The analogous connection is known at order $`\alpha _s^2`$ but we do not repeat it here.<sup>1</sup><sup>1</sup>1At order $`\alpha _s^2`$, the matching at $`\mu =M_{N+1}`$ is no longer continous in general .
## 3 Why is there an ambiguity?
When we construct the hard scattering cross section in the presence of heavy quarks, there is a factorization ambiguity that is not present in the case of light quarks. Let us see why. Consider two enormously simplified examples that illustrate the principle.
First, suppose that there are only gluons and one light quark $`L`$ with mass $`M_L\mathrm{\Gamma }<\mathrm{\Lambda }`$. Suppose, in addition, that the light quark is its own anti-particle, so that a quark $`L`$ and the anti-quark $`\overline{L}`$ are the same particle. Both the gluon and the light quark are considered to be active partons. In order to simplify the notation, let us take a moment $`𝑑xx^nF_2(x,Q)`$ of $`F_2`$, so that we get a factorization formula involving the corresponding moments of $`\widehat{F}_2`$ and of the parton distributions. The dependence on the moment number will not be indicated. To further simplify the notation, let us set the factorization and renormalization scale $`\mu `$ to $`Q`$. Then
$$F_2(Q)\widehat{F}_2(L,\alpha _s(Q))f_{L/p}(Q)+\widehat{F}_2(g,\alpha _s(Q))f_{g/p}(Q).$$
(3)
Now $`F_2`$ is an observable, so its definition is fixed. We have defined the parton distribution functions, and the two parton distribution functions are independent. Thus this equation all but fixes the definition of $`\widehat{F}_2(L,\alpha _s(Q))`$ and $`\widehat{F}_2(g,\alpha _s(Q))`$. The only possible modification would be to add terms proportional to powers of $`M_L^2/Q^2`$ to $`\widehat{F}_2(a,\alpha _s(Q))`$, at the cost of subtracting the same terms from the power suppressed remainder, $`𝒪(\mathrm{\Lambda }^2/Q^2)`$, in the factorization formula (Eq. (1)). The simplest solution, which is uniformly adopted, is not to allow a $`M_L^2/Q^2`$ dependence in $`\widehat{F}_2(a,\alpha _s(Q))`$.
Now suppose that there are only gluons and one (self-conjugate) heavy quark $`H`$ with mass $`M_H\mathrm{\Lambda }`$. Then in the scheme in which both the gluon and the heavy quark are considered to be active partons we have
$$F_2(Q)\widehat{F}_2(H,M_H/Q,\alpha _s(Q))f_{H/p}(Q)+\widehat{F}_2(g,M_H/Q,\alpha _s(Q))f_{g/p}(Q).$$
(4)
Here the $`\widehat{F}_2(a,M_H/Q,\alpha _s(Q))`$ (a=g,H) depend on the heavy quark mass and we cannot move terms of order $`M_H^2/Q^2`$ into the power suppressed corrections because only terms of order $`\mathrm{\Lambda }^2/Q^2`$ are allowed there. Thus it seems that we have no freedom. But we do: $`f_{H/p}(Q)`$ and $`f_{g/p}(Q)`$ are not independent. Since, according to Eq. (2), heavy quarks evolve from gluons, we have a relation of the form
$$f_{H/p}(Q)=V_{H/g}(\mathrm{ln}(Q/M_H),\alpha _s(Q))f_{g/p}(Q).$$
(5)
Here $`V`$ has a perturbative expansion that is obtained by solving the evolution equation. The first term has the form $`V\alpha _s\gamma \mathrm{ln}(Q/M)`$ where $`\gamma `$ is a constant. Using Eq. (5) in Eq. (4) we obtain
$$F_2(Q)\left\{\widehat{F}_2(H,M_H/Q,\alpha _s(Q))V_{H/g}(\mathrm{ln}(Q/M_H),\alpha _s(Q))+\widehat{F}_2(g,M_H/Q,\alpha _s(Q))\right\}f_{g/p}(Q).$$
(6)
Evidently, there is some freedom to move pieces from the first term in braces to the second. There is a constraint. For $`M_H/Q0`$, it is possible to neglect $`M_H`$ in the calculation of the $`\widehat{F}_2`$. On the other hand, $`V(\mathrm{ln}(Q/M_H),\alpha _s(Q))`$ does not have a smooth $`M_H/Q0`$ limit. This is not a problem in applications because by solving the evolution equation one sums the leading logarithms $`[\alpha _s\mathrm{ln}(Q/M_H)]^n`$ in $`V`$. It is important not to undo this summation. Thus the factorization scheme that we adopt should have the property that the functions $`\widehat{F}_2(a,M_H/Q,\alpha _s(Q))`$ have a finite limit as $`M_H/Q0`$. This still leaves us the option of adding a term like $`c\times (M_H^2/Q^2)`$ to $`\widehat{F}_2(H,M_H/Q,\alpha _s(Q))`$ and subtracting $`c\times (M_H^2/Q^2)V`$ from $`\widehat{F}_2(g,M_H/Q,\alpha _s(Q))`$.
Suppose now that we have calculated $`\widehat{F}_2(g,M_H/Q,\alpha _s(Q))`$ and $`\widehat{F}_2(H,M_H/Q,\alpha _s(Q))`$ in some convenient prescription – for example the prescription analyzed in based on “on-shell” heavy quarks. Then we could define a new prescription with
$$\widehat{F}_2^{\mathrm{new}}(H,M_H/Q,\alpha _s(Q))=\widehat{F}_2^{\mathrm{old}}(H,0,\alpha _s(Q))$$
(7)
and
$`\widehat{F}_2^{\mathrm{new}}(g,M_H/Q,\alpha _s(Q))=\widehat{F}_2^{\mathrm{old}}(g,M_H/Q,\alpha _s(Q))`$
$`+\left\{\widehat{F}_2^{\mathrm{old}}(H,M_H/Q,\alpha _s(Q))\widehat{F}_2^{\mathrm{old}}(H,0,\alpha _s(Q))\right\}\times V_{H/g}(\mathrm{ln}(Q/M_H),\alpha _s(Q)).`$ (8)
In the following subsection, we shall give a prescription based on this observation.
## 4 A prescription for resolving the ambiguity
Having seen the main idea, let us put the parton indices and the momentum fraction variables back. Suppose that there are $`N+1`$ quark flavors that we consider to be active. Let the heaviest active quark, quark $`N+1`$, be labelled $`H`$. Suppose that quark $`H`$ has a mass that is large compared to the hadronic mass scale $`\mathrm{\Lambda }`$. In the $`N+1`$ flavor scheme the factorization equation is
$$F_2(x,Q)_x^1𝑑\xi \underset{a}{}f_{a/p}(\xi ,\mu )\widehat{F}_2(a,x/\xi ,M_H/Q,\mu /Q,\alpha _s(\mu )),$$
(9)
where the sum over $`a`$ includes $`a=H`$ and $`a=\overline{H}`$.
The parton distributions for the gluon and $`N+1`$ quark flavors are obtained from the distributions in the scheme with only $`N`$ quark flavors. First we use the perturbative matching relation (Eq. (2)) at a scale near $`\mu =M_H`$, then we use the evolution equations to give the distribution functions at scale $`\mu `$. Since there are more output functions than input, we obtain a perturbative relation giving the heavy quark distribution functions at scale $`\mu `$ in terms of the light quark and gluon distribution functions at the same scale. This relation has the form
$$f_{H/p}(\xi ,\mu )=_\xi ^1\frac{d\tau }{\tau }\underset{aH\overline{H}}{}f_{a/p}(\tau ,\mu )V_{H/a}(\xi /\tau ;\mu /M_H,\alpha _s(\mu )),$$
(10)
with an analogous equation for the heavy anti-quark $`\overline{H}`$. Inserting this relation into Eq. (9), we have
$$F_2(x,Q)_x^1𝑑\xi \underset{aH,\overline{H}}{}f_{a/p}(\xi ,\mu )T_a(x/\xi ,M_H/Q,\mu /Q,\alpha _s(\mu )),$$
(11)
where
$`T_a(z,M_H/Q,\mu /Q,\alpha _s(\mu ))=\widehat{F}_2(a,z,M_H/Q,\mu /Q,\alpha _s(\mu ))`$
$`+{\displaystyle _z^1}𝑑\lambda \widehat{F}_2(H,z/\lambda ,M_H/Q,\mu /Q,\alpha _s(\mu ))V_{H/a}(\lambda ,\mu /M_H,\alpha _s(\mu ))`$
$`+{\displaystyle _z^1}𝑑\lambda \widehat{F}_2(\overline{H},z/\lambda ,M_H/Q,\mu /Q,\alpha _s(\mu ))V_{\overline{H}/a}(\lambda ,\mu /M_H,\alpha _s(\mu )).`$ (12)
We see that we have the same situation as in the simple example given earlier. Taking $`\mu `$ to be of order $`Q`$, one can shift contributions of order $`M_H^2/Q^2`$ between the hard scattering functions $`\widehat{F}_2`$ for $`H`$ and $`\overline{H}`$ and the corresponding functions for the light quarks and the gluon while keeping the functions $`T`$ unchanged for each light quark and gluon flavor $`a`$ and without ruining the property that all of the functions $`\widehat{F}_2`$ have finite $`M_H/Q0`$ limits.
This freedom can be exploited to make the calculation of the functions $`\widehat{F}_2`$ simpler. In particular, we can adopt a prescription proposed by Collins :
> Simplified ACOT (S-ACOT) prescription. Set $`M_H`$ to zero in the calculation of the hard scattering functions $`\widehat{F}_2`$ for incoming heavy quarks.
This observation tremendously simplifies the calculation of $`\widehat{F}_2`$ for $`a=H`$ as it reduces to that of the light-quark result. For example, at order $`\alpha _s^1`$, the $`\widehat{F}_2`$ functions for heavy quarks and light quarks are independent of $`M_H`$, and the calculation reduces to that of the simple massless result. The $`\alpha _s^1`$ gluon contribution to $`\widehat{F}_2`$ acquires an $`M_H`$ dependence when the gluon couples to a heavy quark loop, which is probed by the virtual photon ($`g\gamma H\overline{H}`$).
Note that the hard scattering functions $`\widehat{F}_2`$ obey a renormalization group equation that is different from the standard renormalization group equation that applies in the case of light flavors only. To see why this is so, imagine that the $`\widehat{F}_2`$ functions obeyed the usual renormalization equation and that $`\widehat{F}_2(H,z/\lambda ,M_H/Q,\mu /Q,\alpha _s(\mu ))`$ were independent of $`M_H`$ at some fixed value of $`\mu `$. Then $`\widehat{F}_2`$ for $`a=H,\overline{H}`$ would depend on $`M_H`$ at other values of $`\mu `$ because the standard renormalization group equation mixes the heavy and light flavors and would mix $`M_H`$ dependence into $`\widehat{F}_2(H,z/\lambda ,M_H/Q,\mu /Q,\alpha _s(\mu ))`$.
This Simplified ACOT prescription has the advantage of being simple to state. In addition, its calculational simplicity could be crucial for applying variable-flavor-number prescriptions with mass in analyses that go beyond first order in $`\alpha _s`$.
## 5 The ACOT and S-ACOT prescriptions at first order
In this section, we analyze the ACOT prescription and its simplified version, the S-ACOT prescription, at order $`\alpha _s^1`$. We consider neutral current deeply inelastic scattering from a proton target in a $`Q^2`$ regime in which quarks $`1,\mathrm{},N`$ can be considered as light while a single quark, $`H`$, is considered to be heavy or light depending on the value of $`Q^2`$. In order to keep the analysis simple, contributions from all heavier quarks are ignored. We further simplify the problem by supposing that the vector boson current that probes the proton couples only to the heavy quark $`H`$ and its anti-quark $`\overline{H}`$, but not to the lighter quarks or gluons. (In a crude approximation, this is like taking ordinary deeply inelastic scattering but demanding that $`H`$ appear in the final state.) Let $`F`$ be one of the structure functions $`F_1`$, $`F_2/x`$ or $`F_3`$ for our special vector boson. We choose the factorization and renormalization scales $`\mu `$ equal to $`Q`$. We write the factorization formula for $`F`$ in the shorthand notation
$$F=\underset{a}{}\widehat{F}_af_{a/p}+𝒪(\mathrm{\Lambda }^2/Q^2),$$
(13)
where the sum runs over all partons $`a`$ including $`H`$ and $`\overline{H}`$. The $``$ denotes a convolution, so that Eq. (13) means
$$F(x,Q)=\underset{a}{}\frac{d\xi }{\xi }\widehat{F}_a(x/\xi ,Q;\alpha _s(Q))f_{a/p}(\xi ,\mu )+𝒪(\mathrm{\Lambda }^2/Q^2).$$
(14)
The functions $`\widehat{F}_a`$ in Eq. (13) are the hard scattering functions. They have an expansion in powers of $`\alpha _s`$. Keeping the first two terms in this expansion gives
$`F`$ $`=`$ $`\widehat{F}_H^{(0)}f_{H/p}+\widehat{F}_{\overline{H}}^{(0)}f_{\overline{H}/p}`$ (15)
$`+\widehat{F}_g^{(1)}f_{g/p}+\widehat{F}_H^{(1)}f_{H/p}+\widehat{F}_{\overline{H}}^{(1)}f_{\overline{H}/p}`$
$`+𝒪(\alpha _s^2)+𝒪(\mathrm{\Lambda }^2/Q^2),`$
where $`\widehat{F}_a^{(n)}`$ is the order $`\alpha _s^n`$ contribution to $`\widehat{F}_a`$.
In the ACOT prescription, we choose the order zero hard scattering function for a heavy quark to be
$$\widehat{F}_{H,\mathrm{ACOT}}^{(0)}=F_H^{(0)}(M_H),$$
(16)
where $`F_H^{(0)}(M_H)`$ is the calculated structure function for scattering from an initial state heavy quark of mass $`M_H`$ that is on its mass-shell. (To be precise, the heavy quark transverse momentum is taken to be zero, and the structure functions $`F_1,F_2/x,F_3`$ are extracted from the tensor $`W^{\mu \nu }`$ using the usual formula but with the quark momentum $`k^\mu `$ replaced by a light-like vector $`\stackrel{~}{k}^\mu =k^\mu [M_H^2/(2uk)]u^\mu `$, where $`u^\mu `$ is a light-like reference vector in the plane of $`q^\mu `$ and $`k^\mu `$.) The function $`F_H^{(0)}(M_H)`$ is rather complicated (see Ref. ), so we do not reproduce it here. The definition of $`\widehat{F}_{\overline{H},\mathrm{ACOT}}^{(0)}`$ for a heavy anti-quark is analogous.
The order $`\alpha _s`$ gluon hard scattering function in Eq. (15) has three pieces:
$$\widehat{F}_{g,\mathrm{ACOT}}^{(1)}=F_g^{(1)}(M_H)F_H^{(0)}(M_H)f_{H/g}^{(1)}(M_H)F_{\overline{H}}^{(0)}(M_H)f_{\overline{H}/g}^{(1)}(M_H).$$
(17)
Here $`F_g^{(1)}(M_H)`$ is the calculated structure function for scattering from an initial state massless gluon that is on its mass-shell, using graphs with a heavy quark loop and a heavy anti-quark loop. The function $`f_{H/g}^{(1)}(M_H)`$ is the calculated $`\alpha _s^1`$ contribution to the distribution of heavy quarks in an on-mass-shell gluon. Similarly, $`f_{\overline{H}/g}^{(1)}(M_H)`$ is the calculated $`\alpha _s^1`$ contribution to the distribution of heavy anti-quarks in an on-mass-shell gluon. Both functions are given by
$$f_{H/g}^{(1)}(\xi ,Q)=f_{\overline{H}/g}^{(1)}(\xi ,Q)=\frac{\alpha _s(Q)}{2\pi }\mathrm{ln}\frac{Q^2}{M_H^2}P_{qg}^{(1)}(\xi ),$$
(18)
where $`P_{q/g}`$ is the usual gluon $``$ quark splitting function $`P_{qg}(\xi )=T_F(\xi ^2+(1\xi )^2)`$.
The first order hard scattering function for a heavy quark has a structure similar to that of the corresponding function for a gluon,
$$\widehat{F}_{H,\mathrm{ACOT}}^{(1)}=F_H^{(1)}(M_H)F_H^{(0)}(M_H)f_{H/H}^{(1)}(M_H).$$
(19)
Here $`F_H^{(1)}(M_H)`$ is the order $`\alpha _s^1`$ contribution to the structure function for scattering from an initial state heavy quark that is on its mass-shell, as given in . The function $`f_{H/H}^{(1)}(M_H)`$ is the calculated $`\alpha _s^1`$ contribution to the distribution of heavy quarks in an on-mass-shell heavy quark,
$$f_{H/H}^{(1)}(\xi ,Q)=C_F\frac{\alpha _s(Q)}{2\pi }\left[\frac{1+\xi ^2}{1\xi }\left\{\mathrm{ln}\left(\frac{Q^2}{(1\xi )^2M_H^2}\right)1\right\}\right]_+,$$
(20)
where the + subscript denotes the usual prescription,
$$_0^1𝑑\xi f(\xi )\left[F(\xi )\right]_+=_0^1𝑑\xi \{f(\xi )f(1)\}F(\xi ).$$
(21)
This result can be calculated easily from the definition of MS parton distribution functions or it can be extracted from the ACOT subtraction terms in .
This defines the ACOT prescription at order $`\alpha _s^1`$. The prescription has two important properties.
* Property 1. For $`Q/M\mathrm{}`$, the hard scattering functions in Eq. (15) approach the hard scattering functions of the ZM-VFN prescription, in which the heavy quark $`H`$ is taken as a parton with zero mass.
To be specific, we have the relations:
$`\widehat{F}_{H,\text{ZM-VFN}}^{(0)}`$ $`=`$ $`F_H^{(0)}(0),`$
$`\widehat{F}_{g,\text{ZM-VFN}}^{(1)}`$ $`=`$ $`F_g^{(1)}(0)F_H^{(0)}(0)f_{H/g}^{(1)}(0)F_{\overline{H}}^{(0)}(0)f_{\overline{H}/g}^{(1)}(0),`$
$`\widehat{F}_{H,\text{ZM-VFN}}^{(1)}`$ $`=`$ $`F_H^{(1)}(0)F_H^{(0)}(0)f_{H/H}^{(1)}(0).`$ (22)
We should note that in a calculation with $`M_H=0`$, there are infrared divergences. Thus the calculations are performed in $`42ϵ`$ dimensions of space-time and $`1/ϵ`$ poles appear. The pole terms cancel in Eq. (22). Instead of using dimensional regulation and taking $`ϵ0`$, one could use an infrared regulator mass $`m`$ and let $`m0`$.
* Property 2. For $`Q`$ of order $`M_H`$, the structure function is that of the fixed-flavor-number prescription, up to corrections of order $`\alpha _s^2`$.
In the fixed-flavor-number prescription we have
$$F=F_g^{(1)}(M_H)f_{g/p}+𝒪(\alpha _s^2)+𝒪(\mathrm{\Lambda }^2/Q^2).$$
(23)
Property 2 follows because when the factorization scale, $`\mu =Q`$, is of order $`M`$, the heavy quark distribution function is given by the perturbative formula
$$f_{H/p}=f_{H/g}^{(1)}f_{g/p}+𝒪(\alpha _s^2).$$
(24)
First of all, since $`f_{H/p}`$ is of order $`\alpha _s`$, the terms
$$\widehat{F}_H^{(1)}f_{H/p}+\widehat{F}_{\overline{H}}^{(1)}f_{\overline{H}/p}$$
(25)
in Eq. (15) are of order $`\alpha _s^2`$ and can be dropped. This leaves
$`F`$ $`=`$ $`F_H^{(0)}(M_H)f_{H/p}+F_{\overline{H}}^{(0)}(M_H)f_{\overline{H}/p}`$ (26)
$`+`$ $`[F_g^{(1)}(M_H)F_H^{(0)}(M_H)f_{H/g}^{(1)}(M_H)F_{\overline{H}}^{(0)}(M_H)f_{\overline{H}/g}^{(1)}(M_H)]f_{g/p}`$
$`+`$ $`𝒪(\alpha _s^2)+𝒪(\mathrm{\Lambda }^2/Q^2).`$
Inserting Eq. (24) into Eq. (26), we obtain Eq. (23).
We can summarize properties 1 and 2 by saying that the ACOT prescription interpolates between the zero-mass prescription for $`M_HQ`$ and the fixed-flavor-number prescription for $`M_HQ`$.
What about the simplified ACOT prescription? We use the same formulas as for the ACOT prescription, but set $`M_H=0`$ in the hard scattering functions for heavy quarks:
$`\widehat{F}_{H,\text{S-ACOT}}^{(0)}`$ $`=`$ $`F_H^{(0)}(0),`$
$`\widehat{F}_{g,\text{S-ACOT}}^{(1)}`$ $`=`$ $`F_g^{(1)}(M_H)F_H^{(0)}(0)f_{H/g}^{(1)}(M_H)F_{\overline{H}}^{(0)}(0)f_{\overline{H}/g}^{(1)}(M_H),`$
$`\widehat{F}_{H,\text{S-ACOT}}^{(1)}`$ $`=`$ $`F_H^{(1)}(0)F_H^{(0)}(0)f_{H/H}^{(1)}(0).`$ (27)
Repeating the derivation just given, we see that properties 1 and 2 hold for the S-ACOT prescription. That is, the S-ACOT prescription also interpolates between the zero-mass prescription for $`M_HQ`$ and the fixed-flavor-number prescription for $`M_HQ`$. However the S-ACOT prescription has the advantage that the functions $`\widehat{F}_H`$ are easier to calculate.
## 6 Comparison of different prescriptions
In this section, we investigate how well the matching properties among the different prescriptions work. In the plots presented, the masses and couplings have been fixed to be consistent with the values used in the CTEQ4L/M fits, i.e. $`m_c=1.6`$ GeV, $`m_b=5`$ GeV . Below the bottom threshold $`\mathrm{n}_\mathrm{f}=4`$ active flavors are used for $`\alpha _s`$, and the scale has been chosen as $`\mu =Q`$.
### 6.1 Parton distribution matching
In the threshold region, the structure function calculated in the S-ACOT prescription matches that calculated in the FFN prescription, in which the heavy quark does not appear as a parton. This matching, Property 2, results from the fact that the heavy quark distribution function $`f_{H/p}(x,\mu )`$, matches the approximate function
$$\stackrel{~}{f}_{H/p}(\mu )=f_{H/g}^{(1)}(\mu )f_{g/p}(\mu ).$$
(28)
Both functions vanish at $`\mu =M_H`$ and, for $`\mu >M_H`$, the difference between them is of order $`\alpha _s^2`$. In this subsection, we study the quality of this matching.
In Figs. 1–3 we plot $`f_{H/p}(x,\mu )`$ and $`\stackrel{~}{f}_{H/p}(x,\mu )`$ for the case of the charm quark. In Fig. 1, we use CTEQ4L parton distributions, which are based on lowest order evolution. Fig. 1 reveals that the matching works very well when the order $`\alpha _s^1`$ evolution kernel is used for $`f_{H/p}(x,\mu )`$ and the order $`\alpha _s^1`$ perturbative expression (Eq. (28)) is used for $`\stackrel{~}{f}`$. In Fig. 2, we use CTEQ4M parton distributions, which are based on NLO evolution. We observe a mismatch because the full NLO evolution kernel is used for $`f_{H/p}`$ while the order $`\alpha _s^1`$ perturbative expansion is used for $`\stackrel{~}{f}`$. The difference between $`f`$ and $`\stackrel{~}{f}`$ is of order $`\alpha _s^2`$, but this difference is numerically quite large. Finally, we see in Fig. 3 that a close match is restored when the NLO evolution kernel is used for $`f`$ while $`\stackrel{~}{f}`$ is defined using a modified version of Eq. (28) in which we replace the leading order $`gH`$ evolution kernel in Eq. (18) by the next-to-leading order $`gH`$ evolution kernel.<sup>2</sup><sup>2</sup>2For the NLO perturbative expansion, we have included the $`\alpha _s^2`$ splitting kernels, $`P_{j/i}^{(2)}(\xi )`$. For simplicity, we have ignored iterated terms such as $`P_{k/j}^{(1)}P_{j/i}^{(1)}`$ which contribute as $`\mathrm{ln}^2(\mu /M_H)`$, and hence only play a role away from threshold.
We can draw two conclusions. First, the threshold matching discussed in the previous section will work order by order for the perturbation expansion.<sup>3</sup><sup>3</sup>3 At order $`\alpha _s^2`$, Property 2 is still preserved even though the matching conditions on the parton distribution functions are modified. The $`\alpha _s^2`$ matching conditions shift the evolved parton distribution functions $`f_{H/p}`$, but they also shift the “perturbative” parton distribution functions $`\stackrel{~}{f}_{H/p}`$ leaving the difference unchanged up to order $`\alpha _s^3`$. Second, the order $`\alpha _s^2`$ terms in the evolution kernel are quite large, so that the leading order calculations illustrated in this paper may not be sufficient for obtaining accurate predictions.<sup>4</sup><sup>4</sup>4 One might ask whether retaining the heavy quark mass in the kinematics (in the spirit of the “slow-rescaling” correction) might prove beneficial. The answer is that as long as the order of the parton distribution functions and the hard scattering coefficients are matched, this simply amounts to a shuffling of $`M_H/Q`$ terms between the quark and gluon initiated terms, cf., Eq. (6).
### 6.2 Structure function matching
In this subsection, we examine predictions for $`F_2^c(x,Q)`$, which we define here to be the contribution to $`F_2(x,Q)`$ from graphs in which the current couples to a charm quark. We compare $`F_2^c(x,Q)`$ calculated with the S-ACOT prescription at order $`\alpha _s`$ with that calculated with the original ACOT prescription, the ZM-VFN prescription in which the charm quark can appear as a parton but has zero mass, and the FFN prescription in which the charm quark has its proper mass but does not appear as a parton. For simplicity, we take $`\mu =Q`$. In our calculations, we evaluate the hard scattering coefficients $`\widehat{F}`$ at order $`\alpha _s`$. Thus for the ZM-VFN, ACOT, and S-ACOT prescriptions, the terms displayed in Eq. (15) are included. The functions $`\widehat{F}`$ are given by Eq. (22) for ZM-VFN, by Eqs. (16,17,19) for ACOT, and by Eq. (27) for S-ACOT. For the FFN prescription, there is only one term at order $`\alpha _s`$, as displayed in Eq. (23).
In Fig. 4 we show $`F_2^c(x,Q)`$ as a function of $`Q`$ for $`x=0.1`$. Then in Fig. 5 we show $`F_2^c(x,Q)`$ as a function of $`Q`$ for $`x=0.001`$. In each case we display results using both the CTEQ4L and CTEQ4M parton distributions.
When we use the CTEQ4L parton distributions, we notice that there is a close match between the S-ACOT result and the FFN result near $`Q=m_c`$. Based on the results of the previous subsection, we expect this matching to be degraded when we use CTEQ4M parton distributions because of the important role played by the order $`\alpha _s^2`$ term in the evolution kernel that is not matched in the lowest order calculation of the hard scattering function. This degradation is seen in the figures.
In the asymptotic regime, $`QM`$, we find the S-ACOT result approximates the ZM-VFN result, as expected.
We observe that the ACOT and S-ACOT prescriptions are effectively identical throughout the kinematic range. There is a slight difference in the threshold region, but this is small in comparison to the size of the $`\mu `$-variation (not shown). Hence the difference between the ACOT and S-ACOT results is of no physical consequence. The fact that the ACOT and S-ACOT prescriptions match extremely well throughout the full kinematic range provides explicit numerical verification that the S-ACOT prescription fully contains the physics.
## 7 Conclusions and outlook
We have performed a numerical study of different prescriptions for dealing with the quark mass in heavy quark leptoproduction. We have seen that the simplest prescription , S-ACOT, is numerically equivalent to the earlier ACOT prescription .
The S-ACOT prescription is extensible order by order in $`\alpha _s`$. At $`𝒪(\alpha _s^1)`$ we already find a significant simplification in the S-ACOT prescription as compared with the ACOT prescription. We expect that this simplification becomes even more dramatic at higher orders.
We have not attempted to implement the S-ACOT prescription at order $`\alpha _s^2`$, but we note that the NLO corrections in the the FFN prescription have been calculated , and that the leading (collinear) logarithms of the type $`\alpha _s^i\mathrm{log}^i(Q^2/M_H^2)`$ have been extracted in analytic form . Thus the S-ACOT subtraction term can be constructed as well.
Finally, we emphasize that the choice of a prescription for dealing with quark masses in the hard scattering coefficients for deeply inelastic scattering is a separate issue from the choice of definition of the parton distribution functions. For all of the prescriptions discussed here, one uses the standard MS definition of parton distributions.
## Acknowledgments
We thank J.C. Collins, R.J. Scalise, R.S. Thorne, and W.-K. Tung for valuable discussions and we thank S. Kretzer for making his NLO code available to us. We thank the CERN Theory Division, Fermilab Theory Group, and the University of Oregon for their kind hospitality during the period in which part of this research was carried out. This work is supported by the U.S. Department of Energy, the Lightner-Sams Foundation, and in part by the EU TMR contract FMRX-CT98-0194 (DG 12 - MIHT). |
warning/0003/gr-qc0003032.html | ar5iv | text | # The Transition from Inspiral to Plunge for a Compact Body in a Circular Equatorial Orbit Around a Massive, Spinning Black Hole
## I INTRODUCTION AND SUMMARY
The space-based Laser Interferometer Space Antenna (LISA) , if it flies, is likely to detect and study the gravitational waves from white dwarfs, neutron stars and small black holes with masses $`\mu 1M_{}`$, spiraling into Massive ($`M10^5`$$`10^8M_{}\mu `$) black holes in the nuclei of distant galaxies . In preparation for these studies, it is necessary to understand, theoretically, the radiation-reaction-induced evolution of the inspiral orbits, and the gravitational waveforms that they emit.
Regardless of an orbit’s shape and orientation, when $`\mu M`$ the orbital evolution can be divided into three regimes: (i) The adiabatic inspiral regime, in which the body gradually descends through a sequence of geodesic orbits with gradually changing “constants” of the motion $`E=(`$energy), $`L=(`$polar component of angular momentum), and $`Q=(`$Carter constant). (ii) A transition regime, in which the character of the orbit gradually changes from inspiral to plunge. (iii) A plunge regime, in which the body plunges into the horizon along a geodesic with (nearly) unchanging $`E`$, $`L`$ and $`Q`$.
The plunge regime, being (essentially) ordinary geodesic motion, is well understood; and the adiabatic inspiral regime is the focus of extensive current research (see, e.g. ). By contrast, so far as we are aware, there have been no publications dealing with the transition regime.
In 1990-91, we carried out an initial exploration of the transition regime for the special case of circular, equatorial orbits; but due to the press of other projects we did not publish it. Now, with prospects for LISA looking good, we have resurrected our work and present it here, in the context of LISA.
We begin, in Sec. II, by summarizing some key, well-known details of the inspiral and plunge regimes. Then in Sec. III A we present a qualitative picture of the transition from inspiral to plunge, based on the motion of a particle in a slowly changing effective potential (Fig. 1). With the aid of this qualitative picture, in Sec. III B we derive a non-geodesic equation of motion for the transition regime, and in Sec. III C we construct the solution to that equation of motion (Figs. 2 and 3). Then in Sec. IV, with the aid of our solution, we estimate the gravitational-wave signal strength from the transition regime and the signal-to-noise ratio that it would produce in LISA. We conclude that, with some luck, LISA may be able to detect and study the transition waves. In Sec. V we make concluding remarks about the need for further research.
## II ADIABATIC INSPIRAL AND PLUNGE
Throughout this paper we use Boyer-Lindquist coordinates $`(t,r,\theta ,\varphi )`$ for the massive hole’s Kerr metric, and we use geometrized units, with $`G=c=1`$. The hole’s mass is $`M`$ and the inspiraling body’s mass is $`\mu \eta M`$. We use $`M`$ and $`\mu `$ to construct dimensionless versions (denoted by tildes) of many dimensionfull quantities; for example, $`\stackrel{~}{r}=r/M`$, and $`\stackrel{~}{t}=t/M`$. The hole’s dimensionless spin parameter is $`a(`$spin angular momentum$`)/M^2`$ (with $`1<a<+1`$). The body moves around its circular, equatorial orbit in the $`+\varphi `$ direction, so $`a>0`$ corresponds to an orbit that is prograde relative to the hole’s spin, and $`a<0`$ to a retrograde orbit.
When the inspiraling body is not too close to the innermost stable circular orbit (isco), it moves on a circular geodesic orbit with dimensionless angular velocity
$$\stackrel{~}{\mathrm{\Omega }}M\mathrm{\Omega }=\frac{d\varphi }{d\stackrel{~}{t}}=\frac{1}{\stackrel{~}{r}^{3/2}+a}$$
(1)
(where $`\varphi `$ is angle around the orbit) and with orbital energy
$$E=\eta M\frac{12/\stackrel{~}{r}+a/\stackrel{~}{r}^{3/2}}{\sqrt{13/\stackrel{~}{r}+2a/\stackrel{~}{r}^{3/2}}}.$$
(2)
As it moves, the body radiates energy into gravitational waves at a rate given by
$$\dot{E}_{\mathrm{GW}}=\dot{E}=\frac{32}{5}\eta ^2\stackrel{~}{\mathrm{\Omega }}^{10/3}\dot{},$$
(3)
where $`\dot{}`$ is a general relativistic correction to the Newtonian, quadrupole-moment formula (Table II of Ref. ). This energy loss causes the orbit to shrink adiabatically at a rate given by
$$\frac{dr}{dt}=\frac{\dot{E}_{\mathrm{GW}}}{dE/dr}.$$
(4)
The inspiral continues adiabatically until the body nears the isco, which is at the dimensionless radius $`\stackrel{~}{r}_{\mathrm{isco}}=r_{\mathrm{isco}}/M`$ given by
$`\stackrel{~}{r}_{\mathrm{isco}}=`$ $`3+Z_2\mathrm{sign}(a)[(3Z_1)(3+Z_1+2Z_2)]^{1/2},`$ (7)
$`Z_11+(1a^2)^{1/3}[(1+a)^{1/3}+(1a)^{1/3}],`$
$`Z_2(3a^2+Z_{1}^{}{}_{}{}^{2})^{1/2};`$
cf. Table I. The circular geodesic orbit at the isco has dimensionless angular velocity (Table I), energy, and angular momentum given by
$$\stackrel{~}{\mathrm{\Omega }}_{\mathrm{isco}}M\mathrm{\Omega }=\frac{1}{\stackrel{~}{r}_{\mathrm{isco}}^{}{}_{}{}^{3/2}+a},$$
(8)
$$\stackrel{~}{E}_{\mathrm{isco}}\frac{E_{\mathrm{isco}}}{\mu }=\frac{E_{\mathrm{isco}}}{\eta M}=\frac{12/\stackrel{~}{r}_{\mathrm{isco}}+a/\stackrel{~}{r}_{\mathrm{isco}}^{}{}_{}{}^{3/2}}{\sqrt{13/\stackrel{~}{r}_{\mathrm{isco}}+2a/\stackrel{~}{r}_{\mathrm{isco}}^{}{}_{}{}^{3/2}}},$$
(9)
$$\stackrel{~}{L}_{\mathrm{isco}}\frac{L_{\mathrm{isco}}}{\mu M}=\frac{L_{\mathrm{isco}}}{\eta M^2}=\frac{2}{\sqrt{3\stackrel{~}{r}_{\mathrm{isco}}}}\left(3\sqrt{\stackrel{~}{r}_{\mathrm{isco}}}2a\right).$$
(10)
As the body nears the isco, its inspiral gradually ceases to be adiabatic and it enters the transition regime (Sec. III). Radiation reaction (as controlled by $`\dot{E}_{\mathrm{GW}}`$) continues to drive the orbital evolution throughout the transition regime, but gradually becomes unimportant as the transition ends and pure plunge takes over.
The plunge is described to high accuracy by reaction-free geodesic motion; Eqs. (33.32) of Ref. . Up to fractional corrections of order $`\eta ^{4/5}`$, the orbital energy and angular momentum of the plunging body are equal to $`E_{\mathrm{isco}}`$ and $`L_{\mathrm{isco}}`$ throughout the plunge. \[cf. Eq. (40) below\].
## III THE TRANSITION FROM ADIABATIC INSPIRAL TO PLUNGE
### A Qualitative Explanation of Transition
As the body nears its innermost stable circular orbit, $`r=r_{\mathrm{isco}}`$, the adiabatic approximation begins to break down. This breakdown can be understood in terms of the effective potential, which governs geodesic radial motion via the equation
$$\left(\frac{d\stackrel{~}{r}}{d\stackrel{~}{\tau }}\right)^2=\left(\frac{dr}{d\tau }\right)^2=\stackrel{~}{E}^2V(\stackrel{~}{r},\stackrel{~}{E},\stackrel{~}{L}),$$
(11)
where $`\stackrel{~}{E}E/\mu =E/(\eta M)`$, $`\stackrel{~}{L}L/(\mu M)=L/(\eta M^2)`$, and $`\stackrel{~}{\tau }\tau /M`$ are the body’s dimensionless energy, angular momentum, and proper time. The explicit form of the effective potential can be inferred from Eqs. (33.32) and (33.33) of MTW:
$`V(\stackrel{~}{r},\stackrel{~}{E},\stackrel{~}{L})`$ $`=`$ $`\stackrel{~}{E}^2{\displaystyle \frac{1}{\stackrel{~}{r}^4}}([\stackrel{~}{E}(\stackrel{~}{r}^2+a^2)\stackrel{~}{L}a]^2`$ (13)
$`(\stackrel{~}{r}^22\stackrel{~}{r}+a^2)[\stackrel{~}{r}^2+(\stackrel{~}{L}\stackrel{~}{E}a)^2]).`$
For a Schwarzschild black hole, this reduces to
$$V(\stackrel{~}{r},\stackrel{~}{E},\stackrel{~}{L})=\left(1\frac{2}{\stackrel{~}{r}}\right)\left(1+\frac{\stackrel{~}{L}^2}{\stackrel{~}{r}^2}\right)\text{for }a=0$$
(14)
(cf. Eq. (25.16) of MTW ).
Throughout the inspiral and transition regimes, the body moves along a nearly circular orbit; its change of radius during each circuit around the hole is $`\mathrm{\Delta }rr`$. (Only after the body is well into its final plunge toward the hole does $`\mathrm{\Delta }r`$ become comparable to $`r`$.) This near-circular motion guarantees that the ratio of the energy radiated to angular momentum radiated is equal to the body’s orbital angular velocity :
$$\frac{d\stackrel{~}{E}}{d\stackrel{~}{\tau }}=\stackrel{~}{\mathrm{\Omega }}\frac{d\stackrel{~}{L}}{d\stackrel{~}{\tau }}.$$
(15)
Correspondingly, in and near the transition regime, which occupies a narrow range of radii around $`\stackrel{~}{r}_{\mathrm{isco}}`$, the body’s energy and angular momentum are related by<sup>*</sup><sup>*</sup>* In reality, finite-mass-ratio effects, including those discussed in the paragraph preceding Eq. (22) below, will alter these energy-angular-momentum relations by amounts that scale as the first and higher powers of $`\eta `$. For example, in going from Eq. (15) to (16), there can be an integration constant $`\delta \stackrel{~}{E}`$ (which scales as $`\eta `$ or some higher power) so $`\stackrel{~}{E}=\stackrel{~}{E}_{\mathrm{isco}}+\delta \stackrel{~}{E}+\stackrel{~}{\mathrm{\Omega }}_{\mathrm{isco}}\xi `$. In the presence of such effects, we redefine $`\stackrel{~}{r}_{\mathrm{isco}}`$, $`\stackrel{~}{E}_{\mathrm{isco}}`$, and $`\stackrel{~}{L}_{\mathrm{isco}}`$ to be the values of these parameters at which the $`\eta `$-corrected $`V(\stackrel{~}{r},\stackrel{~}{E},\stackrel{~}{L})`$ has a flat inflection point, as in Fig. 1, and $`\stackrel{~}{\mathrm{\Omega }}_{\mathrm{isco}}`$ to be the orbital angular velocity at this $`\stackrel{~}{r}_{\mathrm{isco}}`$. Then Eqs. (16) remain valid even for finite mass ratio $`\eta `$.
$$\stackrel{~}{E}=\stackrel{~}{E}_{\mathrm{isco}}+\stackrel{~}{\mathrm{\Omega }}_{\mathrm{isco}}\xi ,\stackrel{~}{L}=\stackrel{~}{L}_{\mathrm{isco}}+\xi .$$
(16)
By combining Eqs. (16) and (13), we can regard the body’s effective potential as a function of $`\stackrel{~}{r}`$ and the difference $`\xi \stackrel{~}{L}\stackrel{~}{L}_{\mathrm{isco}}`$ of its orbital angular momentum from that of the isco.
Figure 1 shows $`V(\stackrel{~}{r},\xi )`$ for a sequence of angular momenta $`\xi _1,\mathrm{},\xi _5`$ around $`\xi =0`$. As $`\xi `$ decreases to $`\xi =0`$, the minimum of the potential flattens out and disappears; and just when it is disappearing, the minimum’s radius $`r_{\mathrm{min}}`$ is moving inward at an infinite rate: $`dr_{\mathrm{min}}/d\xi \mathrm{}`$ as $`\xi 0`$.
In the adiabatic regime of large $`\xi `$, the body sits always at the minimum of the effective potential. Its orbit is a slowly shrinking circle, guided inward by the motion of the minimum. As $`\xi `$ nears zero and the minimum’s inward speed grows large, the body’s inertia prevents it from continuing to follow the minimum. The body begins to lag behind, as depicted at $`\xi =\xi _2`$ in Fig. 1. This lag invalidates the adiabatic inspiral analysis of Sec. II and initiates the transition regime.
As $`\xi `$ continues to decrease, there comes a point (near $`\xi _5`$ in Fig. 1) at which the effective potential has become so steep that its inward force on the body dominates strongly over radiation reaction. There the transition regime ends, and the body begins to plunge inward rapidly on a nearly geodesic orbit with nearly constant $`\stackrel{~}{E}`$ and $`\stackrel{~}{L}`$. The objectives of the following subsections are to derive a set of equations describing the transition regime (Sec. III B), and show how the transition matches smoothly onto the adiabatic regime at large positive $`\xi `$ and to the plunge regime at large negative $`\xi `$ (Sec. III C).
### B Equation of Motion for Transition Regime
Throughout the transition regime, because the body moves on a nearly circular orbit with radius close to $`r_{\mathrm{isco}}`$, and because the body’s small mass $`\mu \eta MM`$ keeps its radiation reaction weak, its angular velocity remains very close to $`\mathrm{\Omega }_{\mathrm{isco}}`$
$$\frac{d\varphi }{d\stackrel{~}{t}}\stackrel{~}{\mathrm{\Omega }}\stackrel{~}{\mathrm{\Omega }}_{\mathrm{isco}},$$
(17)
and its proper time ticks at very nearly the standard isco rate
$$\frac{d\stackrel{~}{\tau }}{d\stackrel{~}{t}}\left(\frac{d\stackrel{~}{\tau }}{d\stackrel{~}{t}}\right)_{\mathrm{isco}}=\frac{\sqrt{13/\stackrel{~}{r}_{\mathrm{isco}}+2a/\stackrel{~}{r}_{\mathrm{isco}}^{}{}_{}{}^{3/2}}}{1+a/\stackrel{~}{r}_{\mathrm{isco}}^{}{}_{}{}^{3/2}};$$
(18)
cf. Eq. (5.4.5a) of .
This nearly circular motion at $`\stackrel{~}{r}\stackrel{~}{r}_{\mathrm{isco}}`$ produces gravitational waves which carry off angular momentum and energy at very nearly the same rate as they would for circular geodesic motion at $`\stackrel{~}{r}_{\mathrm{isco}}`$. This means that $`\stackrel{~}{E}`$ and $`\stackrel{~}{L}`$ evolve in accord with Eqs. (16), where
$$\frac{d\xi }{d\stackrel{~}{\tau }}=\kappa \eta ,$$
(19)
and
$$\kappa =\frac{32}{5}\stackrel{~}{\mathrm{\Omega }}_{\mathrm{isco}}^{}{}_{}{}^{7/3}\frac{1+a/\stackrel{~}{r}_{\mathrm{isco}}^{}{}_{}{}^{3/2}}{\sqrt{13/\stackrel{~}{r}_{\mathrm{isco}}+2a/\stackrel{~}{r}_{\mathrm{isco}}^{}{}_{}{}^{3/2}}}\dot{}_{\mathrm{isco}};$$
(20)
cf. Eqs. (3), (16), (18), and Table I. It is the smallness of $`\eta \mu /M`$ (e.g., $`\eta =10^5`$ for the realistic case of a $`10M_{}`$ black hole spiraling into the $`10^6M_{}`$ black hole) that makes the angular momentum $`\xi `$ evolve very slowly and keeps the body in a nearly circular orbit throughout the transition regime \[cf. the factors of $`\eta `$ that appear in Eqs. (19) and (33)—which with Eqs. (22) and (35) imply $`d\stackrel{~}{r}/d\stackrel{~}{\tau }\eta ^{3/5}`$.\]
In the transition regime, the body’s radial motion is described by the geodesic equation of motion with a radial self force per unit massThis radial self force, like the radiation reaction force that drives the inspiral, is produced by interaction of the body with its own gravitational field—that field having been influenced by the black hole’s spacetime geometry; see, e.g., Ref. . The contravariant radial component of the self force, with dimensionality restored using $`r=M\stackrel{~}{r}`$ and $`\tau =M\stackrel{~}{\tau }`$, is $`(dp^r/d\tau )_{\mathrm{self}}=(\mu d^2r/d\tau ^2)_{\mathrm{self}}=(\mu /M)(d^2\stackrel{~}{r}/d\stackrel{~}{\tau }^2)_{\mathrm{self}}=\eta ^2\stackrel{~}{F}_{\mathrm{self}}`$. $`\eta \stackrel{~}{F}_{\mathrm{self}}`$ inserted on the right-hand side:
$$\frac{d^2\stackrel{~}{r}}{d\stackrel{~}{\tau }^2}=\frac{1}{2}\frac{V(\stackrel{~}{r},\xi )}{\stackrel{~}{r}}+\eta \stackrel{~}{F}_{\mathrm{self}}.$$
(21)
(We write it as $`\eta \stackrel{~}{F}_{\mathrm{self}}`$ because its magnitude is proportional to $`\eta =\mu /M`$.)
The radial self force $`\eta \stackrel{~}{F}_{\mathrm{self}}`$ is nondissipative (since it has hardly any radial velocity with which to couple). This contrasts with the $`\varphi `$-directed radiation-reaction force, which couples to the orbital angular velocity to produce a shrinkage of the body’s angular momentum \[Eq. (19)\] and a corresponding decrease of its energy, $`d\stackrel{~}{E}/d\stackrel{~}{\tau }=\stackrel{~}{\mathrm{\Omega }}d\xi /d\stackrel{~}{\tau }`$. Because the radial force is nondissipative, it is of little importance. It can be absorbed into the nondissipative effective potential term $`\frac{1}{2}V/\stackrel{~}{r}`$ in the equation of motion. Doing so will not change the general character of the effective potential, as depicted in Fig. 1; it will merely change, by fractional amounts proportional to $`\eta `$, the various parameters that characterize the effective potential: the location $`\stackrel{~}{r}_{\mathrm{isco}}`$ of the innermost stable circular orbit (at which the $`\xi =0`$ effective potential curve has its inflection point), the values at the isco of the orbital energy and angular momentum $`\stackrel{~}{E}_{\mathrm{isco}}`$ and $`\stackrel{~}{L}_{\mathrm{isco}}`$, and the constant $`\alpha `$ defined below. There will be other $`\mathrm{O}(\eta )`$ changes in $`\stackrel{~}{r}_{\mathrm{isco}}`$, $`\stackrel{~}{E}_{\mathrm{isco}}`$, $`\stackrel{~}{L}_{\mathrm{isco}}`$ and $`\alpha `$ caused by the body’s own perturbation of the hole’s spacetime geometry. In this paper, we shall ignore all such changes, and correspondingly we shall neglect the radial self force $`\eta \stackrel{~}{F}_{\mathrm{self}}`$.
We shall describe the body’s location in the transition regime by
$$R\stackrel{~}{r}\stackrel{~}{r}_{\mathrm{isco}}.$$
(22)
Throughout the transition regime both $`R`$ and $`\xi `$ are small, and correspondingly the effective potential can be expanded in powers of $`R`$ and $`\xi `$. Up through cubic terms in $`R`$ and linear terms in $`\xi `$ (the order needed for our analysis), the effective potential takes the form
$$V(R,\xi )=\frac{2\alpha }{3}R^32\beta R\xi +\text{constant},$$
(23)
where $`\alpha `$ and $`\beta `$ are positive constants that we shall evaluate below. Note that for $`\xi =0`$, this is a simple cubic potential with inflection point at $`R=0`$, i.e. at $`\stackrel{~}{r}=\stackrel{~}{r}_{\mathrm{isco}}`$; and note that for $`\xi >0`$, it acquires a maximum and a minimum, while for $`\xi <0`$ it is monotonic; cf. Fig. 1. By inserting Eq. (23) into Eq. (21), setting $`\stackrel{~}{r}=\stackrel{~}{r}_{\mathrm{isco}}+R`$, and neglecting the radial self force or absorbing it into $`\stackrel{~}{r}_{\mathrm{isco}}`$, $`\alpha `$ and $`\beta `$ as described above, we obtain the following radial equation of motion:
$$\frac{d^2R}{d\stackrel{~}{\tau }^2}=\alpha R^2+\beta \xi .$$
(24)
By then setting $`\stackrel{~}{\tau }0`$ at the moment when $`\xi =0`$ and using Eq. (19) for the rate of change of $`\xi `$, so
$$\xi =\eta \kappa \stackrel{~}{\tau },$$
(25)
we bring our equation of motion into the form
$$\frac{d^2R}{d\stackrel{~}{\tau }^2}=\alpha R^2\eta \beta \kappa \stackrel{~}{\tau }.$$
(26)
We shall explore the consequences of this equation of motion in the next subsection, but first we shall deduce the values of $`\alpha `$ and $`\beta `$.
The constants $`\alpha `$ and $`\beta `$ can be evaluated from the following relations, which follow directly from (23), (22) and (16):
$$\alpha =\frac{1}{4}\left(\frac{^3V(\stackrel{~}{r},\stackrel{~}{E},\stackrel{~}{L})}{\stackrel{~}{r}^3}\right)_{\mathrm{isco}},$$
(27)
$$\beta =\frac{1}{2}\left(\frac{^2V(\stackrel{~}{r},\stackrel{~}{E},\stackrel{~}{L})}{\stackrel{~}{L}\stackrel{~}{r}}+\stackrel{~}{\mathrm{\Omega }}\frac{^2V(\stackrel{~}{r},\stackrel{~}{E},\stackrel{~}{L})}{\stackrel{~}{E}\stackrel{~}{r}}\right)_{\mathrm{isco}}.$$
(28)
By inserting expression (13) into these relations, we obtain $`\alpha `$ and $`\beta `$ in the limit $`\eta \mu /M0`$:
$`\alpha `$ $`=`$ $`{\displaystyle \frac{3}{\stackrel{~}{r}_{\mathrm{isco}}^6}}\left(\stackrel{~}{r}^2+2[a^2(\stackrel{~}{E}^21)\stackrel{~}{L}^2]\stackrel{~}{r}+10(\stackrel{~}{L}a\stackrel{~}{E})^2\right)_{\mathrm{isco}}`$ (29)
$`=`$ $`{\displaystyle \frac{1}{1296}}\text{for }a=0,`$ (30)
$`\beta `$ $`=`$ $`{\displaystyle \frac{2}{\stackrel{~}{r}_{\mathrm{isco}}^4}}\left((\stackrel{~}{L}a^2\stackrel{~}{E}\stackrel{~}{\mathrm{\Omega }})\stackrel{~}{r}3(\stackrel{~}{L}a\stackrel{~}{E})(1a\stackrel{~}{\mathrm{\Omega }})\right)_{\mathrm{isco}}`$ (31)
$`=`$ $`{\displaystyle \frac{1}{36\sqrt{3}}}\text{for }a=0.`$ (32)
Here $`\stackrel{~}{r}_{\mathrm{isco}}`$ and $`\stackrel{~}{\mathrm{\Omega }}_{\mathrm{isco}}`$ are given by Eqs. (7) and (8); and $`\stackrel{~}{L}_{\mathrm{isco}}`$ and $`\stackrel{~}{E}_{\mathrm{isco}}`$ are expressed in terms of $`\stackrel{~}{r}_{\mathrm{isco}}`$ by Eqs. (9) and (10). Numerical values of $`\alpha `$ and $`\beta `$, computed from these equations, are tabulated in Table I.
### C Solution for Motion in the Transition Regime
The equation of motion in the transition regime, Eq. (26), can be converted into dimensionless form by setting
$$R=\eta ^{2/5}R_oX,\stackrel{~}{\tau }=\eta ^{1/5}\tau _oT,$$
(33)
where
$$R_o=(\beta \kappa )^{2/5}\alpha ^{3/5},\tau _o=(\alpha \beta \kappa )^{1/5};$$
(34)
cf. Table I. The resulting dimensionless equation of motion is
$$\frac{d^2X}{dT^2}=X^2T.$$
(35)
We seek the unique solution of this differential equation which, at early times $`T1`$, joins smoothly onto the adiabatic inspiral solution of Sec. II. In that adiabatic inspiral, the orbit is the circle at the minimum of the effective potential of Fig. 1 and Eq. (23), i.e., the circle at $`R=\sqrt{\beta \xi /\alpha }=\sqrt{\beta \kappa \eta \tau /\alpha }`$, which translates into
$$X=\sqrt{T}\text{for adiabatic inspiral near the isco.}$$
(36)
We have not been able to find an analytic formula for the solution to the equation of motion (35) that joins smoothly onto this adiabatic solution, but it is easy to construct the unique solution numerically. It is plotted in Figures 2 and 3, along with the adiabatic inspiral solution (36) and the plunge solution \[Eq. (38) below\].
The transition solution is well approximated by adiabatic inspiral at times $`T<1`$, but at $`T>1`$ it deviates from adiabatic inspiral and evolves smoothly into a plunge. The solution diverges ($`X\mathrm{}`$) at a finite time $`T=T_{\mathrm{plunge}}3.412`$.The divergence of $`X`$ at $`T=T_{\mathrm{plunge}}`$ does not imply a divergence of $`r`$ or any other physical quantity. Rather, it marks the breakdown of the transition approximation at very large values of $`|X|`$, $`|X|X_{\mathrm{break}}\eta ^{2/5}`$; \[cf. Eq. (33)\]. More specifically, when $`XX_{\mathrm{break}}`$, higher-order terms in the Taylor expansion (23) become important and stop the divergence. Well before this (in fact, throughout the range $`1XX_{\mathrm{break}}`$) both the transition approximation and the free-fall approximation ($`\stackrel{~}{E}=\stackrel{~}{E}_{\mathrm{final}}=\text{constant}`$, $`\stackrel{~}{L}=\stackrel{~}{L}_{\mathrm{final}}=\text{constant}`$) are valid, so these two approximations can be matched in this regime to obtain a solution valid all the way down to the horizon. The same type of breakdown also occurs at the other asymptotic limit $`+XX_{\mathrm{break}}`$: The transition regime’s adiabatic-inspiral equation (36) breaks down and must be replaced, via matching at $`1XX_{\mathrm{break}}`$, by the exact Kerr metric’s adiabatic inspiral formulae .
In the plunge regime, radiation reaction is unimportant; i.e., the orbit evolves inward with (very nearly) constant orbital angular momentum $`\stackrel{~}{L}\stackrel{~}{L}_{\mathrm{final}}`$ and energy $`\stackrel{~}{E}\stackrel{~}{E}_{\mathrm{final}}`$ (which we evaluate below); i.e., the orbit is well approximated by geodesic free fall. In the dimensionless equation of motion (35), the free-fall approximation translates into neglecting the last term, $`T`$, so $`d^2X/dT^2=X^2`$, which has the analytic first integral
$$dX/dT=\sqrt{\mathrm{constant}\frac{2}{3}X^3}.$$
(37)
For large $`|X|`$, the constant can be neglected and we obtain the analytic solution
$$X=\frac{6}{(T_{\mathrm{plunge}}T)^2}\text{for plunge near the isco,}$$
(38)
which is plotted in Figs. 2 and 3.
Combining Eqs. (16), (25), and (33), one finds that throughout the transition regime, the energy and angular-momentum deficits (i.e., the deviations of $`\stackrel{~}{E}`$ and $`\stackrel{~}{L}`$ from their isco values) scale as $`\eta ^{4/5}`$. In particular, the final deficits in the plunge stage are given by
$`\stackrel{~}{L}_{\mathrm{final}}\stackrel{~}{L}_{\mathrm{isco}}`$ $`=`$ $`(\kappa \tau _0T_{\mathrm{plunge}})\eta ^{4/5},`$ (39)
$`\stackrel{~}{E}_{\mathrm{final}}\stackrel{~}{E}_{\mathrm{isco}}`$ $`=`$ $`\stackrel{~}{\mathrm{\Omega }}_{\mathrm{isco}}(\kappa \tau _0T_{\mathrm{plunge}})\eta ^{4/5},`$ (40)
where, as was noted above,
$$T_{\mathrm{plunge}}=3.412.$$
(41)
## IV Gravitational Waves from Transition Regime, and their Observability
The gravitational waves emitted in the transition regime are all near the orbital frequency $`2\pi \mathrm{\Omega }_{\mathrm{isco}}`$ and its harmonics. The strongest waves are at the second harmonic (twice the orbital frequency):
$$f2\frac{\mathrm{\Omega }_{\mathrm{isco}}}{2\pi }=\frac{\stackrel{~}{\mathrm{\Omega }}_{\mathrm{isco}}}{\pi M}.$$
(42)
We shall compute their properties.
The transition waves last for a proper time $`\mathrm{\Delta }\tau =M\mathrm{\Delta }\stackrel{~}{\tau }=M\eta ^{1/5}\stackrel{~}{\tau }_o\mathrm{\Delta }T`$, during which the body spirals inward through a radial distance $`\mathrm{\Delta }r=M\mathrm{\Delta }R=M\eta ^{2/5}R_o\mathrm{\Delta }X`$, where $`\mathrm{\Delta }T`$ covers the range $`T1`$ to $`2.3`$ and $`\mathrm{\Delta }X`$ covers the range $`X1`$ to $`X5`$ (Fig. 3); i.e.,
$$\mathrm{\Delta }T=3.3,\mathrm{\Delta }X=6.$$
(43)
Correspondingly, neglecting any cosmological redshift, the duration of the transition waves as seen at Earth is
$$\mathrm{\Delta }t=\frac{M}{(d\stackrel{~}{\tau }/d\stackrel{~}{t})_{\mathrm{isco}}}\eta ^{1/5}\stackrel{~}{\tau }_o\mathrm{\Delta }T,$$
(44)
and their frequency band is $`\mathrm{\Delta }f=(1/\pi M)(d\stackrel{~}{\mathrm{\Omega }}/d\stackrel{~}{r})_{\mathrm{isco}}\mathrm{\Delta }\stackrel{~}{r}`$, which, using the above expression for $`\mathrm{\Delta }r`$ and Eq. (1) for $`\stackrel{~}{\mathrm{\Omega }}(\stackrel{~}{r})`$, gives
$$\mathrm{\Delta }f=\frac{3}{2\pi M}\stackrel{~}{\mathrm{\Omega }}_{\mathrm{isco}}^2\sqrt{\stackrel{~}{r}_{\mathrm{isco}}}\eta ^{2/5}R_o\mathrm{\Delta }X.$$
(45)
The total number of cycles of these transition waves is
$$N_{\mathrm{cyc}}=f\mathrm{\Delta }t=\frac{\stackrel{~}{\mathrm{\Omega }}_{\mathrm{isco}}\stackrel{~}{\tau }_o}{\pi (d\stackrel{~}{\tau }/d\stackrel{~}{t})_{\mathrm{isco}}}\eta ^{1/5}\mathrm{\Delta }T.$$
(46)
These second-harmonic waves arriving at Earth have the form $`h_+=h_{+\mathrm{amp}}\mathrm{cos}(2\pi f𝑑t+\phi _+)`$, $`h_\times =h_{\times \mathrm{amp}}\mathrm{cos}(2\pi f𝑑t+\phi _\times )`$, where $`\phi _+`$ and $`\phi _\times `$ are constant phases. The amplitudes $`h_{+\mathrm{amp}}`$ and $`h_{\times \mathrm{amp}}`$ depend on the source’s orientation. When one squares and adds these amplitudes and then averages over the sky (“$`\mathrm{}`$”), one obtains an rms amplitude
$$h_{\mathrm{amp}}^{\mathrm{rms}}=h_{+\mathrm{amp}}^2+h_{\times \mathrm{amp}}^2^{1/2},$$
(47)
which is related to the power being radiated into the second harmonic by $`\dot{E}_2=4\pi D^2(h_{\mathrm{amp}}^{\mathrm{rms}})^2(2\pi f)^2/(32\pi )`$; cf. Eq. (35.27) of MTW . Here $`D`$ is the distance to the source. Equating this to the radiated power $`\dot{E}_2=(32/5)\eta ^2\stackrel{~}{\mathrm{\Omega }}_{\mathrm{isco}}^{10/3}\dot{}_{\mathrm{},2}`$ , where $`\dot{}_{\mathrm{},2}`$ is a relativistic correction factor listed on the first line of Table IV of , we obtain the following expression for the waves’ rms amplitude
$$h_{\mathrm{amp}}^{\mathrm{rms}}=\frac{8}{\sqrt{5}}\frac{M\eta }{D}\stackrel{~}{\mathrm{\Omega }}_{\mathrm{isco}}^{2/3}\sqrt{\dot{}_{\mathrm{},2}}.$$
(48)
The signal to noise ratio $`S/N`$ that these waves produce in LISA depends on the orientations of LISA and the source relative to the line of sight between them. When one squares $`S/N`$ and averages over both orientations, then takes the square root, one obtains
$$\left(\frac{S}{N}\right)_{\mathrm{rms}}=\frac{h_{\mathrm{amp}}^{\mathrm{rms}}}{\sqrt{5S_h(f)/\mathrm{\Delta }t}}.$$
(49)
Here $`5S_h(f)`$ is the spectral density of LISA’s strain noise inverse-averaged over the sky<sup>§</sup><sup>§</sup>§ i.e., $`1/(5S_h)`$ average over the sky of 1/(spectral density). The factor $`5`$ in this definition is to produce accord with the conventional notation for ground-based interferometers, where $`S_h(f)`$ denotes the spectral density for waves with optimal direction and polarization. In the case of LISA, at frequencies above about 0.01 Hz, the beam pattern shows sharp frequency-dependent variations with direction due to the fact that the interferometer arms are acting as one-pass delay lines rather than optical cavities, and this produces a more complicated dependence of sensitivity on angle than for ground-based interferometers. As a result, $`S_h`$ (as we have defined it) is the spectral density for optimal direction and polarization only below about 0.01 Hz, not above. and $`1/\mathrm{\Delta }t`$ is the band width associated with the waves’ duration $`\mathrm{\Delta }t`$.
The noise spectral density $`S_h(f)`$ for the current straw-man design of LISA has been computed by the LISA Mission Definition Team . An analytic fit to this $`S_h(f)`$, after averaging over some small-amplitude oscillations that occur at $`f>0.01`$ Hz, is the following:
$`S_h(f)=`$ $`[(4.6\times 10^{21})^2+(3.5\times 10^{26})^2\left({\displaystyle \frac{1\mathrm{H}\mathrm{z}}{f}}\right)^4`$ (51)
$`+(3.5\times 10^{19})^2\left({\displaystyle \frac{f}{1\mathrm{H}\mathrm{z}}}\right)^2]\mathrm{Hz}^1.`$
The rate for $`\mu 10M_{}`$ black holes to spiral into $`M10^6M_{}`$ black holes in galactic nuclei has been estimated by Sigurdsson and Rees ; their “very conservative” result is $``$ one event per year out to 1 Gpc. The inspiraling holes are likely to be in rather eccentric, nonequatorial orbits , for which our analysis needs to be generalized. If, however, the orbit is circular and equatorial and the holes are at 1 Gpc distance, then the above formulas give the numbers shown in Table II.
As shown in the table, the signal to noise for this source is of order unity. With some luck in the orientation of LISA, the orientation of the source, the distance to the source, and/or the holes’ masses, a $`S/N`$ of a few might occur. Since the signal would already have been detected from the much stronger adiabatic inspiral waves, this signal strength could be enough to begin to explore the details of the transition from inspiral to plunge.
## V Conclusions
Our analysis of the transition regime has been confined to circular, equatorial orbits. This is a serious constraint, since there is strong reason to expect that most inspiraling bodies will be in orbits that are strongly noncircular and nonequatorial . Our estimated signal-to-noise ratio, $`S/N1`$, for LISA’s observations of the transition regime from a circular, equatorial orbit at the plausible distance $`1`$ Gpc suggests that for more realistic orbits the transition regime might be observable. This prospect makes it important to generalize our analysis to more realistic orbits.
Full analyses for equatorial, noncircular orbits and for nonequatorial, circular orbits can be carried out using techniques now in hand: the Teukolsky formalism, and computations of the orbital evolution based on the energy and angular momentum radiated down the hole and off to infinity (see, e.g., Ref. and references therein). For nonequatorial, noncircular orbits, the analysis should also be possible with existing techniques — up to an unknown radiation-reaction-induced rate of evolution of the Carter constant. That unknown quantity could be left as a parameter in the analysis, to be determined when current research on gravitational radiation reaction has reached fruition.
When this paper was in near final form, we became aware of a similar analysis, by Buonanno and Damour , of the transition from inspiral to plunge. Whereas we treat the case of infinitesimal mass ratio $`\eta 1`$ and finite black-hole spin $`1<a<+1`$, Buananno and Damour treat finite $`\eta `$ ($`0<\eta 1/4`$) and vanishing spins $`a=0`$. Both analyses give the same dimensionless equation of motion (35) for the transition regime.
## Acknowledgments
We thank James Anderson for helpful discussions, Theocharis Apostolatos and Richard O’Shaughnessy for checking some details of our analysis, and Sam Finn for helpful advice and for permission to use unpublished results from his numerical solutions of the Teukolsky equation; see Tables I and II. This work was supported in part by NASA grant NAG5-6840, and in view of its potential applications to LIGO, also by NSF grant AST-9731698. |
warning/0003/hep-ph0003307.html | ar5iv | text | # UCLA/00/TEP/5 MPI-PhT/2000-05 March 2000 Measurement of the gluon PDF at small 𝑥 with neutrino telescopes
## I Introduction
Atmospheric neutrinos and muons are the most important source of background for present and future neutrino telescopes, which are expected to open a new window in astronomy by detecting neutrinos from astrophysical sources.
At energies above 1 TeV, atmospheric lepton fluxes have a prompt component consisting of neutrinos and muons created in semileptonic decays of charmed particles, as opposed to the conventional leptons coming from decays of pions and kaons. Thus a model for charm production and decays in the atmosphere is required.
We base our model on QCD, the theoretically preferred model, to compute the charm production. We use a next-to-leading order perturbative QCD (NLO pQCD) calculation of charm production in the atmosphere, followed by a full simulation of particle cascades generated with PYTHIA routines .
We have already examined the prompt muon and neutrino fluxes in two previous papers (called GGV1 and GGV2 from now on).
In our first paper , we found that the NLO pQCD approach produces fluxes in the bulk of older predictions (not based on pQCD) as well as of the recent pQCD semianalytical analysis of Pasquali, Reno and Sarcevic . We also explained the reason of the low fluxes of the TIG model , the first to use pQCD in this context, which were due to the chosen extrapolation of the gluon partonic distribution function (PDF) at small momentum fractions $`x`$, and we confirmed the overall validity of their pioneering approach to the problem.
In our second paper , we analyzed in detail the dependence of the fluxes on the extrapolation of the gluon PDF at small $`x`$, which, according to theoretical models, is assumed to be a power law with exponent $`\lambda `$,
$$xg(x)x^\lambda ,$$
(1)
with $`\lambda `$ in the range 0–0.5. Particle physics experiments are yet unable to determine the value of $`\lambda `$ at $`x<10^5`$. We found that the choice of different values of $`\lambda `$ at $`x<10^5`$ leads to a wide range of final background fluxes at energies above 10<sup>5</sup> GeV.
Due to this result, in GGV2 we suggested the possibility of measuring $`\lambda `$ through the atmospheric leptonic fluxes at energies above $`10^5`$ GeV, not the absolute fluxes, because of their large theoretical error, but rather through their spectral index (i.e. the “slope”). In particular, we now propose to use the slope of the flux of down-going muons.
We want to stress that we are proposing to use down-going muons, at energies $`E_\mu 100`$ TeV, where prompt muons dominate over conventional ones, and not up-going neutrino-induced muons whose flux is orders of magnitude smaller. While an important contribution to up-going muons is expected from astrophysical neutrinos, there is no background for down-going atmospheric muons.
In this paper we further investigate the possibility of measuring $`\lambda `$, in the more general context of an overall error analysis of our model.
We can identify five potential causes of uncertainty in our final results. The first one is the possible presence of large logarithms of the type $`\alpha _s\mathrm{ln}p_T^2`$ and $`\alpha _s\mathrm{ln}s`$ (the latter are the so called “$`\mathrm{ln}(1/x)`$” terms). The second is the treatment of the multiplicity in the production of $`c\overline{c}`$ at high energies.
The third one consists of all the sources of uncertainty hidden in the treatment of particle cascades generated by PYTHIA. The fourth one is the uncertainty in the NLO pQCD charm production model we use. This includes the dependence of the fluxes on the three parameters of the model and the PDF’s used. The fifth and final one is the choice of the primary cosmic ray flux, which is the input of our simulation. Of all these potential sources of uncertainty we conclude that only the last two are relevant.
We deal with these five potential sources of error in turn. In Sect. II we address the question of the large logarithms $`\alpha _s\mathrm{ln}p_T^2`$ and $`\alpha _s\mathrm{ln}s`$, and in Sect. III we analyze the problem of multiplicity in our charm production mechanism.
In Sect. IV we consider the uncertainties due to the cascade generation by PYTHIA and to our NLO pQCD charm production (the core of our analysis). Here we evaluate the errors due to the parameters of the model, errors that affect the charm production cross section, the final differential and integrated fluxes and their spectral indices. We also determine how the final results (fluxes and their spectral indices) are affected by the choice of different extrapolations of the PDF’s at $`x<10^5`$.
We are finally ready in Sect. V to discuss how $`\lambda `$ could be measured. We study the dependence on the different extrapolations of $`\lambda `$ at $`x<10^5`$, we consider the spectral indices and, using the discussion of Sect. IV, we provide an estimate of the errors on these indices and examine the feasibility of an experimental determination of $`\lambda `$ at $`x<10^5`$ with neutrino telescopes.
Finally in Sect. VI we discuss the error on the determination of $`\lambda `$ coming from the uncertainties in the elemental composition of the cosmic ray flux.
The determination of $`\lambda `$ at small $`x<10^5`$ is important because in this range saturation, unitarity and shadowing effects should become important. The PDF sets we use have been derived without including saturation effects. Even if this procedure seems to work very well in the HERA regime (where there might be some indications of saturation already, see e.g. ), here we are extrapolating the resulting gluon PDF’s at even smaller $`x`$ values where saturation may become important. With respect to unitarity, using the expression of the Froissart bound on the gluon structure functions given in Eq. 31 of Ref. we see that the extrapolated gluon PDF’s we use, with $`\lambda =0.40.5`$, violate this bound at $`x`$ values between 0.5 $`\times 10^7`$ and 1 $`\times 10^7`$, for the characteristic momenta $`Q^2m_c^23`$ GeV<sup>2</sup> we have, which corresponds to leptonic energies of $`12\times 10^6`$ GeV. Always using the Froissart bound on the gluon PDF as given in the Eq. 31 of Ref. , the gluon PDF‘s extrapolated with $`\lambda 0.3`$ encounter this bound at $`x<10^8`$, what corresponds to leptonic energies larger than $`10^8`$ GeV, beyond the energy range relevant in this paper. Shadowing of the gluons in the atmospheric nucleons and nuclei, which we have not included here, could decrease the amplitude of the gluon PDF’s by about $`10\%`$ at $`x10^5`$ and up to as much as $`30`$ to $`40\%`$ at $`x10^7`$ (see e.g. ), what would also change the effective value of $`\lambda `$. There are no shadowing effects in the cosmic ray nucleons and nuclei. Only the dominant $`x`$ of the gluons in the atmosphere is small in our calculation, while the dominant $`x`$ of the partons in the cosmic rays is large. Thus shadowing effects do not depend on the unknown composition of cosmic rays, but could only be important for the atmospheric partons. The reason for the different characteristic values of $`x`$ in the target and projectile partons is the following (for more details see GGV2). Due to the steep decrease with increasing energy of the incoming flux of cosmic rays, only the most energetic charm quarks produced count and those come from the interaction of projectile partons carrying a large fraction of the incoming nucleon momentum. Thus, the characteristic $`x`$ of the projectile parton, $`x_1`$, is large. It is $`x_1O(10^1)`$. We can, then, inmediately understand that very small parton momentum fractions are needed in our calculation, because typical partonic center of mass energies $`\sqrt{\widehat{s}}`$ are close to the $`c\overline{c}`$ threshold, $`2m_c2`$ GeV, (since the differential $`c\overline{c}`$ production cross section decreases with increasing $`\widehat{s}`$) while the total center of mass energy squared is $`s=2m_NE`$ (with $`m_N`$ the nucleon mass, $`m_N1`$ GeV). Calling $`x_2`$ the momentum fraction of the target parton (in a nucleous of the atmosphere), then, $`x_1x_2\widehat{s}/s=4m_c^2/(2m_NE)`$ GeV/$`E`$. Thus, $`x_2O`$(GeV/0.1 $`E`$), where $`E`$ is the energy per nucleon of the incoming cosmic ray in the lab. frame. The characteristic energy $`E_c`$ of the charm quark and the dominant leptonic energy $`E_l`$ in the fluxes are $`E_lE_c0.1E`$, thus $`x_2O`$(GeV/ $`E_l`$).
## II Importance of the $`\alpha _s\mathrm{ln}(1/x)`$ terms
We address here a concern that has been expressed to us several times, about the applicability of perturbative QCD calculations, mostly done for accelerator physics, to the different kinematic domain of cosmic rays.
Contrary to the case in accelerators, we do not have the uncertainty present in the differential cross sections when the transverse momentum $`p_T`$ is much larger than $`m_c`$, uncertainty which is due to the presence of large logarithms of $`(p_T^2+m_c^2)/m_c^2`$. The reason is that we do not have a forward cut in acceptance, and so the characteristic transverse charm momentum in our simulations is of the order of the charm mass, $`p_TO(m_c)`$, and not $`p_TO(m_c)`$ as in accelerator experiments.
We may however, depending on the steepness of the gluon structure function $`\lambda `$, have large logarithms of the type $`\alpha _s\mathrm{ln}s`$, known as “$`\mathrm{ln}(1/x)`$” terms (here $`x\sqrt{4m_c^2/s}`$ is the average value of the hadron energy fraction needed to produce the $`c\overline{c}`$ pair at hadronic center of mass energy squared $`s`$). These “$`\mathrm{ln}(1/x)`$” terms arise when the t-channel gluon exchange becomes large, and eventually they have to be resummed. Although techniques exist for resumming these logarithms , we have not done it. On the other hand we have phenomenologically altered the behavior of the parton distribution functions at small $`x`$ by imposing a power law dependence of the form $`xf(x)x^\lambda `$. This is analogous to resumming the $`\mathrm{ln}(1/x)`$ terms in a universal fashion and absorbing them in an improved evolution equation for the gluon density (such as the Balitskyiĭ-Fadin-Kuraev-Lipatov (BFKL) evolution equation) , a procedure which increases $`\lambda `$. For sufficiently large $`\lambda `$, the large $`\mathrm{ln}(1/x)`$ terms should not be present.
To find if our NLO $`c\overline{c}`$ cross sections are dominated by the $`\mathrm{ln}(1/x)`$ terms, we have used the following qualitative criterion . We have plotted the ratio
$$R=\frac{\sigma _{NLO}\sigma _{LO}}{\sigma _{LO}\alpha _s\mathrm{ln}(s/m_c^2)/\pi }$$
(2)
as a function of the beam energy $`E`$. If the ratio is constant we are dominated by the $`\mathrm{ln}(1/x)`$ terms and if it decreases we are not. The good behavior is a decreasing $`R`$. Figure 1 shows indeed that up to highest energy we consider in this paper, i.e. $`10^{11}`$ GeV, $`R`$ decreases for $`\lambda 0.2`$, but is roughly constant for smaller $`\lambda `$’s. This indicates that we are not dominated by the $`\mathrm{ln}(1/x)`$ terms provided $`\lambda 0.2`$.
Clearly, this test involving the $`R`$ ratio does not say anything about $`ln(1/x)`$ higher order corrections. One can only argue that if the $`ln(1/x)`$ terms are not dominant at NLO (for $`R`$ decreasing with energy) the corresponding $`[ln(1/x)]^n`$ terms may also be non-dominant in higher order corrections. In any event, the data on charm production that could be inferred at $`x<10^5`$, from the slope of atmospheric muon fluxes, really give information on the product of the gluon PDF and the parton cross section and a measurement of this product is useful. One can expect that the $`ln(1/x)`$ terms at higher order may be better understood by the time the data will come.
## III Multiplicity in charm production
Another concern is the fact that at high energies the charm production cross section we use is sometimes larger than the total $`pp`$ cross section. At first sight this seems absurd, but we show here that the cross section we use is the inclusive cross section, which contains the charm multiplicity, i.e. it counts the number of $`c\overline{c}`$ pairs produced, and so can be larger than the total cross section. On the other hand, the contribution of $`c\overline{c}`$ producing events to the total $`pp`$ cross section, i.e. the cross section for producing at least one $`c\overline{c}`$ pair, is always smaller than the total $`pp`$ cross section.
We call $`\sigma _{QCD}`$ the perturbative QCD cross section of $`c\overline{c}`$ pair production in $`pp`$ collisions,
$$\sigma _{QCD}=\underset{ij}{}\sigma _{QCD}(ijc\overline{c}),$$
(3)
where the sum is over the partons $`i`$ and $`j`$ in the colliding nucleons, and
$$\sigma _{QCD}(ijc\overline{c})=𝑑x_1𝑑x_2𝑑Q^2\frac{d\widehat{\sigma }(ijc\overline{c})}{dQ^2}f_i(x_1,\mu _F^2)f_j(x_2,\mu _F^2).$$
(4)
Here $`d\widehat{\sigma }(ijc\overline{c})/dQ^2`$ is the $`ijc\overline{c}`$ parton scattering cross section, $`Q^2`$ is the four-momentum transfer squared, $`x_i`$ is the fraction of the momentum of the parent nucleon carried by parton $`i`$, and $`f_i(x,\mu _F^2)`$ is the usual parton distribution function for parton momentum fraction $`x`$ and factorization scale $`\mu _F`$.
In the scattering of each pair of partons (one parton from the target and one from the projectile) only one $`c\overline{c}`$ pair may be produced, but the number of parton pairs interacting in each nucleon-nucleon collision is in general not limited to one and it increases with the number of partons $`f(x,\mu _F^2)dx`$ in each nucleon.
For $`\lambda `$ close to 0.5, $`\sigma _{QCD}`$ becomes larger than the total $`pp`$ cross section $`\sigma _{pp}200\mathrm{mb}`$ at $`E_p10^{10}`$ GeV. It is obvious therefore that our results at high energy and large $`\lambda `$ are unphysical, unless multiplicity is taken into account. In fact, multiparton interactions should be taken into account already at a smaller cross section of order 10 mb, as determined in studies of double parton scattering .
In order to incorporate multiparton scatterings into our analysis, we use an impact-parameter representation for the scattering amplitude, and ignore spin-dependent effects (cfr. ). Assuming the validity of factorization theorems, the mean number of parton-parton interactions $`ijc\overline{c}`$ in the collision of two protons at impact parameter $`\stackrel{}{b}`$ is given by
$$n_{c\overline{c}}(\stackrel{}{b})=\underset{ij}{}d^2b^{}𝑑x_1𝑑x_2𝑑Q^2\frac{d\widehat{\sigma }(ijc\overline{c})}{dQ^2}f_i(x_1,\mu _F^2,\stackrel{}{b^{}})f_j(x_2,\mu _F^2,\stackrel{}{b}+\stackrel{}{b^{}}),$$
(5)
where $`f_i(x,\mu _F^2,\stackrel{}{b})d^2b`$ is the number of partons $`i`$ in the interval ($`x`$, $`x+dx`$) and in the transverse area element $`d^2b`$ at a distance $`\stackrel{}{b}`$ from the center of the proton. For simplicity of notation we drop the vector symbol in $`\stackrel{}{b}`$ and write $`b`$ from now on.
If $`n_{c\overline{c}}(b)1`$, $`n_{c\overline{c}}(b)`$ is the probability of producing a $`c\overline{c}`$ pair in a $`pp`$ collision at impact parameter $`b`$. If $`n_{c\overline{c}}(b)1`$, $`n_{c\overline{c}}(b)`$ is just the mean value of $`k`$, the number of $`c\overline{c}`$ pairs produced, at impact parameter $`b`$. Let the probability of $`k`$ scatterings $`ijc\overline{c}`$ in a $`pp`$ collision at impact parameter $`b`$ be $`P_{kc\overline{c}}(b)`$. Then
$$n_{c\overline{c}}(b)=\underset{k=0}{\overset{\mathrm{}}{}}kP_{kc\overline{c}}(b).$$
(6)
The $`k`$-tuple parton cross section is obtained by integrating the probability of exactly $`k`$ parton scatterings $`P_{kc\overline{c}}(b)`$ over the impact parameter $`b`$,
$$\sigma _{kc\overline{c}}=d^2bP_{kc\overline{c}}(b),$$
(7)
the inclusive cross section for charm production is, thus, $`\sigma _{c\overline{c}\mathrm{incl}}=_kk\sigma _{kc\overline{c}}`$ and the contribution of charm producing processes to the total cross section is $`\sigma _{c\overline{c}}=_k\sigma _{kc\overline{c}}`$ for $`k0`$.
In our evaluation of charm production by cosmic ray interactions in the atmosphere, we must count the number of $`c\overline{c}`$ pairs produced in the $`pp`$ collision. So we are precisely interested in the inclusive cross section $`\sigma _{c\overline{c}\mathrm{incl}}`$, which includes the number $`k`$ of $`c\overline{c}`$ pairs produced per collision (the multiplicity). We find
$$\sigma _{c\overline{c}\mathrm{incl}}=\underset{k}{}k\sigma _{kc\overline{c}}=d^2b\underset{k}{}kP_{kc\overline{c}}(b)=d^2bn_{c\overline{c}}(b).$$
(8)
This cross section can be larger than the total $`pp`$ cross section, because it accounts for multiparton interactions. In particular, using $`\sigma _{c\overline{c}}`$, the contribution of charm producing processes to the total cross section defined above, the ratio $`\sigma _{c\overline{c}\mathrm{incl}}/\sigma _{c\overline{c}}`$ gives the average charm multiplicity.
Notice that here we consider only independent production of $`c\overline{c}`$ pairs, so that from each pair of colliding partons it results only one $`c\overline{c}`$ pair, and we neglect coherent production of multiple $`c\overline{c}`$ pairs in 2$``$4, 2$``$6, etc. processes. This will underestimate the charm production cross section.
We assume in the following that the partonic distributions $`f_i(x,\mu _F^2,b)`$ factorize as
$$f_i(x,\mu _F^2,b)=f_i(x,\mu _F^2)\rho _i(b),$$
(9)
where $`f_i(x,\mu _F^2)`$ is the usual parton distribution function, and $`\rho _i(b)`$ is the probability density of finding a parton in the area $`d^2b`$ at impact parameter $`b`$. We normalize $`\rho _i(b)`$ to $`d^2b\rho _i(b)=1`$, to maintain the usual normalization $`𝑑xxf_i(x)=1`$. The factorization in Eq. (9) is consistent with the usual parton picture and with our assumption of no parton-parton correlations.
The mean number of $`ijc\overline{c}`$ scatterings at impact parameter $`b`$ then becomes
$$n_{c\overline{c}}(b)=\underset{ij}{}a_{ij}(b)\sigma _{QCD}(ijc\overline{c}),$$
(10)
where
$$a_{ij}(b)=d^2b^{}\rho _i(b^{})\rho _j(b+b^{})$$
(11)
is an overlap integral, and $`\sigma _{QCD}(ijc\overline{c})`$ is the QCD parton-parton cross section for $`ijc\overline{c}`$, as in Eq. (4). From the normalization of $`\rho _i(b)`$ it follows that $`d^2ba_{ij}(b)=1`$ for every $`i,j`$. Hence from Eqs. (8) and (10) we find
$$\sigma _{c\overline{c}\mathrm{incl}}=\sigma _{QCD},$$
(12)
where $`\sigma _{QCD}`$, given is Eq. (3), is the charm production cross section calculated within QCD. This justifies our use of $`\sigma _{QCD}`$ as $`\sigma _{c\overline{c}\mathrm{incl}}`$ in the calculation of the atmospheric fluxes.
The way in which we use $`\sigma _{c\overline{c}\mathrm{incl}}`$ in our simulation is as follows. We input only one $`c\overline{c}`$ pair per $`pp`$ collision at a given energy $`E`$, and multiply the outcome by $`\sigma _{c\overline{c}\mathrm{incl}}`$, which includes the $`c\overline{c}`$ multiplicity. We make, therefore, the following approximation in the kinematics of the $`c\overline{c}`$ pairs produced in the same $`pp`$ interaction. Even if in a real multiparton collision the energy available to the second and other $`c\overline{c}`$ pairs is smaller than $`E`$, we are neglecting this difference. This is a very good approximation because the fraction of center of mass energy that goes into a $`c\overline{c}`$ pair is of the order of $`\sqrt{\widehat{s}/s}\sqrt{10\mathrm{GeV}/E}1`$ at the high energies we are concerned with.
Although we have explicitly proven Eq. (12) in the absence of parton–parton correlations, the same result can be obtained when correlations are present (see sect. V of Ref. and references therein). What is proven even in the presence of correlations is that the pQCD single scattering cross section $`\sigma _{QCD}`$ is equal to the average number of parton-parton collisions, call it $`<N>`$, multiplied by the contribution of $`c\overline{c}`$ producing events to the total cross section (the cross-section $`\sigma _{c\overline{c}}`$ defined above), namely $`\sigma _{QCD}=<N>\sigma _{c\overline{c}}`$ (while the inclusive cross section is equal to the average multiplicity of $`c\overline{c}`$ pairs multiplied by $`\sigma _{c\overline{c}}`$). $`<N>`$ may in general contain contributions from two types of collisions. One type consists of collisions of pairs of partons (consisting of one parton from each interacting nucleon) which interact only once at different points of the transverse plane. Each collision of this type results in our case in one $`c\overline{c}`$ pair produced. The second type consists of rescatterings in which one parton of one of the nucleons and its interaction products interact with several partons of the other nucleon. In interactions of this type, which are much rarer than the first ones, the number of $`c\overline{c}`$ pairs produced not necessarily coincides with the number of collisions. If rescatterings can be neglected, then $`<N>`$ is the average number of $`c\overline{c}`$ pairs produced and $`\sigma _{QCD}`$ is the inclusive $`c\overline{c}`$ production cross section as stated in Eq. (12). Otherwise small rescattering corrections, to our knowledge not yet calculated , are necessary (rescatterings would also modify the energy spectrum of the particles produced).
## IV Uncertainties due to cascade simulation, parameters of charm production model and choice of PDF’s
In our first paper (GGV1) we considered the uncertainties related to the cascade generation in PYTHIA. There we tried different modes of cascade generation, different options allowed by PYTHIA in the various stages of parton showering, hadronization, interactions and decays, etc., without noticing substantial changes in the final results (differing at most by $`10\%`$). These uncertainties are however very difficult to quantify, due to the nature of the PYTHIA routines. Since these uncertainties are small, we neglect them in this analysis and continue to use PYTHIA with the options described in GGV1 as our main choice for the simulation: ‘single’ mode with showering, ‘independent’ fragmentation, interactions and semileptonic decays according to TIG.
In our ‘single’ mode we enter only one $`c`$ quark in the particle list of PYTHIA, and we multiply the result by a factor of $`2`$ to account for the initial $`\overline{c}`$ quark. PYTHIA performs the showering, standard independent fragmentation, and follows all the interactions and decays using default parameters and options. In GGV1 we have argued that this ‘single’ approach is equivalent to what we called ‘double’ mode, in which both $`c\overline{c}`$ partons are placed in the initial event list, in the first step of a standard cascade evolution. The ‘single’ option is chosen thus, because it reduces considerably the computing time.
Important sources of uncertainty are contained in our charm production model, which is NLO pQCD as implemented in the MNR program , calibrated at low energies.
The calibration procedure consisted in the following:
$``$ choosing a PDF set from those available and fixing the related value of $`\mathrm{\Lambda }_{QCD}`$;<sup>*</sup><sup>*</sup>*We note that $`\mathrm{\Lambda }_{QCD}`$ can be chosen in the MNR program independently of the PDF and therefore can constitute an additional independent parameter of our model. We have opted however to choose the value of $`\mathrm{\Lambda }_{QCD}`$ assumed in the PDF set being used, for consistency.
$``$ choosing $`m_c`$, $`\mu _F`$ and $`\mu _R`$, which are the charm mass, the factorization scale and the renormalization scale respectively, so as to fit simultaneously both the total and differential cross sections from existing fixed target charm production experiments at the energy of 250 GeV, without additional normalization factors;
$``$ checking that the total cross section generated after the previous choices fits reasonably well the other existing experimental points for fixed target charm production experiments .
Besides the choice of the PDF set, our procedure has the freedom to choose reasonable values of the three parameters $`m_c`$, $`\mu _F`$, and $`\mu _R`$ so as to fit the experimental data. In GGV1 and GGV2 we made the standard choice of
$$\mu _F=2m_T,\mu _R=m_T,$$
(13)
where $`m_T=\sqrt{p_T^2+m_c^2}`$ is the transverse mass. The values of the charm mass are taken slightly different for each PDF set, namely:
$`m_c`$ $`=`$ $`1.185\mathrm{GeV}\text{for MRS R1,}`$ (14)
$`m_c`$ $`=`$ $`1.310\mathrm{GeV}\text{for MRS R2,}`$ (15)
$`m_c`$ $`=`$ $`1.270\mathrm{GeV}\text{for CTEQ 4M,}`$ (16)
$`m_c`$ $`=`$ $`1.250\mathrm{GeV}\text{for MRST.}`$ (17)
Here we explore the changes induced in cross sections and fluxes at high energies by different choices of $`m_c`$, $`\mu _F`$, and $`\mu _R`$ which fulfil our calibration requirements.
We have performed this analysis with the most recent PDF set: the MRST (other PDF’s give similar results). At first we fix $`\lambda =0`$ and then we examine other values of $`\lambda `$. We note that the calibration procedure described above is independent of $`\lambda `$ because it involves only relatively low energies, where the low $`x`$ extrapolation is not an issue.
### A MRST $`\lambda =0`$: fluxes
We considered the $`\lambda =0`$ case because it is the most significant for the evaluation of the uncertainties in the spectral indices, as it will be clear in the next subsection. We have considered the following reasonable ranges of the parameters
$`1.1\mathrm{GeV}m_c1.4\mathrm{GeV},`$ (18)
$`0.5m_T\mu _F2m_T,`$ (19)
$`0.5m_T\mu _R2m_T,`$ (20)
where the bounds on $`m_c`$ come from the 1998 Review of Particle Physics , while those for $`\mu _F`$ and $`\mu _R`$ are those used in the existing literature .
Within these ranges we have looked for values of the three parameters capable of reproducing the experimental data in our calibration procedure described before. Table I summarizes the different sets of parameters: we have varied the charm mass through the values $`m_c=1.1`$, 1.2, 1.25, 1.3, 1.4 GeV ($`m_c=1.25`$ GeV was our previous optimal choice for MRST in Eq. (17)) and then, for each value of $`m_c`$, we have found values of the factorization and renormalization scales that reproduce the experimental total cross section $`\sigma _{c\overline{c}}=13.5\pm 2.2`$ $`\mu `$b at 250 GeV . In particular, for each value of $`m_c`$, we took $`\mu _F=m_T/2`$, $`m_T`$, $`2m_T`$ and then, for each $`m_c`$, $`\mu _F`$ pair, found the value of $`\mu _R`$ which best fits the data (see Table I).
We have also checked that these choices give good fits to the differential, besides the total, cross sections at 250 GeV , without additional normalization factors, as done for the original choice of parameters in GGV1. For $`m_c=1.1`$ GeV we had to choose values of $`\mu _R`$ slightly outside the range in Eq. (20) (but we have kept these values in our analysis anyway).
For all the sets of parameters in Table I we have run our full simulations for the MRST, $`\lambda =0`$ case and the results are described in Figs. 2-4.
In Figs. 2a and 2b we show the resulting total charm production cross section $`\sigma _{c\overline{c}}`$ for all of the fifteen sets of parameters in Table I, together with recent experimental data (from Table 1 of Ref. , where all the data for $`pp`$ or $`pN`$ collisions have been transformed into a $`\sigma _{c\overline{c}}`$ cross section following the procedure described in GGV1). Fig. 2b is an enlargement of the region of Fig. 2a containing the experimental data.
In Fig. 2a we see the spread of the cross sections, which is more than one order of magnitude at $`10^{11}`$ GeV. Above $`250GeV`$, one can clearly distinguish three “bands” of increasing cross sections for $`\mu _F=m_T/2`$, $`m_T`$ and $`2m_T`$. Within each “band” the cross sections increase with increasing values of $`m_c`$ (and correspondingly smaller values of $`\mu _R`$), in Table I. Our standard choice ($`m_c=1.25`$ GeV, $`\mu _F=2m_T`$, $`\mu _R=m_T`$) proves to be one of the highest cross sections we obtain.
In Fig. 2b we see better how all of these cross sections verify our calibration procedure. They pass through the point at 250 GeV , agree with the point at 400 GeV and disagree with the very low experimental point at 200 GeV . The lower values of $`\mu _F=m_T/2`$ and $`m_T`$ fit better the lowest experimental point at 800 GeV , while the higher value of $`\mu _F=2m_T`$ fits better the upper point at 800 GeV .
We believe that the spread of the total cross sections shown in Fig. 2a provides a reasonable estimate of the uncertainty of our charm production model at fixed $`\lambda `$. Since our standard choice of parameters ($`m_c=1.25`$ GeV, $`\mu _F=2m_T`$, $`\mu _R=m_T`$) gives one of the highest cross sections (in better agreement with the more recent value of the cross section at 800 GeV ), the uncertainty band should be added under each of the cross section curves calculated with our standard choice of parameters (like the curves shown in Fig. 1 of GGV2).
Fig. 3 illustrates the corresponding spread of the final prompt fluxes. Although our results are for the MRST PDF’s extrapolated with $`\lambda =0`$ (the value of $`\lambda `$ which gives the lowest fluxes) similar spreads result from other PDF’s and $`\lambda `$’s. We show the flux of muons; the fluxes of muon-neutrinos and electron-neutrinos are essentially the same.
Similarly to what happens with cross sections in Fig. 2, the fluxes in Fig. 3 increase with $`\mu _F=m_T/2`$, $`m_T`$ and $`2m_T`$ and, within each band, they increase with increasing $`m_c`$ (and correspondingly smaller values of $`\mu _R`$), in Table I. At energies around $`10^6`$ GeV the total uncertainty is almost one order of magnitude and decreases slightly for higher energies. If we would decide to work only with $`\mu _F=2m_T`$ (which fits the experimental measurement at 800 GeV with the highest cross section), the uncertainty would be greatly reduced: the fluxes in this rather narrow band differ by less than 40%. We observe that the flux calculated with our standard choice of parameters ($`m_c=1.25`$ GeV, $`\mu _F=2m_T`$, $`\mu _R=m_T`$) is almost the highest, as was the case for the corresponding cross section in Fig. 2.
In Fig. 3 we also indicate the conventional and prompt fluxes from TIG; we notice that the TIG prompt flux is within our band of uncertainty, which is reasonable since TIG used a low $`\lambda =0.08`$ value for their predictions (see the discussions in GGV1 and GGV2).
### B MRST $`\lambda =0`$: spectral index
In our previous paper GGV2, we pointed out that an experimental measurement of the slope of the atmospheric lepton fluxes at energies where the prompt component dominates over the conventional one, might give information on the value of $`\lambda `$, the slope of the gluon PDF at small $`x`$. The best flux for this measurement is that of down-going muons, because the prompt neutrinos have first to convert into muons or electrons through a charged current interaction in order to be detectable in a neutrino telescope.
In this section and in the following two we consider the uncertainties in our method to determine $`\lambda `$. In this section we examine those coming from the charm production model, in Sect. V those related to the non linearity of our model, and in Sect. VI those coming from the unknown composition of the cosmic rays at high energies.
The slope of the fluxes or spectral index is $`\alpha _{\mathrm{}}(E_{\mathrm{}})=\mathrm{ln}\varphi _{\mathrm{}}(E_{\mathrm{}})/\mathrm{ln}E_{\mathrm{}}`$, with $`\mathrm{}=\mu ^\pm ,\nu _\mu +\overline{\nu _\mu }`$ or $`\nu _e+\overline{\nu _e}`$. In other words, the final lepton fluxes are
$$\varphi _{\mathrm{}}(E_{\mathrm{}})E_{\mathrm{}}^{\alpha _{\mathrm{}}(E_{\mathrm{}})}.$$
(21)
In GGV2 we found a simple linear dependence of $`\alpha _{\mathrm{}}`$ on $`\lambda `$, namely
$$\alpha _{\mathrm{}}(E_{\mathrm{}})=b_{\mathrm{}}(E_{\mathrm{}},\gamma ,\lambda )\lambda b_{\mathrm{}}(E_{\mathrm{}})\lambda ,$$
(22)
where $`b_{\mathrm{}}(E_{\mathrm{}})`$ is an energy dependent coefficient evaluated using our simulation with $`\lambda =0`$ and fixed $`\gamma `$. As argued in GGV2 (cfr. Eqs. (35) and (36) therein), the coefficient $`b_{\mathrm{}}(E_{\mathrm{}},\gamma ,\lambda )`$ depends mildly on $`\lambda `$ and can be well approximated by its value for $`\lambda =0`$ (see Sect. V). The coefficient $`b_{\mathrm{}}(E_{\mathrm{}},\gamma ,\lambda )`$ depends almost linearly on $`\gamma `$, the spectral index of the primary cosmic rays. We recall that the equivalent nucleon flux for primary cosmic rays is expressed as
$$\varphi _N(E)E^{\gamma 1}.$$
(23)
The linear dependence of $`b_{\mathrm{}}(E_{\mathrm{}},\gamma ,\lambda )`$ on $`\gamma `$ can be written as
$$b_{\mathrm{}}(E_{\mathrm{}},\gamma ,\lambda )=\overline{b}_{\mathrm{}}(E_{\mathrm{}},\gamma ,\lambda )+\gamma ,$$
(24)
where $`\overline{b}_{\mathrm{}}(E_{\mathrm{}},\gamma ,\lambda )`$ depends mildly on $`\lambda `$ and $`\gamma `$ We have included in $`\overline{b}_{\mathrm{}}`$ the $`+1`$ term coming from the $`1`$ in the exponent of Eq. (23)., as we will prove in Sect. V and Sect. VI, respectively.
Given $`b_{\mathrm{}}(E_{\mathrm{}})`$ from our model, an experimental measurement of $`\alpha _{\mathrm{}}`$ at energy $`E_{\mathrm{}}`$ would immediately give $`\lambda `$ corresponding to a value of $`x\mathrm{GeV}/E_{\mathrm{}}`$, as we discussed in GGV2. A measurement at $`E_{\mathrm{}}10^6`$ GeV = 1 PeV would give $`\lambda `$ at $`x10^6`$, a value of $`x`$ unattainable by present experiments.
For the time being we keep fixed the value of $`\gamma `$ ($`\gamma =1.7`$ below the knee, and $`\gamma =2.0`$ above the knee, as in GGV1 and GGV2); only in Sect. VI we will consider changes in the value of $`\gamma `$.
The feasibility of a measurement of $`\lambda `$ depends, therefore, on the uncertainties in $`b_{\mathrm{}}(E_{\mathrm{}})`$. Here we discuss those coming from the charm production model.
Fig. 4 shows the $`b_\mu `$ corresponding to the fluxes of Fig. 3 as functions of $`E_\mu `$. In the region of interest $`E_\mu 10^5`$$`10^6`$ GeV, the values of $`b_\mu `$ within each “band” decrease with increasing $`m_c`$ (and correspondingly smaller values of $`\mu _R`$), in Table I.
The spread of $`b_\mu `$ due to the choice of $`\mu _F`$ , $`\mu _R`$ and $`m_c`$ is $`\mathrm{\Delta }b_\mu 0.1`$, or $`\mathrm{\Delta }b_\mu /b_\mu 0.03`$, much smaller than the uncertainty $`\mathrm{\Delta }\varphi _\mu /\varphi _\mu 10`$ of the absolute flux in Fig. 3. If we would for some reason restrict ourselves to the $`\mu _F=2m_T`$ band, the uncertainty on $`b_\mu `$ would become even smaller, $`\mathrm{\Delta }b_\mu 0.03`$. We will refer to this error as $`\mathrm{\Delta }b_{par}`$ in the following, as it is related to the choice of parameters in the charm production model, and consider half of the spread in Fig. 4 to evaluate it. Therefore
$$\mathrm{\Delta }b_{par}0.05(0.015),$$
(25)
where the value in parenthesis corresponds to the $`\mu _F=2m_T`$ band.
### C MRST $`\lambda =\lambda `$(T)
So far we used $`\lambda =0`$ only. This case determines the uncertainty of the $`b_{\mathrm{}}(E_{\mathrm{}})`$ function which enters in the determination of $`\lambda `$ through the atmospheric muon fluxes.
Here we study an “intermediate” value of $`\lambda `$. We continue to use the MRST PDF, but with the value of $`\lambda =\lambda (T)`$ given by the slope of the lowest tabulated value of $`x`$ (see GGV2 for more explanations). This value depends on $`Q^2`$ and is about 0.2-0.3.
We repeat the same analysis of subsection IV A. However, for simplicity, we report the results for four selected sets of values for the parameters in Table I. The first set ($`m_c=1.1`$ GeV, $`\mu _F=0.5m_T`$, $`\mu _R=2.53m_T`$) gives a lower bound for the fluxes. The second set ($`m_c=1.4`$ GeV, $`\mu _F=2m_T`$, $`\mu _R=0.61m_T`$) gives an upper bound for the fluxes. The remaining two sets are cases in the $`\mu _F=2m_T`$ “band”.
The results are plotted in Fig. 5. The general features of Fig. 5 coincide with those of Fig. 3, except for an overall increase in all the fluxes due to the larger value of $`\lambda `$. The total spread of the fluxes given by the two limiting cases, as well as the spread within the narrower $`\mu _F=2m_T`$ band, are comparable to those found for $`\lambda =0`$. As in Fig. 3, our standard choice of parameters ($`m_c=1.25\mathrm{GeV},\mu _F=2m_T,\mu _R=1.0m_T`$) yields almost the highest flux.
We conclude that similar features would be obtained for other values of $`\lambda `$: our “standard choice” flux would be almost the highest in a band of uncertainty whose width is similar for all values of $`\lambda `$. The fluxes in the uncertainty band of Fig. 5 are consistent with older predictions (see GGV1 and references therein) and with the prediction by L. Pasquali et al. .
### D Other PDF’s
Another source of uncertainty for the final fluxes and spectral indices is the choice of the PDF set. As in GGV2, we consider here four recent sets of PDF’s: MRS R1-R2 , CTEQ 4M and MRST , with the standard choice of parameters of Eqs. (13),(14),(15), (16),(17).
Figs. 6a and 6b show the muon fluxes (top panels) and spectral indices (bottom panels) for the two limiting cases of $`\lambda =0`$ (Fig. 6a) and $`\lambda =0.5`$ (Fig. 6b). In both cases the $`\mu `$ fluxes show at most a $`3050\%`$ variation depending on the PDF used. The uncertainty in the spectral indices for $`E_\mu 10^510^6`$ GeV is $`\mathrm{\Delta }b_\mu 0.02`$, or $`\mathrm{\Delta }b_\mu /b_\mu 0.01`$. This error will be denoted as $`\mathrm{\Delta }b_{PDF}`$ in the following, namely (again dividing the spread by $`2`$)
$$\mathrm{\Delta }b_{PDF}0.01.$$
(26)
These uncertainties, related to the PDF’s, are smaller that those due to the choices of mass scales (see Figs. 3-4). We conclude that, provided different PDF’s are calibrated in a similar way (i.e. same values of $`\mu _F`$, $`\mu _R`$ and $`m_c`$, chosen to fit the experimental data of our calibration), the final fluxes and spectral indices are very similar. The main source of uncertainty resides therefore in the choice of the mass parameters, rather than the adoption of a certain PDF set.
## V Determination of $`\lambda `$ with neutrino telescopes
In GGV2 we have given a detailed analysis of the dependence of the final fluxes and spectral indices on $`\lambda `$ for different PDF’s. In this section we show that the spread in our results due to $`\lambda `$ is larger than the one due to the choice of $`\mu _F`$, $`\mu _R`$, $`m_c`$ and of the PDF set, analyzed in the previous section. This is good news for the possibility of measuring $`\lambda `$, since the spread in $`\alpha _\mu `$, due to different $`\lambda `$’s, is the signal we want to detect, while the spread due to other factors constitutes the theoretical error of this measurement.
Figs. 7-10 show how the $`\mu `$ flux and its spectral index depend on $`\lambda `$. We used MRST with variable $`\lambda =0,0.1,0.2,0.3,0.4,0.5`$ and our standard choice of parameters ($`m_c=1.25\mathrm{GeV}`$, $`\mu _F=2m_T`$, $`\mu _R=1.0m_T`$).
Fig. 7 contains the differential muon fluxes. At the highest energies the $`\mu `$ fluxes are spread over almost two orders of magnitude. To each of the curves in this plot we need to assign a band of uncertainty of about one order of magnitude coming from the choice of the PDF and of the parameters $`m_c`$, $`\mu _F`$, and $`\mu _R`$ (see Fig. 3). Thus the curves become entirely superposed with each other. This makes it impossible to derive the value of $`\lambda `$ from an experimental measurement of the absolute level of the fluxes. However, the uncertainties in the spectral index of these prompt muons are much smaller and a determination of $`\lambda `$ becomes possible using the slope of the muon fluxes instead of their absolute level.
Fig. 8 shows the $`E^2`$-weighted integrated fluxes as functions of the muon energy. The slant lines indicate the number of particles traversing a km<sup>3</sup> detector over a $`2\pi `$ sr solid angle. Even for the highest predicted fluxes, less than 1 particle per year will traverse the km<sup>3</sup> detector for energies above $`10^8`$ GeV. Moreover, while prompt muons can be detected directly, prompt neutrinos have first to convert into charged leptons before being detected. The smallness of the charged current interaction effecting the conversion considerably lowers the detection rate of neutrinos. Therefore, the slope of the charm component of the atmospheric leptons can be studied in neutrino telescopes only using atmospheric muons coming from above the horizon, and only in a narrow range of energies, between a lower limit of $`E_\mu 10^510^6`$ GeV, above which the prompt component dominates over the conventional one, and an upper limit of $`E_\mu 10^710^8`$ GeV, above which the detection rates become negligible.
In practice, the spectral index of the prompt muon flux may be estimated by the difference of two integrated muon fluxes above two different energies, e.g. $`10^6`$ and $`10^7`$ GeV.
Figs. 9, 10 prove the validity in our model of Eq. (22), which is $`\alpha _{\mathrm{}}(E_{\mathrm{}})=b_{\mathrm{}}(E_{\mathrm{}})\lambda `$. In Fig. 9 we plot the spectral indices $`\alpha _{\mathrm{}}(E_{\mathrm{}})`$ for the different values of $`\lambda `$, both as directly calculated with our simulation (solid lines) and as $`b_{\mathrm{}}(E_{\mathrm{}})+\lambda `$ (dotted lines), where $`b_{\mathrm{}}(E_{\mathrm{}})`$ is $`\alpha _{\mathrm{}}`$ with $`\lambda =0`$. The two almost coincide, in the interval of interest, $`E_{\mathrm{}}10^6`$ GeV. Their difference, $`\alpha _{\mathrm{}}(E_{\mathrm{}})b_{\mathrm{}}(E_{\mathrm{}})+\lambda `$, given in Fig. 10, is small, about $`0.03`$ at $`E10^6`$ GeV. This difference stems from the mild dependence of $`b_{\mathrm{}}(E_{\mathrm{}})`$ on $`\lambda `$ and need to be added to the the other uncertainties evaluated in Sect. IV. We will refer to this error, due to the non linearity in $`\lambda `$ of Eq. (22), as
$$\mathrm{\Delta }b_{nonlin}0.015,$$
(27)
which again is evaluated dividing by $`2`$ the spread in Fig. 10.
We see in Fig. 9 that $`\mathrm{\Delta }\lambda \mathrm{\Delta }\alpha `$, therefore we would need an uncertainty in the spectral index of order $`0.1`$ to determine $`\lambda `$ with the same accuracy. We will show now that this is roughly the uncertainty related to our theoretical model.
In fact, we can finally estimate the total uncertainty in the determination of $`\lambda `$ coming from our theoretical model (that is, excluding the uncertainty due to the unknown composition of cosmic rays). We sum together the three spreads of $`b_{\mathrm{}}(E_{\mathrm{}})`$ previously calculated in Eqs. (25), (26) and (27), to obtain the final uncertainty We summed the errors linearly. Summing in quadrature would give $`(\mathrm{\Delta }\lambda )_{charm}(\mathrm{\Delta }b_\mu )_{charm}0.053(0.023)`$. from the charm production model,
$$(\mathrm{\Delta }\lambda )_{charm}(\mathrm{\Delta }b_\mu )_{charm}0.075(0.04),$$
(28)
where the number in parenthesis corresponds to fixing $`\mu _F=2m_T`$ in the charm model.
If the theoretical uncertainties so far presented would be the only ones affecting the determination of $`\lambda `$ through a measurement of the slope of the down-going muon flux, we could expect to get to know $`\lambda `$ with an uncertainty of about $`\mathrm{\Delta }\lambda 0.1`$. However, even excluding experimental uncertainties in the neutrino telescopes themselves, the uncertainty increases when our ignorance of the composition of the cosmic rays at high energy is taken into account, as we show in the following section.
## VI Uncertainty from cosmic ray composition
The final uncertainty we consider in the determination of $`\lambda `$ comes from the poorly known elemental composition of the high energy cosmic rays.
The spectral index of the cosmic rays $`\gamma `$ enters almost linearly in the slope of the atmospheric leptons. From Eqs. (22) and (24) we have
$$\alpha _{\mathrm{}}(E_{\mathrm{}})=\overline{b}_{\mathrm{}}(E_{\mathrm{}},\gamma ,\lambda )+\gamma \lambda .$$
(29)
So far we have kept $`\gamma `$ fixed, thus the uncertainty $`\mathrm{\Delta }b_\mu `$ calculated in Eq. (28) is actually an uncertainty in $`\overline{b}_\mu `$. We are going now to evaluate the uncertainty due to $`\gamma `$.
The non–linearity of Eq. (29) with respect to $`\gamma `$ is mild, as we have argued analytically in Sect. V of GGV2 and we show here using our numerical simulation. We have conducted a few trial runs of our simulation simply changing the values of $`\gamma `$ used for the primary flux. We recall from subsection IV B that in our model we used $`\gamma =1.7,2.0`$, respectively below and above the knee at $`E=510^6GeV`$. We have run our simulation changing these values of $`\gamma `$ by $`\pm 0.1,\pm 0.2`$ <sup>§</sup><sup>§</sup>§Notice that these values of $`\gamma `$ are some of the most probable values (see Fig. 13)., both above and below the knee, to see the error produced when taking $`\overline{b}_{\mathrm{}}`$ computed at fixed $`\gamma `$ (our usual values) in Eq. (29) and thus leaving a pure linear dependence on $`\gamma `$. We used the MRST PDF, with $`\lambda =0`$, but similar results are obtained with other PDF’s and $`\lambda `$’s.
In Fig. 11a we plot the spectral index $`\alpha _{\mathrm{}}(E_{\mathrm{}})`$ for the different values of $`\gamma `$, both as directly calculated with our simulation (solid lines) and as $`\overline{b}_{\mathrm{}}(E_{\mathrm{}};\gamma =1.7,2.0;\lambda =0)\gamma `$ (dotted lines), i.e. using our standard values for $`\gamma `$ of the primary flux and adding an increment in $`\gamma `$ equal to $`\pm 0.1,\pm 0.2`$. In this way the “central value” of these spectral indices corresponds to the $`\lambda =0`$ case of Fig. 9. We can see that the dotted and the solid lines almost coincide, especially in the interval of interest for $`E_{\mathrm{}}10^510^6`$ GeV, proving the validity of Eq. (29). The uncertainty in $`\overline{b}_{\mathrm{}}`$ due to this non-linearity, that we call $`\mathrm{\Delta }\gamma _{nonlin}`$, evaluated in terms of the difference $`\alpha _{\mathrm{}}\overline{b}_{\mathrm{}}\gamma `$, is plotted in Fig. 11b and, in the energy range of interest, is
$$\mathrm{\Delta }\gamma _{nonlin}0.02.$$
(30)
We will now consider the error due to the poorly known elemental composition of the high energy cosmic rays. Concerning charm production, the relevant cosmic ray flux to be considered is the equivalent flux of nucleons impinging on the atmosphere. For a given cosmic ray flux, the equivalent flux of nucleons $`\varphi _{eq}(E_N)`$ depends in general on the composition of the cosmic rays. Nuclei with atomic number $`A`$ and energy $`E_A`$, coming with a flux $`\varphi _A(E_A)`$, contribute an amount $`A\varphi _A(AE_N)`$ to the equivalent flux of nucleons at energy $`E_N=E_A/A`$. So in total
$$\varphi _{eq}(E_N)=\underset{A}{}A\varphi _A(AE_N).$$
(31)
The uncertainties in the equivalent nucleon flux arise from the poorly known composition of cosmic rays in the energy range above the so-called knee, $`E_A10^6`$ GeV.
The actual $`\gamma `$ that enters into our proposed determination of $`\lambda `$ is the spectral index of the equivalent nucleon flux $`\gamma _{eq}`$, the equivalent cosmic rays spectral index for short. The equivalent nucleon flux is written as $`\varphi _{eq}E_N^{\gamma _{eq}1}`$, so that the spectral index $`\gamma _{eq}`$ is given by
$$\gamma _{eq}+1=\frac{E_N}{\varphi _{eq}}\frac{\varphi _{eq}}{E_N}=\frac{1}{\varphi _{eq}}\underset{A}{}A\varphi _A(\gamma _A+1),$$
(32)
where $`\gamma _A`$ is the spectral index of the component of atomic number $`A`$, i.e. $`\varphi _A(E_A)=k_AE_A^{\gamma _A1}`$.
We have calculated $`\varphi _{eq}`$ and $`\gamma _{eq}`$ using the experimental data of JACEE , CASA-MIA , HEGRA , and the data collected by Biermann et al, in Table 1 of Ref. , each with their respective compositions. Figs. 12 and 13 show the $`\varphi _{eq}`$ and the $`\gamma _{eq}`$ so obtained. Only the data of CASA-MIA and HEGRA reach energies $`E_N10^8`$ GeV, so we have not extended our analysis beyond $`10^8`$ GeV.
We have calculated the error band associated to $`\gamma _{eq}`$ in two different ways, because of the different parametrization of the composition used in Refs. to . Refs. give separate power law fits to the spectrum of each cosmic ray component,
$$\varphi _A(E_A)=k_AE_A^{\gamma _A1},$$
(33)
where the parameters $`k_A`$ and $`\gamma _A`$ have errors $`\mathrm{\Delta }k_A`$ and $`\mathrm{\Delta }\gamma _A`$. Standard propagation of errors gives, in this case,
$$\mathrm{\Delta }\varphi _{eq}=\left\{\underset{A}{}A^2\varphi _A^2\left[\left(\frac{\mathrm{\Delta }k_A}{k_A}\right)^2+\left(\mathrm{ln}(AE_N)\mathrm{\Delta }\gamma _A\right)^2\right]\right\}^{1/2}$$
(34)
and
$$\mathrm{\Delta }\gamma _{eq}=\left\{\underset{A}{}\frac{A^2\varphi _A^2}{\varphi _{eq}^2}\left[(\gamma _A\gamma _{eq})^2\left(\frac{\mathrm{\Delta }k_A}{k_A}\right)^2+\left[1(\gamma _A\gamma _{eq})\mathrm{ln}(AE_N)\right]^2\left(\mathrm{\Delta }\gamma _A\right)^2\right]\right\}^{1/2},$$
(35)
where $`\varphi _A`$ is evaluated at $`E_A=AE_N`$.
Refs. , give a power law fit to the total particle flux
$$\varphi (E_A)=kE_A^{\gamma 1}$$
(36)
and a composition ratio $`r_A(E_A)`$ in terms of which
$$\varphi _A(E_A)=r_A(E_A)\varphi (E_A).$$
(37)
These experiments distinguish only between a light and a heavy component. We assign atomic number 1 to the light component and 56 to the heavy one (which we call “iron”). Here $`k`$, $`\gamma `$, and $`r_A`$ have errors $`\mathrm{\Delta }k`$, $`\mathrm{\Delta }\gamma `$, and $`\mathrm{\Delta }r_A`$, respectively. The equivalent nucleon flux is still given by Eq. (31), while standard propagation of errors gives in this case
$$\mathrm{\Delta }\varphi _{eq}=\left\{\underset{A}{}A^2\varphi _A^2\left(\frac{\mathrm{\Delta }r_A}{r_A}\right)^2+\varphi _{eq}^2\left(\frac{\mathrm{\Delta }k}{k}\right)^2+\left[\underset{A}{}A\varphi _A\mathrm{ln}(AE_N)\mathrm{\Delta }\gamma _A\right]^2\right\}^{1/2},$$
(38)
We omit the much longer expression for $`\mathrm{\Delta }\gamma _{eq}`$. For simplicity, we have neglected the error coming from the energy dependence of $`r_A`$, which we expect to be much smaller than the others. In Fig. 12 we show the equivalent nucleon flux $`\varphi _{eq}`$. It is clear from the figure that the systematic uncertainties dominate, with spreads between different experiments of up to a factor of 4.
The uncertainties in the equivalent spectral index $`\gamma _{eq}`$ are smaller, as can be seen in Fig. 13, where only HEGRA and CASA-MIA extend to the energy region above the knee which is important to us.
We can consider, for example, an energy $`E_N10^7GeV`$, which is likely to determine the leptonic fluxes at around $`E_{\mathrm{}}10^6GeV`$, energy at which we would like to measure $`\lambda `$ through the spectral index (we recall from GGV2 that $`E_{\mathrm{}}0.1E_N`$).
At this energy $`E_N`$, from Fig. 13, we may take half the difference between the central values of the CASA-MIA and HEGRA data as an indication of the systematic uncertainty on $`\gamma _{eq}`$,
$$\mathrm{\Delta }\gamma _{syst}0.1.$$
(39)
Using the CASA-MIA data and the related error band, instead of the very spread HEGRA data, we can expect a reasonable statistical uncertainty
$$\mathrm{\Delta }\gamma _{stat}0.05.$$
(40)
Since $`\alpha _{\mathrm{}}`$ depends linearly on $`\gamma _{eq}`$ and $`\lambda `$, the same uncertainties apply to a determination of $`\lambda `$. The total uncertainty in the determination of $`\lambda `$ coming from the unknown composition of cosmic rays is now simply the sum of Eqs. (30), (39) and (40),
$$(\mathrm{\Delta }\lambda )_{comp}(\mathrm{\Delta }\gamma _{eq})_{comp}0.17,$$
(41)
if summing the errors linearly, or
$$(\mathrm{\Delta }\lambda )_{comp}(\mathrm{\Delta }\gamma _{eq})_{comp}0.11,$$
(42)
if we sum them in quadrature.
Finally, we can now combine all the uncertainties together, to compute the overall theoretical error in the determination of $`\lambda `$ with neutrino telescopes. From Eqs. (25), (26), (27), (30), (39), and (40) we obtain
$$\mathrm{\Delta }\lambda 0.25(0.21)$$
(43)
if summing errors linearly, or
$$\mathrm{\Delta }\lambda 0.13(0.11),$$
(44)
if summing in quadrature, where the numbers in parenthesis correspond to the $`\mu _F=2m_T`$ “band” in the charm model.
## VII Conclusions
We have examined in detail the possibility of determining the slope $`\lambda `$ of the gluon PDF, at momentum fraction $`x10^5`$, not reachable in laboratories, through the measurement in neutrino telescopes of the slope of down-going muon fluxes at $`E_\mu x^1GeV`$.
The method we are proposing may reasonably well reach $`x10^7`$, what would require $`10PeV`$ in muon energy. At this energy, there would still be $`50`$ events from charm if $`\lambda =0.5`$ and $`10`$ events if $`\lambda =0`$. But the best measurement could be done between $`100TeV`$ and $`1PeV`$ of muon energy, i.e. between $`x10^4`$ and $`x10^6`$. Present data do not go below $`x10^5`$ and the Large Hadron Collider (LHC) will not do any better. The reason is that the dominant values of $`x`$ in the production of a heavy particle of mass $`M`$ and rapidity $`y`$ are of order $`x[M\mathrm{exp}(\pm y)/\sqrt{s}]`$ (see for example ) where $`\sqrt{s}`$ is the center-of-mass energy of the hadron collision. Thus the smaller values of $`x`$ are obtained with the smaller $`M`$ and larger $`y`$ for fixed $`\sqrt{s}`$ ($`14TeV`$ at the LHC). Even if exhaustive studies of the possible minimum $`x`$ to be reached at the LHC have not yet been carried out , it is known that the experiments will explore the central rapidity region (the CMS and ATLAS detectors will cover $`y<0.9`$ only) and that bottom can be tagged, but most likely not charm Tagging is done by finding the point where the quark decays (called the vertex). The probability of decaying is exponential, and higher in the region close to the collision point. The only way to tell charm from bottom is by the distance from the collision to the vertex and bottom quark lives longer than charm. Thus, to detect charm with a good degree of confidence, one needs to select vertices close to the collision point. But in this region the vertices from bottom decay dominate, because the number of decay channels of the $`b`$ quark is five times larger than that of the $`c`$ quark. . This means that the lowest $`x`$ that LHC is expected to reach, assuming realistically that charm will not be tagged, is $`xm_b\mathrm{exp}(0.9)/\sqrt{s}=1.5\times 10^4`$. Therefore, the method proposed here may give information on the gluon PDF at $`x<10^5`$, a range not reachable in laboratory experiments in the near future.
To this end we studied the dependence of the leptonic fluxes and their slopes on $`\lambda `$. The slopes depend almost linearly on $`\lambda `$. We studied the uncertainties of the method we propose (excluding the experimental errors of the telescopes themselves). These come mainly from two sources: the free parameters of the NLO QCD calculation of charm production and the poorly known composition of cosmic rays at high energies.
We have seen that, for a fixed value of $`\lambda `$, the uncertainties give rise to an error band for the leptonic fluxes of almost one order of magnitude at the highest energies. This makes impossible a determination of $`\lambda `$ based solely on the absolute values of the fluxes, therefore we propose using the slopes of the fluxes. In particular we are proposing to use down-going muons, for energies $`E_\mu 100TeV`$, where prompt muons dominate over conventional ones, and not up-going neutrino-induced muons whose flux is orders of magnitude smaller. While an important contribution to up-going muons is expected from astrophysical neutrinos, there is no background for down-going atmospheric muons.
The overall theoretical error, from the charm production model, on the measurement of $`\lambda `$, is $`(\mathrm{\Delta }\lambda )_{charm}0.10`$. A comparable error, due to uncertainties in the cosmic ray composition, $`(\mathrm{\Delta }\lambda )_{comp}0.15`$, must be added, so that the overall error in the determination of $`\lambda `$ with neutrino telescopes is $`\mathrm{\Delta }\lambda 0.2`$.
These errors may be reduced by improving the experimental knowledge of the charm production cross sections and of the cosmic ray composition around and above the knee.
###### Acknowledgements.
The authors would like to thank M. Mangano, P. Nason, L. Rolandi and D. Treleani for helpful discussions. We also thank M. Mangano and P. Nason for the MNR program. This research was supported in part by the US Department of Energy under grant DE-FG03-91ER40662 Task C.
## FIGURE CAPTIONS
The ratio $`R=(\sigma _{NLO}\sigma _{LO})/(\sigma _{LO}\alpha _s\mathrm{ln}(s/m_c^2)/\pi )`$ is plotted as a function of the beam energy $`E`$, for the different values of $`\lambda `$ used with the MRST PDF.
Total cross sections for charm production $`\sigma _{c\overline{c}}`$, up to NLO, calculated with MRST ($`\lambda =0`$) and the values of $`m_c`$, $`\mu _F`$, $`\mu _R`$ of Table I, are compared with recent experimental values . For each “band” in the figures (i.e. for $`\mu _F=m_T/2`$, $`m_T`$ and $`2m_T`$) the cross sections increase with increasing $`m_c`$ (and correspondingly smaller values of $`\mu _R`$) in Table I (Fig. 2b is an enlargement of Fig. 2a).
Results for MRST $`\lambda =0`$. The $`E_\mu ^3`$-weighted vertical prompt fluxes, at NLO, are calculated using the values of $`m_c`$, $`\mu _F`$, $`\mu _R`$ of Table I and compared to the TIG conventional and prompt fluxes. For each “band” in the figure (i.e. for $`\mu _F=m_T/2`$, $`m_T`$ and $`2m_T`$) the fluxes increase with increasing $`m_c`$ (and correspondingly smaller values of $`\mu _R`$) in Table I.
Spectral indices $`b_\mu `$ of the fluxes plotted in Fig. 3, for the MRST $`\lambda =0`$ case. For each “band” in the figure (i.e. for $`\mu _F=m_T/2`$, $`m_T`$ and $`2m_T`$) the spectral indices decrease with increasing $`m_c`$ (and correspondingly smaller values of $`\mu _R`$) in Table I.
Results for MRST $`\lambda =\lambda (T)`$. The $`E_\mu ^3`$-weighted vertical prompt fluxes, at NLO, are calculated using selected values of $`m_c`$, $`\mu _F`$, $`\mu _R`$ from Table I and compared to the TIG conventional and prompt fluxes.
Results for MRS R1-R2, CTEQ 4M, MRST, for $`\lambda =0`$ (Fig. 6a) and $`\lambda =0.5`$ (Fig. 6b), with standard choice of parameters $`m_c`$, $`\mu _F`$, $`\mu _R`$. Top part: $`E_\mu ^3`$-weighted vertical prompt fluxes, at NLO. Bottom part: related spectral indices $`\alpha _\mu `$ (for the $`\lambda =0`$ case, $`\alpha _\mu =b_\mu `$).
Results for MRST $`\lambda =00.5`$ (solid lines). The $`E_\mu ^3`$-weighted vertical prompt fluxes, at NLO, are compared to the TIG conventional and prompt fluxes (dashed lines).
Results for MRST $`\lambda =00.5`$ (solid lines). The $`E_\mu ^2`$-weighted integrated vertical prompt fluxes, at NLO, are compared to the number of particles traversing a km$`{}_{}{}^{3}2\pi `$ sr detector per year (dotted lines).
Results for MRST $`\lambda =00.5`$. The spectral indices $`\alpha _{\mathrm{}}(E_{\mathrm{}})`$ for the different values of $`\lambda `$, calculated directly by our simulation (solid lines) are compared to the corresponding terms $`b_{\mathrm{}}(E_{\mathrm{}})+\lambda `$ (dotted lines).
Results for MRST $`\lambda =00.5`$ (solid lines). The error of Eq. (22) is evaluated in terms of the difference $`\alpha _{\mathrm{}}(E_{\mathrm{}})b_{\mathrm{}}(E_{\mathrm{}})+\lambda `$.
Results for MRST $`\lambda =0`$ for different values of $`\gamma `$. a) The spectral indices $`\alpha _{\mathrm{}}(E_{\mathrm{}})`$ for the different values of $`\gamma `$, calculated directly by our simulation (solid lines) are compared to the corresponding terms $`\overline{b}_{\mathrm{}}(E_{\mathrm{}};\gamma =1.7,2.0;\lambda =0)\gamma `$, with increments in $`\gamma `$ equal to $`\pm 0.1,\pm 0.2`$ (dotted lines). The curves are labelled by the related value of $`\gamma `$ above the knee ($`\gamma =2.0`$ is our “standard value”). b) Uncertainty due to the non-linearity of Eq. (29), as the difference $`\alpha _{\mathrm{}}\overline{b}_{\mathrm{}}\gamma `$.
The $`E_N^3`$-weighted equivalent nucleon flux $`\varphi _{eq}(E_N)`$ is shown for different primary cosmic ray experiments . For each of these we plot the central value and the related error band.
The spectral index, $`\gamma _{eq}+1`$, for the equivalent nucleon fluxes of Fig. 12, is shown for different primary cosmic ray experiments . For each of these we plot the central value and the related error band. |
warning/0003/hep-th0003123.html | ar5iv | text | # 1 Introduction
## 1 Introduction
Mikhail Vladimirovich Saveliev was a brilliant scientist who made a fundamental contribution to the theory of integrable systems. Misha was always open to a scientific discussion and ready to share his knowledge to colleagues. Working mainly on two-dimensional integrable systems, during last years Saveliev was interested in the application of his ideas to the study of higher-dimensional relativistic supersymmetric models which, he believed, have a chance to be solvable in one or another sense. Now it is an open problem to clarify to which extend his expectations were true.
The aim of this contribution is to reformulate the simplest relativistic model of a scalar field in any dimension in a way inspired by the theory of higher spin gauge fields. So far, the higher spin gauge theory has been developed beyond the linearized level mainly for $`d4`$ (see and references therein). From these particular cases it is known that higher spin gauge theories are based on appropriate infinite-dimensional symmetries, higher spin symmetries. All massless fields with spins $`s1`$ are gauge fields. In the framework of the formalism developed in , the $`d=4`$ dynamical equations have a form of some zero-curvature and covariant constancy conditions supplemented with certain constraints. It remains to be analyzed whether this is a signal of some sort of integrability of the 4d higher spin models. The reformulation of the scalar field dynamics suggested in this paper is useful as a starting point towards yet unknown infinite-dimensional higher spin symmetries in any dimension. Also, it sheds some light on the specificities of the higher spin interactions.
The action principle compatible with the higher spin gauge symmetries and general covariance to the lowest nontrivial order in interaction was formulated in $`AdS_4`$ , thus solving the problem of introducing consistent gravitational interactions of higher spin gauge fields to the cubic order in interactions. The cubic action of was however known to be incomplete requiring some further modification at the higher orders in interactions. Indeed, it is well known that the consistency of some interactions at the cubic level does not guarantee that the theory can be consistently extended beyond the cubic order. (For example, at the cubic level one can consider any number N of spin 3/2 gravitinos interacting with gravitons but only for $`N8`$ it is possible to proceed beyond the cubic level with very specific sets of fields, the supergravitational supermultiplets, carrying spins $`s2`$. The true spectrum of fields can only be fixed at the quartic level. The higher spin interactions beyond the cubic order were studied in at the level of equations of motion. From these results and also from the analysis of the unitary lowest weight representations of the higher spin algebras (i.e. higher-spin multiplets) in it is known that the full spectra of spins in the complete higher spin theories contain lower spin fields with spins 1 and 1/2 and 0. One of the aims of this paper is to construct a spin-0 action in the form analogous to the spin $`s>1`$ actions used in as a step towards a complete higher spin action. As argued in unbroken higher spin symmetries require AdS geometry rather than the flat one. We therefore consider the problem both in the flat and $`AdS`$ background.
Infinite-dimensional higher spin symmetries mix higher derivatives of all orders of the dynamical fields. To make these symmetries manifest it is useful to reformulate dynamics in terms of appropriate higher spin covariant derivatives $`𝒟C^A(x)`$. The representation $`C^A(x)`$ of the higher spin symmetry is infinite-dimensional containing infinitely many field components (index $`A`$), most of which express via the higher derivatives of the dynamical fields by virtue of certain constraints. We formulate the action principle for a free scalar field in terms of the covariant derivative $`𝒟C`$ in $`AdS_d`$ for an arbitrary value of mass $`m`$ and in the flat space for $`m0`$. At the free field level the constructed action is equivalent to the standard first-order Klein-Gordon action because higher components of the representation $`C^A`$ do not contribute to the action at the quadratic level thus guaranteeing it to be of the normal order in derivatives. However, the proposed action differs from the standard one at the interaction level. In particular, in this framework minimal Yang-Mills interaction of a scalar field turns out to be combined with some additional interactions to the Yang-Mills field strength containing infinite series in higher derivatives of the scalar field with the coefficients proportional to negative powers of the parameter of mass or the cosmological constant. An immediate consequence of our formulation is that it shows how the Yang-Mills current built from the scalar matter can be compensated by a pseudolocal field redefinition, which result provides a generalization to an arbitrary dimension of the observation made for 3d higher spin models that conserved currents are pseudolocally exact in $`AdS_3`$. Also let us mention some parallelism between our results and the description of the consistent interaction of massive higher spin fields with gravity in the recent papers , which requires infinite expansions in negative powers in the parameter of mass at the action level. Needless to say that this picture is reminiscent of the $`\alpha ^{}`$ expansion for massive modes in the string theory.
The paper is organized as follows. In the Section 2, we formulate the equations of motion for a scalar field of an arbitrary mass in the flat space in the “unfolded” form of certain covariant constancy conditions. These results are generalized to $`AdS_d`$ in the Section 3. In the Section 4, the Klein-Gordon equations are interpreted in terms of the $`\sigma _{}`$-cohomology. In the Section 5, we derive the scalar field action formulated in terms of the “higher spin” covariant derivatives of the Sections 2 and 3. The Fock space notation are introduced in the Section 6. Specificities of the Yang-Mills current interaction of the scalar fields described by the action of the Section 5 are discussed in the Section 7. In the Section 8 we generalize the covariant constancy conditions of the sections 2 and 3 to the off-mass-shell system. The Section 9 contains some conclusions.
## 2 “Unfolded” Formulation of the Scalar Field Equations in the Flat Space
To describe a free massless scalar field $`c(x)`$ in $`d`$ dimensions, let us introduce a set of traceless symmetric tensors of all ranks $`C(x)=(c(x),\mathrm{},c^{n(k)}(x),\mathrm{})`$,
$$\eta _{nn}c^{n(k+2)}=0,$$
(2.1)
where $`m,n,\mathrm{}=0,\mathrm{},d1`$ and $`\eta ^{nm}`$ is the mostly minus flat metric $`\eta ^{nm}=(1,1,\mathrm{},1)`$. In this paper we use the conventions of convenient for the component analysis of complicated tensor structures: upper and lower indices denoted by the same letter should be first symmetrized (separately) and then the maximal possible number of lower and upper indices should be contracted; the number of indices can be indicated in brackets by writing e.g. $`n(k)`$ instead of writing $`k`$ times the index $`n`$. Underlined Latin indices are used for differential forms and vector fields in d-dimensional space-time with coordinates $`x^{\underset{¯}{n}}`$,
$$\underset{¯}{m},\underset{¯}{n},\mathrm{}=0,\mathrm{},d1,_{\underset{¯}{n}}=\frac{}{x^{\underset{¯}{n}}},d=dx^{\underset{¯}{n}}_{\underset{¯}{n}}.$$
(2.2)
Indices from the middle of the Latin Alphabet are fiber.
As shown in the equations of motion of a free massless scalar field $`c(x)`$ in the flat $`d`$dimensional space-time can be reformulated as the following infinite chain of equations
$$_{\underset{¯}{n}}c_{n(k)}+e_{\underset{¯}{n}}{}_{}{}^{m}c_{n(k)m}^{}=0,$$
(2.3)
where $`e_{\underset{¯}{n}}^m`$ is the flat space vielbein. Such a form of the dynamical equations expressing all the derivatives in terms of the fields was called “unfolded” in . In the flat space one can choose $`e_{\underset{¯}{n}}{}_{}{}^{m}=\delta _{\underset{¯}{n}}^m`$ and identify underlined (base) and non-underlined (fiber) indices.
The first two equations in (2.3) read
$$_{\underset{¯}{n}}c=c_{\underset{¯}{n}},$$
(2.4)
$$_{\underset{¯}{n}}c_{\underset{¯}{m}}=c_{\underset{¯}{m}\underset{¯}{n}}.$$
(2.5)
Eq. (2.4) tells us that $`c_{\underset{¯}{n}}`$ is the first derivative of $`c`$. Eq. (2.5) implies that $`c_{\underset{¯}{n}\underset{¯}{m}}`$ is the second derivative of $`c`$. However, because of the tracelessness condition
$$c_n{}_{}{}^{n}=0,$$
(2.6)
it imposes the Klein-Gordon equation
$$\mathrm{}c=0.$$
(2.7)
The rest equations in (2.3) express highest tensors $`c_{n(k)}`$ in terms of the higher-order derivatives
$$c_{\underset{¯}{n}_1\mathrm{}\underset{¯}{n}_k}=(1)^k_{\underset{¯}{n}_1}\mathrm{}_{\underset{¯}{n}_k}c$$
(2.8)
imposing no further conditions on $`c`$. The tracelessness conditions (2.1) are all satisfied once the Klein-Gordon equation (2.7) is true.
Let $`T_k^p`$ be a linear space of $`p`$-forms taking values in the space of rank-$`k`$ totally symmetric traceless tensors. In other words, a general element of $`T_k^p`$ is $`c^{n(k)}=dx^{\underset{¯}{m}_1}\mathrm{}dx^{\underset{¯}{m}_p}c_{\underset{¯}{m}_1\mathrm{}\underset{¯}{m}_p}^{n(k)}`$, with $`c_n{}_{}{}^{n(k1)}=0`$. Then $`T^p=_{k=0}^{\mathrm{}}T_k^p`$ is the linear space of $`p`$-forms taking values in the space of all totally symmetric traceless tensors.
Let us introduce the operator
$$\sigma _{}:T_k^pT_{k1}^{p+1},$$
(2.9)
$$(\sigma _{}C)^{n(k1)}=e_mc^{n(k1)m},\sigma _{}(T_0^p)=0,$$
(2.10)
where $`e_n`$ is the frame 1-form $`e^n=dx^{\underset{¯}{n}}e_{\underset{¯}{n}}^n`$. (In the flat space we can set $`e^n=dx^{\underset{¯}{n}}\delta _{\underset{¯}{n}}^n=dx^n`$.) The operator $`\sigma _{}`$ has the following important properties
$$(\sigma _{})^2=0,\sigma _{}d+d\sigma _{}=0.$$
(2.11)
The chain of equations (2.3) then takes the form
$$(d+\sigma _{})C=0.$$
(2.12)
The compatibility condition $`(d+\sigma _{})^2=0`$ of this system holds as a consequence of (2.11).
Let us now address the question of the uniqueness of the equation (2.12) within the class of equations formulated in $`T^p`$ in terms of the exterior differential and the frame 1-form. The only Lorentz covariant possibility is to write a chain of equations
$$𝒟C=0,$$
(2.13)
$$𝒟=d+\sigma _{}+\sigma _+,$$
(2.14)
with $`\sigma _+`$: $`T_k^pT_{k+1}^{p+1}`$ being some operator of the form
$$(\sigma _+C)^{n(k+1)}=f(k)P_{}(e^nc^{n(k)}),$$
(2.15)
where $`f(k)`$ are some unknown coefficients and $`P_{}`$ is the projector to the subspace of traceless tensors, i.e.
$$(\sigma _+C)^{n(k+1)}=f(k)\left(e^nc^{n(k)}\frac{k}{d+2(k1)}\eta ^{nn}e_mc^{n(k1)m}\right).$$
(2.16)
The compatibility condition
$$𝒟^2=0$$
(2.17)
requires in addition to (2.11)
$`\sigma _+d+d\sigma _+=0,`$ (2.18)
$`\sigma _+\sigma _+=0,`$ (2.19)
$`\{\sigma _+,\sigma _{}\}=0.`$ (2.20)
The first two conditions are trivially satisfied while the third imposes the following restrictions on the coefficients $`f(k)`$:
$$f(k)=\frac{(k+1)(d+2(k1))}{k(d+2k)}f(k1).$$
(2.21)
The generic solution of these equations is
$$f(k)=m^2\frac{k+1}{2k+d},$$
(2.22)
where $`m^2`$ is an arbitrary constant.
The first two equations in the chain (2.13) give
$$_{\underset{¯}{n}}c+e_{\underset{¯}{n}}{}_{}{}^{m}c_{m}^{}=0,$$
(2.23)
$$_{\underset{¯}{n}}c_n+e_{\underset{¯}{n}}{}_{}{}^{m}c_{nm}^{}\frac{m^2}{d}e_{\underset{¯}{n}n}c=0.$$
(2.24)
Contracting indices in the second equation and substituting $`c_n`$ from (2.23) we obtain
$$(\mathrm{}+m^2)c=0.$$
(2.25)
Therefore, the ambiguity in the coefficients $`f(k)`$ expresses the ambiguity in the parameter of mass in the Klein-Gordon equation reformulated in the form (2.13). An equivalent formulation for the massive scalar field in the flat space of an arbitrary dimension was given in . Note that (2.8) has the same form for any value of $`m^2`$.
## 3 “Unfolded” Scalar Field Equations in $`AdS_d`$
To generalize these results to $`AdS_d`$, consider the gauge fields $`A_{\underset{¯}{n}}{}_{}{}^{MN}=A_{\underset{¯}{n}}^{NM}`$ for the $`AdS_d`$ algebra $`o(d1,2)`$, ($`M,N=0,\mathrm{},d`$). Setting $`\omega _{\underset{¯}{n}}{}_{}{}^{nm}=A_{\underset{¯}{n}}^{nm}`$ and $`e_{\underset{¯}{n}}{}_{}{}^{n}=\lambda ^1A_{\underset{¯}{n}}^{nd}`$, where $`\lambda `$ is a constant, the $`o(d1,2)`$— Yang-Mills strengths acquire the form
$$R_{\underset{¯}{n}\underset{¯}{m}}{}_{}{}^{nm}=_{\underset{¯}{n}}\omega _{\underset{¯}{m}}{}_{}{}^{nm}+\omega _{\underset{¯}{n}}{}_{}{}^{n}{}_{t}{}^{}\omega _{\underset{¯}{m}}^{}{}_{}{}^{tm}\lambda ^2e_{\underset{¯}{n}}{}_{}{}^{n}e_{\underset{¯}{m}}^{}{}_{}{}^{m}(\underset{¯}{n}\underset{¯}{m}),$$
(3.1)
$$R_{\underset{¯}{n}\underset{¯}{m}}{}_{}{}^{n}=\lambda _{\underset{¯}{n}}e_{\underset{¯}{m}}{}_{}{}^{n}+\lambda \omega _{\underset{¯}{n}}{}_{}{}^{n}{}_{m}{}^{}e_{\underset{¯}{m}}^{}{}_{}{}^{m}(\underset{¯}{n}\underset{¯}{m}).$$
(3.2)
The fields $`e_{\underset{¯}{n}}^n`$ and $`\omega _{\underset{¯}{n}}^{nm}`$ are identified with the vielbein and Lorentz connection. Provided that $`\mathrm{det}|e_{\underset{¯}{n}}{}_{}{}^{n}|0`$, $`\lambda ^1R_{\underset{¯}{n}\underset{¯}{m}}^n`$ and $`R_{\underset{¯}{n}\underset{¯}{m}}^{nm}`$ identify, respectively, with the torsion tensor and Riemann curvature tensor (corrected by the $`\lambda `$ dependent “cosmological term”) in the vielbein formulation of gravity. The equations
$$R_{\underset{¯}{n}\underset{¯}{m}}{}_{}{}^{nm}=0$$
(3.3)
and
$$R_{\underset{¯}{n}\underset{¯}{m}}{}_{}{}^{n}=0$$
(3.4)
describe $`d`$dimensional anti de-Sitter space of radius $`\lambda ^1`$.
The Lorentz covariant derivative is defined according to
$$D_{\underset{¯}{n}}f^{nm\mathrm{}}=_{\underset{¯}{n}}f^{nm\mathrm{}}+\omega _{\underset{¯}{n}}{}_{}{}^{n}{}_{t}{}^{}f_{}^{tm\mathrm{}}+\omega _{\underset{¯}{n}}{}_{}{}^{m}{}_{t}{}^{}f_{}^{nt\mathrm{}}+\mathrm{}.$$
(3.5)
From (3.1) and (3.3) it follows that in $`AdS_d`$
$$[D_{\underset{¯}{n}},D_{\underset{¯}{m}}](f^{nm\mathrm{}})=\lambda ^2(e_{\underset{¯}{n}}{}_{}{}^{n}e_{\underset{¯}{m}t}^{}f^{tm\mathrm{}}+e_{\underset{¯}{n}}{}_{}{}^{m}e_{\underset{¯}{m}t}^{}f^{nt\mathrm{}}+\mathrm{})(\underset{¯}{n}\underset{¯}{m}).$$
(3.6)
To generalize the scalar field equation in the form (2.13) to $`AdS_d`$ case, we set
$$𝒟=D+\sigma _{}+\sigma _+$$
(3.7)
with $`D=dx^{\underset{¯}{n}}D_{\underset{¯}{n}}`$ and some new operator $`\sigma _+`$. The compatibility condition $`𝒟𝒟=0`$ in the $`AdS_d`$ case requires the same properties of $`\sigma _{}`$ and $`\sigma _+`$ (2.11), (2.18), (2.19), but modifies (2.20) to
$$\left(\{\sigma _+,\sigma _{}\}C\right)^{n(k)}=\left(DD(C)\right)^{n(k)}=k\lambda ^2e^ne_mc^{n(k1)m}$$
(3.8)
as a result of (3.6). Taking again $`\sigma _{}`$ and $`\sigma _+`$ in the form (2.10) and (2.15), respectively, (3.8) imposes the following conditions on $`f(k)`$
$$f(k)=\frac{(k+1)(d+2(k1))}{k(d+2k)}(f(k1)+k\lambda ^2).$$
(3.9)
The generic solution of this equation is
$$f(k)=\frac{k+1}{2k+d}(\lambda ^2k(k+d1)m^2),$$
(3.10)
where $`m^2`$ is again an arbitrary parameter associated with the solution of the homogeneous part of (3.9). Analogously to the flat case, we derive from the first two equations of the chain (2.13) the massive Klein-Gordon equation<sup>3</sup><sup>3</sup>3Let us note that there are several competing definitions of a massless scalar field in $`AdS_d`$ with $`m^2=m_0^20`$. For the massless field identified with the conformal scalar, $`m_0^2=\frac{\lambda ^2}{4}d(d2)`$.
$$(\mathrm{}+m^2)c=0,\mathrm{}=\eta _{nm}D^nD^m$$
(3.11)
and
$$c^n=D^nc,$$
(3.12)
where $`D^n=e^{\underset{¯}{n}n}D_{\underset{¯}{n}}`$ (with $`e^{\underset{¯}{n}}{}_{n}{}^{}e_{\underset{¯}{m}}^{}{}_{}{}^{n}=\delta _{\underset{¯}{m}}^{\underset{¯}{n}}`$). From the rest equations of the chain we obtain a covariantized version of (2.8)
$$c^{n_1\mathrm{}n_k}=(1)^kP_{}D^{n_1}\mathrm{}D^{n_k}c.$$
(3.13)
Let us stress that the system (2.13) contains no restrictions on $`c`$ beyond (3.11). One way to prove this is to analyze cohomology of the operator $`\sigma _{}`$ (see section 4).
If some consistent theory of fields of all spins possessing higher spin gauge symmetries exists, the operator $`𝒟`$ should be interpreted as a result of linearization of full nonlinear higher spin covariant derivatives near the $`AdS_d`$ vacuum solution with the background $`AdS_d`$ gauge fields being of zero order. Other way around, one can take the form of the covariant derivative (3.7) as a starting point towards the full higher spin symmetry and its matter field representations. This strategy was proved to be successful in for the analysis of $`d=4`$ higher spin dynamics starting from the appropriate generalization of the covariant derivative (3.7) for the $`d=4`$ higher spin massless fields. Also, the dynamical equations in the form (2.13) is a good starting point towards unfolded nonlinear higher spin equations (for more detail on this point we refer the reader to ).
## 4 $`\sigma _{}`$ Cohomology and Dynamical Equations
An interesting feature of the proposed formulation is that the equations of motion of a scalar field in the flat and $`AdS`$ space admit a natural interpretation in terms of the cohomology group of $`\sigma _{}`$. According to (2.9), $`\sigma _{}`$ increases a degree of differential forms decreasing a number of tensor indices and has the property $`\sigma _{}^2=0`$. We show that the only nontrivial class $`H^1(\sigma _{})`$ of the first cohomology group of $`\sigma _{}`$
$$T\stackrel{\sigma _{}}{}\stackrel{H^1}{T^1}\stackrel{\sigma _{}}{}T^2,$$
(4.1)
belongs to $`T_1^1`$ and describes the left hand sides of the equations of motion for a scalar field. The constraints (2.8) or (3.13) fix particular representatives of the trivial cohomology classes.
Consider the restriction $`DC|_{T_0^1}`$ of $`DC`$ to $`T_0^1`$ (i.e. the part in $`DC`$ that does not carry vector indices). By definition of $`\sigma _{}`$,
$$\sigma _{}\left(DC|_{T_0^1}\right)=0.$$
(4.2)
The question is whether $`DC|_{T_0^1}=\sigma _{}(y)`$ with some $`y^nT_1^0`$. In components, it is equivalent to $`D_{\underset{¯}{n}}c=e_{\underset{¯}{n}n}y^n`$. Obviously, the solution of this equation exists provided that the frame field $`e_{\underset{¯}{n}n}`$ is invertible. Thus $`H_0^1=0`$. Since $`y^n`$ enters this equation just the same way as $`c^n`$ enters (2.23) the fact that $`H_0^1=0`$ means that one can choose the field $`c^n`$ in such a way that
$$\left((D+\sigma _{})C\right)|_{T_0^1}=0.$$
(4.3)
Physically, this equation is interpreted as the constraint (2.23) expressing $`c^n`$ via the first derivatives of the physical field $`c`$. Cohomologically, it fixes a representative of the trivial cohomology class $`c^n`$ in terms of the derivatives of the dynamical field $`c`$. Note that this condition can be interpreted as a constraint because $`\sigma _{}`$ does not contain space-time derivatives.
Since $`(\sigma _+C)|_{T_0^1}=0`$, the condition (4.3) is equivalent to
$$𝒟C|_{T_0^1}=0.$$
(4.4)
Now let us show that $`𝒟C|_{T_{k+1}^1}`$ is $`\sigma _{}`$\- closed if
$$𝒟C|_{T_l^1}=0\text{for}0lk.$$
(4.5)
Indeed, since the operators $`D`$ and $`\sigma _+`$ map $`T_k`$ to $`T_l`$ with $`lk`$ we obtain from (4.5) that
$$\left((D+\sigma _+)𝒟C\right)|_{T_l^1}=0\text{for}lk.$$
(4.6)
From $`𝒟^2=0`$ it follows then that
$$\left(\sigma _{}𝒟C\right)|_{T_l^1}=0\text{for}lk$$
(4.7)
and, therefore,
$$\sigma _{}(𝒟C|_{T_{k+1}^1})=0.$$
(4.8)
As a result, we conclude that
$$𝒟C|_{T_{k+1}^1}=\sigma _{}(y_{k+2})+h_{k+1},$$
(4.9)
where $`\sigma _{}(y_{k+2})`$ describes some $`\sigma _{}`$\- exact part (i.e. a trivial cohomology class) and $`h_{k+1}`$ is a representative of a nontrivial cohomology $`H^1`$. Obviously, the $`\sigma _{}`$\- exact part can be fixed to zero by adjusting a field $`c^{n(k+2)}`$ on the left hand side of (4.9). Therefore it is possible to impose constraints
$$𝒟C|_{T_{k+1}^1}=0$$
(4.10)
provided that the cohomology group is zero. If it is different from zero, the equation (4.10) imposes some differential equations on the bottom field $`c(x)`$.
Let us now find the cohomology group $`H^1`$. A $`\sigma _{}`$\- closed 1-form $`\widehat{c}_{\underset{¯}{n},}^{n(k)}`$ obeys
$$e_{\underset{¯}{n}m}\widehat{c}_{\underset{¯}{m},}{}_{}{}^{n(k1)m}e_{\underset{¯}{m}m}\widehat{c}_{\underset{¯}{n},}{}_{}{}^{n(k1)m}=0.$$
(4.11)
Therefore
$$e_{\underset{¯}{n}m}\widehat{c}_{\underset{¯}{m},}{}_{}{}^{n(k1)m}=y_{\underset{¯}{n}\underset{¯}{m},}{}_{}{}^{n(k1)},$$
(4.12)
where $`y_{\underset{¯}{n}\underset{¯}{m},}^{n(k1)}`$ is symmetric in $`\underset{¯}{n}`$ and $`\underset{¯}{m}`$, and symmetric and traceless in $`n(k1)`$. Equivalently, using the fiber indices, we have
$$\widehat{c}_{m,n(k)}=y_{mn,n(k1)}.$$
(4.13)
From this relation it follows that $`y_{ml,n(k1)}`$ should be totally symmetric in all indices and traceless for $`k2`$. This implies that $`\widehat{c}_{\underset{¯}{n},}^{n(k)}`$ is exact for all $`k1`$. Since $`y_{\underset{¯}{n}\underset{¯}{m}}`$ is not required to be traceless there is a nontrivial cohomology class
$$\widehat{c}_{\underset{¯}{n},}{}_{}{}^{n}=\alpha e_{\underset{¯}{n},}^n$$
(4.14)
with an arbitrary parameter $`\alpha `$. It is obvious that this element is $`\sigma _{}`$\- closed but not $`\sigma _{}`$\- exact because
$$e_{\underset{¯}{n},}{}_{}{}^{n}e_{\underset{¯}{n},m}X^{nm}$$
(4.15)
for any traceless $`X^{nm}`$. From the analysis of the sections 2 and 3 it is clear that sending this cohomology to zero in (4.9) is equivalent to imposing the Klein-Gordon equation. The fact that all other $`\sigma _{}`$\- cohomology groups in $`H^1`$ vanish means that the rest equations in the chain (2.13) and it’s $`AdS`$ generalization contain no further differential restrictions on the field $`c(x)`$, merely expressing higher components $`c^{n(k)}`$ in terms of derivatives of $`c`$.
To summarize, the equation (2.13) contains one differential equation, Klein-Gordon equation, along with an infinite set of constrains expressing the fields $`c^{n(k)}`$ $`k1`$ via derivatives of the physical field $`c`$ according to (2.7) and (2.8) in the flat space or (3.11) and (3.13) in $`AdS_d`$.
Note that the dynamical field $`c`$ represents a nontrivial cohomology group $`H^0`$. Indeed, $`c`$ is $`\sigma _{}`$\- closed but, being a 0-form, cannot be $`\sigma _{}`$-exact. Let us stress that the physical field $`c`$ should be $`\sigma _{}`$-closed to make it possible to start the analysis of the equations by writing (4.2).
One of the lessons of this section is that, in order to have a chain of equations $`\stackrel{~}{𝒟}\stackrel{~}{C}=0`$ which does not impose differential restrictions on a bottom field(s) merely expressing some of the 0-forms $`\stackrel{~}{C}`$ in terms of derivatives of some other, one has to modify the setting in such a way that $`\stackrel{~}{H}^1`$=0. Such a problem setting is expected to be useful at the nonlinear level for the off-mass-shell formulation of the action principle compatible with the constraints written in the covariant form $`\stackrel{~}{𝒟}\stackrel{~}{C}=0`$. For a free scalar field is developed in the section 8.
## 5 Free Action
In it has been shown that the “higher spin” covariant derivatives analogous to (3.7) can be used to build action functionals. Such a form of the higher spin action was used in to introduce higher-spin-gravitational interactions at the cubic level. In this section we show how the free action for a scalar field can be formulated in terms of the covariant derivative (3.7). This action is expected to result from the linearization of some full higher spin invariant action describing higher spin and lower spin fields and formulated in terms of higher spin covariant derivatives. Hopefully, the proposed action will help to shed some light on the structure of a nonlinear higher spin action in any dimension and, in particular, to build the full nonlinear action in $`d=4`$ containing necessary lower spin matter fields.
We identify the fields $`c`$ and $`c^n`$ with the fields of the first-order Klein-Gordon action. Let us address the question whether there exists an action of the form
$$S^2=\underset{k=1}{\overset{\mathrm{}}{}}\frac{g(k)}{k!}_{M_d}e^{m_3}\mathrm{}e^{m_d}ϵ_{m_1\mathrm{}m_d}(𝒟C)^{m_1n(k1)}(𝒟C)^{m_2}{}_{n(k1)}{}^{},$$
(5.1)
with some coefficients $`g(k)`$ (no symmetrization with respect to the indices $`m`$) that the equations of motion derived from this action are equivalent to the spin 0 equations in the form
$`(D_nc^n+m^2)c=0,c^n=D^nc.`$ (5.2)
In addition we require that
$$\frac{\delta S^2}{\delta c^{n(k)}}0\text{ for }k2.$$
(5.3)
The latter condition admits a natural interpretation in view of the formula (3.13) as the requirement that the free action does not contain higher derivatives of the scalar field $`c`$.
To simplify formulae, let us introduce the operator $`E\text{}T_k^pT_k^{d+p2}`$ and $`N\text{}T_k^pT_k^p`$,
$$(EC)^{n(k)}=g(k)e^{m_1}\mathrm{}e^{m_{d2}}c^{n(k1)t}ϵ_t{}_{}{}^{n}{}_{m_1\mathrm{}m_{d2}}{}^{},k1;E(c)=0,$$
(5.4)
$$(NC)^{n(k)}=kc^{n(k)}$$
(5.5)
for any p-form $`c^{n(k)}`$. The following elementary identities take place
$$\sigma _+N=(N1)\sigma _+,\sigma _{}N=(N+1)\sigma _{},$$
(5.6)
$$E\sigma _{}=(1)^d\frac{N+1}{N+d1}\frac{g(N)}{g(N+1)}\sigma _{}E,N1,$$
(5.7)
$$E\sigma _+=(1)^d\frac{N+d2}{N}\frac{g(N)}{g(N1)}\sigma _+E,N2.$$
(5.8)
Let us introduce notation
$$(C^p,B^q)=\underset{k}{}\frac{1}{k!}c^{n(k)}b_{n(k)},$$
(5.9)
where $`C^pT^p`$ and $`B^qT^q`$. The following identities are true
$$(C^p,B^q)=(1)^{pq}(B^q,C^p),$$
(5.10)
$$(C^p,EB^q)=(1)^{pd1}(EC^p,B^q),$$
(5.11)
$$(C^p,\sigma _+B^q)=(1)^p(\frac{f(N)}{N+1}\sigma _{}C^p,B^q),$$
(5.12)
$$(C^p,\sigma _{}B^q)=(1)^p(\frac{N}{f(N1)}\sigma _+C^p,B^q).$$
(5.13)
With this notation, the action (5.1) reads
$$S^2=_{M_d}(E𝒟C,𝒟C).$$
(5.14)
Since the form (5.9) is Lorentz invariant, the Stokes theorem can be written in the form
$$_{M_d}(C^p,DB^{dp1})=(1)^p_{M_d}(DC^p,B^{dp1})+(1)^p_{M_d}(C^p,B^{dp1}).$$
(5.15)
A local variation of the action is
$$\delta S^2=_{M_d}(E𝒟C,𝒟\delta C)+_{M_d}(E𝒟\delta C,𝒟C)=2_{M_d}(E𝒟C,𝒟\delta C).$$
(5.16)
Integrating by parts and using the definition (3.7) of the operator $`𝒟`$ along with the identities (5.7), (5.8), (5.12) and (5.13) we obtain
$`\delta S^2=(1)^{d1}2{\displaystyle _{M_d}}([[{\displaystyle \frac{N+d2}{N}}{\displaystyle \frac{g(N)}{g(N1)}}+{\displaystyle \frac{N}{f(N1)}}]\sigma _++`$
$`+[{\displaystyle \frac{N+1}{N+d1}}{\displaystyle \frac{g(N)}{g(N+1)}}+{\displaystyle \frac{f(N)}{N+1}}]\sigma _{}]E𝒟C,\delta C),`$ (5.17)
provided that $`\delta C=N(N1)\mathrm{{\rm Y}}`$ for arbitrary $`\mathrm{{\rm Y}}`$ (i.e. $`\delta C`$ does not contain $`\delta c`$ and $`\delta c^n`$). The condition that this variation vanishes is equivalent to (5.3). Requiring the coefficients in front of $`\sigma _{}`$ and $`\sigma _+`$ to vanish we obtain the set of equations on $`g(k)`$
$$g(k)=\frac{g(k1)}{f(k1)}\frac{k^2}{k+d2},$$
(5.18)
which admits a unique solution up to an arbitrary normalization factor that can be fixed as
$$g(1)=\frac{1}{2}\frac{d^2}{m^2},$$
(5.19)
to have the standard normalization of the free scalar field action.
Substituting $`f(k)`$ (3.10) we obtain for the case of an arbitrary mass<sup>4</sup><sup>4</sup>4For the values of mass $`m^2=\lambda ^2k_0(k_0+d1)`$, $`k_0=0,1,\mathrm{}`$ the function $`g(k)`$ tends to infinity when $`k>k_0`$ thus making the formula for the action (5.1) inapplicable. These special values of the parameter of mass are analogous to those found previously in at the level of equations of motion for $`d=3`$. Their appearance signals that for these special values of the parameter the infinite chains start not with the scalar $`c`$, but rather with the rank $`k_0`$ tensor $`c^{n(k_0)}`$ so that after appropriate redefinition of the normalization constant the action (5.1) turns out to be well-defined. We hope to consider this interesting question elsewhere. in $`AdS_d`$ space
$$g(k)=\frac{(1)^{k1}}{2}\frac{1}{m^2\lambda ^{2k2}}\frac{\mathrm{\Gamma }(\alpha ^++2)\mathrm{\Gamma }(\alpha ^{}+2)}{\mathrm{\Gamma }(k+\alpha ^++1)\mathrm{\Gamma }(k+\alpha ^{}+1)}\frac{d!}{(d2)!!}\frac{(2k+d2)!!}{(k+d2)!}k!,$$
(5.20)
where
$$\alpha ^\pm =\frac{1}{2}\left(d3\pm \sqrt{(d1)^2+4\frac{m^2}{\lambda ^2}}\right).$$
(5.21)
For the flat case with nonzero mass we have
$$g(k)=\frac{(1)^{k1}}{2}\frac{1}{m^{2k}}\frac{d!}{(d2)!!}\frac{(2k+d2)!!}{(k+d2)!}k!.$$
(5.22)
Note that $`g(k)`$ is such that, by virtue of (5.7) and (5.12), $`\sigma _{}`$ is conjugated to $`\sigma _+`$ with respect to the form $`(E(C),B)`$ restricted to $`T_k`$ with $`k2`$, i.e.
$$(EC^p,\sigma _+B^q)=(1)^{p1}(E\sigma _{}C^p,B^q)\text{for }C^p=N(N1)\mathrm{{\rm Y}}^p.$$
(5.23)
With the help of this property it is trivial to see that $`\delta S^2=0`$ provided that $`N(N1)\delta C=0`$. This explains why we have obtained only one equation (5.18) from the requirement that the two coefficients vanish in (5.17).
Since the conjugation relation (5.23) does not take place for $`T_0^0`$ and $`T_1^0`$, the equations of motion for the fields $`c`$ and $`c^n`$ turn out to be nontrivial having a form
$$\frac{\delta S^2}{\delta c}=2(1)^d\frac{m^2}{d}\sigma _{}E(𝒟C|_{T_1^1})=0,$$
(5.24)
$$\frac{\delta S^2}{\delta c^1}=2E\sigma _+(𝒟C|_{T_0^1})=0.$$
(5.25)
It is elementary to see that these equations are equivalent to the free field equations (5.2). In fact, the equation (5.25) is equivalent to
$$(𝒟C)|_{T_0^1}=0$$
(5.26)
(i.e., $`\mathrm{Ker}(E\sigma _+)|_{T_0^1}=0`$), while the equation (5.24) is equivalent to
$`(𝒟C)|_{T_1^1}=\sigma _{}X`$ (5.27)
with an arbitrary $`X`$ ($`\mathrm{Ker}(\sigma _{}E)|_{T_1^1}=\sigma _{}X`$). One can always adjust such a field $`c^{nm}`$ that $`X=0`$. This condition can be interpreted as some constraint on $`c^{nm}`$. As shown in the sections 2, 3 and 4, by imposing constraints on the higher fields $`c^{n(k)}`$ one can achieve $`𝒟C=0`$ provided that the dynamical equations (5.24) and (5.25) are satisfied.
Although the bilinear action is independent of (local variations of) the “extra fields” $`c^{n(k)}`$ with $`k2`$, it is useful to express “extra fields” $`c^{n(k)}`$ with $`k2`$ in terms of the derivatives of the dynamical scalar field $`c`$ because extra fields contribute at the interaction level and have to be taken into account in the boundary terms. The natural choice for these constraints is according to (3.13). At the action level this can be achieved by adding the term
$$S^c=\underset{k=2}{}_\mathrm{\Omega }\gamma ^{n_1\mathrm{}n_k}(c_{n_1\mathrm{}n_k}(1)^kD_{n_1}\mathrm{}D_{n_k}c),$$
(5.28)
with Lagrange multipliers $`\mathrm{\Gamma }=(\gamma ^{n(2)},\gamma ^{n(3)}\mathrm{})`$, ($`\gamma ^{n(k)}`$ is symmetric and traceless). The action
$$S=S^2+S^c$$
(5.29)
leads to the equations (5.24) and (5.25) along with
$`c_{n_1\mathrm{}n_k}=(1)^kP_{}D_{n_1}\mathrm{}D_{n_k}c,\gamma ^{n(k)}=0,k2.`$ (5.30)
Taking into account the results of the section 4, these equations are equivalent to
$`𝒟C`$ $`=`$ $`0,`$ (5.31)
$`\mathrm{\Gamma }`$ $`=`$ $`0.`$ (5.32)
Let us note that it is possible to extend the set of Lagrangian multipliers by adding $`\gamma ^n`$ and $`\gamma `$ The scalar $`\gamma `$ cancels out from the action. The term with $`\gamma ^n`$ contributes but leads to the equivalent dynamics with $`\gamma ^n=0`$ as a consequence of the equations of motion.
So far, we have considered local variations in the bulk. If $`M_d`$ is nontrivial, the boundary terms have to be taken into account. It is elementary to see directly that
$`S^2={\displaystyle _{M_d}}\left(2(E\sigma _+c,Dc^n)+(E\sigma _+c,\sigma _+c)(E\sigma _+\sigma _{}c^n,c^n)\right)+`$
$`+(1)^{d1}{\displaystyle _{M_d}}\left((E𝒟C,C)(E\sigma _+c,c^n)\right).`$ (5.33)
Thus, the action $`S^2`$ equals to the standard first-order Klein-Gordon action modulo boundary terms which have to be subtracted to make the two actions equivalent.
## 6 Fock Space Notation
Instead of working with infinite sets of tensors $`C`$ it is convenient to use the Fock-space language analogous to that used in for spin $`s1`$ fields. Namely, we introduce the creation and annihilation operators $`a_n`$ and $`a_m^+`$ obeying the commutation relations
$$[a_n,a_m^+]=\eta _{nm},$$
(6.1)
$$[a_n,a_m]=[a_n^+,a_m^+]=0.$$
(6.2)
Given set of p-forms $`c^{n(k)}`$, we introduce a Fock vector
$$|c(p)=\underset{k=0}{\overset{\mathrm{}}{}}|c(p,k)=\underset{k=0}{\overset{\mathrm{}}{}}\frac{1}{k!}a_{n_1}^+\mathrm{}a_{n_k}^+c^{n_1\mathrm{}n_k}|0.$$
(6.3)
It is convenient to introduce operators
$$N^{++}=\frac{1}{2}a_n^+a^{+n},N^{}=\frac{1}{2}a_na^n$$
(6.4)
and
$$N=a_n^+a^n,$$
(6.5)
satisfying the commutation relations
$$[N,N^{++}]=2N^{++},[N,N^{}]=2N^{},$$
(6.6)
$$[N^{},N^{++}]=N+\frac{d}{2},$$
(6.7)
which transform to the $`sl_2`$ commutation relations by the trivial shift $`N^0=N+\frac{d}{2}`$.
The subspace of traceless symmetric tensors is extracted by the condition
$$N^{}|c(p,k)=0.$$
(6.8)
The explicit form of the projector $`P_{}`$ to the traceless tensors is complicated. For practical computations it is however enough to use the following simple formulae
$$a_n^+P_{}=P_{}a_n^++(N+\frac{d}{2}2)^1N^{++}a_nP_{},$$
(6.9)
$$a_nP_{}=P_{}a_n+(N+\frac{d}{2}1)^1P_{}a_n^+N^{}.$$
(6.10)
We have
$$\sigma _{}=e_na^n,$$
(6.11)
$$\sigma _+=\frac{f(N1)}{N}P_{}e^na_n^+=\frac{f(N1)}{N}\left(e^na_n^+(N+\frac{d}{2}2)^1N^{++}\sigma _{}\right),$$
(6.12)
$$D^n=e^{\underset{¯}{n}n}(_{\underset{¯}{n}}+\omega _{\underset{¯}{n}}{}_{}{}^{t}{}_{m}{}^{}a_{t}^{+}a^m),$$
(6.13)
$$E=\frac{g(N)}{N}e^{t_1}\mathrm{}e^{t_{d2}}ϵ_m{}_{}{}^{n}{}_{t_1\mathrm{}t_{d2}}{}^{}a_{n}^{+}a^m.$$
(6.14)
It is also useful to use Lorentz invariant “base” oscillators
$$a_{\underset{¯}{n}}=e_{\underset{¯}{n}}{}_{}{}^{n}a_{n}^{},a_{\underset{¯}{n}}^+=e_{\underset{¯}{n}}{}_{}{}^{n}a_{n}^{+},a^{\underset{¯}{n}}=e^{\underset{¯}{n}}{}_{}{}^{n}a_{n}^{},a^{+\underset{¯}{n}}=e^{\underset{¯}{n}n}a_n^+,$$
(6.15)
satisfying
$$D(a_{\underset{¯}{n}})=0,D(a^{\underset{¯}{n}})=0,D(a_{\underset{¯}{n}}^+)=0,D(a^{+\underset{¯}{n}})=0$$
(6.16)
by virtue of the zero torsion condition (3.4). Using the definition (2.14) of $`𝒟`$ and introducing
$$D^+=D^na_n^+=D_{\underset{¯}{n}}a^{+\underset{¯}{n}}$$
(6.17)
we rewrite the action (5.29) in the form
$$S=(1)^{d1}𝒟C|E|𝒟C+\mathrm{\Gamma }|C\mathrm{\Gamma }|\mathrm{exp}(D^+)c|0.$$
(6.18)
## 7 Yang-Mills Interaction
Although the free action (5.14) was shown to be equivalent modulo some boundary terms to the usual first-order Klein-Gordon action, the minimal Yang-Mills interaction introduced via covariant derivatives leads to different results in the two cases. This is not surprising because in the equivalence proof we have used the fact that $`𝒟^2=0`$ for the background $`AdS`$ geometry. This is no longer true in the presence of the Yang-Mills connection $`A`$
$$𝒟𝒟^{YM}=𝒟+A,$$
(7.1)
with
$$(𝒟^{YM})^2=G,G=dA+AA.$$
(7.2)
Here $`A`$ and $`G`$ take values in some representation $`t`$ of the gauge group $`g`$, in which the scalar fields $`c^{n(k)}`$ take their values (i.e. $`c^{n(k)}c^\alpha {}_{,}{}^{}^{n(k)}`$, $`AA^\alpha _\beta `$). The two actions can therefore differ by some terms proportional to the Yang-Mills field strength $`G`$.
An interesting consequence of the reformulation of the scalar field action in the form (5.14) is that it immediately leads to the pseudolocally exact form of the conserved spin-1 current generalizing the d=3 results of for spin -1 currents to the case of scalar matter field of arbitrary mass in $`AdS_d`$ or nonzero mass in the flat space. Indeed, the action (5.14) with the minimal Yang-Mills interaction reads
$$S^{gau}=_{M_d}tr(E𝒟^{YM}C,𝒟^{YM}C).$$
(7.3)
The spin-1 conserved current is
$$J^{\underset{¯}{n}}{}_{\alpha }{}^{}{}_{}{}^{\beta }=\frac{\delta }{\delta A_{\underset{¯}{n}}{}_{}{}^{\alpha }_\beta }S^{gau}_{A=0}.$$
(7.4)
For the action (7.3) we have
$$\delta S^{gau}|_{A=0}=_{M_d}\left((E\delta A(C),𝒟C)+(E𝒟C,\delta A(C))\right)=2_{M_d}(E𝒟C,\delta A(C))$$
(7.5)
Taking into account that the free equations of motion (5.24), (5.25) along with the constraints (5.30) imply $`𝒟C=0`$ we arrive at the paradoxical result that the Yang-Mills current derived from the action (5.14) vanishes on-mass-shell despite the fact that the action is explicitly invariant under the Yang-Mills symmetry<sup>5</sup><sup>5</sup>5Let us note that since the variation of the free action with respect to the extra fields vanishes identically, it is enough for the analysis of the cubic interaction to use the free constraints (3.13). In other words, corrections due to the Yang-Mills covariantization of the expression (5.28) may only affect quartic interactions. Note that the term with Lagrange multipliers does not affect this consideration either because $`\mathrm{\Gamma }=0`$ on-mass-shell. Alternatively, one can impose the constraints by hand without introducing Lagrange multipliers.. An important related comment is that the proposed formulation is applicable just in those cases when either the $`S`$-matrix cannot be defined ($`AdS`$ case) or the contribution of the corresponding three-particle vertices to the scattering amplitude vanishes by kinematical reasons (flat space case with $`m0`$).
Usually one argues that any terms in the current interaction that vanish on-mass-shell are irrelevant because one can compensate them by some local field redefinition
$$CC^{}=C+AC^2.$$
(7.6)
In the case under consideration one has to take into account however that the variation contains infinitely many terms with all derivatives of the scalar field $`c`$ via the highest components $`c^{n(k)}`$ (3.13). Therefore, a field redefinition (7.6) compensating interactions in the action (5.14) may be nonlocal. Such expressions containing infinite series in powers of derivatives were called in pseudolocal. It is not surprising that some interaction can be compensated by a nonlocal field redefinition (for example with the aid of the Green function). The naive conclusion that the action (7.3) does not describe nontrivial interactions is therefore wrong.
The lesson is that usual current interactions playing a fundamental role in the local field theory may not be that important in theories with interactions containing infinite series in higher derivatives. This is true both for massive modes in the flat space (like in the string theory) and for theories with arbitrary mass in the $`AdS`$ background like in the higher spin theories. One way to see this is to show that ordinary Yang-Mills current is on-mass-shell exact in the class of pseudolocal expansions. To this end, let us compare the action (5.14) with the standard first-order Klein-Gordon action with the Yang-Mills interaction. Proceeding as in the section 5 we arrive at the following result
$`S^{gau}=`$ $`{\displaystyle _{M_d}}\left(2(E\sigma _+c,D^{YM}c^n)+(E\sigma _+c,\sigma _+c)(E\sigma _+\sigma _{}c^n,c^n)\right)+{\displaystyle _{M_d}}(EGC,C)`$ (7.7)
$`+(1)^{d1}{\displaystyle _{M_d}}\left((A𝒟^{YM}C,C)(E\sigma _+c,c^n)\right),`$
where $`D^{YM}=D+A`$. The first term in this formula just describes the covariantized Klein-Gordon first-order action $`S_{KG}^{gau}`$. Therefore, we obtain that the difference
$$\mathrm{\Delta }=S^{gau}S_{KG}^{gau}$$
(7.8)
is proportional to the Yang-Mills field strength up to some boundary terms
$$\mathrm{\Delta }=_{M_d}(EGC,C)+\text{boundary terms}.$$
(7.9)
From this formula one immediately derives the pseudolocally exact representation for the spin-1 current. Indeed,
$$S_{KG}^{gau}=S_{KG}^{free}+_{M_d}tr({}_{}{}^{}JA)+O(A^2).$$
(7.10)
On the other hand we have
$$\frac{\delta S^{gau}}{\delta A_{\underset{¯}{n}}{}_{}{}^{\alpha }_\beta }|_{A=0}0,$$
(7.11)
where the $``$ implies “on-mass-shell” equality and
$$\mathrm{\Delta }=_{M_d}tr(UG),U=(EC,C).$$
(7.12)
Taking into account (7.8) we obtain
$${}_{}{}^{}J(1)^ddU$$
(7.13)
with $`U`$ (7.12) being an infinite expansion in higher derivatives due to (5.30).
An interesting problem for the future is to study the role of the boundary terms in (7.7) in the context of the AdS/CFT correspondence to clarify to which extend the dynamics of the bulk action (7.7) is encoded in the boundary actions.
## 8 Off-Mass-Shell System
The approach developed in this paper is analogous to that developed in for massless gauge fields in any dimensions and in for all massless fields in d=4. It is adequate for the analysis of the nonlinear equations of motion as some deformation of (5.31). Also it is useful for the analysis of the interactions of higher spin gauge fields at the cubic level because the analysis of the Noether current interactions is essentially on-mass-shell<sup>6</sup><sup>6</sup>6Note that the situation with higher spin gauge fields considered in is different from the one with the scalar field discussed in this paper in that respect that, for any three fixed spins, only a finite number of terms that vanish on-mass-shell appear in the gauge variation of the higher spin action of Ref. and, therefore, the fact that there exists some deformed gauge transformation that leaves the action invariant is the well-defined local statement. so that constraints and equations of motion can be used simultaneously in the form analogous to (5.31). Beyond the cubic level one needs however appropriately modified off-mass-shell constraints compatible with the higher spin symmetries. In the problem of formulation of invariant constraints was called the “extra field” problem. Here we undertake a step in this direction solving the problem of separation of constraints and dynamical field equations for the simplest case of a free scalar field.
The idea is to generalize the approach of the section 4 in such a way that the generalized covariant constancy conditions
$$\stackrel{~}{𝒟}\stackrel{~}{C}=0$$
(8.1)
for some extended set of the fields $`\stackrel{~}{C}`$ express all the fields in terms of derivatives of the dynamical scalar field $`c(x)`$ imposing no differential restrictions on the latter. As shown in the section 4, nontrivial differential equations on the physical field $`c`$ are associated with the cohomology of the operator $`\sigma _{}`$. The idea therefore is to look for such a modified covariant derivative $`\stackrel{~}{𝒟}\stackrel{~}{C}`$ ($`\stackrel{~}{𝒟}^2=0`$) that the $`\stackrel{~}{\sigma }_{}`$-cohomology of $`\stackrel{~}{𝒟}`$ is trivial. An additional requirement is that together with the Klein-Gordon equation for $`c`$, the equation (8.1) should be equivalent to the system (3.11), (3.13). These conditions can be achieved by extending the set of tensors $`C`$ to all symmetric but not necessarily traceless tensors $`\stackrel{~}{C}=(\stackrel{~}{c},\mathrm{},\stackrel{~}{c}^{n(k)},\mathrm{})`$.
Let $`\stackrel{~}{T}_k^p`$ be a linear space of $`p`$-forms taking values in the space of rank-$`k`$ totally symmetric tensors and $`\stackrel{~}{T}^p=_{k=0}^{\mathrm{}}\stackrel{~}{T}_k^p`$, $`\stackrel{~}{T}=_{p=0}^{\mathrm{}}\stackrel{~}{T}^p`$. The space $`\stackrel{~}{T}^p`$ can be realized as a Fock space of the section 6 relaxing the tracelessness condition (6.8).
Let the operator $`\stackrel{~}{\sigma }_{}`$$`\stackrel{~}{T}_k^p\stackrel{~}{T}_{k1}^{p+1}`$ be defined as before
$$\stackrel{~}{\sigma }_{}=e^na_n$$
(8.2)
(equivalently, in terms of components, $`(\stackrel{~}{\sigma }_{}\stackrel{~}{C})^{n(k1)}=e_m\stackrel{~}{c}^{n(k1)m}).`$ Obviously,
$`\stackrel{~}{\sigma }_{}\stackrel{~}{\sigma }_{}=0,`$ (8.3)
$`D\stackrel{~}{\sigma }_{}+\stackrel{~}{\sigma }_{}D=0.`$ (8.4)
Note that the operator $`\stackrel{~}{\sigma }_{}`$ is different from $`\sigma _{}`$ because it acts in a different space. This is manifested by the fact that, as is necessary for our construction, the first $`\stackrel{~}{\sigma }_{}`$-cohomology group $`\stackrel{~}{H}^1`$ is trivial. (The explicit proof of this fact is not given here because it is a simplified version of that for the $`\sigma _{}`$-cohomology in the section 4.) On the other hand, $`\stackrel{~}{\sigma }_{}`$ leaves invariant the subspace $`T\stackrel{~}{T}`$ spanned by traceless tensors and $`\sigma _{}`$ is the restriction of $`\stackrel{~}{\sigma }_{}`$ to $`T`$
$$\stackrel{~}{\sigma }_{}|_T=\sigma _{}.$$
(8.5)
Let us look for the operator $`\stackrel{~}{𝒟}`$ in the form
$$\stackrel{~}{𝒟}=D+\stackrel{~}{\sigma }_{}+\stackrel{~}{\sigma }_+,$$
(8.6)
where $`\stackrel{~}{\sigma }_+`$: $`\stackrel{~}{T}_k^p\stackrel{~}{T}_{k+1}^{p+1}`$ is some operator demanded to satisfy the conditions
$`\stackrel{~}{\sigma }_+\stackrel{~}{\sigma }_+=0,`$ (8.7)
$`D\stackrel{~}{\sigma }_++\stackrel{~}{\sigma }_+D=0,`$ (8.8)
$`\{\stackrel{~}{\sigma }_+,\stackrel{~}{\sigma }_{}\}=DD=\lambda ^2e^na_n^+e^ma_m`$ (8.9)
to guarantee the compatibility condition
$$\stackrel{~}{𝒟}\stackrel{~}{𝒟}=0.$$
(8.10)
In addition it is convenient to require that
$$\stackrel{~}{\sigma }_+|_T=\sigma _+$$
(8.11)
to interpret the on-mass-shell chain $`𝒟C=0`$ as the restriction of (8.1) to $`T`$.
Let us look for the operator $`\stackrel{~}{\sigma }_+`$ in the form
$$\stackrel{~}{\sigma }_+=p(N)e^na_n^++q(N)N^{++}e^na_n$$
(8.12)
with some coefficients $`p(N)`$ and $`q(N)`$. The conditions (8.9) and (8.7) give rise to the following equations
$$q(N+1)=p(N+1)p(N)+\lambda ^2$$
(8.13)
and
$$p(N)q(N1)q(N)p(N1)+q(N)q(N1)=0,$$
(8.14)
respectively. The condition (8.11) is equivalent to the requirement that $`N^{}\stackrel{~}{\sigma }_+=X_+N^{}`$ with some operator $`X_+`$. By virtue of (6.7) it gives
$$p(N)=(N+\frac{d}{2}2)q(N).$$
(8.15)
The generic solution of all these conditions reads
$$p(N)=\frac{1}{2}\left(\lambda ^2(N+\frac{d}{2}2)+\frac{m_c^2}{N+\frac{d}{2}1}\right),$$
(8.16)
where $`m_c^2`$ is an arbitrary parameter. When $`\stackrel{~}{\sigma }_+`$ is applied to a traceless vector it reproduces the operator $`\sigma _+`$(6.12), (3.9) of the on-mass-shell problem with
$$m_c^2=m^2+\frac{\lambda ^2}{4}d(d2).$$
(8.17)
Note that $`m_c^2=0`$ corresponds to the conformal case (see footnote 3).
To summarize, we have shown that on-mass-shell covariant derivative (3.7) admits such a generalization to a larger set of fields that the covariant constancy conditions (8.1) do not impose any dynamical equations on the matter field $`c(x)`$ merely expressing higher components in the set $`\stackrel{~}{C}`$ via higher derivatives of $`c(x)`$. Because the operator $`\stackrel{~}{𝒟}`$ is defined in such a way that it reduces to $`𝒟`$ when restricted to the subspace $`T^0\stackrel{~}{T}^0`$, the dynamical field equations turn out to be equivalent to the condition that all fields in $`\stackrel{~}{T}^0/T^0`$ vanish. It is an interesting problem for the future to find an action principle leading to such field equations.
## 9 Conclusions
In this paper the dynamics of a scalar field in $`AdS_d`$ is formulated in terms of certain “higher spin” covariant derivatives both at the level of equations of motion and at the Lagrangian level.
Interestingly enough the proposed formalism leads to the interpretation of the dynamical field equations (i.e. Klein-Gordon equation) as the requirement that the fields belong to the trivial class of certain cohomology group, $`\sigma _{}`$-cohomology. An interesting problem for the future is to extend this interpretation to other types of relativistic fields and to clarify its group-theoretical meaning.
The new action principle for a scalar field in arbitrary dimension proposed in this paper is shown to be equivalent (modulo boundary terms) to the standard first-order Klein-Gordon action at the free field level but different at the interaction level leading to pseudolocal interactions containing derivatives of all orders. This action is defined for massive fields in the flat space and for fields of an arbitrary mass (requiring some redefinition for special values of $`\frac{m^2}{\lambda ^2}`$ — see footnote 4) in $`AdS_d`$. It contains inverse powers of either the parameter of mass or the cosmological constant in front of the terms with higher derivatives. In this sense it is analogous to the higher spin actions constructed previously in and to the actions for massive higher spin fields constructed recently in . This picture fits nicely the superstring picture in which interactions contain powers of the parameter $`\alpha ^{}`$ that fixes (inverse) mass scale in the theory.
An interesting conclusion of this paper is that current interactions do not play a fundamental role in the theories admitting infinite expansions in higher derivatives at the interaction level like higher spin theories and string theories. This conclusion is in fact welcome for any theory expected to be identified with one or another phase of the string theory because ordinary local field theory Feinman diagram expansion (i.e., with local current vertices) contradicts duality in the string theory . The scalar field action presented in this paper illustrates how the ordinary field-theoretical actions reformulated in the higher spin inspired way can escape this potential conflict. An important related point is that the proposed formulation is applicable just in those cases when either the $`S`$-matrix cannot be defined ($`AdS`$ case) or the contribution of the corresponding three-particle vertices to the scattering amplitude vanishes by kinematical reasons (flat space case with $`m0`$).
##
The authors are grateful to S.Prokushkin for collaboration at the early stage of the work and also to R.Metsaev and I.Tipunin for useful discussions. This research was supported in part by INTAS, Grant No.96-0538 and by the RFBR Grant No.99-02-16207. |
warning/0003/math0003106.html | ar5iv | text | # ON ASYMPTOTIC EXPANSIONS AND SCALES OF SPECTRAL UNIVERSALITY IN BAND RANDOM MATRIX ENSEMBLES
## 1 Problem, motivation and results
Random matrices play an important role in various fields of mathematics and physics. The eigenvalue distribution of large matrices was initially considered by E.Wigner to model the statistical properties of energy spectrum of heavy nuclei (see e.g. the collection of early papers ). Further investigations have led to numerous applications of random matrices of infinite dimensions in such branches of theoretical physics as statistical mechanics of disordered spin systems, solid state physics, quantum chaos theory, quantum field theory and others (see monographs and reviews ). In mathematics, the spectral theory of random matrices has revealed deep links with the orthogonal polynomials, integrable systems, representation theory, combinatorics, non-commutative probability theory and other theories .
In present paper we deal with the family of real symmetric random matrices that can be referred to as the band-type one. In the simplest case the matrices have zeros outside of a band around the principal diagonal. Inside of this band they are assumed to be jointly independent random variables. The limiting transition considered is that the band width $`b`$ increases at the same time as the dimension of the matrix $`n`$ does.
There is a large number of papers devoted to the use of random matrices of this type in models of quantum chaotical systems (see, e.g. and references therein). In these studies, one of the central topic is related with the transition between fully developed chaos and complete integrability. The crucial observation made numerically and then supported in the welth of theoretical physics papers (see, for example ) is that the ratio $`b^2/n`$ is the critical one for the corresponding transition in spectral properties of band random matrices.
On the rigorous level, the eigenvalue distribution of $`H^{(n,b)}`$ has been studied . It is shown that the limiting eigenvalue distribution exists, is non-random and depends on the parameter $`\alpha =lim_n\mathrm{}b/n`$. However, the role of the ratio $`b^2/n`$ has not been revealed there. Recently, a series of papers appeared where the band random matrices are studied in the context of the non-commutative probability theory . These studies also deal with the limit $`n,b\mathrm{}`$ such that $`\alpha >0`$.
In present paper we are concentrated on the case of $`\alpha =0`$ represented by the limit
$$1bn$$
and study the first correlation function of the resolvent of band random matrices. We show that the ratio $`\beta =lim_n\mathrm{}b^2/n`$ naturally arises when one considers the leading term of this correlation function on the local scale. This can be regarded as the support of the conjecture that the local properties of spectra of band random matrices depend on the value of $`\beta `$.
Let us describe our results in more details. We consider the ensemble $`\{H^{(n,b)}\}`$ of random $`N\times N`$ matrices, $`N=2n+1`$ whose entries $`H^{(n,b)}(x,y)`$ have the variance proportional to $`u(\frac{xy}{b})`$, where $`u(t)0`$ vanishes at infinity. We consider the resolvent $`G^{(n,b)}(z)=\left(H^{(n,b)}z\right)^1`$ and study the asymptotic expansion of the correlation function
$$C_{n,b}(z_1,z_2)=𝐄f_{n,b}(z_1)f_{n,b}(z_2)𝐄f_{n,b}(z_1)𝐄f_{n,b}(z_2),$$
where we denoted $`f_{n,b}(z)=N^1\text{ Tr }G^{(n,b)}(z)`$. Keeping $`z_i`$ far from the real axis, we consider the leading term $`S(z_1,z_2)`$ of this expansion and find explicit expression for it. This term $`S(r_1+\text{i}0,r_2\text{i}0)`$ regarded on the local scale $`r_1r_2=r/N`$ exhibits different behavior depending on the rate of decay of the profile function $`u(t)`$.
Our main conclusion is that if $`u(t)\left|t\right|^{1\nu }`$ as $`t\mathrm{}`$, then the value $`\nu =2`$ separates two major cases. If $`\nu (1,2)`$, then the limit of $`S(r)`$ depends on $`\nu `$. If $`\nu (2,+\mathrm{})`$, then
$$\frac{1}{Nb}S(r)=\text{const}\frac{\sqrt{N}}{b}\frac{1}{|r|^{3/2}}(1+o(1)).$$
These results are in agreement with those predicted in theoretical physics studies. In particular, the last expression for $`S`$ coincides with the Altshuler-Shklovski asymptotics of the spectral correlation function (see e.g. ).
The paper is organized as follows. In Section 2 we determine the family of ensembles and present several already known results that will be needed. In Section 3 we formulate our main propositions and describe the scheme of their proofs. To illustrate this scheme, we present a short proof of the Wigner semicircle law for Gaussian Orthogonal Ensemble of random matrices. In Section 4 we study the correlation function $`C_{n,b}(z_1,z_2)`$ and obtain the explicit expression $`S(z_1,z_2)`$ for its leading term. In Section 5 we study the self-averaging property of $`G(z)`$ and prove auxiliary facts used in Section 4. Expressions derived in Section 4 are analyzed in Section 6, where the asymptotic behavior of $`S(z_1,z_2)`$ is studied. In Section 7 we give a summary of our observations.
## 2 Band Random Matrices and Wigner Law
### 2.1 The ensemble
Let us consider the family $`𝒜=\{a(x,y),xy,x,y𝐙\}`$ of jointly independent random variables determined on the same probability space. We assume that they have joint Gaussian (normal) distribution with properties
$$𝐄a(x,y)=0,𝐄\left[a(x,y)\right]^2=v(1+\delta _{xy}),$$
$`(2.1)`$
where we denote by $`\delta `$ the Kronecker symbol;
$$\delta _{xy}=\{\begin{array}{cc}0,\hfill & \text{if }xy,\hfill \\ 1,\hfill & \text{if }x=y.\hfill \end{array}$$
Here and below $`𝐄`$ denotes the mathematical expectation with respect to the measure generated by the family $`𝒜`$.
Let $`u(t),t𝐑`$ be a piece-wise continuous function $`u(t)=u(t)0`$ satisfying conditions
$$\underset{t𝐑}{sup}\left|u(t)\right|=\overline{u}<\mathrm{}$$
$`(2.2)`$
and
$$_𝐑u(t)𝑑t=1.$$
$`(2.3)`$
For simplicity, we assume $`u(t)`$ to be monotone for $`t0`$.
Given real parameter $`b>0`$, we introduce an infinite matrix $`U^{(b)}`$
$$U^{(b)}(x,y)=\frac{1}{b}u\left(\frac{xy}{b}\right),x,y𝐙.$$
and determine the ensemble $`\left\{H^{(n,b)}\right\}`$ as the family of real symmetric matrices of the form
$$H^{(n,b)}(x,y)=a(x,y)\sqrt{U^{(b)}(x,y)},xy,|x|,|y|n,$$
$`(2.4)`$
where $`bN,N=2n+1`$ and the square root is assumed to be positive.
Let us note that the matrix (2.1) has the really band form when $`U^{(b)}`$ is constructed with the help of a function $`u`$ having a finite support, say
$$u(t)=\{\begin{array}{cc}1,\hfill & \text{if }t(\frac{1}{2},\frac{1}{2})\text{,}\hfill \\ 0,\hfill & \text{otherwise.}\hfill \end{array}$$
In this case the band width is less than or equal to $`2b+1`$. If $`b=N`$, then matrices (2.4) coincide with those belonging to Gaussian Orthogonal Ensemble (GOE) . This random matrix ensemble is determined as the family $`\left\{A_N\right\}`$ of real symmetric matrices
$$A_N(x,y)=\frac{1}{\sqrt{N}}a(x,y),x,y=1,\mathrm{},N,$$
$`(2.5)`$
with $`\left\{a(x,y)\right\}`$ belonging to $`𝒜`$ (2.1). GOE together with its Hermitian and quaternion versions plays the fundamental role in the spectral theory of random matrices.
Random symmetric matrices (2.5) with independent arbitrary distributed random variables $`a(x,y)`$ satisfying (2.1) is referred to as the Wigner ensemble of random matrices. This random matrix ensemble considered first by E. Wigner is extensively studied in a series of papers (see e.g. and references therein). In particular, in paper the resolvent technique is developed to study the spectral properties of the Wigner ensemble. Actually, we follow a version of this technique, but restrict ourself with more simple case of Gaussian random variables. More general case of arbitrary distributed random variables would make the computations much more cumbersome. Let us repeat that the main task of this paper is to study the role of the ratio between $`b`$ and $`N`$ with respect to the spectral properties of random matrices.
Finally, it should be noted that we restrict ourself with the ensemble of real symmetric matrices for the sake of simplicity also. All results can be obtained by using essentially the same technique for the Hermitian analogue of $`H^{(n,b)}`$.
### 2.2 Limiting eigenvalue distribution
Eigenvalue distribution of matrices $`H^{(n,b)}`$ is described by the normalized eigenvalue counting function
$$\sigma (\lambda ;H^{(n,b)})=\mathrm{\#}\{\lambda _j^{(n,b)}\lambda \}N^1,$$
$`(2.6)`$
where $`\lambda _1^{(n,b)}\mathrm{}\lambda _N^{(n,b)}`$ are eigenvalues of $`H^{(n,b)}`$ . We denote by $`f_{n,b}(z),z𝐂`$ the Stieltjes transform of the measure given by (2.6);
$$f_{n,b}(z)=_{\mathrm{}}^{\mathrm{}}\frac{d\sigma _{n,b}(\lambda )}{\lambda z},\text{Im }z0.$$
$`(2.7)`$
Given a Stieltjes transform $`f(z)`$, one can restore corresponding measure $`d\sigma (\lambda )`$ with the help of the inversion formula (see e.g. ).
The limiting behavior of (2.7) as $`n,b\mathrm{}`$ was studied in a series of papers . It was proved in that $`f_{n,b}(z)`$ converges as $`n,b\mathrm{}`$ in probability to a nonrandom function that depends on the ratio $`\alpha =limb/N`$;
$$p\underset{n,b\mathrm{}}{lim}f_{n,b}(z)=w_\alpha (z).$$
$`(2.8)`$
In particular, if $`\alpha =0`$, then the function $`w_0(z)w(z)`$ satisfies equation
$$w(z)=\frac{1}{zvw(z)}.$$
$`(2.9)`$
The solution of this equation is unique in the class of functions satisfying condition
$$\text{Im }w(z)\text{Im }z0$$
and can be represented in the form $`w(z)=(\lambda z)^1𝑑\sigma _w(\lambda )`$, where $`\sigma _w(\lambda )`$ is the famous semicircle (or Wigner) distribution with the density
$$\rho _w(\lambda )=\sigma _w^{}(\lambda )=\frac{1}{2\pi v}\{\begin{array}{cc}\sqrt{4v\lambda ^2},\hfill & \text{if }|\lambda |^24v\text{,}\hfill \\ 0,\hfill & \text{if }|\lambda |^24v\text{.}\hfill \end{array}$$
$`(2.10)`$
This density was obtained first by E. Wigner for eigenvalues of random matrices of the ”full” form (2.5) and can be also obtained as the limit (2.8) with $`\alpha =1`$
$$\sigma _w(\lambda )=\underset{N\mathrm{}}{lim}\sigma (\lambda ;A_N)$$
$`(2.11)`$
Thus, one gets the same eigenvalue distribution in the opposite limiting transitions of narrow $`\alpha =0`$ and wide $`\alpha =1`$ band widths. It is known that in the intermediate regime $`0<\alpha <1`$ the limiting distribution differs from the semicircle (2.11) . In present paper we concentrate ourself on the most interesting case $`\alpha =0`$.
In present paper we always consider the case of $`1bn`$. As we have noted, the paper is aimed to detect the role of the parameter $`\beta =lim_N\mathrm{}b^2/N`$. To avoid technical problems, we restrict ourself with the range
$$b=n^\chi 1/3<\chi <1.$$
$`(2.12)`$
We are convinced that our results are valid on the whole range $`0<\chi <1`$.
## 3 Main Propositions and Scheme of the Proof
The resolvent
$$G^{(n,b)}(z)=\left(H^{(n,b)}zI\right)^1,\text{Im}z0$$
is widely exploited in the spectral theory of operators. Its normalized trace $`G^{(n,b)}(z)`$ coincides with the Stieltjes transform $`f_{n,b}(z)`$ (2.7);
$$G^{(n,b)}(z)=\frac{1}{N}\text{Tr}\left(H^{(n,b)}zI\right)^1=\frac{1}{N}\underset{j=1}{\overset{N}{}}\frac{1}{\lambda _j^{(n,b)}z}.$$
The results of this section are related with the asymptotic behavior of $`G^{(n,b)}(z)`$ in the limit (2.12), with $`z\mathrm{\Lambda }_\eta `$,
$$\mathrm{\Lambda }_\eta =\{zC:\left|\text{Im }z\right|\eta \}\text{with}\eta =2\sqrt{v}+1.$$
$`(3.1)`$
### 3.1 Main technical results
Our first statement concerns the pointwise convergence of the diagonal entries $`G^{(n,b)}(x,x;z),|x|n`$ of the resolvent. Let us determine the set
$$B_LB_L(n,b)=\{x𝐙:\left|x\right|nbL\}.$$
$`(3.2)`$
Theorem 3.1
Given $`\epsilon >0`$, there exists a natural $`L`$ such that
$$\underset{xB_L}{sup}|G^{(n,b)}(x,x;z)w(z)|\epsilon ,z\mathrm{\Lambda }_\eta ,$$
$`(3.3)`$
for sufficiently large $`b,n`$.
The result of Theorem 3.1 is interesting by itself. We shall use it hardly in the proof of the following statement concerning the correlation function
$$C_{n,b}(z_1,z_2)=𝐄G(z_1)G(z_2)𝐄G(z_1)𝐄G(z_2).$$
$`(3.4)`$
Theorem 3.2.
If $`z_i\mathrm{\Lambda }_\eta ,i=1,2`$, then in the limit $`n,b\mathrm{}`$ (2.12)
$$C_{n,b}(z_1,z_2)=\frac{1}{Nb}S(z_1,z_2)+o(\frac{1}{Nb}).$$
$`(3.5)`$
The explicit term of $`S(z_1,z_2)`$ is given by relation
$$S(z_1,z_2)=\frac{2v}{\left(1vw_1^2\right)\left(1vw_2^2\right)}Q(z_1,z_2),$$
$`(3.6)`$
where $`w_jw(z_j),j=1,2`$ and $`Q(z_1,z_2)`$ is given by the formula
$$Q(z_1,z_2)=\frac{1}{2\pi }_𝐑\frac{w_1^2w_2^2\stackrel{~}{u}_F(p)}{\left[1vw_1w_2\stackrel{~}{u}_F(p)\right]^2}\text{d}p,$$
where we denote by $`\stackrel{~}{u}_F(p)`$ the Fourier transform of $`u`$
$$\stackrel{~}{u}_F(p)=_𝐑u(t)e^{ipt}\text{d}t.$$
It should be noted that in the case of GOE (2.6) relation (3.5) is valid with $`b`$ replaced by $`N`$ and expression (3.6) takes the following form (see e.g. )
$$S_{\text{GOE}}(z_1,z_2)=\frac{2v}{\left(1vw_1^2\right)\left(1vw_2^2\right)}\frac{w_1^2w_2^2}{\left[1vw_1w_2\right]^2}.$$
$`(3.7)`$
Let us briefly explain why (3.6) and (3.7) lead to different asymptotic expressions on the local scale determined as
$$z_1^{(N)}=\lambda +\frac{r_1}{N}+\text{i}0,z_2^{(N)}=\lambda +\frac{r_2}{N}\text{i}0$$
$`(3.8)`$
with $`\lambda \text{ supp }\text{d}\sigma _w`$ (2.10). It follows from equality (2.9) that
$$\frac{w_1^2w_2^2}{\left[1vw_1w_2\right]^2}=\left(\frac{w_1w_2}{z_1z_2}\right)^2$$
$`(3.9)`$
This expression tends to infinity in the limit (3.8) and $`vw(z_1)w(z_2)1`$ as well. But after dividing by $`N^2`$, one obtains from (3.7) and (3.9) that
$$\frac{1}{N^2}S_{\text{GOE}}(z_1,z_2)=\frac{1}{(r_1r_2)^2}(1+o(1)).$$
$`(3.10)`$
The left-hand side of (3.1) is usually called the wide (or smoothed) version of the eigenvalue density correlation function and the expression in the right-hand side of (3.10) is derived by various methods for different random matrix ensembles .
In Section 6 we study $`S(z_1,z_2)`$ with the spectral parameters $`z_1,z_2`$ given by (3.8). Now the singularity of $`Q(z_1,z_2)`$ is determined by convergence of $`1vw_1w_2\stackrel{~}{u}_F(p)`$ to zero. This convergence depends on the behavior of $`\stackrel{~}{u}_F(p)`$ around the origin $`p=0`$; that is why the rate of decay of $`u(t)`$ at infinity dictates the form of the limiting expression for $`S`$ in the local scale.
### 3.2 The method and short proof of semicircle law
We prove Theorem 3.1 in Sections 4 and 5. We are based on the moment relations approach for resolvents of random matrices proposed and developed in . This technique is proved to be rather general, powerful and applicable to various random matrix ensembles. We use a modified version of this approach needed to study rather complex case of band random matrices. To make the subsequent exposition more transparent, let us describe the principal points of this method in application to the simplest case represented by GOE (2.6).
#### 3.2.1 Families of averaged moments
In the early 70s F.Berezin observed that regarding correlation functions of the formal density of states $`\rho _N(\theta )=\sigma _N^{}(\theta )`$
$$P_k^{(N)}(\mathrm{\Theta }_k)=𝐄\rho _N(\theta _1)\mathrm{}\rho _N(\theta _k),$$
$`\mathrm{\Theta }_k=(\theta _{1,}\mathrm{},\theta _k),`$ one can derive for them a system of relations that resembles equalities for correlation functions of statistical mechanics. In this system $`P_k^{(N)}`$ is expressed via sum of $`P_{k1}^{(N)},`$ $`P_{k+1}^{(N)}`$ and some terms that vanish in the limit $`N\mathrm{}`$. This can be rewritten in the vector form
$$\stackrel{}{P}^{(N)}=\stackrel{}{P}_0+B\stackrel{}{P}^{(N)}+\stackrel{}{\varphi }^{(N)},$$
with certain operator $`B`$ and vector $`\stackrel{}{\varphi }`$ such that $`B<1`$ and $`\mathrm{\Phi }^{(N)}=o(1)`$ in appropriate Banach space. These properties prove existence of $`lim{}_{N\mathrm{}}{}^{}\stackrel{}{P}_{}^{(N)}=\stackrel{}{P}`$; the special form of $`B`$ implies that the limiting $`\stackrel{}{P}`$ is nonrandom with the components $`\rho (\theta _j)`$.
This approach has got its rigorous formulation on the base of the resolvent approach used first in the random matrix theory in the pioneering work . Regarding the resolvent $`G_N`$, the main subject is goven by the infinite system of moments
$$L_k^{(N)}(X_k,Y_k;Z_k)=𝐄\underset{j=1}{\overset{k}{}}G_N(x_j,y_j;z_j),k𝐍.$$
$`(3.11)`$
The technique proposed in and developed in has been employed in the study of eigenvalue distribution of various ensembles of random operators and random matrices .
In present paper we use the moment relations approach in its modified version. The main observation here is that often it is sufficient to study asymptotic behavior of $`L_1^{(N)}`$ and $`L_2^{(N)}`$ instead of the whole infinite family of the moments (3.11). This considerably reduces amount of computations and makes the proofs more transparent. To explain the principal steps of the proofs of Theorems 3.1 and 3.2, let us present here the short proof of the semicircle law for GOE.
#### 3.2.2 Derivation of system of relations
The main ingredients in the derivation of moment relations are the resolvent identity
$$G^{}(z)G(z)=G(z)\left(H^{}H\right)G^{}(z),$$
$`(3.12)`$
where $`G^{}(z)=(H^{}z)^1`$ , $`G(z)=(Hz)^1`$ and equality
$$𝐄\gamma F(\gamma )=𝐄\gamma ^2𝐄F^{}(\gamma ),$$
$`(3.13)`$
where $`\gamma `$ is the Gaussian random variable with zero mathematical expectation and $`F(t),t𝐑`$ is a nonrandom function such that all integrals in (3.13) exist. Equality (3.13) is a simple consequence of the integration by parts formula.
Let us consider (3.12) with $`H^{}=A_N`$ (2.6) and $`H=0`$. We obtain relation
$$G_N(x,y)=\zeta \delta _{xy}\zeta \underset{s=1}{\overset{N}{}}G_N(x,s)A_N(s,y),\zeta z^1.$$
$`(3.14)`$
Regarding the normalized trace
$$f_N(z)=N^1G_N(x,x)G_N$$
and using (3.13), we obtain relation
$$𝐄f_N=\zeta \zeta \frac{v}{N^2}\underset{x,s=1}{\overset{N}{}}(1+\delta _{xs})𝐄\frac{G_N(x,s)}{A_N(s,x)}.$$
$`(3.15)`$
One can easily find the partial derivatives with the help of (3.12). Remembering that $`H`$ are real symmetric matrices, we have
$$\frac{G(x,y)}{H(s,t)}=\left[G(x,s)G(t,y)+G(x,t)G(s,y)\right]\left(1+\delta _{st}\right)^1.$$
$`(3.16)`$
Substituting (3.16) into (3.15), we obtain the first main relation for $`L_1^{(N)}`$
$$𝐄f_N=\zeta +\zeta v[𝐄f_N]^2+\varphi _1^{(N)}+\psi _1^{(N)},$$
$`(3.17)`$
where
$$\varphi _1^{(N)}=\zeta vN^1𝐄G_N^2,\text{and }\psi _1^{(N)}=\zeta v𝐄\left\{f_N^{}f_N^{}\right\}$$
and we denoted by $`\xi ^{}`$ the centered random variable
$$\xi ^{}=\xi 𝐄\xi .$$
Clearly, $`G^{}=G^{}`$ (here and till the end of the subsection we omit the subscript $`N`$ in $`G_N`$). If one can show that two last terms in (3.17) vanish as $`N\mathrm{}`$, then convergence $`𝐄f_N(z)w(z)`$ will be proved.
We estimate the term $`\varphi _1`$ with the help of two elementary inequalities that hold for the resolvent of a real symmetric matrix:
$$\left|f_N(z)\right|G(z)\left|\text{Im}z\right|^1$$
and
$$G^2(z)|\text{Im }z|^2.$$
The last estimate implies that
$$\underset{s}{}|G(x,s)|^2=G\stackrel{}{e}_x^2|\text{Im }z|^2.$$
$`(3.18)`$
Inequality (3.18) means that if $`z\mathrm{\Lambda }_\eta `$, then $`\left|\varphi _1^{(N)}\right|v\eta ^3N^1`$.
#### 3.2.3 Selfaveraging property
To show that $`lim_N\mathrm{}\psi _1^{(N)}=0`$, we prove that the variance of $`f_N`$ vanishes
$$\mathrm{𝐕𝐚𝐫}f_N=𝐄\left|f_N^{}\right|^2=O(N^2).$$
$`(3.19)`$
It is clear that
$$\mathrm{𝐕𝐚𝐫}f_N=𝐄\overline{f}_N^{}f_N^{}=𝐄\overline{f}_N^{}f_N,$$
where we denoted $`\overline{f}_N=f_N(\overline{z})`$. Applying (3.14) to the last factor $`f_N`$, we see that
$$𝐄\overline{f}_N^{}f_N=\frac{\zeta }{N}\underset{s,t=1}{\overset{N}{}}𝐄\left\{f_N^{}G(x,s)A_N(s,x)\right\}.$$
The using (3.13) and (3.16), we derive relation
$$𝐄\overline{f}_N^{}f_N=\zeta v𝐄\overline{f}_N^{}f_Nf_N+\varphi _2^{(N)}+\psi _2^{(N)},$$
$`(3.20)`$
where $`\varphi _2^{(N)}=\zeta vN^1𝐄\overline{f}_N^{}G^2`$ and
$$\psi _2^{(N)}=2\zeta vN^2𝐄\overline{G}^2G.$$
The useful observation is that
$$𝐄\overline{f}_N^{}f_Nf_N=𝐄\overline{f}_N^{}f_N𝐄f_N+𝐄\overline{f}_N^{}f_N^{}f_N.$$
$`(3.21)`$
Using this identity and taking into account estimates (3.19), we derive from (3.18) that
$$𝐄\overline{f}_N^{}f_Nv\eta ^1\left\{𝐄\overline{f}_N^{}f_N𝐄\left|f_N\right|+𝐄\overline{f}_N^{}f_N^{}\left|f_N\right|\right\}+$$
$$v\eta ^3N^1𝐄\left|f_N^{}\right|+2v\eta ^4N^2.$$
Taking into account that $`\left|f_N^{}\right|^2\overline{f}_N^{}f_N^{}`$, we finally obtain
$$𝐄\left|f_N^{}\right|^2𝐄\overline{f}_N^{}f_N$$
$$2v\eta ^2𝐄\left|f_N^{}\right|^2+v\eta ^3N^1\left(𝐄\left|f_N^{}\right|^2\right)^{1/2}+2v\eta ^4N^2.$$
$`(3.22)`$
This immediately implies (3.19) provided $`z\mathrm{\Lambda }_\eta `$ (3.1). Obviously, $`\psi _1^{(N)}`$ admits the same estimate.
#### 3.2.4 The semicircle law and further corrections
Returning back to (3.17) and gathering estimates for $`\varphi _1^{(N)}`$ and $`\psi _1^{(N)}`$ , one can easily derive that if $`z\mathrm{\Lambda }_\eta `$ (3.10, then $`lim_N\mathrm{}g_N(z)=w(z)`$ , with $`w(z)`$ given by (2.10). Convergence of the Stieltjes transforms implies convergence of the corresponding measures. Thus the semicircle law is proved.
It should be noted that relation (3.21) can be transformed into
$$𝐄\overline{f}_N^{}f_Nf_N=2𝐄\overline{f}_N^{}f_N𝐄f_N+𝐄\overline{f}_N^{}f_N^{}f_N^{}.$$
Substituting this into (3.18), we see that
$$\mathrm{𝐕𝐚𝐫}f_N=\frac{1}{N^2}\frac{2\zeta v}{12\zeta v𝐄f_N}𝐄\overline{G}^2G+\frac{1}{12\zeta v𝐄f_N}\left(\varphi _2^{(N)}+𝐄\left\{\overline{f}_N^{}f_N^{}f_N^{}\right\}\right).$$
$`(3.23)`$
Using the resolvent identity
$$G(z_1)G(z_2)=\frac{G(z_1)G(z_2)}{z_1z_2},G(z_i)=\left(Hz_i\right)^1$$
$`(3.24)`$
and convergence of $`𝐄f_N(z)`$, one can easily find the limiting expression for $`𝐄\overline{G}^2G`$. If one assumes that two last terms in (3.23) are values of the order $`o(N^2)`$, then one arrives at (3.7) (see e.g. for more details).
## 4 Correlation Function of the Resolvent
Our approach is to apply systematically the scheme of subsection 3.2.2 to get the leading term of the correlation function $`C^{(n,b)}(z_1,z_2)`$ (3.4). This term is expressed via the limit of the $`lim𝐄G^{(n,b)}(z)=w(z)`$ but we have to prove the pointwise version of this convergence given by Theorem 3.1. This and other auxiliary propositions are addressed in subsections 4.1 and 4.2. In subsection 4.3 we give the proof of Theorem 3.2 on the base of these statements. In what follows, we omit super- and subscripts $`n`$ and $`b`$ and do not indicate the limits of summation when no confusion can arise.
### 4.1 Proof of Theorem 3.1
Using relations (3.12)-(3.14) with obvious changes and repeating computations of subsection 3.2.2, we obtain relation
$$𝐄G(x,x)=\zeta +\zeta v𝐄G(x,x)U_G(x)+\zeta v\underset{\left|s\right|n}{}𝐄\left[G(x,s)\right]^2U(s,x),$$
$`(4.1)`$
where
$$U_G(x)=\underset{\left|s\right|n}{}G(s,s)U(s,x)=\frac{1}{b}\underset{\left|s\right|n}{}G(s,s)u(\frac{sx}{b}).$$
Let us denote the average $`𝐄G(x,x)`$ by $`g(x)`$ and rewrite (4.1) in the following form
$$g(x)=\zeta +\zeta v^2g(x)U_g(x)+\frac{1}{b}\mathrm{\Phi }(x)+\mathrm{\Psi }(x),$$
$`(4.2)`$
where we denoted (cf. (3.17))
$$\mathrm{\Phi }(x)=\zeta v\underset{\left|s\right|n}{}𝐄\left[G(x,s)\right]^2u(\frac{sx}{b})$$
$`(4.3)`$
and
$$\mathrm{\Psi }(x)=\zeta v𝐄G^{}(x,x)U_G^{}(x).$$
$`(4.4)`$
Let us consider the solution $`\left\{r(x),\left|x\right|n\right\}`$ of equation
$$r(x)=\zeta +\zeta vr(x)U_r(x),\left|x\right|n.$$
$`(4.5)`$
Given $`z\mathrm{\Lambda }_\eta `$ (3.1), one can prove that the system of equations (4.5) is uniquely solvable in the set of $`N`$-dimensional vectors $`\left\{\stackrel{}{r}\right\}`$ such that
$$\stackrel{}{r}_1=\underset{\left|x\right|n}{sup}\left|r(x)\right|2\eta ^1,\eta =\left|\text{Im}z\right|$$
$`(4.6)`$
(see Lemma 4.1 at the end of this section). Certainly, $`r(x)`$ depends on particular values of $`z,n`$ and $`b`$, so in fact we use denotation $`r(x)=r_{n,b}(x;z)`$.
The following statements concern the differences
$$D_{n,b}(x;z)=g_{n,b}(x;z)r_{n,b}(x;z),d_{n,b}(x;z)=r_{n,b}(x;z)w(z),$$
where $`w(z)`$ is given as a solution of (2.9).
Proposition 4.1.
Given $`\epsilon >0`$ , there exists a number $`L=L(\epsilon )`$ such that for all sufficiently large $`b`$ and $`n`$ satisfying (2.13)
$$\underset{xB_L}{sup}\left|d_{n,b}(x;z)\right|\epsilon ,z\mathrm{\Lambda }_\eta ,$$
$`(4.7)`$
with $`B_L`$ given by (3.2).
Proposition 4.2.
If $`z\mathrm{\Lambda }_\eta `$ (3.1) and (2.13) holds, then
$$\underset{|x|n}{sup}|D_{n,b}(x;z)|=o(1),n,b\mathrm{}.$$
$`(4.8)`$
Theorem 3.1 follows from (4.7) and (4.8). Under the same conditions one can find $`L^{}L`$ such that
$$\underset{xB_L^{}}{sup}|\frac{\zeta }{1\zeta vU_g(x)}w(z)|2\epsilon .$$
$`(4.9)`$
Relation (4.9) follows from (3.3) added by (4.6), a priori estimate
$$\underset{|x|n}{sup}|g(x)|\frac{1}{|\text{Im }z|},$$
$`(4.10)`$
and observation that $`L^{}`$ has to satisfy condition $`u(LL^{})\epsilon `$.
Proof of Proposition 4.1
Let us consider the constant function $`w_x(z)w(z)`$ satisfying (2.10) that we rewrite in the following form similar to (4.5)
$$w_x(z)=\zeta +\zeta vw_x(z)\frac{1}{b}\underset{\left|t\right|n}{}b\delta _{xt}w_t(z),\left|x\right|n.$$
Subtracting this equality from (4.5), we derive that $`d(x)d_{n,b}(x;z)`$ verifies equality
$$d(x)=\zeta vd(x)U_r(x)+\zeta vw(z)U_d(x)+\zeta vw^2(z)\left[P_b+T(x)\right],$$
where
$$P_b=\frac{1}{b}\underset{t𝐙}{}u\left(\frac{t}{b}\right)_{\mathrm{}}^{\mathrm{}}u(s)𝑑s$$
$`(4.11)`$
and
$$T_{n,b}(x)=\frac{1}{b}\underset{\left|t\right|n}{}u\left(\frac{tx}{b}\right)\frac{1}{b}\underset{t𝐙}{}u\left(\frac{t}{b}\right).$$
$`(4.12)`$
It is clear that $`\left|P_b\right|=o(1)`$ as $`b\mathrm{}`$. Indeed, one can determine an even step-like function $`u_d(t),t𝐑`$ such that
$$u_d(t)=\underset{k𝐍}{}u(\frac{k}{b})\text{I}_{(\frac{k1}{b},\frac{k}{b})}(t),t0.$$
Then $`u_d(t)u(t)`$ and $`u_d(t)u(t)`$ as $`b\mathrm{}`$ and the Beppo-Lévy theorem implies convergence of the corresponding integrals of (4.10).
Taking into account equality
$$r(x)=\frac{\zeta }{1v\zeta U_r(x)},$$
we can write that
$$d(x)=vwr(x)U_d(x)+vw^2r(x)\left[P_b+T_{n,b}(x)\right],$$
where we denoted $`ww(z)`$. This relation, together with estimates (4.6) and $`|w(z)||\text{Im }z|^1`$, implies inequality
$$\underset{xB_L}{sup}\left|d(x)\right|\tau \left(\underset{xB_{L1}}{sup}\left|d(x)\right|+\underset{xB_L}{sup}\left|T_{n,b}(x)\right|+P_b\right)$$
$$\tau \underset{j=0}{\overset{L}{}}\tau ^j\left(\underset{xB_{Lj}}{sup}\left|T_{n,b}(x)\right|+P_b\right)+\tau ^L\underset{\left|x\right|n}{sup}\left|d(x)\right|,$$
$`(4.13)`$
where $`\tau v\eta ^2<1.`$ It is clear that due to monotonicity of $`u(t)`$, one gets
$$\underset{xB_{L+1}}{sup}\left|T_{n,b}(x)\right|\underset{xB_L}{sup}\left|T_{n,b}(x)\right|\frac{2}{b}\underset{t=nLb}{\overset{\mathrm{}}{}}u\left(\frac{t}{b}\right)2_L^{\mathrm{}}u(s)𝑑s.$$
Given $`ϵ`$ , one can find such a number $`k`$ that $`\tau ^k<ϵ/4`$. Than we derive from (4.13) that
$$\underset{xB_L}{sup}\left|d(x)\right|\tau \underset{j=0}{\overset{k}{}}\tau ^j\underset{xB_{Lj}}{sup}\left|T_{n,b}(x)\right|+2\tau P_b+ϵ/4$$
$$\tau \left(k+1\right)\underset{xB_{Lk}}{sup}\left|T_{n,b}(x)\right|+2\tau P_b+ϵ/4.$$
Now it is clear that (4.9) holds for sufficiently large $`L`$ and $`b`$.
Proposition 4.1 is proved.
Proof of Proposition 4.2.
Subtracting (4.5) from (4.2), we obtain relation for $`D(x)=D_{n,b}(x)`$
$$D(x)=\zeta vD(x)U_r(x)+\zeta vg(x)U_D(x)+\zeta v\left[\frac{1}{b}\mathrm{\Phi }(x)+\mathrm{\Psi }(x)\right]$$
that can be rewritten in the form
$$D(x)=vg(x)r(x)U_D(x)+vr(x)\left[\frac{1}{b}\mathrm{\Phi }(x)+\mathrm{\Psi }(x)\right]$$
Regarding this relation as the coordinate form of a vector equality, one can write that
$$\stackrel{}{D}=v\left(IW^{(g,r)}\right)^1\left[\frac{1}{b}\stackrel{}{\mathrm{\Phi }}^{(r)}+\stackrel{}{\mathrm{\Psi }}^{(r)}\right],$$
where we denote by $`W^{(g,r)}`$ a linear operator acting on vectors $`e`$ with components $`e(x)`$ as
$$\left[W^{(g,r)}e\right](x)=vg(x)r(x)\underset{|s|n}{}e(s)U(s,x)$$
and vectors
$$\stackrel{}{\mathrm{\Phi }}_{n,b}^{(r)}(x)=r(x)\varphi _{n,b}(x),\stackrel{}{\mathrm{\Psi }}^{(r)}(x)=r(x)\mathrm{\Psi }(x).$$
It is easy to see that if $`z\mathrm{\Lambda }_\eta `$, then the estimates (4.6) and (4.10) imply inequality
$$W^{(g,r)}\frac{v}{\eta ^2}<1/2.$$
$`(4.14)`$
Thus, to prove Proposition 4.2, it is sufficient to show that
$$\underset{x}{sup}\left|\underset{s}{}𝐄\left[G(x,s)\right]^2u(\frac{sx}{b})\right|=O(1),z\mathrm{\Lambda }_\eta $$
$`(4.15)`$
and
$$\underset{x}{sup}𝐄\left|G^{}(x,x)U_G^{}(x,x)\right|=o\left(1\right),z\mathrm{\Lambda }_\eta .$$
$`(4.16)`$
Relation (4.15) is a consequence of the bound (2.2) and inequality (3.18). Relation (4.16) reflects the selfaveraging property of $`G^{(n,b)}`$. This question is addressed in the next subsection. It should be noted that (4.16) will be proved independently from computations of this subsection. Assuming that this is done, we can say that Theorem 3.1 is proved. We complete this subsection with the proof of the following auxiliary statement.
Lemma 4.1.
Equation (4.5) has a unique solution in the class of vectors satisfying condition (4.6).
Proof.
Let us consider the sequence of $`N`$-dimensional vectors $`\left\{\stackrel{}{r}^{(k)},k𝐍\right\}`$ determined by relations for their components
$$r^{(k+1)}(x)=\zeta +\zeta vr^{(k)}(x)U_{r^{(k)}}(x),r^{(1)}(x)=\zeta ,\left|x\right|n.$$
Then it is easy to derive that if $`\stackrel{}{r}^{(k)}`$ satisfies (4.6) and $`z\mathrm{\Lambda }_\eta `$ (3.1), then $`\stackrel{}{r}^{(k+1)}`$ also satisfies (4.6). The difference $`\chi _{k+1}(x)=r^{(k+1)}(x)r^{(k)}(x)`$ satisfies relations
$$\chi _{k+1}(x)=\zeta v\chi _k(x)U_{r^{(k)}}(x)+\zeta vr^{(k1)}(x)U_{\chi _k}(x).$$
Obviously, $`\chi _{k+1}_1\alpha \chi _k_1`$ with $`\alpha <1`$ provided $`z\mathrm{\Lambda }_\eta `$. Lemma is proved.$`\mathrm{}`$
### 4.2 The variance and selfaveraging property
The asymptotic relation (4.15) is a consequence of the fact that the variance of $`G(x,x)`$
$$\mathrm{𝐕𝐚𝐫}G^{(n,b)}=𝐄\left|G^{(n,b)}^{}\right|^2=𝐄\left\{G^{(n,b)}(z)^{}G^{(n,b)}(\overline{z})^{}\right\}$$
vanishes as $`n,b\mathrm{}`$. Instead of the direct proof of (4.15), we prefer to present the whole list of more general statements needed in studies of the correlation function of $`G`$. All of them can be proved independently of the Theorem 3.1 without use of its statement.
We start the list with the following three relations that concern the moments of diagonal elements of $`G`$.
Proposition 4.3.
If $`z\mathrm{\Lambda }_\eta `$ (3.1), then the estimates
$$\underset{\left|x\right|n}{sup}𝐄\left|G^{}(x,x;z)\right|^2=O(b^1),$$
$`(4.17)`$
$$\underset{\left|x\right|n}{sup}𝐄\left|U_G^{}(x)\right|^2=O(b^2),$$
$`(4.18)`$
and
$$\underset{\left|x\right|n}{sup}𝐄\left|U_G^{}(x)\right|^4=O(b^4),$$
$`(4.19)`$
hold.
The following statement concerns the mixed moments of variables $`G^{}(x,x;z)`$ and their sums.
Proposition 4.4.
If $`z\mathrm{\Lambda }_\eta `$, then relations
$$\underset{\left|x\right|,\left|y\right|n}{sup}\left|𝐄G^{}(x,x)U_G^{}(y)\right|=O\left(b^2\right),$$
$`(4.20)`$
$$\underset{\left|x\right|n}{sup}\left|𝐄G^{}G^{}(x,x)\right|=O\left(n^1b^1+b^1\left[\mathrm{𝐕𝐚𝐫}G\right]^{1/2}\right),$$
$`(4.21)`$
and
$$\underset{\left|x\right|,\left|y\right|n}{sup}\left|𝐄G^{}G^{}(x,x)U_G^{}(y)\right|=O\left(n^1b^2+b^2\left[\mathrm{𝐕𝐚𝐫}G\right]^{1/2}\right)$$
$`(4.22)`$
are true in the limit $`n,b\mathrm{}`$.
Finally, we formulate
Proposition 4.5.
If $`z\mathrm{\Lambda }_\eta `$, then relation
$$\underset{\left|x\right|n}{sup}\left|𝐄\left\{G_1^{}\underset{s}{}\left[G_2(x,s)\right]^2u_b^2(s,x)\right\}\right|=O\left(n^1b^2+b^2\left[\mathrm{𝐕𝐚𝐫}G\right]^{1/2}\right)$$
$`(4.23)`$
is true in the limit $`n,b\mathrm{}`$.
Let us not that the estimates (4.21)-(4.23) admit also the estimates in terms of $`n`$ and $`b`$ that do not involve the variance of $`G`$. However, derivation of the estimates would take more place and taime and we restrict ourselves with the forms presented. It will be shown later that $`\mathrm{𝐕𝐚𝐫}G=O(n^1b^1)`$. This fact together with the restriction (2.12) implies for (4.22) and (4.23) that
$$\frac{1}{b^2}\frac{1}{\sqrt{nb}}\frac{1}{nb}$$
that is sufficient for us. We prove Propositions 4.3-4.5 in Section 5.
### 4.3 Toward the correlation function
Let us have a more close look at the correlation function
$$C_{n,b}(z_1,z_2)=𝐄\left\{G^{(n,b)}(z_1)^{}G^{(n,b)}(z_2)^{}\right\}$$
We follow the scheme described at the end of subsection 3.2 and introduce variables $`G_j(x,y)=G^{(n,b)}(x,y;z_j),j=1,2`$. To study the average
$$𝐄G_1^{}G_2(x,x)=R_{12}(x),$$
we apply to $`G_2(x,x)`$ the resolvent identity (3.12) and obtain relation
$$R_{12}(x)=\zeta _2\underset{\left|s\right|n}{}𝐄\left\{G_1^{}G_2(x,s)a(s,x)\right\}\sqrt{U(s,x)},$$
where $`\zeta _2=z_2^1.`$ We compute the last mathematical expectation with the help of formulas (3.13) and (3.16) and obtain equality (cf. (4.1))
$$R_{12}(x)=\zeta _2vR_{12}(x)U_{g_2}(x)+\zeta _2vU_{R_{12}}(x)g_2(x)+$$
$$2\zeta _2vN^1\underset{s}{}𝐄G_1^2(x,s)G_2(x,s)U(s,x)+\zeta _2v\left[\mathrm{\Theta }_{12}(x)+\mathrm{{\rm Y}}_{12}(x)\right],$$
where we denoted $`g_2(x)=𝐄G(x,x;z_2)`$,
$$U_{g_2}(x)=\underset{\left|s\right|n}{}g_2(s)U(s,x),$$
$$U_{R_{12}}(x)=\underset{\left|s\right|n}{}R_{12}(s)U(s,x),$$
$$\mathrm{\Theta }_{12}(x)=𝐄\left\{G_1^{}\underset{\left|s\right|n}{}\left[G_2(x,s)\right]^2U(s,x)\right\},$$
and
$$\mathrm{{\rm Y}}_{12}(x)=E\left\{G_1^{}U_{G_2}^{}(x)G_2^{}(x)\right\}.$$
Using denotation
$$q_2(x)=\frac{\zeta }{1\zeta vU_{g_2}(x)},$$
$`(4.24)`$
we obtain the following relation for $`R_{12}`$
$$R_{12}(x)=vq_2(x)g_2(x)U_{R_{12}}(x)+\frac{2vq_2(x)}{N}\underset{s}{}F_{12}(x,s)U(s,x)+$$
$$vq_2(x)[\mathrm{\Theta }_{12}(x)+\mathrm{{\rm Y}}_{12}(x)],$$
$`(4.25)`$
where we denoted
$$F_{12}(x,s)=𝐄G_1^2(x,s)G_2(x,s).$$
The terms $`\mathrm{\Theta }`$ and $`\mathrm{{\rm Y}}`$ can be estimated with the help of Propositions 4.3-4.5. As we shall see in the next subsection, they do not contribute to the leading term of $`R_{12}`$. To obtain the explicit expression for the this leading term, it is necessary to study in detail the variable $`F_{12}`$. Now let us formulate corresponding statement and the auxiliary relations needed.
Proposition 4.6.
If $`z\mathrm{\Lambda }_\eta `$, (3.1), then for arbitrary positive $`\epsilon `$ and large enough values of $`b`$ and $`n`$ (2.13) there exists the set $`B_L`$ (3.2) with $`L`$ such that
$$\underset{xB_L}{sup}\left|b[F_{12}U](x,x)\frac{1}{2\pi }\frac{w_1^2w_2}{1vw_1^2}_𝐑\frac{\stackrel{~}{u}_F(p)}{\left[1vw_1w_2\stackrel{~}{u}_F(p)\right]^2}\text{d}p\right|\epsilon .$$
$`(4.26)`$
The proof of Proposition 4.6 is based on the similar statement formulated for the product $`G_1G_2`$.
Proposition 4.7.
Given positive $`\epsilon `$, there exists such $`L`$ that relations
$$\underset{xB_L}{sup}\left|b\underset{\left|s\right|n}{}𝐄G_1(x,s)G_2(x,s)U^k(s,x)\frac{1}{2\pi }_𝐑\frac{w_1w_2\stackrel{~}{u}_F^k(p)}{1vw_1w_2\stackrel{~}{u}_F(p)}\text{d}p\right|\epsilon $$
$`(4.27)`$
and
$$\underset{xB_L}{sup}\left|\underset{\left|s\right|n}{}𝐄G_1(x,s)G_2(x,s)\frac{w_1w_2}{1vw_1w_2}\right|ϵ$$
$`(4.28)`$
hold for all $`k1`$, all $`z_i\mathrm{\Lambda }_\eta `$ and large enough values of $`b`$.
Remark. In the case when $`z_1z_2`$, relation (4.28) can be derived from the resolvent identity (3.24) with the help of the convergence (3.3) and the explicit form of $`w(z)`$ (2.9).
We prove Proposition 4.6 in the next subsection. Relations (4.27) and (4.28) will be proved in Section 5.
### 4.4 Proof of Proposition 4.6 and Theorem 3.2
Let us assume that relations (4.27) and (4.28) are true and show that under conditions of Theorem 3.2 the leading term of $`R_{12}`$ is of the order $`O(n^1b^1)`$ and terms $`\mathrm{\Theta }_{12}`$ and $`\mathrm{{\rm Y}}_{12}`$ of (5.2) do not contribute to it. We rewrite (4.25) in the form
$$R_{12}(x)=vg_2(x)q_2(x)U_{R_{12}}(x)+2vq_2(x)N^1\left[F_{12}U\right](x,x)+$$
$$vq_2(x)\left[\mathrm{\Theta }_{12}(x)+\mathrm{{\rm Y}}_{12}(x)\right].$$
$`(4.29)`$
Let us denote $`r_{12}=sup_{|x|n}|R_{12}(x)|`$.
Taking into account $`U(x,y)\overline{u}/b`$ (2.2) and using inequalities of the form (3.19), it is easy to see that if $`z_i\mathrm{\Lambda }_\eta `$, then
$$\frac{1}{N}\left[F_{12}U\right](x)\frac{1}{Nb}𝐄\left(\underset{s}{}|G_1^2(x,s)|^2\right)^{1/2}\left(\underset{s}{}|G_2(s,x)|^2\right)^{1/2}=O\left(\frac{1}{nb}\right).$$
Regarding this estimate and relations (4.22), (4.23) we easily derive from (4.29) inequality (cf. (3.22))
$$r_{12}\frac{v}{\eta ^2}r_{12}+\frac{C}{bn}+\frac{1}{b^2}\sqrt{r_{12}}$$
with some constant $`C`$. Since $`r_{12}`$ is bounded for all $`z\mathrm{\Lambda }_\eta `$, then
$$r_{12}=O\left(\frac{1}{nb}+\frac{1}{b^4}\right).$$
Now condition (2.12) implies that $`r_{12}=O(1/nb)`$ and therefore the general form of (3.5) is demonstrated.
Substituting (3.5) into the estimates (4.22) and (4.23), we obtain that
$$\mathrm{\Theta }_{12}_1=o\left(\frac{1}{nb}\right)\text{ and}\mathrm{{\rm Y}}_{12}_1=o\left(\frac{1}{nb}\right).$$
Thus, these terms of (4.29) do not contribute to the leading term of $`R_{12}`$. To find this term in explicit form, we need the result of Proposition 4.6.
Proof of Proposition 4.6.
Regarding $`F_{12}(x,y)=𝐄G_1^2(x,y)G_2(x,y)`$, we apply to $`G_2`$ the resolvent identity (3.12). Computations similar to those of subsection 3.2.2 lead us to equality
$$F_{12}(x,y)=\zeta _2\delta _{xy}𝐄G_1^2(x,x)+\zeta _2v\left[t_{12}U\right](x,y)𝐄G_1^2(y,y)+$$
$$\zeta _2v\left\{\left[F_{12}U\right](x,y)g_1(y)+F_{12}(x,y)U_{[g_2]}(y)+\mathrm{\Gamma }(x,y)\right\},$$
$`(4.30)`$
where
$$t_{12}(x,y)=𝐄T_{12}(x,y)=𝐄G_1(x,y)G_2(x,y),$$
and the vanishing terms are denoted by $`\mathrm{\Gamma }=\mathrm{\Gamma }_1+\mathrm{\Gamma }_2+\mathrm{\Gamma }_3`$:
$$\mathrm{\Gamma }_1(x,y)=\underset{𝐬}{}𝐄\left\{G_1(x,y)G_1^2(s,y)G_2(x,s)+2G_1^2(x,y)G_2(s,y)G_2(x,s)\right\}U(s,y),$$
$$\mathrm{\Gamma }_2(x,y)=𝐄\left\{\left[T_{12}U\right](x,y)\left[G_1^2(y,y)\right]^{}\right\}+𝐄\left\{\left[F_{12}U\right](x,y)G_1^{}(y,y)\right\},$$
and
$$\mathrm{\Gamma }_3(x,y)=𝐄F_{12}(x,y)U_{[G_2]}^{}(y).$$
Indeed, it is easy to show that
$$\underset{x,y}{sup}|\mathrm{\Gamma }_j(x,y)|=O(b^1),z_1,z_2\mathrm{\Lambda }_\eta .$$
$`(4.31)`$
This can be done with the help of inequality (3.19) and relations (4.17), (4.18), and (4.23).
Using definition of $`q_2(x)`$ (4.24), we rewrite (4.30) as
$$F_{12}(x,y)=vg_1(x)q_2(y)\left[F_{12}U\right](x,y)+$$
$$R^{(1)}(x,y)+R^{(2)}(x,y)+v\stackrel{~}{\mathrm{\Gamma }}(x,y),$$
$`(4.32)`$
where we denoted
$$R^{(1)}(x,y)=q_2(x)𝐄G_1^2(x,x)\delta _{xy},$$
$`(4.33a)`$
$$R^{(2)}(x,y)=vq_2(y)\left[t_{12}U\right](x,y)𝐄G_1^2(y,y)$$
$`(4.33b)`$
and $`\stackrel{~}{\mathrm{\Gamma }}(x,y)=\mathrm{\Gamma }(x,y)q_2(y)`$. Let us note that $`|R(1)|\eta ^3`$ and $`|R^{(2)}|v\eta ^5`$ for $`z_i\mathrm{\Lambda }_\eta `$.
Let us determine the linear operator $`W`$ that acts on $`N\times N`$ matrices $`F`$ according to the formula
$$[WF](x,y)=vg_1(x)\left[\underset{\left|s\right|n}{}F(x,s)U(s,y)\right]q_2(y).$$
The a priori estimates $`|g_1(x)||\text{Im }z_1|^1,`$ and $`|q_2(x)||\text{Im }z_2|^1`$ imply inequality (cf. (4.14))
$$W_{(1,1)}\frac{v}{\eta ^2}<\frac{1}{2},z_i\mathrm{\Lambda }_\eta ,$$
$`(4.34)`$
where the norm of $`N\times N`$ matrix $`A`$ is determined as $`A_{(1,1)}=sup_{x,y}|A(x,y)|`$. This estimate is verified by direct computation of $`WA_{(1,1)}`$ with $`A_{(1,1)}=1`$.
Then (4.32) can be rewritten as
$$F_{12}(x,y)=v\underset{m=0}{\overset{\mathrm{}}{}}\left[W^m\left(R^{(1)}+R^{(2)}+v\stackrel{~}{\mathrm{\Gamma }}\right)\right](x,y).$$
$`(4.35)`$
The next steps of the proof of (4.26) are very elementary. We consider the first $`M`$ terms of the infinite series and use the decay of the matrix elements $`U(x,y)=U^{(b)}(x,y)`$ . Indeed, if one considers (4.33) with $`x`$ and $`y`$ taken far enough from the endpoints $`n`$, $`n`$, then the variables $`g_1(s)`$, $`q_2(t)`$ enters into the finite series with $`s`$ and $`t`$ also far from the endpoints. Then one can use relations (3.3) and (4.9) and replace $`g_1`$ and $`q_2`$ by the constant values $`w_1`$ and $`w_2`$, respectively. This substitution leads simplifies expressions with the error terms that vanish as $`n,b\mathrm{}`$. The second step is similar. It is to show that we can use Proposition 4.7 and replace the terms $`R^{(1)}`$ and $`R^{(2)}`$ of the finite series of (4.33) by corresponding expressions given by formulas (4.27) and (4.28).
Let us start to perform this program. Taking into account the estimate of $`\mathrm{\Gamma }`$ and using boundedness of terms $`R^{(1)}`$ and $`R^{(2)}`$, we can deduce from (4.35) that
$$b\underset{s}{}F_{12}(x,s)U(s,x)=bv\underset{m=0}{\overset{M}{}}\left[W^m(R^{(1)}+R^{(2)})U\right](x,x)+\mathrm{\Delta }^{(1)}(x,x),$$
$`(4.36)`$
where $`M`$ is such that given $`\epsilon >0`$, $`|\mathrm{\Delta }^{(1)}(x,x)|<\epsilon `$ for large enough $`b`$ and $`n`$.
Now let us find such $`h`$ that the following holds
$$u(t)\epsilon ,|t|h,\text{and }_{|t|h}u(t)\text{d}t\epsilon .$$
We determine matrix
$$\widehat{U}(x,y)=\{\begin{array}{cc}U(x,y),\hfill & \text{if }|xy|bh\text{;}\hfill \\ 0,\hfill & \text{if }|xy|>bh\hfill \end{array}$$
and denote by $`\widehat{W}`$ corresponding linear operator
$$[\widehat{W}F](x,y)=vg_1(x)\left[\underset{|s|n}{}F(x,s)\widehat{U}(s,y)\right]q_2(y).$$
Certainly, $`\widehat{W}`$ admits the same estimate as (4.34).
Given $`\epsilon >0`$, let $`L`$ the largest number among those required by conditions of Propositions 4.1 and 4.7. Let us denote by $`Q`$ the first natural greater than $`(M+k)h`$. Then one can write that
$$bv\underset{m=0}{\overset{M}{}}\left[W^m(R^{(1)}+R^{(2)})U\right](x,x)=$$
$$bv\underset{m=0}{\overset{M}{}}\left[(v\widehat{W})^m(R^{(1)}+R^{(2)})\widehat{U}\right](x,x)+\mathrm{\Delta }^{(2)}(x,x),$$
where
$$\underset{xB_{L+Q}}{sup}|\mathrm{\Delta }^{(2)}(x,x)|\epsilon ,\text{as}n,b\mathrm{}.$$
$`(4.37)`$
The proof of (4.37) uses elementary computations. Indeed, $`\mathrm{\Delta }^{(2)}(x,x)`$ is represented as the sum of $`M+1`$ terms of the form
$$bv^{m+1}\underset{|x_i|n}{\overset{}{}}[g_1(x)]^mF(x,x_1)U(x,x_1)q_2(x_1)\mathrm{}U(x_{m2},x_{m1})q_2(x_{m1})\times $$
$$[R^{(1)}+R^{(2)}](x_{m1},x_m)U(x_m,x),$$
where the sum is taken over the values of $`x_i`$ such that $`|x_jx_{j+1}|>bh`$ at least for one of the numbers $`jm`$.
Now remembering the a priori bounds for $`R^{(1)}`$ and $`R^{(2)}`$, estimates like (4.13) and taking into account the diagonal form of $`R^{(1)}`$, one obtains the following estimate of $`\mathrm{\Delta }^{(2)}`$ by two terms
$$\underset{|x|n}{sup}|\mathrm{\Delta }^{(2)}(x,x)|\underset{m=0}{\overset{M}{}}\frac{bv^{m+1}}{\eta ^{2m+3}}\underset{|x_i|n}{\overset{}{}}U(x,x_1)U(x_1,x_2)\mathrm{}U(x_m,x)+$$
$$\underset{m=0}{\overset{M}{}}\frac{v^{m+1}}{\eta ^{2m+5}}\underset{|x_i|n}{\overset{}{}}U(x,x_1)\mathrm{}U(x_{m2},x_{m1})U(x_m,x).$$
$`(4.38)`$
Regarding the first term in the right-hand side of (4.38) and assuming that $`|x_jx_{j+1}|>bh`$, one can observe that for large enough $`b,n`$
$$\underset{|x_j|n}{}U^j(x,x_j)\epsilon U^{mj}(x_{j+1},x)\epsilon .$$
Indeed,
$$\underset{|x_i|n}{}U(x,x_1)U(x_1,x_2)\mathrm{}U(x_{j1},x_j)$$
$$\underset{x_i𝐙}{}U(x,x_1)U(x_1,x_2)\mathrm{}U(x_{j1},x_j)\left[_{\mathrm{}}^{\mathrm{}}u(t)\text{d}t+\frac{u(0)}{b}\right]^j(1+\overline{u}/b)^j.$$
Let us also mention here that given $`\epsilon >0`$, one has for large enough $`n,b`$ that
$$\underset{xB_{L+Q}}{sup}\left|\underset{|s|n}{}U^j(x,s)1\right|\epsilon ,$$
$`(4.39)`$
where $`jM`$. This follows from elementary computations related with the differences (4.11) and (4.12) that vanish in the limit $`1bn`$.
Similar but a little more modified reasoning can be used to estimate the second term in the right-hand side of (4.38). Now one can write that
$$\underset{|x|n}{sup}|\mathrm{\Delta }^{(2)}(x,x)|2\epsilon \underset{m=0}{\overset{M}{}}\frac{mv^{m+1}}{\eta ^{2m+2}}\epsilon .$$
Regarding the right-hand side of (4.37) with $`xB_{L+Q}`$, one observes that the summations run over such values of $`x_i`$ that $`|xx_1|bh,|x_ix_{i+1}|bh`$, and thus $`x_jB_L`$ for all $`jk+m1`$. This means that we can apply relations (3.3) and (4.9) to the right-hand side of (4.37) and replace $`g_1(x)`$ by $`w(z_1)`$, $`q_2(x)`$ by $`w(z_2)`$. We derive from (4.36) that
$$(F_{12}U^k)(x,x)=bvw_2\underset{m=0}{\overset{M}{}}(vw_1w_2)^m(\widehat{U}^m)(x,s)\left[R^{(1)}+R^{(2)}\right](s,t)\widehat{U}(t,x)+\mathrm{\Delta }^{(3)}(x,x)$$
with
$$\underset{xB_{L+Q}}{sup}|\mathrm{\Delta }^{(3)}(x,x)|4\epsilon .$$
Finally, applying Proposition (4.7) to the expressions involved in $`R`$ and taking into account that
$$\underset{xB_{L+Q}}{sup}|bU^{m+1}(x,x)\frac{1}{2\pi }\stackrel{~}{u}_F^{m+1}(p)\text{d}p|\epsilon ,$$
$`(4.40)`$
we obtain equality
$$(F_{12}U)(x,x)=\frac{v}{2\pi }\frac{w_1^2w_2}{1vw_1^2}\underset{m=0}{\overset{M}{}}(vw_1w_2)^m\stackrel{~}{u}_F^{m+1}(p)\text{d}p+$$
$$\frac{v}{2\pi }\frac{w_1^2w_2}{1vw_1^2}\underset{m=0}{\overset{M}{}}(vw_1w_2)^m\frac{\stackrel{~}{u}_F^{m+1}(p)}{1vw_1w_2\stackrel{~}{u}_F}\text{d}p+\mathrm{\Delta }^{(5)}(x,x)$$
$`(4.41)`$
with
$$\underset{xB_{L+Q}}{sup}|\mathrm{\Delta }^{(5)}(x,x)|\epsilon b,n\mathrm{}.$$
Passing back in (4.41) to the infinite series and simplifying them, we arrive at the expression standing in the right-had side of (4.26). Proposition is proved. $`\mathrm{}`$
Let us complete the proof of Theorem 3.2. Remembering estimate (4.14), we can iterate relation (4.29) and obtain that
$$R_{12}(x)=\frac{2vq_2(x)}{Nb}\underset{m=0}{\overset{\mathrm{}}{}}[(W^{(g_2,q_2)})^m\stackrel{}{f}_{12}](x)+o(1/nb),$$
where we denoted $`\stackrel{}{f}_{12}(x)=bq_2(x)[F_{12}U](x,x)`$. Regarding the trace
$$\frac{1}{N}\underset{|x|n}{}R_{12}(x)=\frac{1}{N}\underset{xB_L}{}R_{12}(x)(1+o(1)),$$
and repeating the arguments of the proof of Proposition 4.6 presented above, we can write that
$$R_{12}(x)=\frac{2vw_2}{Nb}\underset{m=0}{\overset{M}{}}\underset{t}{}(bF_{12}U)(t,t)(vw_2^2U)^m(t,x)+\mathrm{\Delta }^{(6)}(x,x)$$
with $`sup_{xB_L}|\mathrm{\Delta }^{(6)}(x,x)|vep^{}`$ provided $`n,b\mathrm{}`$ (2.12). Finally, observing that $`(bF_{12}U)(t,t)`$ asymptotically does not depend on $`t`$ (4.26), we arrive, with the help of (4.39), at the expression (3.6). Theorem 3.2 is proved.
## 5 Proof of auxiliary statements
Proof of Proposition 4.3
Let us consider the average $`𝐄G_1^{}(x,x)G_2(y,y)`$ and derive for it, with the help of formulas (3.12), (3.13) and (3.16) equality
$$𝐄G_1^{}(x,x)G_2(y,y)=\zeta _2v𝐄G_1^{}(x,x)G_2(y,y)U_{G_2}(y)+$$
$$\zeta _2v\underset{s}{}𝐄G_1^{}(x,x)\left[G_2(y,s)\right]^2U(s,y)+$$
$$2\zeta _2v\underset{s}{}𝐄G_1(x,s)G_1(y,x)G_2(y,s)U(s,y).$$
Applying to the first term of this equality the analogue of identity (3.21) and using $`q_2(x)`$ (4.24), we obtain that
$$𝐄G_1^{}(x,x)G_2(y,y)=vq_2(y)𝐄G_1^{}(x,x)G_2(y,y)U_{G_2}^{}(y)+$$
$$vq_2(y)\underset{s}{}𝐄G_1^{}(x,x)\left[G_2(y,s)\right]^2U(s,y)+$$
$$2vq_2(y)\underset{s}{}𝐄G_1(x,s)G_1(y,x)G_2(y,s)U(s,y).$$
$`(5.1)`$
We multiply both sides of this relation by $`U(x,t)`$ and sum it over $`x`$; then we get
$$𝐄U_{G_1}^{}(t,t)G_2(y,y)=vq_2(y)𝐄U_{G_1}^{}(t)G_2(y,y)U_{G_2}^{}(y)+$$
$$vq_2(y)\underset{s}{}𝐄U_{G_1}^{}(t)\left[G_2(y,s)\right]^2U(s,y)+$$
$$2vq_2(y)\underset{s}{}𝐄G_1(x,s)G_1(y,x)G_2(y,s)U(s,y)U(x,t).$$
$`(5.2)`$
Regarding $`G_1(y,)U(,t)`$ and $`G_2(y,)U(,y)`$ in the last term as vectors in $`N`$-dimensional space, we derive from estimate (3.19) that
$$\left|\underset{s,x}{}𝐄G_1(x,s)G_1(y,x)G_2(y,s)U(s,y)U(x,t)\right|$$
$$G_1\left(\underset{x}{}\left|G_1(y,x)U(x,t)\right|^2\right)^{1/2}\left(\underset{s}{}\left|G_2(y,s)U(s,y)\right|^2\right)^{1/2}.$$
$`(5.3)`$
Inequality (3.18) implies that the right-hand side of (5.3) is bounded by $`b^2\eta ^3`$.
Let us multiply both sides of (5.2) by $`U(y,r)`$ and sum them over $`y`$. Then one obtains a relation that together with (3.18) and (5.3) implies the following estimate for variable $`M_{12}=sup_x\left(𝐄\left|U_{G_1}^{}(x)\right|^2\right)^{1/2}`$:
$$M_{12}v\eta ^2M_{12}+v\eta ^3b^1\sqrt{M_{12}}+2v\eta ^4b^2.$$
This proves (4.18).
Now (4.17) follows from (4.18) and relation (5.1).
To derive estimate (4.19), let us consider the variable
$$𝐄U_{G_1}^{}(x_1)U_{G_2}^{}(x_2)U_{G_3}^{}(x_3)U_{G_4}^{}(x_4)=𝐄\left[U_{G_1}^{}(x)U_{G_2}^{}(x)U_{G_3}^{}(x_3)\right]^{}U_{G_4}(x_4).$$
Let is denote $`T=U_{G_1}^{}U_{G_2}^{}U_{G_3}^{}`$ and and $`M(x_1,x_2,x_3,t)=𝐄T^{}G_4(t,t)`$. We apply to $`G_4(t,t)`$ resolvent identity (3.14) and obtain relation
$$𝐄T^{}G_4(t,t)=v\zeta _4𝐄T^{}G_4(t,t)U_{G_4}(t)+$$
$$v\zeta _4𝐄T^{}\underset{s}{}[G_4(s,t)]^2U(s,t)+$$
$$v\zeta _4\underset{(i,j,k)}{}𝐄U_{G_i}^{}(x_i)U_{G_j}^{}(x_j)\underset{x,s,t}{}G_k(y,s)G_k(t,y)U(y,x_k)G_4(t,s)U(s,t).$$
$`(5.4)`$
Repeating previous computations and applying similar estimates, we obtain inequality
$$|\underset{t}{}M(x_1,x_2,x_3,t)U(t,x_4)|\frac{v}{\eta }𝐄|TU_{G_4}^{}(x_4)|+\frac{v}{\eta }𝐄|T|𝐄|U_{G_4}^{}(x_4)|+$$
$$\frac{v}{\eta ^3b}𝐄|T|+\frac{3v}{\eta b^2}𝐄|U_{G_i}^{}(x_i)U_{G_j}^{}(x_j)|.$$
$`(5.5)`$
Here we have applied inequalities (3.18) and (5.3) to the last two terms of relation (5.4). Now it is clear that (5.5) implies (4.19). Proposition 4.3 is proved.$`\mathrm{}`$
Proof of Proposition 4.4.
Estimate (4.20) follows from relation (5.2) and estimate (4.18). Regarding (5.1) and summing it over $`x`$, one can easily derive (4.21) with the help of the arguments used to prove (4.18).
Let us turn to the proof of (4.22). To do this, let us consider the variable
$$K(x,y)=𝐄G^{}G^{}(x,x)U_G^{}(y)=𝐄\left[G^{}U_G^{}(y)\right]^{}G(x,x)$$
and apply to the last expression resolvent identity (3.12) and formulas (3.13) and (3.16). We obtain equality that can be written in the following form with denotation $`R=G^{}U_G^{}(y)`$
$$𝐄R^{}G(x,x)=\zeta v𝐄R^{}G(x,x)U_G(x)+\underset{i=1,2,3}{}\kappa _i(x,y),$$
$`(5.6)`$
where
$$\kappa _1(x,y)=\zeta v\underset{s}{}𝐄R^{}G(x,s)G(x,s)U(s,x),$$
$$\kappa _2(x,y)=2\zeta v\underset{s,t}{}𝐄G^{}G(t,s)G(x,t)u_b^2(t,y)G(x,s)U(s,x),$$
and
$$\kappa _3(x,y)=2\zeta vN^1\underset{s,t}{}𝐄G(t,s)G(x,t)U_G^{}(y)G(x,s)u_b^2(s,x).$$
Let us use identity
$$𝐄R^{}XY=𝐄RX^{}𝐄Y+𝐄RY^{}𝐄X+𝐄RX^{}Y^{}𝐄R𝐄X^{}Y^{}.$$
and can rewrite (5.6) in the form
$$𝐄R^{}G(x,x)=\frac{vq(x)}{1vq(x)g(x)}\left[𝐄RU_G^{}(x)G^{}(x,x)𝐄G^{}U_G^{}(y)𝐄G^{}(x)U_G^{}(x)\right]+$$
$$\frac{vq(x)}{1vq(x)g(x)}\underset{i=1,2,3}{}\kappa _i(x,y).$$
$`(5.7)`$
Taking into account relation (4.18), inequalities (3.18) and (5.3), we obtain that
$$\left|\kappa _i(x,y)\right|2\eta ^2b^2\left(\mathrm{𝐕𝐚𝐫}G\right)^{1/2}\text{for}i=1,2$$
and
$$\left|\kappa _3(x,y)\right|2\eta ^3b^2N^1.$$
Using them, we derive from (5.7) inequality
$$\left|K(x,y)\right|2\eta ^1\left(\mathrm{𝐕𝐚𝐫}G\right)^{1/2}\left\{\left(𝐄\left|U_G^{}(x)\right|^4\right)^{1/2}+b^2\left(𝐄\left|U_G^{}(x)\right|^2\right)^{1/2}\right\}+$$
$$2\eta ^1b^2\left(\mathrm{𝐕𝐚𝐫}G\right)^{1/2}+2\eta ^2b^2N^1.$$
This leads to estimate (4.22). Proposition 4.4 is proved.$`\mathrm{}`$
Proof of Proposition 4.5.
This proof of the estimate (4.23) is the most cumbersome. Here we have to use the resolvent identity (3.12) twice. However, the computations are based on the same inequalities as those of the proofs of Propositions 4.3 and 4.4. Therefore we just indicate the principal lines of the proof and do not present the derivations of estimates.
To compute the mathematical expectation
$$𝐄M(x,s)=𝐄G_1^{}\left[G_2(x,s)\right]^2,$$
let us apply to $`G_2(x,s)`$ the resolvent identity (3.12). We obtain equality
$$𝐄M(x,s)=\zeta _2\frac{u(0)}{b}𝐄G_1^{}G_2(x,x)$$
$$\zeta _2𝐄G_1^{}\underset{t}{}G_2(x,s)G_2(x,t)a(t,s)\sqrt{U(t,s)}.$$
$`(5.8)`$
Relation (4.21) implies that the first term of the right-hand side of (5.8) is the value of the order indicated in (4.23). Let us consider the second term of (5.8). We compute mathematical expectation with the help of relations (3.13) and (3.16) and obtain expression
$$\zeta _2𝐄G_1^{}\underset{t}{}G_2(x,s)G_2(x,t)a(t,s)\sqrt{U(t,s)}=\underset{i=1}{\overset{5}{}}\mathrm{\Theta }_i(x,s),$$
$`(5.9)`$
where
$$\mathrm{\Theta }_1(x,s)=v\zeta _2𝐄G_1^{}G_2(x,s)G_2(x,s)𝐄U_G(s),$$
$$\mathrm{\Theta }_2(x,s)=v\zeta _2𝐄G_1^{}G_2(x,s)G_2(x,s)U_G^{}(s),$$
$$\mathrm{\Theta }_3(x,s)=\frac{2v\zeta _2}{N}𝐄\underset{t}{}G_1^2(s,t)U(t,s)G_2(x,s)G_2(x,t),$$
$$\mathrm{\Theta }_4(x,s)=v\zeta _2𝐄G_1^{}\underset{t}{}\left[G_2(x,t)\right]^2U(t,s)G_2(s,s),$$
and
$$\mathrm{\Theta }_5(x,s)=2v\zeta _2𝐄G_1^{}\underset{t}{}G_2(x,s)G_2(x,t)G_2(s,t)U(t,s).$$
$`\mathrm{\Theta }_1`$ is of the form $`v\zeta _2𝐄M(x,s)𝐄U_G(s)`$ and can be put to the right-hand side of (5.9). The terms $`\mathrm{\Theta }_2`$ and $`\mathrm{\Theta }_3`$ are of the order indicated in the right-hand side of (4.23). This can be shown with the help of estimates of the form (5.3).
Regarding $`\mathrm{\Theta }_4`$, we apply the resolvent identity (3.12) to factor $`G_2(s,s)`$. Repeating the usual computations based on (3.13) and (3.16), we obtain that
$$\mathrm{\Theta }_4(x,s)=v\zeta _2^2\underset{t}{}𝐄M(x,t)U(t,s)+v\zeta _2\mathrm{\Theta }_4(x,s)𝐄U_{G_2}(s)+\mathrm{\Omega }(x,s),$$
$`(5.10)`$
where $`\mathrm{\Omega }`$ gathers the terms that are all of the order indicated in (4.23). This can be verified by direct computation with the use of estimates (4.18), (4.21), and (4.22). Not to overload this paper, we do not write down the terms constituting $`\mathrm{\Omega }`$ and do not present their estimates as well. Relation (5.10) is of the from that leads to the estimates needed for $`_s𝐄M(x,s)U(s,x)`$.
Regarding $`\mathrm{\Theta }_5(x,s)`$, we apply (3.12) to $`G_2(s,t)`$ and obtain, after the use of (3.13) and (3.16) that
$$\mathrm{\Theta }_5(x,s)=2v\zeta _2^2\frac{u(0)}{b}𝐄M(x,s)+v\zeta \mathrm{\Theta }_5(x,s)𝐄U_{G_2}(s)+\mathrm{\Omega }^{}(x,s),$$
$`(5.11)`$
where $`\mathrm{\Omega }^{}(x,s)`$ consists of the terms that are of the order indicated in (4.23). The form of (5.11) is also such that, being substituted into (5.9) and then into (5.8), it leads to the estimates needed. This observations show that (4.23) is true.
Proof of Proposition 4.7.
We prove relation (4.27) with $`k=1`$ because the general case does not differ from this one. To derive relations for the average value of variable $`t_{12}(x,y)=𝐄G_1(x,y)G_2(x,y)`$, we use identities (3.12)-(3.14) and repeat the proof of Proposition 4.6. Simple computations lead us to equality
$$t_{12}(x,y)=g_1(x)\zeta _2\delta _{xy}+\zeta _2v^2t_{12}(x,y)U_{g_2}(y)+$$
$$\zeta _2v^2\underset{s}{}t_{12}(x,s)U(s,y)g_1(y)+\zeta _2v^2\underset{j=1}{\overset{4}{}}\mathrm{{\rm Y}}_j(x,y),$$
$`(5.12)`$
where
$$\mathrm{{\rm Y}}_1(x,y)=𝐄\underset{s}{}G_1(x,y)G_2(x,s)G_2(y,s)U(s,x),$$
$$\mathrm{{\rm Y}}_2(x,y)=𝐄\underset{s}{}G_1(x,y)G_1(s,y)G_2(x,s)U(s,x),$$
$$\mathrm{{\rm Y}}_3(x,y)=𝐄G_1(x,y)G_2(x,y)U_{G_2}^{}(y),$$
and
$$\mathrm{{\rm Y}}_4(x,y)=𝐄G_2^{}(y,y)\underset{s}{}G_1(x,s)G_2(x,s)U(s,y).$$
It is easy to see that inequality (4.16) implies estimates
$$\underset{x,y}{sup}\left|\mathrm{{\rm Y}}_1(x,y)\right|b^1\eta ^3,\underset{x}{sup}|\underset{y}{}\mathrm{{\rm Y}}_1(x,y)|b^1\eta ^3.$$
The same is valid for $`\mathrm{{\rm Y}}_2(x,y)`$. Similar estimates for $`\mathrm{{\rm Y}}_3(x,y)`$ and $`\mathrm{{\rm Y}}_4(x,y)`$ follow from relations (4.17) and (4.18). Thus, (5.12) implies that
$$t_{12}(x,y)=g_1(x)q_2(x)\delta _{xy}+vg_1(y)q_2(y)\left[t_{12}U\right](x,y)+\mathrm{\Delta }(x,y),$$
$`(5.13)`$
where
$$\underset{x,y}{sup}\left|\mathrm{\Delta }(x,y)\right|=o(1)\text{and}\underset{x}{sup}\left|\underset{y}{}\mathrm{\Delta }(x,y)\right|=o(1)$$
$`(5.14)`$
in the limit $`n,b\mathrm{}`$ (2.12).
We rewrite relation (5.13) in the matrix form (cf. (4.35))
$$t_{12}=\left(IW^{(g,q)}\right)^1\left[\text{Diag}(g_1q_2)+\mathrm{\Delta }\right]=\underset{m=0}{\overset{\mathrm{}}{}}[W^{(g,q)}]^m\left(\text{Diag}(g_1q_2)+\mathrm{\Delta }\right).$$
$`(5.15)`$
Now we can apply to (5.15) the same arguments as to (4.35). Replacing $`g_1(x)`$ and $`q_2(x)`$ by $`w_1`$ and $`w_2`$, respectively, we derive from (5.14) that for $`xB_{L+Q}`$
$$t_{12}(x,s)=\underset{m=0}{\overset{M}{}}\left(w_1w_2\right)^{m+1}\left[U^m\right](x,s)+o(1),n,b\mathrm{}.$$
$`(5.16)`$
Multiplying both sides of (5.16) by $`U(s,x)`$ and summing it over $`s`$, we obtain relation
$$\underset{|s|n}{}t_{12}(x,s)U(s,x)=\underset{m=0}{\overset{M}{}}\left(w_1w_2\right)^{m+1}\left[U^{m+1}\right](x,x)+o(1),n,b\mathrm{}.$$
$`(5.17)`$
Now convergence (4.40) implies relation that leads, with $`M`$ replaced by $`\mathrm{}`$, to (4.27).
To prove (4.28), let us sum (5.16) over $`s`$. The second part of (5.14) tells us that the terms $`\mathrm{\Delta }`$ remains small when summed over $`s`$. Thus we can write relations
$$\underset{s}{}t_{12}(x,s)=\underset{m=0}{\overset{M}{}}\left(w_1w_2\right)^{m+1}\underset{s}{}\left[U^m\right](x,s)+o(1),n,b\mathrm{}.$$
$`(5.18)`$
Taking into account estimates for terms (4.11) and (4.12), it is easy to observe that convergence (4.39) together with (5.18) implies (4.28). $`\mathrm{}`$
## 6 Asymptotic properties of $`S(z_1,z_2)`$
In the last decade, the main focus of the spectral theory of random matrices is related with the universality conjecture of local spectral statistics put forward first by F. Dyson . This problem is addressed in a large number of papers where various random matrix ensembles are studied using different approaches (see e.g. the review ). The best understood are the Gaussian Unitary Ensemble (GUE) and its real symmetric analogue GOE (see (2.5)). The probability distribution of these ensembles are invariant with respect to the unitary (orthogonal) transformations. This leads to the fact that the joint probability distribution of eigenvalues of these ensembles does not depend on the distribution of eigenvectors and is given in explicit form . This allows one to use the powerful technique of the orthogonal polynomials that provides a detailed information of the spectral properties of GUE and GOE and related ensembles on the local scale (see for the initial results for Gaussian ensembles and for their generalizations).
The case of band random matrices is different because the probability distribution of the ensemble $`H^{(n,b)}`$ (2.4) is no more invariant under transformations of the coordinates. One of the possible ways to study the spectral properties of $`H^{(n,b)}`$ is to follow the resolvent expansions approach well-known in theoretical physics (see, for example ). A rigorous version of it has been developed in a series of papers .
In frameworks of the resolvent approach (see for details), one considers the correlation function $`C_{n,b}(z_1,z_2),\text{Im }z_j0`$ (3.4) in the limit when the dimension of the matrix $`N`$ infinitely increases. Asymptotic expression for $`S(z_1,z_2)`$ regarded in the limit $`z_1=\lambda _1+\text{i}0,z_2=\lambda _2\text{i}0`$ supplies one with the information about the local properties of eigenvalue distribution provided $`\lambda _1\lambda _2=O(N^1)`$. Indeed, according to (2.7), the formal definition of the eigenvalue density $`\rho _{n,b}(\lambda )=\sigma _{n,b}^{}(\lambda )`$ is
$$\rho _{n,b}(\lambda )=\frac{1}{2\text{i}}\left[f_{n,b}(\lambda +\text{i}0)f_{n,b}(\lambda \text{i}0)\right].$$
Then one can consider expression
$$R_{n,b}(\lambda _1,\lambda _2)=\frac{1}{4}\underset{\delta _1,\delta _2=1,+1}{}\delta _1\delta _2C_{n,b}(\lambda _1+\text{i}\delta _10,\lambda _2+\text{i}\delta _20)$$
as the correlation function of $`\rho _{n,b}`$. In general, even if $`R_{n,b}`$ can be rigorously determined, it is difficult to carry out the direct study of it. Taking into account relation (3.5), one can pass to more simple expression
$$\mathrm{\Sigma }_{n,b}(\lambda _1,\lambda _2)=\frac{1}{4Nb}\underset{\delta _1,\delta _2=1,+1}{}\delta _1\delta _2S(\lambda _1+\text{i}\delta _10,\lambda _2+\text{i}\delta _20)$$
$`(6.1)`$
and assume that it corresponds to the leading term of $`R_{n,b}(\lambda _1,\lambda _2)`$ in the limit $`n,b\mathrm{}`$.
In present section we follow the same heuristic scheme. It should be noted that for Wigner random matrices this approach is justified by the study of the simultaneous limiting transition $`N\mathrm{},\text{Im }z_j0`$ in the studies of $`C_N(z_1,z_2)`$ .
Theorem 6.1.
Let $`S(z_1,z_2)`$ is given by (3.6). Assume that function $`\stackrel{~}{u}_F(p)`$ is such that there exist positive constants $`c_1,\delta `$ and $`\nu >1`$ that
$$\stackrel{~}{u}_F(p)=\stackrel{~}{u}_F(0)c_1\left|p\right|^\nu +o(\left|p\right|^\nu )$$
$`(6.2)`$
for all $`p`$ such that $`|p|\delta ,\delta 0`$. Then
$$\mathrm{\Sigma }_{n,b}(\lambda _1,\lambda _2)=\frac{1}{Nb}\frac{c_2}{|\lambda _1\lambda _2|^{21/\nu }}\left(1+o(1)\right)$$
$`(6.3)`$
for $`\lambda _j,j=1,2`$ satisfying
$$\lambda _1,\lambda _2\lambda (2\sqrt{v},2\sqrt{v}).$$
$`(6.4)`$
Proof of Theorem 6.1.
Let us start with the terms of (6.1) that correspond to $`\delta _1\delta _2=1`$. It follows from (2.9) that
$$1vw_1w_2=\frac{z_1z_2}{w_1w_2}.$$
$`(6.5)`$
Also for the real and imaginary parts of $`w(\lambda +\text{i}0)=\tau (\lambda )+\text{i}\rho (\lambda )`$, we have
$$\tau ^2=\frac{\lambda ^2}{4v^2},\rho ^2=\frac{4v\lambda ^2}{4v^2}$$
$`(6.6)`$
(here and below we omit variable $`\lambda `$). This implies existence of the limits $`w(z_1)=\overline{w(z_2)}`$ for (6.4). One can easily deduce from (6.5) that in the limit (6.4)
$$1vw(z_1)w(z_2)=\frac{\lambda _1\lambda _2}{2\text{i}\rho (\lambda )}=o(1).$$
$`(6.7)`$
Also we have that
$$(1vw_1^2)(1vw_2^2)=22v(\tau ^2\rho ^2)=4v\rho ^2.$$
$`(6.8)`$
Now let us consider $`Q(z_1,z_2)`$ (3.8) and write that
$$Q(z_1,z_2)=\frac{1}{2\pi }\left(_\delta ^\delta +_{𝐑(\delta ,\delta )}\right)\frac{w_1^2w_2^2\stackrel{~}{u}_F(p)}{\left[1vw_1w_2\stackrel{~}{u}_F(p)\right]^2}\text{d}p=𝐈_1+𝐈_\mathrm{𝟐}.$$
Relations (6.5) and (6.7) imply equality (cf. (3.9))
$$\left[1vw_1w_2\stackrel{~}{u}_F(p)\right]^2=[\stackrel{~}{u}_F(p)1]^2(1+o(1)).$$
$`(6.9)`$
Since $`u(t)`$ is monotone, then
$$\text{liminf}_{p𝐑(\delta ,\delta )}[\stackrel{~}{u}_F(p)1]^2>0.$$
This means that $`𝐈_2<\mathrm{}`$ in the limit (6.4).
Regarding (6.7), we can write that in the limit (6.4)
$$𝐈_1=_\delta ^\delta \frac{(2\pi )^1w_1^2w_2^2\stackrel{~}{u}_F(p)}{\left(1vw_1w_2^{}+vw_1w_2\left[\stackrel{~}{u}_F(p)1\right]\right)^2}\text{d}p=_\delta ^\delta \frac{(2\pi v)^1\stackrel{~}{u}_F(p)(1+o(1))}{\left(\frac{z_1z_2}{w_1w_2}+[\stackrel{~}{u}_F(p)1]\right)^2}\text{d}p.$$
Then we derive relation
$$𝐈_1(\lambda _1+\text{i}0,\lambda _2\text{i}0)+𝐈_1(\lambda _1\text{i}0,\lambda _2+\text{i}0)=$$
$$\frac{1}{\pi }_\delta ^\delta \frac{[\stackrel{~}{u}_F(p)1]^2\left(\frac{\lambda _1\lambda _2}{2\rho }\right)^2}{\left[[\stackrel{~}{u}_F(p)1]^2+\left(\frac{\lambda _1\lambda _2}{2\rho }\right)^2\right]^2}\stackrel{~}{u}_F(p)(1+o(1))\text{d}p,$$
$`(6.10)`$
where $`o(1)`$ corresponds to (6.9) regarded in the limit (6.4).
Now let us use condition (6.2) and observe that
$$\frac{1}{\pi }_\delta ^\delta \frac{c_1^2p^{2\nu }+o(p^{2\nu })D^2}{\left[c_1^2p^{2\nu }+o(p^{2\nu })+D^2\right]^2}\text{d}p=\frac{2}{\pi D^{21/\nu }}_0^{\delta D^{1/\nu }}\frac{c_1^2s^{2\nu }+o(s^{2\nu })1}{\left[c_1^2s^{2\nu }+o(s^{2\nu })+1\right]^2}\text{d}s,$$
where we denoted $`D=|\lambda _1\lambda _2|/(2\rho )`$ and $`o(p^{2\nu })`$ corresponds to the limit $`\delta 0`$ (6.2). Now it is clear that if we take $`\delta `$ such that $`\delta |\lambda _1\lambda _2|^{1/\nu }\mathrm{}`$, we obtain asymptotically
$$I_1+\overline{I}_1=4B_\nu (c_1)\frac{(2\rho )^{21/\nu }}{|\lambda _1\lambda _2|^{21/\nu }}$$
$`(6.11)`$
where
$$B_\nu (c_1)=\frac{1}{2\pi c_1^{1/\nu }}\left[_0^{\mathrm{}}\frac{\text{d}s}{1+s^{2\nu }}2_0^{\mathrm{}}\frac{\text{d}s}{(1+s^{2\nu })^2}\right].$$
$`(6.12)`$
To prove relation (6.3), it remains to consider the sum
$$I(\lambda _1+\text{i}0,\lambda _2+\text{i}0)+I(\lambda _1\text{i}0,\lambda _2\text{i}0).$$
It is easy to observe that relations of the form (6.8) imply boundedness of this sum in the limit (6.4)
Now gathering relations (6.8) and (6.11), we derive that
$$\mathrm{\Sigma }_{n,b}(\lambda _1,\lambda _2)s=\frac{1}{Nb}\frac{B_\nu (c_1)}{(2\rho )^{1/\nu }}\frac{1}{|\lambda _1\lambda _2|^{21/\nu }}(1+o(1))$$
$`(6.13)`$
This proves (6.3).$`\mathrm{}`$
Let us discuss two consequences of Theorem 6.1. Let us assume first that $`u(t)`$ is such that
$$u_2t^2u(t)\text{d}t<\mathrm{}.$$
$`(6.14)`$
Then (6.2) holds with $`\nu =2`$ and $`c_1=u_2`$. Regarding the right-hand side of (3.5) in the limit (6.4) with $`\lambda _j=\lambda +r_j/N`$, $`j=1,2`$, we obtain asymptotic relation
$$\mathrm{\Sigma }(\lambda _1,\lambda _2)=\frac{\sqrt{N}}{b}\frac{B_2(u_2)}{2(2\rho )^{1/2}}\frac{1}{|r_1r_2|^{3/2}}(1+o(1)),$$
$`(6.15a)`$
where
$$B_2(u_2)=\frac{1}{4\pi \sqrt{u_2}}_0^{\mathrm{}}\frac{\text{d}s}{1+s^4}=\frac{1}{4\pi \sqrt{u_2}}\mathrm{\Gamma }\left(\frac{5}{4}\right)\mathrm{\Gamma }\left(\frac{3}{4}\right).$$
$`(6.15b)`$
Now let us assume that (6.14) is not true. Suppose that there exists such $`1<\nu ^{}<2`$ that
$$u(t)=O(\left|t\right|^{1\nu ^{}})\text{as }t\mathrm{}.$$
$`(6.16)`$
Then one can easily derive that (6.2) holds with $`\nu =\nu ^{}`$. This follows from elementary computations based on equalities
$$\stackrel{~}{u}_F(p)=\stackrel{~}{u}_F(0)_{\mathrm{}}^{\mathrm{}}\left(1\mathrm{cos}pt\right)u(t)\text{d}t$$
and
$$\frac{1}{p}_{\mathrm{}}^{\mathrm{}}\left(1\mathrm{cos}y\right)u(yp^1)\text{d}y=\left|p\right|^\nu ^{}_{\mathrm{}}^{\mathrm{}}\frac{\left(1\mathrm{cos}y\right)}{\left|y\right|^{1+\nu ^{}}}\text{d}y+o(|p|^\nu ^{}),p0.$$
Therefore, if (6.16) holds, then
$$\mathrm{\Sigma }(\lambda _1,\lambda _2)=\frac{N^{11/\nu }}{b}\frac{B_\nu (c_1)}{(2\rho )^{1/\nu }}\frac{1}{|r_1r_2|^{21/\nu }}\left(1+o(1)\right).$$
$`(6.17)`$
The form of asymptotic expressions (6.15a) and (6.17) coincides with that determined by Altshuler and Shklovski for the spectral correlation function of band random matrices (see for this and similar results). In these works, the factor $`|r_1r_2|^{3/2}`$ appeared instead of usual for random matrices expression $`|r_1r_2|^2`$ (see (3.10)). This has been interpreted as the evidence of (relatively) localized eigenvectors of $`H^{(n,b)}`$ in the limit $`1bn`$ with the localization length $`b^2/n`$. Let us note that the asymptotic expressions similar to (6.15) have also appeared in the recent work , where the band random matrix ensemble $`H^{(n,b)}`$ was considered under condition (6.14). However it should be stressed that no explicit expressions like (3.6) and (6.15) were obtained neither in nor in .
## 7 Summary
We consider a family of random matrix ensembles $`\left\{H^{(n,b)}\right\}`$ of the band-type form. More precisely, we are related with real symmetric $`N\times N`$ matrices, $`N=2n+1`$, whose entries are jointly independent Gaussian random variables with zero mean value. The band-type form means that the variance of the matrix entries $`H^{(n,b)}(x,y)`$ is proportional to $`u\left(\frac{xy}{b}\right)0`$.
We study asymptotic behavior of the correlation function
$$C_{n,b}(z_1,z_2)=𝐄f_{n,b}(z_1)f_{n,b}(z_2)𝐄f_{n,b}(z_1)𝐄f_{n,b}(z_1),$$
where $`f_{n,b}(z)`$ is the normalized trace $`G^{(n,b)}(z)`$ of the resolvent of $`H^{(n,b)}`$.
We have proved that if $`\text{Im }z_j`$ is large enough, then in the limit $`1bN^{1/3}`$
$$C_{n,b}(z_1,z_2)=\frac{1}{Nb}S(z_1,z_2)+o\left(\frac{1}{Nb}\right).$$
We have found explicit form of the leading term $`S(z_1,z_2)`$ in this limit. Assuming that expression $`\mathrm{\Sigma }_{n,b}(\lambda _1,\lambda _2)`$ (6.1) is closely related with the correlation function of the eigenvalue density, we have studied it in the limit $`N,b\mathrm{}`$ and $`\lambda _1\lambda _2=(r_1r_2)/N`$.
Our main conclusion is that the limiting expression for $`\mathrm{\Sigma }_{n,b}`$ exhibits different behavior depending on the rate of decay of $`u(t)`$ at infinity.
If $`t^2u(t)\text{d}t<\mathrm{}`$, then (6.1) is given by
$$C\frac{\sqrt{N}}{b}\frac{1}{|r_1r_2|^{3/2}}(1+o(1)),C>0.$$
If $`\stackrel{~}{u}(t)=O(\left|t\right|^{1\nu })`$ with $`1<\nu <2`$, then the asymptotic expression for (7.1) is proportional to
$$\frac{n^{11/\nu }}{b}\frac{1}{|r_1r_2|^{21/\nu }}.$$
In both cases the exponents do not depend on the particular form of the function $`u(t)`$. Moreover, in the first case the exponents do not depend on $`u`$ at all. This can be regarded as a kind of spectral universality for band random matrix ensembles. On can conject that these characteristics also do not depend on the probability distribution of the random variables $`a(x,y)`$ (2.1).
Our results show that $`S(z_1,z_2)`$ determines at least two scales of universality in the local spectral properties of band-type random matrices. These scales coincide with those detected in theoretical physics for the (relative) localization length and density-density correlation function for these ensembles . In the papers cited also the third scale when $`u(t)=O(\left|t\right|^\gamma )`$ with $`\gamma (1/2,1)`$ has been observed. It been shown to produce the asymptotics $`N^2|r_1r_2|^2`$ which is typical for ”full” random matrices like GOE . Unfortunately, this asymptotic regime for band random matrices is out of reach of our technique.
Acknowledgments.
The first author is grateful to Ya. Fyodorov for fruitful discussions and explanations of the role of the Altshuler-Shklovski asymptotics. The financial support from SFB237 (Germany) during autumns 1997 and 1999 and kind hospitality of Ruhr-University Bochum is gratefully acknowledged by the first author. We also thank the anonymous referee for useful remarks and conjectures concerning the technical questions and general exposition as well. |
warning/0003/cond-mat0003457.html | ar5iv | text | # References
High Field Mobility and Diffusivity of Electron Gas in Silicon Devices
S. F. Liotta<sup>1</sup><sup>1</sup>1e-mail: liotta@dipmat.unict.it and A. Majorana<sup>2</sup><sup>2</sup>2e-mail: majorana@dipmat.unict.it
Dipartimento di Matematica - University of Catania -
Viale A. Doria 6, 95125 Italy
Abstract. In this paper the Boltzmann equation describing the carrier transport in a semiconductor is considered. A modified Chapman-Enskog method is used, in order to find approximate solutions in the weakly non-homogeneous case. These solutions allow to calculate the mobility and diffusion coefficients as function of the electric field. The integral-differential equations derived by the above method are numerically solved by means of a combination of spherical harmonics functions and finite-difference operators. The Kane model for the electron band structure is assumed; the parabolic band approximation is obtained as a particular case. The numerical values for mobility and diffusivity in a silicon device are compared with the experimental data. The Einstein relation is also shown.
Keywords: Boltzmann equation; Silicon devices; Mobility; Diffusivity
1. Introduction
Many commercial simulators of microelectronic devices are based on the well-known Drift-Diffusion equations. In this model the electron current density $`𝐉_n`$ is given by the equation ,
(1)
$$𝐉_n=\mu _n\rho 𝐄+D_n_𝐱\rho ,$$
where $`\rho `$ is the electron density, $`𝐄`$ the electric field, $`\mu _n`$ and $`D_n`$ the mobility and the diffusion coefficient, or diffusivity, respectively. The symbol $`_𝐱`$ denotes the gradient operator with respect to $`𝐱`$. For low electric field the two transport coefficients $`\mu _n`$ and $`D_n`$ are related by the well-known Einstein relation
(2)
$$D_n=\left(\frac{k_BT_L}{\text{e}}\right)\mu _n$$
where $`k_B`$ is the Boltzmann constant, $`T_L`$ the lattice temperature and e the absolute value of the electron charge. The transport coefficients $`\mu _n`$ and $`D_n`$ are often assumed constant. This approximation becomes inadequate in presence of high electric fields. In these cases Eq. (1) remains valid only if the transport coefficients are considered as functions of the electric field. Many expression for these functions were proposed (see, for instance, Refs. , , ). They were obtained by fitting experimental data or Monte Carlo simulations . In this paper we obtain the functions $`\mu _n(E)`$ and $`D_n(E)`$ directly from the Boltzmann transport equation.
The paper is organised as follows. In Sec. 2 we briefly introduce the Boltzmann transport equation for an electron gas in a semiconductor. Only electron-phonon scatterings are considered. So that, electron-electron and electron-impurity interactions are assumed negligible. In Sec. 3 we perform a Chapman-Enskog expansion, and in Sec. 4 a numerical scheme is proposed in order to solve the obtained equations. In the last section we show numerical results for $`\mu _n`$ and $`D_n`$, which we compare with experimental data. Further, we analyze the validity of the Einstein relation for different values of the electric field.
2. Basic equations
For an electron gas in a semiconductor device the coupled system Boltzmann-Poisson equations writes
(3) $`{\displaystyle \frac{F}{t}}+𝐯(𝐤)_𝐱F{\displaystyle \frac{\text{e}}{\mathrm{}}}𝐄_𝐤F=Q(F),`$
(4) $`_𝐱𝐄={\displaystyle \frac{\text{e}}{ϵ}}\left(N_D(𝐱)N_A(𝐱){\displaystyle F𝑑𝐤}\right)`$
where the unknown function $`F(t,𝐱,𝐤)`$ represents the probability of finding an electron at the position $`𝐱`$, with wave-vector $`𝐤`$, at time $`t`$. The wave-vector $`𝐤`$ belongs to $`\text{}^3`$. The integrals with respect to $`𝐤`$ are performed over the whole space and the parameter $`\mathrm{}`$ is the Planck constant divided by $`2\pi `$. The group velocity $`𝐯(𝐤)`$ depends on the band structure and it will be defined in the following. The symbol $`_𝐤`$ denotes the gradient with respect to the variables $`𝐤`$. The functions $`N_A`$ , $`N_D`$ are the concentration of acceptors and donors and $`ϵ`$ is the dielectric constant. Here we assume that the low-density approximation holds, so that $`Q`$ is a linear operator. If $`K(𝐤,𝐤_{})`$ is the symmetric scattering kernel, then
(5) $`Q(F)(t,𝐱,𝐤)={\displaystyle K(𝐤,𝐤_{})F(t,𝐱,𝐤_{})𝑑𝐤_{}}F(t,𝐱,𝐤){\displaystyle K(𝐤_{},𝐤)𝑑𝐤_{}}.`$
We consider the scattering kernels describing acoustic phonon interactions (in the elastic approximation)
$$K_{ac}(𝐤_{},𝐤)=𝒢\text{K}_0\delta (\epsilon (𝐤_{})\epsilon (𝐤)),$$
and non-polar optical phonon interactions
$$K_{op}(𝐤_{},𝐤)=\left(\begin{array}{c}𝗇_q+1\\ 𝗇_q\end{array}\right)𝒢\text{K}\delta (\epsilon (𝐤_{})\epsilon (𝐤)\pm \mathrm{}\omega ).$$
Here, $`\text{K}_0`$ and K are constant and the overlap factor $`𝒢`$ for the conduction band is taken equal to $`1`$ (see ). We consider negligible the ionized impurity scattering; i.e. we assume low density of doping. With these assumptions, the collision operator esplicitelly writes
$`Q(f)(t,𝐱,𝐤)=(𝗇_q+1){\displaystyle \text{K}\delta (\epsilon (𝐤_{})\epsilon (𝐤)\mathrm{}\omega )f(t,𝐱,𝐤_{})𝑑𝐤_{}}`$
$`+𝗇_q{\displaystyle \text{K}\delta (\epsilon (𝐤_{})\epsilon (𝐤)+\mathrm{}\omega )f(t,𝐱,𝐤_{})𝑑𝐤_{}}`$
(6) $`+{\displaystyle \text{K}_0\delta (\epsilon (𝐤_{})\epsilon (𝐤))f(t,𝐱,𝐤_{})𝑑𝐤_{}}\overline{\nu }(𝐤)f(t,𝐱,𝐤),`$
where
$`\overline{\nu }(𝐤)=𝗇_q{\displaystyle \text{K}\delta (\epsilon (𝐤_{})\epsilon (𝐤)\mathrm{}\omega )𝑑𝐤_{}}+(𝗇_q+1)`$
(7) $`\times {\displaystyle \text{K}\delta (\epsilon (𝐤_{})\epsilon (𝐤)+\mathrm{}\omega )𝑑𝐤_{}}+{\displaystyle \text{K}_0\delta (\epsilon (𝐤_{})\epsilon (𝐤))𝑑𝐤_{}}.`$
For every admissible function $`F(t,𝐱,𝐤)`$, we have
$$Q(F)𝑑𝐤=0,$$
which implies mass conservation. The band structure is assumed to be spherically symmetric. Hence, the electron energy $`\epsilon `$ is given by the equation
(8)
$$\gamma (\epsilon )=\frac{\mathrm{}^2}{2m^{}}k^2,$$
where $`m^{}`$ is the reduced electron mass. We choose the Kane formula
(9)
$$\gamma (\epsilon )=\epsilon (1+\alpha \epsilon ),$$
which is simple but sufficiently accurate to describe high field regime. By putting $`\alpha =0`$ one obtain the usual parabolic band approximation. The velocity $`𝐯(𝐤)`$ is explicity given by
(10)
$$𝐯(𝐤):=\frac{1}{\mathrm{}}_𝐤\epsilon (𝐤)=\frac{\mathrm{}𝐤}{m^{}(2\alpha \epsilon +1)}.$$
3. The Chapman-Enskog expansion
The Chapman-Enskog method allows us to find approximate solutions of the Boltzmann equation. They are valid only for a very small space domains. Moreover, these regions must be far enough from boundary layers. Nevertheless, these solutions have a great importance since they allow to obtain the transport coefficients. In the framework of electron transport in semiconductors, we expect that such solutions are valid in spatial domain, where the electric field and the doping are almost constant. Therefore, they should not furnish good results near junctions or boundaries.
We follow the standard scheme , assuming that the solution of Eq. (3) is approximately expressible by the following relation
(11)
$$F(t,𝐱,𝐤)f(t,𝐱,𝐤)+\delta f(t,𝐱,𝐤).$$
As usually, the typical Chapman-Enskog constrain
(12)
$$\delta f(t,𝐱,𝐤)𝑑𝐤=0$$
is imposed. Therefore using Eqs. (11)-(12) we obtain that the electron density is
$$\rho (t,𝐱):=F(t,𝐱,𝐤)𝑑𝐤f(t,𝐱,𝐤)𝑑𝐤.$$
We assume that time and space partial derivatives of $`f`$ are of the same order of $`\delta f`$ and that the corresponding derivatives of $`\delta f`$ are negligible. By inserting Eq. (11) into Eq. (3) and splitting terms of different orders, we obtain the following equations
(13) $`{\displaystyle \frac{\text{e}}{\mathrm{}}}𝐄_𝐤f=Q(f),`$
(14) $`{\displaystyle \frac{f}{t}}+𝐯(𝐤)_𝐱f{\displaystyle \frac{\text{e}}{\mathrm{}}}𝐄_𝐤\delta f=Q(\delta f).`$
In this approximation, the Poisson equation becomes
(15)
$$_𝐱𝐄\frac{\text{e}}{ϵ}\left(N_DN_Af𝑑𝐤\right).$$
In order to solve Eqs. (13)-(14) we assume that $`𝐄`$ is constant. This is a reasonable assumption, if the difference between the density of electrons and doping is negligible in the small domains, where we consider the Boltzmann equation.
Of course, we solve before Eq. (13) and then the next one. Since Eq. (13) is linear and it does not depend explicitly on the variables $`(t,𝐱)`$, a solution can be written as
(16)
$$f(t,𝐱,𝐤)=\rho (t,𝐱)g(𝐤).$$
We note that the function $`g(𝐤)`$ is also the stationary homogeneous solution of Eq. (3) for constant electric field, verifying the condition
(17)
$$g(𝐤)𝑑𝐤=1.$$
Now, we consider Eq. (14). Using (16), it becomes
(18)
$$g(𝐤)\left[\frac{\rho }{t}+𝐯(𝐤)_𝐱\rho \right]\frac{\text{e}}{\mathrm{}}𝐄_𝐤\delta f=Q(\delta f).$$
By integrating Eq. (18) with respect to $`𝐤`$, we find a compatibility condition, as usually arises in integral equations. Assuming the reasonable hypotesis $`_𝐤\delta fd𝐤=0`$, we obtain
(19)
$$\frac{\rho }{t}+𝐕_𝐱\rho =0,$$
where
(20)
$$𝐕:=g(𝐤)𝐯(𝐤)𝑑𝐤$$
is the constant macroscopic electron velocity in the stationary homogeneous case.
This vector is parallel to $`𝐄`$ (see appendix A). By eliminating the time derivative of $`\rho `$ in Eq. (18) by using Eq. (19), we get
(21)
$$g(𝐤)\left[𝐯(𝐤)𝐕\right]_𝐱\rho \frac{\text{e}}{\mathrm{}}𝐄_𝐤\delta f=Q(\delta f).$$
The form of Eq. (21) suggest us to assume
(22)
$$\delta f(t,𝐱,𝐤)=|_𝐱\rho (t,𝐱)|h(𝐤).$$
Now, Eq. (12) implies that
(23)
$$h(𝐤)𝑑𝐤=0.$$
We denote by $`𝐮`$ the unit vector in the direction of $`_𝐱\rho `$; i.e. $`_𝐱\rho =|_𝐱\rho |𝐮`$. It in general may depend on the variables $`(t,𝐱)`$. Using Eq. (22), it is easy to see that Eq. (21) becomes
(24)
$$g(𝐤)\left[𝐯(𝐤)𝐮𝐕𝐮\right]\frac{\text{e}}{\mathrm{}}𝐄_𝐤h=Q(h).$$
The case $`𝐮`$ parallel to $`𝐄`$ is the most meaningfull.
4. Approximate equations
In order to obtain $`f`$ and $`\delta f`$ we have to solve the following set of equations for the unknowns $`g`$ and $`h`$
(25) $`{\displaystyle \frac{\text{e}}{\mathrm{}}}𝐄_𝐤g=Q(g),`$
(26) $`g(𝐤)\left[\left|𝐯(𝐤)\right|\mathrm{cos}\theta V\right]{\displaystyle \frac{\text{e}}{\mathrm{}}}𝐄_𝐤h=Q(h),`$
(27) $`{\displaystyle g(𝐤)𝑑𝐤}=1,{\displaystyle h(𝐤)𝑑𝐤}=0.`$
Here $`\theta `$ is the angle between $`𝐯(𝐤)`$ and $`𝐮`$, and $`V=|𝐕|`$.
Since $`g`$ and $`h`$ are functions of the 3-dimensional variable $`𝐤`$, we use a spherical harmonics expansion to reduce the dimension of the space of the indipendent variables. Taking in account the symmetries of the problem and considering only the first two terms of the expansion, we can choose
(28) $`g(𝐤)g_0(\epsilon )+g_1(\epsilon )\mathrm{cos}\theta ,`$
(29) $`h(𝐤)h_0(\epsilon )+h_1(\epsilon )\mathrm{cos}\theta .`$
The use of the Galerkin method allows to derive from Eqs. (25)-(26) a set of equations for $`g_0,g_1,h_0`$ and $`h_1`$. This approach recalls the well-known method of the spherical harmonics expansion to solve the Boltzmann-Poisson system, , , . Since Eqs. (25)-(26) contain the same diffusion and collisions terms of the Boltzmann Equation, many calculations are performed following Ref. . Then, the system (25)-(26) gives the following set of ordinary differential-difference equations
(30) $`\text{e}E\left({\displaystyle \frac{\gamma ^{}(\epsilon )}{\gamma (\epsilon )}}g_1+g_1^{}\right){\displaystyle \frac{3}{v(\epsilon )}}=Q_1(g_0)`$
(31) $`\text{e}Eg_0^{}{\displaystyle \frac{1}{v(\epsilon )}}=Q_2(g_1)`$
(32) $`Vg_0(\epsilon ){\displaystyle \frac{3}{v(\epsilon )}}+g_1(\epsilon )\text{e}E\left({\displaystyle \frac{\gamma ^{}(\epsilon )}{\gamma (\epsilon )}}h_1+h_1^{}\right){\displaystyle \frac{3}{v(\epsilon )}}=Q_1(h_0)`$
(33) $`Vg_1(\epsilon ){\displaystyle \frac{1}{v(\epsilon )}}+g_0(\epsilon )\text{e}Eh_0^{}={\displaystyle \frac{1}{v(\epsilon )}}=Q_2(h_1),`$
where the prime indicates the derivative with respect to $`\epsilon `$,
$$v(\epsilon ):=\sqrt{\frac{2}{m^{}}}\frac{\sqrt{\gamma (\epsilon )}}{\gamma ^{}(\epsilon )},$$
and
(34) $`Q_1(\phi )`$ $`=`$ $`(𝗇_q+1)\text{K}\sigma (\epsilon +\mathrm{}\omega )\phi (\epsilon +\mathrm{}\omega )+𝗇_q\text{K}\sigma (\epsilon \mathrm{}\omega )\phi (\epsilon \mathrm{}\omega )`$
$`\left[𝗇_q\text{K}\sigma (\epsilon +\mathrm{}\omega )+(𝗇_q+1)\text{K}\sigma (\epsilon \mathrm{}\omega )\right]\phi (\epsilon ),`$
(35) $`Q_2(\phi )`$ $`=`$ $`\left[𝗇_q\text{K}\sigma (\epsilon +\mathrm{}\omega )+(𝗇_q+1)\text{K}\sigma (\epsilon \mathrm{}\omega )+\text{K}_0\sigma (\epsilon )\right]\phi (\epsilon ).`$
The density of states $`\sigma (u)`$ is given by
$$\sigma (u):=\delta (\epsilon (𝐤)u)𝑑𝐤=4\sqrt{2}\pi \left(\frac{\sqrt{m^{}}}{\mathrm{}}\right)^3H(u)\sqrt{\gamma (u)}\gamma ^{}(u),$$
where $`H(u)`$ is the Heaviside step function.
5. Physical model and numerical results
We use the following values for the parameters, appropriate for a silicon device:
| $`m^{}=0.32m_e`$ | $`T_L=300`$ K | $`\mathrm{}\omega =0.063`$ eV |
| --- | --- | --- |
| $`\text{K}={\displaystyle \frac{\left(D_tK\right)^2}{8\pi ^2\rho \omega }}`$ | $`D_tK=11.4`$ eV $`\stackrel{}{\text{A}}`$<sup>-1</sup> | $`\rho =2330`$ Kg m<sup>-3</sup> |
| $`\text{K}_0={\displaystyle \frac{k_BT_L}{4\pi ^2\mathrm{}v_0^2\rho }}\mathrm{\Xi }_d^2`$ | $`\mathrm{\Xi }_d=9`$ eV | $`v_0=9040`$ m sec<sup>-1</sup>. |
| $`\alpha =0.5eV^1`$ | | |
In the table, $`m_e`$ is the electron rest mass. We have solved numerically Eqs. (30)-(33) with the conditions (27) for different values of the electric field. The numerical procedures are similar to that used in Ref. . The kinetic definition of the current density is
(36)
$$𝐉_n:=F(t,𝐱,𝐤)𝐯(𝐤)𝑑𝐤\rho (t,𝐱)𝐕+|_𝐱\rho (t,𝐱)|h(𝐤)𝐯(𝐤)𝑑𝐤.$$
Since $`𝐕=V𝐮`$ and
$`{\displaystyle h(𝐤)𝐯(𝐤)𝑑𝐤}{\displaystyle [h_0(\epsilon )+h_1(\epsilon )\mathrm{cos}\theta ]𝐯(𝐤)𝑑𝐤}`$
(37) $`={\displaystyle h_1(\epsilon )\frac{𝐯(𝐤)𝐮}{|𝐯(𝐤)|}𝐯(𝐤)𝑑𝐤}=𝐮{\displaystyle h_1(\epsilon )\frac{(𝐯(𝐤)𝐮)^2}{|𝐯(𝐤)|}𝑑𝐤},`$
a comparison between Eqs. (36)-(37) and (1) gives
(38)
$$\mu _n=\frac{V}{|𝐄|}andD_n=h_1(\epsilon )\frac{(𝐯(𝐤)𝐮)^2}{|𝐯(𝐤)|}𝑑𝐤.$$
They are functions of $`E`$, because $`V`$ and $`h_1`$ depend on this parameter.
In fig. 1 we show the mobility $`\mu _n`$ against the electric field. The values are compared with two curves which fit experimental data by means of simply formulas (see , pp. 94-98). For low values of the electric field there is a small difference. It is meaningless because many different values (up to 20 % ) of low field mobility are reported in literature (see , pp. 81-82). In fig. 2 the value of diffusivity is shown together with experimental data (see , p. 6715). The agreement is very good for all range of $`|𝐄|`$. Fig. 3 and fig. 4 compare the mobility and the diffusivity using Kane model and the parabolic band approximation. The last figure shows that Einstein relation is valid only for moderate fields.
Acknowledgments
We acknowledge partial support from Italian Consiglio Nazionale delle Ricerche (Prog. N. 97.04709.PS01) and TMR project n. ERBFMRCT970157 “Asymptotic Methods in Kinetic Theory”.
Appendix A
The unknown $`g`$ must satisfy Eq. (25), which contains only two vectors, $`𝐤`$ and $`𝐄`$. Since g is a scalar function, the only possibility is that $`g`$ depends on $`𝐤`$ only throught the scalars $`|𝐤|`$ and $`𝐤𝐄`$ i.e. $`g=\stackrel{~}{g}(|𝐤|,𝐤𝐄)`$. Therefore, from Eq. (20) we have
$$𝐕:=g(𝐤)𝐯(𝐤)𝑑𝐤=\stackrel{~}{g}(|𝐤|,𝐤𝐄)\frac{\mathrm{}𝐤}{m^{}(2\alpha \epsilon +1)}𝑑𝐤.$$
Hence, it is evident that $`𝐕`$ is parallel to $`𝐄`$. |
warning/0003/gr-qc0003103.html | ar5iv | text | # New quantum aspects of a vacuum-dominated universe
## I Introduction
Ever since the path-breaking prediction by Casimir that a quantized field in its vacuum state will exert a force on nearby conducting plates, and its confirmation in the laboratory , the fundamental importance of the vacuum has been clear. The electromagnetic vacuum also manifests itself through other observable effects such as the Lamb shift , the anomalous magnetic moment of the electron , and the anomaly-driven two-photon decay of the pion . The predicted magnitudes of these effects are obtained through renormalization of fields and coupling constants, which absorb the infinities in a covariant manner. Renormalization methods have long been extended to quantized fields propagating in the curved spacetime of general relativity (see also and references therein), but predicted quantum vacuum effects of curved spacetime have been too small to be directly observed. Quantum vacuum effects in curved spacetimes have also been explored in connection with particle creation by the expansion of the universe and by black holes . In addition, vacuum effects of self-interacting scalar fields have been invoked to produce inflation of the very early universe .
As is well-known, observations of an accelerating expansion of the recent universe , together with other observations, such as those of small-angular-scale fluctuations of the cosmic microwave background radiation (CMBR), imply the existence of a dark form of energy . The present authors have argued that the recent acceleration of the universe is the first directly observable manifestation of quantum vacuum effects produced by the curved spacetime of general relativistic cosmology, and have presented a cosmological model, based on general relativity and quantum field theory, that fits the current data . These quantum vacuum effects involve an ultralow-mass particle and are nonperturbative in the curvature. They do not become significant until a transition that occurs at about half the present age of the universe (i.e., at a redshift $`z1`$.)
In the present paper, we explore new features of our model, and their possible cosmological significance. In particular, we calculate the creation rate of these ultralight particles resulting from the effect of the spacetime curvature on the vacuum. The analytic result for the particle production rate during the vacuum-dominated stage predicted by our model reduces to that obtained in the massless limit by other methods, and extends the result to the massive case. This agreement adds confidence to the validity of our effective action and its other predictions, such as that of a recent acceleration of the expansion of the universe. The predicted acceleration and the particle production arise from the real and imaginary parts, respectively, of the same term in the effective action.
We then find the effective temperature of the particles created during the vacuum-dominated stage. This effective temperature at the present time would be very small (only about $`10^{112}`$ K), and is not expected to alter the vacuum-dominated behavior. It should be kept in mind that the remnant of these particles left over from the very early universe would have a much higher temperature today, probably of the order of 1 K.
The mass of the ultralight scalar particle in our model is typical of masses expected for pseudo Nambu-Goldstone bosons (PNGB). In Ref. the PNGB mass scale arises from the ratio of $`m_\nu ^2`$ to $`f`$ ($`m_\nu 10^3`$ eV is a neutrino mass and $`f10^{18}`$ GeV is a global symmetry-breaking scale), quantities that are a priori independent of the present expansion rate of the universe. If the mass comes from a PNGB mechanism, then this may introduce additional interaction terms into our free-field model. Also, it is known that in a FRW universe, the graviton field equation can be expressed in the form of two scalar field equations. If the graviton has an ultralow mass, then we expect that it would lead to the same cosmological consequences as the scalar particle discussed here. Furthermore, such a low graviton mass appears to be consistent with gravitational experiments and observations.
The expansion rate being related to the ultralow mass is not a coincidence in our model, because after the transition, such a relation between the mass of the particle and the expansion rate remains true for a time of the order of the present age of the universe. In addition, the vacuum energy density remains within an order of magnitude of the matter density for a time of the order of the present age of the universe.
The organization of this paper is as follows. In Section II, we briefly summarize our model and the cosmological solution that arises from it. In Section III, we discuss the particle production rate found from the imaginary part of the effective action. In Section IV, we discuss the fine-tuning problem in our model and in a model with cosmological constant plus non-relativistic matter (referred to here as the $`Ł`$-model). In Section V, we derive the equation of state of the vacuum in our model. In Section VI, we calculate the ratio of total (i.e., matter plus vacuum contributions) pressure and total energy density for our model and compare it to that for a $`Ł`$-model. This ratio as function of redshift is useful for future comparison to observations. In Section VII, we discuss nonperturbative quantum vacuum effects of this ultralow-mass field in the early universe, and show that the standard cosmological model is not significantly altered for times less than about half the present age of the universe. Finally, in Section VIII, we state our conclusions.
## II Nonperturbative vacuum energy effects
We start with a brief summary of our non-perturbative vacuum energy model and our previous results . Consider a free, massive quantized scalar field of inverse Compton wavelength $`m`$, and curvature coupling $`\xi `$. The effective action for gravity coupled to such a field is obtained by integrating out the vacuum fluctuations of the field and renormalized as in Ref. . This effective action is the simplest one that gives the standard trace anomaly in the massless-conformally-coupled limit, and contains the nonperturbative sum (in arbitrary dimensions) of all terms in the propagator having at least one factor of the scalar curvature, $`R`$. It is given by
$`W`$ $`=`$ $`{\displaystyle }d^4x\sqrt{g}\kappa _oR+{\displaystyle \frac{\mathrm{}}{64\pi ^2}}{\displaystyle }d^4x\sqrt{g}[m^4\mathrm{ln}{\displaystyle \frac{M^2}{m^2}}`$ (3)
$`+m^2\overline{\xi }R(12\mathrm{ln}{\displaystyle \frac{M^2}{m^2}})2f_2\mathrm{ln}{\displaystyle \frac{M^2}{m^2}}+{\displaystyle \frac{3}{2}}\overline{\xi }^2R^2]`$
$`+{\displaystyle \frac{i\mathrm{}}{64\pi }}{\displaystyle d^4x\sqrt{g}(M^4+2\overline{f}_2)\theta (M^2)},`$
where $`\kappa _o(16\pi G)^1`$ ($`G`$ is Newton’s constant), $`\overline{\xi }\xi 1/6`$, and
$`M^2`$ $``$ $`m^2+\overline{\xi }R`$ (4)
$`\overline{f}_2`$ $``$ $`(1/6)(1/5\xi )\mathrm{}R+(1/180)(R_{\alpha \beta \gamma \delta }R^{\alpha \beta \gamma \delta }R_{\alpha \beta }R^{\alpha \beta })`$ (5)
$`f_2`$ $``$ $`\overline{f}_2+(1/2)\overline{\xi }^2R^2.`$ (6)
The renormalized cosmological constant has been set to zero in deriving the above effective action. The last term in the above equation constitutes the imaginary part of the effective action, implying particle production. We will discuss the magnitude of the imaginary part in the next section. For now, we focus on the real part of the effective action.
The trace of the Einstein equations, obtained by variation of the real part of the effective action with respect to the metric tensor takes the following form in a Friedmann-Robertson-Walker (FRW) spacetime (in units such that $`c=1`$):
$`R+{\displaystyle \frac{T_{cl}}{2\kappa _o}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{}m^2}{32\pi ^2\kappa _o}}\{(m^2+\overline{\xi }R)\mathrm{ln}1+\overline{\xi }Rm^2`$ (8)
$`{\displaystyle \frac{m^2\overline{\xi }R}{m^2+\overline{\xi }R}}(1+{\displaystyle \frac{3}{2}}\overline{\xi }{\displaystyle \frac{R}{m^2}}+{\displaystyle \frac{1}{2}}\overline{\xi }^2{\displaystyle \frac{R^2}{m^4}}(\overline{\xi }^2(1080)^1)+v)\},`$
where $`T_{cl}`$ is the trace of the energy-momentum tensor of classical, perfect fluid matter and $`v(R^2/4R_{\mu \nu }R^{\mu \nu })/(180m^4)`$ is a curvature invariant that vanishes in de Sitter space. As a result of including the nonperturbative sum of scalar curvature terms in the effective action, the right hand side of Eq. (8) becomes large as $`Rm^2/(\overline{\xi })`$. This resonance can occur even at low curvatures if $`m^2`$ is sufficiently small, and is not displayed by a perturbative treatment of $`R`$; as can be seen by expanding Eq. (8) in powers of $`R/m^2`$ and keeping a finite number of terms.
As noted earlier, $`m`$ is the inverse Compton wavelength of the field. It is related to the actual mass of the field by $`m_{\mathrm{actual}}=\mathrm{}m`$. Equation (8) above is nonperturbative in $`R`$ because it contains terms that involve an infinite sum of powers of $`R`$. However, for a sufficiently low mass, it is possible to treat $`m_{\mathrm{actual}}^2/m_{Pl}^2\mathrm{}m^2/(16\pi \kappa _o)`$ (where $`m_{Pl}`$ is the Planck mass) as a small parameter and expand perturbatively in this parameter.
For a sufficiently low mass, in an expanding FRW universe the quantum contributions to the Einstein equations become significant at a time $`t_j`$, when the density of classical matter, $`\rho _m`$, has decreased to a value given by
$$\rho _m(t_j)=2\kappa _0\overline{m}^2,$$
(9)
where
$$\overline{m}^2m^2/(\overline{\xi }).$$
(10)
The time $`t_j`$ occurs in the matter-dominated stage of the evolution. Furthermore for $`t>t_j`$, the scalar curvature, $`R`$, remains constant to excellent approximation near the value $`\overline{m}^2`$. For $`t<t_j`$, the quantum contributions to the Einstein equations are negligible and the scale factor is that of a matter-dominated FRW universe. Then, equation (9) implies that, in a spatially flat universe with line element $`ds^2=dt^2+a(t)^2(dx^2+dy^2+dz^2)`$, one has
$$t_j=(2/\sqrt{3})\overline{m}^1,H(t_j)=\overline{m}/\sqrt{3},$$
(11)
where $`H(t_j)`$ is the Hubble constant at $`t_j`$.
The condition of the constancy of the scalar curvature after $`t_j`$ leads to a solution for the scale factor that can be joined, with continuous first and second derivatives (i.e., in a $`C^2`$ manner), to the matter-dominated solution for $`t<t_j`$. The scale factor is given by
$`a(t)`$ $`=`$ $`a(t_j)\sqrt{\mathrm{sinh}\left({\displaystyle \frac{t\overline{m}}{\sqrt{3}}}\alpha \right)/\mathrm{sinh}\left({\displaystyle \frac{2}{3}}\alpha \right)},t>t_j,`$ (12)
$`=`$ $`a(t_j)\left(\sqrt{3}\overline{m}t/2\right)^{2/3},t<t_j,`$ (13)
with
$$\alpha =2/3\mathrm{tanh}^1(1/2)0.117.$$
(14)
We would like to point out here that the above solution also satisfies, up to terms of order $`m_{\mathrm{actual}}/m_{Pl}`$, the one remaining independent Einstein equation in a FRW universe, which can be taken to be $`G_{00}=(2\kappa _o)^1T_{00}`$, where $`G_{\mu \nu }`$ is the Einstein tensor and $`T_{\mu \nu }`$ is the energy-momentum tensor, including classical and quantum contributions. This equation takes the form, with zero cosmological constant,
$`k_oG_{00}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\rho _m{\displaystyle \frac{\mathrm{}}{64\pi ^2}}\{{\displaystyle \frac{\overline{\xi }R_{00}}{m^2+\overline{\xi }R}}(m^4+2m^2\overline{\xi }R+{\displaystyle \frac{R_{\alpha \beta }R^{\alpha \beta }}{90}}+R^2(\overline{\xi }^2{\displaystyle \frac{1}{270}}))`$ (17)
$`3\overline{\xi }^2RR_{00}+m^2\overline{\xi }G_{00}\}{\displaystyle \frac{\mathrm{}}{64\pi ^2}}\mathrm{ln}|1+{\displaystyle \frac{\overline{\xi }R}{m^2}}\left|\right\{{\displaystyle \frac{m^4g_{00}}{2}}+2m^2\overline{\xi }G_{00}`$
$`{\displaystyle \frac{g_{00}R^2}{2}}(\overline{\xi }^2+{\displaystyle \frac{1}{90}})+{\displaystyle \frac{1}{90}}g_{00}R_{\alpha \beta }R^{\alpha \beta }+2\overline{\xi }^2RR_{00}{\displaystyle \frac{2}{45}}R_{0}^{}{}_{}{}^{\alpha }R_{0\alpha }\}.`$
To verify that equation (12) is indeed a solution of the above equation for $`t>t_j`$, we note that, when $`R`$ is very close to the value $`\overline{m}^2`$, the dominant terms in the right hand side of equation (17) are those that have a factor of $`m^2+\overline{\xi }R`$ in the denominator. Keeping these terms and substituting for the various curvature quantities derived from equation (12), one finds that equation (12) satisfies equation (17) up to terms of order $`m_{\mathrm{actual}}/m_{Pl}`$.
The solution in equation (12) corresponds to a universe that is accelerating (i.e., has $`\ddot{a}>0`$) for $`t>\sqrt{3}\overline{m}^1(\alpha +\mathrm{tanh}^1(2^{1/2}))1.50t_j`$. This solution gives a good fit to the SNe-Ia data, for the mass range
$$6.40\times 10^{33}\mathrm{eV}<\left(\frac{\overline{m}}{h}\right)<7.25\times 10^{33}\mathrm{eV},$$
(18)
where $`h`$ is the present value of the Hubble constant, measured as a dimensionless fraction of the value $`100`$ km/(s Mpc).
The ratio of matter density to critical density at the present time, $`Ø_0`$, is a function of the single parameter $`\overline{m}/h`$ and turns out to have the range $`0.58>Ø_0>0.15`$ for the range of values of Eq. (18). For the same range of values, the age of the universe $`t_0`$ lies in the range $`8.10h^1`$ Gyr $`<t_0<`$ $`12.2h^1`$ Gyr. These ranges for $`Ø_0`$ and $`t_0`$ agree with current observations .
## III Particle Production and Effective Temperature
In this section, we consider the rate of particle production in the cosmological solution discussed above. We find that the effective action from which our cosmological solution is derived leads to a particle production rate that is consistent with that obtained using other methods, and generalizes the other methods to the case of production of massive particles. We also discuss the effective temperature of these particles.
The constant-$`R`$ solution after the transition at time $`t_j`$ was obtained from a consideration of the Einstein equations based on variation of the real part of the effective action. The imaginary part of the effective action is related to the probability of the production of at least one pair of particles , following Schwinger . When the imaginary part is small, this probability is given by
$$P=2\frac{\mathrm{Im}W}{\mathrm{}}.$$
(19)
¿From Eq. (1), we obtain
$$\frac{\mathrm{Im}W}{\mathrm{}}=(64\pi )^1d^4x\sqrt{g}(M^4+2\overline{f}_2)\theta (M^2).$$
(20)
When $`M^2<0`$ and $`m=0`$, the above formula reduces to that derived in Refs. and . The derivation of the particle production rate in is based on the non-local effective action derived in , which contains, in the $`m0`$ limit, terms of the form $`\mathrm{ln}(\mathrm{})`$. Similar terms were discussed in . It is noteworthy that the nonperturbative scalar curvature sum used here gives the same imaginary part, in the limiting case of zero mass, as the nonlocal effective action. The reason for the similar results in the two cases was suggested in , based on renormalization group arguments . However, these renormalization group arguments are generally reliable only in the large-$`R`$ limit. The partially summed form of the effective action that we use here is also valid at small values of $`R`$, as in the present universe.
For $`m0`$, Eq. (20) agrees, to leading order, with the particle production rate derived in . Since the imaginary and real parts of the effective action arise out of the same term, the agreement of the imaginary part with that found in the literature using other methods gives a further justification of our approximation.
For our cosmological solution, $`M^2<0`$ for all time, therefore the step function in the above equation is equal to 1. The term $`\overline{f}_2(1/6)(1/5\xi )\mathrm{}R+(1/180)(R_{\alpha \beta \gamma \delta }R^{\alpha \beta \gamma \delta }R_{\alpha \beta }R^{\alpha \beta })`$ can be expressed as
$$\overline{f}_2=\frac{1}{6}\left(\frac{1}{5}\xi \right)\mathrm{}R+\frac{1}{120}C_{\alpha \beta \gamma \delta }C^{\alpha \beta \gamma \delta }\frac{1}{360}G,$$
(21)
where $`C_{\alpha \beta \gamma \delta }`$ is the Weyl tensor, and $`G`$ is the Gauss-Bonnet invariant
$$G=R_{\alpha \beta \gamma \delta }R^{\alpha \beta \gamma \delta }4R_{\alpha \beta }R^{\alpha \beta }+R^2.$$
(22)
In conformally flat spacetimes, such as the one under consideration, the Weyl tensor vanishes. Therefore $`\overline{f}_2`$ is a total derivative term<sup>*</sup><sup>*</sup>*$`\mathrm{}R`$ is obviously a total derivative, and in Robertson-Walker spacetimes, $`\sqrt{g}G=24\frac{d}{dt}(\dot{a}^3/3+k\dot{a})`$, which is a total time derivative ($`k=0,\pm 1`$, corresponding to flat, closed or open spatial sections)., and $`d^4x\sqrt{g}\overline{f}_2`$ only has boundary contributions. Since these boundary contributions would vanish if the metric were static at the boundaries, one expects that the $`\overline{f}_2`$ term in the imaginary part of the effective action does not correspond to real particle production . The remaining term, $`M^4`$, will be used to estimate the probability of particle production.
¿From Refs. and , we find, for $`t>t_j`$,
$$M^4(4320\pi )^2\left(\frac{m}{m_{\mathrm{Pl}}}\right)^4\overline{m}^4.$$
(23)
¿From Eqs. (20) and (23), we obtain the probability per unit proper volume, $`p`$, for production of at least one pair of particles after time $`t_j`$, as
$$p(32\pi )^1(4320\pi )^2\left(\frac{m}{m_{\mathrm{Pl}}}\right)^4\overline{m}^4a(t)^3_{t_j}^t𝑑t^{}a(t^{})^3.$$
(24)
To find the effective temperature of the particles produced, we compare the above expression with the case when the particles are produced with a thermal spectrumAlthough the actual spectrum may not be thermal, the high-frequency behavior of the spectrum is expected to be so .. For thermal production, we have
$$p=\frac{\pi ^2}{90}(k_BT)^3,$$
(25)
where $`T`$ is the physical, or measured, temperature, and $`k_B`$ is Boltzmann’s constant. From Eqs. (35) and (25), we obtain the effective physical temperature of the particles produced, as
$$k_BT=\mathrm{}\overline{m}c^2\left(\frac{90\sqrt{3}}{32(4320)^2\pi ^5}\right)^{1/3}\left(\frac{m}{m_{\mathrm{Pl}}}\right)^{4/3}(\overline{m}ct)^{1/3},$$
(26)
where we have now inserted appropriate factors of $`c`$, and $`(\overline{m}ct)`$ is the dimensionless function
$$(\overline{m}ct)=(\mathrm{sinh}x)^{3/2}_{2/3\alpha }^x𝑑y(\mathrm{sinh}y)^{3/2},$$
(27)
with $`x=\overline{m}ct/\sqrt{3}\alpha `$. Note that the factor of $`\mathrm{}`$ that appears in Eq. (26) above is necessary because $`\overline{m}`$ is an inverse length scale, rather than a mass. A plot of $`(x)`$ vs. $`x`$ is shown in Fig. 1. It is easy to verify analytically that $`(\mathrm{})=2/3`$. Also, at the present time, $`t_0`$ (defined as the time at which the Hubble constant has the value $`65`$ km/(s-Mpc)), one obtains $`(\overline{m}ct_0/\sqrt{3}\alpha )0.5`$.
As shown earlier, a good fit to the SNe-Ia data is obtained when the mass parameter $`m_h`$ has the value $`6.93\times 10^{33}`$ eV. With the rescaled Hubble parameter, $`h=0.65`$, this gives a value $`\overline{m}=4.5045\times 10^{33}`$ eV. Also, $`m_{Pl}1.2211\times 10^{28}`$ eV. One can reexpress the effective temperature as
$$T(\overline{m}ct)1.31\times 10^{112}\mathrm{K}(\overline{m}ct)\left(\frac{\overline{m}}{4.5045\times 10^{33}\mathrm{eV}}\right)\left(\frac{m}{4.5045\times 10^{33}\mathrm{eV}}\right)^{4/3}.$$
(28)
If $`m`$ and $`\overline{m}`$ are roughly equal to $`4.5045\times 10^{33}`$ eV, then the above temperature corresponds to the temperature of the Hawking radiation emitted by a Schwarzschild black hole of mass $`10^{138}`$ g, which is about $`10^{105}`$ solar masses.
The fact that the one can associate a temperature with the created particles does not mean that the vacuum possesses thermodynamic entropy. Indeed, from the equation of state of the vacuum, it is straightforward to check that the change of entropy in a comoving volume of space $`a^3V`$ is given by $`TdS=d(\rho _Va^3V)+p_Vd(a^3V)`$, which vanishes as a consequence of conservation of vacuum energy.
## IV The fine-tuning problem
In the absence of data that does not distinguish between models for an accelerating universe, a criterion for the success of a given model is the lack of fine-tuning of fundamental parameters. In a spatially flat model with cosmological constant, $`\mathrm{\Lambda }`$, and non-relativistic matter ($`Ł`$-model), the fine-tuning problem is often understood as a coincidence between the matter density $`\rho _m`$ and the energy density associated with the cosmological constant, $`\rho _\mathrm{\Lambda }`$, at the present time. However, it is straightforward to show, in both our model and the $`Ł`$-model, that the time interval for which $`\rho _m`$ is, say, between $`0.1`$ and $`0.9`$ times the critical density, $`\rho _c`$ is of the order of the age of the universe. This is also the time interval for which $`\rho _m`$ and the vacuum energy densityWe will often refer to the vacuum energy density as $`\rho _V`$, independent of the model under consideration. For the $`Ł`$-model, $`\rho _V=\rho _Ł`$. $`\rho _V`$ are roughly within an order of magnitude of each other. The calculation runs as follows. In our model, $`Ø_0`$ and $`ht_0`$ are the following functions of the single parameter $`m_h\overline{m}/h`$ :
$`Ø_0`$ $`=`$ $`(2.996\times 10^6\mathrm{Mpc})^2m_h^2\left({\displaystyle \frac{\mathrm{sinh}(cm_hht_0/\sqrt{3}\alpha )}{\mathrm{sinh}(2/3\alpha )}}\right)^{3/2}`$ (29)
$`ht_0`$ $`=`$ $`3.26\times 10^6{\displaystyle \frac{\mathrm{yr}}{\mathrm{Mpc}}}\left({\displaystyle \frac{\sqrt{3}}{m_h}}\right)\left(\mathrm{tanh}^1(865.4\mathrm{Mpc}m_h)+\alpha \right),`$ (30)
where $`m_h`$ is in units of Mpc<sup>-1</sup>. If $`0.1<Ø_0<0.9`$, then the above equations give $`1.143\times 10^3\mathrm{Mpc}^1>m_h>7.955\times 10^4\mathrm{Mpc}^1`$. For this range of $`m_h`$ values, one then obtains $`13.4\mathrm{Gyr}>ht_0>6.83\mathrm{Gyr}`$. Thus the time interval for which $`0.1<Ø_0<0.9`$ is $`(13.46.83)h^1`$ Gyr, or $`6.57h^1`$ Gyr, which is of the order of the age of the universe.
In the $`\mathrm{\Lambda }`$-model, it is straightforward to show that $`Ø_0`$ and $`ht_0`$ are functions of the single parameter $`C\sqrt{6\pi G\rho _Ł}/(ch)`$, which has dimensions of (time)<sup>-1</sup> (with the rescaled Hubble parameter $`h`$ regarded as a dimensionless quantity). They are
$`Ø_0`$ $`=`$ $`1{\displaystyle \frac{4}{9}}\left(C\mathrm{\hspace{0.17em}9.78}\mathrm{Gyr}\right)^2`$ (31)
$`ht_0`$ $`=`$ $`C^1\mathrm{tanh}^1\left({\displaystyle \frac{2}{3}}C\mathrm{\hspace{0.17em}9.78}\mathrm{Gyr}\right).`$ (32)
One similarly finds, for $`0.1<Ø_0<0.9`$, that $`12.49\mathrm{Gyr}>ht_0>6.75\mathrm{Gyr}`$, giving a time interval of $`5.74h^1`$ Gyr, again of the order of the age of the universe.
The preceding arguments show that there is no “coincidence” problem in the sense of the present time being special in either model. However, in the case of the $`Ł`$-model, an alternative statement of the fine-tuning problem is that there is no “natural” explanation, within elementary particle physics, of a small non-zero value of $`\rho _\mathrm{\Lambda }`$. The favored values of $`\rho _\mathrm{\Lambda }`$ are either $`0`$ or $`m_{Pl}^4`$, the latter value being at discrepancy with observations by about $`122`$ orders of magnitude.
In our model, the question then is whether there may be a natural explanation for the small value of the mass parameter $`\overline{m}H_0`$. Frieman et al. show that, for spin-0 pseudo Nambu-Goldstone bosons (PNGB), a mass scale $`\overline{m}`$ of the order of the present value of the Hubble constant can be generated from the neutrino mass $`m_\nu 10^3`$ eV and a global symmetry breaking scale (for example, the scale for spontaneous breaking of the U(1) Peccie-Quinn symmetry) $`f10^{18}`$ GeV, via the combination $`\overline{m}m_\nu ^2/f`$. They also show that this combination arises out of the coupling of such a pseudo Nambu-Goldstone boson to neutrinos in a low-energy effective theory. It therefore appears possible that the ultralight spin-0 particle we consider in our model may be related to a PNGB, although such a relation would involve additional self-interaction terms.
## V Vacuum equation of state
Although the basic dynamical equations, (2) and (8), incorporate non-trivial quantum effects, our model admits a remarkably simple description. Indeed, the scale factor (12) may be used to find the total effective energy density $`\rho `$ and pressure $`p`$ of vacuum plus matter by directly computing the Einstein tensor. We obtain, for $`t>t_j`$,
$`\rho (t)`$ $`=`$ $`2\kappa _0G_{00}=(\kappa _0\overline{m}^2/2)\mathrm{coth}^2\left(t\overline{m}/\sqrt{3}\alpha \right)`$ (34)
$`=(3/2)\kappa _o\overline{m}^2\left(a(t)/a(t_j)\right)^4+(1/2)\kappa _o\overline{m}^2`$
$`p(t)`$ $`=`$ $`2\kappa _0a(t)^2G_{ii}=(\kappa _0\overline{m}^2/6)\mathrm{coth}^2\left(t\overline{m}/\sqrt{3}\alpha \right)(2/3)\kappa _0\overline{m}^2.`$ (35)
The effective equation of state for $`t>t_j`$ is therefore
$$p=(1/3)\rho (2/3)\kappa _0\overline{m}^2,$$
(36)
which is identical to the equation of state for a classical model consisting of radiation plus cosmological constant. In our model, the equation of state of pressureless matter and the equation of state of quantum vacuum terms combine so as to appear as a sum of radiation and cosmological constant equations of state. Our model differs, even at the classical level, from the usual mixed matter-cosmological constant model because (i) for $`t<t_j`$ the effective cosmological constant vanishes, and (ii) for $`t>t_j`$ vacuum contributions transmute the effective equation of state into that of radiation (rather than pressureless matter) plus cosmological constant; this surprising metamorphosis is a result of the near-constancy of the scalar curvature, which causes certain terms in $`T_{\mu \nu }`$ to take the form of an effective cosmological constant term in Einstein’s equations. In a general spacetime, these terms do not have the form of a cosmological constant term.
The equation of state for the quantum vacuum terms alone may be inferred from equations (34) and (35), and from the fact that the density of pressureless matter is given by
$`\rho _m(t)`$ $`=`$ $`\rho _m(t_j)(a(t_j)/a(t))^3`$ (37)
$`=`$ $`2\kappa _0\overline{m}^2\left(\mathrm{sinh}(2/3\alpha )/\mathrm{sinh}(t\overline{m}/\sqrt{3}\alpha )\right)^{3/2},`$ (38)
where equations (9) and (12) have been used to arrive at the second equality. The quantum vacuum energy density $`\rho _V`$ and pressure $`p_V`$ then follow, for $`t>t_j`$, as
$`\rho _V(t)`$ $`=`$ $`\rho (t)\rho _m(t)`$ (40)
$`={\displaystyle \frac{\kappa _0\overline{m}^2}{2}}\left[\mathrm{coth}^2\left(t\overline{m}/\sqrt{3}\alpha \right)4\left({\displaystyle \frac{\mathrm{sinh}(2/3\alpha )}{\mathrm{sinh}(t\overline{m}/\sqrt{3}\alpha )}}\right)^{3/2}\right]`$
$`p_V(t)`$ $`=`$ $`p(t),`$ (41)
with $`p(t)`$ given by equation (35). The above equations show that for $`t>t_j`$ the vacuum energy density is positive, while the vacuum pressure is negative. As stated earlier, the vacuum terms are negligible for $`t<t_j`$.
As a consequence of equations (13) and (14), we find that the equation of state for the vacuum is
$$\rho _V=3p_V+2\overline{m}^2\kappa _0\left[1\left(1+2p_V/(\kappa _0\overline{m}^2)\right)^{3/4}\right].$$
(42)
This vacuum equation of state joins continously to the equation of state $`\rho _V=p_V=0`$ at $`t=t_j`$ and is asymptotic to the pure cosmological constant equation of state $`\rho _V=p_V`$ as $`t\mathrm{}`$. Equation (42) is parametrized by the single parameter, $`\overline{m}`$, and is different from the equation of state of a pure cosmological constant. However, Eq. (42) holds only in the case of Robertson-Walker symmetry. Any inhomogenous perturbation of the matter content or the metric in our model would change the effective equation of state of the vacuum, since such perturbations would change the form of the right-hand-sides of Eqs. (2) and (8). This feature is a complication when one analyzes the evolution of small perturbations in the theory. However, we expect that the terms of Eq. (42) may still dominate the equation of state for the perturbations.
## VI Ratio of pressure and energy density
In this section, we derive the ratio of total pressure $`p`$ and total matter density $`\rho `$ in our model, as a function of redshift. This quantity, which we call $`w(z)p/\rho `$, is a useful one for comparison with future observations. We also compare $`w(z)`$ in our model with the same quantity in a model with non-relativistic matter plus cosmological constant.
¿From Eqs. (24) and (25) above, we find that, for $`z<z_j`$,
$$w(z)=\frac{1}{3}\frac{2}{3}\frac{\kappa _o\overline{m}^2}{\rho },$$
(43)
with
$$\rho (z)=\kappa _o\overline{m}^2\left\{\frac{3}{2}\left(\frac{1+z}{1+z_j}\right)^4+\frac{1}{2}\right\}.$$
(44)
The redshift at which the transition occurs, $`z_j`$, is given by
$$1+z_j\frac{a(t_0)}{a(t_j)}=\sqrt{\frac{\mathrm{sinh}\left(ct_0\overline{m}/\sqrt{3}\alpha \right)}{\mathrm{sinh}\left(2/3\alpha \right)}},$$
(45)
where we have inserted an appropriate factor of $`c`$. Using the value of $`\alpha `$ from Eq. (7), and the present value of the Hubble constant,
$$H_0=\frac{c\overline{m}}{\sqrt{12}}\mathrm{coth}\left(\frac{ct_0\overline{m}}{\sqrt{3}}\alpha \right),$$
(46)
one can reexpress Eq. (45) as
$`1+z_j`$ $`=`$ $`\left({\displaystyle \frac{4H_0^2}{c^2\overline{m}^2}}{\displaystyle \frac{1}{3}}\right)^{1/4}`$ (47)
$`=`$ $`\left\{0.3788\left({\displaystyle \frac{6.93\times 10^{33}\mathrm{eV}}{m_h}}\right)^2{\displaystyle \frac{1}{3}}\right\}^{1/4},`$ (48)
where we have substituted for the numerical value of the speed of light, $`c`$, in the second equality.
Combining Eqs. (43), (44) and (47), we obtain
$$w(z)=\frac{1}{3}\frac{4}{3}\left\{1.1364(1+z)^4\left(\frac{6.93\times 10^{33}\mathrm{eV}}{m_h}\right)^2(1+z)^4+1\right\}^1,$$
(49)
for $`z<z_j`$. For $`z>z_j`$, our model is entirely matter-dominated, therefore $`p=w(z)=0`$.
On the other hand, in a spatially flat model with non-relativistic matter plus cosmological constant, it is straightforward to show that
$$w(z)=\left\{1+(1+z)^3\left(Ø_Ł^11\right)\right\}^1,$$
(50)
where $`Ø_Ł`$ is the ratio of the energy density in the cosmological constant and the critical density.
A plot of $`w(z)`$ for both models discussed above is shown in Fig. 2, with representative values of $`m_h=6.93\times 10^{33}`$ eV (in our model), and $`Ø_Ł=0.7`$ (in the non-relativistic matter plus cosmological constant model). Future experimental data should be able to distinguish between these models.
Noting that the equation of state of non-relativistic matter would give $`w(z)=0`$, and the equation of state of a pure cosmological constant would give $`w(z)=1`$, we see from Fig. 2 that the redshift interval for which the effects of non-relativistic matter and vacuum energy are both significant is $`\mathrm{\Delta }z2`$. This range is a small one compared to the full redshift range, which is infinite. This feature is often taken to comprise an alternative statement of the “coincidence” problem outlined in the previous section. However, as we showed there, the small redshift range corresponds to a large range in time. The discrepancy between posing the “coincidence” problem in terms of time range and redshift range reflects the subjective nature of this problem. We reiterate that the most reasonable way to pose the fine-tuning problem is in terms of a fundamental explanation for the smallness of $`Ł`$ or $`m_h`$.
## VII Nonperturbative effects of an ultralow mass field in the early universe
In this section, we consider the possible quantum vacuum effects of an ultralow mass field ($`m10^{33}`$ eV) in the early, post-inflationary universe. We first note that quantum vacuum effects become significant whenever the “resonance” condition is satisfied, i.e., whenever the trace of the classical stress tensor $`T_{\mathrm{cl}}\rho _{\mathrm{cl}}+3p_{\mathrm{cl}}`$ decreases below the value $`2\kappa _o\overline{m}^2`$ (see the arguments leading from Eq. (5) to Eq. (6) for details). Consider now the evolution of $`T_{\mathrm{cl}}`$ from early inflation to the present time. During early inflation, $`T_{\mathrm{cl}}`$ has a large negative value, i.e., $`T_{\mathrm{cl}}2\kappa _o\overline{m}^2`$. After the reheating process at the end of inflation, the universe is expected to be radiation-dominated, with $`T_{\mathrm{cl}}`$ decreasing to a small value. As the universe expands, and enough matter becomes non-relativistic, $`T_{\mathrm{cl}}`$ increases smoothly to a maximum value much greater than $`2\kappa _o\overline{m}^2`$. As the universe expands further, it enters a matter-dominated stage. During this stage, $`T_{\mathrm{cl}}`$ decreases again, until about half the age of the universe ($`z1`$), when it passes through the value $`2\kappa _o\overline{m}^2`$, and quantum vacuum effects begin to dominate, leading to the present acceleration. However, as described above, there are two early stages of the evolution during which $`T_{\mathrm{cl}}`$ may pass through the value $`2\kappa _o\overline{m}^2`$, namely, during the reheating from inflationary expansion to radiation-dominated expansion, and when $`T_{\mathrm{cl}}`$ is increasing during the radiation-dominated stage of the expansion of the universe. What role do quantum vacuum effects of this ultralow-mass particle play during these two early stages?
To answer this question, we consider two possibilities for the value of $`T_{\mathrm{cl}}`$ during the radiation-dominated stage: (a) there is sufficient non-relativistic matter at the end of post-inflationary reheating so that $`T_{\mathrm{cl}}`$ is always greater than $`2\kappa _o\overline{m}^2`$ during the radiation-dominated stage, or (b) there is not enough non-relativistic matter, and the condition, $`T_{\mathrm{cl}}<2\kappa _o\overline{m}^2`$, is satisfied at some time during the radiation-dominated stage.
If possibility (a) occurs, then the “resonance” condition is never satisfied during the reheating from inflationary to radiation-dominated expansion or the subsequent evolution from radiation-dominated to matter-dominated expansion. Thus these quantum vacuum effects of an ultralow-mass particle remain negligible in the early universe and in the matter-dominated stage, until the universe transits to vacuum-dominance at about half its present age, as described in Section II.
If possibility (b) occurs, then a resonance of the type discussed here will occur during the reheating from inflationary expansion to radiation-dominated expansion, and will force $`R`$ to remain nearly equal to $`\overline{m}^2`$ during the early part of the radiation-dominated stage. During such a stage, the scale factor would be $`a(t)\sqrt{\mathrm{sinh}(t\overline{m}/\sqrt{3})}`$. However, $`t\overline{m}1`$ during this stage, and the scale factor, to excellent approximation, exhibits radiation-dominated behavior, i.e., $`a(t)t^{1/2}`$. Once enough non-relativistic matter has accumulated, $`T_{\mathrm{cl}}`$ increases above the value $`2\kappa _o\overline{m}^2`$ while the universe is still radiation-dominated. At this point, quantum effects become negligible, as can be seen from Eq. (5). Once there is sufficient non-relativistic matter, the exit from vacuum-dominance must occur<sup>§</sup><sup>§</sup>§This exit is analogous to the time-reversed evolution of the present vacuum-dominated stage through the transition at time $`t_j`$.. Eventually, the universe transits to the matter-dominated stage. Much later, at time $`t_j`$, when the condition $`T_{\mathrm{cl}}=2\kappa _o\overline{m}^2`$ is again satisfied, the universe transits to vacuum-dominance, giving rise to the present acceleration. However, because the density of non-relativistic matter (or equivalently, $`T_{\mathrm{cl}}`$) is now decreasing, the universe remains vacuum-dominated for all time.
The above arguments show that, even if these ultralow-mass nonperturbative quantum vacuum effects become significant at early times in the evolution of the universe, the eventual transition to the present vacuum-dominated stage is not affected and the early universe dynamics is not significantly altered beyond the standard cosmological model.
## VIII Conclusions
The cosmological model that we investigate here is based on nonperturbative vacuum effects of a quantized noninteracting massive scalar field. This model is the simplest one exhibiting these nonperturbative quantum effects. It is based on the extension of quantum field theory to curved spacetime, a subject that has been extensively developed and has given rise to fundamental advances in black hole physics and cosmology.
In the present paper, we have studied the particle production resulting from the imaginary part of the same term that, in earlier work, we showed would cause, through its real part, an acceleration of the universe consistent with that inferred from recent supernovae observations and other cosmological data. We find that the predicted rate of particle production during the recent vacuum-dominated era is the same as that found by other methods. It has been shown that this production rate also agrees with that found by the Bogolubov transformation technique . This agreement of the particle production rate given by the imaginary part of our effective action, adds confidence to the validity of the acceleration resulting from the real part of the same term in the effective action.
The density and effective temperature of these ultralight particles created after the transition to vacuum dominance is negligible compared to the matter and radiation already present. However, the production of these particles in the early universe would leave a remnant of such particles similar to the remnant of gravitons created near the big bang. The mass of these particles is such that they may contribute a component to dark matter that is sufficiently cold to be gravitationally concentrated in the vicinity of galaxies. The possibility that these may contribute to extended galactic halos is worth exploring, as is the effect, if any, of these particles on big-bang nucleosynthesis in the early universe.
The evolution of the scale factor, $`a(t)`$, in our cosmological solution depends on a single parameter related to the mass $`m`$ of the particle. Cosmological data give a value for $`m`$ of order $`10^{33}`$ eV. This mass is of the same order of magnitude as the mass of a pseudo-Nambu-Goldstone boson, obtained by independent particle physics considerations . As discussed in Sec. IV, this fact may be significant with regard to the question of fine-tuning.
We calculated the effective equation of state during the vacuum-dominated era in our model, and gave the function $`w(z)p/\rho `$. The effective equation of state of vacuum plus matter during the vacuum-dominated stage turns out to be the same as that of a classical model with radiation plus cosmological constant, although the actual matter content is mainly non-relativistic.
We showed that these nonperturbative vacuum effects of an ultralow mass field would not significantly alter standard cosmology at early times. The possible existence of much more massive scalar fields, for which these nonperturbative vacuum effects would be significant in the very early universe, may enhance inflation. In addition, the associated particle production may help reheat the universe during the exit from early inflation. It is possible that processes, such as spontaneous symmetry breaking (caused, for example, by a self-interaction), may cause the vacuum expectation value of the field to become non-zero, while its fluctuations are reduced. In the present non-interacting model, such processes are absent. The effect of interactions, such as those arising from a PNGB, on the observational predictions of the present model (involving an ultralight mass) is also worth exploring.
Also worth noting is that quantum vacuum terms would become dominant in regions of low average density (i.e., $`\rho _m<2\overline{m}^2\kappa _o`$) earlier than in regions of high average density. This would alter the evolution of density inhomogeneities that existed during the early matter-domnated stage of the expansion. This may eventually provide another observational test of our model.
Our present model may soon be observationally tested relative to other models through observations of the small-scale CMBR fluctuations. These fluctuations are determined by the function $`w(z)`$ (given in Sec. VI). Non-zero spatial curvature would, of course, affect the predicted shape of the CMBR fluctuation spectrum, as would the addition of interactions to our present free-field model.
Acknowledgements
The authors would like to thank C. T. Hill and E. W. Kolb for helpful comments. This work was supported by NSF grant PHY-9507740. |
warning/0003/math-ph0003006.html | ar5iv | text | # Poles and zeros of the scattering matrix associated to defect modes
## Abstract
We analyze electromagnetic waves propagation in one-dimensional periodic media with single or periodic defects. The study is made both from the point of view of the modes and of the diffraction problem. We provide an explicit dispersion equation for the numerical calculation of the modes, and we establish a connection between modes and poles and zeros of the scattering matrix.
Periodic media with defects have been intensively addressed in the field of Quantum Mechanics (see and references therein) and also, since the development of photonic crystals, in Electromagnetics . On the general subject of photonic crystals, the interested reader can find an impressive bibliography on the Internet. From the theoretical point of view, the quasi-totality of the studies are involved in the characterization of the spectrum of the infinite medium. Nevertheless, for the working physicists, the main problem is that of the finite structure. Indeed, one can only imagine experiments, such as the diffraction of a plane wave, by finite devices. The main question is then to relate the modes with the behavior of the diffracted field. The simplest connection is that of the determination of the conduction bands: whenever the frequency belongs to the spectrum of the infinite structure, the finite one allows the guidance of waves while in the gap the electromagnetic field decreases exponentially. In the present paper, we study, as a model problem, the simple case of a one dimensional periodic structure with defects, which may model for instance a quantum cavity. Such a device has also been intensively addressed . Nevertheless, these studies involve the infinite structure for which a spectral analysis is given, whereas in the present communication we aim at establishing a link between the diffractive properties of a finite structure with a defect, and the known spectral properties of an infinite structure with a defect.
Throughout this paper, an orthonormal triaxial cartesian coordinate system $`(0,x,y,z)`$ is used. We consider a periodic structure, described by a bounded real one-periodic function $`\epsilon (x)`$, ($`\epsilon (x)=\epsilon (x+1)`$), representing the relative permittivity with respect to $`x`$, whereas the permeability is assumed to be $`\mu _0`$, i.e. that of vacuum. The structure is assumed to be invariant in the $`y`$ and $`z`$ directions and the harmonic fields (time dependence of $`\mathrm{exp}\left(i\omega t\right)`$) are invariant along $`z`$. That way, the field is described by a function $`u_n(x)\mathrm{exp}(i\alpha y)`$, where $`\alpha (\pi ,+\pi ]`$ is the Bloch frequency (in case of a scattering problem, the frequency $`\alpha `$ is equal to $`k_0\mathrm{sin}\theta `$, where $`\theta `$ is the angle of incidence of an incident plane wave). When the electric field $`𝐄`$ is parallel to the $`z`$-axis ($`E||`$ case), $`u_N(x)\mathrm{exp}(i\alpha y)`$ represents the $`z`$-component of $`𝐄`$ and when the magnetic field $`𝐇`$ is parallel to the $`z`$-axis ($`H||`$ case), it represents the $`z`$-component of $`𝐇`$.
Denoting: $`\beta ^2\left(x\right)=k_0^2\epsilon (x)\alpha ^2`$, $`\beta _0^2=k_0^2\alpha ^2`$, and setting $`U=(u,q^1_xu)`$, the propagation equation takes the form:
$$_xU=\left(\begin{array}{cc}0& q\\ q^1\beta ^2& 0\end{array}\right)U$$
(1)
with: $`q\left(x\right)1`$ for $`E||`$ polarization, $`q\left(x\right)\epsilon \left(x\right)`$ for $`H||`$ polarization. The monodromy matrix of the equation, or Floquet operator, is the $`2\times 2`$ matrix $`𝐓_{k,\alpha }`$ such that: $`U(x+d)=𝐓_{k,\alpha }U\left(x\right)`$. When considering only $`n`$ periods of the medium embedded in vacuum and illuminated by a plane wave (the device extends over $`[0,n]`$), the following boundary conditions hold:
$$\begin{array}{c}i\beta _0u|_{x=0}+_xu|_{x=0}=2i\beta _0\hfill \\ i\beta _0u|_{x=n}_xu|_{x=n}=0\hfill \end{array}$$
(2)
from which the reflection and transmission coefficients can be derived:
$`\begin{array}{c}r_n=u|_{x=0}1\hfill \\ t_n=u|_{x=n}\hfill \end{array}`$In the infinite medium, the conduction bands are characterized by the condition $`\left|tr\left(𝐓\right)\right|2`$, we thus define:
$`\begin{array}{c}𝐆=\left\{(k,\alpha )/\left|tr\left(𝐓_{k,\alpha }\right)\right|>2\right\}\\ 𝐁=\left\{(k,\alpha )/\left|tr\left(𝐓_{k,\alpha }\right)\right|<2\right\}\end{array}`$
For $`(k,\alpha )𝐆𝐁`$, we denote $`(𝐯,𝐰)`$ a basis of eigenvectors of $`𝐓_{k,\alpha }`$, such that $`det(𝐯,𝐰)=1`$, associated to eigenvalues $`\mu `$ and $`{\displaystyle \frac{1}{\mu }}`$( as a convention $`\left|\mu \right|<1`$ for $`(k,\alpha )𝐆`$). We write in the canonical basis of $`^2`$: $`𝐯=(v_1,v_2),𝐰=(w_1,w_2)`$.
Let us now introduce a defect in the crystal in the following way: we replace one period of the crystal by a layer of width $`h`$ and permittivity $`\epsilon _d\left(x\right)`$ ($`\epsilon _d`$ is simply assumed to be real and bounded). In view of the spectral problem, the structure is therefore made of two periodic half-spaces connected by an inhomogeneous layer extending over $`[0,h]`$. We denote by $`𝐓_0`$ the monodromy matrix of the defect, omitting here to explicitly write the dependence in $`(k,\alpha )`$. We have the following results:
Proposition 1(): The defect does not modify the conduction bands.
Proposition 2: The defect modes of the structure correspond to couples $`(k,\alpha )`$ such that $`det(𝐓_0𝐰,𝐯)=0`$
Proof: As we introduced a defect, we may now accept an increasing solution in the left semi-crystal and a decreasing solution in the right semi-crystal. The problem is to match these two solutions. This is only possible if $`𝐓_0`$ switches increasing solutions to decreasing ones, that is if $`𝐓_0𝐰Vect(𝐯)`$ QED.
Suppose that the structure is finite and that the defect is switched between $`n`$ periods. The monodromy matrix is: $`𝐓_{k,\alpha }^n𝐓_0𝐓_{k,\alpha }^n`$. In basis $`(𝐯,𝐰)`$, $`𝐓_0`$ is written:
$`𝐓_0=\left(\begin{array}{cc}a_0& c_0\\ b_0& d_0\end{array}\right)\text{ .}`$Denoting:
$$\chi =\left(\chi _{ij}\right)=\left(\begin{array}{cc}w_2i\beta _0w_1& w_2+i\beta _0w_1\\ v_2+i\beta _0v_1& v_2i\beta _0v_1\end{array}\right)\text{,}$$
(3)
an expression of the coefficients $`(r_n,t_n)`$ can be easily obtained:
$$r_n(k,\alpha )=\frac{p(\mu ^{2n})}{q(\mu ^{2n})},t_n(k,\alpha )=\frac{2i\beta _0\mu ^{2n}}{q(\mu ^{2n})}$$
(4)
where:
$`p\left(X\right)`$ $`=`$ $`\chi _{21}\chi _{11}a_0X^2+\left(\chi _{21}^2c_0\chi _{11}^2b_0\right)X\chi _{21}\chi _{11}d_0`$
$`q\left(X\right)`$ $`=`$ $`\chi _{21}\chi _{12}a_0X^2+\left(\chi _{21}\chi _{22}c_0+\chi _{11}\chi _{12}b_0\right)X+\chi _{11}\chi _{22}d_0\text{ .}`$
Assume now that there exists some defect mode for a couple $`(k_0,\alpha _0)`$ so that $`\left|\alpha _0\right|<k_0`$, allowing to define an angle of incidence $`\theta _0`$ by $`\alpha _0=k_0\mathrm{sin}\theta _0`$.
It is easily seen that the equation of Proposition 2 simply writes: $`d_0(k_0,\alpha _0)=0`$ , whence we get from (4):
$`r_n(k_0,\theta _0)`$ $`=`$ $`{\displaystyle \frac{\chi _{11}^2b_0+\chi _{21}^2c_0+\chi _{21}\chi _{11}\mu ^{2n}a_0}{\chi _{11}\chi _{12}b_0\chi _{21}\chi _{22}c_0\chi _{21}\chi _{12}\mu ^{2n}a_0}}`$
$`t_n(k_0,\theta _0)`$ $`=`$ $`{\displaystyle \frac{2i\beta _0}{\chi _{21}\chi _{22}c_0+\chi _{11}\chi _{12}b_0\chi _{21}\chi _{12}\mu ^{2n}a_0}}`$
As $`n`$ tends to infinity, we have the following limits:
$$\begin{array}{cc}r_n(k_0,\theta _0)\frac{\chi _{21}^2c_0\chi _{11}^2b_0}{\chi _{21}\chi _{11}b_0\chi _{22}\chi _{21}c_0}\hfill & t_n(k_0,\theta _0)\frac{2i\beta _0}{\chi _{21}\chi _{11}b_0\chi _{22}\chi _{21}c_0}\hfill \\ r_n(k,\theta _0)\frac{\chi _{21}}{\chi _{22}}\text{, for }kk_0\hfill & t_n(k,\theta _0)0\text{, for }kk_0\hfill \end{array}$$
(5)
Remark 1: Obviously from (3): $`\left|{\displaystyle \frac{\chi _{21}}{\chi _{22}}}\right|=1`$, and so as a conclusion $`\left|r_n(k_0,\theta _0)\right|`$ tends pointwise towards a value that is strictly less than $`1`$, whereas for any point different from $`k_0`$, in a small enough neighborhood of $`k_0`$, $`\left|r_n(k,\theta _0)\right|`$ tends to $`1`$ as $`n\mathrm{}`$. This result means that the reflected energy admits a sharp minimum near $`k_0`$. It is important to note that the minimum of $`\left|r_n(k,\theta _0)\right|`$ is not a priori reached for value $`k_0`$ of the wavenumber, but the sharpness is all the more important as $`n`$ is important. Clearly, for a given incidence $`\theta _0`$, it is possible to transmit waves of wavenumber belonging to a small interval near $`k_0`$ and tending to $`\left\{k_0\right\}`$ as $`n`$ tends to infinity
It is known that for a fixed incidence $`\theta `$, the scattering matrix admits a meromorphic extension to the complex half-space $`\left\{Im(k)<0\right\}`$. From (4), poles and zeros of $`r_n`$ are solutions respectively of equations:
$$\begin{array}{c}\hfill \mu ^{4n}a_0+\mu ^{2n}\left(\frac{\chi _{21}}{\chi _{11}}c_0\frac{\chi _{11}}{\chi _{21}}b_0\right)=d_0\\ \hfill \mu ^{4n}\frac{\chi _{21}\chi _{12}}{\chi _{11}\chi _{22}}a_0+\mu ^{2n}\left(\frac{\chi _{21}}{\chi _{11}}c_0\frac{\chi _{12}}{\chi _{22}}b_0\right)=d_0\end{array}$$
(6)
and the limit of both equations as $`n`$ tends to infinity is just $`d_0(k,k\mathrm{sin}\theta )=0`$, which is the equation defining the defect modes. As both equations (6) are analytic perturbations of $`d_0(k,k\mathrm{sin}\theta )=0`$ we can conclude:
Proposition 3: One defect mode $`(k_0,k_0\mathrm{sin}\theta _0)`$ is associated to exactly one zero $`k_z^n`$ of $`r_n`$ and one pole $`k_p^n`$ of $`r_n`$ and $`t_n`$ . Moreover $`k_z^n`$ and $`k_p^n`$ tend to $`k_0`$ as $`n`$ tends to infinity.
Remark 2: This suggests that, for sufficiently large $`n`$, there exist two positive numbers $`\gamma _n`$ and $`\delta _n`$ such that:
$`\begin{array}{c}k_z^n=k_0i\gamma _n\delta _n+O\left(\delta _n\right)\hfill \\ k_p^n=k_0i\delta _n+O\left(\delta _n\right)\hfill \end{array}`$We know that, as $`n`$ tends to infinity, $`\delta _n`$ tends to $`0`$ and that $`r_n(k_0,\theta _0)`$ admits a limit given by (5). In the vicinity of $`k_0`$, we can write $`r_n(k,\theta ){\displaystyle \frac{\chi _{21}}{\chi _{22}}}{\displaystyle \frac{kk_z^n}{kk_p^n}}`$ whence we obtain: $`r_n(k_0,\theta _0){\displaystyle \frac{\chi _{21}}{\chi _{22}}}{\displaystyle \frac{Im\left(k_z^n\right)}{Im\left(k_p^n\right)}}`$, so that $`\gamma _n={\displaystyle \frac{\chi _{11}^2\chi _{21}^1b_0\chi _{21}c_0}{\chi _{21}c_0\chi _{21}\chi _{11}\chi _{22}^1b_0}}`$.
Remark 3: For real $`z`$, $`z{\displaystyle \frac{\chi _{21}}{\chi _{22}}}{\displaystyle \frac{zk_z^n}{zk_p^n}}`$ is the equation of a circle of diameter $`\sqrt{1+\gamma _n^2}`$, so that while in the gap the reflection coefficient belongs to the unit circle of the complex plane, it describes a circle for real $`k`$ varying in the vicinity of $`k_0`$.
In order to be able to apply Bloch-waves method to defect structures, an approximate way consists in periodizing the defect, it is the so-called supercell approximation. Let us apply this method to our simple example. We consider thus an infinite periodic structure whose period is made of one defect switched between $`n`$ periods of the previous medium. We call it a super-structure. We know that the global monodromy matrix of the super-structure is: $`\stackrel{~}{𝐓}_{k,\alpha }=𝐓_{k,\alpha }^n𝐓_0𝐓_{k,\alpha }^n`$, and that the conduction bands are characterized by $`\left|tr\left(\stackrel{~}{𝐓}\right)\right|<2.`$ Now what happens at $`k=k_0`$? Obviously:$`tr\left(\stackrel{~}{𝐓}_{k,\alpha }\right)=\mu ^{2n}a_0+\mu ^{2n}d_0`$ so that for $`(k,\alpha )=(k_0,\alpha _0)`$ : $`tr\left(\stackrel{~}{𝐓}_{k_0,\alpha _0}\right)=\mu ^{2n}a_0`$ and thus tends to $`0`$ as $`n`$ tends to infinity. This means that, at $`\alpha =\alpha _0,`$ there exists an interval $`J_n`$ of wavenumbers $`k`$ over which $`\left|tr\left(\stackrel{~}{𝐓}_{k,\alpha _0}\right)\right|<2`$ and therefore $`J_n`$ is a conduction band in the super-structure. Of course the length of this interval depends upon $`n`$ and tends to $`0`$ as $`n`$ tends to infinity because $`J_n`$ tends to $`\left\{k_0\right\}`$. This is a crucial point as it justifies the use of Bloch-waves theory in the framework of the super-cell approximation, at least in a small neighborhood of $`k_0`$. Finally, we can state:
Proposition 4: In the super-structure, the existence of a defect $`(k_0,\alpha _0)`$ implies the opening of conduction bands inside gaps of the unperturbed structure that can support defect modes. The widths of these ”defect”-conduction bands tend to zero exponentially with the number $`n`$ of subperiods constituting one period of the super-structure.
Remark 4: For a finite superstructure, and as the medium is periodic, we may apply a theory allowing to compute the superior envelop of the modulus of the reflection coefficient of a periodic structure. In the present problem, this is just the graph of:
$`k\sqrt{1\left(4tr(\stackrel{~}{𝐓})^2\right)\left(\stackrel{~}{𝐭}_{12}\beta _0{\displaystyle \frac{\stackrel{~}{𝐭}_{21}}{\beta _0}}\right)^2}`$where $`\stackrel{~}{𝐓}=\left(\stackrel{~}{𝐭}_{ij}\right).`$
We have analyzed wave propagation in one-dimensional photonic crystals with one defect. We have shown a connection between the scattering properties and the modes: defect modes of the infinite structure give rise to a pole and a zero explaining the behavior of the refection coefficient. These results should help in the understanding of more complicated structures such as bidimensional photonic crystals, for which our present work could be used as an approximate theory . |
warning/0003/quant-ph0003050.html | ar5iv | text | # Generalized Schmidt decomposition and classification of three-quantum-bit states
## Abstract
We prove for any pure three-quantum-bit state the existence of local bases which allow one to build a set of five orthogonal product states in terms of which the state can be written in a unique form. This leads to a canonical form which generalizes the two-quantum-bit Schmidt decomposition. It is uniquely characterized by the five entanglement parameters. It leads to a complete classification of the three-quantum-bit states. It shows that the right outcome of an adequate local measurement always erases all entanglement between the other two parties.
The Schmidt decomposition allows one to write any pure state of a bipartite system as a linear combination of biorthogonal product states or, equivalently, of a non-superfluous set of product states built from local bases. For two quantum-bits (qubits) it reads
$$|\mathrm{\Psi }=\mathrm{cos}\theta |00+\mathrm{sin}\theta |11,0\theta \pi /4.$$
(1)
Here $`|ii|i_A|i_B`$, both local bases $`\{|i\}_{A,B}`$ depend on the state $`|\mathrm{\Psi }`$, the relative phase has been absorbed into any of the local bases, and the state $`|00`$ has been defined by carrying the larger (or equal) coefficient. A larger value of $`\theta `$ means more entanglement. The only entanglement parameter, $`\theta `$, plus the hidden relative phase, plus the two parameters which define each of the two local bases are the six parameters of any two-qubit pure state, once normalization and global phase have been disposed of.
Very many results in quantum information theory have been obtained with the help of the Schmidt decomposition: its simplicity reflects the simplicity of bipartite systems as compared to N-partite systems. Much of its usefulness comes from it not being superfluous: to carry one entanglement parameter one needs only two orthogonal product states built from local bases states, no more, no less.
The aim of this work is to generalize the Schmidt decomposition of (1) to three qubits. It is well known that its straightforward generalization, that is, in terms of triorthogonal product states, is not possible (see also ). Nevertheless, having a minimal canonical form in which to cast any pure state, by performing local unitary transformations, will provide a new tool for quantifying entanglement for three qubits, a notoriously difficult problem. It will lead to a complete classification of exceptional states which, as we will see, is much more complex than in the two-qubit case. The generalization to $`N`$ quantum dits ($`d`$-state systems) is not completely straightforward and will be given elsewhere.
Linden and Popescu and Schlienz showed that for any pure three-qubit state the number of entanglement parameters is five and, using repeatedly the two-qubit Schmidt decomposition, proved the existence for any pure state of a reference form in terms of six orthogonal product states built from local bases. The five entanglement parameters are one phase (all others can be absorbed) and four moduli of the six coefficients, so that a further constraint beyond the normalization exists. In other words, exactly as (1) shows that local unitary transformations allow to make two of the four components vanish (corresponding to $`|01`$ and $`|10`$) for a two-qubit pure state, Linden, Popescu and Schlienz proved that, also for a three-qubit system two of the, now eight, components can be made zero. However, the set of six states is superfluous in the sense that its coefficients require a constraint to lead to a unique representative of any pure state. It is not clear whether this is the best one can do, i.e. whether the set is minimal. We will now prove that indeed, combining adequately the local changes of bases corresponding to $`U(1)\times SU(2)\times SU(2)\times SU(2)`$ transformations, one can always do with five terms, which precisely can carry only five entanglement parameters, leading thus to a non-superfluous unique representation.
Notice that a straightforward counting of parameters shows that a nonsuperfluous set will have five states, i.e. three vanishing coefficients. There exist three inequivalent sets of five local bases product states
$`\{|000,|001,|010,|100,|111\}`$ (2)
$`\{|000,|001,|110,|100,|111\}`$ (3)
$`\{|000,|100,|110,|101,|111\}`$ . (4)
Whereas the first set is symmetric under permutation of parties, the other two are not.
The nonequivalence of the three sets follows from the different degrees of orthogonality between the five states within each set. One can also readily check that all three sets can carry exactly five entanglement parameters, four moduli and one phase, and are thus nonsuperfluous. This is of course no proof that any state can always be written as a linear combination of the five states of one and the same set. We will now prove that it can always be done for the last two sets, or their versions obtained by permuting parties.
As an introduction let us first present a one-line proof of the Schmidt decomposition of a two-qubit state, Eq. (1). Writing any state in a basis of product states built from any two local bases,
$$|\mathrm{\Psi }=\underset{i,j}{}t_{ij}|ij,$$
(5)
calling $`T`$ the matrix of elements $`t_{ij}`$, and recalling that for any $`T`$ there always exist two unitary matrices which diagonalize it,
$$U_1TU_2=D,$$
(6)
the Schmidt decomposition follows at once. Note that $`U_1`$ and $`U_2`$ correspond to the local basis changes necessary for casting the original state into its Schmidt form.
For a three-qubit state the proof goes as follows, from
$$|\mathrm{\Psi }=\underset{i,j,k}{}t_{ijk}|ijk,$$
(7)
one introduces the matrices $`T_0`$ and $`T_1`$ with elements
$$(T_i)_{jk}t_{ijk}.$$
(8)
Consider now the unitary transformation on the first qubit,
$$T_i^{}=\underset{j}{}u_{ij}T_j,$$
(9)
such that
$$detT_0^{}=0.$$
(10)
Notice that (10) has always two solutions. The matrix obtained from $`T_0^{}`$ after diagonalization following (6), which corresponds to unitary transformations on the last two qubits, has at least three zeros,
$$(D_0^{})_{01}=(D_0^{})_{10}=(D_0^{})_{11}=0.$$
(11)
This finishes the proof that any pure state of three qubits can always be written as a linear superposition of the five states of the last set of (2).
The generalization to three qubits of the Schmidt decomposition, i.e. one more zero for one more qubit, thus reads
$`|\mathrm{\Psi }`$ $`=`$ $`\lambda _0|000+\lambda _1e^{i\phi }|100+\lambda _2|101+\lambda _3|110+\lambda _4|111`$ (13)
$`\lambda _i0,0\phi \pi ,\mu _i\lambda _i^2,{\displaystyle \underset{i}{}}\mu _i=1,`$
where we have chosen the second coefficient to carry the only relevant phase, whose range, to be proven later, is also given. Notice that we have singled out party A in obtaining (13), but we could have chosen any of the three parties.
An immediate and important consequence of this decomposition is that there always exists for any state $`|\mathrm{\Psi }`$ and any (genderless) party $`X`$ a state $`|0_X`$ such that $`{}_{X}{}^{}0|\mathrm{\Psi }`$ is a product state of the other two parties (unless party $`X`$ is not entangled with the other two parties). That is, party $`X`$, knowing $`|\mathrm{\Psi }`$, can perform a local measurement which, for one outcome, allows it to be sure that the other two parties share no entanglement whatsoever. Note that when (10) displays two different solutions, two such states exist. This property suggests some applications to quantum information processing. It also leads to an efficient algorithm for computing the $`\lambda `$’s and $`\phi `$.
There is one small hitch left: as (10) has generically two different solutions, any state can be written in the form of (13) with two different sets of coefficients. Let us dispose generically of this redundancy. Recall that after diagonalization of $`T_0^{}`$ we are left with the matrices
$$M_0D_0^{}=\left(\begin{array}{cc}\lambda _0& 0\\ 0& 0\end{array}\right),M_1=\left(\begin{array}{cc}e^{i\phi }\lambda _1& \lambda _2\\ \lambda _3& \lambda _4\end{array}\right),$$
(14)
for one solution of Eq. (10) and
$$\stackrel{~}{M}_0=\left(\begin{array}{cc}\stackrel{~}{\lambda }_0& 0\\ 0& 0\end{array}\right),\stackrel{~}{M}_1=\left(\begin{array}{cc}e^{i\stackrel{~}{\phi }}\stackrel{~}{\lambda }_1& \stackrel{~}{\lambda }_2\\ \stackrel{~}{\lambda }_3& \stackrel{~}{\lambda }_4\end{array}\right),$$
(15)
for the other solution. Of course, both solutions can be related by a $`U(1)\times SU(2)\times SU(2)\times SU(2)`$ transformation:
$$\begin{array}{c}\stackrel{~}{M}_0=e^{i\omega }U_1(u_{00}M_0+u_{01}M_1)U_2\hfill \\ \stackrel{~}{M}_1=e^{i\omega }U_1(u_{01}^{}M_0+u_{00}^{}M_1)U_2,\hfill \end{array}$$
(16)
and the inverse
$$\begin{array}{c}M_0=e^{i\omega }U_1^{}(u_{00}^{}\stackrel{~}{M}_0u_{01}\stackrel{~}{M}_1)U_2^{}\hfill \\ M_1=e^{i\omega }U_1^{}(u_{01}^{}\stackrel{~}{M}_0+u_{00}\stackrel{~}{M}_1)U_2^{}.\hfill \end{array}$$
(17)
The condition $`detM_0=det\stackrel{~}{M}_0=0`$ leads to
$$u_{00}=\frac{detM_1}{\lambda _0\lambda _4}u_{01}u_{00}^{}=\frac{det\stackrel{~}{M_1}}{\stackrel{~}{\lambda }_0\stackrel{~}{\lambda }_4}u_{01}.$$
(18)
It is tedious, but straightforward, to solve the previous equations. Here we only need the following results
$$\lambda _0\lambda _4=\stackrel{~}{\lambda }_0\stackrel{~}{\lambda }_4,u_{01}^{}=u_{01},$$
(19)
which, from Eq. (18), imply
$$detM_1=(det\stackrel{~}{M}_1)^{}.$$
(20)
From here it follows that
$$\begin{array}{ccc}0<\phi <\pi \hfill & & \pi <\stackrel{~}{\phi }<2\pi \hfill \\ 0<\stackrel{~}{\phi }<\pi \hfill & & \pi <\phi <2\pi ,\hfill \end{array}$$
(21)
so that one can always choose the solution for which
$$0\phi \pi ,$$
(22)
which explains the range of $`\phi `$ given in Eq. (13).
Let us mention here that by performing a unitary transformation on the third qubit,
$$|0^{}=\frac{1}{\sqrt{\mu _1+\mu _2}}(\lambda _1e^{i\phi }|0+\lambda _2|1),$$
(23)
the decomposition for the second set of (2) is obtained. In the remainder we will use the first decomposition (13), which is physically and mathematically more convenient.
A generalization of the Schmidt decomposition is thus given by (13); any state can be written in this minimal form, generically in a unique way. The explicit algorithm for constructing this canonical form follows from the set of Eqs. (7-10). However, particular states can be obtained for different values of the five entanglement parameters. It is thus useful to have five independent invariants for the classification of states which we will obtain from (13). We will take here the five minimal polynomial invariants of .
Defining $`\mathrm{\Delta }|\lambda _1\lambda _4e^{i\phi }\lambda _2\lambda _3|^2`$ we find
$$\begin{array}{c}\frac{1}{2}I_1Tr\rho _A^2=12\mu _0(1\mu _0\mu _1)1\hfill \\ \frac{1}{2}I_2Tr\rho _B^2=12\mu _0(1\mu _0\mu _1\mu _2)2\mathrm{\Delta }1\hfill \\ \frac{1}{2}I_3Tr\rho _C^2=12\mu _0(1\mu _0\mu _1\mu _3)2\mathrm{\Delta }1\hfill \\ \frac{1}{4}I_4Tr(\rho _A\rho _B\rho _{AB})\hfill \\ =1+\mu _0(\mu _2\mu _3\mu _1\mu _42\mu _23\mu _33\mu _4)\hfill \\ (2\mu _0)\mathrm{\Delta }1\hfill \\ 0I_5|\mathrm{Hdet}(t_{ijk})|^2=\mu _0^2\mu _4^2\frac{1}{16},\hfill \end{array}$$
(24)
where
$`\rho _{AB}Tr_C|\mathrm{\Psi }\mathrm{\Psi }|\rho _CTr_{AB}|\mathrm{\Psi }\mathrm{\Psi }|`$ (25)
$`\rho _ATr_B\rho _{AB}\rho _BTr_A\rho _{AB},`$ (26)
and Cayley’s hyperdeterminant, Hdet$`(t_{ijk})`$, can be found in and corresponds to the three-tangle of .
Although these five invariants are computationally simple and physically meaningful, as they give local information, it can be convenient to trade them, recalling $`_i\mu _i=1`$, for algebraically simpler ones:
$$\begin{array}{c}0J_1\mathrm{\Delta }\frac{1}{4}\hfill \\ 0J_2\mu _0\mu _2\frac{1}{4}\hfill \\ 0J_3\mu _0\mu _3\frac{1}{4}\hfill \\ 0J_4\mu _0\mu _4\frac{1}{4}\hfill \\ J_5\mu _0(\mathrm{\Delta }+\mu _2\mu _3\mu _1\mu _4).\hfill \end{array}$$
(27)
The invariants $`J_4`$ and $`J_5`$ are symmetric under permutation of parties, while $`J_1(J_2,J_3)`$ is symmetric under exchange of parties B and C (A and C, A and B).
We can now proceed with the complete classification of nongeneric three-qubit states with the help of Eqs. (13) and (27):
Type 1 (product states): $`J_i=0`$ for $`i=1,2,3,4,5`$.
Type 2a (biseparable states): $`J_i=0`$ except $`J_1(J_2,J_3)`$ when party A(B,C) is not entangled with the other two parties.
They carry only bipartite entanglement and depend on one parameter.
Type 2b (generalized GHZ states): $`J_i=0`$ except $`J_4`$.
They include the standard GHZ states and depend on one parameter.
Type 3a (tri-Bell states): $`\mu _1=\mu _4=0`$.
It implies $`J_4=0`$, $`J_1J_2+J_1J_3+J_2J_3=\sqrt{J_1J_2J_3}=\frac{J_5}{2}`$. They depend on two parameters.
Type 3b (extended GHZ states): $`\mu _j=\mu _k=0`$, for $`j,k\{1,2,3\}`$ and $`jk`$.
It implies $`J_j=J_k=J_5=0`$. They depend on two parameters and correspond to the slice states of .
Type 4a: $`\mu _4=0`$.
It follows $`J_4=0`$ and $`\sqrt{J_1J_2J_3}=\frac{J_5}{2}`$. They depend on three parameters.
Type 4b: $`\mu _2=0`$ $`(\mu _3=0)`$.
Then, $`J_2=J_5=0`$ $`(J_3=J_5=0)`$. They depend on three parameters.
Type 4c: $`\mu _1=0`$.
Then, $`J_1(J_2+J_3+J_4)+J_2J_3=\sqrt{J_1J_2J_3}=\frac{J_5}{2}`$ and they depend on three parameters.
Type 5 (real states): $`\phi =0,\pi `$.
It implies $`\sqrt{J_1J_2J_3}=\frac{J_5}{2}`$. They depend on four parameters and they are, generically, on the boundary of the state space in the space of the five invariants.
Notice that the type-number indicates how many of the five states of (13) characterize the states of that type. Because of the asymmetric character of the decomposition (13), some of the states included in type 5 can be written in terms of four states, had we singled out party B or C . Notice also that, in some sense, the $`J_i`$’s are indicators of entanglement: only when all of them vanish there is no entanglement at all, $`J_1(J_2,J_3)`$ indicate bipartite entanglement and $`J_4`$ indicates GHZ-entanglement.
Let us further exploit our previous results. An alternative generalization of the Schmidt decomposition could be writing the state as a superposition of two nonorthogonal product states which are not built from local bases,
$$|\mathrm{\Psi }=\alpha |abc+\beta |a^{}b^{}c^{},$$
(28)
with $`\alpha `$ and $`\beta `$ real.
Beside the trivial cases of type-1 and type-2a states, this decomposition is always possible except for a familly of states depending on three parameters . Our decomposition allows to reproduce this result and shows that (28) is not possible when $`I_5`$=0 (corresponding to type-3a and type-4a states). It can be proved that when $`I_5=0`$ the two solutions of (10) coincide. The same happens had we chosen to single out any of the other parties. Therefore, for any party $`X`$, there is only one state $`|0_X`$ such that $`{}_{X}{}^{}0|\mathrm{\Psi }`$ is a product state of the other two parties. Since (28) implies two such states, e.g. $`|a_{}_A`$ and $`|a_{}^{}_A`$, it follows that type-3a and type-4a states cannot be written as a sum of two nonorthogonal product states. When the decomposition (28) is possible, our results give the constructive method to obtain it. From (13), the second coefficient can be split into two terms
$`|\mathrm{\Psi }`$ $`=`$ $`\left(\lambda _0|000+{\displaystyle \frac{\lambda _1\lambda _4e^{i\phi }\lambda _2\lambda _3}{\lambda _4}}|100\right)`$ (30)
$`+\left({\displaystyle \frac{\lambda _2\lambda _3}{\lambda _4}}|100+\lambda _2|101+\lambda _3|110+\lambda _4|111\right).`$
It is easy to see that (30) corresponds to the sum of two nonorthogonal product states as (28) with coefficients
$`\alpha `$ $`=`$ $`{\displaystyle \frac{1}{\lambda _4}}\sqrt{J_1+J_4}`$ (31)
$`\beta `$ $`=`$ $`{\displaystyle \frac{1}{\lambda _4}}\sqrt{\mu _2\mu _3+\mu _4(\mu _4+\mu _2+\mu _3)}.`$ (32)
This decomposition is unique. The states that appear in (28) are orthogonal to the ones that allow each party to destroy the entanglement between the other two parties with some non-vanishing probability.
A final consequence of (13) is that, by using the bipartite Schmidt decomposition, any pure state can be written as a superposition of a product state and a biseparable state, i.e.
$`|\mathrm{\Psi }=\mathrm{cos}\theta |000+\mathrm{sin}\theta |1(\mathrm{cos}\omega |0^{}0^{\prime \prime }+\mathrm{sin}\omega |1^{}1^{\prime \prime }),`$ (33)
which is the minimal decomposition in terms of orthogonal product states. It exhibits explicitly two of the five entanglement parameters. The other three are hidden in the moduli of the scalar products $`0|0^{}`$ and $`0|0^{\prime \prime }`$, and in one phase absorbed by one of the local bases. It is also a nonsuperfluous form, though not built from local bases.
In this work we have found the minimal decomposition of any pure three-qubit state in terms of orthogonal product states built from local bases. It generalizes the Schmidt decomposition and leads to a complete classification of pure three-qubit states, which fine grains the fully inseparable states class of the general entanglement classification of mixed three-qubit states . Our decomposition shows that any party can, performing a clever local measurement, kill the entanglement between the other two parties with nonvanishing probability. A decomposition in terms of the minimal number of orthogonal product states has also been found.
Finally, we have explored whether a pure three-qubit state can be written as a sum of two nonorthogonal product states, which can be thought as an alternative generalization of the Schmidt decomposition. We have verified that only a subfamily depending on three parameters cannot be expressed in this form , corresponding to states with $`I_5=0`$.
The authors thank Guifré Vidal and Sandu Popescu for useful discussions. J.I.L. and R.T. acknowledge financial support by CICYT project AEN 98-0431, CIRIT project 1998SGR-00026 and CEC project IST-1999-11053, A. Andrianov by RFBR 99-01-00736 and CIRIT, PIV-2000, L.C. by PB97-0893, A. Acín and E.J. by a grant from MEC. Financial support from the ESF is also acknowledged. |
warning/0003/hep-ph0003131.html | ar5iv | text | # Excited Heavy Baryons and Their Symmetries I: Formalism
## I Introduction
Quantum Chromodynamics is now almost universally accepted as the theory which governs strong interaction. This theory has been repeatedly tested against experiment, with great success. Due to its non-abelian nature, however, the QCD coupling gets strong at low energy, and the dynamics become nonperturbative and intractable. As a result, much of our quantitative understanding of low energy hadron properties are based on symmetry considerations. The most notable of these schemes is chiral perturbation theory, which is based on the fact that, when the light quark masses $`m_q0`$, the QCD Lagrangian is invariant under the chiral symmetry group SU$`(n_f)_L\times `$ SU$`(n_f)_R`$. In the real world, the light masses are not zero; nevertheless chiral symmetry survives as an approximate symmetry of QCD, with symmetry breaking terms of order $`p/\mathrm{\Lambda }_\chi `$ or $`m_\pi /\mathrm{\Lambda }_\chi `$, where $`m_\pi `$ is the pion mass, $`p`$ is the scale of external probes, and $`\mathrm{\Lambda }_\chi `$ the chiral symmetry breaking scale. Despite being just an approximate symmetry, chiral symmetry nevertheless provides strong constraints on low energy pion dynamics.
Important insights into some states in QCD comes from emergent symmetries which are not symmetries (not even approximate symmetries) of the QCD Lagrangian, but emerge as symmetries of the states in the Hilbert space of an effective theory obtained by taking certain limits. A famous example of such emergent symmetries is the heavy quark symmetry for heavy hadron states containing a single heavy quark with mass $`m_Q\mathrm{\Lambda }_{\mathrm{QCD}}`$. Heavy quark spin symmetry ensures that states related by a heavy quark spin flip, like $`(B,B^{})`$ and $`(\mathrm{\Sigma }_b,\mathrm{\Sigma }_b^{})`$, are degenerate. Moreover, heavy quark flavor symmetry implies that the brown mucks (i.e., the light degrees of freedom) of heavy hadrons are insensitive to the mass or the flavor of the heavy quark. This guarantees that the $`BD^{()}`$ and $`\mathrm{\Lambda }_b\mathrm{\Lambda }_c`$ semileptonic form factor (which are usually referred as Isgur-Wise form factors) are normalized to unity at the point of zero recoil, where the initial and final hadrons have the same velocity. Such absolute normalizations of form factors have profound implications in experimental determination of the CKM matrix element $`V_{cb}`$. The combined heavy quark spin-flavor symmetry is described by the symmetry group SU($`2n_Q`$) where $`n_Q`$ is the number of heavy flavors, and this symmetry is broken by corrections proportional to powers of $`\mathrm{\Lambda }_{\mathrm{QCD}}/m_Q`$ .
Note that heavy quark symmetry is not a symmetry of the QCD Lagrangian; if it were, the $`B`$ and $`D`$ mesons, related by heavy quark flavor symmetry, would be degenerate. However, if our interest is restricted to states with a single heavy quark, one can perform a spacetime-dependent phase redefinition such that the heavy quark mass and spin drop out of the Lagrangian. In other words, while heavy quark symmetry is not a symmetry of the QCD Lagrangian, it is a symmetry of the Lagrangian of heavy quark effective theory, which describes only states with a single heavy quark.
Another well-known emergent symmetry is the light quark spin-flavor symmetry for baryons in the large $`N_c`$ limit. The large $`N_c`$ limit was first studied by ’t Hooft for mesons and was subsequently extended to baryons by Witten . They studied how QCD amplitudes involving various numbers of mesons and baryons scale with the number of color $`N_c`$ when $`N_c`$ is large. Gervais and Sakita realized that, for large $`N_c`$ baryons, the spin symmetry SU(2) and flavor symmetry SU($`n_f)`$ (where $`n_f`$ is the number of light flavors) are combined and enlarged into the spin-flavor symmetry group SU($`2n_f`$). (This spin-flavor symmetry was systematically re-analyzed by other groups; see Refs. .) It was shown that the low-lying baryon spectrum in the large $`N_c`$ limit contains a tower of states with $`(I,J)=(0,0),(1,1),\mathrm{}`$ when $`N_c`$ is even, and $`(\frac{1}{2},\frac{1}{2}),(\frac{3}{2},\frac{3}{2}),\mathrm{}`$ when $`N_c`$ is odd. In the latter case one can identify the $`(\frac{1}{2},\frac{1}{2})`$ state as the nucleon, and the $`(\frac{3}{2},\frac{3}{2})`$ as the $`\mathrm{\Delta }(1232)`$ resonance. Moreover, it can be shown that the splittings between these tower states are of order $`1/N_c`$. As a result, when $`N_c\mathrm{}`$, the nucleon, $`\mathrm{\Delta }`$ and all the other states in the tower collapse into degeneracy, signifying the emergence of the symmetry SU($`2n_f`$). Similarly, in the heavy baryon (baryon with a single heavy quark) sector, this spin-flavor symmetry decrees that the $`\mathrm{\Sigma }_Q^{()}`$-$`\mathrm{\Lambda }_Q`$ splitting vanishes in the large $`N_c`$ limit. Again, note that this light quark spin-flavor symmetry is an emergent symmetry in the sense that it is not a symmetry of the QCD Lagrangian, but only a symmetry of the QCD Hamiltonian of states with unit baryon number.
We have recently reported a new emergent symmetry of QCD which emerges in the heavy baryon (baryon with a single heavy quark) sector in the combined heavy quark and large $`N_c`$ limit. This contracted U(4) symmetry (or more generally U($`d+1`$) in a theory with $`d`$ spatial dimensions) connects the ground state heavy baryon to some of its orbitally excited states, which become degenerate with the ground state as $`m_Q\mathrm{}`$ and $`N_c\mathrm{}`$. As a result, static properties such as the axial current couplings and the moments of the weak form factors of these orbitally excited states can be related to their counterparts of the ground state. While many of these results have been discussed before in the literature in the context of particular models, they were first presented as model-independent symmetry predictions in Ref. .
After the publication of Ref. , we realized that this contracted U(4) can be further enlarged into a contracted O(8) symmetry (or more generally O($`2d+2`$) in a theory with $`d`$ spatial dimensions). Moreover, this “symmetric realization” is only one of two possible realizations of the emergent symmetry. In the “symmetry broken realization”, the symmetry is broken down to contracted O(4) $`\times `$ O(4). This paper is the first of two papers where we will report these and other new progresses on these emergent symmetries in the combined heavy quark and large $`N_c`$ limits, as well as discuss the results reported in Ref. in more details. This paper will focus on the formalism and the different realizations of the emergent symmetry, while phenomenological applications and corrections to the symmetry will be discussed in the next paper .
This paper is organized as follow: In Sec. II, we will briefly review the bound state picture, a class of models which exhibits this same contracted O($`2d+2`$) symmetry and which motivates our studies. While the bound state picture is not logically related to QCD, it provides a simple physical picture of the origins of this new symmetry. The bound state picture treats the heavy baryon as a bound state of an ordinary baryon and a heavy meson and thus is a model. However, emergent symmetries are often first recognized in models. For example, heavy quark symmetry was first discovered in quark models, while the large $`N_c`$ spin-flavor symmetry was first realized in the Skyrme model. Hence it is useful to first consider a model which embodies the correct symmetry to get a feeling of the physical picture before launching a formal discussion of the symmetry in QCD language.
After examining the logical foundation of the bound state picture in Sec. III, we begin the main task of this paper and study the emergent symmetry in the context of QCD. In Sec. IV, we discuss the relative sizes of different contributions to the QCD Hamiltonian. Then in Sec. V we introduce the kinematic variables of the bound state picture in the context of QCD, and show that many conclusions of the bound state picture can be justified in the model independent manner. The generators of the emergent symmetry will be formally introduced in Sec. VI, and in Sec. VII and VIII we will focus on the “symmetric realization” and show that in this case the QCD Hamiltonian is that of a three-dimensional simple harmonic oscillator by considering multiple commutation relations in the combined heavy quark and large $`N_c`$ limit. Following this is a short discussion in Sec. IX, while Sec. X and XI will discuss the “symmetry broken realization” and the inclusion of spin and isospin effects. Then the paper concludes with a short preview of the companion paper , which is under preparation and will discuss phenomenological issues and higher order corrections to the symmetry predictions.
## II The bound state picture of a heavy baryon
The bound state picture regards a heavy baryon as the bound state of a heavy meson and a light baryon (a baryon without any valence heavy quarks); the latter often treated as a chiral soliton, i.e., a topologically nontrivial configuration of the classical meson fields. In particular, the lightest charmed baryon $`\mathrm{\Lambda }_c`$ is regarded as the bound state of the heavy mesons $`D`$ or $`D^{}`$ (which are degenerate in the heavy quark limit) and a nucleon. In the following, we will focus on the model described in Refs. , which will be referred to as the simple bound state model as it is the simplest model with correct behaviors in the heavy quark and large $`N_c`$ limit. However, we emphasize that one can make a similar analysis on other versions of the bound state picture, and the symmetry properties should be qualitatively the same as long as these models are consistent with heavy quark symmetry and obey the usual large $`N_c`$ counting rules.
In QCD, a heavy baryon is a complicated bound state, with the quarks interacting through strongly coupled gauge dynamics, and with quark-antiquark pairs popping in and out of the vacuum, etc. — a highly intractable problem. The bound state picture replaces it (in an ad hoc manner) with the much-simpler problem of a two-body bound state. Moreover, the problem further simplifies in the heavy quark limit, where the heavy meson becomes infinitely massive, and the large $`N_c`$ limit, where the nucleon mass $`m_N`$ grows like $`N_c`$. For concreteness, we will adopt the prescription (only for this section) that the heavy quark limit is taken before the large $`N_c`$ limit. <sup>*</sup><sup>*</sup>* In the real world, the heavy meson masses $`m_B5`$ GeV, $`m_D1.8`$ GeV while the nucleon mass $`m_N1`$ GeV. So as far as heavy baryon kinematics is concerned, the real world is closer to the heavy quark limit than the large $`N_c`$ limit, justifying our ordering of the limits. Taking the heavy quark limit first, the reduced mass of the two-body system $`\mu m_NN_c\mathrm{}`$ in this combined heavy quark–large $`N_c`$ limit. As a result, the kinetic term, which is suppressed by $`1/\mu `$, vanishes, and the wave function does not spread but is instead localized at the bottom of the potential. (When $`\mu \mathrm{}`$, the absolute square of the wave function will be a Dirac delta distribution at the bottom of the potential.) Consequently, a small attraction between the heavy meson and the nucleon is sufficient to ensure the existence of a bound state.
What is the potential $`𝒱(x)`$ between a heavy meson and a nucleon? Without resorting to models, we do not know much about the potential except the fact that, by the usual large $`N_c`$ counting rules , $`𝒱(x)`$ is of order $`N_c^0`$. However, let us assume that $`𝒱(x)`$ has a global minimum at the origin, i.e., the heavy meson sits on the top of (the center of) the nucleon. In this case, the wave function will be highly localized around the origin, and the potential can be approximated by $`V(x)=V_0+\frac{1}{2}\kappa \stackrel{}{x}^2`$, which includes only the first two terms in the Taylor expansion of $`𝒱(x)`$. For the origin to be a global minimum, we need $`V_0<0`$ and $`\kappa >0`$. In this case, when the bound state is the ground state of the simple harmonic oscillator, it is a $`\mathrm{\Lambda }_Q`$. On the other hand, excited states in the simple harmonic oscillator are orbitally excited heavy baryons. With explicit wave functions, coupling constants and form factors for transitions between different states can be calculated in a straightforward manner.
However, it remains to be seen whether the assumptions that $`V_0<0`$ and $`\kappa >0`$ are justified. In the simple bound state model , the nucleon is described as a chiral soliton, i.e., a topologically nontrivial classical pion configuration. By using a chiral Lagrangian which is truncated to the leading order, the potential energy of a heavy meson in the presence of a classical background pion field can be calculated. It turns out that indeed $`V_0<0`$ and $`\kappa >0`$, and the assumptions are verified in this particular model. As a result, one can identify different heavy baryons with eigenstates in a simple harmonic potential. However, this result is clearly model dependent.
As mentioned before, the bound state picture possesses an emergent symmetry which relates the ground state to the excited states. This can be seen by making the crucial observation that the excitation energy $`\omega =\sqrt{\kappa /\mu }`$ is small, where $`\mu `$ is the reduced mass of the bound state and $`\kappa `$ is the spring constant of the simple harmonic potential. By first taking the heavy quark limit, $`\mu =m_N`$ (mass of the light baryon) scales like $`N_c`$. On the other hand, since the binding potential $`𝒱(x)`$ is of order $`N_c^0`$, the spring constant $`\kappa `$ — being its Taylor coefficient — is generically also of order $`N_c^0`$. Hence $`\omega `$ scales like $`N_c^{1/2}`$ and vanishes in the large $`N_c`$ limit. This implies that when $`N_c\mathrm{}`$, the whole tower of excited states becomes degenerate with the ground state — a signature of an emergent symmetry.
What is the symmetry group of this emergent symmetry then? It has to contain, as a subgroup, the symmetry group of a three-dimensional simple harmonic oscillator, namely U(3) generated by $`T_{ij}=a_i^{}a_j`$ ($`i,j=1`$, 2, 3) where $`a_j`$ is the annihilation operator in the $`j`$-th direction. These $`T_{ij}`$’s satisfy the U(3) commutation relations.
$$[T_{ij},T_{kl}]=\delta _{kj}T_{il}\delta _{il}T_{kj}.$$
(1)
Note that this U(3) group contains the rotational SO(3) subgroup, generated by $`L_i=iϵ_{ijk}T_{jk}`$ with $`[L_i,L_j]=iϵ_{ijk}L_k`$. When $`N_c\mathrm{}`$ and the excited states become degenerate with the ground state, the annihilation and creation operators $`a_j`$ and $`a_i^{}`$ ($`i,j=1`$, 2, 3) also become generators of the emergent symmetry. The additional commutation relations are
$$[a_j,T_{kl}]=\delta _{kj}a_l,[a_i^{},T_{kl}]=\delta _{il}a_k^{},[a_j,a_i^{}]=\delta _{ij}\mathrm{𝟏},$$
(2)
where 1 is the identity operator. These sixteen generators $`\{T_{ij},a_l,a_k^{},\mathrm{𝟏}\}`$ form the minimal spectrum generating algebra of a three-dimensional harmonic oscillator, i.e., the smallest algebra which contains the symmetry group U(3) and connects all eigenstates of a three-dimensional simple harmonic oscillator. It is related to the usual U(4) algebra, generated by $`T_{ij}`$ ($`i,j=1`$, 2, 3, 4) satisfying commutation relations (1) by the following limiting procedure:
$$a_j=\underset{R\mathrm{}}{lim}T_{4j}/R,a_i^{}=\underset{R\mathrm{}}{lim}T_{i4}/R,\mathrm{𝟏}=\underset{R\mathrm{}}{lim}T_{44}/R^2.$$
(3)
Such a limiting procedure is called a group contraction, and hence the group generated by $`\{T_{ij},a_l,a_k^{},\mathrm{𝟏}\}`$ is called a contracted U(4) group. This contracted U(4) is different from the contracted SU(4) group of the light quark spin-flavor symmetry .
The contracted U(4) minimal spectrum generating algebra can be enlarged to contain the extra operators $`S_{ij}=a_ia_j`$ and $`S_{ij}^{}=a_i^{}a_j^{}`$ ($`i,j=1`$, 2, 3). The new commutation relations are
$`[S_{ij},S_{kl}]=[S_{ij},a_l]`$ $`=`$ $`0,[S_{ij},a_k^{}]=a_i\delta _{jk}+a_j\delta _{ik},[S_{ij},T_{kl}]=S_{il}\delta _{jk}+S_{jl}\delta _{ik},`$ (4)
$`[S_{ij},S_{kl}^{}]`$ $`=`$ $`T_{ik}\delta _{jl}+T_{jk}\delta _{il}+T_{il}\delta _{jk}+T_{jl}\delta _{ik},`$ (5)
and the commutation relations involving $`S_{ij}^{}`$ can be obtained through Hermitian conjugation. As a result, these 28 generators $`\{S_{ij},S_{ij}^{},T_{ij},a_l,a_k^{},\mathrm{𝟏}\}`$ form a closed operator algebra, which is actually a contracted O(8) algebra. This contracted O(8) is generated by the creation and annihilation operators, all possible bilinears, as well as the identity operator. Note that one cannot further enlarge this operator algebra by including trilinears in $`a_j`$ and $`a_j^{}`$; the commutator of two trilinears, for example, will be a quadralinear, and the algebra will not close (or will contain an infinite number of generators). As a result, this contracted O(8) algebra is called maximal spectrum generating algebra of the three-dimensional simple harmonic oscillator. Again, as $`N_c\mathrm{}`$ and $`\omega 0`$, the excited states become degenerate with the ground state and the contracted O(8) become the symmetry group of the bound state picture. The relationship between all the algebraic structures discussed above is summarized in the following chain:
SO(3)U(3)contracted U(4)contracted O(8){Lj}{Tij}{Tij,ai,aj,𝟏}{Sij,Sij,Tij,ai,aj,𝟏}
symmetry group
of any
central potential
symmetry group
of 3-D simple
harmonic oscillator
minimal spectrum
generating algebra,
symmetry subgroup
as ω0.
maximal spectrum
generating algebra,
symmetry group
as ω0.
matrixSO(3)U(3)contracted U(4)contracted O(8)missing-subexpressionmissing-subexpressionmissing-subexpressionsubscript𝐿𝑗missing-subexpressionsubscript𝑇𝑖𝑗missing-subexpressionsubscript𝑇𝑖𝑗subscriptsuperscript𝑎𝑖subscript𝑎𝑗1missing-subexpressionsubscript𝑆𝑖𝑗subscriptsuperscript𝑆𝑖𝑗subscript𝑇𝑖𝑗subscriptsuperscript𝑎𝑖subscript𝑎𝑗1missing-subexpressionmissing-subexpressionmissing-subexpressionmissing-subexpressionmissing-subexpressionmissing-subexpressionmissing-subexpression
symmetry group
of any
central potential
missing-subexpression
symmetry group
of 3-D simple
harmonic oscillator
missing-subexpression
minimal spectrum
generating algebra,
symmetry subgroup
as ω0.
missing-subexpression
maximal spectrum
generating algebra,
symmetry group
as ω0.
\matrix{\hbox{SO(3)}&\subset&\hbox{U(3)}&\subset&\hbox{contracted U(4)}&\subset&\hbox{contracted O(8)}\cr\|&&\|&&\|&&\|\cr\{L_{j}\}&&\{T_{ij}\}&&\{T_{ij},a^{\dagger}_{i},a_{j},{\bf 1}\}&&\{S_{ij},S^{\dagger}_{ij},T_{ij},a^{\dagger}_{i},a_{j},{\bf 1}\}\cr&&&&&&\cr\vbox{\hbox{symmetry group}\hbox{of any}\hbox{central potential}\hbox{}}&&\vbox{\hbox{symmetry group}\hbox{of 3-D simple}\hbox{harmonic oscillator}
\hbox{}}&&\vbox{\hbox{minimal spectrum}\hbox{generating algebra,}\hbox{symmetry subgroup}
\hbox{as $\omega\to 0$.}}&&\vbox{\hbox{maximal spectrum}\hbox{generating algebra,}\hbox{symmetry group}
\hbox{as $\omega\to 0$.}}} (6)
We have shown that the contracted O(8) is a symmetry of the bound state picture. In the more general case of a bound state picture with $`d`$ spatial dimensions, it is clear that the symmetry is described by a similarly contracted O($`2d+2`$) group with a contracted U($`d+1`$) subgroup. While we have been focusing on the simple bound state picture, this symmetry is actually a generic feature of all variants of the bound state picture as long as the models exhibit heavy quark symmetry as $`m_Q\mathrm{}`$, and obey the large $`N_c`$ scaling rules as $`N_c\mathrm{}`$. A note on the literature: as far as the authors can discern, among all the literature on the bound state picture for heavy baryon, only the simple bound state picture makes the explicit statement that the binding potential is simple harmonic in the combined heavy quark and large $`N_c`$ limit. In none of these works on the bound state picture was the spectrum generating algebras discussed, nor was the observation that in the combined limit they become the symmetry group of an emergent symmetry. Both of these points were first explicitly raised in Ref. . On the other hand, the appearance of an emergent symmetry in the bound state picture does not depend on the details on the model, as long as the model embodies the heavy quark and large $`N_c`$ symmetry. Consequently, the emergent symmetry is an implicit feature of all viable bound state models. However, it is not obvious that the physical picture is intuitively reasonable. This will be addressed in the next section.
## III The foundation of the bound state picture
Questions may be raised about the foundation of the bound state picture on several different levels. On the technical level, one may question the description of a nucleon as a classical pion distribution in the simple bound state model. Because we have infinitely many species of mesons in the large $`N_c`$ limit , there is no reason why all other mesons besides pions should be ignored. This question can be resolved in part by including more light mesons in the model. This is the motivation behind Ref. , where the effects of the $`\rho `$ and $`\omega `$ vector mesons are included, leading to results which are numerically improved at the expense of more parameters and much more mathematical complexities. Since we are interested in the generic features of the bound state picture, we will only remark that including extra meson states does not change the physics qualitatively. However, in the large $`N_c`$ limit there is an infinite number of mesons, and each meson has infinitely many coupling constants.
A more serious technical issue of concern is the modeling of the interaction between the heavy meson and the classical light meson fields (which make the nucleon). In the simple bound state picture, the heavy mesons interact with the classical background pion configuration through a truncated chiral Lagrangian, which is the most general interaction Lagrangian which respects chiral symmetry truncated to the leading order of the chiral expansion $`p/\mathrm{\Lambda }_\chi `$, where $`p`$ is the pion momentum. While it is justifiable to use this truncated Lagrangian in low momentum pion processes (where $`p\mathrm{\Lambda }_\chi `$), there is little justification for such truncation here, as the chiral soliton contains pionic modes over a wide range of momentum, and in general $`p/\mathrm{\Lambda }_\chi `$ is not a small expansion parameter. As a result, the truncated Lagrangian is an ad hoc description of the interaction between the heavy meson and the classical pion fields. The situation is even worse in models where the $`\rho `$ and $`\sigma `$ vector mesons are included. Since the interactions involving these vector mesons are not well-constrained by symmetry (unlike pionic interactions, which are severely constrained by chiral symmetry), their interactions with heavy mesons are only described by phenomenological Lagrangians of an entirely ad hoc nature.
However, these technological issues are not fundamental and do not alter the conceptual issues about the bound state picture. For example, it seems likely that, as far as the emergent symmetry is concerned, the description of the light baryon as a chiral soliton is not essential. The essence of the bound state picture is that the heavy baryon can be regarded as a bound state with potential $`𝒱(x)N_c^0`$ and reduced mass $`\mu N_c`$. The details of the interaction are inessential as far as the symmetry is concerned. This naturally leads us to ask the question whether one can recast the analysis in such a form that chiral solitons are not invoked. As we will see below, the answer to this question is affirmative.
A more severe conceptual criticism of the simple bound state model is the use of point particle quantum mechanics when both the heavy meson and the nucleon are extended objects. Assuming that the bound state picture is reasonable, the mean square relative displacement of the nucleon from the heavy meson is $`3/(2\mu \omega )N_c^{1/2}`$, which vanishes as $`N_c\mathrm{}`$, while the size of the nucleon has a smooth non-zero large $`N_c`$ limit. Hence the heavy meson will be jiggling well inside the nucleon near its center, and it is not obvious that point particle quantum mechanics is applicable.
Lastly, the connection of the bound state picture to QCD is obscure. To address this philosophical concern, one can only try to reproduce the emergent symmetry directly from QCD. This is the purpose of both our previous paper and this paper. We will see that in a model-independent way, one can show that this contracted O(8) symmetry is not only a symmetry of the bound state picture, but in fact a symmetry of QCD.
## IV Dissecting the QCD Hamiltonian for heavy baryons
Due to the conservation of baryon number and heavy quark number (in the heavy quark limit), it is legitimate to restrict our attention to the heavy baryon Hilbert space, i.e., the subspace with both heavy quark number and baryon number equal to unity. In the combined heavy quark and large $`N_c`$ limit, this subspace is well-defined. We introduce the small power counting parameter, $`\lambda `$, to quantify the deviation from the combined limit. It is defined as:
$$\lambda \frac{\mathrm{\Lambda }_{\mathrm{QCD}}}{m_Q},\frac{1}{N_c}.$$
(7)
with the ratio $`N_c\mathrm{\Lambda }_{\mathrm{QCD}}/m_Q`$ arbitrary. In other words, both $`1/m_Q`$ and $`1/N_c`$ corrections are of order $`\lambda `$, while order $`\lambda ^2`$ corrections include those scale like $`1/m_Q^2`$, $`1/m_QN_c`$ and $`1/N_c^2`$, etc.
In the heavy baryon Hilbert space, it is useful to decompose the QCD Hamiltonian $``$ in the following way:
$$=_Q+_{\mathrm{}},\text{where}_Q=m_Q+\stackrel{~}{}_Q\text{and}_{\mathrm{}}=m_N+\stackrel{~}{}_{\mathrm{}}.$$
(8)
The heavy quark part of the QCD Hamiltonian $`_Q`$ contains the heavy quark mass $`m_Q`$, as well as the heavy quark kinetic and interaction terms denoted by $`\stackrel{~}{}_Q`$. Since $`\stackrel{~}{}_Q`$ involves only a single quark (namely the heavy quark), it at most scales like $`N_c^0\lambda ^0`$. (In contrast, both $`m_Q`$ and $`m_N`$ are large and of order $`\lambda ^1`$.) As we are only interested in states with a single heavy quark, by performing a Foldy-Wouthuysen transformation $`\stackrel{~}{}_Q`$ can be expanded in powers of $`1/m_Q`$ in heavy quark effective theory:
$$\stackrel{~}{}_Q=gA^0+\frac{\stackrel{}{P}_Q^2}{2m_Q}g\frac{S_QB}{2m_Q}+𝒪(m_Q^2),$$
(9)
where $`\stackrel{}{P}_Q`$ is the three-dimensional heavy quark momentum:
$$\stackrel{}{P}_Q=d^3x\overline{h}(x)\stackrel{}{D}h(x),$$
(10)
with $`h(x)`$ being the heavy quark field in heavy quark effective theory, and $`\stackrel{}{D}`$ is the three-dimensional covariant derivative. Note that the chromomagnetic term $`S_QB`$ is suppressed by the heavy quark mass $`m_Q`$. While the definitions of $`m_Q`$ and $`\stackrel{}{P}_Q`$ are ambiguous since the heavy quark mass is not uniquely defined, these ambiguities are of order unity ($`\lambda ^0`$) while the heavy mass and momentum are typically large ($`m_Q`$, $`\stackrel{}{P}_Q\lambda ^1`$). <sup>§</sup><sup>§</sup>§ Both the heavy quark mass $`m_Q`$ and the heavy quark velocity $`v`$ are well defined up to order $`\lambda ^0`$ ambiguities. For a discussion of these ambiguities and their theoretical implications, see Refs. . As a result, the relative ambiguities are small and one can rewrite Eq. (9) as
$$\stackrel{~}{}_Q=gA^0+\frac{\stackrel{}{P}_Q^2}{2m_Q}g\frac{S_QB}{2m_Q}+𝒪(\lambda ^2).$$
(11)
Similarly, the light part $`_{\mathrm{}}`$ contains the nucleon mass $`m_N`$ (which is proportional to $`N_c`$) and $`\stackrel{~}{}_{\mathrm{}}`$, which represents the change in the energy of the brown muck (i.e., the light degrees of freedom of the heavy baryon) when one of the light quarks is replaced by a heavy quark. We cannot write down a simple expression for $`\stackrel{~}{}_{\mathrm{}}`$ as we have done for $`\stackrel{~}{}_Q`$, but it is easy to see that it scales like $`N_c^0`$. The reasoning is as follows: the interaction energy between any two quarks is of order $`N_c^1`$ by the standard large $`N_c`$ counting rules . Since the replacing of a light quark with a heavy quark in a baryon breaks $`N_c1`$ light quark–light quark interactions and replaces them with $`N_c1`$ light quark–heavy quark interactions, we have in the large $`N_c`$ limit,
$$\stackrel{~}{}_{\mathrm{}}(\text{number of interactions modified})\times (\text{change of energy in each interaction})N_c\times N_c^1N_c^0\lambda ^0.$$
(12)
The light Hamiltonian $`\stackrel{~}{}_{\mathrm{}}`$ contains all the dynamics of the brown muck as well as its interaction with the heavy quark. In general, it can depend not only on its position $`\stackrel{}{x}`$ and momentum $`\stackrel{}{p}`$ relative to the heavy quark, but also all kinds of internal degrees of freedom which correspond to different modes of excitation. In comparison, the Hamiltonian $`^{\mathrm{bs}}`$ of a two-particle bound state, in general, can be decomposed in the following form:
$$\stackrel{~}{}^{\mathrm{bs}}=_{\mathrm{kin}}+_{\mathrm{pot}}+_{\mathrm{exc}},$$
(13)
where $`_{\mathrm{kin}}`$ is a kinetic term which depends only on $`\stackrel{}{p}`$, $`_{\mathrm{pot}}`$ is a potential term which only depends on $`\stackrel{}{x}`$, and $`_{\mathrm{exc}}`$ represents possible internal excitations and commutes with both $`\stackrel{}{x}`$ and $`\stackrel{}{p}`$. The issue becomes whether $`\stackrel{~}{}_{\mathrm{}}`$ can be recast in this form of Eq. (13). This is the question which we will be attempting to answer in the next four sections.
## V Kinematics and the kinetic energy
In the previous section, we have decomposed the QCD Hamiltonian, $``$, into a heavy part $`_Q`$ and a light part $`_{\mathrm{}}`$. Our next step will be to perform similar decompositions for the kinematic variables; namely, the momentum and position operators. We will reproduce the two-body kinematics of the bound state picture using QCD operators. Recall that our aim is to demonstrate the existence of an emergent symmetry in QCD itself. In order to achieve this goal in a model-independent manner, one cannot simply assume the kinematic variables in the bound state picture are well defined. Instead we need to construct these kinematic variables from QCD operators without reference to any model.
While the total momentum of any given heavy baryon system $`\stackrel{}{P}`$ is a well-defined quantity, in general there is no unambiguous way to separate the momentum into a heavy quark contribution and a brown muck contribution. However, in the heavy quark limit, the heavy quark momentum $`\stackrel{}{P}_Q`$ in Eq. (10) is a well-defined QCD operator (up to corrections of relative order $`\lambda `$), and one can define the brown muck momentum $`\stackrel{}{P}_{\mathrm{}}`$ as $`\stackrel{}{P}\stackrel{}{P}_Q`$. Lastly, the QCD based position operators of the whole system $`\stackrel{}{X}`$, of the heavy quark $`\stackrel{}{X}_Q`$, and of the brown muck $`\stackrel{}{X}_{\mathrm{}}`$ are defined as the conjugate operators of the respective momentum operators:
$$[X_j,P_k]=i\delta _{ij},[X_{Q}^{}{}_{j}{}^{},P_{Q}^{}{}_{k}{}^{}]=i\delta _{ij},[X_{\mathrm{}}^{}{}_{j}{}^{},P_{\mathrm{}}^{}{}_{k}{}^{}]=i\delta _{ij},[x_j,p_k]=i\delta _{ij},$$
(14)
where $`X_j`$ is the $`j`$-th component of $`\stackrel{}{X}`$, etc.. In the last equality, $`\stackrel{}{x}`$ is defined as the relative position operator $`\stackrel{}{X}_{\mathrm{}}\stackrel{}{X}_Q`$, and $`\stackrel{}{p}`$ is its conjugate operator. The relationship between these eight operators (four momenta and four positions) are summarized in the following diagram:
$$\begin{array}{ccccccc}\stackrel{}{P}& =& \stackrel{}{P}_{\mathrm{}}& +& \stackrel{}{P}_Q& & \stackrel{}{p}\\ & & & & & & \\ \stackrel{}{X}& & \stackrel{}{X}_{\mathrm{}}& & \stackrel{}{X}_Q& =& \stackrel{}{x}\end{array},$$
(15)
where vertical arrows represent conjugations. Of course these look just like the analogous relations in the bound state picture, but recall that the point of introducing these operators is to see whether the bound state picture dynamics can be reproduced directly from operators in QCD with no model-dependent assumptions.
By construction, the heavy quark momentum and position operators commute with the brown muck counterparts.
$$[X_{Q}^{}{}_{j}{}^{},X_{\mathrm{}}^{}{}_{k}{}^{}]=[X_{Q}^{}{}_{j}{}^{},P_{\mathrm{}}^{}{}_{k}{}^{}]=[P_{Q}^{}{}_{j}{}^{},X_{\mathrm{}}^{}{}_{k}{}^{}]=[P_{Q}^{}{}_{j}{}^{},P_{\mathrm{}}^{}{}_{k}{}^{}]=0.$$
(16)
The center-of-mass position $`\stackrel{}{X}`$ is an unknown linear combination of $`\stackrel{}{X}_Q`$ and $`\stackrel{}{X}_{\mathrm{}}`$. Similarly, the relative momentum $`\stackrel{}{p}`$ is an unknown linear combination of $`\stackrel{}{P}_Q`$ and $`\stackrel{}{P}_{\mathrm{}}`$. The operators are defined in such a way that the relative kinematic variables commute with the center-of-mass counterparts.
$$[X_j,x_k]=[X_j,p_k]=[P_j,x_k]=[P_j,p_k]=0,$$
(17)
which in turn implies the following linear relations:
$$\stackrel{}{X}=\widehat{\alpha }\stackrel{}{X}_{\mathrm{}}+\widehat{\beta }\stackrel{}{X}_Q,\stackrel{}{p}=\widehat{\beta }\stackrel{}{P}_{\mathrm{}}\widehat{\alpha }\stackrel{}{P}_Q,$$
(18)
with $`\widehat{\alpha }`$ and $`\widehat{\beta }`$ being operators which commute with all the momentum and position operators and satisfy $`\widehat{\alpha }+\widehat{\beta }=\mathrm{𝟏}`$, the identity operator. We emphasize that all of these operators are defined from the QCD operators $`\stackrel{}{P}`$ and $`\stackrel{}{P}_Q`$ through linear combinations and conjugations. As a result, all of them are QCD operators.
What are the operators $`\widehat{\alpha }`$ and $`\widehat{\beta }`$? To answer this question, one needs to look at the dynamics of the system and study the QCD Hamiltonian $``$. In particular, we will study the commutators of $``$ with the position operators.
First, consider the commutator $`[X_j,]`$.
$$[X_j,]=i\dot{X}_j=i\frac{P_j}{},$$
(19)
where the second equality is from Poincare invariance. For the reader who does not find the above equality obvious, recall that $``$ commutes with $`P_j`$ (this is one of the defining commutation relations of the Poincare group), and hence the rest mass $`M`$, defined by $`^2=P_j^2+M^2`$, is Poincare invariant. Moreover, being the energy of the whole system at $`P_j=0`$, $`M`$ is given by the QCD Hamiltonian $``$ in Eq. (8); as a result $`M=m_Q+m_N`$ up to corrections of order $`\lambda ^0`$. As a result, $`[X_j,]=i\frac{d}{dP_j}=i\frac{d}{dP_j}(_kP_k^2+M^2)^{1/2}=iP_j(_kP_k^2+M^2)^{1/2}=i\frac{P_j}{}`$. Note that the $`P_j/`$ is well defined as $``$ commutes with $`P_j`$. Moreover, since $`=M+\stackrel{~}{}`$, where $`M=m_Q+m_N\lambda ^1`$ while $`\stackrel{~}{}\lambda ^0`$, one can replace $`1/`$ with $`1/M`$ with relative correction of order $`\lambda `$. As a result,
$$[X_j,]=iP_j/M+𝒪(\lambda ^2),$$
(20)
and consequently we have the following double commutators:
$$[X_k,[X_j,]]=\delta _{jk}/M,[x_k,[X_j,]]=0,$$
(21)
where all $`𝒪(\lambda ^2)`$ corrections are dropped. Note that the first equality is exactly what one expects if one starts with the nonrelativistic Hamiltonian, $`\stackrel{}{P}^2/2M`$. As a result, we say that the kinetic mass of the heavy baryon, defined to be the reciprocal of the double commutator with the position operator, is $`M=m_Q+m_N`$ in the combined heavy quark and large $`N_c`$ limit, with possible corrections of order unity. These double commutators will be important in the determinations of $`\widehat{\alpha }`$ and $`\widehat{\beta }`$.
Next, let us study the commutator $`[X_{Q}^{}{}_{j}{}^{},]`$. Out of the four contributions to the QCD Hamiltonian $``$ in Eq. (8), $`m_Q`$ and $`m_N`$ are $`c`$-numbers, and the light operator $`\stackrel{~}{}_{\mathrm{}}`$ commutes with $`X_{Q}^{}{}_{j}{}^{}`$. Thus,
$$[X_{Q}^{}{}_{j}{}^{},]=[X_{Q}^{}{}_{j}{}^{},\stackrel{~}{}_Q]=[X_{Q}^{}{}_{j}{}^{},gA^0+\frac{\stackrel{}{P}_Q^2}{2m_Q}g\frac{S_QB}{2m_Q}]=i\frac{P_{Q}^{}{}_{j}{}^{}}{m_Q}+𝒪(\lambda ^2),$$
(22)
as $`A^0`$ and $`B`$ are light operators and commute with $`\stackrel{}{X}_Q`$. On the other hand, by ignoring the $`𝒪(\lambda ^2)`$ corrections, one has the following double commutators:
$$[X_{Q}^{}{}_{k}{}^{},[X_{Q}^{}{}_{j}{}^{},]]=\delta _{jk}/m_Q,[X_{\mathrm{}}^{}{}_{k}{}^{},[X_{Q}^{}{}_{j}{}^{},]]=[X_{Q}^{}{}_{k}{}^{},[X_{\mathrm{}}^{}{}_{j}{}^{},]]=0,$$
(23)
where the Jacobi identity has been used to show the vanishing of the last double commutator. Note that the first equality states that, in the heavy quark limit, the kinetic mass of the heavy quark is $`m_Q`$.
Since $`\stackrel{}{X}`$ and $`\stackrel{}{x}`$ are linear combinations of $`\stackrel{}{X}_Q`$ and $`\stackrel{}{X}_{\mathrm{}}`$ (cf. Eq. (18)), one can recast the double commutators in Eq. (21) in the following form:
$`\delta _{jk}/M=`$ $`[X_k,[X_j,]]`$ $`=\widehat{\alpha }^2[X_{\mathrm{}}^{}{}_{k}{}^{},[X_{\mathrm{}}^{}{}_{j}{}^{},]]+\widehat{\beta }^2[X_{Q}^{}{}_{k}{}^{},[X_{Q}^{}{}_{j}{}^{},]],`$ (24)
$`0=`$ $`[x_k,[X_j,]]`$ $`=\widehat{\alpha }[X_{\mathrm{}}^{}{}_{k}{}^{},[X_{\mathrm{}}^{}{}_{j}{}^{},]]\widehat{\beta }[X_{Q}^{}{}_{k}{}^{},[X_{Q}^{}{}_{j}{}^{},]],`$ (25)
where the cross terms vanish by the second formula in Eq. (23). We know $`[X_{Q}^{}{}_{k}{}^{},[X_{Q}^{}{}_{j}{}^{},]]`$ from Eq. (23) but do not know $`[X_{\mathrm{}}^{}{}_{k}{}^{},[X_{\mathrm{}}^{}{}_{j}{}^{},]]`$ at this stage. Canceling the latter, we end up with
$$\delta _{jk}/M=(\widehat{\alpha }+\widehat{\beta })\widehat{\beta }[X_{Q}^{}{}_{k}{}^{},[X_{Q}^{}{}_{j}{}^{},]]=\widehat{\beta }\delta _{jk}/m_Q,$$
(26)
where the relation $`\widehat{\alpha }+\widehat{\beta }=\mathrm{𝟏}`$ has been used. Finally, this implies
$$\widehat{\beta }=m_Q/M,\widehat{\alpha }=m_N/M.$$
(27)
Thus the operators $`\widehat{\alpha }`$ and $`\widehat{\beta }`$ turn out to be $`c`$-numbers in the combined heavy quark and large $`N_c`$ limit.
What do these values of $`\widehat{\alpha }`$ and $`\widehat{\beta }`$ tell us about the QCD Hamiltonian, $``$? First, it is now straightforward to show that the kinetic mass of the brown muck is $`m_N`$.
$$[X_{\mathrm{}}^{}{}_{k}{}^{},[X_{\mathrm{}}^{}{}_{j}{}^{},]]=\delta _{jk}/m_N+𝒪(\lambda ^2).$$
(28)
This, together with Eq. (23), implies the following decomposition of $``$:
$$=m_Q+m_N+\stackrel{~}{}_{Q,\mathrm{kin}}+\stackrel{~}{}_{\mathrm{},\mathrm{kin}}+\stackrel{~}{}_{\mathrm{pot}},$$
(29)
where in the combined heavy quark and large $`N_c`$ limit,
$$\stackrel{~}{}_{Q,\mathrm{kin}}=\frac{\stackrel{}{P}_Q^2}{2m_Q}+𝒪(\lambda ^2),\stackrel{~}{}_{\mathrm{},\mathrm{kin}}=\frac{\stackrel{}{P}_{\mathrm{}}^2}{2m_N}+𝒪(\lambda ^2),$$
(30)
where the second equality comes from Eq. (28). The potential energy term $`\stackrel{~}{}_{\mathrm{pot}}\lambda ^0`$ does not depend on any momentum operators (but can and does depend on the position operators; see the following section). Using Eqs. (27), these two kinetic terms can be recast in terms of the center-of-mass and relative momenta.
$$\stackrel{~}{}_{\mathrm{kin}}=\stackrel{~}{}_{Q,\mathrm{kin}}+\stackrel{~}{}_{\mathrm{},\mathrm{kin}}=\frac{\stackrel{}{P}^2}{2M}+\frac{\stackrel{}{p}^2}{2\mu },$$
(31)
where $`M=m_Q+m_N`$ is the total mass and $`\mu =m_Qm_N/(m_Q+m_N)`$ will be referred as the reduced mass of the system. (Note that both $`M`$ and $`\mu `$ are of order $`\lambda ^1`$.) The reduced mass $`\mu `$ can be interpreted as the kinetic mass of the relative coordinate. Indeed, from the obtained value of $`\widehat{\alpha }`$ and $`\widehat{\beta }`$, one can verify that
$$[x_k,[x_j,]]=\delta _{jk}/\mu +𝒪(\lambda ^2)$$
(32)
is in agreement with Eq. (31). In other words, in the combined heavy quark and large $`N_c`$ limit, the kinetic terms of the heavy baryon system are those of a nonrelativistic bound state of two point particles with $`m_Q`$ and $`m_N`$.
One may wonder what is the point of this whole exercise of reproducing elementary two-particle quantum mechanics, with apparently no new results. However, remember there is no a priori justification of treating a heavy baryon as the bound state of two point particles. In particular, the brown muck is not a point particle; it has a substantial size and complicated internal structures with the possibility of excitations. A formalism such as the bound state picture which treats the brown muck as though it were a point particle requires justification from QCD. Our goal is to demonstrate the existence of an emergent symmetry in QCD itself (not merely in a model), we have to work with operators $`\stackrel{}{P}`$ and $`\stackrel{}{P}_Q`$, which are QCD operators, and construct out of them all other kinematic operators. That our $`\widehat{\alpha }`$ and $`\widehat{\beta }`$ are identical with that in a nonrelativistic point particle treatment means that we have succeeded in providing a justification of the latter treatment in the combined heavy quark and large $`N_c`$ limit.
The apparently trivial double commutator in Eq. (28), which states that the kinetic term of the brown muck is nonrelativistic in the combined limit, is in fact not completely trivial. In the presence of a heavy quark, the kinetic mass of a composite object like the brown muck may depend on the relative position of the brown muck to the heavy quark. What we find instead is a constant kinetic mass $`m_N`$ in the combined limit. Physically this reflects the fact that the system in question is weakly bound; the interaction term $`\stackrel{~}{}`$, which is of order $`\lambda ^0`$, is much smaller than the masses of the constituents which are of order $`\lambda ^1`$. In a weakly bound state, the kinetic mass of the whole system is the sum of the kinetic masses of the constituents. Since the kinetic mass of the whole system $`M`$ and that of the heavy quark $`m_Q`$ are position independent, the kinetic mass of the brown muck is also independent of its position.
## VI The generators of the emergent symmetry
In the previous section, we have analyzed the kinetic terms of the QCD Hamiltonian, $``$, by studying its double commutators with the position operators. One may also want to analyze the potential term $`\stackrel{~}{}_{\mathrm{pot}}`$ by studying the double commutators of $``$ with the momentum operators. Unfortunately, this strategy actually provides very limited information.
As Poincare invariance demands that $`[P_j,]=0`$, it immediately follows that $`[P_{\mathrm{}}^{}{}_{j}{}^{},]=[P_{Q}^{}{}_{j}{}^{},]`$. Moreover,
$$[p_j,]=\widehat{\beta }[P_{\mathrm{}}^{}{}_{j}{}^{},]\widehat{\alpha }[P_{Q}^{}{}_{j}{}^{},]=(\widehat{\alpha }+\widehat{\beta })[P_{\mathrm{}}^{}{}_{j}{}^{},]=[P_{\mathrm{}}^{}{}_{j}{}^{},],$$
(33)
where again we have used $`\widehat{\alpha }+\widehat{\beta }=\mathrm{𝟏}`$. This reflects the simple observation that $`\stackrel{~}{}_{\mathrm{pot}}`$ can depend on the relative position $`\stackrel{}{x}`$ but not the center-of-mass position of the whole system $`\stackrel{}{X}`$.
Recall that we have made the following decomposition: $`=m_Q+m_N+\stackrel{~}{}_{\mathrm{kin}}+\stackrel{~}{}_{\mathrm{pot}}`$, with the last two terms both being of order unity or less. Both $`m_Q`$ and $`m_N`$ are $`c`$-numbers and commute with any operator, and it is easy to see that $`\stackrel{~}{}_{\mathrm{kin}}`$ commutes with all momentum operators from its expression in Eq. (31), which does not depend on any of the position operators. As a result, $`\stackrel{~}{}_{\mathrm{pot}}`$ is the only term which may have non-vanishing commutators with the momentum operators. The commutators of interest are $`[p_j,\stackrel{~}{}_{\mathrm{pot}}]`$, $`[p_k,[p_j,\stackrel{~}{}_{\mathrm{pot}}]]`$, $`[p_k,[p_j,[p_i,\stackrel{~}{}_{\mathrm{pot}}]]]`$, etc. We can say very little about these multiple commutators except that they are all (at most) of the same order as $`\stackrel{~}{}_{\mathrm{pot}}`$, i.e., of order unity.
Of particular interest is the double commutator, whose significance lies in the following definition of the spring operator $`\widehat{\kappa }`$:
$$\widehat{\kappa }\delta _{jk}=[p_k,[p_j,]]=[p_k,[p_j,\stackrel{~}{}_{\mathrm{pot}}]].$$
(34)
Let $`|G`$ be the ground state of the QCD Hamiltonian $``$ in the heavy baryon Hilbert space, and $`E_0`$ be its mass, satisfying $`(E_0)|G=0`$. The spring constant $`\kappa `$ is then defined as $`G|\widehat{\kappa }|G`$. Since In the following two equations, the repeated index $`j`$ is not being summed over.
$$\widehat{\kappa }=[p_j,[p_j,]]=[p_j,[p_j,(E_0)]]=2p_j(E_0)p_jp_jp_j(E_0)(E_0)p_jp_j,$$
(35)
it is easy to see that $`\kappa `$ is positive by inserting a complete set of states $`\{|n\}`$.
$$\kappa =2G|p_j(E_0)p_j|G=2\underset{n}{}|n|p_j|G|^2(E_nE_0)>0.$$
(36)
Now we are ready to define the generators of the emergent symmetry; namely, the creation and annihilation operators.
$$\stackrel{}{a}=\sqrt{\frac{\mu \omega }{2}}\stackrel{}{x}+i\sqrt{\frac{1}{2\mu \omega }}\stackrel{}{p},\stackrel{}{a}^{}=\sqrt{\frac{\mu \omega }{2}}\stackrel{}{x}i\sqrt{\frac{1}{2\mu \omega }}\stackrel{}{p},$$
(37)
where $`\mu =m_Qm_N/(m_Q+m_N)`$ is the reduced mass and $`\omega =\sqrt{\kappa /\mu }`$ will be referred to as the natural frequency of the heavy baryon. With $`\kappa `$ of order unity and $`\mu \lambda ^1`$ in the combined heavy quark and large $`N_c`$ limit, $`\omega `$ vanishes — an important result which does not depend on the order in which the two limits are taken. If the heavy quark limit is taken first, $`\mu N_c`$ and $`\omega N_c^{1/2}0`$ as $`N_c\mathrm{}`$. On the other hand, if the large $`N_c`$ limit is taken first, $`\mu m_Q`$ and $`\omega m_Q^{1/2}0`$ as $`m_Q\mathrm{}`$.
The natural frequency $`\omega `$ plays a central role in heavy baryon dynamics in the combined heavy quark and large $`N_c`$ limit. As we will see below, $`\omega `$ is the coefficient of the only term in the QCD Hamiltonian which breaks the emergent symmetry at leading order of $`\lambda `$. As a result, all the physical properties (masses, coupling constants, form factors, etc.) of the low-lying baryons can be expressed in terms of $`\omega `$. Alternatively, if one can determine the value of $`\omega `$ by measuring some physical observable which depends on $`\omega `$ (e.g., the mass of the first excited heavy baryon), then one can predict the values of many other physical observables.
## VII Constraints on the QCD Hamiltonian
Let us recall that our analysis is based on $`\lambda `$ counting of quantities describing heavy baryon dynamics in the combined limit. The reduced mass can be expressed as the double commutator in Eq. (32):
$`\delta _{jk}/\mu `$ $`=[x_k,[x_j,]]`$ $`\lambda ,`$ (39)
$`\delta _{jk}\widehat{\kappa }`$ $`=[p_k,[p_j,]]`$ $`\lambda ^0,\kappa =G|\widehat{\kappa }|G.`$ (40)
As a result, the natural frequency $`\omega =\sqrt{\kappa /\mu }\lambda ^{1/2}`$. This is a notable feature: recall that the expansion in $`\lambda `$ embodies the expansions in both $`\mathrm{\Lambda }_{\mathrm{QCD}}/m_Q`$ and $`1/N_c`$. We rarely encounter situations in which fractional powers of $`\mathrm{\Lambda }_{\mathrm{QCD}}/m_Q`$ or $`1/N_c`$ arise for direct physical observables. Here, however, we have found that powers like $`\lambda ^{1/2}`$ do arise naturally. In fact, we will see that the natural expansion parameter will be $`\lambda ^{1/2}`$ instead of $`\lambda `$. This ultimately reflects the interplay of two heavy scales (namely $`m_Q`$ and $`m_N`$).
The double commutation relations in Eqs. (VII) constrain the possible forms of the QCD Hamiltonian $``$. Note, however, that both double commutation relations are satisfied by replacing $``$ with $`_{\mathrm{SHO}}`$, the Hamiltonian of the bound state picture, which is just the simple harmonic oscillator.
$$_{\mathrm{SHO}}=\frac{\stackrel{}{p}^2}{2\mu }+\frac{\kappa \stackrel{}{x}^2}{2}\frac{3\omega }{2}=\omega \stackrel{}{a}_j^{}\stackrel{}{a}_j.$$
(41)
Moreover, the contracted O(8) symmetry mentioned above is precisely the maximal spectrum generating algebra of $`_{\mathrm{SHO}}`$ and becomes an emergent symmetry as $`\omega 0`$ as $`\lambda 0`$ in the combined limit. On the other hand, to demonstrate that this contracted O(8) is a symmetry of QCD in this limit, one needs to show that the generators of the contracted O(8) commute with the QCD Hamiltonian $``$, or equivalently, show that
$$=_{\mathrm{SHO}}+_{\mathrm{exc}}+\mathrm{},$$
(42)
where $`_{\mathrm{exc}}`$ commutes with $`\stackrel{}{a}`$ and $`\stackrel{}{a}^{}`$ in the combined limit, i.e., $`[a_j,_{\mathrm{exc}}]=[a_j^{},_{\mathrm{exc}}]=0`$, and represents the possibility of internal excitations of the brown muck. On the other hand, the ellipses are possible corrections to the simple harmonic Hamiltonian $`_{\mathrm{SHO}}`$ and should be negligible in comparison to $`_{\mathrm{SHO}}`$ in the combined limit. In other words, we need to show that, relative to $`_{\mathrm{SHO}}`$, these correction terms are suppressed by powers of $`\lambda `$, and hence can be dropped in the combined limit.
Before we embark the power counting of $``$, we need to clarify the counting of powers for the kinematic variables. For example, consider the simple harmonic Hamiltonian $`_{\mathrm{SHO}}=\omega \stackrel{}{a}^{}\stackrel{}{a}`$, which apparently is of order $`\lambda ^{1/2}`$ as $`\omega \lambda ^{1/2}`$. However, $`_{\mathrm{SHO}}`$ can also be written as $`\frac{\stackrel{}{p}^2}{2\mu }+\frac{\kappa \stackrel{}{x}^2}{2}\frac{3\omega }{2}`$, where the kinetic term, being suppressed by $`1/\mu `$, is apparently of order $`\lambda `$, while the potential term, with coefficient $`\kappa \lambda ^0`$, is apparently of order unity. The origins of this apparent discrepancy lie in the relationship between the operators $`(\stackrel{}{x},\stackrel{}{p})`$ and $`(\stackrel{}{a},\stackrel{}{a}^{})`$.
$$\stackrel{}{x}=\sqrt{\frac{1}{2\mu \omega }}(\stackrel{}{a}+\stackrel{}{a}^{}),\stackrel{}{p}=i\sqrt{\frac{\mu \omega }{2}}(\stackrel{}{a}\stackrel{}{a}^{}).$$
(43)
Since $`\mu \omega \lambda ^{1/2}`$, one cannot simultaneously set $`\stackrel{}{x}`$, $`\stackrel{}{p}`$, $`\stackrel{}{a}`$ and $`\stackrel{}{a}^{}`$ to the same order in $`\lambda `$.
In the following, we will make the prescription that $`\stackrel{}{a},\stackrel{}{a}^{}\lambda ^0`$, which implies $`\stackrel{}{x}\lambda ^{1/4}`$ and $`\stackrel{}{p}\lambda ^{1/4}`$, and show that it is self-consistent. As we will see later in this paper, this prescription will lead to the “symmetric realization” of the emergent symmetry with a contracted O(8) symmetry group. We can make the following a posteriori justification for this “symmetric prescription”. Instead of studying the power counting of the operators $`\stackrel{}{x}`$, $`\stackrel{}{p}`$, $`\stackrel{}{a}`$ and $`\stackrel{}{a}^{}`$, one can study the power counting of the matrix elements of $`\stackrel{}{x}`$, $`\stackrel{}{p}`$, $`\stackrel{}{a}`$ and $`\stackrel{}{a}^{}`$ between the low-lying states of $``$. Power counting on matrix elements, which are $`c`$-numbers, is free of the aforementioned ambiguities. If the low-lying states of $``$ are simple harmonic states as suggested by the bound state picture, then the matrix elements of $`\stackrel{}{a}`$ and $`\stackrel{}{a}^{}`$ are indeed of order unity, while the matrix elements of $`\stackrel{}{x}`$ and $`\stackrel{}{p}`$ are not. As the subsequent discussion verifies this picture, we will have justified our prescription a posteriori.
Now we are ready to show that in the combined limit $``$ has the form presented in Eq. (42). We will achieve this in three steps. In the remainder of this section, we will verify the fact that all possible triple commutators of $``$ with $`\stackrel{}{a}`$ and $`\stackrel{}{a}^{}`$ vanish in the combined limit. More specifically, we will show that these triple commutators go to zero more quickly than $`_{\mathrm{SHO}}`$, which scales like $`\lambda ^{1/2}`$. Then in the following section, we will show how the vanishings of these commutators imply that $``$ can be at most bilinear in $`\stackrel{}{a}`$ and $`\stackrel{}{a}^{}`$:
$$=\widehat{C}\stackrel{}{a}^{}\stackrel{}{a}+\widehat{D}\stackrel{}{a}\stackrel{}{a}+\widehat{D}^{}\stackrel{}{a}^{}\stackrel{}{a}^{}+_{\mathrm{exc}},$$
(44)
where $`_{\mathrm{exc}}`$ commutes with both $`\stackrel{}{a}`$ and $`\stackrel{}{a}^{}`$. Lastly, $`\widehat{C}`$ and $`\widehat{D}`$ can be determined from the double commutation relations in Eqs. (VII).
The relevant triple commutators of $``$ with $`\stackrel{}{a}`$ and $`\stackrel{}{a}^{}`$ are the following operators:
$`t^{(0)}`$ $`=[a_i,[a_j,[a_k,]]],t^{(1)}`$ $`=[a_i^{},[a_j,[a_k,]]],`$ (45)
$`t^{(2)}`$ $`=[a_i^{},[a_j^{},[a_k,]]],t^{(3)}`$ $`=[a_i^{},[a_j^{},[a_k^{},]]].`$ (46)
Using the Jacobi identity and the commutators of $`a_j`$ and $`a_j^{}`$, it is easy to show that the values of these $`t^{(a)}`$ triple commutators do not depend on the ordering of the $`a_j`$’s and $`a_j^{}`$’s. For example,
$`[a_i^{},[a_j,[a_k,𝒪]]]`$ $`=[a_j,[[a_k,𝒪],a_i^{}]][[a_k,𝒪],[a_i^{},a_j]]=`$ $`[a_j,[a_i^{},[a_k,𝒪]]]`$ (47)
$`=[a_j,[a_k,[𝒪,a_i^{}]]][a_j,[𝒪,[a_i^{},a_k]]]=`$ $`[a_j,[a_k,[a_i^{},𝒪]]].`$ (48)
Since $`t^{(0)}=\left(t^{(3)}\right)^{}`$ and $`t^{(1)}=\left(t^{(2)}\right)^{}`$, it suffices to show that $`t^{(0)}=t^{(1)}=0`$ in the combined limit.
Since $`\stackrel{}{a}`$ and $`\stackrel{}{a}^{}`$ are linear combinations of $`\stackrel{}{x}`$ and $`\stackrel{}{p}`$, $`t^{(0)}`$ and $`t^{(1)}`$ can be expressed as linear combinations of the triple commutators of $``$ with $`\stackrel{}{x}`$ and $`\stackrel{}{p}`$:
$$t^{(0)}=2^{3/2}(T^{(3)}+3iT^{(2)}3T^{(1)}iT^{(0)}),t^{(1)}=2^{3/2}(T^{(3)}+iT^{(2)}+T^{(1)}+iT^{(0)}),$$
(49)
where
$`T^{(0)}`$ $`=(\mu \omega )^{3/2}[p_i,[p_j,[p_k,]]],T^{(1)}`$ $`=(\mu \omega )^{1/2}[p_i,[p_j,[x_k,]]],`$ (50)
$`T^{(2)}`$ $`=(\mu \omega )^{1/2}[p_i,[x_j,[x_k,]]],T^{(3)}`$ $`=(\mu \omega )^{3/2}[x_i,[x_j,[x_k,]]].`$ (51)
Again note that the values of these $`T^{(a)}`$ triple commutators do not depend on the ordering of the $`x_j`$’s and $`p_j`$’s. We have shown in Sec. VI that the triple $`p`$ commutator is at most of order unity, and hence $`T^{(0)}𝒪(\lambda ^{3/4})`$. All of the other three triple commutators are also small as $`[x_k,]=ip_k/\mu +𝒪(\lambda ^2)`$. The first term gets killed by the following commutations and does not contribute to the triple commutators. So $`T^{(1)}\lambda ^{9/4}`$, $`T^{(2)}\lambda ^{7/4}`$ and $`T^{(3)}\lambda ^{5/4}`$ — all vanish faster than $`T^{(0)}`$. As a result, both $`t^{(0)}`$ and $`t^{(1)}`$ vanish at least as fast as $`T^{(0)}\lambda ^{3/4}`$, and are negligible when compared to $`_{\mathrm{SHO}}\lambda ^{1/2}`$ in the combined limit.
## VIII The QCD Hamiltonian in the combined limit
In the previous section, we have verified that all triple commutators $`t^{(a)}`$ vanish faster than $`_{\mathrm{SHO}}\lambda ^{1/2}`$ in the combined limit. In other words, if we only keep terms up to those of order $`\lambda ^{1/2}`$, all these triple commutators are zero.
$$[a_i,[a_j,[a_k,]]]=[a_i^{},[a_j,[a_k,]]]=[a_i^{},[a_j^{},[a_k,]]]=[a_i^{},[a_j^{},[a_k^{},]]]𝒪(\lambda ^{3/4}).$$
(52)
Now the vanishings of these triple commutators at order $`\lambda ^{1/2}`$ imply that to this order the double commutators commute with $`\stackrel{}{a}`$ and $`\stackrel{}{a}^{}`$:
$$[a_j,[a_k^{},]]=[a_j^{},[a_k,]]=\widehat{C}\delta _{jk},[a_j^{},[a_k^{},]]=2\widehat{D}\delta _{jk},[a_j,[a_k,]]=2\widehat{D}^{}\delta _{jk},$$
(53)
where the operators $`\widehat{C}`$ and $`\widehat{D}`$ commute with both $`\stackrel{}{a}`$ and $`\stackrel{}{a}^{}`$. Note that $`\widehat{C}`$ is hermitian while $`\widehat{D}`$ is in general non-hermitian. The above relations can be recast as:
$$[a_j,\widehat{B}]=0,[a_j^{},\widehat{B}]=0,\text{where}\widehat{B}=[a_k^{},]+\widehat{C}a_k^{}+2\widehat{D}a_k.$$
(54)
However, parity invariance of $``$ implies that there does not exist any parity odd operator which commutes with both $`\stackrel{}{a}`$ and $`\stackrel{}{a}^{}`$. So $`\widehat{B}`$ vanishes and
$$[a_k^{},]+\widehat{C}a_k^{}+2\widehat{D}a_k=0.$$
(56)
Similarly, one has
$$[a_k,]\widehat{C}a_k2\widehat{D}^{}a_k^{}=0.$$
(57)
Notice that, while in Eqs. (53) we expressed the double commutators of $``$ in term of $`\widehat{C}`$ and $`\widehat{D}`$, in Eqs. (57) we managed to express the single commutators of $``$ in term of $`\widehat{C}`$ and $`\widehat{D}`$. We can make one more step and express $``$ itself in terms of $`\widehat{C}`$ and $`\widehat{D}`$ by noting that Eqs. (57) imply
$$[a_j,\widehat{A}]=0,[a_j^{},\widehat{A}]=0,\text{where}\widehat{A}=\widehat{C}\stackrel{}{a}^{}\stackrel{}{a}+\widehat{D}\stackrel{}{a}\stackrel{}{a}+\widehat{D}^{}\stackrel{}{a}^{}\stackrel{}{a}^{},$$
(58)
where $`\widehat{A}`$ commutes with both $`\stackrel{}{a}`$ and $`\stackrel{}{a}^{}`$. Lastly, by renaming $`\widehat{A}`$ as $`_{\mathrm{exc}}`$, we recover Eq. (44):
$$=\widehat{C}\stackrel{}{a}^{}\stackrel{}{a}+\widehat{D}\stackrel{}{a}\stackrel{}{a}+\widehat{D}^{}\stackrel{}{a}^{}\stackrel{}{a}^{}+_{\mathrm{exc}}.$$
(59)
We have succeeded in showing that the vanishings of the triple commutations of $``$ imply that $``$ is at most a bilinear in $`\stackrel{}{a}`$ and $`\stackrel{}{a}^{}`$. <sup>\**</sup><sup>\**</sup>\**This is actually a special case of the following general result. Let $`𝒪`$ be an arbitrary operator with vanishing $`m`$-th multiple commutators with $`\stackrel{}{a}`$ and $`\stackrel{}{a}^{}`$. Then one can prove by induction that $`𝒪`$ is at most $`(m1)`$-linear in $`\stackrel{}{a}`$ and $`\stackrel{}{a}^{}`$. While the above derivation looks rather complicated, the essence of the statement is very intuitive: if $``$ contains, for instance, trilinear terms in $`\stackrel{}{a}`$ and $`\stackrel{}{a}^{}`$, the triple commutators will read off the coefficients of these trilinear terms and hence will not vanish. What we have achieved, through the derivation above, is to realize this intuition in a rigorous manner.
We have shown that, up to order $`\lambda ^{1/2}`$, $``$ is a bilinear in $`\stackrel{}{a}`$ and $`\stackrel{}{a}^{}`$. Now we will make the final step in this demonstration and determine the form of the operators $`\widehat{C}`$ and $`\widehat{D}`$. Clearly if $`\widehat{C}=\omega `$ and $`\widehat{D}=0`$, $``$ will simply be the sum of the simple harmonic Hamiltonian $`_{\mathrm{SHO}}`$ and a possible excitation term $`_{\mathrm{exc}}`$ which commutes with $`\stackrel{}{a}`$ and $`\stackrel{}{a}^{}`$. Our goal is to show that these are indeed the values of $`\widehat{C}`$ and $`\widehat{D}`$.
One can re-express $``$ in terms of $`\stackrel{}{x}`$ and $`\stackrel{}{p}`$:
$$=\frac{(\widehat{C}\widehat{D}_+)}{2\mu \omega }\stackrel{}{p}^2+\frac{\mu \omega (\widehat{C}+\widehat{D}_+)}{2}\stackrel{}{x}^2\frac{3\widehat{C}}{2}\frac{\widehat{D}_{}}{2}(\stackrel{}{x}\stackrel{}{p}+\stackrel{}{p}\stackrel{}{x})+_{\mathrm{exc}},$$
(60)
where $`\widehat{D}_+=\widehat{D}+\widehat{D}^{}`$ and $`i\widehat{D}_{}=\widehat{D}\widehat{D}^{}`$. Then $`\widehat{C}`$, $`\widehat{D}_+`$ and $`\widehat{D}_{}`$ can be deduced by using the double commutation relations Eqs. (VII):
$`[p_j,[x_k,]]=`$ $`0\widehat{D}_{}`$ $`=0,`$ (61)
$`[x_j,[x_k,]]=`$ $`\delta _{jk}/\mu \widehat{C}\widehat{D}_+`$ $`=\omega ,`$ (62)
$`[p_j,[p_k,]]=`$ $`\delta _{jk}\widehat{\kappa }\widehat{C}+\widehat{D}_+`$ $`=\widehat{\kappa }/\mu \omega =\omega \widehat{\kappa }/\kappa .`$ (63)
The last two equalities lead to:
$$\widehat{C}=\omega (\widehat{\kappa }/\kappa +1)/2,\widehat{D}_+=\omega (\widehat{\kappa }/\kappa 1)/2,$$
(64)
where the spring constant $`\kappa `$ is the ground state expectation value of the spring operator $`\widehat{\kappa }`$ introduced in Eq. (34). As a result, when acting on the heavy baryon ground state, $`\widehat{\kappa }/\kappa =1`$, which in turn implies $`\widehat{C}=\omega `$ and $`\widehat{D}_+=0`$. For a general heavy baryon state (not necessarily the ground state), however, $`\widehat{\kappa }`$ is not identical to its ground state expectation value $`\kappa `$. However, it is true not merely for the ground state, but also for states in the ground state band, which is the subspace spanned by states of the form $`(a_x^{})^{n_x}(a_y^{})^{n_y}(a_z^{})^{n_z}|G`$. We therefore conclude that, in the ground state band, $`\widehat{C}=\omega `$, $`\widehat{D}_+=0`$, and $``$ has the simple harmonic form:
$$=\frac{\stackrel{}{p}^2}{2\mu }+\frac{\kappa \stackrel{}{x}^2}{2}\frac{3\omega }{2}+_{\mathrm{exc}}+𝒪(\lambda )=\omega \stackrel{}{a}^{}\stackrel{}{a}+_{\mathrm{exc}}+𝒪(\lambda ).$$
(65)
This Hamiltonian clearly reduces to a three-dimensional simple harmonic oscillator with reduced mass $`\mu `$, spring constant $`\kappa `$, and hence natural frequency $`\omega `$. The maximal spectrum generating algebra of this Hamiltonian is a contracted O(8) algebra, and in the combined limit when $`\omega \lambda ^{1/2}0`$, the contracted O(8) becomes an emergent symmetry. Again, we emphasize that this emergent symmetry is a symmetry of QCD in the heavy baryon sector — not only that of the bound state picture or any other models.
## IX Review and Discussion
In summary, we have demonstrated that the contracted O(8) symmetry seen in the bound state picture is in fact a symmetry of QCD. Near the combined limit there exists a band of low-lying heavy baryons, labeled by $`(n_x,n_y,n_z)`$, the number of excitation quanta in the $`x`$, $`y`$ and $`z`$ directions (or alternatively $`(N,L,L_z)`$, where $`N=n_x+n_y+n_z`$ is the total number of excitation quanta, $`L`$ the orbital angular momentum and $`L_z`$ its $`z`$-component). For each state the excitation energy is $`(n_x+n_y+n_z)\omega =N\omega `$. As $`\lambda 0`$ in the combined limit, $`\omega 0`$ and the entire band become degenerate. Our discussion can be generalized in a straightforward manner to the case with $`d`$ spatial dimensions, with an emergent contracted O($`2d+2`$) symmetry group.
While the demonstration was rather long, the basic idea is very simple. We started by constructing the kinematic variables $`x_j`$ and $`p_j`$, which are not a priori well defined in QCD (Sec. V). Since our goal is to study the symmetry in QCD itself, we cannot merely assume that the kinematic variables are well defined (as in models), but need to show that they are legitimate QCD operators. After defining these kinematic variables in QCD, we showed that they behave like the quantum mechanical kinematic operators for bound states of two point particles. Thus they can be used in a “quantum mechanics-like” framework to describe the dynamics in the heavy baryon sector. With the creation and annihilation operators constructed from $`x_j`$ and $`p_j`$ (Sec. VI), we show, by considering triple commutators (Sec. VII), that the QCD Hamiltonian $``$ is a bilinear of these creation and annihilation operators up to a certain order in the $`\lambda `$ expansion (Sec. VIII). Lastly, the “coefficients” (which are formally operators) of the bilinear terms in $``$ are fixed by considering double commutators.
It may seem strange that a symmetry of QCD is only applicable to a certain subspace (namely, the ground state band of the heavy baryon subspace) of the whole QCD Hilbert space. This, however, is a typical feature for emergent symmetries. The heavy quark symmetry is only applicable to states containing a heavy quark , and the light quark spin-flavor symmetry in the large $`N_c`$ limit is only relevant for baryonic states . While the symmetries of the QCD Lagrangian is applicable to all states in the QCD Hilbert space, emergent symmetries are not symmetries of the QCD Lagrangian and may be applicable only to particular subspaces.
We will end this section by briefly returning to the bound state picture and discuss some intricate issues on its relationship to our formalism. We noted in Sec. III that there were conceptual problems associated with the bound state picture, particularly in regard to treating the brown muck as though it were a point particle. The possible problem was that the characteristic size of the brown muck distribution is $`L_q^2\mathrm{\Lambda }_{\mathrm{QCD}}\lambda ^0`$ while the bound state wave function had a typical size of $`L_{\mathrm{wf}}^2(\mu \omega )^{1/2}\lambda ^{1/2}`$ which is characteristically narrower in position space. In spite of this concept we have shown that as far as kinematics and symmetries are concerned, the point particle description correctly reproduces the QCD result. It turns out that the comparison between the characteristic size of the brown muck and the scale of the wave function is not the appropriate comparison. In fact, there are three distance scales in this problem: If the brown muck is to be approximated by a point particle, the point particle should be located at the center-of-mass of the brown muck in order to reproduce the correct kinematics. According to Ref. , the brown muck can be studied under the Hartree picture, which becomes exact in the large $`N_c`$ limit. <sup>††</sup><sup>††</sup>†† Actually Ref. used the Hartree picture to study a baryon, not the brown muck of a heavy baryon. However, the difference between a brown muck of a heavy baryon, with $`N_c1`$ light quarks, and a light baryon with $`N_c`$ light quarks, becomes negligible in the large $`N_c`$ limit. (Of course, the brown muck is different from a baryon as the former is not a color singlet, but the extra color charge is neutralized by the heavy quark.) In the Hartree picture, one can easily see that the center-of-mass of the brown muck is much better localized than each individual quark. The size of the wave function of each individual quark $`L_q`$ is comparable to the size of the whole brown muck, which is of order unity. On the other hand, the fluctuation of the position of center-of-mass $`L_{CM}`$ of the brown muck is smaller by a factor of $`\sqrt{N}_c`$ by the central limit theorem. As a result, $`L_{CM}^2L_q^2/N_c\lambda `$, which is much smaller than the typical spread of the wave function. The different scales form the following hierarchy:
$$L_q^2\lambda ^0L_{\mathrm{wf}}^2\lambda ^{1/2}L_{\mathrm{CM}}^2\lambda .$$
(66)
In other words, the bound state wave function cannot resolve the fluctuation of the center-of-mass of the brown muck. This provides an intuitive explanation why, despite its huge size, the brown muck can be approximated by a point particle without drastically altering the kinematics and the symmetries of the system.
## X The symmetry broken realization
Recall that our demonstration of the simple harmonic form of the QCD Hamiltonian $``$ depends on the symmetric prescription for the $`\lambda `$ power counting introduced in Sec. VII, that the creation and annihilation operators should be counted as order unity in $``$. This prescription is in turn a posteriori justified by the fact that the matrix element of $`a_j`$ and $`a_j^{}`$ between states in the ground state band are indeed of order unity. While this confirms the self-consistency of this symmetric prescription of $`\lambda `$ counting rules, it does not preclude the possible existence of other self-consistent counting schemes. In this section, we will briefly describe other possible realizations of this emergent symmetry.
To gain physical insight, it is useful to think in terms of the bound state picture. Clearly our simple harmonic oscillator obtained by assuming that $`\stackrel{}{a}`$, $`\stackrel{}{a}^{}\lambda ^0`$ implies that the ground state expectation value $`G|x^2|G\lambda ^{1/2}`$ vanishes in the combined limit. This reflects that, as the reduced mass $`\mu \mathrm{}`$, the center of the brown muck gets more and more localized around the heavy quark. This is the scenario where the origin of the relative position space $`\stackrel{}{x}=0`$ minimizes the potential energy globally. However, it does not need to be the case. The potential may have a “mexican hat” shape with the global minimum at $`r=|\stackrel{}{x}|=r_0>0`$, where by naturalness $`r_01/\mathrm{\Lambda }_{\mathrm{QCD}}\lambda ^0`$. In such a case, in the combined limit the relative wave function will be a shell sharply peaked around $`r=r_0`$. As a result, $`G|x^2|G=r_0^2\lambda ^0`$ and the symmetric prescription is clearly inapplicable. Instead this “mexican hat” scenario corresponds to a different realization of the emergent symmetry, which hereinafter will be referred to as the “symmetry broken realization”.
We will sketch how one may study the emergent symmetry in this “mexican hat” scenario, where there are two modes of low-energy excitations. Firstly, there are orbital excitations along the bottom of the potential well at $`r=r_0`$, described by the Hamiltonian $`_L=L^2/2`$. The moment of inertia $`=\mu r_0^2\lambda ^1`$ in the combined limit. As a result, as $`\lambda 0`$, $`_L0`$ and the whole tower of orbitally excited states collapses into degeneracy. The symmetry group of $`_L`$ with finite moment of inertia $``$ is the rotational group O(3), and the spectrum generating algebra is contracted O(4) (also known as $`E_3`$, the three dimensional Euclidean group; cf. Sec. III.4 of Ref. ). Secondly, there are radial excitation around $`r=r_0`$, which can be studied through a formalism similar to what we constructed in previous sections to study the symmetric realization. It turns out that the radial excitations are also simple harmonic in the combined limit, but only as in a one-dimensional oscillator again with $`\omega \lambda ^{1/2}`$. The spectrum generating algebra in this case is again a contracted O(4) (generated by $`a`$, $`a^{}`$, $`a^2`$, $`a_{}^{}{}_{}{}^{2}`$, $`a^{}a`$ and 1). Near the combined limit where $`\lambda `$ is small, the rotational excitation energies $`1/2\lambda `$ are much smaller than the radial excitation energies $`\omega \lambda ^{1/2}`$. Hence the spectrum consists of a tower of equally spaced simple harmonic levels with splitting $`\omega `$, with each level further split into a tower of rotor states with splitting $`1/2`$. As $`\lambda 0`$, all these orbitally and radially excited states become degenerate with the ground state, and the spectrum generating algebra contracted O(4) $`\times `$ O(4) becomes the emergent symmetry group in this symmetry broken realization.
This contracted O(4) $`\times `$ O(4) group in the symmetry broken realization is a subgroup of the contracted O(8) in the symmetric realization. Actually this is very reminiscent of spontaneous symmetry breaking in field theory. Note that orbital excitations are light in the combined limit. As a result, one can construct a wave function sharply peaked at $`x=y=0`$, $`z=r_0`$ which is degenerate with the ground state (and hence is itself also a legitimate ground state) as $`\lambda 0`$. Such a ground state breaks the contracted O(8) in the symmetric realization to the contracted O(4) $`\times `$ O(4) in the asymmetric realization. This explains the terminologies, “symmetric” and “symmetry broken” realizations.
While this symmetry broken realization of the emergent symmetry may not be as aesthetically appealing as the symmetric counterpart, we emphasize that it is a viable logical possibility and there is no theoretical justification of a priori rejecting this possibility. However, these two realizations are phenomenologically distinguishable, as least when $`\lambda 0`$. In the symmetric realization the excitation energy of the second excited state is twice that of the first excited state, where in the symmetry broken realization the ratio is 3. In the real world, the first excited charmed baryon is around 330 MeV heavier than the ground state and about 200 MeV beneath the D-N dissociation threshold. If future experiments find the second excited charmed baryon beneath this dissociation threshold, one would be very tempted to rule out the asymmetric realization. <sup>‡‡</sup><sup>‡‡</sup>‡‡ To make such a conclusion, however, one has to check if the corrections higher order in $`\lambda `$ are small. Unfortunately, such corrections are likely to be substantial.
In this section, we have compared the two possible realizations of the emergent symmetry: the symmetric realization when the potential is globally minimized at the origin, and the symmetry broken realization when the global minimum of the potential is away from the origin. (Actually it is logically possible that there is more than one global minimum — one at the origin, while the other is not. This scenario, however, is so extremely unnatural and requires such fine-tuning that we will not consider it further in this paper.) While the preceding discussion relied on the bound state picture, one can rephrase it in QCD language in a manner analogous to our analysis of the symmetric realization represented in previous sections. The symmetry broken realization has the interesting feature of light states of excitation energies $`\lambda `$, which originate from the orbital revolution around the bottom of the “mexican hat” potential. But let us be reminded that there are other possible rotational modes for a baryon which has nothing to do with orbital revolution. For example, one can rotate the brown muck itself (not around the heavy quark) in space or in isospace, which quantum mechanically correspond to spin and isospin excitations. The moment of inertia is of order $`N_c`$, which leads to a whole tower of rotor states which are degenerate in the large $`N_c`$ limit. This is the well-known large $`N_c`$ spin-flavor symmetry , relating $`\mathrm{\Delta }(1232)`$ to the nucleon and $`\mathrm{\Sigma }_Q^{()}`$ to $`\mathrm{\Lambda }_Q`$. These rotational modes of the brown muck have little to do with its relative motion relative to the heavy quark. As a result, intuitively we expect this large $`N_c`$ spin-flavor symmetry to commute with the emergent symmetry (in either realization). It will be the goal of the next section to demonstrate that this intuition is indeed correct.
## XI Inclusion of the spin and isospin effects
So far we have neglected the spin and isospin of the heavy baryon, which consists of a single heavy quark and $`N_c1`$ valence light quarks. For concreteness we will only consider the cases where $`N_c`$ is an odd number, so there is an even number of valence light quarks in a heavy baryon. In QCD with two light flavors, each light quark is isospin-$`\frac{1}{2}`$, and as a result the brown muck can be of isospin $`I=0`$, 1, …$`(N_c1)/2`$. The isospin symmetry is described by an SU(2)<sub>I</sub> group, generated by
$$I^a=d^3x\underset{k=1}{\overset{N_c1}{}}q_k^{}\tau ^aq_k,a=1,2,3,$$
(67)
where the summation is over all the valence light quarks. Similarly, light quarks are spin-$`\frac{1}{2}`$ fermions; a brown muck with $`N_c1`$ light quarks without any orbital angular momentum between them can be of spin $`S_{\mathrm{}}=0`$, 1, …$`(N_c1)/2`$. (Note that in the heavy quark limit the heavy quark spin $`S_Q`$ decouples from the rest of the system. As a result, the brown muck spin $`S_{\mathrm{}}`$ is conserved and is a good quantum number.) The brown muck spin symmetry is also described by an SU(2)$`_S_{\mathrm{}}`$ group, generated by
$$S_{\mathrm{}}^i=d^3x\underset{k=1}{\overset{N_c1}{}}q_k^{}\sigma ^iq_k,i=1,2,3.$$
(68)
Both isospin and brown muck spin symmetries are symmetries of the QCD Lagrangian (the latter only in the heavy quark limit), and their generators $`I^a`$ and $`S_{\mathrm{}}^i`$ satisfy these commutation relations:
$$[I^a,I^b]=iϵ^{abc}I^c,[S_{\mathrm{}}^i,S_{\mathrm{}}^j]=iϵ^{ijk}S_{\mathrm{}}^k,[I^a,S_{\mathrm{}}^i]=0.$$
(69)
It was realized in 1993 by several different collaborations that for large $`N_c`$ baryons, the separate isospin and brown quark spin symmetries, described by the product group SU(2)$`{}_{I}{}^{}\times `$ SU(2)$`_S_{\mathrm{}}`$, get combined and enlarged into an emergent spin-flavor symmetry. This spin-flavor symmetry is described by a contracted SU(4) group, generated by $`\{X^{ai},I^a,S_{\mathrm{}}^i\}`$, satisfying the following commutation relations:
$$[X^{ai},I^b]=iϵ^{abc}X^{ci},[X^{ai},S_{\mathrm{}}^j]=iϵ^{ijk}X^{ak},[X^{ai},X^{bj}]=0.$$
(70)
with $`X^{ai}`$ being the axial current couplings: <sup>\**</sup><sup>\**</sup>\** Do not confuse the axial current couplings $`X^{ai}`$ with $`X_j`$, the center-of-mass position!
$$X^{ai}=d^3x\underset{k=1}{\overset{N_c1}{}}q_k^{}\tau ^a\sigma ^iq_k,a,i=1,2,3.$$
(71)
Since all generators commute with $`K^2`$, where $`K`$ is the vector sum of $`I`$ and $`S_{\mathrm{}}`$, all the states with the same $`K^2`$ are degenerate. Of particular interest are the $`K=0`$ states, for which $`I=S_{\mathrm{}}`$ and hence $`(I,S_{\mathrm{}})=(0,0)`$, (1,1), …, $`((N_c1)/2,(N_c1)/2)`$. Phenomenologically one can identify the (0,0) state as $`\mathrm{\Lambda }_Q`$ and the (1,1) state as $`\mathrm{\Sigma }_Q^{()}`$, and the $`\mathrm{\Sigma }_Q^{()}`$-$`\mathrm{\Lambda }_Q`$ splitting is $`1/N_c`$ suppressed. These analyses have been extended to orbitally excited baryons in Refs. , although orbitally excited baryons containing charm or bottom quarks were only briefly discussed.
Note that $`X^{ai}`$, $`I^a`$ and $`S_{\mathrm{}}^i`$ act only on the light quarks. In other words, they represent the internal degrees of freedom of the brown muck, while leaving the heavy quark alone. On the other hand, the creation and annihilation operators which generate the contracted O(8) symmetry represent collective excitations; i.e., all the light quarks are excited in a correlated manner relative to the heavy quark. Intuitively, one expects these two modes of excitations to be independent of each other in the large $`N_c`$ limit, and hence the light quark spin-flavor symmetry group should commute with the contracted O(8) group. <sup>\*†</sup><sup>\*†</sup>\*† We note in passing that models based on the bound state picture have often implicitly assumed that spin-flavor degrees of freedom commute with the orbital ones. In the simple bound state model , for example, this assumption was built in by using the same profile function to describe the light baryon as a chiral soliton.
To show that this piece of intuition is correct, we will prove the following general result: Let $`J_{\mathrm{}}`$ be a local operator which acts only on the brown muck, i.e., $`[X_{Q}^{}{}_{j}{}^{},J_{\mathrm{}}]=[P_{Q}^{}{}_{j}{}^{},J_{\mathrm{}}]=0`$. Then the forward matrix element of $`[a_j,J_{\mathrm{}}]`$ and $`[a_j^{},J_{\mathrm{}}]`$ all vanish up to order $`\lambda `$. For forward matrix element we mean the kinematic condition that there exists an inertial frame such that both the initial and final states are at rest (carrying zero total momentum).
To see that this is true, note that
$$[a_j,J_{\mathrm{}}]=\sqrt{\frac{\mu \omega }{2}}[x_j,J_{\mathrm{}}]+i\sqrt{\frac{1}{2\mu \omega }}[p_j,J_{\mathrm{}}],[a_j^{},J_{\mathrm{}}]=\sqrt{\frac{\mu \omega }{2}}[x_j,J_{\mathrm{}}]i\sqrt{\frac{1}{2\mu \omega }}[p_j,J_{\mathrm{}}]$$
(72)
and the vanishing of the $`\stackrel{}{x}`$ and $`\stackrel{}{p}`$ commutators on the right-hand side imply the vanishing of the $`\stackrel{}{a}`$ and $`\stackrel{}{a}^{}`$ commutators on the left-hand side. It is straightforward to show from the definitions of the kinematic variables that
$$\stackrel{}{x}=\frac{1}{\widehat{\alpha }}(\stackrel{}{X}\stackrel{}{X}_Q),\stackrel{}{p}=\widehat{\beta }\stackrel{}{P}\stackrel{}{P}_Q,$$
(73)
where $`\widehat{\alpha }`$ and $`\widehat{\beta }`$ are the operator-valued coefficients introduced in Eq. (18). Note that, since $`\widehat{\alpha }`$ is a $`c`$-number up to order $`\lambda `$, $`1/\widehat{\alpha }`$ is well defined up to the same order. Since $`[X_{Q}^{}{}_{j}{}^{},J_{\mathrm{}}]=[P_{Q}^{}{}_{j}{}^{},J_{\mathrm{}}]=0`$, one has
$$[x_j,J_{\mathrm{}}]=\frac{1}{\widehat{\alpha }}[X_j,J_{\mathrm{}}],[p_j,J_{\mathrm{}}]=\widehat{\beta }[P_j,J_{\mathrm{}}].$$
(74)
We have expressed the commutators of the relative kinematic variables $`\stackrel{}{x}`$ and $`\stackrel{}{p}`$ in terms of their center-of-mass counterparts $`\stackrel{}{X}`$ and $`\stackrel{}{P}`$. However, since $`J_{\mathrm{}}`$ is a local operator without any intrinsic momentum scale, $`[X_j,J_{\mathrm{}}]=0`$. On the other hand, $`[P_j,J_{\mathrm{}}]`$ in general does not vanish as the local operator is translated in position space by $`\stackrel{}{P}`$. The forward matrix element, however, trivially vanishes. As a result, both terms in Eqs. (72) are zero, and the proof is completed.
Two comments are in place here. First, by saying that the commutators $`[a_j,J_{\mathrm{}}]`$ and $`[a_j^{},J_{\mathrm{}}]`$ vanish, we actually mean the more precise statement that these commutators are smaller than the typical matrix element of $`J_{\mathrm{}}`$ by at least an order in $`\lambda `$ — the order at which it is no longer justifiable to treat $`\widehat{\alpha }`$ and $`\widehat{\beta }`$ as $`c`$-numbers. Second, by reversing the role of the brown muck and the heavy quark, it is straightforward to show that, for a local operator $`J_Q`$ which acts only on the heavy quark, i.e., $`[X_{\mathrm{}}^{}{}_{j}{}^{},J_Q]=[P_{\mathrm{}}^{}{}_{j}{}^{},J_Q]=0`$, the forward matrix element of $`[a_j,J_Q]`$ and $`[a_j^{},J_Q]`$ also vanish up to order $`\lambda `$. Both of these results reflect the intuitive statement that any excitation which involves only one of the constituents but does not transfer any momentum will not change the relative motion. These results will be useful when we consider the heavy baryon matrix elements of pionic current or weak interaction currents in the companion paper .
Returning to our discussion of spin and isospin effects, since the spin-flavor symmetry generators $`X^{ai}`$ act only on the light degrees of freedom, they commute with the creation and annihilation operators implying that all of the states below are degenerate in the combined limit. The states are labeled by the quantum numbers $`(N,L,S_{\mathrm{}},J_{\mathrm{}})`$, where $`N`$ is the number of excitation quanta in the simple harmonic oscillator, $`L`$ is the orbital angular momentum, $`S_{\mathrm{}}`$ is the spin of the brown muck (which is always equal to the isospin $`I`$ for the $`K=0`$ states which we are working on). $`J_{\mathrm{}}=S_{\mathrm{}}+L`$ is the total (including both orbital and spin) angular momentum of the brown muck. The total spin of the whole heavy baryon $`J=S_Q+J_{\mathrm{}}`$ is the vectorial sum of $`J_{\mathrm{}}`$ with the heavy quark spin $`S_Q`$. <sup>\*‡</sup><sup>\*‡</sup>\*‡ Here we have many different angular momenta adding in different ways. We will clarify their meanings by comparing a heavy baryon to a multi-electronic atom. If the heavy quark is the analogy of the heavy nucleus and the electron cloud corresponds to the brown muck, then $`S_{\mathrm{}}`$ corresponds to the electronic spin $`𝒮`$, $`L`$ corresponds to the orbital angular momentum $``$, and $`J_{\mathrm{}}=S_{\mathrm{}}+L`$ translates into $`𝒥=𝒮+`$. The heavy quark spin $`S_Q`$ is the counterpart of the nuclear spin $``$, and the total spin of the heavy baryon given by $`J=S_Q+J_{\mathrm{}}`$ is the analogy of the $``$-spin, $`=+𝒥`$.
$$\begin{array}{ccccccccc}& & & \mathrm{}& & & \mathrm{}& & \\ & & & a_j^{}& & & a_j^{}& & \\ N=2& L=0,2& & \mathrm{\Lambda }_{Q2}^{()}& (J_{\mathrm{}}=0,2)& \stackrel{X^{ai}}{}& \mathrm{\Sigma }_{Q2}^{()}& (J_{\mathrm{}}=1,2,3)& \stackrel{X^{ai}}{}& \mathrm{}\\ & & & a_j^{}& & & a_j^{}& & \\ N=1& L=1& & \mathrm{\Lambda }_{Q1}^{()}& (J_{\mathrm{}}=1)& \stackrel{X^{ai}}{}& \mathrm{\Sigma }_{Q1}^{()}& (J_{\mathrm{}}=0,1,2)& \stackrel{X^{ai}}{}& \mathrm{}\\ & & & a_j^{}& & & a_j^{}& & \\ N=0& L=0& & \mathrm{\Lambda }_Q& (J_{\mathrm{}}=0)& \stackrel{X^{ai}}{}& \mathrm{\Sigma }_Q^{()}& (J_{\mathrm{}}=1)& \stackrel{X^{ai}}{}& \mathrm{}\\ & & & & & & & & \\ & & & \text{The }\mathrm{\Lambda }\text{ sector}& & & \text{The }\mathrm{\Sigma }\text{ sector}& & \\ & & & I=S_{\mathrm{}}=0& & & I=S_{\mathrm{}}=1& & \end{array}$$
(75)
That $`X^{ai}`$ and $`a_j^{}`$ commute means that one can construct, say, the $`\mathrm{\Sigma }_{Q1}^{()}`$ state through $`a_j^{}(X^{ai}\mathrm{\Lambda }_Q)=a^{}\mathrm{\Sigma }^{()}`$, or the opposite order $`X^{ai}(a_j^{}\mathrm{\Lambda }_Q)=X^{ai}\mathrm{\Lambda }_{Q1}^{()}`$, and both constructions give the same state $`\mathrm{\Sigma }_{Q1}^{()}`$.
Recall that we have shown in Eq. (65) that the QCD Hamiltonian in the heavy baryon sector can be written as the sum of the simple harmonic part $`_{\mathrm{SHO}}`$, and the internal excitation Hamiltonian $`_{\mathrm{exc}}`$, with possible corrections of order $`\lambda `$. We are working with the symmetric realization here. The case for asymmetric realization can be studied in a similar way. Among the different contributions to $`_{\mathrm{exc}}`$ is $`_I=\sigma I^2`$, the Hamiltonian describing the low-lying spin-flavor excitations. The large $`N_c`$ spin-flavor symmetry implies $`\sigma N_c^1\lambda `$. As a result, $`_I\lambda `$ and one can move it from $`_{\mathrm{exc}}`$ to $`_{\mathrm{SHO}}`$ and rewrite Eq. (65) as follows:
$$=_{\mathrm{SHO}}^{}+_{\mathrm{exc}}^{}+𝒪(\lambda ),_{\mathrm{SHO}}^{}=_{\mathrm{SHO}}+_I,$$
(76)
and $`_{\mathrm{exc}}^{}`$ is the Hamiltonian for other internal excitation modes excluding the low-lying spin-flavor excitations.
The Hamiltonian $`_{\mathrm{SHO}}^{}`$ describes the low-lying heavy baryon spectroscopy up to order $`\lambda `$ corrections. (Note that these corrections are of the same order as $`_I`$.) Under $`_{\mathrm{SHO}}^{}`$, each of the simple harmonic bound states of $`_{\mathrm{SHO}}`$ is split by $`_I`$ into a whole tower of states with different $`I`$. The masses of the heavy baryon states under $`_{\mathrm{SHO}}^{}`$ are
$$m=\mathrm{\Lambda }_Q+N\omega +\sigma I^2+𝒪(\lambda ),$$
(77)
where $`N=n_x+n_y+n_z`$ is the total number of excitation quanta, and we are adopting the customary abuse of notation that the symbol of a state also represent its mass, e.g., $`\mathrm{\Lambda }_b=m_{\mathrm{\Lambda }_b}=5624`$ MeV. This mass relation implies that the orbital excitation energies are the same in the $`\mathrm{\Lambda }`$ sector ($`I=0`$) and the $`\mathrm{\Sigma }`$ sector ($`I=1`$), i.e.,
$$\omega _\mathrm{\Sigma }\omega _\mathrm{\Lambda }(\mathrm{\Sigma }_{Q1}^{()}\mathrm{\Sigma }_Q^{()})(\mathrm{\Lambda }_{Q1}^{()}\mathrm{\Lambda }_Q)=𝒪(\lambda ).$$
(78)
Formally it also implies spin-flavor excitation energies of the $`N=1`$ states are the same as their $`N=0`$ counterparts:
$$2\sigma _12\sigma _0(\mathrm{\Sigma }_{Q1}^{()}\mathrm{\Lambda }_{Q1}^{()})(\mathrm{\Sigma }_Q^{()}\mathrm{\Lambda }_Q)=𝒪(\lambda ).$$
(79)
Unfortunately this relation is actually devoid of information, as both $`\sigma _1`$ and $`\sigma _0`$ are of order $`\lambda `$, which is the order of the leading order corrections.
Note that the qualitative features of the low-lying heavy baryon spectrum is correctly given by $`_{\mathrm{SHO}}^{}`$, which specifies the low-energy spectroscopy up to order $`\lambda ^{1/2}`$. The not-yet-specified correction terms at order $`\lambda `$ are small when compared to $`_{\mathrm{SHO}}^{}`$ and hence can only perturb the spectrum but not change it qualitatively. On the other hand, to make quantitative predictions about heavy baryon spectroscopy (or other heavy baryon dynamical properties) at order $`\lambda `$, one has to determine the explicit forms of the order $`\lambda `$ correction terms — a task which we will undertake in our next paper .
## XII concluding remarks
In this paper, we have shown that there is an emergent symmetry in the heavy baryon Hilbert subspace in the combined heavy quark and large $`N_c`$ limits. This emergent symmetry can either be realized as a contracted O(8) or a contracted O(4) $`\times `$ O(4), and in either case it relates the orbitally excited states with the ground state. Both realizations of this emergent symmetry have interesting spectroscopic implications: in the former case the spectrum is that of a three-dimensional simple harmonic oscillator, while in the latter case the spectrum is that of a heavy rigid rotor with simple harmonic radial excitations. Moreover, we have also shown that this emergent symmetry commutes with the light quark spin-flavor symmetry for large $`N_c`$ baryons.
While the main purpose of this paper is to discuss the results reported in Ref. in a more detailed fashion, there are several places where the formalism in this paper differs from the original treatment in Ref. . We list the most important differences below for comparison:
$``$ In Ref. , we have always taken the heavy quark limit before the large $`N_c`$ limit. In this paper, the combined limit is taken by keeping $`N_c\mathrm{\Lambda }_{\mathrm{QCD}}/m_Q`$ fixed at an arbitrary value. This is a more general treatment, as it includes the possibilities of taking the heavy quark limit both before and after the large $`N_c`$ limit, and a whole range of other possible limiting procedures.
$``$ Since the heavy quark limit is taken first in Ref. , one does not need to distinguish the relative momentum $`\stackrel{}{p}`$ from the brown muck momentum $`\stackrel{}{P}_{\mathrm{}}`$. On the other hand, in the paper we are keeping the ratio $`N_c\mathrm{\Lambda }_{\mathrm{QCD}}/m_Q`$ arbitrary, and the distinction between $`\stackrel{}{p}`$ and $`\stackrel{}{P}_{\mathrm{}}`$ should not be overlooked. Here we have presented the analysis of the kinematics in full generality, while the result of Ref. can be recovered by setting $`\widehat{\alpha }=0`$ and $`\widehat{\beta }=\mathrm{𝟏}`$.
$``$ We have realized that the emergent symmetry group reported in Ref. , namely the contracted U(4), is only a subgroup of the full symmetry group in the symmetric realization — contracted O(8). Moreover, we have studied the symmetry broken realization for the sake of generality.
We want to emphasize once more that, even though we seem to be dealing with a quantum mechanical potential model, the formalism is actually completely field theoretical, and the kinematic variables are QCD operators. Why can one reduce a field theoretical problem into a quantum mechanical framework? The answer lies in the separation of scales: both constituents, namely the heavy quark and the brown muck, have mass of order $`\lambda ^1`$, while the interaction is only of order unity and hence is very weak compared to the mass scale represented by the reduced mass $`\mu `$. The separation of scales makes it possible to make an expansion in powers of $`\lambda `$ and have an effective field theory which includes only the lowest excitation modes, which in this case is the motion of the brown muck relative to the heavy quark (and the possible spin-flavor excitations). This falls under a category of effective field theory which is referred to as “rigorous potential models” in Ref. , of which the most notable example is nonrelativistic QCD (NRQCD) . NRQCD describes quarkonium states, which are heavy quark–heavy antiquark bound states. While the mass of each constituent is $`m_Q`$, the three-momentum of the relative motion is only of the order $`\alpha _sm_Q`$, and the kinetic energy is of an even lower order $`\alpha _s^2m_Q`$, where $`\alpha _s`$ is the QCD coupling constant at scale $`m_Q`$. Since $`\alpha _s`$ is small, we have a separation of scales which allows us to expand the Hamiltonian in powers of $`\alpha _s`$. In particular, since the kinetic energy scale is much smaller than the three-momentum scale, it is natural to impose a stronger cutoff on energies than on three-momenta in the effective field theory. The resultant effective theory is local in time but not in space, i.e., a potential. Potential models constructed with such a philosophy are rigorous in the sense that they are related to the original field theory through Wilsonian renormalization. Our treatment of heavy baryons is similar to NRQCD, with $`\lambda ^{1/2}`$ playing the role of $`\alpha _s^2`$. The similarity is even more apparent when one realizes that our formalism, just like NRQCD, can be viewed as a nonrelativistic expansion. In NRQCD $`v^2\alpha _s^2`$, while in our case $`v^2\lambda ^{1/2}`$.
We will end on a cautionary note with a comparison with another “rigorous potential model”, namely the nucleon-nucleon effective field theory. The deuteron is a nonrelativistic bound state, with the binding energy $`2`$ MeV order of magnitude smaller than the nucleon mass $`1`$ GeV. However, the large $`N_c`$ counting rules would have suggested a very different picture. Since baryon-baryon interaction is of order $`N_c`$, both the binding energy $`V_0`$ and the spring constants $`\kappa `$ of a deuteron are of order $`N_c`$. With reduced mass $`\mu N_c`$, large $`N_c`$ scaling rules suggest that the excitation energy $`\omega =\sqrt{\kappa /\mu }N_c^0`$, which is much smaller than the binding energy $`V_0`$. This implies the existence of many bound states beneath the dissociation threshold (the number of bound states should be of order $`V_0/\omega N_c`$), and the low-lying bound states should be deeply bound. This is in blatant disagreement with the deuteron in the real world, which is barely bound with a tiny binding energy in comparison to $`\mathrm{\Lambda }_{\mathrm{QCD}}`$: $`V_02`$ MeV in the triplet channel, and the singlet channel is not even bound. It turns out that there are many different physical contributions to the binding energy. Each of these contributions may be of order $`N_c`$, but it happens that they almost cancel completely, and the numerical value for $`V_0`$ turns out to be accidentally small. This illustrates a fundamental limitation of counting schemes: a physical quantity may carry a numerical value very different from what the formal power counting suggests due to accidental cancelation or appearances of unnaturally large or small coefficients. One should be aware of the possibilities of such accidents and carefully check if the physical picture suggested by the counting rules resembles the real world.
For our analysis of the heavy baryon, the binding energy $`V_0`$ is formally of order unity, while the excitation energy $`\omega `$ is of order $`\lambda ^{1/2}`$. As a result, one expects the number of bound states to be of order $`\lambda ^{1/2}N_c^{1/2}=\sqrt{3}`$ in the real world. Experimentally $`V_0`$ and $`\omega `$ have been determined to be about 625 MeV and 330 MeV, respectively. These numbers are at least compatible with the picture suggested in this paper. With an expansion parameter as large as $`\lambda ^{1/2}1/\sqrt{3}0.6`$, however, the expansion series may converge slowly and one needs to include corrections due to higher order terms before one can make any quantitative predictions. As a result, it is imperative to make a careful study of the higher order corrections.
In summary, we have introduced an effective theory to study excited heavy baryons which makes the existence of the emergent symmetry manifest. What are the phenomenological implications of this emergent symmetry? What does this symmetry tell us about the strong decays of excited baryons and the weak decay form factors? And most importantly, are these symmetry predictions safe against corrections due to higher order terms in the $`\lambda `$ counting? All of these issues will be discussed in an upcoming paper .
This work is supported by the U.S. Department of Energy grant DE-FG02-93ER-40762. |
warning/0003/cond-mat0003256.html | ar5iv | text | # REFERENCES
First excited state calculation using different phonon bases for the two-site Holstein model
Jayita Chatterjee<sup>*</sup><sup>*</sup>*Electronic Address: moon@cmp.saha.ernet.in and A. N. DasElectronic Address: atin@cmp.saha.ernet.in
Saha Institute of Nuclear Physics
1/AF Bidhannagar, Calcutta 700064, India
PACS No.71.38. +i, 63.20.kr
Abstract
The single-electron energy and static charge-lattice deformation correlations have been calculated for the first excited state of a two-site Holstein model within perturbative expansions using different standard phonon bases obtained through Lang-Firsov (LF) transformation, LF with squeezed phonon states, modified LF, modified LF transformation with squeezed phonon states, and also within weak-coupling perturbation approach. Comparisons of the convergence of the perturbative expansions for different phonon bases reveal that modified LF approach works much better than other approaches for major range of the coupling strength.
I. INTRODUCTION
The simplest model to study the nature and properties of polarons as a function of electron-phonon ($`e`$-ph) interaction is the Holstein model which consists of tight binding electrons coupled through a site diagonal interaction term to dispersionless phonons. The ground state properties of this model has been extensively studied during recent years. In the antiadiabatic limit the confinement of the lattice deformation around the charge carrier for large $`e`$-ph interaction gives rise to small polarons whose nature and dynamics is generally studied using the Lang-Firsov (LF) method based on the canonical LF transformation . For weak and intermediate $`e`$-ph coupling the LF method is not appropriate. For that region the importance and superiority of the modified LF (MLF) and the MLF with squeezed transformation (MLFS) over the LF method have been pointed out in previous works . The results of exact diagonalization studies of a two-site Holstein model indicate the failure of the standard (zero phonon averaging) classical LF approach even in the strong coupling antiadiabatic limit and the authors of Ref. asserted that perturbation approach within the LF scheme is not meaningful. Marsiglio studied the Holstein model in one dimension with one-electron up to 16 site lattices using numerical diagonalization technique and concluded that neither the Migdal approximation nor the usual small-polaron approximation is in quantitative agreement with the exact results for intermediate coupling strength. So at present the Holstein model cannot be described by any single conventional analytical method for the entire range of the coupling strength either in the adiabatic or in antiadiabatic limit. In a recent work we addressed this problem and considering a two-site system we developed a perturbation expansion using MLF phonon basis and the results obtained thereby are in good agreement with the exact numerical results for the entire range of the coupling strength for an intermediate value of hopping ($`t\omega _0`$). Subsequently, we presented a detailed comparison for the convergence of perturbation corrections to the ground state energy and wave function for the same system using different phonon bases obtained through the LF, modified LF (MLF) and modified LF with squeezing transformations (MLFS). The results showed that for weak and intermediate coupling the pertubation corrections within the MLF and MLFS methods are much smaller and the convergence of the perturbation expansion is much better compared to the LF method. For strong coupling all the methods become equivalent and a good convergence in the perturbation expansion for the ground state is achieved. In this paper we have studied the convergence of the perturbation expansion for the energy and the correlation function for the first excited state of a two-site single electron system using different phonon bases obtained through the LF, MLF, MLFS, LF with squeezing (LFS) transformations, and also within weak-coupling expansion.
In Sec. II we define the model Hamiltonian, describe different variational phonon bases states that we have considered and present the expressions for the energy, wave function and static correlation functions calculated within the perturbation method for the first excited state. In Sec. III we present the results obtained by different methods and discuss about the convergence of the perturbation series, hence the applicability of the methods in different regions of the $`e`$-ph coupling strength for different hopping parameters and conclusions.
II. FORMALISM
The two-site single-polaron Holstein Hamiltonian is
$`H={\displaystyle \underset{i,\sigma }{}}ϵn_{i\sigma }{\displaystyle \underset{\sigma }{}}t(c_{1\sigma }^{}c_{2\sigma }+c_{2\sigma }^{}c_{1\sigma })+g\omega _0{\displaystyle \underset{i,\sigma }{}}n_{i\sigma }(b_i+b_i^{})+\omega _0{\displaystyle \underset{i}{}}b_i^{}b_i,`$ (1)
where $`i`$ =1 or 2, denotes the site. $`c_{i\sigma }`$ ($`c_{i\sigma }^{}`$) is the annihilation (creation) operator for the electron with spin $`\sigma `$ at site $`i`$, and $`n_{i\sigma }`$ (=$`c_{i\sigma }^{}c_{i\sigma }`$) is the corresponding number operator. $`g`$ denotes the on-site $`e`$-ph coupling strength, $`t`$ is the usual hopping integral. $`b_i`$ and $`b_i^{}`$ are the annihilation and creation operators, respectively, for phonons corresponding to interatomic vibrations at site $`i`$, and $`\omega _0`$ is the phonon frequency. For the one-electron case spin index is redundant here, hence omitted in the following.
The Hamiltonian (1) can be divided into two independent parts: one part describing symmetric in-phase vibrations coupled to the total number of electrons and the other asymmetric out of phase vibrations coupled to the electronic degrees of freedom. The first part describes just a shifted harmonic oscillator while the solution of the second part is a nontrivial problem . The Hamiltonian for the second part is given by
$`H_d={\displaystyle \underset{i}{}}ϵn_it(c_1^{}c_2+c_2^{}c_1)+\omega _0g_+(n_1n_2)(d+d^{})+\omega _0d^{}d,`$ (2)
where $`g_+=g/\sqrt{2}`$ and $`d=(b_1b_2)/\sqrt{2}`$.
For a perturbation method it is desirable to use a basis where the major part of the Hamiltonian becomes diagonal. The phonon bases chosen in the MLF or MLFS approach consist of variational displacement oscillators and can produce retardation effect even in the zeroth order of perturbation unlike the LF approach, hence these bases are better choices for perturbative calculation when the coupling strength is not very strong. We now use the MLF transformation where the lattice deformations produced by the electron are treated as variational parameters . For the present system,
$$\stackrel{~}{H_d}=e^RH_de^R,$$
(3)
where $`R=\lambda (n_1n_2)(d^{}d)`$, and $`\lambda `$ is a variational parameter related to the displacement of the $`d`$ oscillator. The transformed Hamiltonian is then obtained as
$`\stackrel{~}{H_d}`$ $`=`$ $`\omega _0d^{}d+{\displaystyle \underset{i}{}}ϵ_pn_it[c_1^{}c_2\mathrm{exp}(2\lambda (d^{}d))`$ (4)
$`+`$ $`c_2^{}c_1\mathrm{exp}(2\lambda (d^{}d))]+\omega _0(g_+\lambda )(n_1n_2)(d+d^{}),`$ (5)
where $`ϵ_p=ϵ\omega _0(2g_+\lambda )\lambda `$.
Now we will make a squeezing transformation to Hamiltonian (4)
$`\stackrel{~}{H_{sd}}`$ $`=`$ $`e^S\stackrel{~}{H_d}e^S`$ (6)
where $`S=\alpha (d_id_id_i^{}d_i^{})`$. This new phonon basis is squeezed with respect to the previous basis. The transformed Hamiltonian (5) takes the form
$`\stackrel{~}{H_{sd}}`$ $`=`$ $`\omega _0d^{}d[\mathrm{cosh}^2(2\alpha )+\mathrm{sinh}^2(2\alpha )]+\omega _0\mathrm{cosh}(2\alpha )\mathrm{sinh}(2\alpha )(dd+d^{}d^{})`$ (7)
$`+`$ $`{\displaystyle \underset{i}{}}ϵ_pn_it[c_1^{}c_2\mathrm{exp}(2\lambda _e(d^{}d))+c_2^{}c_1\mathrm{exp}(2\lambda _e(d^{}d))]`$ (8)
$`+`$ $`\omega _0(g_+\lambda )(n_1n_2)(d+d^{})\mathrm{exp}(2\alpha )+\omega _0\mathrm{sinh}^2(2\alpha )`$ (9)
where $`\lambda _e=\lambda e^{2\alpha }`$. For the single polaron problem we choose the basis set
$$|\pm ,N=\frac{1}{\sqrt{2}}(c_1^{}\pm c_2^{})|0_e|N$$
(10)
where $`|+`$ and $`|`$ are the bonding and antibonding electronic states and $`|N`$ denotes the $`N`$th excited oscillator state in the MLFS, MLF, LFS or LF bases depending on the method considered. It may be noted that the MLFS basis turns into the MLF basis when $`\alpha =0`$, and into the LFS basis if $`\lambda =g_+`$. The MLF basis turns into the LF basis when $`\lambda =g_+`$, and it turns into the weak coupling expansion for $`\lambda =0`$. We consider the diagonal part of Hamiltonian (6) as the unperturbed Hamiltonian ($`H_0`$) and the remaining part of the Hamiltonian, $`H_1=\stackrel{~}{H_{sd}}H_0`$, as a perturbation . The unperturbed energy of the state $`|\pm ,N`$ is given by
$`E_{\pm ,N}^{(0)}=N,\pm |H_0|\pm ,N=\omega _0[\mathrm{sinh}^2(2\alpha )+N(\mathrm{sinh}^2(2\alpha )+\mathrm{cosh}^2(2\alpha ))]`$ (11)
$`+ϵ_pt_e[{\displaystyle \underset{i=0}{\overset{N}{}}}({\displaystyle \frac{(2\lambda _e)^{2i}}{i!}}(1)^iN_{C_i}]`$ (12)
where $`t_e=t\mathrm{exp}(2\lambda _e^2)`$. The general off-diagonal matrix elements of $`H_1`$ are given in Refs. . As noted in our previous work the unperturbed first excited state wave function should be built up as a linear combination of $`|+,1`$ and $`|,0`$. The unperturbed energies of the states $`|+,1`$ and $`|,0`$ are ($`ϵ_p+\omega _0t_e(14\lambda ^2)`$ $`+3\mathrm{sinh}^2(2\alpha ))`$ and ($`ϵ_p+t_e+\omega _0\mathrm{sinh}^2(2\alpha )`$), respectively within the MLFS approach, and the off-diagonal matrix element between these two states is ($`2\lambda _et_e+\omega _0(g_+\lambda )e^{2\alpha }`$). The unperturbed energies of these two states cross at an intermediate value of $`g_+`$ for $`2t>\omega _0`$. So, following degenarate perturbation theory linear combinations of the states $`|+,1`$ and $`|,0`$ are formed to obtain two new elements of basis states so that $`\stackrel{~}{H_{sd}}`$ becomes diagonal in the sub-space spanned by these two states. The unperturbed first excited state is given by
$`|\psi _1^{(0)}={\displaystyle \frac{1}{\sqrt{(a^2+b^2)}}}\left[a|,0+b|+,1\right]`$ (13)
The ratio ($`c`$) of the coefficients $`b`$ to $`a`$ and the unperturbed energy ($`\alpha `$) of the first excited state may be found out from the relation
$`c={\displaystyle \frac{\alpha H_{11}}{H_{12}}}={\displaystyle \frac{H_{12}}{\alpha H_{22}}}`$ (14)
where $`H_{11}`$, $`H_{22}`$, $`H_{12}`$ are the matrix elements of $`\stackrel{~}{H_d}`$ in the subspace of $`|,0`$ and $`|+,1`$. Eq.(10) gives two roots of $`\alpha `$, the lower value of $`\alpha `$ (say, $`\alpha _1`$) corresponds to the first excited state.
Our chosen phonon basis within the MLFS method have two variational parameters $`\lambda `$ and $`\alpha `$, proper choices of them will make the perturbative expansion convergent. In our previous works we find that the minimization of the unperturbed ground state energy of the system yields phonon bases (within the MLF and MLFS) for which the perturbative expansion for the ground state shows satisfactory convergence. The corresponding values of $`\lambda `$ and $`\alpha `$ are given by $`\lambda =\frac{\omega _0g_+}{\omega _0+2t_ee^{4\alpha }}`$ and $`\alpha =\frac{1}{4}\mathrm{sinh}^1[2\lambda (g_+\lambda )]`$. For the study of the first excited state we will use the same basis as we have used for the ground state. The first-order correction to the first excited state wave function is obtained as,
$`|\psi _1^{(1)}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{1+c^2}}}[{\displaystyle \underset{N=2,4,..}{}}{\displaystyle \frac{W_e}{(\alpha _1E_{,N}^{(0)})}}|,N`$ (15)
$`+`$ $`{\displaystyle \underset{N=3,5..}{}}{\displaystyle \frac{W_o}{(\alpha _1E_{+,N}^{(0)})}}|+,N]`$ (16)
where $`W_e=W+\sqrt{N}\omega _0c(g_+\lambda )e^{2\alpha }\delta _{N,2}`$ \+ $`\sqrt{N(N1)}\frac{\omega _0}{2}\mathrm{sinh}(4\alpha )\delta _{N,2}`$,
$`W_o=W+\sqrt{N}\omega _0(g_+\lambda )e^{2\alpha }\delta _{N,1}`$ \+ $`\sqrt{N(N1)}\frac{\omega _0}{2}c\mathrm{sinh}(4\alpha )\delta _{N,3}`$,
and $`W=t_e\frac{(2\lambda _e)^N}{\sqrt{N!}}(1+2\lambda _ec\frac{cN}{2\lambda _e})`$.
Second-order correction to the first excited state energy is given by,
$`E_1^{(2)}={\displaystyle \frac{1}{1+c^2}}\left[{\displaystyle \underset{N=2,4,..}{}}{\displaystyle \frac{|W_e|^2}{(\alpha _1E_{,N}^{(0)})}}+{\displaystyle \underset{N=3,5..}{}}{\displaystyle \frac{|W_o|^2}{(\alpha _1E_{+,N}^{(0)})}}\right]`$ (17)
Using our previous prescription successive higher order corrections to the wave function ($`|\psi _1^{(N)}`$) as well as to the energy ($`E_1^{(N)}`$) are calculated.
The static correlation functions $`n_1u_1_0`$ and $`n_1u_2_0`$, where $`u_1`$ and $`u_2`$ are the lattice deformations at sites 1 and 2, respectively, produced by an electron at site 1, are the standard measure of polaronic character, and indicate the strength of polaron induced lattice deformations and their spread. The operators involving the correlation functions may be written as
$$n_1u_{1,2}=\frac{n_1}{2}[(a+a^{})\pm (d+d^{})e^{2\alpha }2(ng_+\pm \lambda (n_1n_2))]$$
(18)
The final form of the correlation functions are obtained as
$`n_1u_1_0`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[(g_++\lambda )+{\displaystyle \frac{A_1e^{2\alpha }}{N_{G1}}}\right],`$ (19)
$`n_1u_2_0`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[(g_+\lambda ){\displaystyle \frac{A_1e^{2\alpha }}{N_{G1}}}\right],`$ (20)
where $`N_{G1}=\psi _1|\psi _1`$, $`A_1=\psi _1|n_1(d+d^{})|\psi _1`$ and $`|\psi _1`$ is the perturbed wave function of the first excited state.
IV. RESULTS AND DISCUSSIONS
The perturbation corrections to the energy and wave function of the first excited state are estimated up to the sixth and fifth-orders, respectively, within the LF, LFS, MLF, MLFS methods, and weak- coupling perturbative method considering 25 phonon states (which is sufficient for $`g_+2.2`$) in the transformed phonon basis.
In Fig. 1 the perturbation corrections to the energy of the first excited state are plotted as a function of $`g_+`$ for $`t/\omega _0=1.1`$. The perturbation corrections in energy are smaller within the MLF and MLFS than the LFS and LF methods. For the LF, LFS, and MLFS methods the convergence of the corrections is weaker in a range of $`g_+`$ where third and fourth or fifth and sixth-order corrections are comparable. Within MLF approach energy perturbation corrections show satisfactory convergence in the entire region of $`g_+`$ and the energy of the first excited state, when computed considering up to the fifth or sixth-order corrections, becomes identical with the exact result of Ref. .
The shape of the correlation function $`n_1u_2_0`$ is much more sensitive to the corrections to the wave function than $`n_1u_1_0`$ which indicates that convergence of $`n_1u_2_0`$ is a clear signature for convergence of the wave function. In Fig. 2 we plot the correlation function $`n_1u_2_0`$ obtained by considering up to the different orders of perturbation corrections to the wave function against $`g_+`$. The LF method shows a bad convergence for low values of $`g_+`$, while a good convergence beyond $`g_+=1.0`$. The convergence within the LFS method is not satisfactory over a wide region of $`g_+`$. The MLF method shows very good convergence for low values of $`g_+`$ ($`1.0`$) as well as for high values of $`g_+`$ ($`1.3`$). Convergence within the MLFS is excellent for low values of $`g_+`$ , but then for a wide region of intermediate values of $`g_+`$ the convergence is not satisfactory. When compared with exact results of $`n_1u_2_0`$ (taken from the Ref.), it is found that the MLF results up to the fifth order perturbation are identical with the exact results except in the region $`0.9<g_+<1.3`$ where a slight departure in values from the exact results is seen.
In Fig. 3 we plot the perturbation corrections of different orders to the first excited state energy and the the correlation function $`n_1u_2_0`$ evaluated by considering up to different orders of perturbation corrections to the wave function against $`g_+`$ within the weak-coupling perturbative expansion for $`t/\omega _0=1.1`$. The odd order corrections to the energy within the weak-coupling expansion are zero. The energy corrections of any (even) order increases monotonically with $`g_+`$, since the entire $`e`$-ph interaction is treated as a perturbation within the weak-coupling scheme. The correlation function within the weak-coupling perturbation procedure shows good convergence for low values of $`g_+`$, as expected. However even in this region, convergence within the MLF and MLFS methods is found to be slightly better than that obtained within the weak-coupling scheme.
In Fig. 4 we show the energy corrections and correlation function, calculated by considering different order of corrections, within the MLF method for $`t/\omega _0=0.6`$. The figure shows that the perturbation corrections of successive orders are really very small and shows perfect convergence for the entire region of $`g_+`$. The correlation function calculated considering up to second order correction to the wave function would reproduce almost the exact result in this limit. For lower values of $`t`$ obviously the convergence within the MLF scheme would be much better. We have also studied the perturbation corrections to the energy and the correlation function $`n_1u_2_0`$ for the first excited state in the adiabatic region of hopping ($`t/\omega _0=2.1`$) within MLF approach and found that energy convergence is quite good for the entire range of $`g_+`$ whereas convergence of corrections to the wave function is fairly well except for intermediate range of coupling.
In conclusion, our study on the first excited state of a two-site single electron Holstein model shows that the perturbation method based on the MLF variational phonon basis is better than the other methods (LF, LFS, MLFS) if the entire range of $`g_+`$ is considered. The MLF method could yield exact results for the entire range of $`g_+`$ in the antiadiabatic cases ($`t/\omega _00.6`$) and for a major region of $`g_+`$ (covering both low and high values of $`g_+`$) for intermediate hopping ($`t/\omega _0=1.1`$). For small values of $`g_+`$ both the MLFS and MLF methods show excellent convergence, convergence is found to be even better than that within the weak-coupling perturbation method. Our previous study on the ground state and the present study on the first excited state thus establish that the perturbation method based on the MLF phonon basis could satisfactorily describe the ground state as well as the first excited state of the two-site system for major region of the $`e`$-ph coupling strength.
Figure captions :
FIG. 1. Variation of the perturbation corrections $`E_1^{(n)}`$ to the first excited state energy as a function of the coupling strength ($`g_+`$) for $`t/\omega _0=1.1`$ in (a) LF, (b) LFS, (c) MLF, and (d) MLFS methods. $`E_1^{(n)}`$ is the $`n`$th order perturbation correction to the first excited state energy.
FIG. 2. Plot of the correlation function $`n_1u_2_0`$ calculated up to different order of perturbations in the wave function vs $`g_+`$ for $`t/\omega _0=1.1`$ within different methods (a) LF, (b) LFS, (c) MLF, and (d) MLFS. The labels (2), (3), …. denote the curves obtained by considering up to the second-order, third-order, …. corrections to the wave function, respectively.
FIG. 3 Convergence within weak-coupling expansion for $`t/\omega _0=1.1`$ : (a) the perturbation corrections to the first excited state energy and (b) correlation function $`n_1u_2_0`$ calculated up to different order of perturbations in the wave function, as a function of $`g_+`$.
FIG. 4 Convergence within MLF approach for $`t/\omega _0=0.6`$ : (a) the perturbation corrections to the first excited state energy and (b) correlation function $`n_1u_2_0`$ calculated up to different order of perturbations in the wave function, as a function of $`g_+`$. |
warning/0003/hep-th0003299.html | ar5iv | text | # 1 Introduction
## 1 Introduction
Theories with extra dimensions where our four-dimensional world is a hypersurface (three-brane) embedded in a higher-dimensional spacetime and at which gravity is localised have been the subject of intense scrutiny since the work of Randall and Sundrum . The main motivation for such models comes from string theory where they are reminiscent of the Hořava-Witten solution for the field theory limit of the strongly-coupled $`E_8\times E_8`$ heterotic string. The Randall–Sundrum (RS) scenario may be modelled and by coupling gravity to a scalar field and mapping to an equivalent supersymmetric quantum mechanics problem. A static metric is obtained with a warp factor determined by the superpotential. A generalisation to non-static metrics was considered by Binétruy, Deffayet and Langlois who modelled brane matter as a perfect fluid delta-function source in the five-dimensional Einstein equations . However, this resulted in non-standard cosmology in that the square of the Hubble constant on the brane was not proportional to the density of the fluid. Other cosmological aspects of “brane-worlds” have been considered in .
In this letter we investigate cosmological solutions of five-dimensional gravity coupled to a scalar field sigma-model. In much of the current literature it is assumed that such scalars depend only on the fifth dimension and that the target space metric is of Euclidean signature. By contrast, we consider a non-compact sigma-model and allow the scalars to depend on time as well as the fifth dimension, which we take to be infinite in extent. We also include a perfect fluid with energy-momentum tensor $`\stackrel{~}{T}_\nu ^\mu =\text{diag }(\rho ,p,p,p,P)`$ and equations of state $`P=\omega \rho ,p=\stackrel{~}{\omega }\rho `$. A family of warp factors that includes both the original RS solution and the self-tuning solution of Kachru, Schulz and Silverstein is found. The fifth radius is time-dependent. We find that the fluid exists provided $`\omega =\stackrel{~}{\omega }=1`$. Conventional cosmology is also obtained.
It may appear somewhat unnatural to have an indefinite target space metric since some of the scalars then have “wrongly-signed” kinetic terms. However, such scalars have been considered before in the literature. Within the context of $`d+1`$ gravity they are descended from vector fields after dimensional reduction along a timelike direction of a higher dimensional “two-time” theory and , whilst in $`d+0`$ dimensions they are interpreted as axions after dualisation of a ($`d`$1)-form field strength , and . Thus, our paper should be interpreted in the light of these works.
## 2 The Model
We shall present our calculations in $`(4+1)`$-dimensional spacetime and only quote analogous results for the $`5+0`$ case. The action for gravity coupled to two scalars is:
$`S={\displaystyle d^4x𝑑r(_{MATTER}^{\left(5\right)}+_{GRAVITY}^{\left(5\right)})},`$ (1)
where:
$`_{MATTER}^{\left(5\right)}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\sqrt{g^{\left(5\right)}}^\mu \varphi _i^\nu \varphi _jG^{ij}(\varphi )g_{\mu \nu }^{\left(5\right)}\sqrt{g^{\left(5\right)}}U(\varphi )\sqrt{g^{\left(4\right)}}V(\varphi )\delta (r),`$
$`_{GRAVITY}^{\left(5\right)}`$ $`=`$ $`{\displaystyle \frac{1}{\kappa ^2}}\sqrt{g^{\left(5\right)}}R.`$ (2)
Here, $`g_{\mu \nu }^{\left(4\right)}`$ is the pull-back of the five-dimensional metric $`g_{\mu \nu }^{\left(5\right)}`$ to the (thin) domain wall taken to be at $`r=0`$. The wall is represented by a delta function source with coefficient $`V(\varphi )`$ parametrising its tension. We take $`G_{ij}=\text{diag }(1,1)`$. The “correctly-signed” scalar, $`\varphi ^1`$, may be interpreted as the dilaton and the “wrongly-signed” scalar, $`\varphi ^2`$, as an axion. (It is possible to consider a non-trivial coupling between the two — for example, $`G_{ij}=\text{diag }(1,e^{\sigma \varphi ^1})`$ is discussed in .)
We assume a separable metric with flat spatial three-sections on the wall:
$`ds^2=e^{A(r)}dt^2+e^{A(r)}g(t)(dx^2+dy^2+dz^2)+f(t)dr^2.`$ (3)
This is a natural generalisation of the 4$`d`$ flat Robertson-Walker metric to a RS context.
Given the above ansatz, it is not unreasonable to assume scalars of the form
$`\varphi ^i(t,r)=a^i\psi (t)+b^i\chi (r).`$ (4)
Since $`\varphi ^i`$ can be considered as coordinates on the target spacetime we must require them to be linearly independent. This imposes the condition
$`\text{det }\left(\begin{array}{cc}a^1& b^1\\ a^2& b^2\end{array}\right)0.`$ (5)
The Schwarz inequality $`\frac{(aa)(bb)}{(ab)^2}<1`$ follows as a corollary.
We also make the ansatz that both the potentials $`U`$ and $`V`$ are of Liouville type (see, for instance, ):
$`V(\varphi )`$ $`=`$ $`V_0e^{\alpha _i\varphi ^i},`$
$`U(\varphi )`$ $`=`$ $`U_0e^{\beta _i\varphi ^i}.`$ (6)
The energy–momentum tensor for the scalar fields is:
$`T_{\mu \nu }^{\left(0\right)}`$ $`=`$ $`{\displaystyle \frac{1}{2}}_\mu \varphi ^i_\nu \varphi ^jG_{ij}{\displaystyle \frac{1}{2}}g_{\mu \nu }\left({\displaystyle \frac{1}{2}}_\alpha \varphi ^i_\beta \varphi ^jG_{ij}g^{\alpha \beta }+U(\varphi )\right)`$ (7)
$`{\displaystyle \frac{1}{2}}{\displaystyle \frac{\sqrt{g^{\left(4\right)}}}{\sqrt{g^{\left(5\right)}}}}V(\varphi )\delta (r)g_{ab}^{\left(4\right)}\delta _\mu ^a\delta _\nu ^b.`$
We introduce a perfect fluid via its energy–momentum tensor:
$`\stackrel{~}{T}_\nu ^\mu =\text{diag }(\rho ,p,p,p,P)`$ (8)
with $`\rho `$ the density and $`p`$ and $`P`$ the pressures in the $`x,y,z`$ and fifth dimensions respectively. The preferred coordinate system (3) is taken as the rest frame of the fluid.
Einstein’s equations $`G_{\mu \nu }=\kappa ^2(T_{\mu \nu }^{\left(0\right)}+\stackrel{~}{T}_{\mu \nu })`$ reduce to:
$`{\displaystyle \frac{1}{4}}{\displaystyle \frac{\dot{f}}{f}}{\displaystyle \frac{\dot{g}}{g}}+{\displaystyle \frac{\dot{g}^2}{g^2}}+{\displaystyle \frac{1}{4}}{\displaystyle \frac{\dot{f}^2}{f^2}}{\displaystyle \frac{1}{2}}{\displaystyle \frac{\ddot{f}}{f}}{\displaystyle \frac{\ddot{g}}{g}}{\displaystyle \frac{\kappa ^2}{2}}aa\dot{\psi }^2\kappa ^2e^A(\rho +p)=0,`$ (9)
$`{\displaystyle \frac{3}{4}}{\displaystyle \frac{\dot{f}}{f}}{\displaystyle \frac{\dot{g}}{g}}+{\displaystyle \frac{3}{4}}{\displaystyle \frac{\dot{g}^2}{g^2}}{\displaystyle \frac{\kappa ^2}{4}}aa\dot{\psi }^2\kappa ^2e^A\rho =0,`$ (10)
$`{\displaystyle \frac{3}{2}}(A^2A^{\prime \prime })+{\displaystyle \frac{\kappa ^2}{4}}bb\chi ^2+{\displaystyle \frac{\kappa ^2}{2}}fU+{\displaystyle \frac{\kappa ^2}{2}}f^{1/2}V\delta (r)=0,`$ (11)
$`{\displaystyle \frac{3}{2}}{\displaystyle \frac{\ddot{g}}{g}}+{\displaystyle \frac{\kappa ^2}{4}}aa\dot{\psi }^2+\kappa ^2e^AP=0,`$ (12)
$`{\displaystyle \frac{3}{2}}A^2{\displaystyle \frac{\kappa ^2}{4}}bb\chi ^2+{\displaystyle \frac{\kappa ^2}{2}}fU=0,`$ (13)
$`{\displaystyle \frac{3}{2}}A^{}{\displaystyle \frac{\dot{f}}{f}}+\kappa ^2ab\dot{\psi }\chi ^{}=0.`$ (14)
In the above equations we have assumed separability. This requires that the density and pressures are each of the form $`e^{A(r)}`$ times a function of $`t`$. We are interested in solutions with $`\dot{f}0`$. This requires $`ab0`$, as can be deduced from (14).
The equations of motion for the scalar fields
$`^2\varphi ^jG_{jk}{\displaystyle \frac{U(\varphi )}{\varphi ^k}}{\displaystyle \frac{\sqrt{g^{\left(4\right)}}}{\sqrt{g^{\left(5\right)}}}}{\displaystyle \frac{V(\varphi )}{\varphi ^k}}\delta (r)=0`$ (15)
result in the following bulk equations
$`_t^{}(f^{1/2}g^{3/2}\dot{\psi })`$ $`=`$ $`0,`$ (16)
$`b_i(2A^{}\chi ^{}\chi ^{\prime \prime })+f\beta _iU_0`$ $`=`$ $`0,`$ (17)
and the jump condition:
$`\underset{ϵ0^+}{lim}\left[b_i\left(\chi ^{}(ϵ)\chi ^{}(ϵ)\right)\right]=\alpha _if^{1/2}V(\varphi (t,0)).`$ (18)
## 3 The Solutions
Equation (14) implies that we can make the following choice:
$`\kappa \chi ^{}(r)`$ $`=`$ $`\sqrt{6}A^{}(r),`$ (19)
$`\kappa \dot{\psi }(t)`$ $`=`$ $`{\displaystyle \frac{\sqrt{6}}{4}}{\displaystyle \frac{1}{ab}}{\displaystyle \frac{\dot{f}(t)}{f(t)}}.`$ (20)
The Warp Factor Inserting (19) into (13) gives $`U(\varphi )`$ as:
$`U={\displaystyle \frac{3}{\kappa ^2}}{\displaystyle \frac{1}{f}}A^2(1bb).`$ (21)
We can express the domain wall potential $`V(\varphi )\delta (r)`$ as $`V(\varphi )\delta (r)=V_0f(t)^{1/2}\delta (r)`$. Equation (11) can then be rewritten in the form
$`A^{\prime \prime }2bbA^2{\displaystyle \frac{\kappa ^2}{3}}V_0\delta (r)=0,`$ (22)
yielding the following options for $`A(r)`$ and $`V_0`$: 1. If $`bb=0`$, we find $`A(r)=2\sigma k|r|`$, where $`\sigma =\pm 1`$. Then $`V_0=12\sigma k\kappa ^2`$. $`\sigma =1`$ is the RS1 solution and $`\sigma =+1`$ is the RS2 solution, as described in . 2. If $`bb0`$, we find $`A(r)=\xi \mathrm{ln}(k|r|+1)`$ where $`\xi =\frac{1}{2bb}`$ and $`V_0=\frac{3k\kappa ^2}{bb}.`$ If $`bb`$ and $`k`$ are both positive, then this represents the self-tuning solution of Kachru, Schulz and Silverstein . As observed in and , if $`k<0`$ there are naked singularities at $`|r|=1/k`$ whose interpretation is currently of some debate . The above forms for $`U`$ and $`V`$ are consistent with (2) if $`\alpha _i=\frac{\beta _i}{2}=\frac{2\kappa b_i}{\sqrt{6}}`$ and $`U_0=\frac{3}{\kappa ^2}A^2(0)(1bb)`$. It can now be verified that (17) is equivalent to (22) in the bulk, whilst (18) yields no further information.
The Cosmology The equation of motion (16) implies that
$`\dot{\psi }(t)={\displaystyle \frac{1}{\kappa }}f(t)^{1/2}g(t)^{3/2}.`$ (23)
This assumes $`f`$ is not constant, otherwise (16) is trivially satisfied due to (20). We find that $`f(t)`$ and $`g(t)`$ are related via the following equation:
$`{\displaystyle \frac{\dot{f}(t)}{f(t)^{1/2}}}=\mu g(t)^{3/2},`$ (24)
where $`\mu =\frac{4ab}{\sqrt{6}}.`$
Adding equations (10) and (12) gives:
$`\dot{g}^2+2g\ddot{g}+{\displaystyle \frac{\dot{f}}{f}}\dot{g}g+{\displaystyle \frac{4}{3}}\kappa ^2g^2e^A(P\rho )=0.`$ (25)
On the otherhand, using (10) and (16) in (9) we obtain:
$`\dot{g}^2+2g\ddot{g}+{\displaystyle \frac{\dot{f}}{f}}\dot{g}g+2\kappa ^2g^2e^A(p\rho )=0.`$ (26)
Consequently, the relation
$`p={\displaystyle \frac{1}{3}}\rho +{\displaystyle \frac{2}{3}}P,`$ (27)
may be deduced.
We now assume the equation of state $`P=\omega \rho `$ or, equivalently, $`p=\frac{1}{3}(1+2\omega )\rho \stackrel{~}{\omega }\rho `$. From (10) and (20), the density $`\rho `$ is given by
$`\rho (t,r)={\displaystyle \frac{3e^A}{4\kappa ^2}}({\displaystyle \frac{\dot{f}}{f}}{\displaystyle \frac{\dot{g}}{g}}+{\displaystyle \frac{\dot{g}^2}{g^2}}{\displaystyle \frac{aa}{8(ab)^2}}{\displaystyle \frac{\dot{f}^2}{f^2}}),`$ (28)
so that (25) may be alternatively expressed as:
$`\omega {\displaystyle \frac{\dot{g}^2}{g^2}}+2{\displaystyle \frac{\ddot{g}}{g}}+\omega {\displaystyle \frac{\dot{f}}{f}}{\displaystyle \frac{\dot{g}}{g}}+(1\omega ){\displaystyle \frac{aa}{8(ab)^2}}{\displaystyle \frac{\dot{f}^2}{f^2}}=0.`$ (29)
Taken together with (24), equation (29) defines the cosmology.
We seek either power law, $`ft^q`$, or exponential (inflationary), $`fe^{\gamma t}`$, solutions of (29). The corresponding solutions for $`g(t)`$ are $`gt^{(2q)/3}`$ and $`ge^{\gamma t/3}`$ respectively. The exponents $`q`$ and $`\gamma `$ are non-zero but otherwise arbitrary.
There are two cases to consider: $`\omega =1\text{ and }\omega 1`$. (A) $`\omega =1`$
From (28), it follows that in the exponential case the density is positive provided $`\frac{aa}{(ab)^2}<\frac{16}{9}`$ (independently of $`\gamma `$). On the otherhand, the density is positive in the power law case provided $`\frac{aa}{(ab)^2}<h(q)\frac{16}{9}\frac{(2q)(1+q)}{q^2}`$. As shown in the figure below,
the minimum of $`h(q)`$ is $`2`$ so we can achieve positive density for all $`\gamma `$ and $`q`$ if we choose $`\frac{aa}{(ab)^2}<2`$<sup>1</sup><sup>1</sup>1This choice is consistent with the Schwarz inequality provided $`bb>\frac{1}{2}`$. If $`bb\frac{1}{2}`$, positive density is achieved only for a limited range of $`q`$.. Defining the scale factor and Hubble constant as per usual by $`a^2(t)=g(t)`$ and $`H=\dot{a}/a`$, it is easy to see that we obtain conventional cosmology, $`H^2\rho `$, for both the power law and exponential cases. (B) $`\omega 1`$
Solution of (29) leads to the above inequalities for $`\frac{aa}{(ab)^2}`$ becoming strict equalities which, in turn, leads to the vanishing of the density. Hence, the fluid only exists if $`\omega =1`$.
The Euclidean Case The only essential difference between the 5+0 case and the 4+1 case considered above is that $`\stackrel{~}{T}_\nu ^\mu `$ flips sign. This changes the sign of $`\rho `$ in (28) so that the density is positive if $`\frac{aa}{(ab)^2}>2`$. Similar considerations (see previous footnote) apply as to the range of $`q`$.
## 4 Discussion
We note in passing that the scalar field equations of motion, (15), imply that $`^\mu T_{\mu \nu }^{\left(0\right)}=0`$ (and conversely off the brane only). This, in turn, implies that the fluid equation of motion $`_\mu \stackrel{~}{T}_\nu ^\mu =0`$ is automatically satisfied. In this sense, the same results in the bulk can be obtained from Einstein’s equations and $`_\mu \stackrel{~}{T}_\nu ^\mu =0`$.
It may seem a bit unusual to consider a non-static fifth radius (some authors give arguments against rolling dilatons). We would like to present an intuitive argument in favour of our choice. Consider a five-dimensional spacetime with Robertson–Walker metric:
$`ds^2=dt^2+g(t)\left(dx^2+dy^2+dz^2+dR^2\right).`$ (30)
The $`(x,y,z,R)`$-space is isotropic. Change coordinates via
$`dr=e^{\frac{1}{2}A(r)}dR`$ (31)
and perform a conformal transformation of the metric:
$`ds^2e^{A(r)}ds^2.`$ (32)
Then the metric becomes:
$`ds^2=e^{A(r)}dt^2+e^{A(r)}g(t)(dx^2+dy^2+dz^2)+g(t)dr^2`$ (33)
The warp factor of the conformal transformation violates the symmetry between the four spatial coordinates. Zel’dovich gives arguments that any universe will become isotropic with time and non-isotropic expansion causes particle creation. To avoid particle creation in the bulk one could restore isotropy by “untwisting” the fifth dimension with another warp factor, i.e., replacing $`g(t)`$ by another function of time, $`f(t)`$, such that the four spatial dimensions are still isotropic.
Within our model we can still have scalar fields depending on brane coordinates if we require a static fifth radius. In this case we need to introduce viscosity into the fluid by making $`\stackrel{~}{T}_\nu ^\mu `$ non-diagonal<sup>2</sup><sup>2</sup>2We are grateful to Brian Dolan for discussions on this point.. The sum of the energy-momentum tensors of the scalar fields and the fluid should then amount to a purely diagonal tensor.
From our initial separability assumptions and from equation (28) it is clear that if the warp factor decreases with $`r`$ then the density grows without limit as we go off the brane and the fluid is smoothly distributed over the entire extra dimension.
Considering a thick brane (in Lorentzian or Riemannian signature) within our model is straightforward. Thickening the brane requires only smearing the delta function in the domain wall potential by expressing it as a limit of some delta-sequence, for example, $`\delta _\nu (r)=\frac{1}{\pi }\frac{\nu }{1+\nu ^2r^2}`$ , where $`\frac{1}{\nu }`$ parametrises the brane thickness.
From (9) – (14) it is evident that under the transformation $`ff`$ the potentials $`U`$ and $`V`$ change sign but otherwise the analysis is unmodified. Thus one can make the fifth dimension timelike rather than spacelike. Such a possibility was alluded to in and .
Finally, it would be interesting to see if our model(s) can be embedded in five-dimensional Lorentzian or Euclidean supergravity, as has recently been done for the minimal Randall–Sundrum model in 4+1 dimensions , .
## Acknowledgements
We are sincerely grateful to Siddhartha Sen for a suggestion that initiated these investigations and for useful comments. We have benefited from fruitful discussions with Brian Dolan, Petros Florides, David Simms, Charles Nash and Andy Wilkins. C. K. acknowledges the support of Trinity College, Dublin and Enterprise Ireland. |
warning/0003/cond-mat0003276.html | ar5iv | text | # Negative length orbits in normal-superconductor billiard systems
## Abstract
The Path-Length Spectra of mesoscopic systems including diffractive scatterers and connected to superconductor is studied theoretically. We show that the spectra differs fundamentally from that of normal systems due to the presence of Andreev reflection. It is shown that negative path-lengths should arise in the spectra as opposed to normal system. To highlight this effect we carried out both quantum mechanical and semiclassical calculations for the simplest possible diffractive scatterer. The most pronounced peaks in the Path-Length Spectra of the reflection amplitude are identified by the routes that the electron and/or hole travels.
In recent years, semiclassical methods have become a popular tool for describing devices operating in the mesoscopic regime. Advances in manufacturing and material design have made possible the creation of clean mesoscopic devices, whose properties depend on the microscopic details of individual samples. For example, in recent experiments involving semiconductor microjunctions, both the quantum coherence length and the mean free path of elastic collisions are large compared to the size of the junction. In such devices electrons can be described as a two-dimensional ideal Fermi gas of noninteracting particles. The conductance of such junctions has been measured and found to oscillate strongly as the Fermi energy is varied.
Semiclassical methods have proved to be very effective for understanding conductance fluctuations in normal microjunctions. On the one hand, methods based on random matrix theory successfully predict statistical properties of transport properties. On the other, short-wavelength semiclassical descriptions able to explore geometry-induced interference effects in weakly disordered or clean mesoscopic devices. In particular, it has been shown that the Path-Length Spectra (PLS), defined as the power spectrum of the reflection (transmission) amplitudes with respect to the Fermi wavelength
$$\widehat{r}_{mn}(L)=\left|_{k_{min}}^{k_{max}}e^{ik_FL}r_{mn}(k_F)𝑑k_F\right|^2,$$
(1)
possesses peaks at lengths corresponding to classical trajectories of electrons starting and ending at the external contacts . Here $`r_{mn}(k_F)`$ ($`t_{mn}(k_F)`$) is the reflection (transmission) amplitude at the Fermi wavenumber $`k_F`$ for scattering from mode $`n`$ of the entrance lead to mode $`m`$ of the entrance (exit) lead in a two probe conductance measurement.
Mesoscopic devices connected to a superconductor present a new challenge for semiclassics. In such normal-superconductor (NS) systems Andreev reflection plays an important role, whereby electrons at the Fermi energy in the normal metal are retro-reflected as holes at the NS interface. Such a process might be expected to dramatically affect the PLS, but to-date, no investigations of the PLS in NS systems have been carried out.
In this Letter we present the first such investigation, by examining a mesoscopic device connected to a superconductor and show that the PLS of NS systems differ from those of normal systems in a fundamental way. In particular for NS systems containing diffractive scatters, negative path-lengths can arise in the PLS which are absent from the corresponding normal systems.
Before turning to the NS system we shortly discuss the role of diffraction in the PLS of normal systems, following Ref.. In the semiclassical approximation, particles hitting a diffractive scatterer may scatter in any direction since the classical dynamics is not uniquely defined . In Ref. a two-dimensional wave guide with a small point-like diffractive scatterer has been analyzed (see Fig 1a.). It has been shown that the PLS of the reflection amplitude $`r_{nm}`$ has peaks at path-lengths corresponding to classical trajectories starting and returning to the entrance of the lead, either diffracted once or several times by the scatterer. At large Fermi wavelengths a typical trajectory with multiple bounces is shown in Fig. 1a. Such trajectories consist of two parts: segments (along the z axis) connecting the lead and the scatterer with total length $`2\times z_0`$, and multiple diffraction trajectories starting and ending on the scatterer. A multiple diffraction trajectory can be decomposed into loops that start and end on the scatterer, making bounces on the walls of the waveguide. The possible lengths of the loops are
$$l_r=\{\begin{array}{c}2Wr\\ 2x_0+2Wr\\ 2(Wx_0)+2Wr\end{array},$$
(2)
where $`r=0,1,2,\mathrm{}`$ is the repetition number and $`W`$ is the width of the waveguide .
In Figure 2 the PLS calculated quantum mechanically and semiclassically using the method developed in Ref. are shown. One can see that the agreement between the quantum and the semiclassical calculation is excellent and the peaks are located at lengths which are linear combinations of (2) plus $`2z_0`$. It is obvious that the PLS has peaks only for positive lengths $`L`$. The amplitude of the peaks is decreased by multiple diffraction and therefore the most pronounced peaks correspond to paths diffracted only once on the scatterer.
Now consider the effect of replacing one of the exit leads by a superconductor. In this case a new contribution to the reflection amplitude $`r_{mn}`$ has to be taken into account, namely the one coming from Andreev reflection at the NS interface. By solving the Bogoliubov-de Gennes equation for a NS interface it is possible to show that, at the Fermi energy, electron-like excitations impinging onto the superconducting interface are coherently retro-reflected as hole-like excitations. In a semiclassical description, the classical action associated with the path connecting points $`q^{}`$ and $`q^{\prime \prime }`$ is given by
$$S(q^{},q^{\prime \prime })=_q^{}^{q^{\prime \prime }}p(q)𝑑q,$$
(3)
where $`p(q)`$ is the momentum of the electron or the hole along the path (note that if the path touches the superconductor at least once, it will contain both electron and hole parts). In particular the action associated with an Andreev reflection process in which an electron starting at point $`q^{}`$ returns to the same point as a hole can be written as
$$S(q^{},q^{})=k_FL(q^{},q^{})k_FL(q^{},q^{})=0,$$
(4)
where $`L(q^{},q^{})`$ denotes the length of the path of the electron until it hits the superconductor at $`q^{}`$ and $`L(q^{},q^{})`$ is the path length of the hole from $`q^{}`$ to $`q^{}`$. The minus sign in the second term is due to the fact that the directions of the momentum and the velocity of the hole are opposite. The total action of an electron-hole (e-h) trajectory returning to its starting point is always zero, since the hole retraces the path of the electron. As a consequence of this result, the PLS of the reflection amplitude for electron-electron (e-e) has peaks at positive lengths $`L`$ while for e-h it has a pronounced peak at $`L=0`$.
We now consider the case where diffractive scattering is possible in the system (Fig. 1b). The new feature is that the trajectory of electrons or holes hitting a diffractive point is not uniquely defined. Therefore, a hole retracing an electron, which scattered on a diffractive center, will not necessarily retrace the trajectory of the electron beyond the diffractive center. The hole may leave the diffraction center at a different angle than that of the incident electron. This effect has already been pointed out by Beenakker in connection with normal-metal-superconductor junction containing a point contact. Consequently, in the presence of diffraction, complicated trajectories consisting of several electron and hole segments may arise. The classical action for this case can be written as a sum of actions of the segments
$$S=k_F(\pm L_i),$$
(5)
where $`L_i`$ is the length of the segment $`i`$ and the $`+`$ or $``$ correspond to cases when electron or hole traverses the segment $`i`$, respectively. Unlike in the diffractionless case, the sum of positive and negative terms in Eq. (5) is not necessarily zero. Moreover, the total length of the hole segments may exceed those of the electrons. Thus, in the PLS of the e-e reflection amplitude, peaks at negative lengths may appear, which are completely absent from the PLS of the corresponding normal systems.
To observe negative lengths in the PLS we note that when the exit lead is replaced by a superconductor the e-e reflection amplitude can be expressed in terms of the transmission and reflection amplitudes of the corresponding normal system (see Eq. 266a in Ref.). For the system of Fig. 1b, the latter amplitudes have been derived in Ref. and, after lengthy but straightforward algebra, we find the following expression for the $`n,m`$ matrix element of the e-e reflection amplitude at the Fermi energy:
$$s_{nm}^{ee}(k_F)=\frac{2r_{nm}(k_F)}{1+|𝒟|^2\left[ImG_0(x_0,z_0|x_0,z_0)\right]^2},$$
(6)
where $`r_{nm}(k_F)`$ is the matrix of reflection amplitudes of the normal system for the entrance lead, $`G_0(x,z|x^{},z^{})`$ is the Green’s function of the empty waveguide. $`𝒟=i\stackrel{~}{\lambda }/\left[1\stackrel{~}{\lambda }G_0(x_0,z_0|x_0,z_0)\right]`$ can be regarded as the diffraction constant of the scatterer, where $`\stackrel{~}{\lambda }`$ is the renormalized strength of the scatterer.
On the upper part of Fig. 3 the PLS of the reflection amplitude of (6) (the exact quantum mechanical result) is plotted as a function of the path length. Peaks at negative path lengths are clearly visible here as opposed to normal system shown in Fig. 2.
The semiclassical approximation of Eq. (6) can be obtained from the semiclassical form of the Green’s function which is given by
$$G_0(x_0,z_0|x_0,z_0)=\frac{(1)^{n_r}}{\sqrt{8\pi k_Fl_r}}e^{ik_Fl_ri3\pi /4},$$
(7)
where the summation is over all possible loops with lengths $`l_r`$ given in (2) and $`n_r`$ is the number of bounces on the walls of the waveguide. One can see that $`ImG_0(x_0,z_0|x_0,z_0)`$ will contain the complex conjugate of Eq. (7) and is therefore a sum with terms proportional to $`e^{\pm ik_Fl_r}`$. Here, terms with $`e^{ik_Fl_r}`$ correspond to loops traversed by holes. The e-e reflection amplitude given in (6) can be rewritten as a multiple diffraction series:
$`s_{nm}^{ee}(k_F)`$ $`=`$ $`2r_{nm}(k_F)\{1|𝒟|^2\left[ImG_0(x_0,z_0|x_0,z_0)\right]^2`$ (8)
$`+`$ $`|𝒟|^4\left[ImG_0(x_0,z_0|x_0,z_0)\right]^4\mathrm{}\}.`$ (9)
Expressing powers of $`ImG_0`$ with Eq. (7) and its complex conjugate $`s_{nm}^{ee}(k_F)`$ can be written as an oscillating sum
$$s_{nm}^{ee}(k_F)=\underset{j}{}A_je^{iS_j},$$
(10)
where $`S_j`$ is of form Eq. (5). The amplitudes $`A_j`$ can be determined exactly by using the above formulas. In the lower part of Fig. 3 the PLS of the reflection amplitude $`s_{nm}^{ee}(k_F)`$ is plotted using Eq. (10). Again one can see a very good agreement between the quantum and semiclassical calculations. The most pronounced peaks with negative lengths (see Fig. 4) come from the family $`L=2z_0l_r`$, where $`l_r`$ is given in Eq. (2), namely $`L=0.4,1.0,1.6,2.4,3.0,3.6,4.4,5,\mathrm{}`$ . These lengths can be associated with the following routes: First the electron hits the superconductor then the retro-reflected hole diffracts on the scatterer and makes a loop with repetition number $`r`$ as described before Eq. (2). Next, the hole diffracts off the scatterer then hits the superconductor on which it converts back to an electron. Finally, the electron goes back to the entrance lead.
The above results represent the first theoretical study of the path-length spectra of a normal superconductor mesoscopic system with diffractive scattering. We have demonstrated that the PLS of such systems differs fundamentally from that of normal systems, due to the appearance of peaks at negative lengths. To highlight this effect, we have analyzed the simplest possible diffractive scatterer. Since the appearance of negative lengths in PLS is the direct consequence of the presence of diffractive scatterers it is desirable to study other types of diffractive centers such as corners. There is a growing interest in studying the role of diffractive scatterers in normal mesoscopic systems, therefore the extension to normal superconductor systems may become a new playground both in the semiclassical theory of scattering processes and level statistics of these systems. For the future it will also be of interest to examine the amplitudes of the negative-length peaks in more complex geometries, such as those of , to examine the effect of a tunnel junction at the NS interface and the role of order parameter symmetry.
This work was supported by the EU. TMR within the programme “Dynamics of Nanostructures” jointly with OMFB, the Hungarian Science Foundation OTKA T025866, the Hungarian Ministry of Education (FKFP 0159/1997). |
warning/0003/hep-th0003174.html | ar5iv | text | # 1 Introduction
## 1 Introduction
According to the brane world scenario , the extra spatial dimensions can be as large as a millimeter without contradicting the current experimental observations, if the fields of Standard Model are confined within a brane. More recently proposed scenario by Randall and Sundrum (RS) even allows infinite extra space because of the special property of warped spacetime that leads to localization of gravity around domain wall. So, the brane world scenarios open up the possibility of probing the extra dimensions in the near future. Furthermore, the brane world scenarios provide with a new framework for solving the hierarchy problem of particle physics.
In order for the RS brane world scenario to describe our world, it has to be derivable from well-established theories. The previous studies attempt to embed the RS domain wall (with the exponentially decreasing warp factor) into supergravity theories or domain walls which localize gravity into string theories . Also, a main motivation for the embedding into supergravity theories is that the fine-tuned value of domain wall tension in terms of the bulk cosmological constant is required by supersymmetry through the BPS condition, if such embedding is possible.
In this paper, we study the Kaluza-Klein (KK) zero mode of graviton in the bulk of a general dilatonic $`p`$-brane in arbitrary dimensions for the purpose of seeing any relevance to the RS type scenario. Since the brane world scenarios assume that fields of Standard Model are identified as the worldvolume fields of $`p`$-branes in string theories, it is natural to embed domain walls of the RS type models into $`p`$-branes in higher dimensions. So, it appears that the embedding into $`p`$-branes in string theories is a natural way of realizing the RS type scenario within string theories.
We find in general that when a $`p`$-brane is fully localized along its transverse directions, the KK zero mode of bulk graviton cannot be normalized, thereby the $`(p+1)`$-dimensional gravity in the worldvolume of the $`p`$-brane cannot be realized through the KK zero mode. However, if the $`p`$-brane is delocalized along its transverse directions except one, the KK zero mode of bulk graviton is normalizable. This implies that if our four-dimensional world is embedded in the worldvolume of some (intersecting) $`p`$-brane of string theories through the RS type scenario, then some of the transverse directions of the brane has to be compact or the range of the radial coordinate of the transverse space has to be within a finite interval. Unlike the case of domain walls (with codimension one), the KK zero mode of bulk graviton is normalizable if the warp factor increases, in which case there are singularities at finite distance from the brane. Due to the increasing warp factor, free massive particles are attracted towards the brane, never hitting the singularities, in contrast to the case of domain walls with decreasing warp factor, which repels free massive particles . So, a delocalized $`p`$-brane with increasing warp factor does not suffer from the problem of a domain wall with decreasing warp factor that massive matter escapes into the extra spatial dimensions due to the gravitational repulsion by the wall.
The paper is organized as follows. In section 2, we summarize the dilatonic domain wall solution in relation to the RS scenario. We study the KK zero mode of graviton in the bulk of fully localized dilatonic $`p`$-brane in section 3 and in the bulk of delocalized dilatonic $`p`$-brane in section 4.
## 2 Dilatonic Domain Wall Solution
In this section, we summarize a general dilatonic domain wall solution in arbitrary dimensions for the purpose of reference in the later sections, where we will make comparison of the properties of such domain wall solutions to those of $`p`$-brane solutions. The Einstein frame action for the domain wall solution has the following form:
$$S_{\mathrm{DW}}=\frac{1}{2\kappa _D^2}d^Dx\sqrt{g}\left[_g\frac{4}{D2}_\mu \varphi ^\mu \varphi +e^{2a\varphi }\mathrm{\Lambda }\right].$$
(1)
The extreme dilatonic domain wall solution is given by:
$`g_{\mu \nu }dx^\mu dx^\nu `$ $`=`$ $`H^{\frac{4}{(D2)\mathrm{\Delta }}}\left[dt^2+dx_1^2+\mathrm{}+dx_{D2}^2\right]+H^{\frac{4(D1)}{(D2)\mathrm{\Delta }}}dx_{D1}^2,`$ (2)
$`e^{2\varphi }`$ $`=`$ $`H^{\frac{(D2)a}{\mathrm{\Delta }}},\mathrm{\Delta }{\displaystyle \frac{(D2)a^2}{2}}{\displaystyle \frac{2(D1)}{D2}},`$ (3)
where the harmonic function $`H`$ for the domain wall located at $`x_{D1}=0`$ is
$$H=1+Q|x_{D1}|=1\pm \sqrt{\frac{\mathrm{\Delta }\mathrm{\Lambda }}{2}}|x_{D1}|,$$
(4)
where the invariance under the $`𝐙_2`$ transformation $`x_{D1}x_{D1}`$ is imposed. By redefining the transverse coordinate $`x_{D1}`$, one can put the domain wall metric into the following standard form of the RS brane world scenario:
$$g_{\mu \nu }dx^\mu dx^\nu =e^{2A(y)}\left[dt^2+dx_1^2+\mathrm{}+dx_{D2}^2\right]+dy^2,$$
(5)
where the warp factor $`e^{2A}`$ and the dilaton $`\varphi `$ are given by
$$e^{2A}=(K|y|+1)^{\frac{8}{(D2)^2a^2}},\varphi =\frac{1}{a}\mathrm{ln}(K|y|+1),$$
(6)
where
$$K=\pm \frac{(D2)a^2}{2}\sqrt{\frac{\mathrm{\Lambda }}{2\mathrm{\Delta }}}.$$
(7)
It is observed that when the sign $`\pm `$ in the above expression for $`K`$ is chosen so that the warp factor $`e^{2A}`$ has a root at a finite non-zero value of $`y`$ on both sides of the domain wall, there exists the normalizable KK zero mode graviton bound state, which can be identified as a massless graviton in one lower dimensions. In such case, the warp factor decreases on both sides of the wall, so the RS type scenario can be realized. However, a problem with such domain wall is that the roots of the warp factor correspond to naked singularities, which are undesirable unless significant physical meanings are associated with them. The resolution or the physical interpretation of such naked singularities is still an open question. With different choice of sign $`\pm `$ in Eq. (7), there is no singularity at finite nonzero $`y`$, but the normalizable graviton KK zero mode does not exist.
## 3 Fully Localized $`p`$-Branes
We begin by summarizing a general dilatonic $`p`$-brane solution in $`D`$ spacetime dimensions, where $`p3`$ and $`D>5`$. The reason for considering such solution is that it covers all the possible single charged $`p`$-branes in string theories. In this paper, we regard the $`p`$-brane as a solitonic brane magnetically charged under the field strength $`F_n`$ of the rank $`nDp2`$, for the reason which will become clear in the following. The action has the following form:
$$S_p=\frac{1}{2\kappa _D^2}d^Dx\sqrt{G}\left[_G\frac{4}{D2}(\varphi )^2\frac{1}{2n!}e^{2a_p\varphi }F_n^2\right],$$
(8)
where once again $`D=p+n+2`$. The solution to the equations of motion of this action for the extreme dilatonic $`p`$-brane with the longitudinal coordinates $`𝐱=(x_1,\mathrm{},x_p)`$ and the transverse coordinates $`𝐲=(y_1,\mathrm{},y_{n+1})`$, located at $`𝐲=\mathrm{𝟎}`$, has the following form:
$`G_{MN}dx^Mdx^N`$ $`=`$ $`H_p^{\frac{4(n1)}{(p+n)\mathrm{\Delta }_p}}\left[dt^2+d𝐱d𝐱\right]+H_p^{\frac{4(p+1)}{(p+n)\mathrm{\Delta }_p}}d𝐲d𝐲,`$ (9)
$`e^{2\varphi }`$ $`=`$ $`H_p^{\frac{(p+n)a_p}{\mathrm{\Delta }_p}},F_n=(dH_pdtdx_1\mathrm{}dx_p),`$ (10)
where
$$H_p=1+\frac{Q_p}{|𝐲|^{n1}},\mathrm{\Delta }_p=\frac{(p+n)a_p^2}{2}+\frac{2(p+1)(n1)}{p+n}.$$
(11)
We will consider $`p`$-branes with asymptotically flat spacetime, only, i.e. the $`n>1`$ case. So, $`\mathrm{\Delta }_p`$ defined in the above is always positive.
To study the KK modes of graviton in the $`p`$-brane background, we consider the leading order Einstein’s equations satisfied by the small fluctuations $`h_{\mu \nu }(x^\mu ,𝐲)`$ around the $`p`$-brane metric. In general, the linearized Einstein’s equations $`\delta 𝒢_{MN}=\kappa _D^2\delta T_{MN}`$ for the following form of the metric fluctuations
$$G_{MN}dx^Mdx^N=e^{B(y^k)}\left[\eta _{\mu \nu }+h_{\mu \nu }(x^\rho ,y^k)\right]dx^\mu dx^\nu +g_{ij}(y^k)dy^idy^j,$$
(12)
is given, in the transverse traceless gauge $`h_\mu ^\mu =0=^\mu h_{\mu \nu }`$, by (Cf. Ref. )
$$e^B\eta ^{\rho \sigma }_\rho _\sigma h_{\mu \nu }+e^{\frac{p+1}{2}B}\frac{1}{\sqrt{g}}_i\left[e^{\frac{p+1}{2}B}\sqrt{g}g^{ij}_jh_{\mu \nu }\right]=0,$$
(13)
if the stress tensor $`T_{MN}`$ satisfies the following condition:
$$\delta T_{MN}=T_M^Ph_{PN}.$$
(14)
Here, $`\delta 𝒢_{MN}`$ and $`\delta T_{MN}`$ denote the variation of the Einstein tensor $`𝒢_{MN}`$ and the stress tensor $`T_{MN}`$ with respect to the metric perturbation $`\eta _{\mu \nu }\eta _{\mu \nu }+h_{\mu \nu }`$. Of course, in Eq. (14) it is assumed that $`h_{y^iy^j}=0`$.
It can be easily shown that the stress tensor condition (14) is satisfied for the $`p`$-brane solution in Eq. (10) by using the fact that the dilaton field $`\varphi `$ depends only on the transverse coordinates $`𝐲`$ and only the transverse components of the form field strength $`F_n`$ are nonzero. So, the linearized Einstein’s equations in the transverse traceless gauge satisfied by the metric perturbation $`h_{\mu \nu }`$ around the $`p`$-brane metric (10) of the following form:
$$G_{MN}dx^Mdx^N=H_p^{\frac{4(n1)}{(p+n)\mathrm{\Delta }_p}}\left[\eta _{\mu \nu }+h_{\mu \nu }\right]dx^\mu dx^\nu +H_p^{\frac{4(p+1)}{(p+n)\mathrm{\Delta }_p}}d𝐲d𝐲$$
(15)
is given by
$$\eta ^{\rho \sigma }_\rho _\sigma h_{\mu \nu }+H_p^{\frac{4}{\mathrm{\Delta }_p}}\delta ^{ij}_i_jh_{\mu \nu }=0.$$
(16)
To consider the graviton KK mode of mass $`m_\alpha `$, we decompose the metric perturbation $`h_{\mu \nu }`$ as $`h_{\mu \nu }(x^\rho ,y^k)=\widehat{h}_{\mu \nu }^{(\alpha )}(x^\rho )f_\alpha (y^k)`$ and require $`\widehat{h}_{\mu \nu }^{(\alpha )}`$ to satisfy $`\mathrm{}_x\widehat{h}_{\mu \nu }^{(\alpha )}=m_\alpha ^2\widehat{h}_{\mu \nu }^{(\alpha )}`$, where $`\mathrm{}_x\eta ^{\rho \sigma }_\rho _\sigma `$. Then, the linearized Einstein’s equations (16) take the following form:
$$_y^2f_\alpha +m_\alpha ^2H_p^{\frac{4}{\mathrm{\Delta }_p}}f_\alpha =0,$$
(17)
where $`_y^2\delta ^{ij}_i_j`$. We decompose the KK mode $`f_\alpha (𝐲)`$ into the radial and the angular parts as $`f_\alpha (𝐲)=g_\alpha (y)Y_{\mathrm{}}(\mathrm{\Omega }_n)`$, where $`y|𝐲|`$ and $`\mathrm{\Omega }_n`$ collectively denotes the angular coordinates of the unit $`n`$-sphere $`S^n`$. The $`n`$-dimensional spherical harmonics $`Y_{\mathrm{}}`$ satisfies $`_y^2Y_{\mathrm{}}=\frac{\mathrm{}(\mathrm{}+n1)}{y^2}Y_{\mathrm{}}`$. So, Eq. (17) reduces to the following form:
$$_y\left[y^n_yg_\alpha \right]+\mathrm{}(\mathrm{}+n1)y^{n2}g_\alpha +m_\alpha ^2y^nH_p^{\frac{4}{\mathrm{\Delta }_p}}g_\alpha =0,$$
(18)
from which we see that the KK modes $`g_\alpha `$ with different masses $`m_\alpha `$ are orthogonalized with respect to the weighting function $`w(y)=y^nH_p^{\frac{4}{\mathrm{\Delta }_p}}`$. From Eq. (17), one can see that $`f_0(𝐲)=\mathrm{constant}`$ is the KK zero mode ($`m_0=0`$). The normalization integral for the KK zero mode $`g_0(y)=\mathrm{constant}`$ is as follows:
$`{\displaystyle _0^{\mathrm{}}}𝑑yy^nH_p^{\frac{4}{\mathrm{\Delta }_p}}g_0^2`$ $`=`$ $`{\displaystyle \frac{g_0^2Q_p^{\frac{4}{\mathrm{\Delta }_p}}}{(n1)\frac{4}{\mathrm{\Delta }_p}(n+1)}}y^{n+1(n1)\frac{4}{\mathrm{\Delta }_p}}`$ (20)
$`\times _2F_1[{\displaystyle \frac{n+1}{n1}}{\displaystyle \frac{4}{\mathrm{\Delta }_p}},{\displaystyle \frac{4}{\mathrm{\Delta }_p}};{\displaystyle \frac{2n}{n1}}{\displaystyle \frac{4}{\mathrm{\Delta }_p}};{\displaystyle \frac{y^{n1}}{Q_p}}]|_{y=0}^{y=\mathrm{}},`$
where $`{}_{2}{}^{}F_{1}^{}`$ is the hypergeometric function defined in terms of series as
$${}_{2}{}^{}F_{1}^{}[a,b;c;z]=\underset{l=0}{\overset{\mathrm{}}{}}\frac{(a)_l(b)_l}{(c)_l}\frac{z^l}{l!}=1+\frac{ab}{c}\frac{z}{1!}+\frac{a(a+1)b(b+1)}{c(c+1)}\frac{z^2}{2!}+\mathrm{}.$$
(21)
Note, this graviton KK zero mode normalization integral is equivalent to the normalization condition $`d^{n+1}𝐲G^{tt}\sqrt{G}=V_n𝑑yy^nH_p^{\frac{4}{\mathrm{\Delta }_p}}<\mathrm{}`$, where $`V_n`$ is the volume of $`S^n`$, obtained in Ref. . The above expression (20) for the normalization integral is valid and well-defined, only for the case when $`\frac{n+1}{n1}\frac{4}{\mathrm{\Delta }_p}`$ and $`\frac{2n}{n1}\frac{4}{\mathrm{\Delta }_p}`$ is neither zero nor a negative integer. These conditions are satisfied by $`\mathrm{\Delta }_p`$ defined in Eq. (11) with $`n2`$ and $`p3`$. The normalization integral (20) does not have a diverging contribution from $`y=0`$, where the $`p`$-brane is located, if $`\frac{n+1}{n1}>\frac{4}{\mathrm{\Delta }_p}`$. This condition is also satisfied by $`\mathrm{\Delta }_p`$ defined in Eq. (11) with $`n2`$ and $`p3`$. Note, this condition is essential in normalization of the KK zero mode, since we are not allowed to truncate the transverse space to exclude the $`y=0`$ region, where the $`p`$-brane is located. However, the normalization integral (20) always has a diverging contribution from $`y=\mathrm{}`$ for any values of $`n`$ and $`\mathrm{\Delta }_p`$. So, one has to truncate the transverse space (namely, take the integration interval in the normalization integral to be $`0yy_0`$ with $`y_0<\mathrm{}`$), if one wishes to normalize the KK zero mode. A possible scenario with such truncated integration interval is the one proposed in Ref. , where the jump brane (identifiable as the Planck brane) at a finite distance from the $`p`$-brane is introduced through the T-dualization of the transverse space.
Since the dilatonic $`p`$-brane solution (10) is asymptotically flat, it may be possible to reproduce the $`(p+1)`$-dimensional gravity in the intermediate distance region on the worldvolume of the $`p`$-brane through the massive KK modes by applying the mechanism proposed in Ref. . However, we shall not pursue this direction, since its validity for describing our world is rather controversial . Also, study of massive graviton KK modes in the bulk of a $`p`$-brane is a lot more complicated than the domain wall case. The coordinate transformation that brings the $`(p+2)`$-dimensional part of the $`p`$-brane metric (with the coordinates $`(x^\mu ,|𝐲|)`$) into the conformally flat form, in which the equation satisfied by the metric fluctuation takes the Schrödinger equation form, involves a special function of the coordinate $`|𝐲|`$, which cannot be inverted to re-express the metric in new coordinates.
## 4 Delocalized $`p`$-Branes
In the previous section, we saw that the KK zero mode of graviton in the bulk of a fully localized dilatonic $`p`$-brane (with asymptotically flat spacetime) is not normalizable, if the transverse space of the $`p`$-brane is of infinite size. In this section, we attempt to normalize the graviton KK zero mode by delocalizing the $`p`$-brane along its transverse directions except one. Delocalization is achieved by constructing dense periodically arrayed multi-center $`p`$-branes along the transverse directions to be delocalized. The delocalization process can also be regarded as first placing $`p`$-branes at equivalent points of the compactification lattices and then taking the limit of very small compactification manifold. Therefore, the spacetime of such delocalized $`p`$-brane can also be thought of as the product of a $`(p+1)`$-dimensional domain wall spacetime and an $`n`$-dimensional compact space.
The delocalized $`p`$-brane solution has the following form:
$$G_{MN}dx^Mdx^N=H_p^{\frac{4(n1)}{(p+n)\mathrm{\Delta }_p}}\left[dt^2+d𝐱d𝐱\right]+H_p^{\frac{4(p+1)}{(p+n)\mathrm{\Delta }_p}}\left[d\stackrel{~}{y}^2+d\stackrel{~}{s}_n^2\right],$$
(22)
where $`\stackrel{~}{y}`$ is one of the transverse coordinates $`𝐲`$ and $`d\stackrel{~}{s}_n^2`$ is the metric on an $`n`$-dimensional compact manifold $`𝒦_n`$ upon which the $`p`$-brane is delocalized and the harmonic function is given by $`H_p=1+\stackrel{~}{Q}_p|\stackrel{~}{y}|`$. If $`\stackrel{~}{Q}_P<0`$, the location $`|\stackrel{~}{y}|=\stackrel{~}{Q}_p^1`$, where the harmonic function $`H_p`$ vanishes, corresponds to the curvature singularity. When $`\stackrel{~}{Q}_p>0`$, there is no singularity except at $`y=0`$, where the delocalized $`p`$-brane is located.
For the purpose of studying the delocalized $`p`$-brane solution in relation to the RS type scenario, it is convenient to transform the transverse coordinate $`\stackrel{~}{y}`$ so that the $`(p+2)`$-dimensional part of the metric (with the coordinates $`(x^\mu ,\stackrel{~}{y})`$) takes the standard form of the RS model with the warp factor $`𝒲`$ or the conformally flat form with the conformal factor $`𝒞`$. The solutions in the new coordinates are given by
$$G_{MN}dx^Mdx^N=𝒲\left[dt^2+d𝐱d𝐱\right]+dy^2+𝒲^{\frac{p+1}{n1}}d\stackrel{~}{s}_n^2,$$
(23)
where the warp factor is given by
$`𝒲(y)`$ $`=`$ $`\left[1\pm {\displaystyle \frac{2(p+1)+(p+n)\mathrm{\Delta }_p}{(p+n)\mathrm{\Delta }_p}}\stackrel{~}{Q}_p|y|\right]^{\frac{4(n1)}{2(p+1)+(p+n)\mathrm{\Delta }_p}}`$ (24)
$`=`$ $`\left[1\pm {\displaystyle \frac{(p+n)^2a_p^2+4(p+1)n}{(p+n)^2a_p^2+4(p+1)(n1)}}\stackrel{~}{Q}_p|y|\right]^{\frac{8(n1)}{(p+n)^2a_p^2+4(p+1)n}},`$ (25)
and
$$G_{MN}dx^Mdx^N=𝒞\left[dt^2+d𝐱d𝐱+dz^2\right]+𝒞^{\frac{p+1}{n1}}d\stackrel{~}{s}_n^2,$$
(26)
where the conformal factor is given by
$$𝒞(z)=\left[1\pm \frac{\mathrm{\Delta }_p+2}{\mathrm{\Delta }_p}\stackrel{~}{Q}_p|z|\right]^{\frac{4(n1)}{(p+n)(\mathrm{\Delta }_p+2)}}.$$
(27)
The expressions for dilaton $`\varphi `$ and the $`n`$-form field strength $`F_n`$ in terms of the warp factor or the conformal factor can be obtained by using the relation $`𝒲(y)=H_p^{\frac{4(n1)}{(p+n)\mathrm{\Delta }_p}}(\stackrel{~}{y})=𝒞(z)`$.
We notice the following important difference of the warp factor (25) for the delocalized $`p`$-brane from that (6) of the dilatonic domain wall (of codimension one). In the case of the dilatonic domain walls, the exponent in the warp factor (6) is always positive. So, one has to choose the sign $`\pm `$ in Eq. (7) such that the warp factor has zeros at finite nonzero $`y`$ on both sides of the wall, if one wants to have the decreasing warp factor. The side-effect of such choice of sign is the naked singularities at the positions where the warp factor vanishes. On the other hand, in the case of the delocalized $`p`$-branes, the exponent in the warp factor (25) is always negative. So, in order to have a decreasing warp factor on both sides $`y>0`$ and $`y<0`$, one has to choose the sign $`\pm `$ in Eq. (25) such that the term in the square bracket does not have a root at finite nonzero $`y`$. With such choice of the sign, the delocalized $`p`$-brane solution does not have problematic naked singularities. With a choice of the sign $`\pm `$ such that the term in the square bracket has a root at a finite nonzero $`y`$ on both sides of the brane, the warp factor $`𝒲`$ increases, asymptotically approaching infinity as the roots are reached. Such roots correspond to the curvature singularities. However, as we will see in the following, unlike the case of dilatonic domain walls of codimension one, the graviton KK zero mode in the bulk of delocalized $`p`$-brane is normalizable when the warp factor $`𝒲`$ increases on both sides of the $`p`$-brane.
To study the KK modes of the bulk graviton, we consider the following small fluctuation around the delocalized $`p`$-brane metric:
$$G_{MN}dx^Mdx^N=𝒞\left[\left(\eta _{\mu \nu }+h_{\mu \nu }\right)dx^\mu dx^\nu +dz^2\right]+𝒞^{\frac{p+1}{n1}}d\stackrel{~}{s}_n^2,$$
(28)
where the metric perturbation $`h_{\mu \nu }(x^\rho ,z)`$, which is taken to be independent of the coordinates of the $`n`$-dimensional compact space $`𝒦_n`$ with the metric $`d\stackrel{~}{s}_n^2`$, is assumed to satisfy the transverse traceless gauge condition $`h_\mu ^\mu =0=^\mu h_{\mu \nu }`$. Then, the $`(\mu ,\nu )`$-component of the Einstein’s equations is approximated, to the first order in $`h_{\mu \nu }`$, to
$$\left[\mathrm{}_x+_z^2\frac{p+n}{2(n1)}\frac{_z𝒞}{𝒞}_z\right]h_{\mu \nu }=0,$$
(29)
where $`\mathrm{}_x\eta ^{\mu \nu }_\mu _\nu `$. To consider the KK mode with mass $`m_\alpha `$, only, we decompose $`h_{\mu \nu }`$ as $`h_{\mu \nu }(x^\rho ,z)=\widehat{h}_{\mu \nu }^{(\alpha )}(x^\rho )f_\alpha (z)`$ and require $`\widehat{h}_{\mu \nu }^{(\alpha )}`$ to satisfy $`\mathrm{}_x\widehat{h}_{\mu \nu }^{(\alpha )}=m_\alpha ^2\widehat{h}_{\mu \nu }^{(\alpha )}`$. Then, the linearized Einstein’s equations (29) reduce to the following form:
$$\left[_z^2\frac{p+n}{2(n1)}\frac{_z𝒞}{𝒞}_z+m_\alpha ^2\right]f_\alpha (z)=0.$$
(30)
This equation can be brought to the following form of the Sturm-Liouville equation:
$$_z\left[𝒞^{\frac{p+n}{2(n1)}}_zf_\alpha \right]+m_\alpha ^2𝒞^{\frac{p+n}{2(n1)}}f_\alpha =0,$$
(31)
from which we see that the KK modes $`f_\alpha (z)`$ with different masses $`m_\alpha `$ are orthogonalized with respect to the weighting function $`w(z)=𝒞^{\frac{p+n}{2(n1)}}`$. Had we used the transverse coordinate $`y`$, instead of $`z`$, the equation satisfied by the KK mode $`f_\alpha `$ would have taken the following form:
$$_y\left[𝒲^{\frac{p+1}{2(n1)}}_yf_\alpha \right]+m_\alpha ^2𝒲^{\frac{p+2n1}{2(n1)}}f_\alpha =0,$$
(32)
from which we know that the KK modes $`f_\alpha (y)`$ are orthogonalized with respect to the weighting function $`w(y)=𝒲^{\frac{p+2n1}{2(n1)}}`$.
In terms of a new $`z`$-dependent function defined as $`\stackrel{~}{f}_\alpha 𝒞^{\frac{p+n}{4(n1)}}f_\alpha `$, Eq. (31) takes the following form of the Schrödinger equation:
$$\frac{d^2\stackrel{~}{f}_\alpha }{dz^2}+V(z)\stackrel{~}{f}_\alpha =m_\alpha ^2\stackrel{~}{f}_\alpha ,$$
(33)
with the potential
$`V(z)`$ $`=`$ $`{\displaystyle \frac{p+n}{16(n1)^2}}\left[(p+5n4)\left({\displaystyle \frac{𝒞^{}}{𝒞}}\right)^24(n1){\displaystyle \frac{𝒞^{\prime \prime }}{𝒞}}\right]`$ (34)
$`=`$ $`{\displaystyle \frac{(\mathrm{\Delta }_p+1)\stackrel{~}{Q}_p^2}{\mathrm{\Delta }_p^2}}{\displaystyle \frac{1}{(1\pm \frac{\mathrm{\Delta }_p+2}{\mathrm{\Delta }_p}\stackrel{~}{Q}_p|z|)^2}}\pm {\displaystyle \frac{2\stackrel{~}{Q}_p}{\mathrm{\Delta }_p}}\delta (z),`$ (35)
where the order in the sign $`\pm `$ is the same as that in Eq. (27). The zero mode solution $`\stackrel{~}{f}_0`$ (corresponding to the zero KK mass $`m_0=0`$) to the Schrödinger equation satisfying the boundary condition $`\stackrel{~}{f}_0^{}(0^+)\stackrel{~}{f}_0^{}(0^{})=\pm \frac{2\stackrel{~}{Q}_p}{\mathrm{\Delta }_p}\stackrel{~}{f}_0(0)`$ is $`\stackrel{~}{f}_0(1\pm \frac{\mathrm{\Delta }_p+2}{\mathrm{\Delta }_p}\stackrel{~}{Q}_p|z|)^{\frac{1}{\mathrm{\Delta }_p+2}}`$. So, the KK zero mode is independent of $`z`$: $`f_0(z)=𝒞^{\frac{p+n}{4(n1)}}\stackrel{~}{f}_0=\mathrm{constant}`$. By calculating the normalization integration $`𝑑yf_0^2w(y)=𝑑yf_0^2𝒲^{\frac{p+2n1}{2(n1)}}`$, one can see that the KK zero mode $`f_0`$ is normalizable when the sign $`\pm `$ in the warp factor (25) is chosen so that the warp factor increases on both sides of the $`p`$-brane, in which case there are curvature singularities at finite non-zero $`y`$. With another choice of the sign, even if the warp factor decreases, the graviton KK zero mode is not normalizable.
Recently, it is observed that free massive particles in the bulk of (non-dilatonic) domain wall with exponentially decreasing warp factor of RS are repelled by the domain wall into the extra spatial direction, whereas those in the domain wall with exponentially increasing warp factor are attracted towards the domain wall. This undesirable feature of the RS domain wall calls for need to find mechanism of trapping massive matter within the domain wall so that matter in our world is not lost into the extra dimension.
Generally, one can show that free massive particles in the bulk of domain wall with decreasing \[increasing\] warp factor are repelled from \[attracted towards\] the domain wall, as follows. We consider the following general form of metric with the warp factor $`𝒲(y)`$:
$$g_{\mu \nu }dx^\mu dx^\nu =𝒲(y)\left[dt^2+d𝐱d𝐱\right]+dy^2.$$
(36)
By contracting the Killing vectors $`/t`$ and $`/x^i`$ of the metric (36) with the velocity $`U^\mu =dx^\mu /d\lambda `$ of a free test particle along its geodesic path $`x^\mu (\lambda )`$ parameterized by an affine parameter $`\lambda `$, one obtains the following constants of motion for the test particle:
$`E`$ $`=`$ $`g_{\mu \nu }\left({\displaystyle \frac{}{t}}\right)^\mu U^\nu =g_{tt}{\displaystyle \frac{dt}{d\lambda }}=𝒲(y){\displaystyle \frac{dt}{d\lambda }},`$ (37)
$`p^i`$ $`=`$ $`g_{\mu \nu }\left({\displaystyle \frac{}{x^i}}\right)^\mu U^\nu =g_{x^ix^i}{\displaystyle \frac{dx^i}{d\lambda }}=𝒲(y){\displaystyle \frac{dx^i}{d\lambda }},`$ (38)
which can be thought of as the energy and linear momentum for massless particles and the energy and linear momentum per unit mass for massive particles. In addition, metric compatibility for the geodesic motion implies
$$ϵ=g_{\mu \nu }\frac{dx^\mu }{d\lambda }\frac{dx^\nu }{d\lambda }=𝒲\left[\left(\frac{dt}{d\lambda }\right)^2\frac{d𝐱}{d\lambda }\frac{d𝐱}{d\lambda }\right]\left(\frac{dy}{d\lambda }\right)^2,$$
(39)
where $`ϵ=1,0`$ respectively for a massive and a massless test particle. By making use of Eq. (38), one can bring Eq. (39) into the following form:
$$ϵ=(E^2𝐩𝐩)𝒲^1\left(\frac{dy}{d\lambda }\right)^2,$$
(40)
where $`𝐩=(p^i)`$. Note, the test particles do not feel any force along the $`𝐱`$-direction, because the metric (36) does not depend on $`𝐱`$. So, it is possible to consider the geodesic motion with $`d𝐱/d\lambda =0`$, or one can just move to a frame in which a massive test particle moves along the $`y`$-direction by using the boost invariance of the metric along the $`𝐱`$-direction. In this case, the velocity of a massive test particle along the $`y`$-direction is given by
$$\frac{dy}{d\lambda }=\pm \sqrt{\frac{E^2}{𝒲}1}.$$
(41)
Note, this equation is valid also for the motion of a massive test particle along the $`y`$-direction in the spacetime with the metric (23), since the massive test particle does not feel any force along the isometry directions of the $`n`$-dimensional compact manifold $`𝒦_n`$ if we, for example, take $`𝒦_n=T^n`$. For a decreasing warp factor $`𝒲`$, the velocity $`dy/d\lambda `$ of a free massive particle ($`ϵ=1`$) along the $`y`$-direction increases as it moves away from the domain wall, implying that the domain wall repels a massive particle. In the case of a massless test particle ($`ϵ=0`$), as can be seen from Eq. (40), its motion can be confined within the worldvolume directions (since $`E^2𝐩𝐩=0`$ for such motion), but it will also be repelled by the domain wall once it has non-zero velocity along the $`y`$-direction. For a increasing warp factor, the velocity of a free massive particle ($`ϵ=1`$) along the $`y`$-direction decreases as it moves away from the domain wall and then the particle reflects back to the domain wall at the turning point $`y=y_0`$, given by $`𝒲(y_0)=E^2`$, implying that the domain wall attracts the massive particle. However, the massless particle ($`ϵ=0`$) can move along the worldvolume directions, but it will continue to move alway from the domain wall with its velocity asymptotically approaching zero, if $`𝒲(y)\mathrm{}`$ as one moves away from the domain wall, once its velocity has nonzero component along the $`y`$-direction. Note, for massless particles it is $`dy/d\lambda `$ that is changing, whereas the speed of light remains constant.
It is therefore quite problematic for the dilatonic domain wall (5) with decreasing warp factor, because massive test particles will be repelled away from the domain wall and hit the singularity at $`|y|=K^1`$. On the other hand, in the bulk background of the delocalized $`p`$-brane (23) with increasing warp factor (25), a massive test particle with a finite energy $`E`$ will always be reflected back to the domain wall before it reaches the singularities, since the warp factor $`𝒲`$ is monotonically increasing, approaching infinity as the singularities are reached. So, even if the delocalized $`p`$-brane with increasing warp factor suffers from singularities at finite non-zero $`y`$, massive matter is trapped within the $`p`$-brane by gravitational force and can never reach the singularities. One can think of a dilatonic domain wall as being compactified from a (intersecting) $`p`$-brane in higher dimensions. Namely, starting from a dilatonic $`p`$-brane solution (10), constructing a dense periodic array of parallel $`p`$-branes along $`n`$ transverse directions to obtain the delocalized $`p`$-brane (22), and then dimensionally reducing along the $`n`$ delocalized transverse directions, one obtains the dilatonic domain wall (3) in $`D=p+2`$ dimensions with the following dilaton coupling parameter:
$$a^2=\frac{(p+n)a_p^2}{p}+\frac{4(p+1)^2n}{p^2(p+n)}.$$
(42)
So, if we take the spacetime to be the product of the domain wall spacetime and a compact manifold $`𝒦_n`$, instead of taking it as just the spacetime of the domain wall, we do not face the problem of test particles repelled to the extra spatial direction and hitting naked singularities of the dilatonic domain wall with decreasing warp factor.
From this picture of dilatonic domain walls, we see that the naked singularities of dilatonic domain walls with the decreasing warp factor can be regarded as a consequence of dimensionally reducing a non-BPS $`p`$-brane. Namely, for the BPS case, the parameter $`Q_p`$ of the $`p`$-brane solution (10) is positive and its corresponding delocalized $`p`$-brane solution (22), therefore, has positive $`\stackrel{~}{Q}_p`$. So, the corresponding dimensionally reduced dilatonic domain wall solution (4) will have positive $`Q`$, thereby having no naked singularities at finite nonzero $`x_{D1}`$. And the same has to be true for the domain wall solution (5) in different coordinates <sup>2</sup><sup>2</sup>2This requirement of the similar singularity structure in different coordinates can be used to fix the sign ambiguity in the coordinate transformation from $`x_{D1}`$ to $`y`$, which brings the metric (3) to the form (5). This sign ambiguity in the coordinate transformation (resulting from $`H^{\frac{2(D1)}{(D2)\mathrm{\Delta }}}dx_{D1}=\pm dy`$) appears as the ambiguity of the choice of sign $`\pm `$ in Eq. (7).. In the case of a non-BPS $`p`$-brane, $`Q_p<0`$ and therefore $`Q<0`$ in the corresponding dilatonic domain wall solution, so there are naked singularities away from the wall. |
warning/0003/hep-ph0003295.html | ar5iv | text | # Introduction
## Introduction
Weak radiative decays of hyperons were first analyzed theoretically forty years ago -. In 1964, in the framework of the unitary symmetry model, a theorem was proved by Hara that decay asymmetry in charged hyperon weak radiative decays $`\mathrm{\Sigma }^+p+\gamma `$ and $`\mathrm{\Xi }^{}\mathrm{\Sigma }^{}+\gamma `$ should vanish in the limit of exact $`SU(3)_f`$ . Experimental discovery of a large negative asymmetry in the radiative decay $`\mathrm{\Sigma }^+p+\gamma `$ , confirmed later , stimulated efforts to explain a drastic contradiction between experimental results and the Hara zero asymmetry prediction ( see, e.g., and references therein). The problem is actual up to now as shown by appearance of new approaches to cite among the most recent ones .
Another problem is related to inconsistency between $`SU(3)_f`$ symmetry and quark model predictions for the asymmetry value in hyperon weak radiative decays. Quark models, while more or less succeeding in describing experimental data on branching ratios and asymmetry parameters (see, e.g., a review and references therein), did not reproduce the Hara claim in the $`SU(3)_f`$ symmetry limit.
The origin of this discrepancy is under discussion up to now although many authors investigated this problem thoroughly - (see also for a very complete list of publications). Recently, it was a subject of discussion in and . Both sides with fine arguments proved once more that the inconsistency persists though the authors have different points of view as to the origin of it. In and , it was argued that while the covariant amplitude in was taken gauge-invariant, the nonrelativistic reduction performed there proved to be gauge-variant. Instead, in , it was stated that gauge invariance was preserved in , and the origin of discrepancy should be hidden in other rather implicit assumptions as that of a sufficiently localized current.
On the other hand we showed that the problem may be solved in part by envoking the toroid dipole moment , although hardly it is possible to attain experimentally observed value.
We would like to show that the origin of both the problems can be in the specific formulation of basic assumptions on weak interaction taken in in the framework of the $`SU(3)_f`$ symmetry model, and a remedy to the problems can be found already by taking a four-flavor model.
## I The basic Hara result
To describe strangeness-changing weak radiative hyperon decays of the baryon octet $`BB^{}+\gamma ,`$ in , usual basic assumptions as to the character of weak interactions were used :
(1) The effective weak interaction Hamiltonian is a sum of products of charged weak currents and their Hermitian conjugates.
(2) The weak interaction is CP-invariant. (Known violation of the CP-invariance was ignored .)
These assumptions were read in as invariance of the effective strangeness-changing weak interaction Hamiltonian under exchange of the unitary indices $`23`$ (see also ):
$$H_{SU(3)_f}^{eff}(|\mathrm{\Delta }S|=1)=\frac{G_F}{2\sqrt{2}}sin\theta _Ccos\theta _C\{[J_1^2,J_3^1]_++(23)\},$$
where $`J_1^2`$ and $`J_1^3`$ are weak hadron currents with $`|\mathrm{\Delta }S|=0`$ and $`|\mathrm{\Delta }S|=1`$, respectively, in the usual $`SU(3)_f`$ tensor notation. Let us rewrite it in terms of the weak quark currents. The effective CP-invariant quark weak Hamiltonian with $`|\mathrm{\Delta }S|=1`$ in the three-quark model is
$$H_W^{eff}(|\mathrm{\Delta }S|=1)=\frac{G_F}{\sqrt{2}}sin\theta _Ccos\theta _C\left\{(\overline{u}O_\mu d)(\overline{s}O_\mu u)+(\overline{u}O_\mu s)(\overline{d}O_\mu u)\right\},$$
(1)
where $`O_\mu =\gamma _\mu (1\gamma _5).`$ The $`H_W^{eff}(|\mathrm{\Delta }S|=1)`$ is invariant under exchange of s- and d-quarks, $`sd`$ (or equivalently, under exchange of indices $`23`$ because of the relation $`B_\beta ^\alpha =ϵ_{\beta \gamma \delta }\{q^\beta ,q^\gamma \}q^\delta ,`$ where $`\alpha ,\beta ,\gamma ,\delta =1,2,3`$ and $`u=q^1,d=q^2,s=q^3`$, between the baryon wave functions and quark ones.)
The parity-violating (PV) parts of the amplitudes of weak radiative hyperon decays were written in as follows:
$`M_{SU(3)_f}^{PV}=J_\mu ^{(d)}ϵ_\mu +H.C.=`$ (2)
$`\{a^d(\overline{B}_2^3O_\mu ^dB_1^1\overline{B}_1^1O_\mu ^dB_3^2)+b^d(\overline{B}_1^3O_\mu ^dB_2^1\overline{B}_1^2O_\mu ^dB_3^1)+`$ (3)
$`c^d(\overline{B}_2^1O_\mu ^dB_1^3\overline{B}_3^1O_\mu ^dB_1^2)+d^d(\overline{B}_1^1O_\mu ^dB_2^3\overline{B}_3^2O_\mu ^dB_1^1)\}ϵ_\mu ,`$ (4)
with the gauge-invariant Lorentz structure $`O_\mu ^d=i\sigma _{\mu \nu }k_\nu \gamma _5`$ , $`ϵ_\mu `$ being the photon polarization 4-vector. The upper script $`d`$ stays for dipole transition moment. To preserve invariance under exchange $`23`$, Hara put $`a^d=d^d`$, opening a possibility of the nonzero asymmetries for $`(\mathrm{\Sigma }^0,\mathrm{\Lambda })n+\gamma `$ and $`\mathrm{\Xi }^0(\mathrm{\Sigma }^0,\mathrm{\Lambda })+\gamma `$ decays. At the quark level, a requirement of the CP-invariance in the form $`ds`$ just prescribes that amplitudes of the decays $`(\mathrm{\Sigma }^0,\mathrm{\Lambda })(usd)n(ddu)+\gamma `$ (+its HC) transform into the HC amplitudes of quite different decays $`\mathrm{\Xi }^0(ssu)(\mathrm{\Sigma }^0,\mathrm{\Lambda })(uds)+\gamma .`$
Instead of this, PV transition amplitudes of the decays $`\mathrm{\Sigma }^+p+\gamma `$ and $`\mathrm{\Xi }^{}\mathrm{\Sigma }^{}+\gamma `$ disappear in Eq.(3). The relevant terms $`\overline{B}_1^3O_\mu ^dB_2^1`$ and $`\overline{B}_2^1O_\mu ^dB_1^3,`$ which should be invariant under exchange of indices $`23`$, change signs under Hermitian conjugation; therefore, the condition $`b^d=c^d=0`$ should be imposed. The origin of this result is readily seen at the quark level. Under the exchange $`ds`$, the PV amplitudes of decays $`\mathrm{\Sigma }^+(uus)p(uud)+\gamma `$ and $`\mathrm{\Xi }^{}(ssd)\mathrm{\Sigma }^{}(dds)+\gamma `$ are transformed into the respective HC amplitudes of the same decays but with a wrong sign.
This is in fact a source of all the troubles with the hyperon weak radiative decays in the framework of the $`SU(3)_f`$ model, as it just gives zero asymmetry for $`\mathrm{\Sigma }^+p+\gamma `$ and $`\mathrm{\Xi }^{}\mathrm{\Sigma }^{}+\gamma `$ decays.
## II GIM model and PV amplitudes of the weak radiative hyperon decays
The simple picture of the weak interaction used in was in fact based on a single weak isodublet $`\left(\begin{array}{cc}u& \\ d_C& \end{array}\right)_L`$, and led, as it is well known, to the existence of the strangeness- changing neutral weak current. This difficulty unknown in 1964 was overcome in the famous GIM model where another weak isodublet $`\left(\begin{array}{cc}c& \\ s_C& \end{array}\right)_L`$, was introduced in order to make the neutral weak current diagonal in quark flavors. Following this we try to rewrite the Hara theorem in the context of the four-flavor scheme ( for a moment not taking a six-flavor one) in order to get rid of the undesirable strangeness-changing neutral current implicitly hidden in .
In the framework of the GIM model, the relevant part of the CP-invariant effective Hamiltonian containing $`|\mathrm{\Delta }S|=1`$ piece reads now in terms of quarks as
$`H_{GIM}^{eff}={\displaystyle \frac{G_F}{\sqrt{2}}}sin\theta _Ccos\theta _C\{(\overline{u}O_\mu d+\overline{c}O_\mu s)(\overline{s}O_\mu u\overline{d}O_\mu c)+`$ (5)
$`(\overline{u}O_\mu s\overline{c}O_\mu d)(\overline{d}O_\mu u+\overline{s}O_\mu c)\}.`$ (6)
But the Hamiltonian $`H_{GIM}^{eff}`$ is no longer invariant under either change $`sd`$ or $`cu`$. Instead of this under a simultaneous change $`sd`$ and $`cu`$, it just changes an overall sign. We try now to insert this Ansatz into the effective flavor-changing electromagnetic current.
And this turns to be a solution of the Hara puzzle.
Really, now for the $`\mathrm{\Sigma }^+p+\gamma `$ PV decay amplitude , the Hermitian conjugation and invariance of $`H_{GIM}^{eff}`$ given by Eq.(6) under the flavor exchange are uncorrelated.
To see this in terms of $`SU(4)_f`$ baryon wave functions, along the lines of the Hara proof and a discussion in , we construct an appropriate baryon $`SU(4)_f`$ weak radiative transition current that
(i) conserves built-in weak interaction properties (1) and (2);
(ii) mantains gauge invariance .
The corresponding matrix element should be invariant under an overall change of sign with simultaneous changes of indices $`14`$ and $`23.`$ This statement is essentially similar to that made by Hara, and independent of the conjecture of the U- or P-spin used in . In this way, (i) would be satisfied at the level of the four-flavor model, and instead of Eq.(3), we obtain:
$`M_{GIM}^{PV}(|\mathrm{\Delta }S|=1)=J_\mu ^{PV}ϵ_\mu +H.C.=`$ (7)
$`\{a^{pv}(\overline{B}_2^{34}O_\mu ^dB_{14}^1\overline{B}_1^{14}O_\mu ^dB_{34}^2\overline{B}_3^{21}O_\mu ^dB_{41}^4+\overline{B}_4^{41}O_\mu ^dB_{21}^3)+`$ (8)
$`b^{pv}(\overline{B}_1^{34}O_\mu ^dB_{24}^1\overline{B}_1^{24}O_\mu ^dB_{34}^1\overline{B}_4^{21}O_\mu ^dB_{31}^4+\overline{B}_4^{31}O_\mu ^dB_{21}^4)+`$ (9)
$`c^{pv}(\overline{B}_2^{14}O_\mu ^dB_{14}^3\overline{B}_3^{14}O_\mu ^dB_{14}^2)+`$ (10)
$`d^{pv}(\overline{B}_1^{14}O_\mu ^dB_{24}^3\overline{B}_3^{24}O_\mu ^dB_{14}^1\overline{B}_4^{14}O_\mu ^dB_{13}^2+\overline{B}_2^{13}O_\mu ^dB_{14}^4)+`$ (11)
$`f^{pv}(\overline{B}_1^{13}O_\mu ^dB_{12}^1\overline{B}_1^{12}O_\mu ^dB_{13}^1+\overline{B}_4^{34}O_\mu ^dB_{24}^4\overline{B}_4^{24}O_\mu ^dB_{34}^4)\}ϵ_\mu ,`$ (12)
where $`SU(4)`$ 20-plet baryon wave functions can be written in terms of quark wave functions as usual
$$B_{\beta \gamma }^\alpha =ϵ_{\beta \gamma \eta \rho }\{q^\alpha ,q^\eta \}q^\rho ,\alpha ,\beta ,\gamma ,\eta ,\rho =1,2,3,4$$
and $`u=q^1,d=q^2,s=q^3,c=q^4.`$ We remind that $`SU(3)`$ octet baryons are
$$B_{34}^1=p,B_{24}^1=\mathrm{\Sigma }^+,B_{14}^3=\mathrm{\Xi }^{},B_{24}^3=\mathrm{\Xi }^0,$$
$$B_{14}^2=\mathrm{\Sigma }^{},B_{14}^1=\frac{1}{\sqrt{2}}\mathrm{\Sigma }^0+\frac{1}{\sqrt{6}}\mathrm{\Lambda }^0,B_{34}^2=n,$$
while those relevant charmed ones are
$$B_{13}^4=\mathrm{\Xi }_{cc}^+(ccd),B_{12}^4=\mathrm{\Omega }_{cc}^+(ccs),$$
$$B_{13}^2=\mathrm{\Sigma }_c^0(cdd),B_{14}^4=\frac{2}{\sqrt{6}}\mathrm{\Xi }_{cs}^0(csd),B_{12}^3=\mathrm{\Omega }_c^0(css)$$
$$B_{34}^4=\frac{2}{\sqrt{6}}\mathrm{\Lambda }_c^+(cud),B_{13}^1=\frac{1}{\sqrt{2}}\mathrm{\Sigma }_c^+(cud)+\frac{1}{\sqrt{6}}\mathrm{\Lambda }_c^+(cud),$$
$$B_{24}^4=\frac{2}{\sqrt{6}}\mathrm{\Xi }_{cs}^+(csu),B_{12}^1=\frac{1}{\sqrt{2}}\mathrm{\Xi }_{cs}^+(csu)+\frac{1}{\sqrt{6}}\mathrm{\Xi }_{cs}^+(csu).$$
The main point is that now no coefficient in Eq.(12) should be put equal to zero, so neither $`\mathrm{\Sigma }^+p+\gamma `$ nor $`\mathrm{\Xi }^{}\mathrm{\Sigma }^{}+\gamma `$ decay PV amplitudes vanish.
We repeat once more that, in the Hara formulation, the term $`\overline{B}_1^3O_\mu ^dB_2^1`$ in Eq.(3) (which describes PV part of the $`\mathrm{\Sigma }^+p+\gamma `$ decay ) has, as its Hermitian conjugation term (HC), $`\overline{B}_1^2O_\mu ^dB_3^1`$, while if the assumption (i) reads as invariance under change $`23`$, there must be $`+\overline{B}_1^2O_\mu ^dB_3^1`$. This results in a zero contribution to the PV amplitude of the $`\mathrm{\Sigma }^+p+\gamma `$ decay . The same reasoning is valid also for the term describing $`\mathrm{\Xi }^{}\mathrm{\Sigma }^{}+\gamma `$ decay.
But now with the requirement (i) formulated in the form consistent with the GIM model, the term $`(\overline{B}_1^{34}O_\mu ^dB_{24}^1\overline{B}_1^{24}O_\mu ^dB_{34}^1)`$ corresponding to the $`\mathrm{\Sigma }^+(uus)p(uud)+\gamma `$ decay (+ its HC ) just transforms into the term $`(\overline{B}_4^{31}O_\mu ^dB_{21}^4\overline{B}_4^{21}O_\mu ^dB_{31}^4)`$ that describes the PV part of the $`\mathrm{\Omega }_{cc}^+(ccs)\mathrm{\Xi }_{cc}^+(ccd)+\gamma `$ decay amplitude (+ its HC).
Instead of this the term $`(\overline{B}_2^{14}O_\mu ^dB_{14}^3\overline{B}_3^{14}O_\mu ^dB_{14}^2)`$ describing the PV part of the $`\mathrm{\Xi }^{}(ssd)\mathrm{\Sigma }^{}(dds)+\gamma `$ decay (+ its HC) transforms into itself with the same sign. It is easy to see that the corresponding PC part of this amplitude vanishes, so a zero asymmetry prediction persists for this decay. But this result does not contradict quark model calculations where only the $`sd+\gamma `$ decay diagram contributes, and its PV part vanishes in the limit $`m_s=m_d`$ .
So, none of the PV amplitudes of the hyperon octet radiative decays should be zero, if general requirements like properties under Hermitian conjugation, CP-invariance, etc, are applied in the framework of the GIM model ( not talking of the six-flavor scheme for a moment). Disregarding new baryons containing c-quark in Eq.(12) and omitting index 4 altogether, we formally arrive at Eq.(3). Also, $`|\mathrm{\Delta }S|=1`$ neutral weak current appears and with it inadmissible values for $`BB^{}+e^+e^{}`$ rates. The unique mode to go to the $`SU(3)`$ symmetry model limit, without falling in troubles with weak neutral currents, would be to put the Cabibbo angle equal to zero, forbidding thus all the processes with $`|\mathrm{\Delta }S|=1`$ in the sector of quarks u,d,s.
## III Conclusion
So, the Hara prediction proves to be valid only in the old-fashioned $`SU(3)_f`$ model where by default there are also strangeness-changing neutral currents, about which almost nobody worried in 1964. Already in the framework of the GIM model, even not taking into account more quark flavors, the Hara prediction of the zero asymmetry in the $`\mathrm{\Sigma }^+p+\gamma `$ decay is no longer valid. It is interesting that due to vanishing of the parity-conserving amplitude, the zero asymmetry prediction persists for the $`\mathrm{\Xi }^{}\mathrm{\Sigma }^{}+\gamma `$ decay.
Thus, there is no contradiction of the unitary model approach with the quark model one either for the $`\mathrm{\Sigma }^+p+\gamma `$ decay or for the $`\mathrm{\Xi }^{}\mathrm{\Sigma }^{}+\gamma `$ one.
We conclude our letter with a remark that maybe experimental observation of the nonzero asymmetry in the $`\mathrm{\Sigma }^+p+\gamma `$ decay could serve as indication of some serious difficulties in the description of electroweak interactions in the framework of the 3-quark model already in early seventies and could be just one more argument in favor of the 4th quark and diagonal flavor structure of weak neutral currents.
## ACKNOWLEDGEMENTS
The authors are grateful to V. Dmitras̆inović for the reprint of his paper. One of the authors (V.Z.) thanks G.Costa, F.Hussain, N.Paver, S.Petcov , and M.Tonin for interest in the early stage of this work and discussion. One of the authors (V.Z.) is grateful to the International Centre for Theoretical physics, Trieste, where part of this work was done, for hospitality and financial support. |
warning/0003/cond-mat0003467.html | ar5iv | text | # Ultrafast spin dynamics and critical behavior in half-metallic ferromagnet : Sr₂FeMoO₆
## Abstract
Ultrafast spin dynamics in ferromagnetic half-metallic compound S$`\mathrm{r}_2\mathrm{FeMoO}_6`$ is investigated by pump-probe measurements of magneto-optical Kerr effect. Half-metallic nature of this material gives rise to anomalous thermal insulation between spins and electrons, and allows us to pursue the spin dynamics from a few to several hundred picoseconds after the optical excitation. The optically detected magnetization dynamics clearly shows the crossover from microscopic photo-induced demagnetization to macroscopic critical behavior with universal power law divergence of relaxation time for wide dynamical critical region.
Control and manipulation of spins by ultrafast optical excitation, which gives rise to photo-induced magnetization change and magnetic phase transitions in dilute magnetic semiconductor quantum structures , doped semiconductors and ferromagnetic metals , have attracted considerable attention. Recent study on the magnetization dynamics in the photo-excited Ni films with nonlinear optical techniques has revealed ultrafast spin process within 50 fs . Strongly correlated electron systems with half-metallic nature, which have perfectly spin polarized conducting electrons at the ground state, are promising candidates for the study of the photo-induced spin dynamics. These materials have been found to possess exotic physical properties such as colossal magnetoresistance, which have strong application potential . The strong coupling between spin, charge and lattice degrees of freedom in strongly correlated systems makes it possible to manipulate the magnetic properties via cooperative effects induced by optical excitation. In particular, the evidence of photo-induced phase transition accompanied with magnetization changes have been recently reported . In order to understand the nature of these phenomena, it is crucial to investigate the temporal evolution of the spin system in the picosecond time scale. Although some attempts have been made by employing pump-probe spectroscopy , to the best of our knowledge direct investigation of the ultrafast spin dynamics in half-metallic materials has not been reported so far. Such an investigation can be carried out by exploiting the time resolved magneto-optical Kerr effect (MOKE), which has been shown to be a powerful tool to study the ultrafast dynamics of magnetization .
In the present paper we report on the ultrafast pump-probe MOKE and reflectivity study of dynamics of spin and electron systems in the ordered double perovskite $`\mathrm{Sr}_2\mathrm{FeMoO}_6`$. Since Fe$`{}_{}{}^{3+}(3d^5;t_{2g}^3e_g^2,S=5/2)`$ and Mo$`{}_{}{}^{5+}(4d^1;t_{2g}^1,S=1/2)`$ couple antiferromagentically via interatomic exchange interaction and the down-spin electron of Mo<sup>5+</sup> is considered itinerant (upper panel of Fig. 1), a conducting ferrimagnetic ground state with half-metallic nature is expected for this material. The density functional calculation also shows that the occupied up-spin band mainly consists of Fe $`3d`$ electrons, while the Fermi level exists within the down-spin band composed of Fe $`t_{2g}`$ and Mo $`t_{2g}`$ electrons. The temperature dependence of magnetization and resistivity measurements under the magnetic field have shown the ferromagnetic phase transition with the Curie temperature $`T_C`$ $``$ 410-450 K Also, this material in the form of polycrystalline ceramics shows inter-grain tunneling type giant magnetoresistance at room temperature because of its spin polarization. Another important property of $`\mathrm{Sr}_2\mathrm{FeMoO}_6`$ is the enhancement of MOKE due to spin-orbit coupling of $`t_{2g}`$ electrons in the heavy Mo-atom. The strong MOKE signal enables us to investigate the spin dynamics over a wide temporal range from sub-picosecond to nanosecond and to obtain the critical exponent of the relaxation time at the magnetic phase transition.
The MOKE measurements are carried out on single crystal $`\mathrm{Sr}_2\mathrm{FeMoO}_6`$, grown by floating-zone method, in polar Kerr configuration under the magnetic field of 2000 Oe, where the magnetization is nearly saturated at room temperature , utilizing polarization modulation by a piezo-elastic modulator (CaF<sub>2</sub>). Figure 1 (a) shows the spectral profiles of ellipticity $`\eta `$ and rotation angle $`\theta `$ at room temperature. A very large MOKE signal, one order of magnitude larger than that of the doped manganites is observed. The MOKE signal is proportional to $`fM`$, where $`M`$ is the magnetization and $`f`$ is determined by the complex refractive index at the probe frequency. Correspondingly, the magneto-optical spectra show resonance, known as the plasma enhancement effect , around 1eV, which is close to the plasma edge. The temperature dependence of the $`\eta `$, probed at a photon energy of 0.95 eV, clearly shows the magnetic phase transition at $`450\mathrm{K}`$, which is the $`T_C`$ of the present sample. Since the reflectivity is almost temperature independent in this temperature range, the sample magnetization can be monitored with the $`\eta `$.
For the pump-probe measurements, a Ti:Sapphire regenerative amplifier system (1 kHz repetition rate) with an Optical Parametric Amplifier (OPA) is used as light source. The second harmonic of the amplified pulses with a pulse duration of 200 fs, photon energy of 3.1 eV and a maximum fluence of 90 $`\mu \mathrm{J}/`$cm<sup>2</sup> is used as pump pulse, and its energy is close to the charge transfer excitation from O $`2p`$ to Fe/Mo $`t_{2g}`$ band with down-spin (see the upper panel of Fig.1). The probe pulses from the OPA are tuned to 0.95 eV, at which the ellipticity dominates the MOKE signal rather than the rotation effect (Fig.1 (b)). The pump-probe MOKE measurements are also carried out in polar Kerr configuration and the polarization change of the reflected light from the sample is measured by a balanced detection scheme shown in Fig. 2 (a). By synchronizing the chopper for the pump beam with the regenerative amplifier, the balanced signal is detected and analyzed shot by shot using boxcar integrator and A/D converter. The photo-induced Kerr ellipticity change is measured as the difference between magnetization reversal signals, i.e., $`\mathrm{\Delta }\eta _{Kerr}=\frac{1}{2}[\mathrm{\Delta }\eta (M)\mathrm{\Delta }\eta (M)]`$ by changing the sign of the magnetic field in order to eliminate the contribution from the pump induced optical anisotropy. A sensitivity of 10<sup>-3</sup> deg is achieved in our measurement system. The signal is observed to be proportional to the pump beam intensity in all pump-probe measurements.
The inset in Fig. 2 (a) shows the transient reflection change $`\mathrm{\Delta }R/R`$, measured at 300 K. It shows a sharp reduction in the reflectivity during the pump pulse duration, followed by a fast relaxation within $`23\mathrm{p}\mathrm{s}`$ (region (1)) and a fairly long time plateau up to few tens of nanosecond (region (2)). The reflectivity returns to the initial state in 1 ms by heat diffusion (region (3)). Figures 2 (b) and (c) show the $`\mathrm{\Delta }R/R`$ and ellipticity change $`\mathrm{\Delta }\eta _{Kerr}`$ for different temperatures, indicating that the temperature dependence is negligible in $`\mathrm{\Delta }R/R`$, while that is significant in $`\mathrm{\Delta }\eta _{Kerr}`$. The temporal evolution of $`\mathrm{\Delta }\eta _{Kerr}`$ up to 500 ps is shown in Fig.3 (a) for different temperatures. One can observe from Fig. 3(a), that below the Curie point, it can be fitted by $`\mathrm{\Delta }\eta _{Kerr}\left(t\right)=\mathrm{\Delta }\eta _{step}+(\mathrm{\Delta }\eta _{max}\mathrm{\Delta }\eta _{step})(1\mathrm{exp}\left[t/\tau _{spin}\right])`$, where $`\mathrm{\Delta }\eta _{step}`$ describes the instantaneous decrease in the $`\mathrm{\Delta }\eta _{Kerr}`$, while $`\mathrm{\Delta }\eta _{max}`$ is the asymptotic value at the quasi-equilibrium state. The signal, $`\mathrm{\Delta }\eta _{max}`$, increases drastically close to $`T_C`$ as shown in Fig.3 (b). Our measurements reveal nearly linear increase of $`\mathrm{\Delta }\eta _{max}`$ with the pump intensity.
The most striking feature is the very slow spin thermalization observed in $`\mathrm{\Delta }\eta _{Kerr}`$ signal in comparison with the electron thermalization observed in transient $`\mathrm{\Delta }R/R`$ data. In $`\mathrm{Sr}_2\mathrm{FeMoO}_6`$, the behavior of electrons is similar to that of ferromagnetic nickel . Specifically, the electron temperature rises rapidly by the optical excitation and it relaxes within 2 to 3 picoseconds to reach quasi-equilibrium temperature, which is 8-10 K, obtained from $`\mathrm{\Delta }R/R`$, higher than the initial temperature. The fast decay of transient reflectivity indicates that the local heat transfer from electron to the lattice system is completed within a few picoseconds, accompanied by the lattice heat-up to reach quasi-equilibrium temperature. On the other hand, the behavior of the spin system in $`\mathrm{Sr}_2\mathrm{FeMoO}_6`$ looks very different from the behavior of the electronic system. Specifically, the very slow spin thermalization (see Fig. 2(c)), which is pronounced at higher temperature, indicates the anomalously small heat exchange between electrons and spins in $`\mathrm{Sr}_2\mathrm{FeMoO}_6`$. Such an electron-spin thermal insulation can be attributed to the nature of the half-metallic electronic structure where conducting electrons are perfectly spin polarized in the down-spin band and isolated from the insulating up-spin band as shown schematically in the upper panel of Fig. 1. Thermal motion of electrons around the Fermi level in the spin polarized conduction band does not increase the spin temperature.
From the observed results, we have the following scenario for the temporal evolution of electron, lattice and spin system in $`\mathrm{Sr}_2\mathrm{FeMoO}_6`$. Initially, during the photo-excitation ($`1\mathrm{ps}`$), the electron system is heated-up and rapidly thermalized due to electron-electron interaction. In this first stage the ellipticity shows a sharp decrease ($`\mathrm{\Delta }\eta _{step}`$). In the next stage, the electron system relaxes by its energy transfer to the lattice system. The electron and lattice systems reach quasi-equilibrium state ($`5\mathrm{p}\mathrm{s}`$) by the electron-phonon interaction, leaving the spin system at its initial temperature. After that, the spin slowly relaxes toward this quasi-equilibrium state through weak heat exchange with the reservoir at quasi-equilibrium temperature. Finally, the system returns to the initial state by heat diffusion.
The sharp decrease in the ellipticity is the major feature of the initial stage of the optical relaxation in $`\mathrm{Sr}_2\mathrm{FeMoO}_6`$ (see inset of Fig. 2). The ratio $`\mathrm{\Delta }\eta _{step}/\eta `$ shows a weak temperature dependence (see Fig. 3(c)). Since MOKE signal is proportional to $`fM`$, both photo-induced change in the refractive index ($`\mathrm{\Delta }f/f\mathrm{\Delta }R/R)`$ as well as the photo-induced magnetization change $`\left(\mathrm{\Delta }M/M\right)`$ contribute to $`\mathrm{\Delta }\eta _{step}/\eta `$. Though the relative instantaneous changes in the ellipticity and reflectivity are of the same order, $`\mathrm{\Delta }\eta _{step}/\eta \mathrm{\Delta }R/R0.01`$, the subsequent temporal evolution of $`\mathrm{\Delta }\eta _{Kerr}`$ in the picosecond time scale is very different from that of $`\mathrm{\Delta }R`$. This indicates the direct demagnetization by resonant optical excitation. However, as it has been discussed in recent papers on Ni , it is premature to directly connect the MOKE signal with demagnetization in such ultrafast time scale.
We now discuss the temporal evolution of the MOKE signal in the second stage, when the electron and lattice system have reached the quasi-equilibrium (plateau region (2) in the inset of Fig. 2). The dramatic increase in $`\mathrm{\Delta }\eta _{max}`$(see Fig. 3(b)) and the relaxation time $`\tau _{spin}`$ as the temperature approaches $`T_C`$ indicate that the time resolved signal directly reflects the critical behavior of magnetization at the ferromagnetic phase transition. The spin temperature at the quasi-equilibrium, which can be estimated from Fig. 3(b) and the temperature dependence of the $`\eta `$ (Fig. 1(a)), is in good agreement with the electron temperature estimated from $`\mathrm{\Delta }R/R`$.
It is necessary to emphasize that the time-resolved MOKE measurements give us an unique opportunity to study the critical dynamics of spin system independently from other degrees of freedom and obtain the critical characteristics of the ferromagnetic phase transition. The dynamics of the second order phase transition can be described by the dynamical scaling theory , which allows us to relate the critical behavior of the kinetic parameters (e.g. the relaxation time) to the critical exponents of the static parameters (e.g. correlation length) on the both sides of the critical point. The theory predicts that in the vicinity of $`T_C`$, the relaxation time of the order parameter can be described as $`\tau |TT_C|^{z\nu }`$, where $`\nu `$ and $`z`$ denote the critical exponent of the correlation length and the dynamical critical exponent respectively. Figure 4 shows the temperature dependence of $`\tau _{spin}`$ as a function of $`|T^{}T_C|`$, where $`T^{}`$denotes the quasi-equilibrium temperature at the plateau region (temperature region (2) in the inset of Fig.2(a)). One can clearly observe the power law divergence with $`z\nu =1.22\pm 0.06`$ for the spin relaxation time in the vicinity of $`T_C`$. It should be emphasized that the power law behavior is established in the time scale of few tens of picosecond, while the width of the dynamical critical region is much higher than for conventional metals . The theoretical calculation for the three dimensional Ising and Heisenberg models give $`z\nu 1.30`$ and $`1.37`$, respectively, while the two-dimensional Ising model gives $`z\nu 2.165`$. Therefore, our measurements clearly indicate three dimensionality of the spin system in $`\mathrm{Sr}_2\mathrm{FeMoO}_6`$.
We have presented ultrafast spin dynamics in the ordered double perovskite $`\mathrm{Sr}_2\mathrm{FeMoO}_6`$ by using the time-resolved MOKE technique. We have observed, for the first time, extremely slow relaxation of spins, thermally insulated from electron and lattice systems due to the half-metal nature of this material. The thermal insulation of spin system provides us a unique opportunity to examine the non-equilibrium spin dynamics near the critical point in a time scale from picosecond to nanosecond range. Crossover from ultrafast microscopic spin relaxation to macroscopic critical behavior has been clearly demonstrated. In the vicinity of the critical point, the spin relaxation time increases as $`|TT_C|^{(1.22\pm 0.06)}`$ , which is consistent with the theoretical prediction for the 3D ferromagnetic system. We also observe very fast decrease in the MOKE signal $`\mathrm{\Delta }\eta _{Kerr}`$ caused by charge transfer optical excitation. Although the underlying physical mechanism of such an ultrafast phenomenon is not established yet, the distinct difference in the temporal profiles of the photo-induced reflectivity and ellipticity suggests the contribution from ultrafast spin dynamics to nonlinear MOKE signal.
The authors are grateful to S. Miyashita, N. Ito, N. Nagaosa, M. Ueda, Yu. P. Svirko and C. Ramkumar for illuminating discussions. This work is supported in part by a grant-in-aid for COE Research from the Ministry of Education, Science, Sports and Culture of Japan and the New Energy and Industrial Technology Development Organization (NEDO).
Figure captions.
Fig. 1. Magneto-optical Kerr measurements on $`\mathrm{Sr}_2\mathrm{FeMoO}_6`$ under the magnetic field of 2000 Oe.(a) Kerr rotation (solid line) and ellipticity (dashed line) spectra at 300K. (b) Temperature profile of linear Kerr ellipticity probed at 0.95eV. The upper panel shows the spin configuration of Fe and Mo ions and a schematic of the electronic band structure of $`\mathrm{Sr}_2\mathrm{FeMoO}_6`$ based on the density-functional calculations by Sawada and Terakura (Ref.).
Fig. 2. (a) Schematic of the experimental setup for the pump-probe magneto-optical Kerr measurements. Inset shows the temporal evolution of transient reflection change $`\mathrm{\Delta }R/R`$ from subpicoseconds up to millisecond. Temporal evolution of the transient reflection $`\mathrm{\Delta }R/R`$ (b) and Kerr ellipticity change $`\mathrm{\Delta }\eta _{Kerr}`$ (c) up to 50ps, measured at 200K, 300K and 400K.
Fig. 3. (a) Temporal evolution of photo-induced Kerr ellipticity $`\mathrm{\Delta }\eta _{Kerr}`$ up to 500 ps, measured at various temperatures. Solid lines are the exponential fit. Temperature profiles of $`\mathrm{\Delta }\eta _{max}`$ (b) and rapid component $`\mathrm{\Delta }\eta _{step}`$ normalized to linear Kerr ellipticity $`\eta `$ (c).
Fig. 4. Temperature dependence of spin relaxation time $`\tau _{spin}`$ as a function of $`|T^{}T_C|`$. The solid line is a power law fit $`|T^{}/T_C1|^{z\nu }`$ for the points near $`T_C.`$ The fit returns $`z\nu =1.22\pm 0.06`$. |
warning/0003/cond-mat0003367.html | ar5iv | text | # Three-Dimensional Ising Model and Transfer Matrices
## 1 Introduction
Although over a half-century has passed, solving the 3D Ising model exactly is still an open problem. Anyone who claims to solve this model exactly should, at least, evaluate its partition function, internal energy per site, critical temperature and the critical exponents $`\alpha `$ and $`\beta `$ calculated from the relevant heat capacity and magnetization per site individually. In addition, a crucial test, similar to one L.Onsager did in 1944, to check whether the results are right or wrong, is that one should compare the series expansion coefficients of the internal energy per site at the high temperature limit with the series obtained from some other methods e.g., the computer graphic method, at least up to the first three or four nonvanishing terms .
Among the many various methods for deriving the partition function of the 2D Ising model, transfer matrix method is the oldest and original method. However, the generalization of this method to the 3D case has had relatively little discussion. In this paper, we have no ambition to solve this 3D Ising model satisfying all of the requirements mentioned above. Instead, B.Kaufman’s approach in the 3D Ising model is carried out step by step. Any approximation is avoided if we possibly can. In the following, it is shown that, when a transfer matrix formalism is set up, a spinor representation can work. 2-dimensional rotations in the direct product space and the feature that all of the eigenvalue equations reduce miraculously to only one equation also appear in the 3D Ising model. Even though the final high-temperature expansion series of internal energy per site is not exactly the same as the computer graphic method’s, these two series do have the same structures. This discrepancy may be related to a dilemma between the choice of the directions of the 2-dimensional rotations in order to find the largest eigenvalue and losing the fascinating feature that all of the eigenvalue equations reduce to only one equation. Be it ever not so perfect, we hope this generalization may lay the foundations for further study.
## 2 Transfer Matrices
Let us consider a simple cubic lattice with $`l`$ layers, each has $`m`$ rows and $`n`$ sites per row. So there are N points on the lattice, N=$`mnl`$. Periodic boundary conditions are used. To each lattice point, with integral coordinates $`\tau `$, $`\rho `$, $`\zeta `$, we assign a spin variable s($`\tau `$,$`\rho `$,$`\zeta `$) which takes two values $`\pm `$ 1. The energy of the configuration is given by
$$E(s)=J\underset{\tau =1}{\overset{n}{}}\underset{\rho =1}{\overset{m}{}}\underset{\zeta =1}{\overset{l}{}}\{s(\tau ,\rho ,\zeta )s(\tau +1,\rho ,\zeta )+s(\tau ,\rho ,\zeta )s(\tau ,\rho +1,\zeta )+s(\tau ,\rho ,\zeta )s(\tau ,\rho ,\zeta +1)\}.$$
(1)
J($`>`$0) is the coupling of a pair of neighboring spins. The partition function
$`𝒵`$ $`=`$ $`{\displaystyle \underset{(s)}{}}e^{E(s)/T}`$ (2)
$`=`$ $`{\displaystyle \underset{(s)}{}}{\displaystyle \underset{\tau =1}{\overset{n}{}}}{\displaystyle \underset{\rho =1}{\overset{m}{}}}{\displaystyle \underset{\zeta =1}{\overset{l}{}}}e^{Ks(\tau ,\rho ,\zeta ,)s(\tau +1,\rho ,\zeta )}e^{Ks(\tau ,\rho ,\zeta )s(\tau ,\rho +1,\zeta )}e^{Ks(\tau ,\rho ,\zeta )s(\tau ,\rho ,\zeta +1)},`$ (3)
is taken over all the $`2^N`$ possible configurations. Here $`KJ/T`$. Now we factor the partition function into terms each involving only two neighboring spins, giving
$`𝒵`$ $`=`$ $`{\displaystyle \underset{s(1,,)}{}}\mathrm{}{\displaystyle \underset{s(n,,)}{}}<s(1,,)𝒱s(2,,)><s(2,,)𝒱s(3,,)>\mathrm{}`$
$`<s(n,,)𝒱s(1,,)>`$
$`=`$ $`Tr𝒱^n,`$ (5)
where the matrix elements of the transfer matrix $`𝒱`$ are
$$<s(\tau ,,)𝒱s(\tau +1,,)>=\underset{\rho =1}{\overset{m}{}}\underset{\zeta =1}{\overset{l}{}}e^{Ks(\tau ,\rho ,\zeta )s(\tau +1,\rho ,\zeta )}e^{Ks(\tau ,\rho ,\zeta )s(\tau ,\rho +1,\zeta )}e^{Ks(\tau ,\rho ,\zeta )s(\tau ,\rho ,\zeta +1)}.$$
(6)
$`𝒱`$ can be put into a more convenient form by factoring it into the product of simpler matrices,
$`𝒱`$ $`=`$ $`𝒱_3𝒱_2𝒱_1,`$ (7)
$`<s(\tau ,,)𝒱_1s(\tau +1,)>`$ $`=`$ $`{\displaystyle \underset{\rho =1}{\overset{m}{}}}{\displaystyle \underset{\zeta =1}{\overset{l}{}}}e^{Ks(\tau ,\rho ,\zeta )s(\tau +1,\rho ,\zeta )},`$ (8)
$`<s(\tau ,,)𝒱_2s(\tau +1,)>`$ $`=`$ $`{\displaystyle \underset{\rho =1}{\overset{m}{}}}{\displaystyle \underset{\zeta =1}{\overset{l}{}}}e^{Ks(\tau ,\rho ,\zeta )s(\tau ,\rho +1,\zeta )}\delta _{s(\tau ,\rho ,\zeta )s(\tau +1,\rho ,\zeta )},`$ (9)
$`<s(\tau ,,)𝒱_3s(\tau +1,,)>`$ $`=`$ $`{\displaystyle \underset{\rho =1}{\overset{m}{}}}{\displaystyle \underset{\zeta =1}{\overset{l}{}}}e^{Ks(\tau ,\rho ,\zeta )s(\tau ,\rho ,\zeta +1)}\delta _{s(\tau ,\rho ,\zeta )s(\tau +1,\rho ,\zeta )}.`$ (10)
The above decomposition may be checked as follows:
$`<s(\tau ,,)𝒱_3𝒱_2𝒱_1s(\tau +1,,)>`$ (13)
$`=`$ $`{\displaystyle \underset{s(\tau +1,,)}{}}{\displaystyle \underset{s^{}(\tau ,,)}{}}{\displaystyle \underset{s^{}(\tau +1,,)}{}}{\displaystyle \underset{s^{^{\prime \prime }}(\tau ,,)}{}}{\displaystyle \underset{s^{^{\prime \prime }}(\tau +1,,)}{}}<s(\tau ,,)𝒱_3s(\tau +1,,)>`$
$`<s(\tau +1,,)s^{}(\tau ,,)><s^{}(\tau ,,)𝒱_2s^{}(\tau +1,,)>`$
$`<s^{}(\tau +1,,)s^{^{\prime \prime }}(\tau ,,)><s^{^{\prime \prime }}(\tau ,,)𝒱_1s^{^{\prime \prime }}(\tau +1,,)>`$
$`<s^{^{\prime \prime }}(\tau +1,,)s(\tau +1,,)>`$
$`=`$ $`{\displaystyle \underset{\rho =1}{\overset{m}{}}}{\displaystyle \underset{\zeta =1}{\overset{l}{}}}\{{\displaystyle \underset{s(\tau +1,\rho ,\zeta )}{}}{\displaystyle \underset{s^{}(\tau ,\rho ,\zeta )}{}}{\displaystyle \underset{s^{}(\tau +1,\rho ,\zeta )}{}}{\displaystyle \underset{s^{^{\prime \prime }}(\tau ,\rho ,\zeta )}{}}{\displaystyle \underset{s^{^{\prime \prime }}(\tau +1,\rho ,\zeta )}{}}`$
$`\left(e^{Ks(\tau ,\rho ,\zeta )s(\tau ,\rho ,\zeta +1)}\delta _{s(\tau ,\rho ,\zeta )s(\tau +1,\rho ,\zeta )}\right)\left(\delta _{s(\tau +1,\rho ,\zeta )s^{}(\tau ,\rho ,\zeta )}\right)`$
$`\left(e^{Ks^{}(\tau ,\rho ,\zeta )s^{}(\tau ,\rho +1,\zeta )}\delta _{s^{}(\tau ,\rho ,\zeta )s^{}(\tau +1,\rho ,\zeta )}\right)\left(\delta _{s^{}(\tau +1,\rho ,\zeta )s^{^{\prime \prime }}(\tau ,\rho ,\zeta )}\right)`$
$`\left(e^{Ks^{^{\prime \prime }}(\tau ,\rho ,\zeta )s^{^{\prime \prime }}(\tau +1,\rho ,\zeta )}\right)\left(\delta _{s^{^{\prime \prime }}(\tau +1,\rho ,\zeta )s(\tau +1,\rho ,\zeta )}\right)\}`$
$`=`$ $`{\displaystyle \underset{\rho =1}{\overset{m}{}}}{\displaystyle \underset{\zeta =1}{\overset{l}{}}}e^{Ks(\tau ,\rho ,\zeta )s(\tau +1,\rho ,\zeta )}e^{Ks(\tau ,\rho ,\zeta )s(\tau ,\rho +1,\zeta )}e^{Ks(\tau ,\rho ,\zeta )s(\tau ,\rho ,\zeta +1)}.`$ (14)
In the above equation, due to periodic boundary conditions, the identity
$$\underset{\rho =1}{\overset{m}{}}\underset{\zeta =1}{\overset{l}{}}\delta _{s(\tau ,\rho ,\zeta )s^{}(\tau ,\rho ,\zeta )}=\underset{\rho =1}{\overset{m}{}}\underset{\zeta =1}{\overset{l}{}}\delta _{s(\tau ,\rho +1,\zeta )s^{}(\tau ,\rho +1,\zeta )}$$
(15)
is used. Furthermore, $`𝒱_1,𝒱_2,𝒱_3`$ can be rewritten as a matrix in the direct product space. Observing from (8), let us define a matrix $`a`$ with matrix elements
$$<s(\tau ,\rho ,\zeta )as(\tau +1,\rho ,\zeta )>=e^{Ks(\tau ,\rho ,\zeta )s(\tau +1,\rho ,\zeta )}.$$
(16)
$`a`$ $`=`$ $`\left(\begin{array}{cc}e^K& e^K\\ e^K& e^K\end{array}\right)`$ (19)
$`=`$ $`e^K\left(I+e^{2K}\sigma _x\right)`$ (20)
$`=`$ $`\left(2sinh2K\right)^{1/2}e^{K^{}\sigma _x}.`$ (21)
$`I`$ is a $`2\times 2`$ unit matrix. $`tanhK^{}=e^{2K},`$ $`tanhK=e^{2K^{}},`$ $`sinh2Ksinh2K^{}=1.`$ To simplify the matrics $`𝒱_1,𝒱_2,𝒱_3`$, we define
$`X_{i,j}`$ $`=`$ $`\underset{\zeta =1}{\underset{}{\stackrel{mtimesofI}{\stackrel{}{\left(II\mathrm{}I\right)}}}}\mathrm{}\underset{\zeta =j}{\underset{}{\left(I\mathrm{}\stackrel{\rho =i}{\stackrel{}{\sigma _x}}\mathrm{}I\right)}}\mathrm{}`$ (22)
$`\underset{\zeta =l}{\underset{}{\left(II\mathrm{}I\right)}}.`$
$`Y_{i,j}`$ and $`Z_{i,j}`$ are also defined similarly by replacing the Pauli matrix $`\sigma _x`$ with $`\sigma _y`$ and $`\sigma _z`$ respectively.
$`𝒱_1`$ $`=`$ $`\stackrel{mltimes}{\stackrel{}{aa\mathrm{}a}}`$ (23)
$`=`$ $`\left(2sinh2K\right)^{ml/2}{\displaystyle \underset{\rho =1}{\overset{m}{}}}{\displaystyle \underset{\zeta =1}{\overset{l}{}}}e^{K^{}X_{\rho ,\zeta }}.`$ (24)
As for $`𝒱_2`$, we introduce another matrix $`b`$ with matrix elements
$$<s(\tau ,\rho ,\zeta )bs(\tau +1,\rho ,\zeta )>=\delta _{s(\tau ,\rho ,\zeta )s(\tau +1,\rho ,\zeta )}e^{Ks(\tau ,\rho ,\zeta )s(\tau ,\rho +1,\zeta )},$$
(25)
$`b`$ $`=`$ $`\left(\begin{array}{cccc}e^K\hfill & 0\hfill & 0\hfill & 0\hfill \\ 0\hfill & e^K\hfill & 0\hfill & 0\hfill \\ 0\hfill & 0\hfill & e^K\hfill & 0\hfill \\ 0\hfill & 0\hfill & 0\hfill & e^K\hfill \end{array}\right)=e^{K\sigma _z\sigma _z}=e^{K(\sigma _zI)(I\sigma _z)},`$ (30)
$`𝒱_2`$ $`=`$ $`\stackrel{mltimes}{\stackrel{}{bb\mathrm{}b}}`$ (31)
$`=`$ $`{\displaystyle \underset{\rho =1}{\overset{m}{}}}{\displaystyle \underset{\zeta =1}{\overset{l}{}}}e^{KZ_{\rho +1,\zeta }Z_{\rho ,\zeta }}.`$ (32)
Similarly, $`𝒱_3`$ is obtained from a matrix c,
$`c`$ $`=`$ $`e^{K(\sigma _z\stackrel{mtimes}{\stackrel{}{I\mathrm{}I}})(\stackrel{mtimes}{\stackrel{}{II\mathrm{}I}}\sigma _z)}.`$ (33)
$`𝒱_3`$ $`=`$ $`\stackrel{mltimes}{\stackrel{}{cc\mathrm{}c}}`$ (34)
$`=`$ $`{\displaystyle \underset{\rho =1}{\overset{m}{}}}{\displaystyle \underset{\zeta =1}{\overset{l}{}}}e^{KZ_{\rho ,\zeta }Z_{\rho ,\zeta +1}}.`$ (35)
## 3 Spinor Representation
$`𝒱_1`$, $`𝒱_2`$,$`𝒱_3`$ in $`2^{ml}`$-space can be related to matrices in 2$`ml`$ -spaces via Dirac $`\mathrm{\Gamma }`$ matrices. The process of reducing the dimensions of $`𝒱`$ had been used in the 2D Ising model. Define a set of matrix $`\mathrm{\Gamma }_{\mu ,\zeta }`$ satisfying anticommutation relations
$$\mathrm{\Gamma }_{\mu ,\zeta }\mathrm{\Gamma }_{\mu ^{^{}},\zeta ^{^{}}}+\mathrm{\Gamma }_{\mu ^{^{}},\zeta ^{^{}}}\mathrm{\Gamma }_{\mu ,\zeta }=2\delta _{\mu \mu ^{^{}}}\delta _{\zeta \zeta ^{^{}}},$$
(36)
$$(\mu ,\mu ^{^{}}=1,2\mathrm{}2m;\zeta ,\zeta ^{^{}}=1,2\mathrm{}l).$$
Every $`\mathrm{\Gamma }_{\mu ,\zeta }`$ is a $`2^{ml}`$ $`\times `$ $`2^{ml}`$ matrix. A possible representation of $`\mathrm{\Gamma }_{\mu ,\zeta }`$ is
$`\mathrm{\Gamma }_{1,1}`$ $`=`$ $`Z_{1,1},`$ (37)
$`\mathrm{\Gamma }_{2,1}`$ $`=`$ $`Y_{1,1},`$ (38)
$`\mathrm{\Gamma }_{3,1}`$ $`=`$ $`X_{1,1}Z_{2,1},`$ (39)
$`\mathrm{\Gamma }_{4,1}`$ $`=`$ $`X_{1,1}Y_{2,1},`$ (40)
$`\mathrm{}`$
$`\mathrm{\Gamma }_{2m1,1}`$ $`=`$ $`X_{1,1}X_{2,1}\mathrm{}X_{m1,1}Z_{m,1},`$ (41)
$`\mathrm{\Gamma }_{2m,1}`$ $`=`$ $`X_{1,1}X_{2,1}\mathrm{}X_{m1,1}Y_{m,1},`$ (42)
$`\mathrm{\Gamma }_{1,2}`$ $`=`$ $`(X_{1,1}X_{2,1}\mathrm{}X_{m,1},)Z_{1,2}=U_1Z_{1,2},`$ (43)
$`\mathrm{\Gamma }_{2,2}`$ $`=`$ $`\left(X_{1,1}X_{2,1}\mathrm{}X_{m,1}\right)Y_{1,2}=U_1Y_{1,2},`$ (44)
$`\mathrm{}`$
$`\mathrm{\Gamma }_{1,\zeta }`$ $`=`$ $`U_1U_2\mathrm{}U_{\zeta 1}Z_{1,\zeta },`$ (45)
$`\mathrm{\Gamma }_{2,\zeta }`$ $`=`$ $`U_1U_2\mathrm{}U_{\zeta 1}Y_{1,\zeta },`$ (46)
$`\mathrm{}`$
$`\mathrm{\Gamma }_{2m1,l}`$ $`=`$ $`U_1U_2\mathrm{}U_{l1}Z_{m,l},`$ (47)
$`\mathrm{\Gamma }_{2m,l}`$ $`=`$ $`U_1U_2\mathrm{}U_{l1}Y_{m,l},`$ (48)
where
$$U_\zeta \left(I\mathrm{}I\right)\mathrm{}\left(\underset{\zeta ^{th}block}{\underset{}{\sigma _x\sigma _x\mathrm{}\sigma _x}}\right)\left(I\mathrm{}I\right)\mathrm{}\left(I\mathrm{}I\right).$$
(49)
The total number of the $`\mathrm{\Gamma }`$ matrix is 2$`ml`$. A special $`2^{ml}\times 2^{ml}`$ matrix U is defined as
$`U`$ $`=`$ $`\underset{mltimes}{\underset{}{\sigma _x\sigma _x\mathrm{}\sigma _x}}`$ (50)
$`=`$ $`i^{ml}{\displaystyle \underset{\zeta =1}{\overset{l}{}}}\left({\displaystyle \underset{\mu =1}{\overset{2m}{}}}\mathrm{\Gamma }_{\mu ,\zeta }\right).`$ (51)
U and $`U_\zeta `$ have the following relations:
$$U^2=I,U_\zeta ^2=I,$$
(52)
$$U\left(I+U\right)=I+U,U_\zeta \left(I+U_\zeta \right)=I+U_\zeta ,$$
(53)
$$U\left(IU\right)=UI,U_\zeta \left(IU_\zeta \right)=U_\zeta I,$$
(54)
$$\{U,\mathrm{\Gamma }_{\mu ,\zeta }\}=0,\{U_\zeta ,\mathrm{\Gamma }_{\mu ,\zeta }\}=0,$$
(55)
$$[U,\mathrm{\Gamma }_{\mu ,\zeta }\mathrm{\Gamma }_{\mu ^{^{}},\zeta ^{^{}}}]=0,[U_\zeta ,\mathrm{\Gamma }_{\mu ,\zeta }\mathrm{\Gamma }_{\mu ^{^{}},\zeta }]=0.$$
(56)
By definition of $`\mathrm{\Gamma }`$, we notice that
$$\mathrm{\Gamma }_{2\rho ,\zeta }\mathrm{\Gamma }_{2\rho 1,\zeta }=Y_{\rho ,\zeta }Z_{\rho ,\zeta }=iX_{\rho ,\zeta },$$
(57)
then
$$𝒱_1=\left(2sinh2K\right)^{ml/2}\underset{\rho =1}{\overset{m}{}}\underset{\zeta =1}{\overset{l}{}}e^{iK^{}\mathrm{\Gamma }_{2\rho 1,\zeta }\mathrm{\Gamma }_{2\rho ,\zeta }}.$$
(58)
Simlarly,
$$\mathrm{\Gamma }_{2\rho +1,\zeta }\mathrm{\Gamma }_{2\rho ,\zeta }=iZ_{\rho ,\zeta }Z_{\rho +1,\zeta },$$
(59)
then we have
$`𝒱_2`$ $`=`$ $`{\displaystyle \underset{\zeta =1}{\overset{l}{}}}\{e^{KZ_{m,\zeta }Z_{1,\zeta }}{\displaystyle \underset{\rho =1}{\overset{m1}{}}}e^{KZ_{\rho ,\zeta }Z_{\rho +1,\zeta }}\}`$ (60)
$`=`$ $`{\displaystyle \underset{\zeta =1}{\overset{l}{}}}\{e^{iKU_\zeta \mathrm{\Gamma }_{1,\zeta }\mathrm{\Gamma }_{2m,\zeta }}{\displaystyle \underset{\rho =1}{\overset{m1}{}}}e^{iK\mathrm{\Gamma }_{2\rho ,\zeta }\mathrm{\Gamma }_{2\rho +1,\zeta }}\}.`$ (61)
With the identity,
$$\left(U_\zeta \mathrm{\Gamma }_{1,\zeta }\mathrm{\Gamma }_{2m,\zeta }\right)^2=U_\zeta \mathrm{\Gamma }_{1,\zeta }\mathrm{\Gamma }_{2m,\zeta }U_\zeta \mathrm{\Gamma }_{1,\zeta }\mathrm{\Gamma }_{2m,\zeta }=I,$$
(62)
$`𝒱_2`$ can be rewritten as
$$𝒱_2=\underset{\zeta =1}{\overset{l}{}}\{\left[\frac{1}{2}(I+U_\zeta )e^{iK\mathrm{\Gamma }_{1,\zeta }\mathrm{\Gamma }_{2m,\zeta }}+\frac{1}{2}(IU_\zeta )e^{iK\mathrm{\Gamma }_{1,\zeta }\mathrm{\Gamma }_{2m,\zeta }}\right]\underset{\rho =1}{\overset{m1}{}}e^{iK\mathrm{\Gamma }_{2\rho ,\zeta }\mathrm{\Gamma }_{2\rho +1,\zeta }}\}.$$
(63)
Since $`U_\zeta `$ commutes with $`\mathrm{\Gamma }_{2\rho ,\zeta }\mathrm{\Gamma }_{2\rho +1,\zeta }`$, the projection operators $`\frac{1}{2}(I\pm U_\zeta )`$ project $`𝒱_2`$ into $`2^l`$ pieces. For
$$𝒱_3=\underset{\rho =1}{\overset{m}{}}\left(e^{KZ_{\rho ,l}Z_{\rho ,1}}\underset{\zeta =1}{\overset{l1}{}}e^{KZ_{\rho ,\zeta }Z_{\rho ,\zeta +1}}\right),$$
(64)
the situation seems more complicated.
$`Z_{\rho ,\zeta }Z_{\rho ,\zeta +1}`$ $`=`$ $`\left(Z_{\rho ,\zeta }Z_{\rho +1,\zeta }\right)\left(Z_{\rho +1,\zeta }Z_{\rho +2,\zeta }\right)\mathrm{}\left(Z_{m,\zeta }Z_{1,\zeta +1}\right)\left(Z_{1,\zeta +1}Z_{2,\zeta +1}\right)`$ (66)
$`\mathrm{}\left(Z_{\rho 1,\zeta +1}Z_{\rho ,\zeta +1}\right),`$
$`=`$ $`\left(i\mathrm{\Gamma }_{2\rho +1,\zeta }\mathrm{\Gamma }_{2\rho ,\zeta }\right)\left(i\mathrm{\Gamma }_{2\rho +3,\zeta }\mathrm{\Gamma }_{2\rho +2,\zeta }\right)\mathrm{}`$
$`\left(i\mathrm{\Gamma }_{1,\zeta +1}\mathrm{\Gamma }_{2m,\zeta }\right)\mathrm{}\left(i\mathrm{\Gamma }_{2\rho 1,\zeta +1}\mathrm{\Gamma }_{2\rho 2,\zeta +1}\right),`$
$`=`$ $`i^m\mathrm{\Gamma }_{2\rho ,\zeta }\mathrm{\Gamma }_{2\rho +1,\zeta }\mathrm{\Gamma }_{2\rho +2,\zeta }\mathrm{}\mathrm{\Gamma }_{2m,\zeta }\mathrm{\Gamma }_{1,\zeta +1}\mathrm{}\mathrm{\Gamma }_{2\rho 1,\zeta +1},`$ (67)
$`=`$ $`i^m\mathrm{\Gamma }_{2\rho ,\zeta }\left(\mathrm{\Gamma }_{2\rho +1,\zeta }\mathrm{}\mathrm{\Gamma }_{2\rho 2,\zeta +1}\right)\mathrm{\Gamma }_{2\rho 1,\zeta +1},`$ (68)
$`=`$ $`+i\mathrm{\Gamma }_{2\rho ,\zeta }W_{2\rho +1,\zeta }\mathrm{\Gamma }_{2\rho 1,\zeta +1},`$ (69)
$`=`$ $`iW_{2\rho +1,\zeta }\mathrm{\Gamma }_{2\rho ,\zeta }\mathrm{\Gamma }_{2\rho 1,\zeta +1}.`$ (70)
$`W_{2\rho +1,\zeta }`$ is defined as
$`W_{2\rho +1,\zeta }`$ $`=`$ $`i^{m1}\mathrm{\Gamma }_{2\rho +1,\zeta }\mathrm{\Gamma }_{2\rho +2,\zeta }\mathrm{}\mathrm{\Gamma }_{2\rho 3,\zeta +1}\mathrm{\Gamma }_{2\rho 2,\zeta +1}`$ (71)
$`=`$ $`I\mathrm{}I\underset{m1timesof\sigma _x}{\underset{}{\stackrel{(\rho +1,\zeta )}{\stackrel{}{\sigma _x}}\mathrm{}\stackrel{(\rho 1,\zeta +1)}{\stackrel{}{\sigma _x}}}}I\mathrm{}I.`$ (72)
$`W_{2\rho +1,\zeta }`$ has the property that it anticommutes with $`\mathrm{\Gamma }_{\mu ,\alpha }`$ inside the region that the integral coordinates $`(\mu ,\alpha )`$ from ($`2\rho +1,\zeta `$) to ( $`2\rho 2,\zeta +1`$ ), whereas it commutes with $`\mathrm{\Gamma }_{\mu ,\alpha }`$ outside of that region.
$`Z_{\rho ,l}Z_{\rho ,1}`$ $`=`$ $`(Z_{\rho ,l}Z_{\rho +1,l})\mathrm{}(Z_{m,l}Z_{1,1})(Z_{1,1}Z_{2,1})\mathrm{}(Z_{\rho 1,1}Z_{\rho ,1})`$ (73)
$`=`$ $`i^mU\mathrm{\Gamma }_{2\rho ,l}\mathrm{\Gamma }_{2\rho +1,l}\mathrm{}\mathrm{\Gamma }_{2m,l}\mathrm{\Gamma }_{1,1}\mathrm{\Gamma }_{2,1}\mathrm{}\mathrm{\Gamma }_{2\rho 1,1}`$ (74)
$`=`$ $`+iUW_{2\rho +1,l}\mathrm{\Gamma }_{2\rho 1,1}\mathrm{\Gamma }_{2\rho ,l}.`$ (75)
$`W_{2\rho +1,l}`$ $`=`$ $`i^{m1}\mathrm{\Gamma }_{2\rho +1,l}\mathrm{\Gamma }_{2\rho +2,l}\mathrm{}\mathrm{\Gamma }_{2m,l}\mathrm{\Gamma }_{1,1}\mathrm{}\mathrm{\Gamma }_{2\rho 2,1}`$ (76)
$`=`$ $`\underset{(1,1)}{\underset{}{\sigma _x}}\mathrm{}\underset{(\rho 1,1)}{\underset{}{\sigma _x}}I\mathrm{}I\underset{(\rho +1,l)}{\underset{}{\sigma _x}}\mathrm{}\underset{(m,l)}{\underset{}{\sigma _x}}.`$ (77)
Then we have
$$𝒱_3=\underset{\rho =1}{\overset{m}{}}\{e^{+iKUW_{2\rho +1,l}\mathrm{\Gamma }_{2\rho 1,1}\mathrm{\Gamma }_{2\rho ,l}}\underset{\zeta =1}{\overset{l1}{}}e^{iKW_{2\rho +1,\zeta }\mathrm{\Gamma }_{2\rho ,\zeta }\mathrm{\Gamma }_{2\rho 1,\zeta +1}}\}.$$
(78)
A remarkable observation of Kaufman is that decomposing $`𝒱`$ of the 2D Ising model into the product of factors like $`e^{\frac{\theta }{2}\mathrm{\Gamma }\mathrm{\Gamma }}`$, which is interpreted as a two-dimensional rotation with rotation angle $`\theta `$ in the direct product space. We follow this spirit and decompose the factors into several 2D rotations,
$`e^{+iKUW_{2\rho +1,l}\mathrm{\Gamma }_{2\rho 1,1}\mathrm{\Gamma }_{2\rho ,l}}`$
$`=`$ $`{\displaystyle \frac{1}{2}}(I+U)e^{+iKW_{2\rho +1,l}\mathrm{\Gamma }_{2\rho 1,1}\mathrm{\Gamma }_{2\rho ,l}}+{\displaystyle \frac{1}{2}}(IU)e^{iKW_{2\rho +1,l}\mathrm{\Gamma }_{2\rho 1,1}\mathrm{\Gamma }_{2\rho ,l}}`$
$`=`$ $`{\displaystyle \frac{1}{2}}(I+U)\{{\displaystyle \frac{1}{2}}(I+W_{2\rho +1,l})e^{+iK\mathrm{\Gamma }_{2\rho 1,1}\mathrm{\Gamma }_{2\rho ,l}}+{\displaystyle \frac{1}{2}}(IW_{2\rho +1,l})e^{iK\mathrm{\Gamma }_{2\rho 1,1}\mathrm{\Gamma }_{2\rho ,l}}\}`$
$`+{\displaystyle \frac{1}{2}}(IU)\{{\displaystyle \frac{1}{2}}(I+W_{2\rho +1,l})e^{iK\mathrm{\Gamma }_{2\rho 1,1}\mathrm{\Gamma }_{2\rho ,l}}+{\displaystyle \frac{1}{2}}(IW_{2\rho +1,l})e^{+iK\mathrm{\Gamma }_{2\rho 1,1}\mathrm{\Gamma }_{2\rho ,l}}\}`$
$`e^{iKW_{2\rho +1,\zeta }\mathrm{\Gamma }_{2\rho ,\zeta }\mathrm{\Gamma }_{2\rho 1,\zeta +1}}`$
$`=`$ $`{\displaystyle \frac{1}{2}}(I+W_{2\rho +1,\zeta })e^{iK\mathrm{\Gamma }_{2\rho ,\zeta }\mathrm{\Gamma }_{2\rho 1,\zeta +1}}+{\displaystyle \frac{1}{2}}(IW_{2\rho +1,\zeta })e^{iK\mathrm{\Gamma }_{2\rho ,\zeta }\mathrm{\Gamma }_{2\rho 1,\zeta +1}}.`$ (81)
In the 2D Ising model the $`𝒱`$ are decomposed into 2 pieces. This is not so simple in the 3D Ising model. Due to the projection operators $`\frac{1}{2}`$ (I $`\pm `$ U), $`\frac{1}{2}`$ (I $`\pm `$ $`U_\zeta `$), $`\frac{1}{2}`$(I $`\pm `$ W), $`𝒱`$ has $`2^l\times (2\times 2^{ml})`$ pieces. Only one piece will produce the largest eigenvalue, which dominates the value of partition function.
Since $`W_{2\rho +1,\zeta }`$ may commute or anticommute with $`\mathrm{\Gamma }_{\mu ,\alpha }`$, we have to check the commutation relations between the projection operators and the product of the factors like $`e^{\frac{1}{2}\theta \mathrm{\Gamma }\mathrm{\Gamma }}`$, since the dogma states that two matrices are simultaneously diagonized if and only if these two matrices commute. $`𝒱`$ comprises the product of projection operators and a lot of $`e^{\frac{1}{2}\theta \mathrm{\Gamma }\mathrm{\Gamma }}`$. So if the commutation relations are not valid, the whole scheme may break down. Commuting $`\frac{1}{2}(I\pm U)`$ with the product of all factors like $`e^{\frac{1}{2}\theta \mathrm{\Gamma }\mathrm{\Gamma }}`$ does not give any trouble. Any single projection operator $`\frac{1}{2}(I\pm U_\zeta )`$ or $`\frac{1}{2}(I\pm W)`$ may do not commute with some $`e^{\frac{1}{2}\theta \mathrm{\Gamma }\mathrm{\Gamma }}`$. However, fortunately, the product of all the projections in any one piece of $`𝒱`$, e.g.
$$P=\frac{1}{2}(I+U)\left(\underset{\zeta ^{}=1}{\overset{l}{}}\frac{1}{2}(I+U_\zeta ^{})\right)\left(\underset{\rho =1}{\overset{m}{}}\underset{\zeta =1}{\overset{l}{}}\frac{1}{2}(I+W_{2\rho 1,\zeta })\right),$$
(82)
do commute with any $`e^{\frac{1}{2}\theta \mathrm{\Gamma }\mathrm{\Gamma }}`$, because $`e^{\frac{1}{2}\theta \mathrm{\Gamma }\mathrm{\Gamma }}`$ passes through P will change the sign of $`\frac{1}{2}\theta \mathrm{\Gamma }\mathrm{\Gamma }`$ even number times and it does not change sign eventually.
How to choose the proper piece and obtain the largest eigenvalue? We have no answer. A possible rule may be followed that all eigenvalue equations should reduce to one equation. We will show this point in the next section. This is a beautiful feature in the 2D Ising model. Let us consider one possible piece of $`𝒱`$,
$`\stackrel{~}{𝒱}`$ $`=`$ $`(2sinh2K)^{ml/2}\stackrel{~}{𝒱}^{^{}},`$ (83)
$`\stackrel{~}{𝒱}^{^{}}`$ $`=`$ $`\{{\displaystyle \underset{\rho =1}{\overset{m}{}}}e^{+iK\mathrm{\Gamma }_{2\rho 1,1}\mathrm{\Gamma }_{2\rho ,l}}{\displaystyle \underset{\zeta =1}{\overset{l1}{}}}e^{iK\mathrm{\Gamma }_{2\rho ,\zeta }\mathrm{\Gamma }_{2\rho 1,\zeta +1}}\}`$ (84)
$`\{{\displaystyle \underset{\zeta ^{}=1}{\overset{l}{}}}e^{iK\mathrm{\Gamma }_{1,\zeta ^{}}\mathrm{\Gamma }_{2m,\zeta ^{}}}{\displaystyle \underset{\rho ^{}=1}{\overset{m1}{}}}e^{iK\mathrm{\Gamma }_{2\rho ,\zeta }\mathrm{\Gamma }_{2\rho +1,\zeta }}\}`$
$`\{{\displaystyle \underset{\zeta ^{^{\prime \prime }}=1}{\overset{l}{}}}{\displaystyle \underset{\rho ^{^{\prime \prime }}=1}{\overset{m}{}}}e^{ik^{}\mathrm{\Gamma }_{2\rho ^{^{\prime \prime }}1,\zeta ^{^{\prime \prime }}}\mathrm{\Gamma }_{2\rho ^{^{\prime \prime }},\zeta ^{^{\prime \prime }}}}\}.`$
In essence, $`\stackrel{~}{𝒱}`$ includes the repetition $`l`$ times of the same rotations as in the 2D Ising model, appearing in the second and third brackets of (79), and the new rotations in the first bracket of (79), relating to the third dimensional coupling beyond the 2D Ising model.
## 4 Eigenvalue Equations
The rotation operator in the spinor representation,
$$S_{\lambda \sigma }(\theta )=e^{\frac{1}{2}\theta \mathrm{\Gamma }_\lambda \mathrm{\Gamma }_\sigma }(\lambda \sigma ),$$
(85)
has a one-to-one correspondence to the 2D rotational matrix $`\omega (\lambda \sigma \theta )`$ of the $`\mathrm{\Gamma }`$ matrix.
$`S_{\lambda \sigma }^1(\theta )\mathrm{\Gamma }_\alpha S_{\lambda \sigma }(\theta )`$ $`=`$ $`{\displaystyle \underset{\kappa }{}}\omega (\lambda \sigma \theta )_{\alpha \kappa }\mathrm{\Gamma }_\kappa ,`$ (86)
$`S_{\lambda \sigma }^1(\theta )\mathrm{\Gamma }_\lambda S_{\lambda \sigma }(\theta )`$ $`=`$ $`\mathrm{\Gamma }_\lambda \mathrm{cos}\theta +\mathrm{\Gamma }_\sigma \mathrm{sin}\theta ,(\lambda \sigma ),`$ (87)
$`S_{\lambda \sigma }^1(\theta )\mathrm{\Gamma }_\sigma S_{\lambda \sigma }(\theta )`$ $`=`$ $`\mathrm{\Gamma }_\lambda \mathrm{sin}\theta +\mathrm{\Gamma }_\sigma \mathrm{cos}\theta ,(\sigma \lambda ),`$ (88)
$`S_{\lambda \sigma }^1(\theta )\mathrm{\Gamma }_\alpha S_{\lambda \sigma }(\theta )`$ $`=`$ $`\mathrm{\Gamma }_\alpha ,(\alpha \lambda ,\alpha \sigma ).`$ (89)
$`S_{\lambda \sigma }`$($`\theta `$) is a 2D rotations in the direct product space. The rotations, $`e^{\pm \frac{\theta }{2}\mathrm{\Gamma }\mathrm{\Gamma }}`$, have different rotational angles, $`+\theta `$ and $`\theta `$. We mean they have different directions of rotations. The eigenvalues of the rotational matrix $`\omega `$ are 1 with $`(2ml2)`$-fold degeneracies and $`e^{\pm i\theta }`$ two nondegenerate eigenvalues, whereas the eigenvalues of $`S_{\lambda \sigma }`$ in the spinor representation are $`e^{\pm i\frac{\theta }{2}}`$ each with $`2^{ml1}`$ -fold degeneracies.
The correspondence with $`\stackrel{~}{𝒱}`$ is
$`\stackrel{~}{\omega }`$ $`=`$ $`(2sinh2K)^{ml/2}\stackrel{~}{\omega }^{^{}}`$ (90)
$`\stackrel{~}{\omega }^{^{}}`$ $`=`$ $`\{{\displaystyle \underset{\rho =1}{\overset{m}{}}}\omega (2\rho 1,1;2\rho ,l+2iK){\displaystyle \underset{\zeta =1}{\overset{l1}{}}}\omega (2\rho ,\zeta ;2\rho 1,\zeta +12iK)\}`$ (91)
$`\{{\displaystyle \underset{\zeta ^{^{}}=1}{\overset{l}{}}}\omega (1,\zeta ^{^{}};2m,\zeta ^{^{}}2iK){\displaystyle \underset{\rho ^{^{}}=1}{\overset{m1}{}}}\omega (2\rho ,\zeta ;2\rho +1,\zeta 2iK)\}`$
$`\{{\displaystyle \underset{\zeta ^{^{\prime \prime }}=1}{\overset{l}{}}}{\displaystyle \underset{\rho ^{^{\prime \prime }}=1}{\overset{m}{}}}\omega (2\rho ^{^{\prime \prime }}1,\zeta ^{^{\prime \prime }};2\rho ^{^{\prime \prime }},\zeta ^{^{\prime \prime }}2iK^{})\}`$
$`=`$ $`\omega _3\omega _2\omega _1.`$ (92)
$`\omega _1^{\frac{1}{2}}\omega _2\omega _1^{\frac{1}{2}}`$ $`=`$ $`\left(\begin{array}{ccc}\begin{array}{cc}\mathrm{\Omega }& \\ & \mathrm{\Omega }\end{array}\hfill & \begin{array}{cc}& \end{array}\hfill & \hfill \\ \begin{array}{cc}& \end{array}\hfill & \begin{array}{cc}\mathrm{}& \\ & \mathrm{}\end{array}\hfill & \begin{array}{cc}& \end{array}\hfill \\ \hfill & \begin{array}{cc}& \end{array}\hfill & \begin{array}{cc}\mathrm{\Omega }& \\ & \mathrm{\Omega }\end{array}\hfill \end{array}\right)_{2ml\times 2ml},`$ (112)
$`\mathrm{\Omega }`$ $`=`$ $`\left(\begin{array}{c}A\\ B^{}\\ 0\\ \\ 0\\ B\end{array}\begin{array}{c}B\\ A\\ B^{}\\ \\ \mathrm{}\\ 0\end{array}\begin{array}{c}0\\ B\\ A\\ \\ 0\\ \mathrm{}\end{array}\begin{array}{c}\mathrm{}\\ 0\\ B\\ \mathrm{}\\ B^{}\\ 0\end{array}\begin{array}{c}0\\ \mathrm{}\\ 0\\ \\ A\\ B^{}\end{array}\begin{array}{c}B^{}\\ 0\\ \mathrm{}\\ \\ B\\ A\end{array}\right)_{2m\times 2m},`$ (149)
$`A`$ $`=`$ $`\left(\begin{array}{cc}c^{}c& is^{}c\\ is^{}c& c^{}c\end{array}\right),B=\left(\begin{array}{cc}\frac{1}{2}& is(\frac{1+c^{}}{2})\\ is(\frac{1+c^{}}{2})& \frac{1}{2}\end{array}\right),`$ (154)
$`B^{}`$ $`=`$ $`\left(\begin{array}{cc}\frac{1}{2}& is(\frac{1+c^{}}{2})\\ is(\frac{1+c^{}}{2})& \frac{1}{2}\end{array}\right),`$ (157)
$$s\mathrm{sinh}2K,c\mathrm{cosh}2K,s^{}\mathrm{sinh}2K^{},c^{}\mathrm{sinh}2K^{}.$$
(158)
The matrix $`\mathrm{\Omega }`$ is just the same matrix considered in the 2D Ising model. $`\omega _1^{\frac{1}{2}}\omega _2\omega _1^{\frac{1}{2}}`$ is in symmetric form such that its eigenvalue equations are much more easier to handle.
$`\omega _3`$ $``$ $`{\displaystyle \underset{\rho =1}{\overset{m}{}}}\omega (2\rho 1,1;2\rho ,l2iK){\displaystyle \underset{\zeta =1}{\overset{l1}{}}}\omega (2\rho ,\zeta ;2\rho 1,\zeta +12iK)`$ (159)
$`=`$ $`\left(\begin{array}{c}𝒜\\ ^{}\\ 0\\ \\ 0\\ \end{array}\begin{array}{c}\\ 𝒜\\ ^{}\\ \\ \mathrm{}\\ 0\end{array}\begin{array}{c}0\\ \\ 𝒜\\ \\ 0\\ \mathrm{}\end{array}\begin{array}{c}\mathrm{}\\ 0\\ \\ \mathrm{}\\ ^{}\\ 0\end{array}\begin{array}{c}0\\ \mathrm{}\\ 0\\ \\ 𝒜\\ ^{}\end{array}\begin{array}{c}^{}\\ 0\\ \mathrm{}\\ \\ \\ 𝒜\end{array}\right)_{2ml\times 2ml},`$ (196)
$`𝒜`$ $`=`$ $`\left(\begin{array}{c}c\\ \end{array}\begin{array}{c}\\ c\end{array}\begin{array}{c}\\ \\ \mathrm{}\end{array}\begin{array}{c}\\ \\ \\ c\end{array}\right)_{2m\times 2m},^{}=\left(\begin{array}{c}0\\ 0\\ 0\\ \mathrm{}\\ \\ \end{array}\begin{array}{c}is\\ 0\\ 0\\ \mathrm{}\\ \\ \end{array}\begin{array}{c}0\\ 0\\ 0\\ \mathrm{}\\ \\ \end{array}\begin{array}{c}\mathrm{}\\ \mathrm{}\\ is\\ 0\\ \mathrm{}\\ \end{array}\begin{array}{c}\\ \\ 0\\ 0\\ \\ \end{array}\begin{array}{c}\\ \\ \mathrm{}\\ \mathrm{}\\ \mathrm{}\\ \end{array}\begin{array}{c}\\ \\ \\ \\ \\ \end{array}\begin{array}{c}\\ \\ \\ \\ \\ \\ 0\\ 0\end{array}\begin{array}{c}\\ \\ \\ \\ \\ \\ is\\ 0\end{array}\right)_{2m\times 2m},`$ (275)
$``$ $`=`$ $`\left(\begin{array}{c}0\\ is\\ 0\\ \mathrm{}\\ \\ \end{array}\begin{array}{c}0\\ 0\\ 0\\ \mathrm{}\\ \\ \end{array}\begin{array}{c}\mathrm{}\\ 0\\ 0\\ is\\ \\ \end{array}\begin{array}{c}\mathrm{}\\ \mathrm{}\\ 0\\ 0\\ \\ \end{array}\begin{array}{c}\\ \\ 0\\ 0\\ \mathrm{}\\ \end{array}\begin{array}{c}\\ \\ \mathrm{}\\ \mathrm{}\\ \\ \end{array}\begin{array}{c}\\ \\ \\ \\ \\ \\ 0\\ is\end{array}\begin{array}{c}\\ \\ \\ \\ \\ \\ 0\\ 0\end{array}\right)_{2m\times 2m}.`$ (334)
Now we proceed to solve the eigenvalue equation
$$\stackrel{~}{\omega }\mathrm{\Psi }=\lambda \mathrm{\Psi },$$
(335)
where $`\stackrel{~}{\omega }=(2sinh2K)^{ml/2}\omega _3\left[\omega _1^{1/2}\omega _2\omega _1^{1/2}\right]`$,
$$\mathrm{\Psi }=\left(\begin{array}{c}z\psi _0\\ z^2\psi _0\\ z^3\psi _0\\ \mathrm{}\\ z^l\psi _0\end{array}\right),\psi _0=\left(\begin{array}{c}yu\\ y^2u\\ y^3u\\ \mathrm{}\\ y^mu\end{array}\right),u=\left(\begin{array}{c}u_1\\ u_2\end{array}\right).$$
(336)
By imposing the constraint,
$$z^l=1,orz=e^{i\frac{\pi t_2}{l}}(t_2=1,3,5\mathrm{}),$$
(337)
one reduces eigenvalue equation (97) to
$$\left(𝒜+z+z^1^{}\right)\mathrm{\Omega }\psi _0=\lambda \psi _0.$$
(338)
Further, imposing the constraint,
$$y^m=1,ory=e^{i\frac{\pi t_1}{m}}(t_1=\mathrm{\hspace{0.33em}1},3,5\mathrm{}),$$
(339)
(100) is reduced to
$$𝒟\left(A+yB+y^1B^{}\right)u=\lambda u,$$
(340)
where
$$𝒟=\left(\begin{array}{cc}c& iz^1s\\ izs& c\end{array}\right),$$
(341)
$`A+yB+y^1B^{}`$ (342)
$`=`$ $`\left(\begin{array}{cc}c^{}c\mathrm{cos}\frac{\pi t_1}{m}& is^{}ci(\frac{1+c^{}}{2})se^{\frac{i\pi t_1}{m}}i(\frac{1+c^{}}{2})se^{i\frac{\pi t_1}{m}}\\ is^{}c+i(\frac{1+c^{}}{2})se^{i\frac{\pi t_1}{m}}+i(\frac{1+c^{}}{2})se^{i\frac{\pi t_1}{m}}& c^{}c\mathrm{cos}\frac{\pi t_1}{m}\end{array}\right).`$ (345)
The eigenvalue equation (102) is further reduced to
$$\lambda ^2\mathrm{\hspace{0.33em}2}\mathrm{cosh}\gamma \lambda +\mathrm{\hspace{0.33em}1}=\mathrm{\hspace{0.33em}0}.$$
(346)
$`\lambda =\mathrm{exp}\left(\pm \gamma \right)`$ is the solution of $`\lambda `$. $`\gamma `$ is determined by
$$\mathrm{cosh}\gamma =\frac{c^3}{s}c(\mathrm{cos}\theta _1+\mathrm{cos}\theta _2)+sc\mathrm{cos}\theta _1\mathrm{cos}\theta _2+s^2\mathrm{sin}\theta _1\mathrm{sin}\theta _2,$$
(347)
where two continuous variables, $`\theta _1`$, $`\theta _2`$, are obtained by taking the thermodynamic limit, $`m,l\mathrm{}`$, $`\frac{\pi t_1}{m}\theta _1`$ , $`\frac{\pi t_2}{l}\theta _2`$.
The partition function of $`𝒱`$ is
$$𝒵\lambda ^N.$$
(348)
The free energy per site under the thermodynamic limit is
$`f`$ $`=`$ $`{\displaystyle \frac{1}{\beta }}\underset{N\mathrm{}}{lim}N^1ln𝒵`$ (349)
$`=`$ $`{\displaystyle \frac{1}{\beta }}\mathrm{ln}(2\mathrm{sinh}2K)^{1/2}{\displaystyle \frac{1}{8\pi ^2\beta }}{\displaystyle _0^{2\pi }}{\displaystyle _0^{2\pi }}\gamma (\theta _1,\theta _2)d\theta _1d\theta _2,`$ (350)
where $`\beta \frac{1}{T}.`$ For convenience, $`J1`$, the internal energy per site is
$`u`$ $`=`$ $`{\displaystyle \frac{}{\beta }}(\beta f)`$ (351)
$`=`$ $`\mathrm{coth}2K{\displaystyle \frac{1}{8\pi ^2}}{\displaystyle _0^{2\pi }}{\displaystyle _0^{2\pi }}{\displaystyle \frac{\gamma }{K}}𝑑\theta _1𝑑\theta _2.`$ (352)
## 5 High Temperature Limit
Let us expand $`u`$ in terms of $`x`$ at high temperature limit, $`x`$ small, and compare the series of $`u`$ obtained from the computer graphic method.
$$x\mathrm{tanh}K,c=\mathrm{cosh}2K=\frac{1+x^2}{1x^2},s=\mathrm{sinh}2K=\frac{2x}{1x^2},$$
(353)
$`\mathrm{cosh}\gamma `$ $`=`$ $`{\displaystyle \frac{\left(1+x^2\right)^3}{\left(1x^2\right)^22x}}{\displaystyle \frac{1+x^2}{1x^2}}(\mathrm{cos}\theta _1+\mathrm{cos}\theta _2)`$ (354)
$`+{\displaystyle \frac{2x\left(1+x^2\right)}{(1x^2)^2}}\mathrm{cos}\theta _1\mathrm{cos}\theta _2+{\displaystyle \frac{4x^2}{\left(1x^2\right)^2}}\mathrm{sin}\theta _1\mathrm{cos}\theta _2,`$
$`{\displaystyle \frac{\gamma }{K}}`$ $`=`$ $`\mathrm{\hspace{0.33em}2}(\mathrm{sinh}\gamma )^1\{{\displaystyle \frac{(1+x^2)^2(110x^2+x^4)}{(1x^2)^24x^2}}{\displaystyle \frac{2x}{1x^2}}(\mathrm{cos}\theta _1+\mathrm{cos}\theta _2)`$
$`+{\displaystyle \frac{1+6x^2+x^4}{(1x^2)^2}}\mathrm{cos}\theta _1\mathrm{cos}\theta _2+{\displaystyle \frac{4x(1+x^2)}{(1x^2)^2}}\mathrm{sin}\theta _1\mathrm{sin}\theta _2\}.`$ (355)
With the help of computer program Maple V Release 5.1, we get our result
$$u=3x8x^328x^5132x^7832x^9+O(x^{11}).$$
(356)
Comparing the result obtained by the computer graphic method, the series expansion of $`u`$ for a simple cubic lattice can be transformed from the partition function,
$$𝒵^{\frac{1}{N}}=2cosh^3K\left(1+\mathrm{\hspace{0.33em}3}x^4+\mathrm{\hspace{0.33em}22}x^6+\mathrm{\hspace{0.33em}187.5}x^8+\mathrm{\hspace{0.33em}1980}x^{10}+O(x^{12})\right),$$
(357)
so
$`u`$ $`=`$ $`{\displaystyle \frac{}{K}}\mathrm{ln}𝒵^{\frac{1}{N}}`$ (358)
$`=`$ $`3x12x^3120x^51332x^717676x^9+O(x^{11}).`$ (359)
(115 ) and (118) have very similar structures. The coefficient of $`x^1`$ does not exist in our result (115) though it exists naively in $`coth2K`$ of (111). The first nonvanishing term $`3x`$ of (115) and the vanishing of all coefficients of even powers of $`x`$ are the same as (118 ). All terms, up to $`O(x^9)`$, with minus signs in (115) are also the same as (118). The reason why (115) and (118) do not have the same first three or four coefficients may come from the fact that we cannot decipher precisely the largest eigenvalue of $`𝒱`$ . On the other hand, if we choose different directions for the 2D rotations, the eigenvalue equations may not be reduced to only one equation. This is a dilemma.
The correct relation of $`\mathrm{cosh}\gamma `$ implies the correct thermodynamic quantities of the 3D Ising model. To guess the correct relation as (106 ) may be a promising way for finding the right resolution of the 3D Ising model. For example, trying to repair (106), if we multiply the matrices $`𝒜`$, $``$ and $`^{}`$, or $`\omega _3`$, with a correcting factor $`\mathrm{\Phi }(x)`$, then we have
$$\mathrm{cosh}\gamma =\frac{c^3}{s}c\mathrm{cos}\theta _1+\mathrm{\Phi }(c\mathrm{cos}\theta _2+sc\mathrm{cos}\theta _1\mathrm{cos}\theta _2+s^2\mathrm{sin}\theta _1\mathrm{sin}\theta _2).$$
(360)
With the help of Maple V, setting
$$\mathrm{\Phi }(x)=1x^2\frac{27}{2}x^4\frac{249}{2}x^6\frac{12325}{8}x^8O(x^{10}),$$
(361)
then the series expansion of $`u`$ has the same result as (118). $`\mathrm{\Phi }(x)`$ may be explained as, something like, a weighting function for different directions of 2D rotations.
## 6 Acknowledgements
One of authors, S.L. Lou, would like to thank H.C. Lee, Friday Lin and C.Y. Lin for many helpful discussions about four years ago. |
warning/0003/cond-mat0003280.html | ar5iv | text | # Effects of spin-elastic interactions in frustrated Heisenberg antiferromagnets
## Abstract
The Heisenberg antiferromagnet on a compressible triangular lattice in the spin-wave approximation is considered. It is shown that the interaction between quantum fluctuations and elastic degrees of freedom stabilize the low symmetric L-phase with a collinear Néel magnetic ordering. Multi-stability in the dependence of the on-site magnetization is on an uniaxial pressure is found.
There is a long standing interest in properties of frustrated quantum antiferromagnets because they display a large variety of behavior: e.g. conventional spin ordering, spin liquid ground states, or chirality transitions . The antiferromagnetic Heisenberg model on a triangular lattice is the simplest two-dimensional frustrated system. Quasi-two-dimensional triangular lattice antiferromagnets are not rare objects. It was recently shown that the materials $`AM(SO_4)_2`$ belonging to the Yavapaiite family may be considered as realizations of a quasi-two-dimensional triangular lattice quantum (e.g. M=Ti with S=1/2) and quasiclassical (e.g. M=Fe with S=5/2) antiferromagnets. The rhombohedral $`\beta `$-phase and monoclinic $`\alpha `$-phase of solid oxygen consist of weakly interacting planes (triangular in the case of $`\beta O_2`$ and rectangular in the case of $`\alpha O_2`$ ) whose magnetic properties are described by the easy-plane Heisenberg antiferromagnetic model with spin $`S=1`$ .
Unconventional properties of the $`\kappa (BEDTTTF)_2X`$ family can be described by a Hubbard model on a triangular lattice with an anisotropic interactions . An antiferromagnetic Heisenberg model was also used in to describe the properties of a triangular monolayer of Pb and Sn adatoms on the (111) surface of Ge form.
From the theoretical point of view the antiferromagnetic Heisenberg model on a triangular lattice has attracted particular attention since Anderson’s proposal of a resonance-valence-bond state for this model . From that time much work has been done to understand the nature of its ground state. There is now an almost consensus based on variety of methods that the ground state has a conventional three-sublattice order but the situation is close to marginal and quantum fluctuations are important . Quite recently the effect of quantum spin fluctuations on the ground-state properties of spatially anisotropic Heisenberg antiferromagnet in the linear spin-wave approximation was explored . The staggered magnetization and the magnon dispersion were calculated as functions of the ratio of the antiferromagnetic exchange between the second and first neighbors,$`J_2/J_1`$. As a physical tool which allows to tune the ratio $`J_2/J_1`$ Merino et al invoke an uniaxial stress within a layer whereby the relative distances between atoms are changed.
In this paper we investigate the ground-state properties of the compressible frustrated antiferromagnets, i.e. those systems where the coupling between magnetic and elastic degrees of freedom is taken into account,under the action of uniaxial pressure. We treat the system self-consistently considering the spin subsystem in the linear spin-wave approximation and using the continuum approach for the elastic degrees of freedom. We show that as a result of this method the behavior of the on-site magnetization as a function of the pressure differs significantly from the behavior which was obtained in the framework of the spatially anisotropic Heisenberg model . In particular, the on-site-magnetization does not vanish in the whole interval of stability of the collinear phase.
We consider the two-dimensional triangular lattice. The Hamiltonian of the spin subsystem, interacting with the displacements of the magnetic atoms, is
$`H={\displaystyle \frac{1}{2}}{\displaystyle \underset{\stackrel{}{n},\stackrel{}{a}}{}}J_\stackrel{}{a}\stackrel{}{S}_\stackrel{}{n}\stackrel{}{S}_{\stackrel{}{n}+\stackrel{}{a}}`$ (1)
Here $`\stackrel{}{S}_\stackrel{}{n}`$ is the spin operator of the atom located in the $`\stackrel{}{n}`$-th site of the triangular lattice: $`\stackrel{}{n}=n_1\stackrel{}{c}_1+n_2\stackrel{}{c}_2(n_1,n_2=0,\pm 1,\pm 2,..)`$ where $`\stackrel{}{c}_1=(1,0),\stackrel{}{c}_2=(\frac{1}{2},\frac{\sqrt{3}}{2})`$ are the basic vectors of the triangular lattice, $`J_\stackrel{}{a}=J\left(1\eta \stackrel{}{a}(\stackrel{}{u}_{\stackrel{}{n}+\stackrel{}{a}}\stackrel{}{u}_\stackrel{}{n})\right)=J\left(1\eta _{i,j}a_iu_{ij}a_j\right)`$ is the exchange integral ($`J>0`$ is the exchange constant), $`\stackrel{}{u}_\stackrel{}{n}`$ are the atom displacements from their equilibrium (without magnetic interaction), and $`\stackrel{}{a}`$ is the vector which connects a site with nearest neighbors, $`\eta =d\mathrm{ln}J/d|\stackrel{}{a}|`$. We consider a small spatially smooth deformation. Therefore it was convenient to introduce the components of the strain tensor $`u_{ij}`$: $`(\stackrel{}{u}_{\stackrel{}{n}+\stackrel{}{a}}\stackrel{}{u}_\stackrel{}{n})_i=\frac{1}{2}_j\left(\frac{u_i}{n_j}+\frac{u_j}{n_i}\right)a_j_ju_{ij}a_j,`$ ($`i,j=x,y).`$
The elastic energy of the two-dimensional triangular lattice in the continuum approximation coincides with the elastic energy of the isotropic plane:$`\mathrm{\Phi }=\frac{1}{2}K(u_{xx}+u_{yy})^2+\frac{1}{2}\mu \left((u_{xx}u_{yy})^2+4u_{xy}^2\right)p_xu_{xx}p_yu_{yy}`$ where $`K`$ and $`\mu `$ are the elastic modulus of the system and $`p_i(i=x,y)`$ are the component of the uniaxial pressure.
Let us use the transformation (see e.g. ) to the local frame of reference $`S_\stackrel{}{n}^x=\stackrel{~}{S}_\stackrel{}{n}^x\mathrm{cos}\stackrel{}{q}\stackrel{}{n}+\stackrel{~}{S}_\stackrel{}{n}^z\mathrm{sin}\stackrel{}{q}\stackrel{}{n},S_\stackrel{}{n}^z=\stackrel{~}{S}_\stackrel{}{n}^z\mathrm{cos}\stackrel{}{q}\stackrel{}{n}\stackrel{~}{S}_\stackrel{}{n}^x\mathrm{sin}\stackrel{}{q}\stackrel{}{n},S_\stackrel{}{n}^y=\stackrel{~}{S}_\stackrel{}{n}^y`$ in which quantization axis for the spins at each site coincide with its classical direction $`(\mathrm{cos}\stackrel{}{q}\stackrel{}{n},0,\mathrm{sin}\stackrel{}{q}\stackrel{}{n})`$ which is determined by the vector $`\stackrel{}{q}`$. By using the Holstein-Primakoff spin-representation $`\stackrel{~}{S}_\stackrel{}{n}^x=\sqrt{S/2}(b_\stackrel{}{n}^{}+b_\stackrel{}{n}),\stackrel{~}{S}_\stackrel{}{n}^y=i\sqrt{S/2}(b_\stackrel{}{n}^{}b_\stackrel{}{n}),\stackrel{~}{S}_\stackrel{}{n}^z=Sb_\stackrel{}{n}^{}b_\stackrel{}{n}`$ with $`b_\stackrel{}{n}^{}`$, $`(b_\stackrel{}{n})`$ being the creation (destruction) Bose-operator of the spin-excitation on the $`\stackrel{}{n}`$-th site and applying the Bogolyubov transformation $`b_\stackrel{}{n}=N^{1/2}e^{i\stackrel{}{k}\stackrel{}{n}}\left(\mathrm{cosh}(\theta _\stackrel{}{k})\alpha _\stackrel{}{k}+\mathrm{sinh}(\theta _\stackrel{}{k})\alpha _\stackrel{}{k}^{}\right)`$ for these operators ($`\stackrel{}{k}`$ is the wave vector belonging to the first Brillouin zone and $`N`$ is the number of atoms in the crystal), the Hamiltonian (1) in the spin-wave approximation can be represented in the form $`H=NE_{gr}+_\stackrel{}{k}\omega _\stackrel{}{k}\alpha _\stackrel{}{k}^{}\alpha _{veck}.`$ where
$`E_{gr}=E_{cl}{\displaystyle \frac{1}{N}}{\displaystyle \underset{\stackrel{}{k}}{}}\mathrm{sinh}^2(\theta _\stackrel{}{k})\omega _\stackrel{}{k}`$ (2)
is the ground state energy per atom in the spin-wave approximation. The coefficients of the Bogolyubov transformation are given by $`\mathrm{tanh}^2(\theta _\stackrel{}{k})=\left(f_\stackrel{}{k}g_\stackrel{}{k}\right)^2\left(f_\stackrel{}{k}+g_\stackrel{}{k}\right)^2`$ where
$`f_\stackrel{}{k}^2=S\left(2J(\stackrel{}{q})+J(\stackrel{}{k}\stackrel{}{q})+J(\stackrel{}{k}+\stackrel{}{q})\right),`$ (3)
$`g_\stackrel{}{k}^2=2S\left(J(\stackrel{}{k})J(\stackrel{}{q})\right)`$ (4)
with $`J(\stackrel{}{k})=\frac{1}{2}_\stackrel{}{a}J_\stackrel{}{a}\mathrm{cos}\stackrel{}{k}\stackrel{}{a}`$, and
$`\omega _\stackrel{}{k}=f_\stackrel{}{k}g_\stackrel{}{k}`$ (5)
is the magnon energy. $`E_{cl}=S^2J(\stackrel{}{q})`$ is the energy of the spin subsystem per atom in the classical approximation.
The on-site magnetization $`M\stackrel{~}{S}_\stackrel{}{n}^z=Sb_\stackrel{}{n}^{}b_\stackrel{}{n}`$ can be also obtained by using the Bogolyubov transformation. As a result we get
$`M=S{\displaystyle \frac{1}{N}}{\displaystyle \underset{\stackrel{}{k}}{}}\mathrm{sinh}^2(\theta _\stackrel{}{k}).`$ (6)
Our goal now is to minimize the total ground state energy of the system
$`=\mathrm{\Phi }+E_{gr}E_{gr}+J\left({\displaystyle \frac{\kappa }{2}}(ϵ_1^2+ϵ_2^2)pϵ_1\right)`$ (7)
with respect to the variational parameters which are the components of the deformation tensor $`ϵ_1=\eta (u_{xx}u_{yy})/2,ϵ_2=\eta u_{xy}`$ and the vector $`\stackrel{}{q}`$. Here the magneto-elastic constant $`\kappa =4\mu /\left(J\eta ^2\right)`$ characterizes the stiffness of the lattice in terms of the intensity of the spin-lattice interaction, $`p=(p_xp_y)/\left(\eta J\right)`$is the dimensionless uniaxial pressure. In Eq. (7) we omitted the terms of spin-lattice interaction which correspond to the dilatation (contraction) of the lattice ($`(u_{xx}+u_{yy})/2`$) without changing its symmetry. These terms don’t change the qualitative behavior of the system. The equations for $`\stackrel{}{q}`$ and $`ϵ_i`$ have the form
$`{\displaystyle \frac{}{\stackrel{}{q}}}=0,{\displaystyle \frac{}{ϵ_i}}=0`$ (8)
Let us consider first the case zero pressure: $`p=0`$. In the classical approximation when $`S\mathrm{}`$ the energy of the system can be represented in the form
$`{\displaystyle \frac{_{cl}}{J}}=S^2J(\stackrel{}{q})+{\displaystyle \frac{\kappa }{2}}(ϵ_1^2+ϵ_2^2)`$ (9)
¿From Eq.(9) we obtain that the set of equations (8) has three types of solutions:
i) H-phase: $`\stackrel{}{q}_H=4\pi /3(\mathrm{cos}\varphi ,\mathrm{sin}\varphi ),\varphi =0,\pm \pi /3.`$ The spin structure corresponding to each $`\stackrel{}{q}_H`$ is a three-sublattice antiferromaget.Three different $`\stackrel{}{q}_H`$ represent three possible antiferromagnetic domains. The lattice structure is an undistorted triangular lattice $`(ϵ_1=ϵ_2=0)`$ with the group symmetry $`D_{6h}`$.
ii) L-phase: $`\stackrel{}{q}_L=2\pi /\sqrt{3}(\mathrm{sin}\varphi ,\mathrm{cos}\varphi ),\varphi =0,\pm \pi /3.`$ The spin structure corresponding to each $`\stackrel{}{q}_L`$ is a two-sublattice antiferromagnet. The lattice structure for $`\varphi =0`$ is determined by the deformation tensors $`ϵ_1=2S^2/\kappa ,ϵ_2=0`$ while for two other $`\stackrel{}{q}_L`$ the deformation tensors can be obtained by rotations by $`\pm \pi /3`$. The lattice is characterized by the group symmetry $`D_{2h}`$.
iii) S-phase: $`\stackrel{}{q}_s=(q_s,2\pi /\sqrt{3}),ϵ_1=\kappa ^1\left(\mathrm{cos}q_s+\mathrm{cos}(q_s/2)\right),ϵ_2=0`$ where $`\mathrm{cos}(q_s/2)=\left(\sqrt{9+32\kappa /S^2}5\right)/8`$. Two more vectors $`\stackrel{}{q}`$ and deformation tensors $`ϵ_1`$ and $`ϵ_2`$ can be obtained from the above equation by rotations by $`\pm \pi /3`$. The spin structure is a spiral antiferromagnet.
We consider the stability of obtained solutions for the case when
$`ϵ_10,ϵ_2=0,0q_x{\displaystyle \frac{2\pi }{3}},q_y={\displaystyle \frac{2\pi }{\sqrt{3}}},`$ (10)
In the subspace (10) the stability condition reads
$`{\displaystyle \frac{^2}{ϵ_1^2}}>0,{\displaystyle \frac{^2}{ϵ_1^2}}{\displaystyle \frac{^2}{q_x^2}}\left({\displaystyle \frac{^2}{q_xϵ_1}}\right)^2>\mathrm{\hspace{0.17em}0}`$ (11)
One can obtain from Eqs (9) and (11) that
* the $`L`$-phase is stable when $`\kappa /S^2<\frac{9}{4}`$
* both $`H`$\- and $`L`$-phases are stable when $`\frac{9}{4}<\kappa /S^2<5.`$ For $`\kappa /S^2=4`$ the H- and L-phases have the same energy while for $`\kappa /S^2<4`$ the L-phase becomes energetically more favorable.
* the $`H`$-phase is stable when $`\kappa /S^2>5`$.
The spiral S-phase does not correspond to a minimum of the ground state energy. In the subspace (10) the spiral phase for $`\frac{9}{4}<\kappa /S^2<5`$ corresponds to the saddle point which separates two stable phases $`H`$ and $`L`$.
The wave vectors $`\stackrel{}{q}_H`$ and $`\stackrel{}{q}_L`$ determine also the magnetic structure of the H- and L-phases in the spin-wave approximation. This is not true, however, for the spiral phase where quantum fluctuations change the value of the spiral wave-vector $`q_s`$.
Evaluating numerically the integrals in the r.h.s. of Eq. (2) for $`\stackrel{}{q}=\stackrel{}{q}_H,ϵ_1=0`$ one can obtain that the ground state energy of the symmetric triangular phase in the spin-wave approximation is $`_HJ\left(\frac{3}{2}S(S+1)+1.1723S\right)`$. We have also found that the H-phase is stable for $`\kappa >\kappa _H`$ where
$$\frac{\kappa _H}{S^2}=\{\begin{array}{cc}\hfill 6.86,& \text{for }S=\frac{1}{2},\hfill \\ \hfill 3.85,& \text{for }S=1,\hfill \\ \hfill 3.26,& \text{for }S=\frac{3}{2},\hfill \\ \hfill 2.99,& \text{for }S=2\hfill \end{array}$$
(12)
Considering the low-symmetry L-phase which corresponds to the wave vector $`\stackrel{}{q}_L=2\pi (0,1/\sqrt{3})`$ we obtain from Eqs (3), (5) that its energy in the spin-wave approximation is determined by the expression
$`{\displaystyle \frac{_L}{J}}=S(S+1)(1+2ϵ_1)+{\displaystyle \frac{\kappa ϵ_1^2}{2}}+SI(ϵ_1)`$ (13)
$`I(ϵ_1)=(2+ϵ_1){\displaystyle \frac{4}{\pi ^2}}{\displaystyle \underset{0}{\overset{\frac{\pi }{2}}{}}}𝑑y(12{\displaystyle \frac{1ϵ_1}{2+ϵ_1}}\mathrm{sin}^2y)E(m)`$ (14)
where $`E(m)`$ is the elliptic integral of the second kind with the parameter $`m=\mathrm{cos}^2y\left(12\frac{1ϵ_1}{2+ϵ_1}\mathrm{sin}^2y\right)^2`$. One can obtain from Eq. (5) that in the $`\stackrel{}{k}0`$ limit the magnon dispersion in the L-phase has the form $`\omega _L(\stackrel{}{k})=2JS(2+ϵ_1)\sqrt{(5ϵ_12)k_x^2+3(2+ϵ_1)k_y^2}`$. This means that the magnons in the low-symmetry L-phase can exist only for $`ϵ_1>0.4`$ and only in this interval we may look for extrema of the function $`_L`$. It is seen from Eqs (1) that the quantity $`J_1=J(1+ϵ_1/2)`$ $`\left(J_2=J(1ϵ_1)\right)`$ corresponds to the antiferromagnetic exchange between first (second) neighbors in the spin-wave theory of Heisenberg antiferromagnet on an anisotropic triangular lattice . Therefore the interval $`1>ϵ_1>0.4`$ corresponds to the interval $`0<J_2/J_1<\mathrm{\hspace{0.17em}1}/2`$ in the spin-wave theory of Heisenberg antiferromagnet on an anisotropic triangular lattice.
In Fig. 1 we plot the deformation tensor $`ϵ_1`$ which provides an extremum of $`_L`$, as a function of the coupling parameter $`\kappa `$ for three spin values $`S=1/2,1,3/2`$. It is seen that the equation $`d/dϵ_1=0`$ has solution $`ϵ_1`$only for $`\kappa <\kappa _L`$. The critical value $`\kappa _L`$ which determines the interval of the existence of the L-phase depends on the spin $`S`$. It increases when the spin $`S`$ increases, e.g.
$$\frac{\kappa _L}{S^2}=\{\begin{array}{cc}\hfill 3.97,& \text{for }S=\frac{1}{2},\hfill \\ \hfill 4.47,& \text{for }S=1,\hfill \\ \hfill 4.64,& \text{for }S=\frac{3}{2},\hfill \\ \hfill 4.73,& \text{for }S=2\hfill \end{array}$$
(15)
but even for $`S=4`$ it is still less ($`\kappa _L/S^24.75`$) than the critical value for this parameter obtained in the classical approximation ($`\kappa _L/S^2=5`$). The reason for this is the strong contribution to the effective elastic energy of the system from quantum fluctuations (the second term in the r.h.s. of Eq. (13)).The quantum fluctuations change both the stiffness of the lattice (the second derivative of the free energy (13) with respect to the deformation $`ϵ_1`$) and the constant of the spin-elastic interaction ( the first derivative of the free energy). A single-valued monotonic dependence $`ϵ_1(\kappa )`$ is obtained for $`S1`$. For $`S=1/2`$ the dependence becomes multi-valued, i.e. there is an interval of $`\kappa `$ where two values $`ϵ_1^{(1)}`$ and $`ϵ_1^{(2)}`$ ($`ϵ_1^{(1)}<ϵ_1^{(2)}`$ ) of the deformation tensor correspond to each value of the coupling constant $`\kappa `$. Only the solution which corresponds to the deformation $`ϵ_1^{(2)}`$ corresponds to the minimum of the effective elastic energy (13).
To find the stability region of the collinear L-phase we numerically evaluated integrals in the l.h.s. of the inequality (11) and found that it holds in the interval $`\kappa <\kappa _L`$. Comparing the stability limits for H- and L-phases give in Eqs (12) and (15) we find the following interesting results. For $`S\mathrm{\hspace{0.17em}1}`$ we have always $`\kappa _H<\kappa _L`$ like in the classical approach where the stability regions for H- and L-phases overlap. However, for $`S=1/2`$ this is not the case since there is an interval $`\kappa _L<\kappa <\kappa _H`$ where neither the L- nor the H-phase exist.
The nature of the phase in the interval $`(\kappa _L,\kappa _H)`$ or in other words for $`ϵ_1<0.4`$, cannot be clarified in the framework of the spin-wave approach. The reason why this approach fails is the following. As it was mentioned above the vectors $`\stackrel{}{q}_s`$ obtained in the classical approach are not solutions of the extrema conditions (8) in the spin-wave approximation. On the other hand, as it is seen from Eqs (5) and (3) the magnon frequency $`\omega _\stackrel{}{k}`$ is real in the interval $`ϵ_1<0.4`$ only for $`\stackrel{}{q}`$ obtained in the classical approach. For other $`\stackrel{}{q}`$ values $`\omega _\stackrel{}{k}^2`$ is not positive definite. Thus to check the stability of the corresponding phase is stable one should calculate the magnon dispersion beyond the spin-wave approach.
Let us consider how the L-phase evolves in the presence of an uniaxial pressure $`p`$. From Eqs (7) and (8) we get
$`\stackrel{}{q}={\displaystyle \frac{2\pi }{\sqrt{3}}}(0,1),ϵ_2=0,`$ (16)
$`p=\kappa ϵ_12S(S+1)+S{\displaystyle \frac{dI(ϵ_1)}{dϵ_1}}`$ (17)
In Fig. 2 we show results for the on-site magnetization in the L-phase for $`S=\frac{1}{2}`$ as a function of the uniaxial pressure $`p`$. Fig. 2 and in particular its inset shows that our results are qualitatively different from those of a recent spatially anisotropic triangular lattice study . In contrast to the $`(J_1,J_2)`$ -model where the ratio $`J_2/J_1`$ was a free parameter in our model the corresponding parameter in a compressible triangular lattice $`J_2/J_1=2(1ϵ_1)/(2+ϵ_1)`$ is determined self-consistently from the extrema conditions (8). It is seen that in the interval of the existence of the L-phase we have $`J_2/J_1<1/2`$ $`(ϵ_1>0.4`$) and the on-site magnetization is finite. It is interesting that there exists an interval where two values of the magnetization $`M`$ correspond to each value of the pressure $`p`$. One can show, however, that only the state with a larger value of $`M`$ is stable.
We conclude that the Heisenberg antiferromagnet on an compressible triangular lattice differs qualitatively from the Heisenberg antiferromagnet on an anisotropic triangular lattice. Self-consistent treatment of the elastic degrees of freedom shows that the spiral magnetic phase is unstable in the classical approximation. This approach shows also that in the spin-wave approximation the interaction between quantum fluctuations and elastic degrees of freedom stabilizes the collinear L-phase.
Acknowledgements
Yu. Gaididei is grateful for the hospitality of the University of Bayreuth
where this work was performed. Partial support from the DRL grant Nr.: UKR-002-99 is also acknowledged. |
warning/0003/hep-ph0003281.html | ar5iv | text | # 1 The sensitivity range reached by the planned GENIUS experiment in the mass parameter 𝑚 and the mixing angle variables 𝑏=sin²{𝜃₁₂}+sin²{𝜃₁₃} and 𝑏'=sin²{𝜃₁₂}-sin²{𝜃₁₃} in Model A. The upper and/or lower bounds of ±0.016 for 𝑏 and 𝑏' are obtained from Bugey experiment []. The area bounded by the dashed line illustrates Cases I (𝑏 as vertical axis) and III (𝑏' as vertical axis) (see eq.()) whereas the area bounded by solid line illustrates the sensitivity range in Cases II (𝑏) and IV (𝑏'). Cases V-VIII are related to Cases I-IV in a way described in the text.
HIP-2000-11/TH
Neutrinoless double beta decay
in four-neutrino models
Anna Kalliomäki <sup>1</sup><sup>1</sup>1E-mail address: amkallio@pcu.helsinki.fi and Jukka Maalampi <sup>2</sup><sup>2</sup>2E-mail address: maalampi@pcu.helsinki.fi
Department of Physics, Theoretical Physics Division
University of Helsinki, Finland
ABSTRACT
The most stringent constraint on the so-called effective electron neutrino mass from the present neutrinoless double beta decay experiments is $`|M_{ee}|<0.2`$ eV, while the planned next generation experiment GENIUS is anticipated to reach a considerably more stringent limit $`|M_{ee}|<0.001`$ eV. We investigate the constraints these bounds set on the neutrino masses and mixings of neutrinos in four-neutrino models where there exists a sterile neutrino along with the three ordinary neutrinos. We find that the GENIUS experiment would be sensitive to the electron neutrino masses down to the limit $`m_{\nu _e}<\mathrm{\hspace{0.33em}0.024}`$ eV in such a scenario.
There exist strong experimental indications that neutrinos have mass and that they mix. The results of the Super-Kamiokande experiment on neutrinos produced in Earth’s atmosphere by cosmic rays provide a convincing evidence of neutrino oscillations, and the results of the solar neutrino experiments point to the same direction. Results from the laboratory experiment by the LSND collaboration may also be an indication of neutrino oscillations but they still await a future confirmation, e.g. at the MiniBoone and I216 experiments , in particular so because measurements in KARMEN detector exclude most of the region in the parameter space favoured by the LSND.
Neutrino oscillation probabilities are determined by squared mass differences $`\delta m_{ji}^2=m_j^2m_i^2`$, where $`m_i`$ is the mass of the massive neutrino state $`\nu _i`$, and the elements of the neutrino mixing matrix $`U`$ that connects the massive neutrino states $`\nu _i`$ and the flavour neutrino states $`\nu _\alpha `$ through the relation $`\nu _\alpha =_iU_{\alpha i}\nu _i`$. For explaining the solar and atmospheric neutrino data two mass-squared difference scales, $`\delta m_{\mathrm{atm}}^210^310^2\mathrm{eV}^2`$ for atmospheric neutrinos and $`\delta m_{\mathrm{sun}}^210^5\mathrm{eV}^2`$ or $`10^{10}\mathrm{eV}^2`$ for solar neutrinos, are needed, and the data can be described within a three-neutrino model. If the LSND result is not disregarded, a three-neutrino framework is not sufficient but one has to go beyond it and consider a model with four (or more) neutrinos as three different levels of mass-squared differences are needed, the third one being $`\delta m_{\mathrm{LSND}}^2=0.32`$ eV<sup>2</sup>. In addition to the three known neutrino flavours $`\nu _e,\nu _\mu `$ and $`\nu _\tau `$ one has to incorporate at least one light neutrino $`\nu _s`$ that is sterile, i.e. it lacks Standard Model (SM) gauge interactions .
As was pointed out in ref. , the only four-neutrino mass patterns that are consistent with all oscillation data are those where there are two pairs of neutrinos with close masses, the ”sun-pair” (mass states $`\nu _0`$ and $`\nu _1`$) and ”atm-pair” (mass states $`\nu _2`$ and $`\nu _3`$) corresponding to the squared-mass differences $`\delta m_{\mathrm{atm}}^2`$ and $`\delta m_{\mathrm{sun}}^2`$, respectively, separated by a gap corresponding to $`\delta m_{\mathrm{LSND}}^2`$ .
Another oscillation constraint follows from cosmology. Depending on the value of $`\delta m^2`$, a large active-neutrino mixing could bring sterile neutrinos into thermal equilibrium thereby increasing the effective number of light neutrinos , $`N_\nu `$, which would affect the big bang nucleosynthesis (BBN). This leads to quite tight constraints on the active-sterile mixings .
In the case neutrinos are Majorana particles , which is quite likely from the theoretical point of view, another useful source of experimental information on neutrino masses and mixings is provided by the neutrinoless double beta ($`0\nu \beta \beta `$) decay. The $`0\nu \beta \beta `$ decay is sensitive to the values of the neutrino masses themselves, in contrast with the oscillation data which depend only on the squared-mass differences. Also, it provides information on the Majorana CP-phases of neutrinos, to which the oscillation phenomena are practically insensitive. In the present work we shall study the constraints the $`0\nu \beta \beta `$ decay places on the neutrino masses $`m_i`$, the neutrino mixing matrix $`U`$ and the relative CP-phases of neutrinos in four-neutrino models consisting of three active neutrinos $`\nu _e,\nu _\mu `$ and $`\nu _\tau `$ and a sterile neutrino $`\nu _s`$ with the 2+2 mass pattern described above.
The quantity probed in the $`0\nu \beta \beta `$ decay experiments is the absolute value of the effective mass
$$M_{ee}=\underset{i}{}m_iU_{ei}^2.$$
(1)
The most recent experimental upper bound for it from the Moscow-Heidelberg experiment is (at 90% C.L.)
$$|M_{ee}|<0.2\mathrm{eV}.$$
(2)
In turns out that this bound is in the case of four-neutrino models less restrictive than in the case of the tree-neutrino models . A substantial strengthening of the present bound is, however, foreseen in the future. In the planned GENIUS experiment one expects to reach after the first year of operation the limit 0.01 eV and eventually the limit
$$|M_{ee}|<0.001\mathrm{eV}(\mathrm{GENIUS}).$$
(3)
We will study the restrictions this bound would set on the parameters of four-neutrino models, in particular on the mass of the electron neutrino $`\nu _e`$ and the mixing of $`\nu _e`$ with $`\nu _\mu `$ and $`\nu _\tau `$.
The constraint from the $`0\nu \beta \beta `$ decay is sensitive to the relative CP-phases $`\eta _i`$ of the mass states $`\nu _i`$. We will concentrate in the CP-conserving case where $`\eta _i=\pm 1`$. In this case one can write (1) in the form
$$M_{ee}=\underset{i}{}\eta _im_i|U_{ei}|^2.$$
(4)
The most general mixing matrix $`U`$ that describes the connection between the flavour states $`\nu _s,\nu _e,\nu _\mu ,\nu _\tau `$ and the Majorana mass eigenstates $`\nu _0,\nu _1,\nu _2,\nu _3`$ can be parametrized in terms of $`6`$ rotation angles and $`6`$ phases as follows (see, e.g., ref. ):
$$U=\left(\begin{array}{cccc}c_{01}c_{02}c_{03}& c_{02}c_{03}s_{01}^{}& c_{03}s_{02}^{}& s_{03}^{}\\ & & & \\ c_{01}c_{02}s_{03}s_{13}^{}& c_{02}s_{01}^{}s_{03}s_{13}^{}& s_{02}^{}s_{03}s_{13}^{}& c_{03}s_{13}^{}\\ c_{01}c_{13}s_{02}s_{12}^{}& c_{13}s_{01}^{}s_{02}s_{12}^{}& +c_{02}c_{13}s_{12}^{}& \\ c_{12}c_{13}s_{01}& +c_{01}c_{12}c_{13}& & \\ & & & \\ c_{01}c_{02}c_{13}s_{03}s_{23}^{}& c_{02}c_{13}s_{01}^{}s_{03}s_{23}^{}& c_{13}s_{02}^{}s_{03}s_{23}^{}& c_{03}c_{13}s_{23}^{}\\ +c_{01}s_{02}s_{12}^{}s_{13}s_{23}^{}& +s_{01}^{}s_{02}s_{12}^{}s_{13}s_{23}^{}& c_{02}s_{12}^{}s_{13}s_{23}^{}& \\ c_{01}c_{12}c_{23}s_{02}& c_{12}c_{23}s_{01}^{}s_{02}& +c_{02}c_{12}c_{23}& \\ +c_{12}s_{01}s_{13}s_{23}^{}& c_{01}c_{12}s_{13}s_{23}^{}& & \\ +c_{23}s_{01}s_{12}& c_{01}c_{23}s_{12}& & \\ & & & \\ c_{01}c_{02}c_{13}c_{23}s_{03}& c_{02}c_{13}c_{23}s_{01}^{}s_{03}& c_{13}c_{23}s_{02}^{}s_{03}& c_{03}c_{13}c_{23}\\ +c_{01}c_{23}s_{02}s_{12}^{}s_{13}& +c_{23}s_{01}^{}s_{02}s_{12}^{}s_{13}& c_{02}c_{23}s_{12}^{}s_{13}& \\ +c_{01}c_{12}s_{02}s_{23}& +c_{12}s_{01}^{}s_{02}s_{23}& c_{02}c_{12}s_{23}& \\ +c_{12}c_{23}s_{01}s_{13}& c_{01}c_{12}c_{23}s_{13}& & \\ s_{01}s_{12}s_{23}& +c_{01}s_{12}s_{23}& & \end{array}\right),$$
(5)
where $`c_{jk}\mathrm{cos}\theta _{jk}`$ and $`s_{jk}\mathrm{sin}\theta _{jk}e^{i\delta _{jk}}`$. For our discussion relevant is the second row which gives the composition of the electron neutrino in terms of the mass eigenstates neutrinos. It depends on several mixing parameters but fortunately simplifies considerably when the existing constraints from laboratory experiments and cosmology are taken into account.
Assuming the 2+2 mass hierarchy among neutrino masses, indicating $`\delta m_{02}^2\delta m_{03}^2\delta m_{12}^2\delta m_{13}^2\delta m_{LSND}^2`$, the Bugey short baseline experiment , measuring the probability $`P(\nu _e\nu _e)1A^{ee}\mathrm{sin}^2(L\delta m_{\mathrm{LSND}}^2/4E)`$, yields the bound
$$A^{ee}=4(|U_{e2}|^2+|U_{e3}|^2)(1|U_{e2}|^2|U_{e3}|^2)<0.06,$$
(6)
or
$$|c_{02}c_{13}s_{12}^{}s_{02}^{}s_{03}s_{13}^{}|^2+|c_{03}s_{13}^{}|^2<0.016.$$
(7)
The angles $`\theta _{02}`$ and $`\theta _{03}`$ are further constrained by the big bang nucleosynthesis (BBN) as large mixings would, as mentioned above, increase the number of the effective degrees of freedom $`N_\nu `$ by bringing the sterile neutrino into thermal equilibrium. According to a recent analysis , the two-flavour $`\nu _{\tau ,\mu }\nu _s`$ mixings should obey the constraint (valid for $`|\delta m^2|<2.510^3\mathrm{eV}^2`$)
$$|\delta m^2|\mathrm{sin}^2\theta <710^5\mathrm{eV}^2$$
(8)
in order not to lead to a conflict with the BBN limit $`N_\nu <\mathrm{\hspace{0.33em}3.2}`$ . Since now $`\delta m^2=\delta m_{\mathrm{LSND}}^2=0.32`$ eV<sup>2</sup>, the mixing angle $`\theta `$ should be $`<\mathrm{\hspace{0.33em}10}^2`$, and it is therefore conceivable to assume $`s_{02},s_{03}1`$. With this approximation one derives from (7) the bounds
$`b`$ $``$ $`\mathrm{sin}^2\theta _{12}+\mathrm{sin}^2\theta _{13}<\mathrm{\hspace{0.33em}0.016},`$
$`|b^{}|`$ $``$ $`|\mathrm{sin}^2\theta _{12}\mathrm{sin}^2\theta _{13}|<\mathrm{\hspace{0.33em}0.016},`$ (9)
and the following approximative composition of the electron neutrino in terms of the mass eigenstates:
$$\nu _e=\mathrm{sin}\theta _{01}e^{i\delta _{01}}\nu _0\mathrm{cos}\theta _{01}\nu _1+\mathrm{sin}\theta _{12}e^{i\delta _{12}}\nu _2+\mathrm{sin}\theta _{13}e^{i\delta _{13}}\nu _3.$$
(10)
Let us note that the cosmological argument used above remains still somewhat controversial. Some analysis allow for the number of the relativistic degrees of freedom, instead of the bound $`N_\nu <\mathrm{\hspace{0.33em}3.2}`$ quoted above, values close to four , in which case BBN would not place any constraint on the angles $`s_{02},s_{03}`$. The difference is due to conflicting results on the primordial deuterium abundance. Furthermore, the BBN constraint depends on the lepton asymmetry in the early universe, which might considerably weaken the bounds (in the case the predominantly sterile mass eigenstate is lighter than its active mixing partner). Anyhow, we will assume in the following that the sterile neutrino mixes considerably only with the electron neutrino and consequently that the approximations (9) and (10) are valid.
In this approximation the solar neutrino oscillation is described entirely in terms of the angle $`\theta _{01}`$ associated with the $`\nu _e\nu _s`$ mixing. According to an overall analysis of all solar neutrino data, only the small angle matter solution (SAMSW) with $`210^3<\mathrm{sin}^22\theta _{01}<\mathrm{\hspace{0.33em}10}^2`$ leads to a reasonable fit in the active-sterile mixing case .
There are two mass patterns consistent with the oscillation data, differing in as to which one of the pairs, the sun-pair or the atm-pair, is lighter. We will call Model A the pattern where the sun-pair is the light one and the atm-pair is the heavy one, and the case where the mass order is the opposite will be called Model B. The mass scale of the lighter neutrino pair is denoted by $`m`$, and the mass gap between the pairs is denoted by $`\mathrm{\Delta }m`$, so that the mass scale of the heavier pair is $`m+\mathrm{\Delta }m`$. We will neglect the mass differencies inside the two pairs by assuming they to be small as compared with the mass gap $`\mathrm{\Delta }m`$.
Studies of the anisotropies of the cosmic microwave background radiation and the large scale structure of the universe provide information on the sum of neutrino masses, $`_im_{\nu _i}4m+2\mathrm{\Delta }m`$. The contribution of neutrinos on the dark matter content of the Universe is in units of the critical density given by $`\mathrm{\Omega }_\nu =h^2_im_{\nu _i}/94`$ eV, where $`h`$ is the dimensionless Hubble constant ($`H_0=100h\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$). In the previously popular hot+cold dark matter scenario the neutrino contribution to the energy density of the universe is assumed to be $`\mathrm{\Omega }_\nu 0.2`$, but the more recent observations, indicating the existence of a large cosmological constant, imply that this should be taken as a conservative upper limit only . With the recent measured value of the Hubble constant , $`h0.71`$, this leads to the upper limit $`_im_{\nu _i}<\mathrm{\hspace{0.33em}10}`$ eV. Recently it has been claimed that this limit improves to
$$\underset{i}{}m_{\nu _i}<\mathrm{\hspace{0.33em}5.5}\mathrm{eV}$$
(11)
when the information from the Ly$`\alpha `$ forest in quasar spectra is taken into account .
The range of the squared mass difference, $`\delta m_{\mathrm{LSND}}^2=0.32`$ eV<sup>2</sup>, indicated by the LSND data and allowed by the Bugey and the other short baseline experiments yields the following upper and lower bounds for the mass difference $`\mathrm{\Delta }m`$ as a function of the mass $`m`$:
$$m+\sqrt{m^2+0.3\mathrm{eV}^2}<\mathrm{\Delta }m<m+\sqrt{m^2+2\mathrm{eV}^2}.$$
(12)
Combining this with the cosmological bound (11) leads to the following bounds on $`m`$ and $`\mathrm{\Delta }m`$:
$`m`$ $`<`$$``$ $`1.3\mathrm{eV},`$
$`\mathrm{\Delta }m`$ $``$ $`{\displaystyle \frac{\delta m_{\mathrm{LSND}}}{_im_i/2}}\mathrm{\hspace{0.33em}0.1}\mathrm{eV}.`$ (13)
In the extreme case of $`m=1.3`$ eV and $`\mathrm{\Delta }m=0.1`$ eV the mass spectrum is quite degenerate with $`m_0m_11.3`$ eV and $`m_2m_31.4`$ eV (Model A) or $`m_0m_11.4`$ eV and $`m_2m_31.3`$ eV (Model B). At the other extreme of $`m=0`$, i.e. when the lighter neutrino pair is massless, the heavier neutrino pair would have its mass in the range 0.5 eV to 1.4 eV.
Let us proceed to examine the consequences of the constraints (2) and (3) on the neutrino masses and mixing angles $`\theta _{01},\theta _{12}`$ and $`\theta _{13}`$ for different CP-phase patterns $`(\eta _0,\eta _1,\eta _2,\eta _3)`$ in the two models A and B.
Model A. In this model the neutrino pair ($`\nu _0,\nu _1`$) responsible for the solar anomaly is lighter than the pair ($`\nu _2,\nu _3`$) responsible for the atmospheric neutrino anomaly, i.e. the mass spectrum is of the form
$`m_0m_1=m`$
$`m_2m_3=m+\mathrm{\Delta }m.`$ (14)
The $`0\nu \beta \beta `$ condition takes in this case the form
$$|m(\eta _0\mathrm{sin}^2\theta _{01}+\eta _1\mathrm{cos}^2\theta _{01})+(m+\mathrm{\Delta }m)(\eta _2\mathrm{sin}^2\theta _{12}+\eta _3\mathrm{sin}^2\theta _{13})|<a,$$
(15)
where for the present experimental bound $`a=0.2`$ eV and for the anticipated future bound of the GENIUS experiment $`a=0.001`$ eV. In order to find out the consequences of this condition one should examine separately the following different patterns of the relative CP-phases $`\eta =(\eta _0,\eta _1,\eta _2,\eta _3)`$:
$`\mathrm{I},\mathrm{II}`$ $`\eta =(1,1,\pm 1,\pm 1),`$ (16)
$`\mathrm{III},\mathrm{IV}`$ $`\eta =(1,1,\pm 1,1),`$
$`\mathrm{V},\mathrm{VI}`$ $`\eta =(1,1,\pm 1,\pm 1),`$
$`\mathrm{VII},\mathrm{VIII}`$ $`\eta =(1,1,\pm 1,1).`$
In the first four cases (I-IV), where $`\eta _0=\eta _1`$, the $`0\nu \beta \beta `$ condition is not affected by the solar neutrino mixing angle $`\theta _{01}`$.
In Cases I and II the $`0\nu \beta \beta `$ condition (15) becomes
$$|m\pm (m+\mathrm{\Delta }m)b|<a$$
(17)
where the plus-sign corresponds to Case I and the minus-sign to Case II, and $`b=\mathrm{sin}^2\theta _{12}+\mathrm{sin}^2\theta _{13}`$, as defined in eq. (9).
Case I. The LSND and other short baseline experiments constrain the value of the mass gap $`\mathrm{\Delta }m`$ between the two neutrino pairs within the range given in eq. (12). Combining this with the cosmological lower bound (13) yields for $`\mathrm{\Delta }m`$ the allowed range from 0.1 eV to 1.4 eV. One then concludes from (17) that with the present experimental sensitivity the $`0\nu \beta \beta `$ result does not set any constraint on the mixing angles $`\theta _{12},\theta _{13}`$ as $`b\mathrm{\Delta }ma`$. The experimental constraint implies just an upper limit for the mass scale $`m`$, $`m<(ab\mathrm{\Delta }m)/(1+b)a=0.2`$ eV.
The situation would be different in the case of the anticipated GENIUS bound $`a=0.001`$ eV. The condition (17) to be satisfied one must now have $`ba/\sqrt{0.3}\mathrm{eV}2a/\mathrm{eV}=0.002`$ , which would mean tightening of the present bound (9) from the Bugey reactor experiment by one order of magnitude. Also the allowed values of $`m`$ are relatively small, $`m<a=0.001`$ eV.
Case II. The Case II does not differ from Case I in any essential way as far as the present $`0\nu \beta \beta `$ bound is concerned. With the GENIUS bound the upper limit of the mixing angles $`\theta _{12},\theta _{13}`$ is as stringest $`b<a/\sqrt{0.3}\mathrm{eV}2a/\mathrm{eV}=0.002`$ obtained for $`m=0`$. The situation is different compared with Case I in that now the condition (17) imposes also a non-zero lower limit on $`b`$ when $`m>a`$, otherwise there would not be sufficient cancellations among the varios terms to make the condition (15) to be valid. The quantity $`b`$ would be constrained into the range $`(ma)/\sqrt{m^2+2\mathrm{eV}^2}<b<(m+a)/\sqrt{m^2+0.3\mathrm{eV}^2}`$, where the upper limit is overtaken by the upper limit $`b<\mathrm{\hspace{0.33em}0.016}`$ from the short baseline experiments, when $`m>\mathrm{\hspace{0.33em}0.008}`$ eV. The sensitivity range of the GENIUS experiment in the $`(m,b)`$ parameter plane is presented in Fig. 1 (solid line). As can be read from the figure, the GENIUS experiment would in this case be sensitive to the values of $`m`$ down to 0.024 eV.
Cases III and IV. In Cases III and IV the $`0\nu \beta \beta `$ condition (15) becomes
$$|m\pm (m+\mathrm{\Delta }m)b^{}|<a,$$
(18)
where the plus-sign corresponds to Case III and the minus-sign to Case IV, and $`b^{}=\mathrm{sin}^2\theta _{12}\mathrm{sin}^2\theta _{13}`$, as defined in (9). Just like in Cases I and II, the present $`0\nu \beta \beta `$ bound does not probe the mixing angles $`\theta _{12}`$ and $`\theta _{13}`$ but sets a constraint merely on the mass $`m`$. Again, the GENIUS experiment would be sensitive to the values of these angles. In Case III the condition (18) restricts the allowed values of $`b^{}=\mathrm{sin}^2\theta _{12}\mathrm{sin}^2\theta _{13}`$, whose value is by other constraints limited to $`0.016<b^{}<\mathrm{\hspace{0.33em}0.016}`$, so that for example for $`m=0`$ only the values $`|b^{}|a/\sqrt{0.3}\mathrm{eV}2a/\text{eV}=0.002`$ are allowed. The condition (18) is never satisfied for the mass values $`m>\mathrm{\hspace{0.33em}0.024}`$ eV. This would be the sensitivity limit of the GENIUS on the electron neutrino mass also in this case. The allowed values of $`b^{}`$ are negative, $`(ma)/\sqrt{m^2+0.3\mathrm{eV}^2}<b^{}<(m+a)/\sqrt{m^2+2\mathrm{eV}^2}`$, except that for $`m<a`$ small positive values are also possible. The GENIUS sensitivity range for this case is presented in Fig. 1 with the dashed line. Case IV is a mirror image of Case III so that again for $`m=0`$ all values $`|b^{}|<a/\sqrt{0.3}`$ eV are possible, but now $`b^{}`$ can have mainly positive values: $`(ma)\sqrt{m^2+2\mathrm{eV}^2}<b^{}<(m+a)/\sqrt{m^2+0.3\mathrm{eV}^2}`$ (the solid line in Fig. 1). Note that this is almost the same region that was obtained in Case II for the quantity $`b`$. The limit that the GENIUS experiment could reach for the mass $`m`$ is again 0.024 eV.
Cases V and VI. In these cases the $`0\nu \beta \beta `$ condition depends also on the solar mixing angle $`\theta _{01}`$:
$$|m(\mathrm{sin}^2\theta _{01}\mathrm{cos}^2\theta _{01})\pm (m+\mathrm{\Delta }m)b|<a,$$
(19)
where the plus-sign corresponds to Case V and the minus-sign to Case VI. If only the small mixing angle (SMA) MSW solution is being considered, one can use the approximative value $`\mathrm{sin}^2\theta _{01}\mathrm{cos}^2\theta _{01}\pm 1`$, where the sign depends on whether $`\theta _{01}`$ is close to $`0`$ or $`\pi /2`$. If one assumes that angle $`\theta _{01}0,`$ condition (19) becomes
$$|m\pm (m+\mathrm{\Delta }m)b|<a.$$
(20)
As is apparent from eqs. (17) and (20), the $`0\nu \beta \beta `$ constraints in Cases II and V are in practical terms the same, and no separate treatment is needed for Case V. The same applies to Cases I and VI. On the other hand, if the angle $`\theta _{01}`$ is close to $`\pi /2`$, condition (20) must be replaced with
$$|m\pm (m+\mathrm{\Delta }m)b|<a.$$
(21)
and clearly Cases I and V as well as Cases II and VI correspond to each other as far as the $`0\nu \beta \beta `$ constraint is concerned.
It is noteworthy that the values of $`\theta _{01}`$ close to 0 and close to $`\pi /2`$ correspond here two physically distinct situations while in oscillation experiments, where transition probabilities depend on $`\theta _{01}`$ through $`\mathrm{sin}^22\theta _{01}`$, do not make any difference between the ranges $`0<\theta _{01}<\pi /4`$ and $`\pi /4<\theta _{01}<\pi /2`$.
Cases VII and VIII. These cases are practically identical to Cases III and IV. If $`\theta _{01}0,`$ the $`0\nu \beta \beta `$ condition (15) takes the form
$$|m\pm (m+\mathrm{\Delta }m)b^{}|<a,$$
(22)
where the plus-sign corresponds to Case VII and minus-sign to Case VIII. Comparison between eqs. (18) and (22) shows that in Cases IV and VII as well as in Cases III and VIII the $`0\nu \beta \beta `$ condition is practically the same. If $`\theta _{01}\pi /2,`$ the same applies to Cases III, VII and IV, VIII.
Model B. In this model the mass spectrum is of the form
$`m_0m_1=m+\mathrm{\Delta }m`$
$`m_2m_3=m.`$ (23)
Again we assume that mixing of the neutrino pair $`(\nu _0,\nu _1)`$ is mainly responsible for the solar neutrino anomaly and mixing of the pair $`(\nu _2,\nu _3)`$ for the atmospheric neutrino anomaly. The $`0\nu \beta \beta `$ condition becomes now
$$|(m+\mathrm{\Delta }m)(\eta _0\mathrm{sin}^2\theta _{01}+\eta _1\mathrm{cos}^2\theta _{01})+m(\eta _2\mathrm{sin}^2\theta _{12}+\eta _3\mathrm{sin}^2\theta _{13})|<a.$$
(24)
If LSND results are taken into account and one assumes that $`0.3\text{eV}^2<m_1^2m_3^2<\mathrm{\hspace{0.33em}2}\text{eV}^2`$, which yields $`m_1>\mathrm{\hspace{0.33em}0.5}\text{eV}`$, it is easy to see that eq. (24) is not realized for any value of $`m`$ . This is because the absolute values of $`b`$ and $`b^{}`$, defined in eq. (9), are much less than $`|\eta _0\mathrm{sin}^2\theta _{01}+\eta _1\mathrm{cos}^2\theta _{01}|1`$, so that eq. (24) can be written approximately as
$$|m+\mathrm{\Delta }m|<a,$$
(25)
which is untrue because $`|m+\mathrm{\Delta }m|=m_1`$ and even the present value of $`a`$ is less than the lower limit $`0.5`$eV of $`m_1`$. If we, on the other hand, disregard the LNSD results and let $`\mathrm{\Delta }m`$ be as low as $`0.1`$eV, with present value of $`a`$ we get some restrictions on the parameter values from eq. (24). Eight different $`\eta `$ combinations (16) are in principle possible also in this case but because (as was already mentioned) the term proportional to $`b`$ or $`b^{}`$ in eq. (24) is much smaller than the term proportional to angle $`\theta _{01}`$, it can safely be neglected. So, the approximative equation (25) is valid in every case, not depending on the choices of $`\eta _0`$ and $`\eta _1`$ or whether $`\theta _{01}`$ is $`0`$ or $`\pi /2`$. The allowed values for $`m`$ are in the range $`m<a\mathrm{\Delta }m`$.
We can summarize our results as follows. In the model A, i.e. when the neutrino pair (with mass $`m`$) responsible on the solar neutrino deficit is lighter than the neutrino pair (with mass $`m+\mathrm{\Delta }m`$) responsible on the atmospheric neutrino anomaly, the $`0\nu \beta \beta `$ constraint set by the future GENIUS experiment, $`M_{ee}<\mathrm{\hspace{0.33em}0.001}`$ eV, induces an upper limit for mass $`m`$ as a function of the quantity $`b=\mathrm{sin}^2\theta _{12}+\mathrm{sin}^2\theta _{13}`$ or the quantity $`b^{}=\mathrm{sin}^2\theta _{12}\mathrm{sin}^2\theta _{13}`$ depending on the pattern of the relative CP numbers of the neutrinos. There exists eight possible patterns of the relative CP numbers, Cases I to VIII, defined in eq. (16). In Case I, where all relative CP numbers are equal, and no cancellations between the contributions of different neutrinos hence occurs, the upper bound for $`m`$ is the stringest, $`m<\mathrm{\hspace{0.33em}0.001}`$ eV. For all the others Cases the absolute mass bound is about an order of magnitude less stringent, $`m<\mathrm{\hspace{0.33em}0.024}`$ eV. In Case I the value of $`b`$ must be small, $`b<a`$. In the other Cases the restriction on $`b`$ or $`b^{}`$ depend on the value of $`m`$ (see Fig. 1), and both a lower and an upper limit are obtained. For $`m<\mathrm{\hspace{0.33em}0.08}`$ eV the foreseen upper limit for $`b`$ or $`|b^{}|`$ is more stringent that the limit of the Bugey experiment. There is a crucial difference between the different relative CP number patterns as comes to the ensuing limitations on the mixing angles $`\theta _{12}`$ and $`\theta _{13}`$, as a bound on $`b`$ implies a bound on the both angles whereas a bound on $`b^{}`$ implies only a bound on the difference of the angles, not on each of the angles separately. Also, the smaller is the mass $`m`$, the smaller or the more degenerate are the angles $`\theta _{12}`$ and $`\theta _{13}`$, depending on whether the obtained bound is on $`b`$ or $`b^{}`$, respectively.
The Model B, i.e. when the neutrino pair responsible on the solar neutrino deficit is heavier than the neutrino pair responsible on the atmospheric neutrino anomaly, is in practical terms ruled out already by the present limit of $`M_{ee}<\mathrm{\hspace{0.33em}0.2}`$ eV.
This work has been supported by the Academy of Finland under the project no. 40677. |
warning/0003/hep-th0003191.html | ar5iv | text | # Chapline-Manton interaction vertices and Hamiltonian BRST cohomology
## 1 Introduction
The problem of consistent interactions that can be introduced among fields with gauge freedom in such a way to preserve the number of gauge symmetries has been reformulated as a deformation problem of the master equation in the context of the antifield-BRST formalism . This technique has been applied to Chern-Simons models , Yang-Mills theories and two-form gauge fields . Thus, the antifield BRST method was proved to be an elegant tool for analyzing the problem of consistent interactions.
In this paper we study another interesting interaction, namely, the consistent interaction between the Yang-Mills vector potential and an abelian two-form, but from the Hamiltonian BRST point of view , . Our procedure will lead to combined Yang-Mills-two-form system coupled through a Yang-Mills Chern-Simons term (the Chapline-Manton model) . Chern-Simons couplings of a two-form to Yang-Mills theory play a major role in the Green-Schwarz anomaly cancellation mechanism , and hence are useful in string theory . On the other hand, the Hamiltonian BRST approach appears to be a more natural setting for implementing the BRST symmetry in quantum mechanics (chapter 14), as well as for establishing a proper connection with canonical quantization formalisms, like for instance the reduced phase-space or Dirac quantization procedures . To our knowledge, the Hamiltonian approach to consistent interactions among fields with gauge freedom has not been investigated until now, so our paper establishes a new result.
The strategy to be developed is the following. Initially, we begin with the “free” model describing pure Yang-Mills theory and a free abelian two-form and determine its main Hamiltonian BRST ingredients, namely, the BRST charge and BRST-invariant Hamiltonian. The BRST symmetry of the uncoupled theory, $`s`$, can be conveniently written like the sum between the Koszul-Tate differential and the exterior derivative along the gauge orbits, $`s=\delta +\gamma `$. Subsequently, we pass to the deformation procedure along the lines of a cohomological approach. Thus, we start by writing down the general equations representing the core of the Hamiltonian deformation procedure, which describe the deformation of the BRST charge, respectively, of the BRST-invariant Hamiltonian of the “free” theory. Then, we proceed to solve the main equations in relation with the model under study taking into account the BRST cohomology of the “free” theory. In this way, we reach the BRST charge and BRST-invariant Hamiltonian underlying the deformed model. Further, we identify the Hamiltonian system behind the deformation procedure by analyzing its first-class constraints, first-class Hamiltonian and the accompanying gauge algebra. It turns out that the resulting system is nothing but the Yang-Mills theory coupled to the 2-form through the Yang-Mills Chern-Simons interaction term, also known as the Chapline-Manton model.
## 2 Hamiltonian BRST symmetry for the uncoupled theory
In this section we derive the Hamiltonian BRST symmetry for the “free” theory. In this respect, we begin with a Lagrangian action equal with the sum between the actions of Yang-Mills theory and a free 2-form
$$S_0^L[A_\mu ^a,B_{\mu \nu }]=d^Dx\left(\frac{1}{4}F_{\mu \nu }^aF_a^{\mu \nu }\frac{1}{12}F_{\mu \nu \rho }F^{\mu \nu \rho }\right),$$
(1)
where
$$F_{\mu \nu }^a=_\mu A_\nu ^a_\nu A_\mu ^af_{bc}^aA_\mu ^bA_\nu ^c,$$
(2)
$$F_{\mu \nu \rho }=_\mu B_{\nu \rho }+_\rho B_{\mu \nu }+_\nu B_{\rho \mu }_{[\mu }B_{\nu \rho ]}.$$
(3)
The canonical analysis of action (1) gives the first-class constraints
$$G_a^{(1)}\pi _a^00,G_i^{(1)}\pi _{0i}0,$$
(4)
$$G_a^{(2)}\left(_j\pi _a^jf_{ac}^b\pi _b^jA_j^c\right)0,G_i^{(2)}2^j\pi _{ji}0,$$
(5)
and the first-class Hamiltonian
$`H_0={\displaystyle }d^{D1}x({\displaystyle \frac{1}{2}}\pi _{aj}\pi _j^a+{\displaystyle \frac{1}{4}}F_{ij}^aF_a^{ij}+A_0^aG_a^{(2)}`$
$`\pi _{ij}\pi ^{ij}+{\displaystyle \frac{1}{12}}F_{ijk}F^{ijk}+B^{0i}G_i^{(2)}).`$ (6)
In (42), $`\pi _a^\mu `$ and $`\pi _{\mu \nu }`$ denote the canonical momenta of $`A_\mu ^a`$, respectively, $`B^{\mu \nu }`$. The gauge algebra of the uncoupled model reads as
$$[G_a^{(1)},G_b^{(1)}]=0,[G_a^{(1)},G_b^{(2)}]=0,[G_a^{(2)},G_b^{(2)}]=f_{ab}^cG_c^{(2)},$$
(7)
$$[G_i^{(1)},G_j^{(1)}]=0,[G_i^{(1)},G_j^{(2)}]=0,[G_i^{(2)},G_j^{(2)}]=0,$$
(8)
$$[G_a^{(1)},G_i^{(1)}]=0,[G_a^{(1)},G_i^{(2)}]=0,[G_a^{(2)},G_i^{(1)}]=0,[G_a^{(2)},G_i^{(2)}]=0,$$
(9)
$$[H_0,G_a^{(1)}]=G_a^{(2)},[H_0,G_a^{(2)}]=f_{ab}^cA_0^bG_c^{(2)},$$
(10)
$$[H_0,G_i^{(1)}]=G_i^{(2)},[H_0,G_i^{(2)}]=0.$$
(11)
In addition, the constraint functions $`G_i^{(2)}`$ are first-stage reducible, i.e.,
$$^iG_i^{(2)}=0.$$
(12)
On account of (712), the BRST charge and BRST-invariant Hamiltonian of the uncoupled theory are given by
$`\mathrm{\Omega }_0={\displaystyle }d^{D1}x(G_a^{(1)}\eta _1^a+G_a^{(2)}\eta _2^a+{\displaystyle \frac{1}{2}}f_{bc}^a𝒫_{2a}\eta _2^b\eta _2^c+`$
$`G_i^{(1)}\eta _1^i+G_i^{(2)}\eta _2^i+\eta ^i𝒫_{2i}),`$ (13)
$$H_B=H_0+d^{D1}x\left(\left(\eta _1^af_{bc}^a\eta _2^bA_0^c\right)𝒫_{2a}+\eta _1^i𝒫_{2i}\right).$$
(14)
In the above, $`\eta _1^a`$, $`\eta _2^a`$, $`\eta _1^i`$ and $`\eta _2^i`$ stand for the fermionic ghost number one Hamiltonian ghosts, $`\eta `$ denotes the bosonic ghost number two ghost for ghost, while the $`𝒫`$’s represent their corresponding canonical momenta (antighosts). The ghost number is defined like the difference between the pure ghost number ($`pgh`$) and the antighost number ($`antigh`$), with
$$pgh\left(z^A\right)=0,pgh\left(\eta ^\mathrm{\Gamma }\right)=1,pgh\left(\eta \right)=2,pgh\left(𝒫_\mathrm{\Gamma }\right)=0,pgh\left(𝒫\right)=0,$$
(15)
$$antigh\left(z^A\right)=0,antigh\left(\eta ^\mathrm{\Gamma }\right)=0,antigh\left(\eta \right)=0,$$
(16)
$$antigh\left(𝒫_\mathrm{\Gamma }\right)=1,antigh\left(𝒫\right)=2,$$
(17)
where
$$z^A=(A_\mu ^a,B^{\mu \nu },\pi _a^\mu ,\pi _{\mu \nu }),\eta ^\mathrm{\Gamma }=(\eta _1^a,\eta _2^a,\eta _1^i,\eta _2^i),𝒫_\mathrm{\Gamma }=(𝒫_{1a},𝒫_{2a},𝒫_{1i},𝒫_{2i}).$$
(18)
The BRST differential $`s=[,\mathrm{\Omega }_0]`$ of the uncoupled theory splits as
$$s=\delta +\gamma ,$$
(19)
where $`\delta `$ is the Koszul-Tate differential, and $`\gamma `$ represents the exterior longitudinal derivative along the gauge orbits. These operators act like
$$\delta z^A=0,\delta \eta ^\mathrm{\Gamma }=0,\delta \eta =0,$$
(20)
$$\delta 𝒫_{1a}=\pi _a^0,\delta 𝒫_{2a}=_j\pi _a^jf_{ac}^b\pi _b^jA_j^c,$$
(21)
$$\delta 𝒫_{1i}=\pi _{0i},\delta 𝒫_{2i}=2^j\pi _{ji},\delta 𝒫=^i𝒫_{2i},$$
(22)
$$\gamma A_0^a=\eta _1^a,\gamma A_i^a=_i\eta _2^a+f_{bc}^a\eta _2^bA_i^c,\gamma B^{0i}=\eta _1^i,\gamma B^{ij}=^{[i}\eta _2^{j]},$$
(23)
$$\gamma \pi _a^0=0,\gamma \pi _a^i=f_{ac}^b\pi _b^i\eta _2^c,\gamma \pi _{0i}=0,\gamma \pi _{ij}=0,$$
(24)
$$\gamma \eta _1^a=0,\gamma \eta _2^a=\frac{1}{2}f_{bc}^a\eta _2^b\eta _2^c,\gamma \eta _1^i=0,\gamma \eta _2^i=^i\eta ,\gamma \eta =0,$$
(25)
$$\gamma 𝒫_{1a}=0,\gamma 𝒫_{2a}=f_{ab}^c𝒫_{2c}\eta _2^b,\gamma 𝒫_{1i}=0,\gamma 𝒫_{2i}=0,\gamma 𝒫=0.$$
(26)
Formulas (2026) will be employed in the next section in the framework of the deformation procedure.
## 3 Deformation of the “free” theory
In this section we deform the uncoupled model discussed above in the framework of the Hamiltonian BRST formalism. First, we write down the general equations underlying the deformation of the BRST charge and BRST-invariant Hamiltonian. Second, we solve these equations with respect to the model under study by using the cohomological technique. Finally, we identify the new gauge theory, which turns out to be nothing but the Chapline-Manton model.
### 3.1 Hamiltonian deformation problem
It is well-known that the solution to the master equation captures all the information on a given gauge theory at the level of the antifield BRST formalism. The gauge-fixed dynamics is generated by the gauge-fixed action, which is obtained from the solution to the master equation by using a certain gauge-fixing fermion. Moreover, it has been shown that the deformation of the solution to the master equation generates consistent interactions among fields with gauge freedom . At the Hamiltonian level, the BRST charge $`\mathrm{\Omega }_0`$ contains all the information on the structure of a first-class system. In this sense, the BRST charge plays a role similar to that of the solution to the master equation. However, in order to stipulate the correct dynamics, one needs a Hamiltonian, which is nothing but the gauge-fixed Hamiltonian $`H_K=H_B+[K,\mathrm{\Omega }_0]`$, where $`H_B`$ stands for the BRST-invariant Hamiltonian and $`K`$ is the gauge-fixing fermion. Thus, we can conclude that the problem of deforming the master equation induces at the Hamiltonian level the deformation of the equation $`[\mathrm{\Omega }_0,\mathrm{\Omega }_0]=0`$, as well as of the BRST-invariant Hamiltonian of the “free” theory.
The Lagrangian deformation implies that the BRST charge of the uncoupled theory is deformed as
$`\mathrm{\Omega }_0\mathrm{\Omega }=\mathrm{\Omega }_0+g{\displaystyle d^{D1}\omega _1}+g^2{\displaystyle d^{D1}\omega _2}+O\left(g^3\right)=`$
$`\mathrm{\Omega }_0+g\mathrm{\Omega }_1+g^2\mathrm{\Omega }_2+O\left(g^3\right),`$ (27)
where $`\mathrm{\Omega }`$ should satisfy the equation
$$[\mathrm{\Omega },\mathrm{\Omega }]=0.$$
(28)
Equation (28) splits accordingly the deformation parameter as
$$[\mathrm{\Omega }_0,\mathrm{\Omega }_0]=0,$$
(29)
$$2[\mathrm{\Omega }_0,\mathrm{\Omega }_1]=0,$$
(30)
$$2[\mathrm{\Omega }_0,\mathrm{\Omega }_2]+[\mathrm{\Omega }_1,\mathrm{\Omega }_1]=0,$$
(31)
$$\mathrm{}$$
Obviously, equation (29) is automatically satisfied. From the remaining equations we deduce the pieces $`\left(\mathrm{\Omega }_k\right)_{k>0}`$ on account of the “free” BRST differential. With the deformed BRST charge at hand, we then deform the BRST-invariant Hamiltonian of the “free” theory
$`H_B\stackrel{~}{H}_B=H_B+g{\displaystyle d^{D1}h_1}+g^2{\displaystyle d^{D1}h_2}+O\left(g^3\right)=`$
$`H_B+gH_1+g^2H_2+O\left(g^3\right),`$ (32)
and require that
$$[\stackrel{~}{H}_B,\mathrm{\Omega }]=0.$$
(33)
Like in the previous case, equation (33) can be decomposed accordingly the deformation parameter like
$$[H_B,\mathrm{\Omega }_0]=0,$$
(34)
$$[H_B,\mathrm{\Omega }_1]+[H_1,\mathrm{\Omega }_0]=0,$$
(35)
$$[H_B,\mathrm{\Omega }_2]+[H_1,\mathrm{\Omega }_1]+[H_2,\mathrm{\Omega }_0]=0,$$
(36)
$$\mathrm{}$$
Clearly, equation (34) is again fulfilled, while from the other equations one can determine the components $`\left(H_k\right)_{k1}`$ relying on the BRST symmetry of the “free” model.
### 3.2 Deformation of BRST charge
Here, we solve the equations (3031) in the context of the uncoupled model under discussion taking into account that the “free” BRST differential splits as in (19). Equation (30) holds if and only if $`\omega _1`$ is a $`s`$-co-cycle modulo $`\stackrel{~}{d}=dx^i_i`$, i.e.,
$$s\omega _1=_kj^k,$$
(37)
for some $`j^k`$. In order to solve equation (37) we expand $`\omega _1`$ according to the antighost number
$$\omega _1=\underset{1}{\overset{(0)}{\omega }}+\underset{1}{\overset{(1)}{\omega }}+\mathrm{}\underset{1}{\overset{(J)}{\omega }},antigh\left(\underset{1}{\overset{(I)}{\omega }}\right)=I,$$
(38)
where the last term in (38) can be assumed to be annihilated by $`\gamma `$. Since $`antigh\left(\underset{1}{\overset{(J)}{\omega }}\right)=J`$ and $`gh\left(\underset{1}{\overset{(J)}{\omega }}\right)=1`$, it follows that $`pgh\left(\underset{1}{\overset{(J)}{\omega }}\right)=J+1`$. On the other hand, we have that
$$\rho =\frac{1}{3}f_{abc}\eta _2^a\eta _2^b\eta _2^c,$$
(39)
and the ghost for ghost $`\eta `$ are $`\gamma `$-invariant, hence we can represent $`\underset{1}{\overset{(J)}{\omega }}`$ as
$$\underset{1}{\overset{(J)}{\omega }}=\mu _J\underset{N,M}{}\left(\rho \right)^N\left(\eta \right)^M,$$
(40)
where $`N`$, $`M`$ are some nonnegative integers with $`3N+2M=J+1`$. With this choice, it is easy to check that the $`\gamma `$-invariant coefficient $`\mu _J`$ belongs to $`H_J\left(\delta |\stackrel{~}{d}\right)`$. Using the results from adapted to the Hamiltonian treatment, it follows that $`H_J\left(\delta |\stackrel{~}{d}\right)=0`$ for $`J>2`$ in the case of our uncoupled model. This means that the last term in (38) corresponds to $`J=2`$, which then leads to $`3N+2M=3`$. As a consequence, we have that $`N=1`$, $`M=0`$ (the ghost for ghost brings no contribution), such that (38) takes the form
$$\omega _1=\underset{1}{\overset{(0)}{\omega }}+\underset{1}{\overset{(1)}{\omega }}+\underset{1}{\overset{(2)}{\omega }},$$
(41)
where
$$\underset{1}{\overset{(2)}{\omega }}=\frac{1}{3}\mu _2f_{abc}\eta _2^a\eta _2^b\eta _2^c,$$
(42)
and $`\mu _2`$ from $`H_2\left(\delta |\stackrel{~}{d}\right)`$, therefore solution to the equation
$$\delta \mu _2+_kv^k=0,$$
(43)
for some $`v^k`$. From the last relation in (22) we find that $`\mu _2=𝒫`$, so
$$\underset{1}{\overset{(2)}{\omega }}=\frac{1}{3}f_{abc}𝒫\eta _2^a\eta _2^b\eta _2^c.$$
(44)
At antighost number one, equation (37) takes the form
$$\delta \underset{1}{\overset{(2)}{\omega }}+\gamma \underset{1}{\overset{(1)}{\omega }}=_ku^k.$$
(45)
Starting from
$$\delta \underset{1}{\overset{(2)}{\omega }}=\frac{1}{3}f_{abc}\left(^i𝒫_{2i}\right)\eta _2^a\eta _2^b\eta _2^c,$$
(46)
we deduce
$$\underset{1}{\overset{(1)}{\omega }}=f_{abc}𝒫_{2i}\eta _2^a\eta _2^bA^{ci},$$
(47)
such that
$$\delta \underset{1}{\overset{(2)}{\omega }}+\gamma \underset{1}{\overset{(1)}{\omega }}=^i\left(\frac{1}{3}f_{abc}𝒫_{2i}\eta _2^a\eta _2^b\eta _2^c\right).$$
(48)
At antighost number zero, equation (37) is given by
$$\delta \underset{1}{\overset{(1)}{\omega }}+\gamma \underset{1}{\overset{(0)}{\omega }}=_kw^k.$$
(49)
On account of (47), it results that
$$\delta \underset{1}{\overset{(1)}{\omega }}=2f_{abc}\eta _2^a\eta _2^bA_i^c_j\pi ^{ji},$$
(50)
which further leads to
$$\underset{1}{\overset{(0)}{\omega }}=4\pi ^{ji}\left(_jA_{ai}\right)\eta _2^a,$$
(51)
such that
$$\delta \underset{1}{\overset{(1)}{\omega }}+\gamma \underset{1}{\overset{(0)}{\omega }}=_j\left(2f_{abc}\eta _2^a\eta _2^bA_i^c\pi ^{ji}\right).$$
(52)
Thus, we have generated the first-order deformation of the BRST charge under the form
$$\mathrm{\Omega }_1=d^{D1}x\left(4\pi ^{ji}\left(_jA_{ai}\right)\eta _2^af_{abc}𝒫_{2i}\eta _2^a\eta _2^bA^{ci}+\frac{1}{3}f_{abc}𝒫\eta _2^a\eta _2^b\eta _2^c\right).$$
(53)
The deformation is consistent also to order $`g^2`$ if and only if $`[\mathrm{\Omega }_1,\mathrm{\Omega }_1]`$ is $`s`$-exact (see (31)). It is easy to see that $`[\mathrm{\Omega }_1,\mathrm{\Omega }_1]=0`$, so $`\mathrm{\Omega }_2=0`$. The higher-order equations are then satisfied with $`\mathrm{\Omega }_3=\mathrm{\Omega }_4=\mathrm{}=0`$. In this way, we inferred that $`\mathrm{\Omega }=\mathrm{\Omega }_0+g\mathrm{\Omega }_1`$ is a complete solution for the equation (28) that describes the deformation of the BRST charge.
### 3.3 Deformation of BRST-invariant Hamiltonian
Next we pass to determine the deformation of the BRST-invariant Hamiltonian (14). Initially, we compute $`H_1`$ as solution to the equation (35). Simple calculations lead to the expression of the first term in (35) of the type
$`[H_B,\mathrm{\Omega }_1]={\displaystyle }d^{D1}x(f_{abc}𝒫_{2i}\eta _2^a\eta _2^b(\pi ^{ci}^iA_0^cf_{de}^cA_0^dA^{ei})`$
$`4\left(\pi _a^if_{abc}A_0^bA^{ci}\right)^j\left(\pi _{ji}\eta _2^a\right)2\left(_iF^{ijk}\right)\left(_jA_{ak}\right)\eta _2^a`$
$`(\eta _1^cf_{de}^cA_0^e\eta _2^d)(f_{abc}𝒫\eta _2^a\eta _2^b+4\pi ^{ji}_jA_{ci}+2f_{abc}𝒫_{2i}A^{ai}\eta _2^b))=`$
$`{\displaystyle d^{D1}x\lambda }.`$ (54)
In consequence, (35) gives
$$sh_1+\lambda =_k\alpha ^k,$$
(55)
for some $`\alpha ^k`$. Then, we further obtain
$`h_1=4\left(A_a^0_iA_j^a\pi _{ai}A_j^a\right)\pi ^{ij}{\displaystyle \frac{1}{3}}F^{ijk}\left(f_{abc}A_i^aA_j^bA_k^c+A_{[i}^aF_{ajk]}\right)+`$
$`2\left(\pi _a^i+f_{abc}A_0^cA^{ib}\right)\eta _2^a𝒫_{2i}+f_{abc}A_0^c𝒫\eta _2^a\eta _2^b,`$ (56)
such that
$$sh_1+\lambda =_k\left(\left(f_{abc}A_0^c𝒫_2^k\eta _2^b2F^{ijk}_iA_{aj}\right)\eta _2^a\right).$$
(57)
With $`h_1`$ at hand, we pass to solve equation (36). The first term in (36) vanishes ($`\mathrm{\Omega }_2=0`$), while the second term is given by
$`[H_1,\mathrm{\Omega }_1]={\displaystyle }d^{D1}x(4(f_{abc}𝒫_2^i\eta _2^a\eta _2^b4_j\left(\pi ^{_{ji}}\eta _{2c}\right)A^{ck}\pi _{ik})+`$
$`2\left(^i(f_{abc}A_i^aA_j^bA_k^c+A_{[i}^aF_{ajk]})\right)\left(^{[j}A_d^{k]}\right)\eta _2^d)={\displaystyle }d^{D1}x\nu .`$ (58)
Therefore, equation (36) implies
$$sh_2+\nu =^i\beta _i.$$
(59)
The solution to (59) reads as
$$h_2=8A^{ka}A_{ja}\pi _{ik}\pi ^{ij}+\frac{1}{3}\left(f_{abc}A_i^aA_j^bA_k^c+A_{[i}^aF_{ajk]}\right)^2+8A_a^j\pi _{ij}\eta _2^a𝒫_2^i,$$
(60)
so we find that
$$sh_2+\nu =^i\left(2\left(f_{abc}A_i^aA_j^bA_k^c+A_{[i}^aF_{ajk]}\right)\left(^{[j}A_d^{k]}\right)\eta _2^d\right).$$
(61)
In this manner, we inferred also the order $`g^2`$ deformation of the BRST-invariant Hamiltonian. The equation describing the order $`g^3`$ deformation is clearly satisfied for $`h_3=0`$ because all the terms that do not involve $`h_3`$ vanish. The higher-order deformation equations are then fulfilled for $`h_4=h_5=\mathrm{}=0`$. In conclusion, $`\stackrel{~}{H}_B=H_B+gd^{D1}xh_1+g^2d^{D1}xh_2`$, with $`h_1`$ and $`h_2`$ expressed by (3.3), respectively, (60), is solution to the deformation problem of the BRST-invariant Hamiltonian.
### 3.4 Identification of the new gauge theory
Putting together the results deduced in the previous two subsections, we remark that the complete solutions to the deformation problems related to the BRST charge and BRST-invariant Hamiltonian are pictured by
$`\mathrm{\Omega }={\displaystyle }d^{D1}x((_j\pi _a^jf_{ac}^b\pi _b^jA_j^c4g\pi ^{ij}_iA_{aj})\eta _2^a+`$
$`\pi _a^0\eta _1^a+\pi _{0i}\eta _1^i+\eta ^i𝒫_{2i}2\left(^j\pi _{ji}\right)\eta _2^i+`$
$`{\displaystyle \frac{1}{2}}f_{ab}^c(𝒫_{2c}+2gA_c^i𝒫_{2i})\eta _2^a\eta _2^b+{\displaystyle \frac{g}{3}}f_{abc}𝒫\eta _2^a\eta _2^b\eta _2^c),`$ (62)
respectively,
$`\stackrel{~}{H}_B={\displaystyle }d^{D1}x(A_0^a(_j\pi _a^jf_{ac}^b\pi _b^jA_j^c4g\pi ^{ij}_iA_{aj})2B^{0i}^j\pi _{ji}`$
$`{\displaystyle \frac{1}{2}}\left(\pi _i^a+4gA^{ak}\pi _{ik}\right)\left(\pi _a^i+4gA_{aj}\pi ^{ij}\right)+{\displaystyle \frac{1}{4}}F_{ij}^aF_a^{ij}+{\displaystyle \frac{1}{12}}H_{ijk}H^{ijk}`$
$`\pi _{ij}\pi ^{ij}+\left(\eta _1^i+2g\left(f_{abc}A^{bi}A_0^c+\pi _a^i+4gA_{aj}\pi ^{ij}\right)\eta _2^a\right)𝒫_{2i}+`$
$`(\eta _1^af_{bc}^aA_0^c\eta _2^b)𝒫_{2a}+gf_{abc}A_0^c\eta _2^a\eta _2^b𝒫),`$ (63)
where
$$H_{ijk}=F_{ijk}2g\left(f_{abc}A_i^aA_j^bA_k^c+A_{[i}^aF_{ajk]}\right).$$
(64)
From the antighost-independent terms in (3.4) we observe that the deformation of the BRST charge implies the deformed first-class constraints
$$\stackrel{~}{G}_a^{(2)}\left(_j\pi _a^jf_{ac}^b\pi _b^jA_j^c4g\pi ^{ij}_iA_{aj}\right)0,$$
(65)
the remaining constraints in (45) being undeformed. Moreover, the term $`gf_{ab}^cA_c^i𝒫_{2i}\eta _2^a\eta _2^b`$ shows that the Poisson brackets among the new constraint functions $`\stackrel{~}{G}_a^{(2)}`$ are also deformed like
$$[\stackrel{~}{G}_a^{(2)},\stackrel{~}{G}_b^{(2)}]=f_{ab}^c\left(\stackrel{~}{G}_c^{(2)}+2gA_c^iG_i^{(2)}\right),$$
(66)
so the first-class constraint algebra becomes open. On the other hand, the antighost-independent piece in (3.4)
$`\stackrel{~}{H}={\displaystyle }d^{D1}x(A_0^a(_j\pi _a^jf_{ac}^b\pi _b^jA_j^c4g\pi ^{ij}_iA_{aj})`$
$`2B^{0i}^j\pi _{ji}{\displaystyle \frac{1}{2}}\left(\pi _i^a+4gA^{ak}\pi _{ik}\right)\left(\pi _a^i+4gA_{aj}\pi ^{ij}\right)`$
$`\pi _{ij}\pi ^{ij}+{\displaystyle \frac{1}{4}}F_{ij}^aF_a^{ij}+{\displaystyle \frac{1}{12}}H_{ijk}H^{ijk}),`$ (67)
is nothing but the first-class Hamiltonian of the deformed theory. The components linear in the antighost number one antighosts from (3.4) emphasize that the Poisson brackets among the new first-class Hamiltonian and new first-class constraint functions $`\stackrel{~}{G}_a^{(2)}`$ are modified as
$$[\stackrel{~}{H},\stackrel{~}{G}_a^{(2)}]=f_{ab}^cA_0^b\left(\stackrel{~}{G}_c^{(2)}+2gA_c^iG_i^{(2)}\right)+2g\left(\pi _a^i+4gA_{aj}\pi ^{ij}\right)G_i^{(2)},$$
(68)
the others being kept unchanged with respect to the uncoupled model. The resulting first-class Hamiltonian and gauge algebra describe the Yang-Mills Chern-Simons couplings among a Yang-Mills-2-form system, known as the Chapline-Manton model. As the first-class constraints generate gauge transformations, from the deformations (6566) we can conclude that the added interactions involved with (3.4) modify both the gauge transformations and their gauge algebra. However, our procedure does not affect in any way the reducibility relations of the uncoupled theory.
The Lagrangian version of the resulting deformed model can be derived as usually, via employing the extended and total formalisms, which then produce nothing but the well-known Lagrangian action
$$\stackrel{~}{S}_0^L[A_\mu ^a,B_{\mu \nu }]=d^Dx\left(\frac{1}{4}F_{\mu \nu }^aF_a^{\mu \nu }\frac{1}{12}H_{\mu \nu \rho }H^{\mu \nu \rho }\right),$$
(69)
subject to the gauge transformations
$$\delta _ϵA_\mu ^a=\left(D_\mu \right)_b^aϵ^b,\delta _ϵB_{\mu \nu }=_{[\mu }ϵ_{\nu ]}+2gϵ_a_{[\mu }A_{\nu ]}^a,$$
(70)
where
$$H_{\mu \nu \rho }=F_{\mu \nu \rho }2g\left(f_{abc}A_\mu ^aA_\nu ^bA_\rho ^c+A_{[\mu }^aF_{a\nu \rho ]}\right),$$
(71)
and $`\left(D_\mu \right)_b^a=\delta _b^a_\mu +f_{bc}^aA_\mu ^c`$ is the covariant derivative. It is precisely the piece linear in the deformation parameter from (65) that leads to the second term in the Lagrangian gauge transformations of $`B_{\mu \nu }`$.
## 4 Conclusion
To conclude with, in this paper we have derived the consistent interactions that can be introduced among Yang-Mills gauge fields and an abelian two-form. Beginning with the BRST differential for the uncoupled model, we have initially deduced the first-order deformation of the BRST charge by expanding the co-cycles accordingly the antighost number. Subsequently, we have shown that this deformation is consistent also at higher-orders. In the next step we have determined a deformed BRST-invariant Hamiltonian, that is quadratic in the deformation parameter. In this manner, we have generated precisely the combined Yang-Mills-two-form system coupled through Yang-Mills Chern-Simons term. The added interactions deform both the gauge transformations and gauge algebra, but not the reducibility relations.
## Acknowledgment
Two of the authors (C.B. and S.O.S.) acknowledge financial support from a Romanian National Council for Academic Scientific Research (CNCSIS) grant. |
warning/0003/cond-mat0003210.html | ar5iv | text | # One-Dimensional Textures and Critical Velocity in Superfluid 3He-A
## I Introduction
The superflow of <sup>3</sup>He-A differs markedly from the well known superfluid <sup>4</sup>He, where the decay of persistent currents is prevented by topological constraints. The circulation of the superfluid velocity $`𝐯_\mathrm{s}`$ on a closed contour is not quantized in <sup>3</sup>He-A, but depends on the field $`\widehat{𝐥}(𝐫)`$ of the orbital anisotropy vector. Thus <sup>3</sup>He-A can respond to externally applied flow by forming an inhomogeneous texture of $`\widehat{𝐥}(𝐫)`$. The rigidity of the order parameter stabilizes the uniform bulk state (with $`\widehat{𝐥}(𝐫)=`$ constant) for small flow velocities in most cases, depending on the magnitude and direction of the external magnetic field $`𝐇`$. With increasing velocity this configuration becomes unstable against textural inhomogeneities that finally lead to the formation of “continuous” vortices. In several cases a helical texture of $`\widehat{𝐥}(𝐫)`$ is stabilized at intermediate velocities.
The flow properties of bulk <sup>3</sup>He-A were studied in many theoretical papers which peak in the late 1970’s . The majority of that work studied the case where the superfluid velocity and the magnetic field are parallel. Various methods were used to generate the flow experimentally (torsional oscillator, thermal gradient, a piston, etc. see Refs. for reviews). Although some of the predicted features were seen in the experiments, no satisfactory agreement between theory and experiment was found.
More recently, a rotating cryostat has been used to generate superflow . This method gives a well defined dc superfluid velocity under very steady conditions. These experiments motivated our theoretical studies. Firstly, it was necessary to study the case where $`𝐯_\mathrm{s}`$ is perpendicular to $`𝐇`$. The helical texture in this case was previously considered only in one paper . Secondly, the calculation has to be generalized to temperatures substantially below the superfluid transition temperature $`T_\mathrm{c}`$. Thirdly, we consider two different types of “solitons”. These are domain-wall like structures whose effect on the flow properties were previously considered in a few cases . Here we present detailed calculations of the critical velocities $`v_\mathrm{c}`$ for the appearance of helical textures and of vortices in different cases with $`𝐯_\mathrm{s}𝐇`$. The comparison of the results with experimental measurements has been given before .
The hydrodynamic free energy describing the current-carrying states of <sup>3</sup>He-A is recalled in Sec. II. In Sec. III we study the general features of our one-dimensional model and its numerical solution. Sec. IV discusses the instabilities of uniform and helical textures. In Sec. V the critical velocity associated with two initially inhomogeneous textures, a dipole-locked and a dipole-unlocked soliton, is investigated. The comparison to experiments is briefly discussed in Sec. VI.
## II Hydrostatic theory
The order parameter of <sup>3</sup>He-A is fully specified by defining an orthonormal triad $`\{\widehat{𝐦}`$, $`\widehat{𝐧}`$, $`\widehat{𝐥}\}`$ and a unit vector $`\widehat{𝐝}`$. The triad describes the orbital part and $`\widehat{𝐝}`$ the spin part of the tensor order parameter
$$A_{\mu j}=\mathrm{\Delta }\widehat{d}_\mu (\widehat{m}_j+\mathrm{i}\widehat{n}_j).$$
(1)
Here $`\mathrm{\Delta }`$ is a (temperature-dependent) constant and $`\widehat{𝐥}\widehat{𝐦}\times \widehat{𝐧}`$. All the unit vectors may vary as functions of location $`𝐫`$. A change in the total phase $`\mathrm{\Phi }`$ of the order parameter (1) is given by
$$\delta \mathrm{\Phi }=\frac{1}{2}\underset{j}{}\left[\widehat{m}_j\delta \widehat{n}_j\widehat{n}_j\delta \widehat{m}_j\right]=\underset{j}{}\widehat{m}_j\delta \widehat{n}_j.$$
(2)
This allows for the definition for the superfluid velocity as
$$𝐯_\mathrm{s}=\frac{\mathrm{}}{2m}\underset{j}{}\widehat{m}_j\mathbf{}\widehat{n}_j,$$
(3)
where $`m`$ in the prefactor is the mass of a <sup>3</sup>He atom. The equilibrium properties of the superfluid are determined by the order-parameter configuration that minimizes the total free energy. In the hydrodynamic approximation it has the form
$$F=\mathrm{d}^3𝐫f=\mathrm{d}^3𝐫(f_{\mathrm{gr}}+f_\mathrm{d}+f_\mathrm{h}).$$
(4)
The gradient energy density can be written as
$`f_{\mathrm{gr}}`$ $`=`$ $`\frac{1}{2}\rho _{}𝐯_\mathrm{s}^2+\frac{1}{2}(\rho _{}\rho _{})(\widehat{𝐥}𝐯_\mathrm{s})^2`$ (5)
$`+`$ $`C𝐯_\mathrm{s}\times \widehat{𝐥}C_0(\widehat{𝐥}𝐯_\mathrm{s})(\widehat{𝐥}\times \widehat{𝐥})`$ (6)
$`+`$ $`\frac{1}{2}K_\mathrm{s}(\widehat{𝐥})^2+\frac{1}{2}K_\mathrm{t}(\widehat{𝐥}\times \widehat{𝐥})^2+\frac{1}{2}K_\mathrm{b}|\widehat{𝐥}\times (\times \widehat{𝐥})|^2`$ (7)
$`+`$ $`\frac{1}{2}K_5|(\widehat{𝐥})\widehat{𝐝}|^2+\frac{1}{2}K_6_{ij}[(\widehat{𝐥}\times )_i\widehat{𝐝}_j]^2.`$ (8)
The first four terms give the kinetic energy of the anisotropic superfluid. The $`C`$ and $`C_0`$ terms give coupling between flow and an inhomogeneous $`\widehat{𝐥}`$ field. The remaining five terms are the bending energy densities for $`\widehat{𝐥}`$ and $`\widehat{𝐝}`$.
The energy density of dipole-dipole interaction is
$$f_\mathrm{d}=\frac{1}{2}g_\mathrm{d}(\widehat{𝐝}\widehat{𝐥})^2.$$
(9)
Comparing this to the kinetic energy (8) defines the dipole velocity $`v_\mathrm{d}=\sqrt{g_\mathrm{d}/\rho _{}}1`$ mm/s and the dipole length $`\xi _\mathrm{d}=\mathrm{}/2mv_\mathrm{d}10\mu `$m. In addition, the energy density in the presence of an external magnetic field $`𝐇`$ is
$$f_\mathrm{h}=\frac{1}{2}g_\mathrm{h}(\widehat{𝐝}𝐇)^2.$$
(10)
It is customary to define the dipole field $`H_\mathrm{d}=\sqrt{g_\mathrm{d}/g_\mathrm{h}}`$ 2 mT by comparing (9) and (10).
All the coefficients $`\rho _{}`$, $`\rho _{}`$, $`C`$, $`C_0`$, $`K_\mathrm{s}`$, $`K_\mathrm{t}`$, $`K_\mathrm{b}`$, $`K_5`$, $`K_6`$, $`g_\mathrm{d}`$, and $`g_\mathrm{h}`$ are positive and depend on the temperature $`T`$ and the pressure $`p`$. Their values are determined as explained in Ref. . In particular, the coefficients are calculated using consistently the weak-coupling approximation. In reduced units of $`v_\mathrm{d}`$, $`\xi _\mathrm{d}`$ and $`H_\mathrm{d}`$ our results are independent of $`g_\mathrm{d}`$ and $`g_\mathrm{h}`$, but they are needed for comparison to experiments . For $`g_\mathrm{d}`$ we write
$$g_\mathrm{d}(T,p)=4g_\mathrm{D}^0(p)\mathrm{\Delta }_\mathrm{A}^2(T,p),$$
(11)
where $`\mathrm{\Delta }_\mathrm{A}`$ is the maximum energy gap in the weak-coupling approximation. All calculations are done at the melting pressure where $`g_\mathrm{D}^0=5.910^{44}\mathrm{J}^1\mathrm{m}^3`$ . We wish to emphasize that the calculations contain no adjustable parameters.
The hydrostatic theory gives a good description of the superflow in <sup>3</sup>He-A over most of the temperature region $`0<T<T_\mathrm{c}`$. It becomes invalid in a small region $`T_\mathrm{c}T10^6T_\mathrm{c}`$ around $`T_\mathrm{c}`$, where the Ginzburg-Landau critical velocity $`\frac{\mathrm{}}{2m}\xi _{\mathrm{GL}}^1`$ is smaller than $`v_\mathrm{d}`$. We also limit to such low fields that the deformation of the A phase order parameter (1) towards the A<sub>1</sub> phase can be neglected.
## III One-dimensional calculation
We study flow in bulk <sup>3</sup>He-A far from any walls. The main assumption in the present work is that the order parameter (1) depends only on one spatial coordinate $`x`$. It follows from the definition (3) that $`𝐯_\mathrm{s}`$ is always parallel to the $`x`$ axis, $`𝐯_\mathrm{s}\widehat{𝐱}`$. In addition to the homogeneous state, the 1D model allows us to calculate the structure of helical textures and the deformation of solitons in a flow that is perpendicular to the soliton wall. Moreover, we also can determine the stability limits of such textures against 1D perturbations. We will argue in section VI that the local stability of the states we consider is indeed determined by such perturbations.
The cases of $`H=0`$ and $`𝐇\widehat{𝐱}`$ have been studied extensively in the literature . Here we study the more complicated case $`𝐇\widehat{𝐱}`$ . We study in particular the high field limit $`HH_\mathrm{d}`$, where $`\widehat{𝐝}𝐇`$ everywhere.
The order parameter of <sup>3</sup>He-A can be parametrized by introducing three Euler angles $`\alpha `$, $`\beta `$ and $`\gamma `$ for the orbital triad $`\{\widehat{𝐦}`$, $`\widehat{𝐧}`$, $`\widehat{𝐥}\}`$ and polar and azimuthal angles $`\psi `$ and $`\varphi `$ for $`\widehat{𝐝}`$. In this representation one has to beware the unphysical singularities at the poles $`\mathrm{sin}\beta =0`$ or $`\mathrm{sin}\psi =0`$. For this reason we choose the polar axis $`\widehat{𝐳}`$ of the fixed coordinate system perpendicular to the direction of $`𝐯_\mathrm{s}`$ (and parallel to the external magnetic field). This results in a more complicated form of the energy functional but it enables us to avoid the singularities in all stationary states. With these definitions
$`\widehat{𝐥}`$ $`=`$ $`\mathrm{sin}\beta \mathrm{cos}\alpha \widehat{𝐱}+\mathrm{sin}\beta \mathrm{sin}\alpha \widehat{𝐲}+\mathrm{cos}\beta \widehat{𝐳}`$ (12)
$`\widehat{𝐝}`$ $`=`$ $`\mathrm{sin}\psi \mathrm{cos}\varphi \widehat{𝐱}+\mathrm{sin}\psi \mathrm{sin}\varphi \widehat{𝐲}+\mathrm{cos}\psi \widehat{𝐳}`$ (13)
$`𝐯_\mathrm{s}`$ $`=`$ $`{\displaystyle \frac{\mathrm{}}{2m}}({\displaystyle \frac{\mathrm{d}\gamma }{\mathrm{d}x}}+\mathrm{cos}\beta {\displaystyle \frac{\mathrm{d}\alpha }{\mathrm{d}x}})\widehat{𝐱}.`$ (14)
The form of the unknown functions $`\alpha (x)`$, $`\beta (x)`$, $`\gamma (x)`$, $`\psi (x)`$ and $`\varphi (x)`$ in equilibrium corresponds to the minimum of the free energy functional (4) where
$$\frac{\delta f}{\delta \alpha }\frac{f}{\alpha }\frac{\mathrm{d}}{\mathrm{d}x}\left[\frac{f}{(\mathrm{d}\alpha /\mathrm{d}x)}\right]=0,$$
(15)
and similarly for other angles.
We point out two analytic observations that are useful in testing the convergence and the accuracy of the numerical solution. Firstly, the superfluid velocity $`𝐯_\mathrm{s}`$ (14), and therefore also the total free energy (4), do not depend explicitly on the angle $`\gamma `$ but only on its derivative. The corresponding Euler equation (15) reduces to a conservation law
$$\frac{f}{(\mathrm{d}\gamma /\mathrm{d}x)}p=\mathrm{const}.$$
(16)
The quantity $`(2m/\mathrm{})p`$ is the $`x`$ component of the supercurrent density
$`𝐣_\mathrm{s}`$ $`=`$ $`\rho _{}𝐯_\mathrm{s}+(\rho _{}\rho _{})\widehat{𝐥}(\widehat{𝐥}𝐯_\mathrm{s})`$ (17)
$`+`$ $`C\times \widehat{𝐥}C_0\widehat{𝐥}(\widehat{𝐥}\times \widehat{𝐥}).`$ (18)
Another conserved quantity in the problem is the one corresponding to the fact that the free energy (4) does not depend explicitly on $`x`$ either. The invariant related to this is analogous to the Hamiltonian of classical mechanics and can be brought to the form
$$f_{\mathrm{gr}}f_\mathrm{d}f_\mathrm{h}=\mathrm{const}.$$
(19)
We wish to study a one-dimensional interval of length $`L\xi _\mathrm{d}`$. A flow through the system is achieved by keeping a fixed phase difference $`\mathrm{\Delta }\mathrm{\Phi }\mathrm{\Phi }(L/2)\mathrm{\Phi }(L/2)`$ between the endpoints of the line. The constancy of $`\mathrm{\Delta }\mathrm{\Phi }`$ as a function of time $`t`$ is enforced by imposing the boundary condition
$`{\displaystyle \frac{\mathrm{d}\mathrm{\Delta }\mathrm{\Phi }}{\mathrm{d}t}}`$ $``$ $`\left({\displaystyle \frac{\mathrm{d}\gamma }{\mathrm{d}t}}+\mathrm{cos}\beta {\displaystyle \frac{\mathrm{d}\alpha }{\mathrm{d}t}}\right)_{x=\frac{L}{2}}+\left({\displaystyle \frac{\mathrm{d}\gamma }{\mathrm{d}t}}+\mathrm{cos}\beta {\displaystyle \frac{\mathrm{d}\alpha }{\mathrm{d}t}}\right)_{x=\frac{L}{2}}`$ (20)
$`=`$ $`0.`$ (21)
It is, however, more advantageous to express the results in terms of a driving velocity defined by $`v_\mathrm{n}=(\mathrm{}/2m)\mathrm{\Delta }\mathrm{\Phi }/L`$. This is a more convenient quantity than $`\mathrm{\Delta }\mathrm{\Phi }`$ because all our results are independent of $`L`$ when expressed in terms of $`v_\mathrm{n}`$. $`v_\mathrm{n}`$ could be identified as the velocity of the normal component that drives the superfluid component of the liquid. However, $`v_\mathrm{n}`$ should be considered as a scalar parameter since all vector quantities in this paper (like $`𝐯_\mathrm{s}`$ and $`𝐣_\mathrm{s}`$) are given in the frame where the normal fluid is at rest, $`𝐯_\mathrm{n}0`$. (See Ref. for a general formulation with $`𝐯_\mathrm{n}0`$.)
In general case we have to use numerical methods to determine the equilibrium state of the system. The order parameter is taken to be defined at $`N`$ equally spaced discrete points on the line. The discretization length $`\mathrm{\Delta }xL/N`$ is chosen much smaller than the dipole length, usually $`\mathrm{\Delta }x0.1\xi _\mathrm{d}`$. As a first step we have to choose some initial configuration for the five angles. A given $`\mathrm{\Delta }\mathrm{\Phi }`$ or $`v_\mathrm{n}`$ is implemented by taking an initial guess $`\gamma (x)=\frac{2m}{\mathrm{}}v_\mathrm{n}x`$. The angle functions are then iterated numerically towards the equilibrium state for a given $`v_\mathrm{n}`$ using the following diffusion-like equations
$`\mu _1\mathrm{sin}^2\beta {\displaystyle \frac{\alpha }{t}}`$ $`=`$ $`{\displaystyle \frac{\delta f}{\delta \alpha }}`$ (22)
$`\mu _1{\displaystyle \frac{\beta }{t}}`$ $`=`$ $`{\displaystyle \frac{\delta f}{\delta \beta }}`$ (23)
$`\mu _2{\displaystyle \frac{\gamma }{t}}`$ $`=`$ $`{\displaystyle \frac{\delta f}{\delta \gamma }}`$ (24)
$`\mu _3\mathrm{sin}^2\psi {\displaystyle \frac{\varphi }{t}}`$ $`=`$ $`{\displaystyle \frac{\delta f}{\delta \varphi }}`$ (25)
$`\mu _3{\displaystyle \frac{\psi }{t}}`$ $`=`$ $`{\displaystyle \frac{\delta f}{\delta \psi }}`$ (26)
together with the boundary condition (21). The simplest discretized expressions have been used in representing the derivatives in equations (26). Since we do not attempt to describe the true time evolution of the textures, the viscosity constants $`\mu _1`$, $`\mu _2`$ and $`\mu _3`$ can be chosen according to numerical convenience.
## IV Uniform and Helical textures
The simplest texture has constant $`\widehat{𝐥}\widehat{𝐝}\widehat{𝐱}`$. This uniform state minimizes both the dipole-dipole energy (9) and the field energy (10) for $`𝐇\widehat{𝐱}`$. It also corresponds to the minimum of the first two terms in the gradient energy (8) because $`\rho _{}<\rho _{}`$. The current in this state is linear in $`v_\mathrm{n}`$, $`𝐣_\mathrm{s}=\rho _{}v_\mathrm{n}\widehat{𝐱}`$, as illustrated in Fig. 1.
The uniform state is stable at small velocities (if $`H0`$). We call the stability limit of the uniform texture as the first critical velocity $`v_{\mathrm{c1}}`$. At $`v_\mathrm{n}=v_{\mathrm{c1}}`$ the uniform state becomes unstable against a helical deformation where $`\widehat{𝐥}`$ winds around the direction of the flow, see Fig. 2.
At this point the energy cost in forming an inhomogeneous texture is compensated by reductions in other energy terms. In particular, the superfluid velocity $`v_\mathrm{s}`$ (14) is lowered for a given $`v_\mathrm{n}`$ and there is a negative contribution from the energy term with the coefficient $`C_0`$ (8) .
The instability point can be studied by expanding the energy (4) around the uniform solution. This calculation was done by Lin-Liu et al in the Ginzburg-Landau region . We generalize this calculation to all temperatures. We define $`\gamma `$ as above but otherwise use a parametrization that is different from (12-14):
$`\widehat{𝐥}`$ $`=`$ $`[1\frac{1}{2}(l_y^2+l_z^2)\frac{1}{8}(l_y^2+l_z^2)^2]\widehat{𝐱}+l_y\widehat{𝐲}+l_z\widehat{𝐳}`$ (27)
$`\widehat{𝐝}`$ $`=`$ $`[1\frac{1}{2}(d_y^2+d_z^2)\frac{1}{8}(d_y^2+d_z^2)^2]\widehat{𝐱}+d_y\widehat{𝐲}+d_z\widehat{𝐳}`$ (28)
$`𝐯_\mathrm{s}`$ $`=`$ $`\frac{\mathrm{}}{2m}\{{\displaystyle \frac{\mathrm{d}\gamma }{\mathrm{d}x}}+\frac{1}{2}(l_y{\displaystyle \frac{\mathrm{d}l_z}{\mathrm{d}x}}l_z{\displaystyle \frac{\mathrm{d}l_y}{\mathrm{d}x}})[1+\frac{1}{4}(l_y^2+l_z^2)]\}\widehat{𝐱}.`$ (29)
These equations are valid up to fourth order in $`l_y`$, $`l_z`$, $`d_y`$, and $`d_z`$. We eliminate $`\gamma (x)`$ in favor of the current $`p`$ (16) by defining a new free energy $`G=F+dx(\mathrm{d}\gamma /\mathrm{d}x)p`$. Substitution of (27-29) into $`G`$ and expansion to second order gives linear Euler-Lagrange equations. These have the solution
$`l_y(x)`$ $`=`$ $`us\mathrm{sin}(qx)`$ (30)
$`l_z(x)`$ $`=`$ $`(u/s)\mathrm{cos}(qx)`$ (31)
$`d_y(x)`$ $`=`$ $`u\delta _1s\mathrm{sin}(qx)`$ (32)
$`d_z(x)`$ $`=`$ $`(u\delta _2/s)\mathrm{cos}(qx)`$ (33)
where $`q`$ is the wave vector of the helix. The magnetic field in the transverse $`z`$ direction introduces “easy” and “hard” directions for the amplitudes, and thus the helix has an elliptically distorted form. When $`G`$ is minimized with respect to $`s`$, $`\delta _1`$, and $`\delta _2`$ we find
$`\delta _1`$ $`=`$ $`(K_5q^2+1)^1`$ (34)
$`\delta _2`$ $`=`$ $`(K_5q^2+H^2+1)^1`$ (35)
$`s^2`$ $`=`$ $`K_2/K_1`$ (36)
$`K_i^2`$ $`=`$ $`1+(\rho _{}1)p^2+K_\mathrm{b}q^2\delta _i.`$ (37)
For the free energy we find the expansion
$`G=G_0+\frac{1}{2}Au^2+\frac{1}{4}Bu^4`$ (38)
where
$`G_0`$ $`=\frac{1}{2}(1+p^2)`$ (39)
$`A`$ $`=K_1K_2(2C_0+1)qp`$ (40)
$`B`$ $`=[(2\rho _{}1)C_0\frac{1}{4}]({\displaystyle \frac{K_2}{K_1}}+{\displaystyle \frac{K_1}{K_2}})qp+\frac{1}{4}\{`$ (48)
$`+{\displaystyle \frac{K_2^2}{K_1^2}}[3\delta _1(1\delta _1)^2+(K_\mathrm{s}+(K_6K_5)\delta _1^2`$
$`+K_5\delta _1^4)q^23(\rho _{}1)^2p^2]`$
$`+{\displaystyle \frac{K_2^2}{K_1^2}}[3\delta _2(1\delta _2)^2+(K_\mathrm{s}+(K_6K_5)\delta _2^2`$
$`+K_5\delta _2^4)q^23(\rho _{}1)^2p^2]`$
$`+[8K_\mathrm{t}2K_\mathrm{s}8C_0^28K_\mathrm{b}`$
$`+3(K_6K_5)(\delta _1^2+\delta _2^2)2K_5\delta _1^2\delta _2^2]q^2`$
$`+(1\delta _1)(1\delta _2)(\delta _1+\delta _2)2(\rho _{}1)^2p^2\}.`$
For simplicity, we have used units where $`g_\mathrm{d}=g_\mathrm{h}=\rho _{}=\frac{\mathrm{}}{2m}=1`$ in Eqs. (34)-(48). Near the superfluid transition temperature these results reduce to those by Lin-Liu et al .
The uniform texture is stable if the coefficient $`A`$ is positive. The line where $`A`$ vanishes in the $`v_\mathrm{n}`$$`q`$ plane is shown by solid line in Fig. 3.
In a long interval $`L\xi _\mathrm{d}`$ the value of the wave vector $`q`$ is not limited. This means that the uniform texture is stable only below the critical velocity $`v_{\mathrm{c1}}`$ defined by the conditions $`A=A/q=0`$. The velocity $`v_{\mathrm{c1}}`$ is plotted as a function of magnetic field and temperature in Fig. 4.
Note that $`v_{\mathrm{c1}}`$ vanishes in zero field for temperatures $`T0.85T_\mathrm{c}`$.
The stability of small-angle helical textures is determined by the coefficient $`B`$. The helix is stable if $`B>0`$ and unstable if $`B<0`$. The stability as a function of $`T`$ and $`H`$ is indicated in Fig. 4.
Helical textures with general opening angles were studied numerically. The periodicity of the helix allows the numerical calculations to be limited to a single wavelength $`\lambda =2\pi /q`$ using periodic boundary conditions for $`\widehat{𝐥}`$ and $`\widehat{𝐝}`$. In fact, making use of all the symmetries even a quarter of $`\lambda `$ would be sufficient. We then minimize the free energy (4) with respect to the five angle fields in (12)-(14). This gives the energy as a function of $`v_\mathrm{n}`$ and $`q`$: $`F(v_\mathrm{n},q)`$.
For each value of $`v_\mathrm{n}`$ we determine the optimum wave vector $`q_{\mathrm{opt}}`$ at which the energy of the helix is minimized. This process is simplified by the fact that the derivative of $`F`$ with respect to $`q`$ can be obtained using the formula
$$\frac{F}{q}=\frac{1}{q}\left(2F_{\mathrm{gr}}v_\mathrm{n}J_{\mathrm{s},x}\right),$$
(49)
with $`F_{\mathrm{gr}}`$ and $`J_{\mathrm{s},x}`$ defined to be the corresponding densities $`f_{\mathrm{gr}}`$ and $`j_{\mathrm{s},x}`$ integrated over the one-dimensional interval. At the optimum value $`q=q_{\mathrm{opt}}(v_\mathrm{n})`$ the derivative given by (49) vanishes. The dependence of $`q_{\mathrm{opt}}`$ on $`v_\mathrm{n}`$ is illustrated in Fig. 3.
The stability of helical textures is determined by the eigenvalues of the Hessian matrix of $`F(v_\mathrm{n},q)`$:
$$=\left(\begin{array}{cc}\frac{^2F}{v_{\mathrm{n}}^{}{}_{}{}^{2}}& \frac{^2F}{v_\mathrm{n}q}\\ & \\ \frac{^2F}{v_\mathrm{n}q}& \frac{^2F}{q^2}\end{array}\right).$$
A texture is stable if both the eigenvalues of the Hessian matrix are positive, and unstable otherwise. The stability region is indicated by a dashed line in Fig. 3. The velocity where the state at optimal wave vector $`q_{\mathrm{opt}}`$ becomes unstable is defined as the second critical velocity, $`v_{\mathrm{c2}}`$. In helical texture the current increases much slower with $`v_\mathrm{n}`$ than in the uniform state (Fig. 1). Therefore, the critical current $`j_{\mathrm{c2}}`$ is substantially smaller than $`\rho _{}v_{\mathrm{c2}}`$. At $`H=0`$ and $`TT_\mathrm{c}`$ we find that $`v_{\mathrm{c2}}1.28v_\mathrm{d}`$ whereas $`j_{\mathrm{c2}}1.13\rho _{}v_\mathrm{d}`$ (Fig. 4). In general we find essentially no field dependence of $`v_{\mathrm{c2}}`$, in contrast to $`v_{\mathrm{c1}}`$ which vanishes at $`H=0`$ when $`T0.85T_\mathrm{c}`$. The temperature dependencies of $`v_{c1}`$, $`v_{c2}`$ and $`j_{c2}`$ in the high field limit are presented in Fig. 5.
At high temperatures $`T>0.8T_\mathrm{c}`$ there is no stable helical texture and thus $`v_{\mathrm{c1}}`$ and $`v_{\mathrm{c2}}`$ coincide. At lower temperatures $`v_{\mathrm{c2}}`$ is seen to grow distinctly above $`v_{\mathrm{c1}}`$. Below $`0.5T_\mathrm{c}`$ helical textures again become unstable (Fig. 4).
The numerical calculation of the Hessian matrix is simplified by the fact that both first derivatives (16) and (49) are easily available. Thus the calculation of the Hessian at point $`(v_\mathrm{n},q)`$ requires texture minimizations only at three points: $`(v_\mathrm{n},q)`$, $`(v_\mathrm{n},q+\mathrm{\Delta }q)`$ and $`(v_\mathrm{n}+\mathrm{\Delta }v_\mathrm{n},q)`$. In order to minimize errors the number $`N`$ of discretization points within a wave length $`\lambda `$ was kept constant and the discretization length $`\mathrm{\Delta }x=\lambda /N`$ was varied instead.
For all helices the opening angle grows continuously from zero with increasing $`v_\mathrm{n}`$, see Fig. 6.
The largest stable values for the opening angle found in the simulations were $`60`$ degrees. We have made numerical simulations in an interval containing several wave lengths of the helix, $`L\lambda `$. When the limit of stability is exceeded, it seems that the number of windings of the helix changes if a stable texture is possible at a given $`v_\mathrm{n}`$. Otherwise, the instability seems to lead to the growth of the opening angle. Most likely this leads to formation of continuous vortex structures . However, we were not able to follow this process beyond $`90^{}`$ opening angles because of the singularity in the coordinate system (12)-(14).
## V Soliton textures
In the previous section we studied the case where a flow was applied to an initially uniform texture. Here we investigate some cases where the initial state is inhomogeneous. Let us consider a texture where $`\widehat{𝐥}`$ changes from the direction $`\widehat{𝐱}`$ to $`\widehat{𝐱}`$, as depicted in Fig. 7.
Such a texture has the property, which follows directly from the definition (2), that if it is rotated around $`\widehat{𝐱}`$ by angle $`\theta `$, the phase difference $`\mathrm{\Delta }\mathrm{\Phi }`$ changes by $`2\theta `$. Thus if nothing prevents the rotation of the texture, the critical current vanishes and the supercurrent is always dissipative. The presence of magnetic field perpendicular to $`\widehat{𝐱}`$ prefers to have $`\widehat{𝐝}`$, and via the dipole-dipole energy (9) also $`\widehat{𝐥}`$, in the plane perpendicular to $`𝐇`$. This gives rise to a finite critical velocity that we aim to calculate.
We study two different inhomogeneous structures. The first is known as (dipole-unlocked) soliton . This is a domain-wall like object where on one side $`\widehat{𝐝}=\widehat{𝐥}`$ and on the other side $`\widehat{𝐝}=\widehat{𝐥}`$. Because the change between these two orientations costs dipole-dipole energy, the thickness of the wall is on the order of the dipole length $`\xi _\mathrm{d}`$. In the absence of flow the asymptotic directions of $`\widehat{𝐥}`$ deviate from the normal $`\pm \widehat{𝐱}`$ of the wall by an angle that depends on the temperature. When a small flow is applied perpendicular to the wall, the anisotropy of the kinetic energy $`(\widehat{𝐥}𝐯_\mathrm{s})^2`$ forces the asymptotic directions of $`\widehat{𝐥}`$ to $`\pm \widehat{𝐱}`$. The calculated structure of the soliton is presented in Fig. 8.
The second structure we study could be called a dipole-locked soliton. The dipole-locking means that $`\widehat{𝐝}(x)\widehat{𝐥}(x)`$ everywhere. The region where $`\widehat{𝐥}`$ varies has finite length only in the presence of flow. The calculated structure of the locked soliton is presented in Fig. 9.
For both soliton structures the flow makes $`\beta `$ to deviate from $`\pi /2`$. When the flow is further increased, the structures become unstable against unlimited winding around the flow direction. The critical values of $`v_\mathrm{n}`$ are denoted by $`v_{\mathrm{cLS}}`$ for locked soliton and $`v_{\mathrm{cUS}}`$ for unlocked soliton. The critical velocities are plotted in Figs. 5 and 10.
The unlocked case has previously been studied by Vollhardt and Maki at $`TT_\mathrm{c}`$ using a variational approach. Our calculations give a much lower critical velocity than theirs. We note that the same process that leads to $`v_{\mathrm{cUS}}`$ also determines the critical velocity of a vortex sheet . The locked soliton has previously been studied only for $`H=0`$ or $`𝐇𝐯_\mathrm{s}`$, where the critical velocity vanishes and only dissipative state exists .
In the simulations the length $`L`$ of the computational region has to be chosen large in comparison to $`\xi _\mathrm{d}v_\mathrm{d}/v_\mathrm{n}`$. The fast variation in the unlocked soliton sets an upper limit for the discretization length, which was typically chosen as $`0.1\xi _\mathrm{d}`$. If $`L`$ is not very long, the correct procedure is to extract the critical current $`j_{\mathrm{cLS}}`$ (and $`j_{\mathrm{cUS}}`$) from the numerical calculation and then find the critical velocity using $`v_{\mathrm{cLS}}=j_{\mathrm{cLS}}/\rho _{}`$ (and $`v_{\mathrm{cUS}}=j_{\mathrm{cUS}}/\rho _{}`$).
## VI Conclusions
We have studied different 1D textures and determined their stability against 1D perturbations. It is reasonable to ask if limiting to 1D perturbations is sufficient to determine the local stability. Namely, we know at least one situation in <sup>3</sup>He-A where this is not the case: uniform $`\widehat{𝐥}𝐇\widehat{𝐱}`$. Here the 1D model above gives stability until $`v_{\mathrm{c1}}=v_{\mathrm{c2}}=\sqrt{g_\mathrm{d}/(\rho _{}\rho _{})}`$ (for $`HH_\mathrm{d}`$), but allowing $`𝐯_\mathrm{s}`$ to deviate from the direction of the applied phase difference gives instability at $`v_\mathrm{n}`$ that is by factor $`\sqrt{\rho _{}/\rho _{}}`$ lower . This situation differs, however, from the ones studied in the previous sections. For a homogeneous texture with $`𝐇\widehat{𝐱}`$ there exists a strict proof that only 1D perturbations are relevant . For helical and soliton textures the 1D model allows a natural decay mechanism for the current, and we are not aware of any mechanism that could give a lower critical velocity. Therefore we believe that other than 1D perturbations are unimportant for the helical and soliton textures studied above, although a strict proof remains open.
Measurements of the critical velocity are done by Ruutu et al . They study <sup>3</sup>He-A in a circular cylinder that is rotated around its axis. In the vortex-free container the relevant driving velocity $`v_\mathrm{n}=\mathrm{\Omega }R`$, where $`\mathrm{\Omega }`$ is the angular velocity and $`R`$ the radius of the cylinder. Because $`R\xi _\mathrm{d}`$, the flow near the cylindrical wall is one-dimensional to a good approximation. The magnetic field along the axis of the cylinder corresponds to transverse field relative to the flow along the whole perimeter of the cylinder, and thus the calculations presented above should apply to this case. If the field is perpendicular to the axis, all possible angles exist between the field and flow. In this case the critical velocity of the “uniform” texture is determined by the orientation $`𝐇𝐯_\mathrm{s}`$ , which gives a lower value of $`v_{c2}`$ than $`𝐇𝐯_\mathrm{s}`$.
Ruutu et al find a considerable spread in the critical velocities. On one hand, our largest calculated values of $`v_\mathrm{c}`$ correspond to the instability of the helical texture and coincide relatively well with the largest values observed in the experiments. On the other hand, the lowest measured critical velocities can be explained by assuming the presence of a dipole-unlocked soliton. Quantitative comparison is given by Ruutu et al . The comparison supports the basic assumption that the critical velocity in superfluid <sup>3</sup>He-A indicates an instability of the bulk, and it depends on the underlying texture. The bulk critical velocity is quantitatively better understood in superfluid <sup>3</sup>He-A than in any other superfluid.
## Acknowledgments
This research was supported by Vilho, Yrjö and Kalle Väisälä Foundation and by the Academy of Finland. |
warning/0003/math0003203.html | ar5iv | text | # Attainable sets for left invariant control systems and Carnot–Caratheodory metrics on nilpotent Lie groups
## 1 Introduction
Let $`N`$ be a Lie group and $`C`$ be a subset of its Lie algebra $`𝒩`$ identified with the tangent space to $`N`$ at the identity $`e`$. Denote by $`\text{T}(C)`$ the set of all piecewise smooth curves with both one-side tangent vectors in the corresponding left translation of $`C`$:
$$\gamma ^{}(t)d_e\lambda _{\gamma (t)}(C)\text{where}\lambda _g(h)=gh.$$
(1)
The attainable set $`\text{R}(C,p)`$ is the closure of endpoints for curves in $`\text{T}(C)`$ which start at $`p`$. Put $`\text{R}(C)=\text{R}(C,e)`$ where $`e`$ is the identity. We consider the problem: given $`C`$, find $`\text{R}(C)`$. In this setting we may assume without loss of generality that $`C`$ is a closed convex cone. If $`\text{R}(C)=N`$ then $`C`$ is called controllable. The opposite property is the globality: put
$$H(C)=\{\xi 𝒩:\mathrm{exp}(t\xi )\text{R}(C)\text{for all}t0\},$$
then $`C`$ is called global if $`H(C)=C`$. The group $`N`$ is supposed to be nilpotent and simply connected. For generating cones in nilpotent Lie algebras the criterion of controllability due to Hilgert, Hofmann, and Lawson , is known from early 80-th:
$$\text{R}(C)=N\text{if and only if }IntC[𝒩,𝒩]\text{}.$$
(2)
If $`C[𝒩,𝒩]=\{0\}`$ then the cone is global. We consider the intermediate case
$$Int(C)[𝒩,𝒩]=\text{},C[𝒩,𝒩]\{0\}.$$
This situation can be described as follows: there exist a boundary point of $`C`$ and a supporting hyperplane $`H`$ at this point which includes $`[𝒩,𝒩]`$. Then the set $`\text{R}(C)`$ cannot coincide with $`N`$ – it is included to a ”halfspace”
$$N_\chi ^+=\chi ^1(\text{}^+),$$
where $`\chi `$ is the continuous homomorphism $`N\text{}`$ whose tangent homomorphism annihilates $`H`$, $`\text{}^+=[0,\mathrm{})`$. We shall prove that $`\text{R}(C)=N_\chi ^+`$ for some $`\chi `$ if the degree of contact of $`C`$ with certain subspaces is sufficiently high. The role of the degree of contact was notified in where global $`Ad`$-invariant cones were characterized – while the final answer was formulated by the algebraic language, in fact, the globality of an invariant cone in a Lie algebra is determined by the degree of contact of the cone with the linear sum of two distinct nilpotent subalgebras. In this article we use Carnot–Caratheodory metrics to prove the result mentioned above. Probably, these metrics can be a natural and essential tool in Geometric Control Theory, in particular, for the investigation of attainable sets. In any way, the usage of Carnot–Caratheodory metrics clarifies the dependence of $`\text{R}(C)`$ on the degree of contact. They also give quantitative versions for the criterion of controllability (2). For a discussion of the role of Lie groups and algebras in Control Theory and further references, see , .
## 2 Preliminaries and statement of the result
2.1 Realization of simply connected nilpotent Lie groups. Let $`𝒩`$ be a nilpotent Lie algebra. The corresponding Lie group $`N`$ can be realized as $`𝒩`$ with the group multiplication defined by the Campbell–Hausdorff formula:
$$xy=x+y+\frac{1}{2}[x,y]+P_3(x,y)+\mathrm{}+P_d(x,y),$$
(3)
where $`P_k(x,y)`$, $`k=3,\mathrm{},d`$, is the sum of Lie products of the length $`k`$. Thus $`P_k`$ is a homogeneous polynomial of the degree $`k`$ with values in $`𝒩`$. It follows from (3) that for all $`\xi 𝒩`$
$$\mathrm{exp}(\xi )=\xi ,\xi ^1=\xi ,$$
(4)
$`e=0`$, and the multiplicative commutator has the form
$$\{x,y\}=xyx^1y^1=[x,y]+(\text{Lie products of the length}>2)$$
(5)
We shall consider simultaneously the Lie group and the Lie algebra structures. In particular, we keep the vector notation for addition and multiplication by scalars. It will be convenient to fix the euclidean distance in $`𝒩`$ which will be denoted by $`||`$. Thus, for example,
$$x^n=nx\text{and}|x^n|=|n||x|\text{for all integer}n.$$
(6)
Put
$$𝒩^1=𝒩,𝒩^{k+1}=[𝒩,𝒩^k];𝒩^1𝒩^2\mathrm{}𝒩^d𝒩^{d+1}=\{0\},$$
(7)
where $`𝒩^d\{0\}`$. Then $`𝒩^k`$, $`k=1,\mathrm{},d`$ is also a normal subgroup of $`𝒩`$ which sometimes will be denoted by $`N^k`$. For each $`k`$ chose in $`𝒩^k`$ a complementary to $`𝒩^{k+1}`$ subspace $`𝒩_k`$. Then $`𝒩`$ is the linear direct sum of these subspaces
$$𝒩=𝒩_1𝒩_2\mathrm{}𝒩_d$$
(8)
and $`𝒩_1`$ generates $`𝒩`$ as a Lie algebra.
2.2 Graded nilpotent Lie algebras. If $`[𝒩_k,𝒩_l]𝒩_{k+l}`$ then (8) is the gradation of $`𝒩`$ which satisfies the additional condition
$$[𝒩_1,𝒩_l]=𝒩_{l+1},l=1,\mathrm{},d.$$
(9)
which is equivalent to the assumption that $`𝒩_1`$ generates $`𝒩`$. Let us pick $`x𝒩`$, decompose it according to (8)
$$x=x_1+\mathrm{}+x_d,$$
and put
$$Dx=x_1+2x_2+\mathrm{}+dx_d.$$
If (8) is the gradation then $`D`$ is a differentiation of $`𝒩`$ and
$$\delta _t:x_1+x_2+\mathrm{}+x_dtx_1+t^2x_2+\mathrm{}+t^dx_d,t>0$$
(10)
is the corresponding one-parametrical group of automorphisms written in the multiplicative form. Since $`\mathrm{exp}`$ is identical, $`\delta _t`$ is also the isomorphism of the group $`N`$. Further, the group $`\{\delta _t\}_{t0}`$ can be extended to the complexification of $`𝒩`$ and nonzero complex values of $`t`$. This implies that
$$\delta _1:x_1+x_2+\mathrm{}+x_dx_1+x_2+\mathrm{}+(1)^kx_k+\mathrm{}+(1)^dx_d$$
(11)
is an isomorphism of $`𝒩`$ and $`N`$.
2.3 Asymptotic group. If (8) is not a gradation then the formula
$$[x,y]^a=\underset{t\mathrm{}}{lim}\delta _t^1[\delta _tx,\delta _ty]$$
(12)
defines the asymptotic Lie product in $`𝒩`$ and (8) is the gradation for it. This gradation also can be defined by the standard factorization procedure for the filtration (7): the new Lie bracket for $`x𝒩_k`$, $`y𝒩_l`$ is the projection of the old one in $`𝒩^{k+l}`$ to $`𝒩_{k+l}`$ along $`𝒩^{k+l+1}`$. Indeed, let
$$[x,y]=[x,y]_1+\mathrm{}+[x,y]_d,x=x_1+\mathrm{}+x_d,y=y_1+\mathrm{}+y_d$$
be corresponding to (8) decompositions; then
$$\delta _t^1[\delta _tx,\delta _ty]=\underset{pk+l}{}t^{k+lp}[x_k,y_l]_p=\underset{p=k+l}{}[x_k,y_l]_p+\alpha (t),$$
(13)
where $`|\alpha (t)|=O(\frac{1}{t})`$, and the limit can be easily calculated in this notation. The corresponding group $`N_a`$ also can be realized as a limit. For each $`t>0`$, put
$$x_ty=\delta _t^1(\delta _tx\delta _ty).$$
This introduces in $`𝒩`$ the structure of a Lie group isomorphic to $`N`$. It follows from the Campbell-Hausdorff formula and (13) that for every $`x,yN`$ there exists the limit
$$x_ay=\underset{t\mathrm{}}{lim}x_ty$$
(14)
Moreover, by (13) and (3)
$$x_ty=\delta _t^1(\delta _tx\delta _ty)=x_ay+\beta (x,y,t),$$
(15)
where
$$|\beta (x,y,t)|\frac{A}{t}(|x|+|x|^d)(|y|+|y|^d)$$
and $`A>0`$ depends only on the algebra $`𝒩`$.
2.4 A construction for curves in $`\text{T}(C)`$. Let $`\gamma _1:[0,a_1]N`$ and $`\gamma _2:[0,a_2]N`$ be paths in $`N`$ starting at $`e`$: $`\gamma _k(0)=e`$, $`k=1,2`$. Put
$$\gamma _1\gamma _2(t)=\{\begin{array}{cc}\gamma _1(t),& t[0,a_1]\\ \gamma _1(a_1)\gamma _2(ta_1),& t[a_1,a_1+a_2]\end{array}$$
Then, for any $`C𝒩`$, $`\gamma _1\gamma _2`$ belongs to $`\text{T}(C)`$ if so are $`\gamma _1`$ and $`\gamma _2`$. An important particular case of this construction is as follows: for $`\xi 𝒩`$ put $`\overline{\xi }(t)=\mathrm{exp}(t\xi )`$, $`t[0,1]`$, and
$$\overline{x}=\overline{\xi }_1\overline{\xi }_2\mathrm{}\overline{\xi }_n,\text{where}x=(\xi _1,\mathrm{},\xi _n),\xi _1,\mathrm{},\xi _nC.$$
(16)
Then $`\overline{x}(n)=\mathrm{exp}(t\xi _1)\mathrm{}\mathrm{exp}(t\xi _n)`$. Furthermore, if $`\xi _1,\mathrm{},\xi _nC`$ then $`\overline{x}\text{T}(C)`$. For the Riemannian left invariant metric defined by the euclidean norm $`||`$
$$\mathrm{\Lambda }(\overline{x})=\mathrm{\Lambda }(\overline{\xi }_1)+\mathrm{}+\mathrm{\Lambda }(\overline{\xi }_n),$$
(17)
where $`\mathrm{\Lambda }(\gamma )`$ denotes the length of the curve $`\gamma `$. The length of the curve $`\overline{\xi }`$, $`\xi C`$, can be easily derived: $`\mathrm{\Lambda }(\overline{\xi })=|\xi |`$. Hence for $`\xi _1,\mathrm{},\xi _nC`$
$$\mathrm{\Lambda }(\overline{x})=|\xi _1|+\mathrm{}+|\xi _n|.$$
(18)
Clearly, each curve in $`\text{T}(C)`$ can be approximated by curves of the type (16).
2.5 Carnot–Caratheodory metrics. Recall the definition of Carnot–Caratheodory metrics which also are known as subriemannian or nonholonomic Riemannian ones. Any euclidean norm $`||`$ on $`𝒩_1`$ uniquely determines the left invariant norm on the left invariant distribution of subspaces generated by $`𝒩_1`$. Hence the length of a curve $`\gamma \text{T}(𝒩_1)`$ can be defined by the standard formula
$$\mathrm{\Lambda }(\gamma )=_a^b|\gamma ^{}(t)|_{\gamma (t)}𝑑t.$$
(19)
Since $`\overline{\xi }\text{T}(𝒩_1)`$ for $`\xi 𝒩_1`$, the left invariance of the Carnot–Caratheodory metric implies that (17) and (18) are true for curves described in Subsection 2.4 with $`C=𝒩_1`$. The Carnot–Caratheodory distance $`\kappa (x,y)`$ between $`x`$ and $`y`$ is defined as the least lower bound for lengths of curves in $`\text{T}(𝒩_1)`$ which join $`x`$ and $`y`$:
$$\kappa (x,y)=inf\{\mathrm{\Lambda }(\gamma ):\gamma \text{T}(𝒩_1),\gamma :[a,b]N,\gamma (a)=x,\gamma (b)=y\}.$$
(20)
Each piecewise smooth curve in $`𝒩_1`$ has the unique lift to the curve in $`\text{T}(𝒩_1)`$. Hence the natural projection $`\pi _k:NN/N^k`$, $`k=2,\mathrm{},d`$, keeps the length of a curve $`\gamma `$ in $`\text{T}(𝒩^1)`$ which is equal to the usual euclidean length of $`\pi _2\gamma `$:
$$\mathrm{\Lambda }(\pi _2\gamma )=\mathrm{\Lambda }(\pi _3\gamma )=\mathrm{}=\mathrm{\Lambda }(\pi _d\gamma )=\mathrm{\Lambda }(\gamma ).$$
(21)
If (8) is the gradation satisfying (9) then $`\delta _t`$ is an automorphism, hence it commutes with the lifting procedure. Therefore, $`\delta _t`$ in (10) is a metric dilation for $`t>0`$, i.e.
$$\rho (\delta _t(x),\delta _t(y))=t\rho (x,y),x,yN.$$
(22)
Since $`\delta _t(\xi )=t\xi `$ for $`\xi 𝒩_1`$, (22) follows from (19) and the definition of $`\kappa `$. Further, (19) and (11) implies that $`\delta _1`$ is an isometry:
$$\kappa (\delta _1(x),\delta _1(y))=\kappa (x,y)\text{for all}x,yN.$$
(23)
If $`𝒩`$ is not graded then $`\delta _t`$ is not an automorphism but this is true for the limit group defined by (14). It can be equipped with the limit metric
$$\kappa _a(x,y)=\underset{t\mathrm{}}{lim}\kappa _t(x,y),\text{where}\kappa _t(x,y)=\frac{1}{t}\kappa (\delta _tx,\delta _ty).$$
(24)
The asymptotic group could be realized as the Gromov–Hausdorff limit of metric spaces – groups with left invariant metrics $`\kappa _t`$. For more details on this subject, see (), ().
2.6 Inner metrics. We use a definition of the inner metric which is equivalent to the standard one in the class of left invariant metrics on Lie groups (see ). Let $`\rho `$ be a left invariant metric which is compatible with the topology, $`B(x,r)`$ denote the open ball at $`x`$ of radius $`r>0`$, $`B(x,0)=\{x\}`$. Put $`B(r)=B(e,r)`$ and $`B(0)=\{e\}`$. The left invariance of the metric $`\rho `$ means that
$$B(x,r)=xB(r).$$
We shall say that $`\rho `$ is inner if
$$B(r)B(s)=B(r+s)\text{for all}r,s0.$$
(25)
The product of sets is taken pointwise: $`AB=\{ab:aA,bB\}`$. The same equality is true for closed ball since they are compact. Taken together with the left invariance, this implies for any two points in $`N`$ the existence of the shortest curve which joins them. If $`H`$ is a normal closed subgroup of a Lie group $`G`$ with the inner metric $`\rho `$ and $`\pi :GG/H`$ is the canonical projection then $`\stackrel{~}{B}(r)=\pi B(r)`$ is the unit ball for the metric
$$\stackrel{~}{\rho }(\stackrel{~}{x},\stackrel{~}{y})=inf\{\rho (xh_1,yh_2):h_1,h_2H\}.$$
(26)
Clearly, this metric is inner because (25) is satisfied for it. Furthermore, Riemannian and Carnot–Caratheodory metrics are inner – this follows from (20) for Carnot–Caratheodory metrics and from the analogous formula for Riemannian ones. The identity (25), in particular, implies that all inner metrics are equivalent ”in large”: for each pair of inner metrics $`\rho `$, $`\rho ^{}`$ which define the same topology and any $`\epsilon >0`$, there exist $`C,c>0`$ such that
$$x,yG,\rho (x,y)>\epsilon c<\frac{\rho ^{}(x,y)}{\rho (x,y)}<C$$
(27)
Indeed, for some $`C,c>0`$ inclusions $`B(c\epsilon )B^{}(\epsilon )B(C\epsilon )`$ holds, where $`B^{}(\epsilon )`$ is the $`\rho ^{}`$-ball. By (25),
$$B(nc\epsilon )B^{}(n\epsilon )B(nC\epsilon )$$
for all positive integer $`n`$, and the left invariance of these metrics implies (27). Thus, each inner metric asymptotically (for great distances) equivalent to a Carnot–Caratheodory metric. Note that the Carnot–Caratheodory metric for the asimptotic group is self-similar – it admits metric dilations. Left invariant inner metrics on topological groups were studied in (), (). For Lie groups, they are Finsler (maybe nonholonomic) ones.
2.7 Degree of contact. Let $`\eta `$ be an increasing function defined on some interval in $`\text{}`$ with the left endpoint $`0`$, $`\underset{\epsilon 0}{lim}\eta (\epsilon )=0`$, $``$ be a linear subspace of the euclidean space $`𝒩`$. We shall say that a cone $`C`$ has the degree of contact with $``$ at the point $`xC`$ greater than $`\eta `$ if
$$dist(C,x+y)=o(\eta (|y|))\text{as}y0\text{in}$$
(28)
The degree of contact of $`C`$ with $``$ at $`x`$ is greater or equal to $`\eta `$ if there exist $`Q>0`$ and a neighborhood $`U`$ of zero in $``$ such that
$$Q\eta (|y|)dist(C,x+y)\text{for all}yU$$
Suppose that $`x`$; then the degree of contact is equal to $`\eta `$ if it is greater or equal and the inverse inequality holds with some another constant. If $`x`$ then one has to replace $``$ in this definition to any subspace $`^{}`$ complementary to $`\text{}x`$ in $``$, the definition doesn’t depend on the choice of $`^{}`$.
If $`\eta (\epsilon )=\epsilon ^a`$ then $`a`$ will be called the degree of contact and denoted by $`cont(C,,x)`$; $`cont(C,,x)>a`$ ($`cont(C,,x)a`$, $`cont(C,,x)=a`$) will mean that the degree of contact is greater than (respectively, greater or equal to, equal to) $`\epsilon ^a`$. For example, the degree of contact of any Lorentian cone with each its tangent hyperplane is equal to 2: $`cont(C,T_xC,x)=2`$ for any $`xC`$.
2.8 Statement of the main result. The result is proved for slightly more general setting then it was mentioned above: the group need not be nilpotent in general – it is supposed to be a semidirect product of $`\text{}`$ and a nilpotent group. We keep the notation for $`𝒩`$, $`N`$, particularly (7), which were introduced above. Let $`\text{}^+`$ denote the set of all nonnegative real numbers. By $`𝒢`$ we denote a real Lie algebra of a simply connected Lie group $`G`$ which is a semidirect product of $`\text{}`$ and a nilpotent group $`N`$, $`\chi :G\text{}`$ be the projection homomorphisms to the factor $`\text{}`$. Set $`G^+=\chi ^1(R^+)`$, and $`𝒢^+=d_e^1\chi (\text{}^+)`$ (hence $`\mathrm{exp}(𝒢^+)=G^+`$).
###### Theorem 1
Let $`C𝒢^+`$ be a convex closed generating cone, $`d>1`$, $`pC𝒩^d`$; further, suppose that there exists $`v𝒵(p)Int(C)\text{}`$ admitting $`ad(v)`$-invariant linear subspace $`𝒩_1𝒩^1`$ complementary to $`𝒩^2`$, and
$$cont(C,𝒩_1,p)>\frac{d}{d1}.$$
(29)
Then $`\text{R}(C)=G^+`$.
## 3 Quantitative versions of the controllability
In the following two lemmas the Lie algebra $`𝒩`$ is supposed to be graded as in (8), (9).
###### Lemma 1
Let $`\rho `$ be an inner metric in $`N`$, $`zN_d`$, $`\epsilon >0`$, and $`r=\rho (e,z)`$. Then
$$eB(z,\epsilon )^n\text{if and only if }n>\left(\frac{r}{\epsilon }\right)^{\frac{d}{d1}}.$$
(30)
Moreover, for any $`s>0`$, if
$$n^{\frac{1}{d}}r+s<n\epsilon $$
(31)
then $`B(z,\epsilon )^nB(s)`$.
Proof.Since $`z`$ belongs to the center of $`N`$,
$$B(z,\epsilon )=zB(\epsilon )=B(\epsilon )z.$$
(32)
Taken together with (25) and (6), (32) implies that
$$B(z,\epsilon )^n=(zB(\epsilon ))^n=(nz)B(n\epsilon )=B(nz,n\epsilon ).$$
(33)
Therefore, the inclusion in the left side of (30) is equivalent to the inequality
$$\rho (e,nz)<n\epsilon .$$
(34)
By (22) and (10),
$$\rho (e,nz)=n^{\frac{1}{d}}\rho (e,z)=n^{\frac{1}{d}}r.$$
Thus inequality (33) holds if and only if
$$n^{\frac{1}{d}}r<n\epsilon .$$
This is equivalent to the right part of (30).
For $`wN`$, the assumption $`\rho (w,nz)<n\epsilon `$ is equivalent to $`wB(nz,n\epsilon )`$. By the triangle inequality,
$$\rho (e,nz)<t,\rho (e,w)<swB(nz,t+s),$$
hence the inclusion $`B(nz,t+s)B(s)`$. Put $`t=n^{\frac{1}{d}}r`$. Then, according to (33), (34), and (31), we receive the desired inclusion.$``$
###### Corollary 1
For non-graded $`𝒩`$, if $`s>0`$ then there exists $`C>0`$ such that for all $`\epsilon >0`$
$$C(n^{\frac{1}{d}}r+s)<n\epsilon $$
(35)
implies $`B(z,\epsilon )^nB(s)`$.
Proof.This follows from the existence of the asymptotic metric (24) for which the assertion holds by the lemma, and (27).$``$
###### Lemma 2
Let $`x𝒩_{d1}`$, $`\epsilon >0`$. Suppose that $`B(x,\epsilon )^n𝒩_d\{0\}`$. Then $`eB(x,2\epsilon )^{2n}`$.
Proof.Since the metric is left invariant, $`B(x,\epsilon )=xB(\epsilon )`$. Let
$$z=xy_1xy_2\mathrm{}xy_n𝒩^d$$
where $`y_1,y_2\mathrm{}y_nB(\epsilon )`$. If $`d`$ is odd then $`\delta _1x=x`$, and $`\delta _1z=z=z^1`$. Hence
$$e=zz^1=xy_1\mathrm{}xy_nx\delta _1(y_1)xy_2\mathrm{}x\delta _1(y_n)B(x,\epsilon )^{2n}.$$
If $`d`$ is even then $`\delta _1x=x^1=x`$, and $`\delta _1z=z`$. Therefore,
$$e=z\delta _1(z^1)=xy_1\mathrm{}xy_n\delta _1(y_n)x\mathrm{}\delta _1(y_1)xeB(x,2\epsilon )^{2n}$$
since $`y_n\delta _1(y_n)B(2\epsilon )`$.$``$
###### Corollary 2
Let $`x𝒩^{d1}`$, $`\epsilon >0`$. Then
$$n>2\left(\frac{2r}{\epsilon }\right)^{\frac{d}{d1}}eB(x,\epsilon )^n.$$
(36)
Proof.Applying (30) to the factor group $`N/N^d`$ we receive
$$n>\left(\frac{r}{\epsilon }\right)^{\frac{d}{d1}}B(x,\epsilon )^nN^d\text{},$$
and Lemma 1, with $`\epsilon `$ replaced by $`\frac{\epsilon }{2}`$, implies the desired inclusion.$``$
There is a natural way to realize any finite dimensional nilpotent Lie algebra $`𝒩`$ as a factor algebra of a finite dimensional graded Lie algebra $`\stackrel{~}{𝒩}`$. Let $`x_1,\mathrm{},x_l`$ be a set of generators for $`𝒩`$ (the linear basis of $`𝒩_1`$). Then $`𝒩`$ is the homomorphic image of the free Lie algebra $``$ generated by $`x_1,\mathrm{},x_l`$. The kernel of the homomorphism includes the ideal $`^d`$ generated by all products of length $`>d`$. This means that $`𝒩`$ is the homomorphic image of the finite dimensional Lie algebra $`\stackrel{~}{𝒩}=/^d`$ whose natural gradation satisfies the condition (9). Let $`\pi :\stackrel{~}{𝒩}𝒩`$ denote this homomorphism. Clearly, $`\pi \stackrel{~}{𝒩}^k=𝒩^k`$ for $`k=1,\mathrm{},d`$. Note that $`\stackrel{~}{𝒩}`$ has the same height $`d`$ and that generating spaces $`𝒩_1`$ and $`\stackrel{~}{𝒩}_1`$ may be identified. Thus the euclidean norm $`||`$ in $`𝒩_1`$ defines Carnot–Caratheodory metrics $`\kappa `$ and $`\stackrel{~}{\kappa }`$ in $`N=𝒩`$ and $`\stackrel{~}{N}=\stackrel{~}{𝒩}`$ respectively. We shall equip with $`\stackrel{~}{}`$ symbols denoting objects in $`\stackrel{~}{𝒩}`$ corresponding to objects in $`𝒩`$. Put
$$\kappa (x)=\kappa (e,x),\stackrel{~}{\kappa }(\stackrel{~}{x})=\stackrel{~}{\kappa }(\stackrel{~}{e},\stackrel{~}{x}).$$
Clearly, $`\kappa (\pi \stackrel{~}{x})\stackrel{~}{\kappa }(\stackrel{~}{x}),\stackrel{~}{x}\stackrel{~}{N}`$. In the following theorem we do not assume that $`𝒩`$ is graded but keep the notation of the previous section.
###### Theorem 2
Let $`d>2`$, $`k=d`$ or $`k=d1`$, $`xN^kN^{k+1}`$, and $`r=\kappa (x)`$. Then there exists $`Q1`$ such that for all $`\epsilon >0`$ the condition
$$n>Q\left(\frac{r}{\epsilon }\right)^{\frac{k}{k1}}$$
(37)
implies that $`eB(x,\epsilon )^n`$, where $`B(x,\epsilon )`$ is the ball for the Carnot–Caratheodory metric $`\kappa `$.
Proof.If $`𝒩`$ is graded as in (8), (9), then the assertion of the theorem is an easy consequence of Lemma 1 for $`k=d`$ and Corollary 2 for $`k=d1`$. In general case, let us realize $`𝒩`$ as the factor algebra of the graded Lie algebra $`\stackrel{~}{𝒩}`$ by the construction described above. Let $`\pi \stackrel{~}{x}\stackrel{~}{𝒩}^k𝒩^{k+1}`$, $`\pi \stackrel{~}{x}=x`$, and put $`\stackrel{~}{r}=\stackrel{~}{\kappa }(\stackrel{~}{x})`$, $`K=\frac{\stackrel{~}{r}}{r}`$. Then, by Lemma 1 or Corollary 2, there exists $`A>0`$ such that
$$n>A\left(\frac{\stackrel{~}{r}}{\epsilon }\right)^{\frac{k}{k1}}\text{implies}\stackrel{~}{e}\stackrel{~}{B}(\stackrel{~}{x},\epsilon )^n.$$
Since $`\pi \stackrel{~}{B}(\stackrel{~}{x},\epsilon )^n=B(x,\epsilon )^n`$, the inclusion $`eB(x,\epsilon )^n`$ is true for
$$Q=\mathrm{max}\{1,K^{\frac{k}{k1}}A\}..$$
The following theorem is in fact a reformulation of Theorem 2 by another words. Let $`\rho `$ be the Riemannian metric defined by the euclidean norm $`||`$ in $`𝒩`$ and $`\kappa `$ be the Carnot–Caratheodory metric corresponding to the restriction of this norm to $`𝒩_1`$. Put $`(r)=\{\xi 𝒩:|\xi |<r\}`$
###### Theorem 3
Let $`d`$, $`k`$, $`x`$, $`\rho `$ be as above, and let $`r=\rho (e,x)`$. Then there exists $`P>0`$ such that for all safficiently small $`\epsilon >0`$ the group $`N`$ admits a closed curve $`\gamma \text{T}(x+(\epsilon ))`$ whose $`\rho `$-length satisfies the inequality
$$\mathrm{\Lambda }_\rho (\gamma )P\left(\frac{r}{\epsilon }\right)^{\frac{k}{k1}}.$$
(38)
Proof.Put $`R=|x|`$; clearly, $`rR\kappa (x)`$. If $`\epsilon >R`$ then the assertion is evident. Hence we may assume that $`\epsilon <R`$. Then there exists $`a(0,1)`$ such that $`x+(\epsilon )`$ includes the $`\rho `$-ball at $`x`$ of radius $`a\epsilon `$ for all $`\epsilon (0,R)`$ (recall that we identify $`𝒩`$ and $`N`$). Hence it includes the $`\kappa `$-ball $`B(x,a\epsilon )`$. Let $`Q`$ be as in Theorem 2. Then there exists integer $`n`$ which satisfies inequalities
$$Q\left(\frac{\kappa (x)}{a\epsilon }\right)^{\frac{k}{k1}}<n2Q\left(\frac{\kappa (x)}{a\epsilon }\right)^{\frac{k}{k1}}.$$
Then, by the first of them and Theorem 2, there exist $`x_1,\mathrm{},x_nB(x,a\epsilon )`$ such that $`x_1\mathrm{}x_n=e`$. Since $`\mathrm{exp}`$ is identical, it follows from the construction of Subsection 2.4 that $`\overline{x}_1,\mathrm{}\overline{x}_n\text{T}(B(x,a\epsilon ))`$ and the curve $`\gamma =\overline{x}_1\mathrm{}\overline{x}_n`$ is closed. By (18),
$$\mathrm{\Lambda }_\rho (\gamma )=|x_1|+\mathrm{}+|x_n|2Rn<P\left(\frac{r}{\epsilon }\right)^{\frac{k}{k1}},$$
where
$$P=4QR\left(\frac{\kappa (x)}{ar}\right)^{\frac{k}{k1}}.$$
This proves the theorem.$``$
## 4 Attainable sets
Everywhere in this section we suppose that the assumption of Theorem 1 are satisfied. Let $`𝒢`$ be equipped with the euclidean norm $`||`$ and $`G`$ with the corresponding left invariant Riemannian metric $`\rho `$ and $`N`$ with Carnot–Caratheodory metric $`\kappa `$. Then the semidirect product $`G=\text{}\text{}N`$ is defined by the one-parametrical group $`A_t=e^{tad(v)}`$, $`t\text{}`$, of group automorphisms of $`N`$. Since $`\mathrm{exp}`$ is identical for the coordinate system in $`N`$ which we use, $`A_t`$ is also the one-parametrical group of automorphisms of $`𝒩`$. Hence $`A_t`$ is linear in these coordinates. Put
$$M=sup\{A_t:|t|1\}.$$
(39)
The multiplication law in the group $`G`$ can be written explicitly:
$$(t,x)(s,y)=(t+s,(A_sx)y),\text{where}x,yN,t,s\text{}.$$
We denote $`v=(1,0)`$. By the assumtion of the theorem,
$`p+vInt(C),`$ (40)
$`v𝒵(p).`$ (41)
Set
$$=\{\xi 𝒢:|\xi |<1\},_1=𝒩_1,$$
and let $`B_\kappa (r)`$ the $`\kappa `$-ball with the center $`e`$ of the radius $`r`$. In the following lemma we consider these sets as subsets of the group $`N`$.
###### Lemma 3
For any $`r>0`$
$$B_\kappa (r)=\underset{n=1}{\overset{\mathrm{}}{}}\left(\frac{r}{n}_1\right)^n.$$
(42)
Proof.For each $`x_1`$ the curve $`\overline{x}`$ belongs to $`\text{T}(_1)`$. Hence $`\frac{r}{n}_1B_\kappa (\frac{r}{n})`$. By (25), the left side of the equality includes the right one. Let $`\gamma :[0,r]N`$ be a curve in $`\text{T}(_1)`$. It follows from the definition of Carnot–Caratheodory metric that the open ball $`B_\kappa (r)`$ is filled by points $`\gamma (r)`$ for such curves $`\gamma `$. Let $`\lambda _g(h)=gh`$ be the left shift by $`g`$. The endpoint of the curve
$$\gamma _n=\overline{x}_1\mathrm{}\overline{x}_n,$$
where
$$x_k=\frac{1}{n}d_{\gamma (t_k)}\lambda _{\gamma (t_k)}^1(\gamma ^{}(t_k)),t_k=\frac{rk}{n},k=1,\mathrm{},n,$$
belongs to the right side of (42). Clearly, $`\gamma _n(t)\gamma (t)`$ as $`n\mathrm{}`$ for each $`t[0,r]`$. Hence the right side of (42) is dense in the left one. Further, it follows from (5) and (4) that $`(s_1)^k`$ is open for sufficiently large $`k`$ depending only on $`𝒩`$. Therefore, the right side of (42) is open; let us denote it by $`\stackrel{~}{B}(r)`$. By standard arguments it is not difficult to show that
$$\underset{n=1}{\overset{\mathrm{}}{}}\left(\frac{r}{n}_1\right)^n=\underset{n=1}{\overset{\mathrm{}}{}}\left(\frac{r}{2^n}_1\right)^{2^n}.$$
Hence $`\stackrel{~}{B}(\frac{r}{2})^2=\stackrel{~}{B}(r)`$, and this division procedure can be continued. This implies that $`\stackrel{~}{B}(r)`$ coincides with the interior of it’s closure. Since $`\stackrel{~}{B}(r)`$ is dense in $`B_\kappa (r)`$ and open, $`\stackrel{~}{B}(r)=B_\kappa (r)`$.$``$
###### Lemma 4
If $`qN^d`$, $`\epsilon >0`$, $`t>0`$, $`n\text{}`$, and $`nt<1`$ then
$`(t,q+M\epsilon _1)^n(nt,nq+(\epsilon _1)^n);`$ (43)
$`(t,B_\kappa (q,M\epsilon ))^n(nt,B_\kappa (q,\epsilon )^n).`$ (44)
Proof.Let $`x_1,\mathrm{},x_n(p+\epsilon _1)`$. Put $`\stackrel{~}{x}_k=(t,A_{(nk)t}x_k)`$. Then
$`\stackrel{~}{x}_1\stackrel{~}{x}_2\mathrm{}\stackrel{~}{x}_n=(t,A_{(n1)t}x_1)(t,A_{(n2)t}x_2)\mathrm{}(t,x_n)=`$
$`(2t,A_{(n2)t}(x_1x_2))\mathrm{}(t,x_n)=\mathrm{}=(nt,x_1x_2\mathrm{}x_n).`$
Since $`𝒩_1`$ is $`A_t`$-invariant, $`nt<1`$, by (41) and (39), $`A_{(nk)t}x_k(p+M\epsilon _1)`$ for all $`k=1,\mathrm{},n`$. To prove (43), it remains to note that $`(q+\epsilon _1)^n=nq+(\epsilon _1)^n`$ because $`p`$ belongs to the center of $`N`$. The inclusion (44) follows from the same equality, with $`x_kB_\kappa (q,\epsilon )`$, and the inequality $`\kappa (e,A_tx)M\kappa (e,A_tx)`$ which is an easy consequence of the definition Carnot–Caratheodory metric $`\kappa `$.$``$
The following elementary lemma whose assertion could be a definition of the degree of contact was already proved in (). We omit the proof – it is rather long than hard. Let $``$ be as in Subsection 2.7. Put
$$_{}=\{y:y,|y|1\}.$$
###### Lemma 5
Let $`C`$ be a generating closed cone in $`𝒩`$, $`xC`$, $`x0`$. Suppose that $`cont(C,,x)>a1`$, $`v`$, and $`x+vInt(C)`$. Then there exists a function $`\phi `$ defined on some interval $`(0,\alpha )`$, $`\alpha >0`$, such that $`\phi (\epsilon )=o(\epsilon ^a)`$ as $`\epsilon 0`$ and
$$x+\phi (\epsilon )v+\epsilon _{}Int(C)$$
for all $`\epsilon (0,\alpha )`$.$``$
Proof of Theorem 1. Let $`B_\kappa (p,\epsilon )`$ be the Carnot–Caratheodory ball in $`N`$, $`B_\kappa =B(e,1)`$, $`\alpha `$, $`\phi `$ be as in Lemma 5 with $`a=\frac{d}{d1}`$, $`=𝒩_1`$. There exists a function $`\psi `$ such that
$`\underset{t0}{lim}{\displaystyle \frac{\phi (t)}{\psi (t)}}=0,`$ (45)
$`\psi (t)=o(t^{\frac{d}{d1}}).`$ (46)
It follows from Corollary 1 that there exists $`A>0`$ such that
$$n>A\epsilon ^{\frac{d}{d1}}B_\kappa (p,\epsilon )^nB_\kappa .$$
For these $`n`$ and sufficiently small $`\epsilon >0`$, applying (44) we receive
$$(\psi (\epsilon ),B_\kappa (p,M\epsilon ))^n(n\psi (\epsilon ),B_\kappa (p,\epsilon )^n)(n\psi (\epsilon ),B_\kappa ).$$
By (46), since $`n`$ can be chosen satisfying the inequality $`n<2A\epsilon ^{\frac{d}{d1}}`$, the set $`\text{R}(C)`$ includes the ball $`B_\kappa `$, hence the group $`N`$ and the halfspace $`G^+`$. Therefore, it is sufficient to prove the inclusion
$$\text{R}(C)(\psi (\epsilon ),B_\kappa (p,M\epsilon ))$$
(47)
for $`\epsilon (0,\alpha )`$ for some $`\alpha >0`$. It follows from Lemma 5 and (45) that
$$C(\psi (\epsilon )v,p+M^2\epsilon _1)$$
if $`\epsilon `$ is sufficiently small. Since $`C`$ is a cone,
$$C\frac{1}{n}(\psi (\epsilon )v,p+M^2\epsilon _1),n\text{},$$
hence
$$\text{R}(C)\left(\frac{1}{n}(\psi (\epsilon ),p+M^2\epsilon _1)\right)^n((\psi (\epsilon ),p+(\frac{M\epsilon }{n}_1)^n)$$
by (43), and the desired inclusion (47) follows from Lemma 3.$``$
Omsk State University, prosp. Mira 55a, Omsk 644077, Russia
Current address: Mathematical Department, Omsk State University, prosp. Mira, Omsk, Russia
E-mail address: gichev@math.omsu.omskreg.ru |
warning/0003/gr-qc0003012.html | ar5iv | text | # The big bang as a higher-dimensional shock wave
## I Introduction
The idea that the universe was created from nothing has a very long history. Some highlights in the scientific literature include the argument that the big bang was a transition from an earlier four-dimensional Minkowski space to a later space with standard Friedmann-Robertson-Walker properties . It is also possible in principle that the big bang was a quantum tunneling event from nothing into 4D de Sitter space . These and other ideas connected with inflation can be put on a firmer basis if the manifold is extended from 4D to higher dimensions (for a review see ). For example, it is well known that any solution of 4D general relativity can be embedded in a *flat* 10D space. In what follows, we will use the minimal extension from 4D (Einstein) space to 5D (Kaluza-Klein) space to argue that the 4D big bang may be the signature of a 5D blip or shock wave.
We will draw on recent results in three areas of higher-dimensional cosmology.
1. We can take an empty 5D space that is in general curved and derive from it a matter-filled 4D space . That such models have matter in 4D but are empty in 5D follows from new work on an old theorem of differential geometry due to Campbell (1926). Let us consider a solution of the 4D Einstein field equations $`G_{\alpha \beta }=8\pi T_{\alpha \beta }`$, where $`G_{\alpha \beta }`$ is the Einstein tensor and $`T_{\alpha \beta }`$ is the energy-momentum tensor. (Here and elsewhere we use a choice of units to set the gravitational constant and the speed of light equal to unity; lowercase Greek letters run 0,123 and uppercase Latin letters run 0,123,4.) Then it can be shown that the 4D Einstein equations can be locally embedded in the field equations of 5D Kaluza-Klein theory *without* sources, which are given in terms of the Ricci tensor by $`R_{AB}=0`$ . This is a very powerful theorem.
2. We can take an empty and *flat* 5D space and embed in it matter-filled *curved* 4D spaces . This means that the 4D big bang could be an artifact of a bad choice of 5D coordinates.
3. We can study *wave-like* solutions of $`R_{AB}=0`$ . Some of these have remarkable physical properties, and indicate that the big bang could have been a quantum transition from an oscillating to a growing (inflationary) mode.
In the next section, we will combine results from the above three areas to derive an exact solution in 5D which has good physical properties in 4D and implies a significant change in how we can view the big bang.
## II A 5D shock wave and the 4D big bang
We choose coordinates $`x^A=t,r\theta \varphi ,l`$ with $`d\mathrm{\Omega }^2d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2`$, as usual. A wave in the $`t/l`$plane should depend on $`utl`$. One such solution of $`R_{AB}=0`$ is given by the following 5D line element:
$`dS^2`$ $`=`$ $`b^2dt^2a^2\left(dr^2+r^2d\mathrm{\Omega }^2\right)b^2dl^2`$ (1)
$`a`$ $`=`$ $`\left(hu\right)^{\frac{1}{2+3\alpha }}`$ (2)
$`b`$ $`=`$ $`\left(hu\right)^{\frac{1+3\alpha }{2\left(2+3\alpha \right)}}.`$ (3)
This may be confirmed either algebraically using the expanded form of the field equations or computationally using a fast computer package . The class (1)–(3) depends on two constants, $`h`$ and $`\alpha `$. The first has physical dimensions of $`L^1`$ and is related to Hubble’s parameter (see below). The second is dimensionless and is related to the properties of matter associated with the solution. These can be evaluated using the regular technique, wherein $`R_{AB}=0`$ is broken down to $`G_{\alpha \beta }=8\pi T_{\alpha \beta }`$ with an induced or effective energy-momentum tensor that depends on the pressure $`p`$ and density $`\rho `$ of a cosmological perfect fluid . There is an associated equation of state, and after some algebra we find
$`p`$ $`=`$ $`\alpha \rho `$ (4)
$`8\pi \rho `$ $`=`$ $`{\displaystyle \frac{3h^2}{\left(2+3\alpha \right)^2}}a^{3\left(1+\alpha \right)}.`$ (5)
We see that $`\alpha =0`$ corresponds to the late (dust) universe, and $`\alpha =1/3`$ corresponds the the early (radiation) universe.
To elucidate the physical properties of the solution, it is instructive to change from the coordinate time $`t`$ to the proper time $`T`$. This is defined by $`dT=bdt`$, so
$$T=\frac{2}{3}\left(\frac{2+3\alpha }{1+\alpha }\right)\frac{1}{h}\left(hu\right)^{\frac{3}{2}\left(\frac{1+\alpha }{2+3\alpha }\right)}.$$
(6)
The 4D scale factor which determines the dynamics of the model by (2) and (6) is then
$$a(T)=\left[\frac{3}{2}\left(\frac{1+\alpha }{2+3\alpha }\right)hT\right]^{\frac{2}{3\left(1+\alpha \right)}}.$$
(7)
For $`\alpha =0`$, $`a(T)T^{2/3}`$ as in the standard (Einstein-de Sitter) dust model. For $`\alpha =1/3`$, $`a(T)T^{1/2}`$ as in the standard radiation model. The value of Hubble’s parameter is given by
$`H{\displaystyle \frac{1}{a}}{\displaystyle \frac{a}{T}}={\displaystyle \frac{1}{a}}{\displaystyle \frac{a}{t}}{\displaystyle \frac{dt}{dT}}`$ $`=`$ $`{\displaystyle \frac{h}{\left(2+3\alpha \right)}}\left(hu\right)^{\frac{3}{2}\left(\frac{1+\alpha }{2+3\alpha }\right)}`$ (8)
$`=`$ $`{\displaystyle \frac{2}{3\left(1+\alpha \right)T}}.`$ (9)
For $`\alpha =0`$ and $`1/3`$, (9) shows that $`H`$ has its standard values in terms of the proper time. We can also convert the density (5) from $`t`$ to $`T`$ using (6), and find
$$8\pi \rho =\frac{4}{3}\frac{1}{\left(1+\alpha \right)^2}\frac{1}{T^2}.$$
(10)
For $`\alpha =0`$ we have $`\rho =1/6\pi T^2`$, and for $`\alpha =1/3`$ we have $`\rho =3/32\pi T^2`$, the standard FRW values. Thus, the 5D solution (1)–(3) contains 4D dynamics and 4D matter that are the same as in the standard 4D cosmologies for the late and early universe.
However, while the 5D approach does no violence to the 4D one, it adds significant insight. The big bang occurs in proper time at $`T=0`$ by (10); but it occurs in coordinate time at $`a=0`$ or $`u=tl=0`$ by (5) and (2). Now the field equations $`R_{AB}=0`$ are fully covariant, so any choice of coordinates is valid. Therefore, we can interpret the physically-defined big bang either as a singularity in 4D or as a hypersurface $`t=l`$ in 5D. Both interpretations are mathematically valid, so the choice is to a certain extent philosophical. Our opinion is tipped by a closer examination of the solution (1)–(3) using a computer package . It shows that not only is $`R_{AB}=0`$, but the Riemann-Christoffel tensor is $`R_{ABCD}=0`$ also. This puts the solution (1)–(3) into the same mathematical class as others in the literature ). But this fact also puts the solution into a new physical class: it is a plane wave or soliton moving in a *flat* and empty 5D space. \[In 5D, the group of coordinate transformations $`x^Ax^A(x^B)`$ is wider that the 4D group $`x^\alpha x^\alpha (x^\beta )`$, so $`x^4`$-dependent transformations are mathematically equivalent in 5D but physically *non*-equivalent in 4D. In principle it is possible to find coordinate transformations between all metrics with $`R_{ABCD}=0`$, but in practice the algebraic complexity involved makes the task presently impossible.\] In other words, we can view the big bang either as a singularity in 4D, or as a *non*-singular event in 5D. In the latter interpretation, it is analogous to a 3D shock wave passing through a 2D surface.
## III Conclusion
We have given an exact solution (1)–(3) of the 5D field equations $`R_{AB}=0`$ which when reduced to the 4D field equations $`G_{\alpha \beta }=8\pi T_{\alpha \beta }`$ describes a cosmology with good physical properties (4), (5), (10) and good dynamics (7), (9). Kaluza-Klein gravity agrees with the classical tests of relativity in the solar system ; and the cosmological solution gives back the same properties as the 4D Friedmann-Robertson-Walker models with flat space sections, so to this extent it is agreement with astrophysical data . However, the solution adds the insight that the singular 4D big bang may be viewed as a non-singular 5D shock wave.
The mere existence of solutions (1)–(3) raises fundamental questions about observational cosmology. Is the universe higher-dimensional? (This is implied by particle physics, and what we have done above can clearly be extended to 10D superstrings and 11D supergravity: see ). If there are extra dimensions, then what coordinate system is practical cosmology using? (There is no big bang in a geometrical sense in 5D, but there is in a physical sense in 4D because of the choice of time ; see ). It seems to us that these questions can be answered empirically. The best way appears to involve the 3 K microwave background radiation. In the conventional 4D view, this is thermalized in the big-bang fireball. In the higher-dimensional view, some other mechanism must operate, such as a variation of particle masses that leads to efficient Thomson scattering . We need to look into the detailed physics and decide by observational data which is the best approach.
###### Acknowledgements.
We thank A. Billyard and J. M. Overduin for comments, and NSERC for financial support. |
warning/0003/astro-ph0003178.html | ar5iv | text | # Phase space transport in cuspy triaxial potentials: Can they be used to construct self-consistent equilibria?
## 1 MOTIVATION
The work described here exploits recently developed ideas from chaos and nonlinear dynamics to better understand the dynamics of some seemingly realistic galactic potentials. These potentials reflect the fact that many/most early-type galaxies have a pronounced central density cusp (cf. Lauer et al. 1995), possibly associated with the presence of a supermassive black hole (cf. Kormendy & Richstone 1995); and that, at least for galaxies with comparatively shallow cusps, there is often evidence for moderate deviations from axisymmetry (cf. Kormendy & Bender 1996). This work also embraces the fact that real galaxies are continually subjected to various irregularities which the theorist might like to ignore, including ‘high frequency’ discreteness effects reflecting the existence of internal substructures and ‘lower frequency’ effects reflecting, e.g., systematic pulsations or the effects of nearby objects.
Recent interest in chaos in galactic dynamics has been driven primarily by data, both ground-based and from the Hubble Space Telescope (HST), which reveal that the density of stars in early-type galaxies typically rises towards the center in a power-law cusp (Lauer et al. 1995, Byun et al. 1996, Gebhardt et al. 1996, Kormendy et al. 1996, Moller, Stiavelli, & Zeilinger 1995). For example, an analysis of more than 65 elliptical and S0 galaxies has established that, at a resolution of $`<0.1`$ arc-seconds, the surface brightness profile $`I(R)`$ is best approximated by a power law profile $`R^\gamma `$ with $`\gamma `$ ranging from near zero to unity. Most previous dynamical studies of galaxies (e.g., the King models) assumed a constant density core, with a concomitant analytic central surface brightness, $`I(R)1AR^2+\mathrm{}`$. The HST observations require completely new dynamical models to predict kinematic properties of the central regions, and to ascertain whether supermassive black holes are actually present.
There is also evidence that many galaxies may be more irregularly shaped than the nearly axisymmetric objects assumed as late as the 1970’s. For example, twisted isophotes are interpreted as evidence for deviations from axisymmetry, and the existence of nontrivial residuals in a fit of the surface brightness distribution to a $`\mathrm{cos}2\theta `$ law suggests further that many systems do not even exhibit the symmetries of a triaxial ellipsoid (cf. Bender et al. 1989). Indeed, these observed irregularities are so pronounced that they have been proposed as the basis of a new classification scheme for ellipticals (Kormendy and Bender 1996).
The crucial point, then, as stressed by Merritt and collaborators (cf. Merritt 1996, Merritt & Fridman 1996), is that the combination of cusps and triaxiality seems to make chaos nearly unavoidable. In a non-cuspy triaxial galaxy, the central regions are dominated by regular box orbits with the topology of a three-dimensional Lissajous figure. Inserting a cusp or a supermassive black hole can destabilize these orbits. One thus anticipates that many of the orbits passing close to the center of the galaxy must be chaotic, and that this feature could play an important role in the structure and evolution of these regions of the galaxy. Far from being something exotic and improbable, the vast majority of elliptical galaxies may contain large fractions of chaotic orbits.
These observations run counter to the historical trend in galactic dynamics, the foundations of which go back over fifty years to a time when most astronomers had a physical worldview that was dominated by integrable and near-integrable systems. In recent years, much attention has focused on constructing self-consistent galactic models, idealized as time-independent solutions to the collisionless Boltzmann equation. In particular, given various simplifying assumptions about equilibrium shapes, one can construct exact analytic solutions such as the integrable Stäckel (cf. de Zeeuw 1985) models. However, the new HST observations imply that the very idea of integrable self-consistent dynamical models must be rethought (cf. Merritt 1996). Indeed, as Gebhardt et al. (1996) put it, ‘it seems very unlikely that experience gained from the analysis of orbits in static Stäckel potentials or of triaxial objects with analytic cores has much connection to the central regions of real galaxies.’
Once it be admitted that stellar orbits in galaxies can have a large chaotic component, a host of fundamental questions arise that to date have had no fully satisfactory answers: How should one construct self-consistent equilibria with chaotic orbits? Are the fundamental time scales such as the Chandrasekhar relaxation time $`t_R`$ (cf. Chandrasekhar 1943a) changed by chaos? On what time scale are the trapped chaotic orbits used (cf. Athanassoula et al. 1983, Wozniak 1993) to explain the shapes of certain galaxies unstable? What is the effect of a large central point mass? How accurately can the invariant density associated with the chaotic part of the phase space be approximated? Will elliptical galaxies with cusps reach triaxial steady states or bypass them in favour of axisymmetric ones? These, and many other, questions are variations on the central theme: what are the dynamical consequences of chaos in galaxies?
The objective here is to explore these issues for the triaxial generalisations of the Dehnen (1993) potentials, which have been considered extensively by Merritt and collaborators (e.g., Merritt & Fridman 1996). These correspond to potentials generated self-consistently from the triaxial mass density
$$\rho (m)=\frac{(3\gamma )}{4\pi abc}m^\gamma (1+m)^{(4\gamma )}$$
(1)
with
$$m^2=\frac{x^2}{a^2}+\frac{y^2}{b^2}+\frac{z^2}{c^2},$$
(2)
for $`c/a=1/2`$ and $`(a^2b^2)/(a^2c^2)=1/2`$. Four cases will be discussed in detail, namely $`\gamma =0`$, $`\gamma =0.3`$, $`\gamma =1`$, and $`\gamma =2`$, ranging from no cusp to a very steep cusp, respectively. The analysis involves extracting the statistical properties of chaotic orbit ensembles evolved in this fixed potential both with and without low amplitude perturbations, including an analysis of what Merritt & Valluri (1996) have termed ‘chaotic mixing’ (cf. Kandrup & Mahon 1994a, Mahon et al. 1995, Kandrup 1998b). The aim is to understand both (i) the extent to which topological bottlenecks like an Arnold (1964) web can impede phase space transport in the unperturbed phase space and (ii) how even low amplitude irregularities can help orbits to traverse these bottlenecks. Assessing these topological effects is crucial for understanding the dynamics of potentials that admit a coexistence of both regular and chaotic orbits; and, as such, an important first step in determining whether it be reasonable to use them as viable candidates for collisionless equilibria.
Basic questions to be addressed include the following:
$``$ To what extent does the efficiency of phase space transport depend on the steepness of the central cusp? In particular, does steepening the cusp, which appears to increase the overall importance of chaos (cf. Merritt & Fridman 1996), also make phase space transport more efficient?
$``$ How is chaotic mixing impacted by low amplitude perturbations, modeled as friction and noise or periodic driving? In particular, how large do such perturbations have to be in order to have significant effects within a Hubble time $`t_H`$? Earlier work on generic complex potentials would suggest that even perturbations so weak as to be characterised by a relaxation time $`t_R\mathrm{\hspace{0.33em}10}^6t_D`$ or longer can be important dynamically within $`100t_D`$ (Habib, Kandrup, & Mahon 1997).
$``$ How are bulk, statistical properties altered by the presence of a supermassive black hole? Earlier work suggests that a supermassive black hole can increase the overall abundance of chaotic orbits, and that it may render chaotic orbits more unstable, i.e., endow them with a larger Lyapunov exponent (cf. Udry & Pfenniger 1988, Hasan & Norman 1990), but it is not clear whether the presence of a black hole accelerates or impedes phase space transport.
The answers to these questions will then be used to speculate about an even more fundamental issue, namely: does it seem reasonable to expect that these, and similar, potentials can be used to construct self-consistent (near-)equilibria?
Section 2 recalls some basic results from nonlinear dynamics critical to a proper understanding of chaotic potentials with a complex phase space, neglecting the effects of a cusp and/or a supermassive black hole. Section 3 then describes how, at least for the generalised Dehnen potentials, the insertion of a central cusp appears to alter the basic picture. Section 4 focuses on the stability of flows in these cuspy triaxial potentials towards low amplitude irregularities. Section 5 then considers how the picture is complicated by the addition of a supermassive black hole. Section 6 concludes by summarising the principal results and speculating on their implications.
## 2 PHASE SPACE TRANSPORT IN CHAOTIC HAMILTONIAN SYSTEMS
The phase space associated with a Hamiltonian system admitting only regular or only chaotic orbits tends to be comparatively simple topologically. However, the coexistence of large measures of both regular and chaotic orbits leads generically to a complex phase space, the chaotic phase space regions being laced with a complicated pattern of cantori (cf. Percival 1979) or an Arnold (1964) web. The former arise for three-degree-of-freedom systems with two global isolating integrals, e.g., axisymmetric configurations (as well as two-degree-of-freedom systems with only one isolating integral); the latter for three-degree-of-freedom systems with only one isolating integral.
It is often – but not always – true that, for fixed values of the global isolating integrals, the chaotic phase space region is connected in the sense that a single chaotic orbit will eventually pass arbitrarily close to every point (strictly speaking \[cf. Lichtenberg & Lieberman 1992\], this neglects tiny chaotic regions nested inside KAM tori). However, in many cases one still finds that, over surprisingly long time scales, literally hundreds of dynamical times ($`t_D`$) or longer, the phase space is de facto divided into nearly disjoint regions by cantori or Arnold webs, which can serve as efficient bottlenecks. It follows that, over time scales of astronomical interest, an ensemble of chaotic orbits, all with the same energy, can – even if there are no other isolating integrals – divide into two or more distinct populations, distinguished by (i) what parts of the chaotic phase space they occupy and/or (ii) how chaotic they are (cf. Mahon et al. 1995). This phenomenon can be probed and quantified using tools like short time Lyapunov exponents (cf. Kandrup & Mahon 1994a), which were first introduced in a mathematically precise setting by Grassberger et al. (1988) or, alternatively, by probing the extent to which the Fourier spectrum has broad band power (Kandrup, Eckstein, & Bradley 1997).
Within a given phase space region unobstructed by major cantori or the Arnold web, chaotic mixing is usually quite efficient (Kandrup & Mahon 1994a, Merritt & Valluri 1996). In particular, for an initially localised ensemble of orbits one observes typically (i) an initial exponential divergence in phase space, followed by (ii) an exponential approach towards a near-uniform population of the phase space region, a so-called near-invariant distribution. Both these effects proceed rapidly on a mixing time scale $`t_M`$ comparable to the natural time scale $`t_L=1/\chi `$ associated with the largest Lyapunov exponent. However, cantori and Arnold webs can dramatically increase the time required to approach a true invariant distribution (Kandrup 1998b). Separate phase space regions reach an ‘equilibrium’ comparatively quickly, but the time scale $`t_{eq}`$ for the different regions to communicate and reach a global equilibrium can be extremely long!
The notion of an invariant distribution (cf. Lichtenberg & Lieberman 1992), corresponding to a microcanonical equilibrium, i.e., a uniform population of the accessible phase space regions, plays a crucial role in any self-consistent equilibrium. When evolved into the future, a generic initial phase density $`f(0)`$ will be transformed into a new $`f(t)f(0)`$ and, as such, cannot serve as a time-independent building block. However, a uniform phase density $`f_{\mathrm{inv}}`$ is invariant under an evolution governed by Hamilton’s equations, i.e., $`f_{\mathrm{inv}}(t)=f_{\mathrm{inv}}(0)`$. Such an $`f_{\mathrm{inv}}`$ thus constitutes a time-independent building block that can be used for constructing a self-consistent equilibrium.
This is especially important for triaxial systems which typically admit only one global isolating integral (cf. Binney & Tremaine 1987). Considering phase space distributions that depend on one global integral and nothing else seems too restrictive to model centrally condensed triaxial systems. (For example, any nonrotating equilibrium that depends only on energy must (cf. Perez and Aly 1996) be spherical.) This means that, if a triaxial potential admitting only one global integral is to be used to construct an equilibrium model, that equilibrium must involve ‘nonstandard’ time-independent building blocks, e.g., with different weights assigned to regular and chaotic orbits with the same energy (cf. Kandrup 1998a). The important point then is that these building blocks must be truly time-independent if the distribution is to correspond to a true equilibrium.
One could envision near-invariant distributions $`f_{\mathrm{niv}}`$ corresponding to nearly constant populations of chaotic phase space regions that are separated from the rest of the chaotic phase space by cantori or an Arnold web and, consequently, are nearly time-independent. However, as time elapses orbits will diffuse through the surrounding obstructions and $`f_{\mathrm{niv}}`$ will approach the true invariant distribution, $`f_{\mathrm{inv}}`$.
The possibility of distinguishing between ‘sticky’ and ‘not sticky’ chaotic orbit segments was recognised nearly thirty years ago (cf. Contopoulos 1971). In particular, it was observed that a chaotic segment can be stuck near a regular island and behave as if it were regular for very long times, hundreds of dynamical times or longer, even though it will eventually become unstuck. Such near-regular chaotic orbits can play an important role in galactic modeling (cf. Athanassoula et al. 1983, Wozniak 1993, Kaufmann & Contopoulos 1996). Conventional wisdom suggests that regular orbits must provide the skeleton for a self-consistent model (cf. Binney 1978). However, in certain critical phase space regions (e.g., near corotation) almost no regular orbits may exist, although sticky orbits are still abundant. Using near-regular sticky orbits seems a logical alternative.
In principle this is completely reasonable, but there is an important potential concern: even very weak perturbations can dramatically accelerate phase space transport through cantori or along an Arnold web, allowing sticky orbits to become unsticky and vice versa (cf. Lieberman & Lichtenberg 1972, Lichtenberg & Wolf 1989, Habib, Kandrup, & Mahon 1997). One obvious perturbation is discreteness effects which (cf. Chandrasekhar 1943a), are usually modeled as dynamical friction and white noise (e.g., in the context of a Fokker-Planck description). For regular orbits in a fixed potential, such friction and noise only have significant effects on a collisional relaxation time $`t_R`$ which, for galaxies as a whole, is usually long compared with $`t_H`$. However, such perturbations can have significant effects on the statistical properties of chaotic orbit ensembles on much shorter times by accelerating diffusion through cantori (Habib, Kandrup, & Mahon 1997) or along an Arnold web (Kandrup, Pogorelov, & Sideris 2000).
Another class of perturbations reflects companion objects/nearby galaxies and internal pulsations which, in at least some cases, can be modeled by a (near-) periodic driving. Not surprisingly, such driving is most effective when the driving frequencies are comparable to the natural frequencies of the unperturbed orbits (cf. Kandrup, Abernathy, & Bradley 1995). However, driving can be important even if the driving frequencies are quite low compared with the natural frequencies (cf. Lichtenberg & Lieberman 1992), the resonant coupling in this case arising via subharmonics. Both these phenomena are known to be important in the physics of nonneutral plasmas (cf. Tennyson 1979, Rechester, Rosenbluth, & White 1981, Habib & Ryne 1995).
In a rich cluster, the external environment probably cannot be modeled simply as a superposition of a small number of near-periodic forces. And similarly, there may be internal irregularities that cannot be approximated reasonably as nearly periodic. However, one might still anticipate that these effects can be modeled as a ‘random’ (i.e., stochastic) process involving a superposition of a large number of different frequencies (formally, any signal can be decomposed into a sum of periodic Fourier components). For a random combination of frequencies combined with random phases, this is equivalent mathematically to (in general) coloured noise (cf. van Kampen 1981, Honerkamp 1994), with a finite autocorrelation time and a band-limited power spectrum.
It is significant that evidence for irregular shapes, as probed by isophotal twists or $`\mathrm{cos}3\theta `$ corrections to isophotal ellipses, is especially common in high density environments (cf. Zepf & Whitmore 1993, Mendes de Olivera & Hickson 1994). This suggests that such irregularities could be induced environmentally by collisions and other close encounters; and, even more fundamentally, that these galaxies have been displaced from equilibrium by their surrounding environment. At the most extreme level, these observations could raise the question of whether it be reasonable to model galaxies as self-consistent equilibria. A more conservative response is to determine whether such self-consistent equilibria are stable towards low amplitude irregularities.
The crucial point in all this is that even if, in the absence of all perturbations, a galactic model behaves as a stable or near-stable equilibrium for times $`t>t_H`$, it may be destabilised within $`t<t_H`$ by comparatively weak but ‘realistic’ perturbations associated with internal irregularities, systematic pulsations, or the surrounding environment.
The effects of these perturbations do not turn on abruptly: there is no obvious critical amplitude below which they are irrelevant. Instead, one finds that the efficacy of the perturbations typically scales roughly logarithmically with amplitude. Why do these perturbations have an effect? Periodic driving is easily understood as inducing a resonant coupling between the driving frequencies and the natural frequencies of the unperturbed orbit. The driving is comparatively ineffectual if these frequencies are extremely different, although one can get couplings via sub- and superharmonics. Noise-induced phase space transport can also be understood as a resonance phenomenon. Coloured noise with a band-limited power spectrum only has an appreciable effect if the noise has substantial power at frequencies comparable to the natural orbital frequencies. When the autocorrelation time $`t_c`$ is shorter than, or comparable to, $`t_D`$, so that there is appreciable power at frequencies $`\mathrm{\hspace{0.33em}1}/t_D`$, coloured noise has almost the same effect as white noise. As $`t_c`$ increases to larger values, so that the power spectrum cuts off at lower frequencies, the efficacy of the noise decreases logarithmically (Pogorelov & Kandrup 1999, Kandrup, Pogorelov, & Sideris 1999).
## 3 UNPERTURBED DEHNEN POTENTIALS
When considering orbits in a nonintegrable potential there are at least three distinct notions of ‘how chaotic,’ each of which is relevant to galactic dynamics.
1) What fraction of the accessible phase space is chaotic and what fraction regular? Do there exist the requisite orbit families for the skeleton of a self-consistent model? Short of actually building a self-consistent distribution function there is in general no guarantee that any given potential can serve as an equilibrium – hence the importance of techniques like Schwarzschild’s (1979) method (see also Schwarzschild 1993). However, most dynamicists would probably agree that potentials for which the phase space contains only a very small measure of regular orbits are unlikely candidates for equilibria.
2) How unstable are individual chaotic orbit segments, i.e., how large are the (short time) Lyapunov exponents? This question is important for at least two reasons: The size of these exponents regulates the rate at which nearby orbits diverge and, hence, the rate of chaotic mixing. Moreover, segments with especially small short time Lyapunov exponents may be nearly indistinguishable from regular orbits over times $`t_H`$, so that one might perhaps use them in lieu of regular orbits when modeling complex structures.
These first two points are more or less obvious. A phase space can be ‘very chaotic’ in the sense that the Lyapunov exponents are very large but, nevertheless, ‘not so chaotic’ in the sense that the relative measure of chaotic orbits is comparatively small. Less trivial, perhaps, is the following:
3) Are most of the chaotic phase space regions at fixed energy connected in the sense that a single chaotic orbit can, and will, access the entire region? (Even neglecting tiny chaotic regions nested inside KAM tori, there is no guarantee that this is so.) And, assuming that the answer is yes, to what extent can a single orbit pass unimpeded throughout that region without being obstructed by cantori or an Arnold web? Such questions related to phase space transport are important in galactic dynamics because they impact on the overall efficacy of chaotic mixing and the extent to which it makes sense to use ‘sticky’ chaotic orbits as near-regular building blocks.
### 3.1 What fraction of the orbits are chaotic?
To obtain a reasonable estimate of the relative number of regular and chaotic orbits, one requires reasonable samplings of initial conditions. These were provided by generating orbit libraries similar to, but more complete than, those computed by Merritt & Fridman (1996) for use in constructing self-consistent equilibria. This entailed approximating each model by $`20`$ constant energy shells, corresponding to phase space hypersurfaces containing $`1/21`$, $`2/21`$, … of the total mass. Attention focused primarily on three shells, namely the two lowest and the ninth lowest. The two lowest energy shells presumably feel the cusp most acutely; the ninth shell, corresponding to an intermediate energy, should be dominated less completely by the cusp. For each choice of $`\gamma `$ and energy $`E`$, orbits were generated for $`1000`$ initial conditions, these corresponding closely to the classes of initial conditions originally considered by Schwarzschild (1979) (see also Schwarzschild 1993). $`250`$ of the initial conditions had $`𝐯\mathrm{\hspace{0.33em}0}`$ and, in the absence of chaos, would correspond presumably to box orbits. Another $`250`$ initial conditions were chosen along each of the three principal planes, with the two components of velocity in the plane vanishing identically but the third component nonvanishing. These yielded orbits which, in the absence of chaos, might be expected to correspond to long, short, and intermediate axis tubes.
Each orbit was integrated for a total time $`t=200t_D`$ and an approximation to the largest Lyapunov exponent obtained by tracking simultaneously a small initial perturbation that was renormalised periodically in the usual way (cf. Lichtenberg & Lieberman 1992). If the chaotic orbits were not ‘sticky,’ one would expect such integrations to yield a relatively clean separation between regular and chaotic behaviour, integrations with other potentials indicating that, in this case, integrating for $`t=100t_D`$ is usually adequate to distinguish between chaos and regularity (cf. Kandrup, Pogorelov, & Sideris 1999). However, for these triaxial Dehnen potentials such is not the case. In this case, segments of chaotic orbits, evaluated for times $`t=200t_D`$ (or even much longer), exhibit invariably a broad range of short time Lyapunov exponents, extending from values of $`\chi `$ no larger than what is expected for regular orbits to substantially larger values. For this reason, there can be some uncertainty in determining whether any given orbit is, or is not, chaotic. However, it is possible to determine the number of “strongly chaotic” orbits with short time Lyapunov exponents larger than the near-zero values of $`\chi `$ computed for regular orbits. For the remainder of this subsection the appellation “chaotic” refers to such strongly chaotic orbits. The quoted values thus represent lower bounds on the actual number of chaotic orbits.
For $`\gamma =0`$, there seem to be almost no ($`\mathrm{\hspace{0.33em}12}`$ out of $`1000`$) chaotic orbits in the lowest energy shell. Approximately 10% of the orbits in the second shell are chaotic and the number increases to about 15% in the ninth shell. The near-absence of chaos in the lowest energy shell reflects the fact that, because there is no cusp, the very lowest energy orbits should be near-integrable boxes evolving in what is essentially an anisotropic harmonic potential. For $`\gamma =0.3`$, the relative fraction of chaotic orbits is quite similar except for the fact that, even in the lowest energy shell, about 5% of the orbits are chaotic. It is natural to attribute this small increase in the fraction of chaotic orbits to the fact that the smooth core has been replaced by a cusp, albeit a cusp sufficiently weak that the force acting on a star at $`r0`$ does not diverge. This interpretation is corroborated by the fact that, for $`\gamma =0.3`$, chaotic orbits in all three shells tend invariably to follow orbits that bring them close to the center. For example, the minimum distance from the origin for orbits in the lowest energy shell varies between $`r_{min}=0.003`$ and $`r_{min}=0.227`$, but all the seemingly chaotic orbits with $`\chi (t=200t_D)>0.008`$ have $`r_{min}<0.07`$ and most have $`r_{min}<0.04`$.
The same trend is also observed for the larger values of $`\gamma `$, although the details are somewhat different. For $`\gamma =1`$, a significant fraction of the orbits is chaotic for all three energies but in this case the relative number of chaotic orbits decreases with increasing energy. Here approximately 25% of the lowest energy orbits are chaotic whereas the number decreases to $`\mathrm{\hspace{0.33em}15}\%`$ for orbits in the ninth shell, roughly the same as for $`\gamma =0`$ and $`0.3`$. For $`\gamma =2`$, the relative fraction of chaotic orbits decreases from about 30% in the lowest energy shell to 25% in the ninth shell. This decrease presumably reflects the fact that, for $`\gamma =1`$ and $`\gamma =2`$, the central cusp plays a dominant role in generating chaos. (Recall that the force diverges at $`r0`$ for $`\gamma \mathrm{\hspace{0.33em}1}`$.)
To say that much of the chaos is triggered by a ‘close encounter’ with the central cusp seems an oversimplification. For all three nonzero values of $`\gamma `$, there exist significant numbers of orbits with small $`r_{min}`$ that are unquestionably regular. Moreover, even for the cuspless model with $`\gamma =0`$, the chaotic orbits tend to have relatively small values of $`r_{min}`$. More reasonable is Merritt’s (1996) argument that, at least for the lower energy shells, much of the chaos is triggered by an appropriate resonance overlap, which is stronger for steeper cusps.
The relative numbers of orbits with different values of $`\chi `$ can be gauged from FIGURES 13 and 14, which will be discussed more carefully in Section 5.
### 3.2 How unstable are these chaotic orbits?
To appreciate the significance of this chaotic behaviour, it is important also to assess the natural time scale associated with the exponential instability of these chaotic orbits, both in absolute units and expressed dimensionlessly in units of the dynamical time, $`t_D`$. The former provides information about the time scale on which the effects of chaos could be manifested physically, e.g., in the context of chaotic mixing. The latter ties the chaos more securely to the underlying dynamics. An estimate of the true Lyapunov exponent, defined in an asymptotic $`t\mathrm{}`$ limit, was obtained for each value of $`\gamma `$ and $`E`$ by computing $`\chi `$ for each of $`8`$ chaotic initial conditions with given $`\gamma `$ and $`E`$, integrated for a total time $`t=102400t_D`$, and then constructing the average value $`\chi `$, as well as dimensional and dimensionless time scales $`t_L=1/\chi `$ and $`T_L=1/(\chi t_D)`$. These integrations were performed using a variable time-step integrator which typically conserved energy to at least one part in $`10^5`$ or better.
The principal conclusion of these computations is that, even though the dimensional Lyapunov time $`t_L`$ varies enormously for different choices of $`\gamma `$ and $`E`$, the dimensionless $`T_L`$ does not. For the twelve different samples – four choices of $`\gamma `$ and three choices of $`E`$ – the computed values of $`T_L`$ varied by less than a factor of $`2.5`$. In every case the Lyapunov time on which small perturbations grow exponentially is of order $`37t_D`$. This is consistent with work in other potentials, in both two and three dimensions, where, for systems exhibiting global stochasticity, the Lyapunov time is typically comparable to, but somewhat longer than, a characteristic crossing time (cf. Mahon et al. 1995, Kandrup, Pogorelov, & Sideris 1999). This suggests, however, that chaos should be much more important physically at low energies and/or for steep cusps, where the dynamical time $`t_D`$ is comparatively short. Assuming, e.g., that the mass $`M=5\times 10^{11}M_{}`$ and $`a=5`$ kpc, one finds (cf. eq. in Merritt & Fridman 1996) that, for $`\gamma =2`$, the dynamical time for the lowest energy shell is as short as $`1.2\times 10^6`$ yr, whereas, for the ninth energy shell for $`\gamma =1`$, $`t_D=8.8\times 10^7`$ yr.
### 3.3 Phase space transport
Visual inspection of the long time trajectories of the chaotic orbits described above suggests that (most of) the chaotic portions of the phase space at any given energy are connected in the sense that a single orbit can and (presumably) eventually will pass arbitrarily close to every point in the region. However, visual inspection of these trajectories also indicates that, for all four values of $`\gamma `$, but especially the larger values, chaotic orbits can be extremely ‘sticky’, even when viewed over intervals as long as $`10000t_D`$ or more. Sometimes the orbit segment will closely resemble a near-regular box or tube; sometimes it will be wildly chaotic. These differences are manifested in the behaviour of short time Lyapunov exponents, which can differ significantly for very long times. As in other potentials (cf. Kandrup, Eckstein, & Bradley 1997), one discovers that segments that look nearly regular tend to have relatively small short time $`\chi `$’s, whereas segments that are manifestly irregular tend to have larger values of $`\chi `$. The net result is that, for a broad range of sampling intervals $`\mathrm{\Delta }t`$, the distribution of short time Lyapunov exponents, $`N[\chi (\mathrm{\Delta }t)]`$, generated from the aforementioned long time integrations, is distinctly bimodal.
As is evident from Section 2, this fact is not surprising. However, there is at least one important respect in which chaotic segments computed in these Dehnen potentials differ from, e.g., orbits in the generalised dihedral potential explored by Kandrup, Pogorelov, & Sideris (1999). In that potential, as well as many other generic potentials, one finds that, for intervals $`\mathrm{\Delta }t>1000t_D`$ or so, the distinctions between ‘sticky’ and ‘wildly chaotic’ tend to be erased, so that different chaotic segments with the same energy have similar statistical properties. In particular, even if for small $`\mathrm{\Delta }t`$ the distribution $`N[\chi (\mathrm{\Delta }t)]`$ is bimodal, for $`\mathrm{\Delta }t\mathrm{\hspace{0.33em}1000}t_D`$ the distribution tends to be singly peaked. For these triaxial Dehnen potentials this is no longer the case. Even $`\mathrm{\Delta }t=20000t_D`$ is not long enough for these distinctions to be erased.
The fact that $`N[\chi (\mathrm{\Delta }t)]`$ can be bimodal for comparatively long times is illustrated in FIGURES 1 and 2 which, for a variety of different values of $`\gamma `$ and $`E`$, exhibits $`N[\chi (\mathrm{\Delta }t)]`$ for both $`\mathrm{\Delta }t=100t_D`$ and $`\mathrm{\Delta }t=800t_D`$.
For significantly larger values of $`\mathrm{\Delta }t`$, it becomes prohibitively expensive computationally to compute enough orbit segments to generate a meaningful distribution of short time $`\chi `$’s. However, it is still possible to extract useful information about the distribution by determining how the dispersion $`\sigma _\chi `$ varies as a function of $`\mathrm{\Delta }t`$. As discussed more carefully in Kandrup, Pogorelov, & Sideris (1999) (see FIG. 3 in that paper, as well as Kandrup & Mahon 1994b), an application of the Central Limits Theorem (cf. Chandrasekhar 1943b, van Kampen 1981) suggests that if, over the time scales of interest, chaotic orbit segments constitute a single population with the overall instability of the orbit at any two instants essentially uncorrelated, $`\sigma _\chi `$ should decrease as $`\mathrm{\Delta }t^{1/2}`$, whereas the existence of multiple populations implies a dispersion that decreases more slowly. The principal conclusion here is that, for chaotic orbits in these generalised Dehnen potentials, $`\sigma _\chi `$ typically decreases very slowly, much more slowly than $`\mathrm{\Delta }t^{1/2}`$. For $`\mathrm{\Delta }t<2^5t_D=32t_D`$ or so, $`\sigma _\chi `$ typically decreases in a fashion roughly consistent with a $`\mathrm{\Delta }t^{1/2}`$ dependence, but for $`2^5t_D<t<2^{17}t_D`$, i.e., $`32t_D<t<65536t_D`$, $`\sigma _\chi `$ decreases much slower. One thus anticipates that, consistent with the fact that, even for periods $`\mathrm{\hspace{0.33em}10000}t_D`$, different segments exhibit significant variability in their visual appearance, there exist distinct populations that persist for $`t>10000t_D`$. FIGURES 3 and 4 exhibit $`\sigma _\chi (\mathrm{\Delta }t)`$ for a variety of different values of $`\gamma `$ and $`E`$.
### 3.4 Chaotic mixing
These results have obvious implications for chaotic mixing. Earlier work (cf. Kandrup & Mahon 1994a, Merritt & Valluri 1998, Kandrup 1998b) would suggest (i) that, as probed by quantities like the phase space dispersions $`\sigma _x`$ and $`\sigma _{px}`$, initially localised ensembles of chaotic orbits will diverge exponentially, and (ii) that, as probed by various lower-order moments and/or coarse-grained reduced distribution functions, they will exhibit a roughly exponential evolution towards a near-equilibrium (a near-invariant distribution), both effects proceedings on a mixing time scale $`t_M`$ that correlates with the Lyapunov time scale $`t_L=1/\chi `$ associated with the largest Lyapunov exponent. However, to the extent that the typical values of short time Lyapunov exponents can differ substantially for different ensembles, one might anticipate that these ensembles could approach a near-equilibrium at very different rates; and, to the extent that orbits can be ‘stuck’ in a given portion of the chaotic phase space for a very long time, one would not expect that the near-equilibrium should be independent of the choice of chaotic ensemble. Rather, one would anticipate a two- (or more) stage evolution, whereby a rapid approach towards a uniform population of the easily accessible regions is followed by a slower evolution as orbits diffuse along the Arnold web to probe the entire accessible phase space. The approach towards a near-invariant distribution typically proceeds on a comparatively short time scale $`t_M\mathrm{\hspace{0.33em}1}/\chi `$. The final approach towards a true invariant distribution often proceeds on a time scale $`t_{eq}\mathrm{\hspace{0.33em}1}/\chi `$.
These ideas were tested for the triaxial Dehnen potentials by performing simulations which tracked the evolution of ensembles of $`1600`$ initial conditions localised within phase space cells of typical size $`0.01`$ or less, and these expectations were all confirmed. Numerical evolution of localised ensembles of initial conditions indicates that quantities like the dispersion $`\sigma _x`$ in the coordinate $`x`$ do indeed diverge exponentially at a rate that correlates with an average short time Lyapunov exponent for the ensemble. Moreover, coarse-grained reduced distribution functions constructed from these orbits appear to converge exponentially towards a nearly constant $`f_{\mathrm{inv}}`$. However, the rate at which the dispersions grow and the rate of convergence towards $`f_{\mathrm{inv}}`$ can both depend on the choice of ensemble as well as the direction(s) in phase space that are probed. For example, for the lowest energy shell with $`\gamma =1`$, there is often a propensity for ensembles starting with small $`z`$ to diverge comparatively slowly in the $`z`$-direction, so that $`\sigma _z`$ approaches a near-constant value more slowly than $`\sigma _x`$ and $`\sigma _y`$, and the coarse-grained distribution function converges towards $`f_{\mathrm{inv}}`$ more slowly in the $`z`$\- and $`v_z`$-directions than in any other direction. This is illustrated in FIGURES 5 and 6, which exhibit, respectively, the $`xy`$ and $`yz`$ coordinates for the same $`1600`$ orbit ensembles at times $`t=t_D`$, $`4t_D`$, $`8t_D`$, $`16t_D`$, $`40t_D`$, and $`100t_D`$. Alternatively, the spatial dispersions $`\sigma _x`$ and $`\sigma _z`$ are exhibited in the top two panels of FIGURE 8, which is discussed more carefully in the following Section.
That the near-invariant distributions generated from different chaotic ensembles with essentially the same energy need not be statistically identical is illustrated by the fact that the moments associated with different ensembles need not evolve towards the same near-constant values. An example thereof is exhibited in the top six panels of FIGURE 7, which compares the time-dependent dispersions $`\sigma _x`$, $`\sigma _y`$, and $`\sigma _z`$ for two different ensembles of 6400 orbits, each sampling the lowest energy shell with $`\gamma =1`$. Both ensembles were generated from initial conditions with $`𝐯=0`$, i.e., orbits which, in the absence of a cusp, might be expected to correspond to regular boxes. Each panel is indicative of a moment converging towards a near-constant value, but it is evident that these values are distinctly different for the two different ensembles. One might perhaps worry that these differences could reflect the fact that some of the orbits in these ensembles are actually regular. That this is not the case is clear from the last two panels in FIGURE 7, which exhibit distributions of short time Lyapunov exponents, $`N[\chi (t)]`$, for each of the $`6400`$-orbit ensembles, computed at $`t=200t_D`$. In each case, a broad range of values are assumed, but the distributions are unimodal and the lowest $`\chi `$ is significantly displaced from $`\chi =0`$.
## 4 THE EFFECTS OF INTERNAL AND EXTERNAL IRREGULARITIES
The objective here is to determine how the statistical properties of chaotic orbits evolved in these generalised Dehnen potentials change if the evolution equations are modified to allow for low amplitude irregularities which could mimic the effects of internal substructures and/or an external environment. This entailed repeating the simulations of chaotic mixing for unperturbed systems described in the preceding Section but now allowing for low amplitude perturbations. Three specific effects were considered:
$``$ Periodic driving, intended to mimic the effects of one or two companion objects and/or internal pulsations. This involved allowing for an evolution equation of the form
$$\frac{d^2x^a}{dt^2}=\frac{V(𝐫)}{x^a}+A^a\mathrm{sin}(\omega _at+\phi _a),(a=x,y,z),$$
(3)
incorporating simple pulsations in three orthogonal directions with different amplitudes, frequencies, and phases.
$``$ Friction and additive white noise, intended to mimic discreteness effects, i.e., gravitational Rutherford scattering. This involved solving a Langevin equation (cf. Chandrasekhar 1943b, van Kampen 1981)
$$\frac{d^2x^a}{dt^2}=\frac{V(𝐫)}{x^a}\eta v^a+F^a,(a=x,y,z),$$
(4)
with $`\eta `$ a constant coefficient of dynamical friction and $`𝐅`$ a ‘stochastic force.’ Assuming in the usual fashion that $`𝐅`$ corresponds to homogeneous Gaussian noise, its statistical properties are characterised completely by its first two moments, which take the form
$$F_a(t)=0\mathrm{and}$$
$$F_a(t_1)F_b(t_2)=\delta _{ab}K(t_1t_2),(a,b=x,y,z).$$
(5)
The assumption that the noise be white implies that the autocorrelation function $`K`$ is proportional to a Dirac delta, so that
$$K(\tau )=2\eta \mathrm{\Theta }\delta _D(\tau ).$$
(6)
The normalisation here ensures that the friction and noise are related by a Fluctuation-Dissipation Theorem at a temperature $`\mathrm{\Theta }`$.
$``$ Coloured noise, intended primarily to mimic the effects of a stochastic external environment. This entailed allowing for forces that are random but, nevertheless, of finite duration, i.e., characterised by a finite autocorrelation time. The specific example considered here corresponds to the so-called Ornstein-Uhlenbeck process (cf. van Kampen 1981), for which $`K`$ decreases exponentially in time, i.e.,
$$K(\tau )=\alpha \eta \mathrm{\Theta }\mathrm{exp}(\alpha |\tau |),$$
(7)
where the autocorrelation time $`t_c=1/\alpha `$ sets the time scale on which $`𝐅`$ changes appreciably. The normalisation here ensures that the diffusion constant $`D`$ that would enter into a Fokker-Planck description,
$$D=_{\mathrm{}}^{\mathrm{}}𝑑\tau K(\tau )=2\mathrm{\Theta }\eta ,$$
(8)
is independent of $`\alpha `$.
White noise was implemented computationally using an algorithm described in Griner, Strittmatter, & Honerkamp (1988). Coloured noise was implemented using an algorithm similar to that described in Pogorelov & Kandrup (1999).
This modeling of perturbations is clearly simplistic but, nevertheless, not completely unreasonable. Earlier work on periodic driving as a source of phase space transport suggests strongly that the exact way in which the system is pulsed matters less than the amplitude and driving frequency. For example, Kandrup, Abernathy, and Bradley (1995) found that, for variants of an anisotropic Plummer potential, similar results obtained when pulsing the core radius and the anisotropy parameter.
Although the detailed forms of the friction and noise can be very important for phenomena like evaporation from a cluster (cf. Chandrasekhar 1943a) or barrier penetration problems (cf. Lindenberg & Seshadri 1981), they appear to be comparatively unimportant in determining the rate of phase space transport. Work on simpler two- and three-dimensional systems (Pogorelov & Kandrup 1999, Kandrup, Pogorelov, & Sideris 1999) shows that making $`\eta `$ a simple but nontrivial function of $`𝐯`$ and/or turning off the friction term altogether has only minimal effects. Moreover, the detailed form of the coloured noise seems largely immaterial. What really matter are the amplitude and the autocorrelation time $`t_c`$, which determines the frequencies at which the perturbation has substantial power. When $`t_ct_D`$, colour matters very little and the effects are similar to white noise. However, when $`t_ct_D`$, so that there is little power at frequencies $`\mathrm{\hspace{0.33em}1}/t_D`$, the efficacy of the perturbation decreases logarithmically.
### 4.1 Friction and white noise
Consider first discreteness effects, modeled as friction and white noise. Here the most obvious conclusion is that even weak perturbations can significantly accelerate phase space transport by allowing orbits that are comparatively ‘sticky’ in one or more phase space directions to become ‘unstuck.’ This is illustrated in FIGURE 8, which exhibits the configuration space dispersions $`\sigma _x`$ and $`\sigma _z`$ for the ensemble of initial conditions used to generate FIGURES 5 and 6, contrasting unperturbed motion with orbits perturbed by friction and additive white noise with constant $`\mathrm{\Theta }=E`$ and three different values of $`\eta `$, namely $`\eta =0.4\times 10^7`$, $`0.4\times 10^6`$, and $`0.4\times 10^5`$. Given that, for this choice of $`\gamma `$ and energy, $`t_D\mathrm{\hspace{0.33em}2.444}`$, these values correspond respectively to relaxation times $`t_R=1/\eta \mathrm{\hspace{0.33em}10}^7t_D`$, $`10^6t_D`$ and $`10^5t_D`$.
It is apparent that friction and noise with $`\eta =0.4\times 10^7`$ has a relatively small effect, that $`\eta =0.4\times 10^6`$ has a substantially larger effect, and that perturbations with $`\eta =0.4\times 10^5`$ suffice to make $`\sigma _z`$ evolve as if the ensemble were hardly sticky at all. This behaviour is also manifested by the visual appearance of the orbit ensemble, as illustrated in FIGURE 9, which, for $`\eta =10^6`$, exhibits the $`y`$ and $`z`$ coordinates of the particles at the same times as for FIGURE 6.
Even in the absence of stickiness, discreteness effects can be important by serving to ‘fuzz out’ high frequency structure in quantities like the phase space dispersions and other lower order moments, as well as various reduced distribution functions, thus rendering more efficient the approach towards a near-equilibrium. In particular, such noise can serve to damp the oscillations associated oftentimes with the evolution towards equilibrium, as noted, e.g., by Merritt & Valluri (1996) and Kandrup (1998b). This effect is somewhat apparent in FIGURES 8, which exhibit $`\sigma _x`$ and $`\sigma _z`$ for a period $`t=100t_D`$, but is even more striking in FIGURES 10, which exhibit $`\sigma _y`$ for the shorter interval $`0<t<50t_D`$.
How large must $`\eta `$ be to have a significant effect? In general, perturbations corresponding to $`t_R\mathrm{\hspace{0.33em}10}^7t_D`$ tend to have (at least) a noticeable effect within $`\mathrm{\hspace{0.33em}20}30t_D`$, and perturbations with $`t_R\mathrm{\hspace{0.33em}10}^6t_D`$ can have an appreciable effect on the overall approach towards a near-equilibrium on a comparable time scale. Perturbations with $`t_R`$ as small as $`10^5t_D`$ can have drastic effects within $`10t_D`$ or so.
Finally, consistent with Habib, Kandrup, & Mahon (1997), it was found that, for chaotic ensembles, the root mean squared change in energy scales as
$$\delta E_{rms}(|E|\mathrm{\Theta }\eta t)^{1/2},$$
(9)
with $`E`$ the original energy, which implies that noise is important already for $`\delta E_{rms}\mathrm{\hspace{0.33em}10}^3|E|`$. This reinforces the interpretation (cf. Pogorelov & Kandrup 1999, Kandrup, Pogorelov, and Sideris 1999) that this phase space transport is not driven by changes in energy, which only become large on a relaxation time $`t_R`$, but instead reflects diffusion along Arnold webs on (nearly) constant energy hypersurfaces.
The basic conclusion derived from these investigations is that discreteness effects can be important within a period as short as $`50100t_D`$ provided only that the relaxation time is no larger than $`10^610^7t_D`$ or so. This suggests strongly that, especially near the centers of cuspy galaxies, discreteness effects should be important on time scales considerably shorter than $`t_H`$, the age of the Universe.
### 4.2 Periodic driving
Overall, periodic driving has the same qualitative effects on orbit ensembles as does white noise. Periodic driving can enable “sticky” orbits to become unstuck, thus facilitating phase space transport; and, even in the absence of topological obstructions, driving can help fuzz out high frequency, short wavelength structures. Not surprisingly, for fixed amplitude $`A`$ periodic driving has the largest effect for driving frequencies $`\omega _i`$ with $`1/\omega _it_D`$, so that there is a substantial resonant coupling between the driving frequencies and the natural frequencies of the unperturbed orbits.
One important difference between noise and periodic driving is that, whereas noise represents an incoherent process, involving a random superposition of frequencies, periodic driving with fixed frequencies is a coherent process. That periodic driving is coherent would suggest that its coupling to orbits should scale linearly in amplitude, i.e., $`A`$, a fact that has been confirmed numerically (cf. Kandrup, Abernathy, & Bradley 1995). Because noise is incoherent, its coupling scales instead as $`\eta ^{1/2}`$ (cf. Habib, Kandrup, & Mahon 1997). For $`1/\omega _it_D`$ it is thus natural to expect that, if noise requires an amplitude $`\eta \mathrm{\hspace{0.33em}10}^p`$ to induce a substantial effect within a given time interval, periodic driving will require an amplitude $`A\mathrm{\hspace{0.33em}10}^{p/2}`$ to have a comparable effect.
Overall, this scaling tends to hold at least roughly true. However, one discovers (i) that the minimum amplitude required to achieve a given effect can exhibit a comparatively sensitive dependence on the choice of frequencies, and (ii) that the “typical” effect of periodic driving is slightly weaker than is predicted by this scaling. These facts are both easily understood. The fact that noise involves a superposition of many different frequencies implies that the details tend to “wash out,” and that one is more likely to have power at one of the “more effective” frequencies.
### 4.3 Friction and coloured noise
As for other two- and three-dimensional potentials, coloured noise sampling the Ornstein-Uhlenbeck process has virtually the same effect as does white noise with the same amplitude, provided only that the autocorrelation time $`t_c`$ is short compared with the dynamical time $`t_D`$. However, when $`t_c`$ becomes comparable to $`t_D`$ the effects of the noise begin to decrease significantly; and, for $`t_ct_D`$ the effects of the noise are substantially reduced.
Examples of this behaviour, which corroborate the interpretation of noise-induced phase space transport as a resonance phenomenon, are presented in FIGURE 11, which exhibits $`\sigma _z`$ generated from the same ensemble of initial conditions used to generate FIGURE 8, now evolved with coloured noise. The first three panels represent friction and noise with $`\mathrm{\Theta }=E`$ and $`\eta =0.4\times 10^5`$ for three choices of autocorrelation time, namely $`t_c\mathrm{\hspace{0.33em}0.4}t_D`$, $`1.2t_D`$, and $`4.0t_D`$. The fourth and fifth panels were generated for $`\mathrm{\Theta }=E`$ and $`t_c\mathrm{\hspace{0.33em}4.0}t_D`$ but larger values of $`\eta =0.4\times 10^4`$ and $`0.4\times 10^3`$. The final panel is generated for $`\mathrm{\Theta }=E`$, $`\eta =1.2\times 10^3`$, and $`t_c\mathrm{\hspace{0.33em}12}t_D`$. It is clear that for these values, which are not inappropriate for modeling the effects of an external environment on a galaxy embedded in a rich cluster, perturbations can have a dramatic effect.
### 4.4 The approach towards an invariant distribution
Even though low amplitude perturbations can accelerate the approach towards a near-invariant distribution, they need not suffice to make different ensembles evolve towards the same distribution within a time $`t\mathrm{\hspace{0.33em}100}t_D`$ or so. For example, even though friction and noise corresponding to a relaxation time as long as $`t_R\mathrm{\hspace{0.33em}10}^6t_D`$ or more can have an appreciable effect on the efficacy with which the ensemble approaches a near-invariant distribution, perturbations corresponding to a $`t_R`$ as short as $`10^4t_D`$ may not suffice to yield a convergence of moments for two different chaotic ensembles with the same $`\gamma `$ and $`E`$. This is, e.g., illustrated in FIGURE 12, which exhibits $`\sigma _z`$ for the same two sets of initial conditions used to generate FIGURE 7, but now allowing for friction and white noise with $`t_R=10^6t_D`$, $`10^5t_D`$, and $`10^4t_D`$. The $`t=200t_D`$ dispersions for the two ensembles are appreciably different even for $`t_R=10^4t_D`$, where the friction and noise have caused the energy of a typical orbit to change by more than 4%. Both ensembles began with energies $`E0.996`$. When evolved allowing for perturbations corresponding to $`t_R=10^4t_D`$, the two final energy dispersions were $`\sigma _E=0.045`$ and $`\sigma _E=0.046`$.
## 5 THE EFFECTS OF A SUPERMASSIVE BLACK HOLE
The objective here is to determine how the basic picture described in the preceding Sections is altered if one allows for a modified potential of the form
$$V(𝐫)=V_\gamma (𝐫)\frac{M_{BH}}{(x^2+y^2+z^2+ϵ^2)^{1/2}},$$
(10)
where $`V_\gamma `$ denotes the unperturbed potential associated with the density distribution (1). $`M_{BH}`$ is the black hole mass, expressed in units of the total galactic mass (since eq. (1) implies that $`d^3r\rho (𝐫)=1`$) and $`ϵ=10^3`$ is a softening parameter. The choice of a relatively large value for $`ϵ`$ was motivated by computational considerations. Noisy simulations are effected with a fixed time step integrator (cf. Honerkamp 1994), but integrations with a force which becomes very large for $`r0`$ require very small time steps to maintain reasonable accuracy. Indeed, even for this comparatively large value of $`ϵ`$, the black hole simulations with $`M_{BH}=10^3`$ and $`\gamma =1`$ required a time step an order of magnitude smaller than for comparable simulations with $`M_{BH}=0`$. An investigation of the effects of varying $`ϵ`$ in the simpler potential (11), which exhibits qualitatively similar behaviour, indicates that the precise value of $`ϵ`$ is comparatively unimportant, provided only that $`r_{min}`$, the closest approach of an orbit to the black hole, is large compared with $`ϵ`$. This condition suggests that it suffices to consider $`ϵ\mathrm{\hspace{0.33em}10}^2`$.
Four sorts of experiments were performed, namely: (1) computations of “libraries” of $`1000`$ representative orbits of length $`t=200t_D`$, to determine the relative numbers of regular and chaotic orbits; (2) long time integrations for $`t=102400t_D`$ to obtain estimates of the true $`\chi `$ for chaotic orbits, as well as to extract distributions of short time Lyapunov exponents; (3) $`1600`$-orbit simulations of chaotic mixing, allowing for a black hole but no additional perturbations; and (4) $`1600`$-orbit simulations of chaotic mixing that included both a black hole and low amplitude time-dependent irregularities. Attention focused primarily on two choices of black hole mass, namely $`M_{BH}=10^3`$ and $`M_{BH}=10^2`$.
### 5.1 How chaotic are the orbits?
Consistent with Merritt (1998), it was found that allowing for a nonzero $`M_{BH}`$ makes the flow ‘more chaotic’ in the sense that, for chaotic orbits, the typical values of the Lyapunov exponents $`\chi `$ increase. Not surprisingly, this effect is most pronounced in the lower energy shells where the orbits tend to pass the closest to the hole. For all four values of $`\gamma `$, introducing a black hole with a mass as large as $`M_{BH}=10^2`$ only increases the typical values of $`\chi `$ in the ninth shell by less than a factor of two. However, especially for smaller values of $`\gamma `$, the black hole can have much larger effects on the lowest two energy shells. For $`\gamma =0`$, a black hole with $`M_{BH}=10^2`$ increases the values of $`\chi `$ in the lowest energy shell by an order of magnitude. For $`\gamma =1`$, the increase is by a factor of three. For $`\gamma =2`$, a black hole with mass $`M_{BH}=10^2`$ increases the typical $`\chi `$ by less than a factor of two, and $`M_{BH}=10^3`$ has a comparatively minimal effect.
The presence of a supermassive black hole can also impact significantly the relative abundance of “strongly chaotic” orbit segments with $`\chi `$ significantly larger than zero. For the two less cuspy models, $`\gamma =0`$ and $`\gamma =0.3`$, even a black hole mass as small as $`M_{BH}=10^3`$ suffices to trigger a significant increase in the relative number of strongly chaotic segments, particularly for the lower energy shells. For $`\gamma =1`$ and $`\mathrm{\Delta }t=200t_D`$, such a black hole increases significantly the number of chaotic orbits in the two lowest energy shells, but its effect on the ninth energy shell is much less pronounced. For $`\gamma =2`$, even a black hole as large as $`M_{BH}=10^2`$ seems to have no appreciable effect on the relative number of strongly chaotic orbits in any of the three energy shells.
The net conclusion, in agreement with Merritt (1998, 1999), is that, under appropriate circumstances, supermassive black holes with $`M_{BH}\mathrm{\hspace{0.33em}10}^310^2`$ can significantly impact both the relative number of chaotic orbits that exist and the typical values of their largest short time Lyapunov exponent. Merritt’s argument that the principal effect of the supermassive black hole is to enhance the strength of the central cusp would seem to explain why, for $`\gamma =2`$, a black hole of fixed mass has a much smaller effect than for smaller values of $`\gamma `$: In this case, a very pronounced density cusp is already there!
But what about the question of ‘stickiness’? Does the presence of a supermassive black hole tend to make distinctions between regular and chaotic orbits more evident, or is it still possible for a chaotic orbit to ‘look regular’ for very long times? Here the first obvious point is that, viewed over times $`\mathrm{\hspace{0.33em}100}t_D200t_D`$, the computed values of $`\chi `$ for an ensemble containing both regular and chaotic orbits do not divide neatly into two disjoint classes with small and large values of $`\chi `$ and nothing in between.
This is, e.g., manifest from FIGURES 13 and 14, which summarise information about the numbers of orbit segments with different values of $`\chi `$ for integrations of duration $`t=200t_D`$. These FIGURES encapsulate information about the short time Lyapunov exponents computed for $`36`$ different ensembles of $`1000`$ initial conditions – one each for the first, second, and ninth energy shells for the four different values of $`\gamma `$ with $`M_{BH}=0`$, $`M_{BH}=10^3`$, and $`M_{BH}=10^2`$. For each ensemble, the orbits were ordered by the size of the computed value of $`\chi `$ and the resulting $`\chi `$’s were then plotted as a function of particle number from $`1`$ to $`1000`$. Inspection of these FIGURES thus allows one to infer the overall range of $`\chi `$’s that was observed, the relative number of orbits in any given interval $`\mathrm{\Delta }\chi `$, and how this number varies with changes in $`E`$, $`M_{BH}`$, and/or $`\gamma `$. In interpreting these FIGURES, it should be noted that they were generated as collections of tiny diamonds, not solid lines. The near-complete absence of any gaps thus manifests the fact that the orbits seemingly sample a near-continuous range of $`\chi `$’s, and that there is no pronounced break between regular and chaotic orbits. The presumption is that all points not lying along a nearly horizontal line with very small $`\chi `$ correspond to chaotic orbits, some relatively sticky and some otherwise.
The absence of a pronounced gap in $`\chi `$ between the regular and chaotic orbits indicates that, as for the case with $`M_{BH}=0`$, the distribution of short time $`\chi `$’s must extend down to zero and, as such, one might perhaps suppose that $`N[\chi ]`$, the distribution of short time Lyapunov exponents for chaotic orbit segments, is again at least bimodal. That this is often so is illustrated in FIGURES 15 and 16, which exhibit the analogues of several panels from FIGURES 1 and 2 for long time integrations with $`M_{BH}=10^3`$ and $`M_{BH}=10^2`$.
But how do things vary with the sampling time $`\mathrm{\Delta }t`$? Does the presence of a supermassive black hole serve to accelerate phase space transport significantly, thus making the time scale to diffuse from one portion of phase space to another much shorter? The answer here seems to be: no! One again discovers that, over very long time scales, $`t\mathrm{\hspace{0.33em}20000}t_D`$ or longer, different segments of the same chaotic orbit can look extremely different, varying in appearance from wildly chaotic to nearly regular. This is manifested by the time-dependence of the dispersions $`\sigma _\chi (\mathrm{\Delta }t)`$ which, as for the case when $`M_{BH}=0`$, typically decay much more slowly than as $`\mathrm{\Delta }t^{1/2}`$. Examples of the observed behaviour, generated as for FIGURES 3 and 4, are exhibited in FIGURE 17, which show $`\sigma _\chi `$ for several different choices of $`\gamma `$, $`E`$, and $`M_{BH}`$.
### 5.2 Chaotic mixing
The effects of a supermassive black hole on chaotic mixing are completely predictable. The presence of such a black hole fails to facilitate significantly the evolution of initially localised ensembles towards a true equilibrium in the sense that the phase space is still very sticky, so that chaotic orbits can remain confined in restricted phase space regions for very long times. However, a supermassive black hole does tend to accelerate the approach towards a near-equilibrium. The correlation between the Lyapunov time $`t_L=1/\chi `$ and the time scale $`t_M`$ on which a chaotic ensemble evolves persists for $`M_{BH}\mathrm{\hspace{0.33em}0}`$, but this means that larger $`\chi `$’s correspond to a more rapid evolution. One example of this behaviour is shown in FIGURE 18, which exhibits $`\sigma _x`$ for the same initial ensembles evolved with $`\gamma =2`$ and variable $`M_{BH}=0`$, $`M_{BH}=10^3`$, and $`M_{BH}=10^2`$.
The effects of weak perturbations on chaotic mixing with a supermassive black hole are also predictable. As is the case for $`M_{BH}=0`$, such perturbations can facilitate phase space transport, thus accelerating the approach towards equilibrium; and, even in the absence of any obvious ‘stickiness,’ they can play an important role in ‘fuzzing out’ high frequency structures. Moreover, the minimum amplitudes required to have an appreciable effect are comparable to what is required when $`M_{BH}=0`$. In particular, discreteness effects, modeled as friction and white noise, should be important on a time scale $`<100t_D`$ provided only that $`t_R<10^610^7t_D`$.
## 6 DISCUSSION
The ‘stickiness’ observed in these triaxial Dehnen potentials is so striking that one may wonder how generic it is. It is thus reassuring that the same qualitative behaviour can arise for the simple model comprised of an anisotropic oscillator and a spherical Plummer potential. For example, the qualitative form of $`N[\chi (\mathrm{\Delta }t)]`$, the distribution of short time Lyapunov exponents for the triaxial Dehnen potentials, can be reproduced by orbits evolved in a potential of the form
$$V(𝐫)=\frac{1}{2}\left(\omega _x^2x^2+\omega _y^2y^2+\omega _z^2z^2\right)\frac{M_{BH}}{\sqrt{r^2+ϵ^2}},$$
(11)
with $`\omega _x^2=1.0`$, $`\omega _y^2=1.25`$, $`\omega _z^2=0.75`$, and $`ϵ=10^3`$, for appropriate choices of energy $`E`$ and black hole mass $`M_{BH}`$.
For $`M_{BH}=0`$ and $`M_{BH}\mathrm{}`$, motion in this potential is completely integrable. However, $`V(𝐫)`$ is nonintegrable for intermediate values and, for a reasonable range of black hole masses, admits a coexistence of large numbers of both regular and chaotic orbits. In this range, one finds typically that increasing $`M_{BH}`$ makes the system more chaotic in the sense that the values of $`\chi `$ tend to increase, but that, when expressed in units of $`1/t_D`$, the changes in $`\chi `$ are not all that large. One discovers further that, generically, the chaotic orbits tend to be very sticky, so that an integration for a time $`t=10000t_D`$ or longer does not suffice to yield convergence towards the asymptotic $`\chi `$, defined in a $`t\mathrm{}`$ limit. In both these ways, this potential is very Dehnenesque.
As an indication of the degree to which this potential yields similar distributions of short time Lyapunov exponents $`N[\chi (\mathrm{\Delta }t)]`$, consider FIGURE 19, which exhibits $`N[\chi (\mathrm{\Delta }t)]`$ for ensembles of chaotic orbits. These ensembles were generated from initial conditions that uniformly sampled the $`yz`$ plane, setting $`x=v_y=v_z=0`$ and, for given energy $`E`$, solving for $`v_x(y,z,E)>0`$. Each orbit was integrated for a time $`t=4096`$ and the computed values of $`\chi `$ at that time were used to identify which initial conditions appeared chaotic. The orbits identified as chaotic were then divided into $`16`$ segments of length $`\mathrm{\Delta }t=256`$ which, for the range of energies and black hole masses exhibited in these FIGURES, corresponded to a period of order $`100t_D`$, and short time Lyapunov exponents were identified for each segment. The resulting collection of $`\chi `$’s was then binned to generate $`N[\chi ]`$ for $`\mathrm{\Delta }t=256`$. The first panel, for $`M_{BH}=10^{1.5}`$ and $`E=0.0044`$, closely resembles the bimodal distributions $`N[\chi (\mathrm{\Delta }t)]`$ observed for the lower energy shells in the Dehnen potentials. The second panel, generated for $`M_{BH}=10^2`$ and $`E=0.65`$, resembles more closely the distributions for the higher energy shells, especially in the presence of a black hole.
The results described in this paper have potentially significant implications for modeling galaxies using Schwarzschild’s (1979) method or any comparable technique. One obvious point is that, in the absence of any time-dependent perturbations, phase space transport can be extremely inefficient, so that computing an ensemble of orbits even for $`1000t_D`$ or longer may not suffice to obtain a reasonable approximation to an invariant distribution. Great care needs to be taken in endeavoring to create truly time-independent building blocks. At least for cusps that are not too steep, inserting a supermassive black hole typically makes orbits more chaotic in the sense that the Lyapunov exponents become larger and, in addition, tends to increase the relative abundance of chaotic orbits. However, the presence of the black hole does not seem to significantly accelerate the rate of phase space transport.
The other obvious point is that even comparatively weak time-dependent perturbations tend to significantly accelerate phase space diffusion, allowing orbits to probe different phase space regions on times short compared with the time scale for phase space transport in the absence of any perturbations. This basic fact, first recognised in the context of simple maps (cf. Lieberman & Lichtenberg 1972) and subsequently explored for simple two- and three-degree-of-freedom systems (cf. Habib, Kandrup, & Mahon 1997), persists for seemingly realistic cuspy, triaxial potentials. This suggests immediately that irregularities associated with the real world could serve to destabilise pseudo-equilibria constructed using near-invariant, rather than truly invariant, building blocks, even if, in the absence of perturbations, such equilibria could persist for times $`t_H`$.
But what are the effects of perturbations like friction and noise? Do they simply accelerate the evolution of an unperturbed system or do they alter the final state? Noise induces significant changes in the energy and any other global isolating integrals on a relaxation time $`t_R=1/\eta `$ and, as such, it is clear that noise must change the form of the final state for later times. However, there is good reason to anticipate that, for times $`tt_R`$, noise simply speeds things up without significantly altering the ultimate outcome. In other words, an ensemble evolved for a time $`t_H`$ in the presence of weak noise with $`t_Rt_H`$ might be expected to achieve a final state closely resembling the state which an unperturbed ensemble would have achieved only after a time $`100t_H`$, or even longer. The basic idea is that the perturbations drive phase space transport by helping stars to find phase space holes, thus accelerating the approach towards an equilibrium, but that, at least to the extent that the perturbations do not significantly alter the values of the energy and other isolating integrals, they will not impact the form of the final equilibrium.
An analogy with kinetic theory were perhaps appropriate. When analysing interactions of particles in a dilute gas, one speaks of microreversibility, which implies that the transition rates $`W(𝐯_1,𝐯_2𝐯_3,𝐯_4)`$ and $`W(𝐯_3,𝐯_4𝐯_1,𝐯_2)`$ must be equal. This is a statement about the phase space kinematics, and is without reference to the dynamics. Statistical equilibrium requires detailed balance, characterised by populations $`f(𝐯_i)`$ satisfying $`f(𝐯_1)f(𝐯_2)W(𝐯_1,𝐯_2𝐯_3,𝐯_4)=f(𝐯_3)f(𝐯_4)W(𝐯_3,𝐯_4𝐯_1,𝐯_2).`$
In the context of phase space diffusion, the analogue of microreversibility is the notion that the transition rates $`W(AB)`$ and $`W(BA)`$ across a leaky barrier separating regions $`A`$ and $`B`$ must be equal. Equilibrium involves a detailed balance with equal (and constant) number densities on both sides of the boundary, so that the product of number density and transition rate is the same. That $`W(AB)=W(BA)`$ is incorporated explicitly in every theory of phase space transport, including, e.g., the “turnstile model” for diffusion through cantori, which is the most successful to date (MacKay, Meiss, & Percival 1984). The expectation, then, is that low amplitude perturbations will help stars breach these leaky barriers, but that they will not alter the balance associated with an equilibrium. One could, perhaps, envision carefully tailored “designer noise” so constructed as to favour motion in one direction over the other, but this would seem contrived. The noise used in this paper, and most other investigations of accelerated phase space transport, was chosen to act equally on stars on both sides of the boundary; and, as such, should not serve to alter the final balance.
There is also concrete numerical evidence (cf. Habib, Kandrup, & Mahon 1996, 1997) suggesting that weak noise simply accelerates phase space transport rather than leading to a new equilibrium. This derives from comparing the same ensemble of initial conditions evolved in three different ways, viz: (i) for comparatively short times, $`t\mathrm{\hspace{0.33em}100}t_D`$, in the absence of any perturbations, (ii) for longer times, $`t>1000t_D`$, in the absence of perturbations, and (iii) for short times, again $`t\mathrm{\hspace{0.33em}100}t_D`$, in the presence of weak noise for which $`t_R\mathrm{\hspace{0.33em}100}t_D`$. For some choices of potential and/or ensemble, one finds that the short and long time unperturbed simulations result in very similar end states, as probed, e.g., by lower order moments and coarse-grained distribution functions. In this case, weak noise has only a minimal effect. In other cases, however, the short and long times unperturbed simulations yield substantially different end states. In these cases, one finds invariably that the noisy simulations yield a final state that more closely resembles the late time unperturbed state than did the shorter time unperturbed evolution. Moreover, for noise of sufficient strength, one discovers oftentimes that the noisy end state and the long time unperturbed endstate are almost identical.
This motivates a specific proposal, namely that, when using Schwarzschild’s method to construct models that contain significant numbers of chaotic orbits, one should generate “noisy libraries,” which are more likely to constitute reasonable approximations to invariant distributions than are libraries generated without any perturbations. There is no guarantee that the noise will yield truly time-independent building blocks. However, it seems reasonable to anticipate that allowing for weak noise will yield libraries that are, at least, better approximations to invariant distributions.
In contemplating the implications of the computations described in this paper for real galaxies, it is important to recall that the notion of an equilibrium is an idealisation which is never achieved in the real world. Assuming that the evolution is not strongly dissipative, so that Liouville’s Theorem holds at least approximately, there can at best be a coarse-grained approach towards an equilibrium (cf. Lynden-Bell 1967). One might anticipate an approach towards equilibrium in the sense that various moments and/or coarse-grained distributions become systematically more nearly time-independent, but there can be no true pointwise approach towards equilibrium. Moreover, realistic systems are continually subjected to various time-dependent perturbations reflecting both internal and external irregularities, so that, even allowing for dissipation, one could at best view a galaxy as being “near” equilibrium. The basic question is whether it be reasonable to assume that a real galaxy evolves towards a complex time-dependent state which can be approximated realistically as an equilibrium.
Evolving towards a true triaxial equilibrium might seem relatively difficult! It would seem unreasonable to model realistic triaxial systems as equilibria that depend only on one global integral and nothing else. A one-integral $`f(E)`$ depending only on energy $`E`$ must be spherical (cf. Perez & Aly 1996). It is possible to construct rotating triaxial equilibria $`f(E_J)`$ which involve only the Jacobi integral $`E_J`$, but such equilibria apparently cannot be sufficiently centrally condensed to mimic real physical systems (cf. Vandervoort 1980, Ipser & Managan 1981). Potentials that admit two or three global integrals are a set of measure zero in the set of three-dimensional potentials, and there is a precise sense in which near-integrable systems are substantially rarer for three- and higher-degree-of-freedom systems than for systems with two degrees of freedom (Poincaré 1892).
There remains the possibility of trying to construct equilibria involving non-standard local integrals in addition to the conventional global isolating integrals, perhaps excluding the chaotic orbits altogether. This possibility seems implicit in virtually all work on cuspy triaxial systems hitherto (cf. Zhao 1996, Siopis 1998) and an attempt has been made recently to do this in a more systematic fashion (Häfner et al 1999). Most, if not all, of the potentials that have been considered, including the triaxial Dehnen potentials, have chaotic orbits with two positive Lyapunov exponents and, consequently, can admit only one global isolating integral. However, many dynamicists seem to have the intuitive expectation that such equilibria would be hard to realise, since they entail a “fine-tuning” on a comparatively microscopic level. As such, one might therefore ask: is it reasonable to expect that the true time-dependent distribution function associated with a real galaxy actually manages to approach one of these finely tuned distributions involving local integrals?
Irrespective of the answer to this question, it would seem substantially easier to approach a near-equilibrium than a true equilibrium. One would anticipate intuitively that there are many more near-equilibria than true equilibria, and these could be supported approximately with two types of building blocks, namely (i) building blocks that are only approximately time-independent and/or (ii) building blocks which, albeit exactly time-independent, only reproduce the potential approximately. In this regard, it should perhaps be stressed that there is no guarantee that, in the absence of dissipation, a real galaxy will evolve towards a time-independent equilibrium. One could, at least in principle, envision an evolution towards a final state that entails undamped, finite amplitude oscillations about some time-independent equilibrium (cf. Louis & Gerhart 1988, Sridhar 1989).
These observations are related to two significant limitations implicit in Schwarzschild’s method or any obvious variant thereof: (1) There is no guarantee that any solution constructed using Schwarzschild’s method corresponds to a true equilibrium. It is possible that, strictly speaking, the assumed potential admits no true equilibria, and that the numerical algorithm has only constructed an approximate equilibrium (or worse). (2) The fact that, for some assumed potential, one’s orbit library could not be used to generate a Schwarzschild equilibrium does not imply that an equilibrium does not exist; and even if there is no equilibrium this does not preclude the possibility that there exist “nearby” potentials that correspond to a system which (at least on the average) only evolves comparatively slowly.
The enormous stickiness manifested by chaotic orbits in (at least some) cuspy triaxial potentials can facilitate the construction of approximate equilibria. However, there is every reason to think that low amplitude perturbations associated with both internal and external irregularities could trigger nontrivial evolutionary effects on a time scale $`t_H`$.
From this slightly different chain of reasoning, one is led to a conclusion similar to that of Merritt (1996), namely that galaxies could exhibit a two-stage evolution, a rapid approach towards a roughly, but not truly, time-independent equilibrium on a time scale $`t_D`$ which is succeeded by a substantially slower evolution as the system “searches” for a true equilibrium. Using this line of reasoning exclusively, there is no obvious guarantee that this slower evolution will lead to configurations more nearly axisymmetric – one might instead see an evolution through a sequence of comparably triaxial equilibria. However, the apparent fact that very cuspy galaxies tend to be more nearly axisymmetric, at least in the center, could reflect in part the fact that, in these high density central regions, dissipation was sufficiently strong to allow the system to “develop a global conserved quantity.”
## Acknowledgments
CS thanks the Observatoire de Marseille for generous hospitality during the later stages of this project. Portions of the manuscript were written while HEK was a visitor at the Aspen Center for Physics, the hospitality of which is acknowledged gratefully. Thanks also to Brent Nelson, the Florida Astronomy Systems Manager, for assistance in coordinating the use of the 24 CPU’s used for the integrations reported here. |
warning/0003/nlin0003054.html | ar5iv | text | # Study of Regular and Irregular States in Generic Systems
## 1 Introduction
Classical Hamiltonian systems can range from completely integrable ones, such as the Kepler problem and the harmonic oscillator, to fully chaotic systems (e.g. Bunimovich stadium, Sinai billiards). Yet the majority of classical systems fall into neither category but are of the generic, mixed type. The phase space of such systems is split into areas of quasiperiodic motion on phase-space tori like in the integrable systems, and into areas where the motion is chaotic.
The quantum mechanical properties of classically integrable and classically chaotic systems vastly differ in the semiclassical limit $`\mathrm{}0`$. The Wigner functions (the quantum mechanical analogues of the classical phase space density) of eigenstates of integrable systems are localized on tori in phase space, and the eigenfunctions in configuration space have an ordered structure. On the other hand, the eigenfunctions of fully chaotic/ergodic systems appear random and their Wigner functions uniformly cover the whole energy shell in the phase space.
For the mixed type systems the principle of uniform semiclassical condensation (PUSC, see ?, ?) states that the Wigner functions should in this case be localized either on the invariant tori in the regions of regular motion or should uniformly cover the whole chaotic component of the energy shell in the phase space. This means that states are separated into regular and irregular ones.
In this work we are interested in geometrical and statistical properties of both regular and irregular high lying eigenfunctions. For the regular states we employ the Einstein-Brillouin-Keller (EBK) quantization, while for the chaotic states we give an expression for the wavefunction autocorrelation function based on the geometry of the chaotic component in the classical phase space. For more details see reference and references therein. Recently we also performed experiments with microwave cavities on the same mixed type system as presented here , while theoretical work on another mixed type system has been done by Makino et al.
## 2 Definitions
Our model system was a billiard obtained by conformally mapping the unit circle with the complex quadratic polynomial ,
$$zw(z)=z+\lambda z^2,w(z)=x+iy.$$
(2.1)
We chose $`\lambda =0.15`$, where the classical phase space is roughly equally divided into components of regular and chaotic motion. The Poincaré surface of section (SOS) was chosen to lie on the symmetry axis $`y=0`$ with coordinate $`x`$ and the conjugate momentum $`p_x`$ as the parameters of the surface. The intersection of the main chaotic component of our billiard with the SOS is shown in the figure 1. The coordinate $`x`$ is taken relative to the center of the billiard, while $`p_x`$ is the $`x`$-component of the unit momentum vector.
The quantum mechanics of billiards is described by the Helmholtz equation
$$(\mathrm{\Delta }+k^2)\psi =0,$$
(2.2)
with the Dirichlet boundary conditions, where $`k^2=2mE/\mathrm{}^2`$. We limited ourselves to the states with even parity with respect to reflection across the symmetry line $`y=0`$.
For each state we calculated the smoothed projection of the Wigner function. The Wigner function of a state $`\psi (𝐪)`$ in the general case of $`N`$ degrees of freedom is defined in the full phase space $`(𝐪,𝐩)`$ as
$$W(𝐪,𝐩)=\frac{1}{(2\pi \mathrm{})^N}d^N𝐗\mathrm{exp}(i𝐩𝐗/\mathrm{})\psi ^{}(𝐪𝐗/2)\psi (𝐪+𝐗/2).$$
(2.3)
In our case the eigenfunctions $`\psi (x,y)`$ generate their Wigner transforms $`W(x,y,p_x,p_y)`$ through (2.3), where $`N=2`$. In order to compare the Wigner function of a state of our system with the classical SOS plot we took its value on the symmetry line ($`y=0`$) and integrated it over $`p_y`$,
$$\rho _{SOS}(x,p_x)=dp_yW(x,y=0,p_x,p_y).$$
(2.4)
The result is
$$\rho _{SOS}(x,p_x)=\frac{1}{2\pi \mathrm{}}𝑑X\mathrm{exp}(ip_xX/\mathrm{})\psi ^{}(xX/2,y=0)\psi (x+X/2,y=0).$$
(2.5)
Here we see the reason for considering the even parity states only, because $`\psi (x,y=0)`$ is exactly zero for odd states, and therefore a different approach must be used to analyze them.
The catalogue of states studied here consists of $`100`$ consecutive states starting at the consecutive index of about $`2.510^6`$. These states were obtained by the scaling method first introduced by Vergini and Saraceno , that enables us to find a few states in the neighbourhood of a chosen wavenumber $`k`$. As this is a diagonalizational method no levels were missed. Almost each level in our small catalogue can be clearly identified as regular or irregular, an idea proposed already by Percival .
## 3 Analysis of states
In a mixed system the phase space is divided into chaotic and regular components. Our work was guided by the principle of uniform semiclassical condensation (PUSC, see Robnik 1998), stating that when $`\mathrm{}`$ tends to $`0`$ the Wigner function of any eigenstate uniformly condenses on an invariant object in phase space. This can be either a torus in the regular region or a whole chaotic component. Each state could thus be labeled as either regular or irregular (chaotic) in the semiclassical limit. By looking at the catalogue of states at high (and to some extent even at low) energies, one can see that this can indeed be done, though there is still the localization phenomenon present due to the still insufficiently low value of the effective Planck’s constant.
### 3.1 Regular states
We start the analysis by considering the regular states. These are the states that can be attributed to quantized tori within the regular regions. For these states we tried to employ the EBK torus quantization. We construct a wavefunction on the torus as a sum of contributions
$$\psi _j(𝐪)=A_j(𝐪)\mathrm{exp}(i\left[\frac{1}{\mathrm{}}S_j^{cl}(𝐪)+\varphi _j\right])$$
(3.1)
of different projections $`j`$ of the torus onto configuration space. $`S_j`$ is the classical action with respect to some point on the torus and $`A_j^2`$ the classical density of trajectories on this projection. The phase of the wavefunction must change by an integer multiple of $`2\pi `$ when going around any closed contour of the torus. This gives us the quantization conditions
$$I_i=\frac{1}{2\pi }_{\gamma _i}𝐩𝑑𝐪=\mathrm{}(n_i+\beta _i/4)$$
(3.2)
where $`\gamma _i`$ are the irreducible closed contours on the torus and $`n_i`$ the torus quantum numbers. The integers $`\beta _i`$ are Maslov’s corrections and arise due to the changes of phase $`\varphi _j`$ at the singularities of projection of the torus onto configuration space. At each caustic encountered along the contour $`\gamma _i`$ the wavefunction acquires a negative phase shift of $`\pi /2`$, and shifts by $`\pi `$ when reflected from a hard wall<sup>)</sup><sup>)</sup>)If the contour passes the singularity in the contrary direction to that of the Hamiltonian flow on the torus, the phase shifts are of the opposite sign. From this consideration it follows that $`\beta _i`$ counts the number of caustics plus twice the number of hard walls encountered along the contour.
The task of finding the semiclassical EBK wavefunctions can be divided into two parts. The first one is finding the torus with the desired quantum numbers $`n_i`$, the second one being the construction of its appropriate wavefunction in configuration space. This is not very straightforward since we do not know the transformation to the torus action-angle variables but can only deal with the numerically calculated orbits. For more details on this procedure see reference .
We show an example of a regular state in the figure 2. We present the exact numerical quantum probability density(top left), the probability density of its semiclassical approximation (top right), the classical density of trajectories on the appropriate torus (bottom left) and the smoothed projection of the exact Wigner function (bottom right). The semiclassical wavefunctions shown are remarkable as they possess all of the features of their exact counterparts that are larger than the appropriate wavelength. Note that for each torus there are two characteristic wavelengths since there are two quantum numbers associated with it. As it happens in our case, the two wavelengths can be of different orders of magnitude.
### 3.2 Irregular states
While for the regular states it was quite straightforward to find their semiclassical approximations, the nature of irregular states is very much different. These states are very sensitive to small perturbations of the system, so in any physical system the individual features of the states are lost when the effective Planck’s constant tends to $`0`$. The features that are insensitive to small perturbations are, however, the statistical properties of spectra and eigenstates.
One measure of statistical properties of the wavefunctions is the wavefunction autocorrelation function,
$$C(𝐪,𝐱)=\frac{\psi ^{}(𝐪^{}𝐱/2)\psi (𝐪^{}+𝐱/2)_{𝐪^{}ϵ(𝐪)}}{\psi ^{}(𝐪^{})\psi (𝐪^{})_{𝐪^{}ϵ(𝐪)}}.$$
(3.3)
The area of averaging $`ϵ(𝐪)`$ close to the point $`𝐪`$ should be taken such that its linear size is many wavelengths across, however small enough that the local properties of classical mechanics within it are largely uniform.
If one takes the Fourier transform of the Wigner function (2.3), it is easy to show that
$$W(𝐪,𝐩)\mathrm{exp}(i𝐩𝐱/\mathrm{})d^N𝐩=\psi ^{}(𝐪𝐱/2)\psi (𝐪+𝐱/2).$$
(3.4)
By knowing the Wigner function of an eigenstate, it is then possible to use this result to calculate its autocorrelation function.
According to the principle of uniform semiclassical condensation, the Wigner function of any chaotic state should uniformly condense on the whole chaotic component when the effective $`\mathrm{}`$ tends to $`0`$. Let us limit ourselves only to the cases of the Hamiltonians with an isotropic dependence upon $`𝐩`$. We can write the semiclassical Wigner function as
$$W_{𝒟_i}(𝐪,𝐩)=\alpha \delta (EH(𝐪,p))\chi _{𝒟_i}(𝐪,𝐩)$$
(3.5)
where $`\chi _{𝒟_i}`$ denotes the characteristic function of the chaotic component and $`\alpha `$ is the normalization constant.
If we write the characteristic function in two degrees of freedom as a Fourier series of the polar angle $`\varphi _p`$ of the momentum vector (since the absolute value of $`𝐩`$ is constant at a given energy and point $`𝐪`$),
$$\chi _{𝒟_i}(𝐪,𝐩)=\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}\kappa _m^{𝒟_i}(𝐪)\mathrm{exp}(im\varphi _p),$$
(3.6)
it is quite straightforward to show by using the above expressions and the integral representations of the Bessel functions that
$$C_{𝒟_i}(𝐪,𝐱)=\frac{_{m=\mathrm{}}^{\mathrm{}}\kappa _m^{𝒟_i}(𝐪^{})i^mJ_m(p(𝐪^{})r/\mathrm{})\mathrm{exp}(im\varphi _x)_{𝐪^{}ϵ(𝐪)}}{\kappa _0^{𝒟_i}(𝐪^{})_{𝐪^{}ϵ(𝐪)}},$$
(3.7)
where $`\varphi _x`$ is the polar angle of the vector $`𝐱`$.
We compare the autocorrelation function of a chaotic state with the semiclassical prediction 3.7 in figure 3. The averaging area $`ϵ(𝐪)`$ was taken as a circle of radius $`0.2`$ around the point $`(x,y)=(0.65,0)`$. It was taken the same for both the semiclassical prediction and for the numerical results. The averaging radius was taken quite large in order to reduce the localization properties of the wavefunctions, which are still apparent at the values of effective $`\mathrm{}`$ that we were able to obtain. But this radius still has to be taken small enough in order not to completely smooth out the classical dynamics. The agreement with the semiclassical prediction is quite good. It clearly deviates from the Berry’s prediciton for fully ergodic systems and tends towards our semiclassical result.
## 4 Conclusion
In this work we were able to find semiclassical wavefunctions of the regular eigenstates, while for the chaotic states we gave a prediction for the wavefunction autocorrelation function, both of which match nicely with their exact counterparts. What needs to be studied further is the localization of the chaotic states on only parts of the whole chaotic component when not yet in the strict semiclassical limit, which gives rise to deviations from semiclassical predictions.
## Acknowledgements
We thank Dr. Tomaž Prosen for assistance and advice with some computer programs. This work was supported by the Ministry of Science and Technology of the Republic of Slovenia and by the Rector’s Fund of the university of Maribor. |
warning/0003/math-ph0003042.html | ar5iv | text | # Integrable models and star structures
## 1. Preliminary remarks
This paper is devoted to the study of the $``$-structures on Hopf algebras provided by certain families of physical models. The methods and presentation used in describing these systems are the ones usually employed in theoretical physics. However, we believe that the nature of the investigation and the conclusions obtained are of interest to mathematicians, and could trigger some interesting work from the mathematical side.
## 2. Factorizable $`S`$-matrix models and quantum groups
### 2.1. FSM’s
FSM’s are one of the physical models where the quantum Yang-Baxter equation first appeared in the physics literature . By now there are a number of books and reviews that deal with these systems … In this subsection we will briefly review some basic facts about them, however the reader is referred to the above quoted literature for a complete treatment of this subject.
The idea is to describe some particular scattering processes of particles moving in one spatial dimension ($``$). Such processes assume the existence of asymptotically free particles in the initial (time $`t\mathrm{}`$) and final ($`t+\mathrm{}`$) states of the system. Such quantum mechanical free particle states are described by elements on a one-particle Hilbert space $`𝐇^{(1)}`$. We denote the state of a free particle with rapidity<sup>1</sup><sup>1</sup>1 If we deal with relativistic particles of mass $`m`$ in $`1+1`$ space-time dimensions, the momentum $`p`$ and the energy $`E`$ are given in terms of the rapidity by $`p`$ $`=`$ $`m\mathrm{sinh}(\theta )`$ (2.1) $`E`$ $`=`$ $`m\mathrm{cosh}(\theta )`$ Note that Eqs. (2.1) are simply a parametrization of the relativistic energy-momentum relation $`E=\sqrt{p^2+m^2}`$. $`\theta `$ and internal indices $`i=1,\mathrm{},I`$ by $`|i,\theta `$. Furthermore, one assumes that the states $`|i,\theta `$ form an orthonormal and complete basis of $`𝐇^{(1)}`$. The inner product in this basis given by
(2.2)
$$i,\theta |j,\theta ^{}=\delta _{ij}\delta (\theta \theta ^{}).$$
The Hilbert space $`𝐇^{(n)}`$ for $`n`$ free particles is obtained as the $`n^{th}`$ tensor product of the space $`𝐇^{(1)}`$, the inner product in $`𝐇^{(n)}`$ being the extension of (2.2) to the tensor product.
It will be useful for our purely algebraic purposes to think $`𝐇^{(1)}`$ as giving an $`I`$-dimensional complex vector space $`V(\theta )`$ for each value of the rapidity $`\theta `$.
Let $`B_{ij}^{kl}(\theta )`$ be the probability amplitude<sup>2</sup><sup>2</sup>2 This means that the probability of such a process is given by the modulus squared of the probability amplitude $`B_{ij}^{kl}(\theta )`$. for the scattering of 2 particles, of types $`i`$ and $`j`$, into two particles of types $`k`$ and $`l`$. If the initial states have rapidities $`\theta _1,\theta _2`$, then the scattered particles will have the same (but interchanged) rapidities, and the scattering amplitude $`B_{ij}^{kl}`$ will only depend on the difference $`\theta _1\theta _2\theta `$, due to Poincaré invariance. Such probability amplitude corresponds to the following matrix element of the unitary evolution operator $`\widehat{S}`$ of the model:
(2.3)
$$B_{ij}^{kl}(\theta )\delta (\theta +\theta ^{})=i,j,\theta |\widehat{S}|k,l,\theta ^{}.$$
Factorizability of the model means that any many-particle scattering amplitude can be written as the product of two-to-two particles scattering amplitudes. Unicity of this factorization requires the following identity for the scattering of three particles:
(2.4)
$$B_{12}(\theta _{23})B_{23}(\theta _{13})B_{12}(\theta _{12})=B_{23}(\theta _{12})B_{12}(\theta _{13})B_{23}(\theta _{23})$$
where $`\theta _{ab}=\theta _a\theta _b`$ are the rapidity differences by pairs of the three particles involved in the equality (2.4). Hence they are not independent, and satisfy
(2.5)
$$\theta _{12}=\theta _{13}\theta _{23}.$$
The subindices of $`B`$ denote its action on the vector space $`V(\theta _1)V(\theta _2)V(\theta _3)`$. We define the $`R`$-matrix by
(2.6)
$$R(\mu )=B(\mu )P,$$
where $`P`$ is the permutation operator. Equation (2.4) can be rewritten in terms of $`R`$ as
(2.7)
$$R_{12}(\lambda \mu )R_{13}(\lambda )R_{23}(\mu )=R_{23}(\mu )R_{13}(\lambda )R_{12}(\lambda \mu ),$$
where $`\lambda =\theta _{13},\mu =\theta _{12}`$. This last equation, or also Eq. (2.4), is called the Quantum Yang-Baxter equation with spectral parameter. All of the above comes directly from the theory of FSM’s and nothing about QG’s is employed.
### 2.2. QG’s with spectral parameter
Consider a set of elements $`T_i^j(\lambda )`$, for every value of the parameter $`\lambda `$ and $`i,j=1,\mathrm{},I`$. The free algebra they generate can be turned into a bialgebra $`_o`$ by defining the coproduct as $`\mathrm{\Delta }T_i^j(\lambda )=T_i^k(\lambda )T_k^j(\lambda )`$ and the counit as $`ϵ(T_i^j(\lambda ))=\delta _i^j`$. Let us now consider a collection of vector spaces $`V(\lambda )`$ for every $`\lambda `$, with o.n. basis $`\{e_i(\lambda ),i=1,\mathrm{},I\}`$, and take the linear map
(2.8)
$$\begin{array}{ccc}\hfill B(\lambda \mu ):V(\lambda )V(\mu )& & V(\mu )V(\lambda )\hfill \\ & & \\ \hfill e_i(\lambda )e_j(\mu )& & B_{ij}^{kl}(\lambda \mu )e_k(\mu )e_l(\lambda ),\hfill \end{array}$$
to be a spectral parameter dependent solution of the Yang-Baxter equation (2.4). It is not difficult to show that taking the quotient of $`_o`$ by the two-sided ideal $`I(R)`$ generated by the expression
(2.9)
$$R:R_{ij}^{kl}(\lambda \mu )T_k^p(\lambda )T_l^q(\mu )=T_j^l(\mu )T_i^k(\lambda )R_{kl}^{pq}(\lambda \mu )$$
you get a bialgebra<sup>3</sup><sup>3</sup>3 Comodule algebra and Zamolodchikov’s operators Let us consider the quantum linear space defined by the quadratic algebra given by the quotient
$$A=\frac{V(\lambda )_\lambda }{R}$$
of the free algebra $`V(\lambda )_\lambda `$ by the relation
$$R:_{\lambda ,\mu }[11B(\lambda \mu )]V(\lambda )V(\mu ).$$
An $``$-comodule structure on $`V(\lambda )`$ is given by the coaction $`\delta _{V(\lambda )}e_i(\lambda )=T_i^k(\lambda )e_k(\lambda )`$. The definition of the coaction on a tensor product $`V(\lambda )V(\mu )`$ is
$$\delta _{V(\lambda )V(\mu )}=(mI_{V(\lambda )}I_{V(\mu )})(I_{}\tau I_{V(\mu )})(\delta _{V(\lambda )}\delta _{V(\mu )}),$$
where $`\tau `$ is the flip operator. $`A`$ is the algebra obeyed by Zamolodchikov’s operators , or the also called spectral parameter dependent quantum plane algebra. Note that this comodule action preserves the quadratic relations of the algebra $`A`$, i.e.,
$$\left(I_{}R\right)\delta _{VV}=\delta _{VV}R.$$
$`_o/I(R)`$ . Note that $`I(R)`$ is both an ideal and a coideal, and that $`R_{ij}^{kl}(\mu )=B_{ij}^{lk}(\mu )`$.
### 2.3. Relation between FSM’s and QG’s with spectral parameter
Using the 2-2 $`S`$ matrix of (2.3) we can build the following representation of the bialgebra of the previous subsection:
$`\rho :`$ $``$ $`T(V(\lambda ))`$
(2.10) $`\rho (T_i^k(\lambda ))_j^l`$ $`=`$ $`R_{ij}^{kl}(\lambda ).`$
Replacing (2.10) into (2.9) we reobtain (2.7), showing that it is indeed a representation. Note that from the point of view of FSM’s, this representation (2.10) is such that
(2.11)
$$R_{ij}^{kl}(\theta )\delta (\theta +\theta ^{})=B_{ij}^{lk}(\theta )\delta (\theta +\theta ^{})=i,j,\theta |\widehat{S}|l,k,\theta ^{}.$$
Moreover, all the $`T_i^j(\lambda )`$ commute with the scattering matrix $`\widehat{S}`$, as operators on the $`n`$ particle Hilbert space given by the (tensor product) representation $`\rho `$:
$$\rho _{_{}}[T_i^j(\lambda )]\widehat{S}=\widehat{S}\rho _{_{}}[T_i^j(\lambda )],\lambda ,i,j$$
This corresponds, physically, to an additional scattering with a particle of rapidity $`\lambda `$ and (in, out) indices $`i,j`$.
### 2.4. Stars
Since we have on $`\text{H}^{(n)}`$ the (positive definite) scalar product given in subsection 2.1, we have the notion of the adjoint of an operator. The physical requirement of unitarity of the $`\widehat{S}`$ matrix operator<sup>4</sup><sup>4</sup>4 This requirement is at the roots of quantum mechanics, and it is a direct consequence of the structure of Schrödinger’s equation. together with above mentioned definition of the adjoint leads to a unitary $`B`$ matrix. Furthermore, if one assumes $`\rho `$ to be a star representation of the bialgebra $``$ with a star structure, then one can determine this star on $``$. From the discussion above, we have
(2.12)
$$B_{ij}^{lk}(\theta )(B^{})_{lk}^{mn}(\theta )=\delta _i^m\delta _j^n=(B^{})_{ij}^{lk}(\theta )B_{lk}^{mn}(\theta ).$$
Using Eq. (2.10), and considering that
$$(B^{})_{ij}^{lk}=\overline{R_{lk}^{ji}}=[\rho (T_l^j)^{}]_i^k,$$
we may rewrite (2.12) as
$`B_{ij}^{lk}(\theta )(B^{})_{lk}^{mn}(\theta )`$ $`=`$ $`\rho [T_i^k(\theta )]_j^l\rho [(T_m^k(\theta ))^{}]_l^n=\delta _i^m\delta _j^n,`$
(2.13) $`(B^{})_{ij}^{lk}(\theta )B_{lk}^{mn}(\theta )`$ $`=`$ $`\rho [(T_l^j(\theta ))^{}]_i^k\rho [T_l^n(\theta )]_k^m=\delta _i^m\delta _j^n.`$
These last equalities can be fulfilled if
$`T_i^k(\theta )\left[T_j^k(\theta )\right]^{}`$ $`=`$ $`\delta _{ij}\mathbf{\hspace{0.25em}1}`$
(2.14) $`\left[T_k^i(\theta )\right]^{}T_k^j(\theta )`$ $`=`$ $`\delta ^{ij}\mathbf{\hspace{0.25em}1}.`$
Therefore the algebraic structure provided by this formulation of the FSM’s is the one involved in the following proposition.
###### Proposition 1.
Let $`A`$ denote the $``$-bialgebra generated by $`\mathrm{𝟏}`$ and the $`T_i^j(\theta )`$ ($`i,j=1,\mathrm{},N;\theta `$) satisfying the relations
(2.15) $`R_{ij}^{kl}(\lambda \mu )T_k^p(\lambda )T_l^q(\mu )`$ $`=`$ $`T_j^l(\mu )T_i^k(\lambda )R_{kl}^{pq}(\lambda \mu )`$
(2.16) $`T_i^k(\theta )\left[T_j^k(\theta )\right]^{}`$ $`=`$ $`\delta _{ij}\mathbf{\hspace{0.25em}1}`$
(2.17) $`\left[T_k^i(\theta )\right]^{}T_k^j(\theta )`$ $`=`$ $`\delta ^{ij}\mathbf{\hspace{0.25em}1},`$
where $`R`$ is a solution of the Yang-Baxter equation (2.7). The coproduct and counit are taken to be $``$-homomorphisms,
$`\mathrm{\Delta }(a^{})`$ $`=`$ $`[\mathrm{\Delta }a]^{}`$
$`ϵ(a^{})`$ $`=`$ $`\overline{ϵ(a)},aA,`$
given on the generators by
(2.18) $`\mathrm{\Delta }(T_i^j(\theta ))`$ $`=T_i^k(\theta )T_k^j(\theta ),`$ $`\mathrm{\Delta }(\mathrm{𝟏})`$ $`=\mathrm{𝟏}\mathrm{𝟏}`$
$`ϵ(T_i^j(\theta ))`$ $`=\delta _i^j,`$ $`ϵ(\mathrm{𝟏})`$ $`=1.`$
For the star structure on the tensor product we consider two possibilities,
1. $`(ab)^{}=a^{}b^{};a,bA`$ (Hopf star),
2. $`(ab)^{}=b^{}a^{};a,bA`$ (twisted star).
Furthermore, we consider a comodule $`V(\theta )`$ ($`dim(V(\theta ))=I`$) for each value of $`\theta `$. Let $`\{e_i(\theta );i=1,\mathrm{},I\}`$ be a basis of $`V(\theta )`$, and define a right coaction on $`V(\theta )`$ by
(2.19)
$$\delta e^i(\theta )=e^j(\theta )T_j^i(\theta ).$$
Then:
1. The linear antihomomorphism $`S`$ defined on the generators by
(2.20)
$$S(T_i^j(\theta ))=\left[T_j^i(\theta )\right]^{},S(\mathrm{𝟏})=\mathrm{𝟏},$$
is an antipode for the algebra $`A`$, which therefore has a Hopf algebra structure.
2. As $`A`$ is non-cocommutative ($`N2`$), only possibility $`(i)`$ for the star closes without requiring additional relations.
3. The scalar product on $`V=_\theta V(\theta )`$ determined by
(2.21)
$$(e^i(\theta ),e^j(\theta ^{}))=\delta ^{ij}\delta (\theta \theta ^{})$$
is such that the coaction (2.19) induces a $``$-representation of the dual<sup>5</sup><sup>5</sup>5 The (Hopf) star structure on $`A`$ induces a (Hopf) star on the dual $`\stackrel{~}{A}`$, which is obtained from (2.22)
$$h^{},a=\overline{h,[Sa]^{}},$$
where $`aA`$, $`h\stackrel{~}{A}`$ and $`,`$ is the duality pairing between $`A`$ and $`\stackrel{~}{A}`$. $`\stackrel{~}{A}`$ of $`A`$ on $`V`$. This scalar product is invariant under the action of $`\stackrel{~}{A}`$ in the sense of reference .
We refer the reader to for a detailed discussion of twisted and Hopf stars and some of their properties. The proof of this Proposition is an easy calculation. For point $`(1)`$ it suffices to show that $`S`$ satisfies the axioms of the antipode on the generators, which involves essentially relations (2.16) and (2.17). Regarding statement $`(2)`$, applying $`\mathrm{\Delta }`$ to (2.16) and assuming $``$ to be a Hopf star, one sees that the obtained relation is automatically satisfied. On the other hand, in the twisted star case new (additional) relations between the $`T_i^j`$’s need to be true in order to have a consistent $``$-bialgebra. The proof of $`(3)`$ is a simple calculation that again involves in an essential way relations (2.16) and (2.17).
In fact, the proof of point $`(1)`$ can be reversed and used to show that if one starts with an $`RTT`$ Hopf algebra (an $`RTT`$ bialgebra as above plus an antipode $`S`$), a Hopf star $``$ satisfying (2.16) and (2.17) can be immediately defined as an antilinear antimorphism by
(2.23)
$$\left[T_i^j(\theta )\right]^{}=S(T_j^i(\theta )),\mathrm{𝟏}^{}=\mathrm{𝟏}.$$
Hence, we conclude that at least for a certain class of FSM’s (for instance, all those described by an $`R`$-matrix of the $`GL_q(N)`$ type) the real structures on the underlying Hopf algebras are Hopf stars. In other words, the combined requirement of having a quantum group symmetry and the physical unitarity of the system (plus some naturalness assumptions, as the star representation condition) restrict the $`RTT`$ bialgebra to be a true Hopf algebra. An example of a field theoretic model that leads to a factorizable $`S`$-matrix is given by the sine-Gordon model. The scattering of solitonic and antisolitonic asymptotic states in this model is described by a factorizable and unitary $`S`$-matrix , associated to a quantum group of $`SL_q`$ type.
## 3. Integrable quantum spin chains. The $`XXZ`$-model
In this section we consider the case of integrable one dimensional spin chains. All the reasoning will be exemplified by considering the $`XXZ`$-model, however most of the steps are quite general and apply to any one dimensional spin chain. We are interested in the representation of the underlying quantum group that this kind of models provide. We choose to make this representation explicit by obtaining a two dimensional classical vertex model out of the quantum spin chain. Such relation between $`d`$-dimensional quantum systems and $`(d+1)`$-dimensional classical systems is quite general and is essentially what is often referred in physics as the path integral formulation of quantum mechanics .
Let us consider a linear lattice of $`N`$ sites labelled by an index $`k=1,\mathrm{},N`$. To each site $`k`$ of this lattice we associate a complex $`n`$-dimensional vector space $`𝐇_{(k)}`$ ($`n=2`$ for the spin $`1/2`$ $`XXZ`$ case). In each of these spaces $`𝐇_{(k)}`$ we consider an irreducible $`n`$-dimensional representation $`\sigma _a`$ of the generators of the Lie algebra of $`SU(2)`$. We choose them so as to satisfy the following algebraic relations:
(3.1) $`[\sigma _a,\sigma _b]`$ $`=`$ $`2iϵ_{abc}\sigma _c,`$
$`(\{\sigma _a,\sigma _b\}`$ $`=`$ $`2\delta _{ab},\text{for the spin }1/2\text{ case})`$
where $`a,b,c=1,2,3`$, $`ϵ_{abc}`$ is the totally antisymmetric tensor with $`ϵ_{123}=1`$, and $`\{,\}`$ stands for the anticommutator. The total vector space of the chain is taken to be $`𝐇=_k𝐇_{(k)}`$. We define spin operators acting on this space by $`\sigma _a\left(k\right)=1\mathrm{}1\stackrel{k}{\stackrel{}{\sigma _a}}1\mathrm{}1`$ . The Hamiltonian is also an operator acting on $`𝐇`$. For the case of the spin $`1/2`$ $`XXZ`$-model, it is given by
(3.2) $`H`$ $`={\displaystyle \underset{k=1}{\overset{N}{}}}H_{k,k+1},`$
(3.3) $`H_{k,k+1}`$ $`=\sigma _1(k)\sigma _1(k+1)+\sigma _2(k)\sigma _2(k+1)+J\sigma _3(k)\sigma _3(k+1).`$
In the above formula for $`H`$ we impose periodic boundary conditions, i.e.,
(3.4)
$$\sigma _a(N+1)=\sigma _a(1),a.$$
Note that $`[H_{k,k+1},H_{j,j+1}]0`$ only if $`j=k+1`$ or $`k1`$.
The quantity of physical interest is the operator
(3.5)
$$U=\mathrm{exp}[zH].$$
If we are doing quantum mechanics, we take $`z=it`$ ($`t`$ is the time) and $`U`$ is called the time-evolution operator. If we are doing statistical mechanics of the QSC, instead, we take $`z=\beta =1/(k_BT)`$ the inverse temperature ($`z`$), and $`U`$ would be the quantum Boltzmann operator of the chain. Using the parameter $`z`$ we can analyse simultaneously both cases. Now we may rewrite $`U`$ using Trotter’s formula, which is valid for bounded operators ,
(3.6)
$$\mathrm{exp}\underset{i}{}A_i=\underset{L\mathrm{}}{lim}\left[\underset{i}{}\mathrm{exp}\frac{1}{L}A_i\right]^L.$$
Hence we have
(3.7) $`U`$ $`=\underset{L\mathrm{}}{lim}T(ϵ)^L,`$
where $`T(ϵ)`$ is the transfer matrix
(3.8) $`T(ϵ)`$ $`={\displaystyle \underset{k=1}{\overset{N}{}}}B_{k,k+1}`$
(3.9) $`B_{k,k+1}`$ $`=\mathrm{exp}\left[ϵH_{k,k+1}\right],\text{with}ϵ={\displaystyle \frac{z}{L}}.`$
Therefore we are led to the evaluation of matrix elements of the transfer matrix. In order to do so we choose an orthonormal basis of the $`𝐇_{(k)}`$ that we denote $`\{|j\},j=1,\mathrm{},n`$. Having a basis for each $`𝐇_{(k)}`$, we construct a basis $`\{|i_1,\mathrm{},i_N\}`$ of $`𝐇`$ by taking the tensor product, $`|i_1,\mathrm{},i_N=|i_1\mathrm{}|i_N`$. Note that the operators $`B_{k,k+1}`$ only act non trivially on the states of sites $`k`$ and $`k+1`$. Thus the only factor of $`T(ϵ)`$ that acts non-trivially on the vector space corresponding to site $`k`$ is the product of operators $`B_{k1,k}B_{k,k+1}`$.
We consider next the matrix element
(3.10)
$$i_1,\mathrm{},i_N|T(ϵ)|j_1,\mathrm{},j_N=i_1,\mathrm{},i_N|\underset{k=1}{\overset{N}{}}B_{k,k+1}|j_1,\mathrm{},j_N.$$
One could now introduce an identity of the form $`\mathrm{𝟏}=_{p_k}|p_kp_k|`$ between the operators $`B_{k1,k}B_{k,k+1}`$. However, doing so would break explicit translational invariance along the chain, because the sites $`1`$ and $`N`$ are treated differently. This problem can be solved if one remarks that Trotter’s formula (3.6) would still be valid if we keep only first order terms in $`1/L`$ inside the square brackets. This means that only $`𝒪(ϵ)`$ terms matter in (3.8). Considering this, it is easy to see that the matrix element (3.10) of the infinitesimal “evolution” (in time or temperature) operator may be expanded in a translation-invariant way as
$`i_1,\mathrm{},i_N|T(ϵ)|j_1,\mathrm{},j_N`$ $`=`$ $`B_{p_1,i_2}^{j_1,p_2}(ϵ)B_{p_2,i_3}^{j_2,p_3}(ϵ)B_{p_3,i_4}^{j_3,p_4}(ϵ)\mathrm{}`$
$`B_{p_{N1},i_N}^{j_{N1},p_N}(ϵ)B_{p_N,i_1}^{j_N,p_1}(ϵ)+𝒪(ϵ^2).`$
Here we made use of the notation
(3.12)
$$B_{ij}^{kl}(ϵ)i,j|B(ϵ)|k,l,$$
for each (any) pair of particles. In fact, the $`𝒪(ϵ^2)`$ terms in (3) become irrelevant in the $`N\mathrm{}`$ limit, as they are associated to the chosen “endpoints” of the chain.
Being $`P`$ the permutation map on $`𝐇_{(k)}𝐇_{(k+1)}`$, we introduce the operator $`R(ϵ)=B(ϵ)P`$, so
(3.13)
$$R_{ij}^{kl}=B_{ij}^{lk}.$$
Now (3) reads
$`i_1,\mathrm{},i_N|T(ϵ)|j_1,\mathrm{},j_N`$ $`=`$ $`R_{p_1,i_2}^{p_2,j_1}(ϵ)R_{p_2,i_3}^{p_3,j_2}(ϵ)R_{p_3,i_4}^{p_4,j_3}(ϵ)\mathrm{}`$
$`R_{p_{N1},i_N}^{p_N,j_{N1}}(ϵ)R_{p_N,i_1}^{p_1,j_N}(ϵ)+𝒪(ϵ^2).`$
If we now assume that this $`R`$-matrix satisfies Yang-Baxter equation (this will be proved later for the spin $`1/2`$ $`XXZ`$ model), we may use it to define an $`RTT`$ bialgebra through equation (2.9) as in section 2.2. As before, the $`R`$-matrix itself is a representation of this bialgebra,
(3.15)
$$i|T_a^b(\lambda )|j=\rho (T_a^b(\lambda ))_i^j=R_{ai}^{bj}(\lambda ).$$
Therefore, the transfer matrix of the spin model can be written in terms of the trace $`T_a^a(\lambda )_aT_a^a(\lambda )`$ (trace over the auxiliary space) of the $`T_a^b`$ operators:
$`i_1,\mathrm{},i_N|T|j_1,\mathrm{},j_N`$ $`=`$ $`i_2,\mathrm{},i_N,i_1|\rho (T_{p_1}^{p_2})\rho (T_{p_2}^{p_3})\mathrm{}`$
$`\rho (T_{p_{N1}}^{p_N})\rho (T_{p_N}^{p_1})|j_1,\mathrm{},j_N`$
$`=`$ $`i_1,\mathrm{},i_N|C^{}\rho _{_{}}(T_p^p)|j_1,\mathrm{},j_N.`$
Here $`C`$ is the (unitary) cyclic permutation operator,
$$C|j_1,j_2,\mathrm{},j_N=|j_2,\mathrm{},j_N,j_1.$$
An easy calculation tells us that<sup>6</sup><sup>6</sup>6We have dropped the $`\rho `$’s from the formulas.
$$[C,T_a^a(\mu )]=0,\mu ,$$
which is not true for arbitrary $`T_a^b`$’s. As the $`T_a^a(\mu )`$ commute for different values of the parameter, this implies that we have an infinite set (parametrized by $`\mu `$) of conserved quantities:
$$[U(z),T_a^a(\mu )]=0,\mu .$$
Coming back to the $`R`$ matrix, we will now show that in the spin $`1/2`$ case of the $`XXZ`$-model, it can be chosen as a solution of the YB equation. We are interested only in the first order terms in $`R`$. Using (3.9) we easily get
(3.17)
$$R_{ij}^{kl}\left(ϵ\right)=\left(\begin{array}{cccc}1Jϵ& 0& 0& 0\\ 0& 2ϵ& 1+Jϵ& 0\\ 0& 1+Jϵ& 2ϵ& 0\\ 0& 0& 0& 1Jϵ\end{array}\right)+𝒪\left(ϵ^2\right).$$
This matrix is of the “six-vertex model” type . Solutions of this form to the Yang-Baxter equation (2.7) exist and can be parametrized as
(3.18)
$$R_\alpha _{ij}^{kl}\left(u\right)=\left(\begin{array}{cccc}\mathrm{sinh}\left(u+\alpha \right)& 0& 0& 0\\ 0& \mathrm{sinh}\left(u\right)& \mathrm{sinh}\left(\alpha \right)& 0\\ 0& \mathrm{sinh}\left(\alpha \right)& \mathrm{sinh}\left(u\right)& 0\\ 0& 0& 0& \mathrm{sinh}\left(u+\alpha \right)\end{array}\right).$$
Remark now that the YB equation is not reparametrization invariant, and $`ϵ`$ could not be the “right” parameter to get a given $`R`$ matrix to satisfy (2.7). Note also that if $`R(\lambda )`$ is a solution of the Yang-Baxter equation then $`f(\lambda )R(\lambda )`$ is also a solution for any scalar function $`f`$ of the parameter $`\lambda `$.
Taking into account the above remarks, we see that the matrices $`R`$ and $`R_\alpha `$ of equations (3.17) and (3.18) coincide, up to a global factor and $`𝒪(ϵ^2)`$ terms, if we take
(3.19) $`ϵ(u)`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{\mathrm{sinh}u}{\mathrm{sinh}\alpha }}`$
(3.20) $`J`$ $`=`$ $`\mathrm{cosh}\alpha .`$
If we are considering the quantum mechanical time-evolution of the QSC, remembering that $`ϵ=it/Li`$ and $`J`$ we see that $`ui`$. In the statistical case we have $`u`$ instead.
### 3.1. Stars
For the quantum mechanical time-evolution of any quantum integrable spin chain the $`B`$-matrix we obtain is unitary, since it is given by matrix elements in a Hilbert space of the unitary operator $`\mathrm{exp}(itH/L)`$, cf. equation (3.9). Therefore, we could repeat exactly the same argument of section 2.4 and conclude that it is natural to endow the $`RTT`$ bialgebra introduced in (3.15) with a $`\mathrm{\Delta }`$-compatible (untwisted) star operation $``$. This is so in the cases where the $`R`$-matrix allows the existence of an antipode for the bialgebra, as shown by Proposition 1.
If we do a statistial study of the same QSC, now $`z=\beta `$, and the operator $`B`$ is hermitian. The analysis of star operations for this case will be done in the next section, where we will consider SVM’s.
## 4. Statistical vertex models
We now consider a (classical) statistical vertex model defined for an $`N\times M`$ square lattice ($`N`$ “horizontal” sites and $`M`$ “vertical” ones, and periodic boundary conditions). Each vertex in the lattice has a Boltzmann weight $`R_{ij}^{kl}(\beta )=\mathrm{exp}\left[\beta E(ij;kl)\right]`$ associated to it, corresponding to the energy of the configuration ($`i,j,k,l`$) of the four links converging to the vertex and to an inverse temperature $`\beta `$. This matrix $`R`$ of termal weights is evidently real, and would also be symmetric ($`R_{ij}^{kl}=R_{kl}^{ij}`$) if we assume the energy of each configuration to be invariant under a diagonal reflection of the vertex. This happens in the so called six and eight vertex models. As we are talking about integrable systems, we also require $`R`$ to satisfy YB equation (2.7).
We refer the reader to a standard reference such as for a detailed analysis of these vertex models. However, here we need at least to sketch the way of relating them to Quantum Groups to be able to introduce the physically relevant stars.
The basic quantity in a statistical system is always the partition function,
$$Z=\underset{\mathrm{configurations}c}{}\mathrm{exp}\left[\beta E(c)\right],$$
as it encodes all the physical information of the system. In this particular case $`Z`$ may be rewriten as
$`Z`$ $`=`$ $`{\displaystyle \underset{\mathrm{configurations}c}{}}{\displaystyle \underset{\mathrm{vertices}v}{}}R(c[v]).`$
Here we can group the Boltzmann weights by rows to build transfer matrices (compare with Eq.(3)…)
(4.1) $`t_{i_1,\mathrm{},i_N}^{j_1,\mathrm{},j_N}`$ $``$ $`R_{b_1i_1}^{b_2j_1}R_{b_2i_2}^{b_3j_2}\mathrm{}R_{b_Ni_N}^{b_1j_N},`$
which may then be thought as matrix elements on an $`N`$-site Hilbert space of a self adjoint operator (assuming that $`R`$ is a real, symmetric matrix). Moreover, using $`R`$ we can introduce an $`RTT`$ bialgebra exactly as in the previous sections, and so the transfer matrices (4.1) happen to be matrix elements of $`T_a^a`$ in an $`N^{th}`$ tensor product representation. In fact, what we have done in the section about QSC’s, was to rewrite the evolution of the quantum system in terms of transfer matrices (4.1) of a (classical) statistical system…Here all the same formulas apply, except that now the partition function does not include the cyclic permutation operators $`C`$ that we previously found in $`U`$, and that $`ϵ=\beta `$.
As a consequence, if we assume the representation given by Eq. (3.15) to be a star representation of a $``$-algebra defined by Eq. (2.9), then we can determine this star by writing
$`i|\rho [T_a^b(\mu )]|j`$ $`=`$ $`R_{ai}^{bj}(\mu )=\overline{R_{bj}^{ai}(\mu )}`$
$`=`$ $`i|\rho [T_b^a(\mu )]^{}|j=i|\rho [(T_b^a(\mu ))^{}]|j,i,j.`$
From this we obtain
(4.3)
$$\left[T_a^b(\mu )\right]^{}=T_b^a(\mu ),$$
as a sufficiency condition. Therefore, the SVM’s characterized by a symmetric $`R`$ matrix fit in the hypothesis of the following proposition.
###### Proposition 2.
Under the hypothesis of Proposition 1 but replacing (2.16) and (2.17) by
(4.4)
$$\left[T_a^b(\theta )\right]^{}=T_b^a(\theta ),$$
we have:
1. As the bialgebra $`A`$ is non-cocommutative for $`N2`$, only possibility $`(ii)`$ (twisted star) for the $``$-structure on $`AA`$ is consistent.
2. The following scalar product on $`V=_\theta V(\theta )`$ fixed by
(4.5)
$$(e^i(\theta ),e^j(\theta ^{}))=\delta ^{ij}\delta (\theta \theta ^{})$$
is such that the coaction (2.19) induces a $``$-representation of the dual $`\stackrel{~}{A}`$ of $`A`$ on $`V`$.
Hence we conclude that for SVM’s (with a symmetric $`R`$), or for any model with an hermitian $`R`$-matrix (as is the case of statistical QSC’s with a Hamiltonian symmetric in neighboring sites<sup>7</sup><sup>7</sup>7 Even if the $`B_{ij}^{kl}`$ matrix is always hermitian, this is not true in general for $`R_{ij}^{kl}`$ unless the property $`R_{ij}^{kl}=R_{ji}^{lk}`$ holds. ), the star operation on the underlying Hopf algebra is a twisted star.
It is interesting to note that if one performs a Wick rotation ($`ϵiϵ`$) on this statistical system then one obtains an unitary $`R`$ matrix that corresponds, as we have seen for the FSM’s, to a Hopf star.
### 4.1. Stars in $`U_q(sl(2))`$ and the star in SVM’s
The star defined by (4.3) is not a Hopf star, but a twisted star instead, for the bialgebra defined by Eq. (2.9) and the coproduct (2.18). We have a classification of the Hopf stars in $`U_q(sl(2))`$ but we do not have a classification of the stars of the bialgebras defined by relations (2.9). However, both are related. For the case of the $`XXZ`$-model this relation is given in . The $`R`$-matrix of this model is given by (3.18), or, changing variables ($`u=i\gamma \delta `$, $`\alpha =i\gamma `$) and basis, by
(4.6)
$$R\left(\lambda \right)=i\left(\begin{array}{cccc}\mathrm{sin}\gamma \left(\delta +1\right)& 0& 0& 0\\ 0& \mathrm{sin}\gamma \delta & \mathrm{exp}\left(i\gamma \delta \right)\mathrm{sin}\gamma & 0\\ & \mathrm{exp}\left(i\gamma \delta \right)\mathrm{sin}\gamma & \mathrm{sin}\gamma \delta & \\ & & & \mathrm{sin}\gamma \left(\delta +1\right)\end{array}\right),$$
where $`i\delta =\lambda `$, $`q=\mathrm{exp}i\gamma `$.
Defining the operator valued matrices
(4.7)
$$L_+=q^{\frac{1}{2}}\left(\begin{array}{cc}k^{\frac{1}{2}}& (qq^1)x_{}\\ 0& k^{\frac{1}{2}}\end{array}\right),L_{}=q^{\frac{1}{2}}\left(\begin{array}{cc}k^{\frac{1}{2}}& 0\\ (qq^1)x_+& k^{\frac{1}{2}}\end{array}\right),$$
we build using them the $`T(\lambda )`$ operators:
(4.8)
$$T(\lambda )=e^{\lambda \gamma }L_+e^{\lambda \gamma }L_{}.$$
Replacing (4.8) into (2.7) you get an identity if $`x_+,x_{}`$ and $`k`$ satisfy the algebraic relations of $`U_q(sl(2))`$. The $`R`$ matrix (4.6)gives a representation of this algebra: comparing (4.7) with (4.6) it is given by
(4.9)
$$x_{}=\left(\begin{array}{cc}0& 0\\ q^{\frac{1}{2}}& 0\end{array}\right),x_+=\left(\begin{array}{cc}0& q^{\frac{1}{2}}\\ 0& 0\end{array}\right),k=\left(\begin{array}{cc}q& 0\\ 0& q^1\end{array}\right).$$
Taking this to be a star representation of $`U_q(sl(2))`$ leads to the following twisted star structure:
(4.10)
$$x_+^{}=x_,k^{}=k^1.$$
Indeed it is very simple, to show that for $`|q|=1`$ the Hopf star $`x_+^{}=x_{+,}x_{}^{}=x_,k^{}=k`$ can not be implemented in this example. This is so since there is no representation of the algebra $`U_q(sl(2))`$ by $`2\times 2`$ hermitian matrices. Recall that we have a positive definite inner product (the one associated to the quantum version of this model), in the vector space where the linear operators $`x_+,x_{}`$ and $`k`$ act.
## 5. Concluding remarks
The star structures of Hopf algebras appearing in physics depend on the model, and are not necessarily Hopf stars. We have seen that for factorizable scattering models and quantum mechanics of QSC there is a compatibility with the Hopf structure. However, for statistical vertex models and statistical physics of QSC this is not the case, and a twisted star is obtained. As we already mentioned, this difference can be traced back to the Wick rotation that connects quantum mechanics with statistical physics<sup>8</sup><sup>8</sup>8 In brief, consider the following operator for a quantum mechanical system: $`U(z)=\mathrm{exp}zH`$ where $`H`$ is the Hamiltonian of the system (assumed to be time independent) and $`z`$ a complex number. If you restrict $`z`$ to the imaginary axis, then $`U(z)`$ is the quantum mechanical evolution operator. If you “rotate” (Wick rotation) the $`z`$ variable to the positive real axis you get the central object of quantum statistical mechanics, the quantum Boltzmann weight $`Z=\mathrm{exp}\beta H`$. . Twisted stars have different properties than Hopf stars ; in particular they do not form a tensorial category with respect to the usual tensor product. However, the present analysis shows their physical relevance in the field of integrable models. |
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