String Theory Predictions For Future Accelerators: E. Dudas, J. Mourad

Nuclear Physics B 575 (2000) 334
www.elsevier.nl/locate/npe
String theory predictions for future accelerators

E. Dudas a, , J. Mourad b,1
a LPT, Bt. 210, Univ. de Paris-Sud, F-91405 Orsay, France 2
b LPTM, Site Neuville III, Univ. de Cergy-Pontoise, Neuville sur Oise F-95031 Cergy-Pontoise, France
Received 28 October 1999; accepted 3 February 2000
Abstract
We consider, in a string theory framework, physical processes of phenomenological interest in
models with a low string scale. The amplitudes we study involve tree-level virtual gravitational
exchange, divergent in a field-theoretical treatment, and massive gravitons emission, which are the
main signatures of this class of models. First, we discuss the regularization of summations appearing
in virtual gravitational (closed string) KaluzaKlein exchanges in Type I strings. We argue that a
convenient manifestly ultraviolet convergent low energy limit of Type I string theory is given by an
effective field theory with an arbitrary cutoff in the closed (gravitational) channel and a related
cutoff Ms2 / in the open (YangMills) channel. We find the leading string corrections to the field
theory results. Second, we calculate exactly string tree-level three and four-point amplitudes with
gauge bosons and one massive graviton and examine string deviations from the field-theory result.
2000 Elsevier Science B.V. All rights reserved.
PACS: 11.10Kk; 11.15-q; 11.25-w
Keywords: Type I string theory; KaluzaKlein compactifications
1. Introduction and summary of the results

Shortly after the birth of string theory as a theory of hadronic interactions with a mass
scale of the order of nucleon masses, it was realized that string theory is actually the
natural framework to quantize gravity [1]. For a long time, the phenomenologically most
interesting theories were considered to be the heterotic strings, where the string scale is of
the order of the Planck scale. This rendered string theory predictions not directly accessible
to current or future accelerators, with the notable exception of some peculiar models [35].
Recent progress in the understanding of string dualities and D-branes [2] led to other string
dudas@qcd.th.u-psud.fr
1 mourad@qcd.th.u-psud.fr
2 Unit mixte de recherche du CNRS (UMR 8627).
0550-3213/00/$ see front matter 2000 Elsevier Science B.V. All rights reserved.
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 0 8 2 - 1
E. Dudas, J. Mourad / Nuclear Physics B 575 (2000) 334
Fig. 1. Tree-level gravitational virtual exchange.
constructions [6,7], where the string scale can have values directly accessible in future
accelerators.
Consequently, a lot of efforts were made in order to understand the main features of
low-scale string theories, from the point of view of possible existence of submilimeter
dimensions which can provide testable deviations from the Newton law [8], gauge coupling
unification [917] and corresponding string embedding [1823]. The main interest of
these theories comes from their possible testability at the future colliders, through the
direct production or indirect (virtual) effects of KaluzaKlein states [2430] in various
cross-sections. This paper is devoted to the (Type I) string computations of the relevant
amplitudes. For the convenience of the reader we provide in the following a brief summary
of our results.
A subtle issue concerning the virtual effects of gravitational KaluzaKlein particles
is that for a number of compact dimensions d > 2 the corresponding field theory
summations diverge in the ultraviolet (UV). Indeed, let us consider a four-fermion
interaction of particles stuck on a D3 brane mediated by KaluzaKlein gravitational
excitations orthogonal to it. Then the amplitude of the process, depicted in Fig. 1, reads
1
1 X
,
(1.1)
A= 2
m
MP mi s + 21 ++m2d
2
R
where for simplicity we considered equal radii denoted by R and s = (p1 + p2 )2 is the
squared center of mass energy 1 . The summation clearly diverges for d > 2.
The traditional attitude to adopt in this case is to cut the sums for masses heavier than
1
, of the order of the fundamental scale Ms in the string theory [2430].
a cutoff R
This can be implemented in a proper-time representation of the amplitude
m2 ++m2

Z
Z
l s+ 1 2 d
1
il
1 X
sl d
R
dl e
dl e 3 0,
= 2
,
(1.2)
A= 2
2
MP mi
MP
R
1/2
1/2
P
where 3 (0, ) = k exp(ik 2 ) is one of the Jacobi functions. We shall be interested in
2 s 1, R 1 and s 2
the following in the region of the parameter space R
in which the available energy is smaller (but not far away) from the UV cutoff but
1 Within our conventions s is negative in Euclidean space.
Fig. 2. The string nonplanar amplitude.
Fig. 3. The closed channel representation of the amplitude.

1
much bigger than the (inverse) compact radius R
, of submilimeter size. In this case, the
amplitude can be evaluated to give
A=
d
d R
MP2
4 d/2
d 2
Z
1/2
2
YM

d d2
2
iR
2 d/2 R
sl d
e
'
0,
3
d/2
l
l
d 2 MP2
dl
d2
Msd+2
(1.3)
2 )R d M 2+d , valid for Type I

where in the last step we used the relation MP2 = (2/YM
s
2
strings, where G = gYM /(4) and gYM is the YangMills coupling on our brane. The
high sensitivity of the result on the cutoff asks for a more precise computation in a full
Type I string context. This is one of the aims of this paper. In what follows we present
qualitatively the results which we derive in Section 3.
The computation in the following is done for the SO(32) Type I 10D superstring
compactified down to 4D on a six-dimensional torus. However, as we shall argue later on,
the result holds for a large class of orbifolds, including N = 2 and N = 1 supersymmetric
vacua [3135]. The Type I string diagram which contains in the low-energy limit the
gravitational exchange mentioned above is the nonplanar cylinder diagram depicted in
Fig. 2, in which for simplicity we prefer to put gauge bosons instead of fermions in
the external lines. This diagram has a twofold dual interpretation [3639] (a) tree-level
exchange of closed-string states, if the time is chosen to run horizontally (see Fig. 3),
Fig. 4. The open channel representation of the amplitude.
(b) one-loop diagram of open strings, if the time runs vertically in the diagram (see Fig. 4).
In the two dual representations, the nonplanar amplitude reads symbolically
XZ
A=
dl
X Z
k1 k4 0
A2 (l, n1 nd , n)
ni
d/22
d2 2
A1 (2 , m1 md , k1 k4 ),
(1.4)
mi
where l denotes the cylinder parameter in the tree-level channel and 2 = 1/ l is the oneloop open string parameter. In the first representation, the amplitude is interpreted as treelevel exchange of closed-string particules of mass (n21 + + n2d )R 2 Ms4 + nMs2 , where
n1 nd are winding quantum numbers and n is the string oscillator number. In particular
the n = 0 term reproduces the field-theory result (1.1) and therefore the full expression
(1.4) is its string regularization. In the second representation, the amplitude is interpreted as
a sum of box diagrams with particles of masses (m21 + + m2d )/R 2 + ki Ms2 (i = 1, . . . , 4)
running in the four propagators of the diagram.
The UV limit (l 0) of the gravitational tree-level diagram is related to the IR limit
(2 ) of the box diagram. In particular, in four dimensions when an IR regulator
is introduced in the box diagram, the divergence in the KaluzaKlein (KK) summation in
the gravitational-exchange diagram cancels out. The final result for the nonplanar cylinder
amplitude in the low energy limit E/Ms 1 (E is a typical energy scale), which is one of
the main results of this paper to be discussed in Section 3.5, is in four-dimensions (D = 4)

4
2gYM
s
t
1
1
ln
+
ln
+ perms.
A=
2 st 42 42
MP2 s

4
gYM
st
s su
s
ln ln 4 + ln ln 4 + ,
(1.5)
3Ms4
t
u
where perms. denotes two additional contributions coming from the permutations of s, t,
u and denote terms of higher order in the low energy expansion. Notice in (1.5) the
absence of the contact term (1.3) in the string result, which is replaced by the leading
string correction, given by the second line in (1.5). The string correction in (1.5) is indeed
Fig. 5. The mixed representation of the amplitude where the tree diagrams have a cutoff and the
box diagrams a cutoff Ms2 /.
of the same order of magnitude as (1.3) for Ms , however it has an explicit energy
dependence coming from the logarithmic terms.
In order to find the appropriate interpretation of (1.5) in terms of field-theory diagrams,
it is convenient to separate the integration region in (1.4) into two parts, by introducing an
arbitrary parameter l0 and writing
X
X Z
X
XZ
d/22
dl
A2 +
d2 2
A1 .
(1.6)
A=
n
l0
ni
k1 k4 1/ l
mi
This has the effect of fixing an UV cutoff = Ms / l0 in the tree-level exchange diagram,
similar to the one introduced in (1.2), (1.3), and simultaneously of a related UV cutoff
0 = Ms l0 = Ms2 / in the one-loop box diagram described here by A1 . This mixed

repesentation of the nonplanar amplitude is depicted in Fig. 5. By computing the lowenergy limit of A1 and A2 we find in D = 4

4
2gYM
s
t
1
ln
ln
+ perms.
A1 =
2 st 42 42

4
gYM
st
s su
6
s
ln ln 4 + ln ln 4 + 2 + ,
3Ms4
t
u
l0
2

4
2gYM 1
1
s
+
+ + O
+ .
(1.7)
A2 =
Ms4 l02
Ms4
MP2 s
4
terms in A1 describe a box diagram with four light particles (of mass )
The gYM
4 /M 4 terms are the first string corrections coming from
circulating in the loop, while the gYM
s
box diagrams with one massive particle (of mass Ms ) and three light particles of mass in
the loop. It contains also the l0 dependent part of the box diagram with four light particles
in the loop. The 1/Ms4 l02 term in A2 can be written as 4 /Ms8 and reproduces therefore the
field theory computation (1.3) in the case d = 6. However, as expected, a similar term with
opposite sign appears in A1 and the l0 dependent terms cancel. In A2 the first dots contain
l0 dependent terms which cancel with higher-order contributions in A1 and the second
dots denote higher-order contributions, while the O(s 2 /Ms4 ) term is l0 independent and is
actually the first correction to the tree-level graviton exchange. We emphasize, however,
that the only physically meaningful amplitude is the full expression (1.5) and the leading
string correction is therefore the second line of (1.5), coming from box diagrams A1 with
one massive particle in the loop.
Strictly speaking, the result described above is valid for the toroidal compactification of
the SO(32) 10D Type I string. For a general N = 1 supersymmetric 4D Type I vacuum the
amplitude A has contributions from sectors with various numbers of supersymmetries
A = AN =4 + AN =2 + AN =1 ,
(1.8)
where the N = 4 sector contains the six-dimensional compact KK summations, N = 2

sectors contain two-dimensional compact KK summations and N = 1 sectors contain no
KK summations. From the tree-level (A2 ) viewpoint, the N = 2 sectors give logarithmic
divergences which correspond in the one-loop box (A1 ) picture to additional infrared
divergences associated to wave-functions or vertex corrections, which were absent (by
nonrenormalization theorems) for the N = 4 theory. Similarly, N = 1 sectors give no
KK divergences. As the important (power-type) divergences come from the gravitational
N = 4 sector, the toroidally compactified Type I superstring contains therefore the relevant
information for our purposes. Moreover, even if we place ourselves in the context of Type I
superstring, the formalism we use can be easily adapted to a Type II string context and the
associated D-branes. This can be done by exchanging some of the Neumann boundary
conditions in the compactified Type I string with the appropriate Dirichlet ones for the
D-branes [40,41]. The basic results and conclusions of our paper can be easily seen to be
unchanged. It would be interesting also to extend our results to string models with broken
supersymmetry, as proposed, e.g., in [4245].
The second aim of our paper is to calculate the tree-level string amplitudes with two and
three gauge bosons and one winding graviton emission. For theories with low string scale
and (sub)millimeter dimensions, this type of processes is one of the best signals for future
accelerators and was computed in field theory in [2430]. A full string formula is needed,
however, for energies close to the string scale where string effects are important. We
start by computing the two gauge bosons one winding (KK mode m after T-dualities)
graviton amplitude. The resulting expression has poles and zeroes for discrete values of
energies, to be explained in Section 4. We then compute the technically more difficult and
phenomenologically more interesting amplitude for three gauge bosons and one massive
graviton. We study the deviations from the field-theory result and show that they are of
order m4 /(R Ms )4 . The full amplitude has an interesting structure of poles and zeroes
and allows, as explained in Section 4, to define an off-shell form factor. By combining the
results of Sections 3 and 4, the effective vertex of two gauge bosons (one of which can be
off-shell) of momenta p1 , p2 and an off-shell graviton of momentum p (see Fig. 6) can be

written as
2

p2
p
1
p1 p2 1
1
2
2 Ms 0
+
+
0
.
(1.9)
2Ms2 2
Ms2
2
MP
From this we can deduce a form factor characterizing heavy graviton emission (p2 Ms2 )
s

2
2Ms2
p2 Mp 2 ln 2
2
,
(1.10)
tan
e s
g(p ) 2
p2
Ms2
2.
where for an on-shell graviton p2 is equal to the KK graviton mass p2 = m2 /R
The plan of the paper is as follows. In Section 2 we review the mass scales and coupling
constants in Type I string compactified on torii. Section 3 is devoted to the study of the
virtual gravitational exchange. As explained above, this amounts in a Type I context to
a one-loop nonplanar cylinder diagram described in Section 3.1. Sections 3.2 and 3.3
give two dual field-theoretical interpretations of the amplitude as one-loop box diagrams
with open modes circulating in the loop and tree-level (winding) gravitational exchange,
respectively. A representation of the amplitude suitable for the low-energy manifestly UV
convergent expansion is provided in Section 3.4 and applied to the compactified Type I
string in Section 3.5, where the first string corrections to the field theory amplitude are
computed. In Section 4 we consider the tree-level (disk) one-graviton emission amplitudes
with two gauge bosons in Section 4.1 and three gauge bosons in Section 4.2. Finally,
Appendix A contains definitions and some properties of Jacobi theta functions, Appendix B
calculations of 4D box diagrams and Appendix C some details on the disk tree-level
amplitudes of Section 4.2.
2. Coupling constants
Consider the Type I superstring compactified to D = 10 d dimensions on a torus
T d with (equal for simplicity) radii R. The D-dimensional Planck mass and YangMills
coupling constant are given in terms of the string scale Ms and the string coupling constant
gs by
MP8d =
R d Ms8
,
gs2
2
gYM
=
R d Ms6
.
gs
(2.1)
Eliminating the radius R in the above two relations for D = 4 we get
MP2
1
=
,
2
Ms2 gs gYM
(2.2)
which shows that the ratio MP /Ms can be very large if the string coupling constant gs is
very small. The radius R can be determined in terms of Ms and the string and YangMills
coupling constants as
(RMs )6 =
gs
1
= 4 .
2
gYM
gYM
(2.3)
10
So if the string scale is much lower than the four dimensional Planck scale, that is 1,
then the radius R is very small compared to the string length RMs 1.
The equivalent T-dual description is given by a Type II theory on T 06 with 32 D3-branes
and 64 orientifold planes. The radius of T 0 is given by R Ms = (RMs )1 , so it is very
large compared to the string length. The T-dual string coupling constant is given by
6

02
2 R
4
= gYM
.
(2.4)
gs = gs
R
Let E be the order of magnitude energy in a physical process. We shall mainly be interested
in the low energy regime where E/Ms 1. Moreover we shall suppose that 1 E/Ms ,
which is compatible with a low string scale. The low energy limit of Type I superstrings was
considered by Green et al. [46] in the regime E/Ms 1 with fixed, which corresponds
to the gravitational decoupling limit MP . It was shown there that this limit is given by
the N = 4 super YangMills finite theory in four-dimensions. In the following, Section 3.1,
we look for the leading stringy and KK corrections to the four-point amplitude described
in the Introduction for values of parameters mentioned above and by keeping a finite value
for MP .
3. Virtual gravitational exchange amplitude

3.1. One loop Type I amplitudes
The one loop Type I amplitudes for the scattering of four external massless gauge bosons
of momenta pi , polarisation i , and ChanPaton factors i are of the form

X
pi G K1 ,...,4 1 1 . . . 4 4 A (s, t, u),

(3.1)
A (p, , ) =
where the index = 1, 2, 3 labels the three diagrams that contribute to the one loop level,
the planar cylinder, nonplanar cylinder we are interested in and the Mbius amplitude.
For the nonplanar cylinder with two vertex operators at each boundary, the corresponding
group theory factor G is
G = tr(1 2 ) tr(3 4 ).
(3.2)
The kinematical factor K is a polynomial in the external momenta and is given by

K1 ...4 = (st13 24 + su14 23 + tu12 34 )

+ s p14 p32 24 + p23 p41 13 + p13 p42 23 + p24 p31 14

+ t p21 p43 13 + p34 p12 24 + p24 p13 34 + p31 p42 12

+ u p12 p43 23 + p34 p21 14 + p14 p23 34 + p32 p41 12 ,
(3.3)
where the upper index labels the external particles and the lower index i is an abreviation
of the Lorentz index i . We have also used the Mandelstam variables
s = (p1 + p2 )2 ,
that verify s + t + u = 0.
t = (p1 + p4 )2 ,
u = (p1 + p3 )2 ,
(3.4)
11
The amplitudes A can be written as integrals over the modular parameter 2 of the
corresponding surface and the positions wi of the vertex operators

Z
Z
Y
pi .pj
gs2
d2
dw
exp
G(w
w
)
,
(3.5)
A = 10
i
j
Ms
Ms2
22
R
i>j
where G is the Green function on the corresponding surface. It can be expressed with the
aid of the Green function on the torus

1 (z, ) 2 2
2
+

(3.6)
Im(z) .
G(z, ) = ln 0

(0, )
The definitions and some useful properties of Jacobi modular functions i (z, ) are given
in Appendix A. From (A.5) we get

G z/(c + d), (a + b)/(c + d) = G(z, ) + ln |c + d|,
(3.7)
where a, b, c and d are elements of an SL(2, Z) matrix.
The Green function on the cylinder is conveniently obtained from that of its covering
torus. Let the torus with modular parameter = 1 + i2 be parametrised by the complex
coordinate w with w = w + 1 = w + and let w = x + , x and being two real 1periodic coordinates. Then the cylinder is obtained by setting 1 = 0 and orbifolding with
w = w,
the two boundaries being at x = Re(w) = 0, 1/2. The parameter 2 represents
the length of the circles at the boundaries. In the amplitudes (3.5), the region of integration
over the positions w is given by i < i+1 whenever the two vertex operators are on the
same boundary, the value of 4 being fixed to 1 and the coordinate x is fixed for the cylinder
at 0 or 1/2. It will be convenient to use the notations:

1
1
1
G(i2 , i2 ) , T (, 2 ) = exp G
+ i2 , i2 . (3.8)
(, 2 ) = exp
2
2
2
With these notations the amplitude A can be cast in the form (where 12 stands for
(2 1 , i2 ) and so on) [47]
g2
A = s10
Ms

Z
0
d2
22
Z1
Z2
d2
Z1
d1
d3
0
T T s/Ms2 T T t /Ms2
13
24
13 24
F6 (2 , Ri ),
TT
12 34
14
23
(3.9)
where

X m2
Msd (22 )d/2 X
i
0
exp 22
Fd (2 , Ri ) =
(RMs )2d m
R2
i
i

2i2
Msd (22 )d/2 d
0,
=
(RMs )2d 3
(RMs )2
(3.10)
is a factor coming from the toroidal compactification on torii with radii (taken equal for
simplicity) R.
12
The transformation of the torus Green function under the modular group suggests
the possibility of using other modular parameters than 2 . Defining l = 1/2 , the
transformation (3.7) gives

(3.11)
G(z, i2 ) = G z/(i2 ), i/2 ln(2 ),
which implies that

1
e(, l),
(, 2 ) = l exp G(, il)
2

l
1
T
eT (, l).
(, 2 ) = l exp G i , il
2
2
(3.12)
With the new modular parameter l the amplitude can be cast in the following form
g2
A = s10
Ms
Z1
dl
Z2
d2
Z1
d1
d3
0
eT eT s/Ms2 eT eT t /Ms2
13 24
13 24
F6 .
e12
e34
eT
eT
(3.13)
14 23
By performing a Poisson transformation one can also write the KaluzaKlein contributions
as

Msd
il(RMs )2
d
.
(3.14)
0,
Fd =
(RMs )d 3
2
3.2. The one loop amplitude as a sum of box diagrams
We consider here in more detail the nonplanar diagram in the representation given in
(3.9). The relevant exponentials of the Green functions (3.8) are explicitly given by
= ie2
1 (i2 , i2 )
,
3
T = e2
2 (i2 , i2 )
.
3
(3.15)
In order to obtain a field theory interpretation of this string diagram, it is convenient to first
divide the region of integration over i into three disjoint regions with a given ordering
R1 : 1 < 2 < 3 < 1,
R2 : 1 < 3 < 2 < 1,
R3 : 3 < 1 < 2 < 1,
(3.16)
then we can write

A = A(1)(s, t) + A(2)(u, t) + A(3) (u, s),
(3.17)
where 2
8g 4
A (s, t) = YM
Ms4
(i)
Z
d2 2
d 4
i >0

X 2 22 (s1 3 +t 2 4 )
2i2
6
M
s
i e
3 0,
R(i) .
1
(RMs )2
(3.18)
2 A similar parametrization for the four-point amplitude on the torus in the Type II and heterotic strings was
considered in [48]. There, the functions R(i) are identical.
13
The variables i in the region R1 are given by

1 = 1 ,
i = i i1 , i = 2, 3, 4,
(3.19)
and similar expressions in the other regions. The factors R(i) are given by
T
2
2
f (3 + 2 )f T (3 + 4 ) s/Ms f T (2 + 3 )f T (3 + 4 ) t /Ms
(1)
,
R =
f (2 )f (4 )
f T (1 )f T (3 )
2
2

f (3 + 2 )f (3 + 4 ) s/Ms f (2 + 3 )f (3 + 4 ) t /Ms
(2)
,
R =
f T (2 )f T (4 )
f T (1 )f T (3 )
2
2
T
f (3 + 2 )f T (3 + 4 ) s/Ms f T (2 + 3 )f T (3 + 4 ) t /Ms
(3)
, (3.20)
R =
f T (2 )f T (4 )
f (1 )f (3 )
where we introduced the convenient definitions
1 (ii 2 , i2 )
,
f (i ) = e2 (i 1/6)
2 (ii 2 , i2 )
,
f T (i ) = e2 (i 1/6)
(3.21)
such that f (f T ) can be expanded in powers of exp(2i 2 ) (B.10, B.11). By using the
explicit definitions given in Appendix A, it can be checked that f (1 i ) = f (i ) and
f T (1 i ) = f T (i ), which was used in deriving (3.20). The field theory interpretation of
A is clarified by the formal expansion of the factor R(i) as a power series in e22 j

X
t
s
R(i) =
pn(i)1 ,...,n4
,
(3.22)
e22 (n1 1 +n2 2 +n3 3 +n4 4 ) ,
Ms2 Ms2
n1 ,...,n4 >0
(i)
where pn1 ,...,n4 are polynomials in s/Ms2 and t/Ms2 , whose explicit expressions are not
(i)
important in the following. Our definition is such that p0,...,0 (s/Ms2 , t/Ms2 ) = 1.
By using the expansion (3.22), the amplitude (3.18) can be interpreted as a sum of an
infinit set of box diagrams B

+
4
X
X
12gYM
t
s
(i)
(i)
pn1 ,...,n4
,
A =
4
Ms2 Ms2
k1 ,...,k6 = n1 ,...,n4 >0

(3.23)
B s, t, ni Ms2 + k12 + + k62 /R 2 .
Indeed, the Feynman representation of a box diagram in 4D with particles of masses m2i in
the loop reads
Z
4
Y

1
2
B s, t, {mi } = d 4 k
(k + pi )2 + m2i
i=1

Z
X 2 22 (s1 3 +t 2 4 ) 2 22 Pi m2i i
2 4
4
=
i e Ms
e Ms
.
(3.24)
d
2 2
3Ms4
i
Note that in (3.23), the particles circulating in the loop are open string oscillators and KK
states.
14
For D 6 4 the box diagram with massless particles in the loop, which is the leading
contribution to the above amplitude, is IR divergent. Infrared divergences are as usual
harmless and in order to obtain a finite intermediate result it suffices to add a small mass
P
to the particles circulating in the loop. Since i i = 1, it can be seen from (3.24) that this
is equivalent to the replacement
R(i) R(i) e
2 2 2
Ms2
(3.25)
where is a small mass which, as usual, is replaced by the resolution over the energy of
final particles in a given physical process 3 .
In practice, the expansion (3.23) is not very useful. It does not correspond to an
expansion in powers of s/Ms2 and t/Ms2 and merely gives an interpretation of the nonplanar
amplitude as an infinite sum of box diagrams. The low energy limit is naturally given by
the box diagram with massless particles circulating in the loop. However, this box diagram
is UV divergent for spacetime dimension D > 8, whereas string theory is finite in the
UV. This shows that this expansion is not manifesly UV finite. In fact for D > 8 the
series is divergent term by term. This is to be contrasted with the expansion of the similar
torus amplitude in heterotic and Type II strings, where the modular invariance provides an
explicit UV cutoff [48]. Furthermore, for D 6 8, even though the diagrams are finite in
the UV, infinitely many terms contribute to a given order in s/Ms2 . In Section 3.4 we show
how it is possible to get a systematic low energy expansion of the amplitude, which is also
manifestly UV finite. Before doing that, we will need however another interpretation of the
non planar diagram.
3.3. The nonplanar amplitude as exchange of closed string modes
In this subsection we shall discuss a representation which is the string generalisation of
the proper time parametrisation used in Eq. (1.2). In this representation we must express
the amplitude (3.13) as a function of l = 21 , with l the modulus of the cylinder. The factor
e,
eT defined
F6 due to the KaluzaKlein modes is given by (3.14), while the functions
in (3.12) are given by
1 4 (, il)
1 1 (, il)
eT =
e=
,
.
(3.26)
3
l
l
3
In order to analyse this amplitude it is convenient to define
13 24
13 24
2
= els/2Ms 4 sin (2 1 )
T
T
e
e
e
e
14 23
12 34

s/Ms2
t
s
e
,
, i , (3.27)
sin (1 3 )
R
Ms2 Ms2
where
T T s/Ms2 T T t /Ms2
f13 f24
f13 f24
e
(3.28)
R
f12 f34
f T f T
14 23
3 Another way of regularizing the IR divergence is to add a Wilson line in the ChanPaton sector.
15
and
el/6 1 (, il)
,
f(, l) =
2 sin
4 (, il)
f T (, l) = el/12
.
(3.29)
Similarly to f and f T in (3.21), these functions can be expanded in positive powers of

e in the form
e2l . Therefore it is possible to cast R
e=1+
R

pn s/Ms2 , t/Ms2 , e2nl ,
(3.30)
n=1
where p n is a polynomial in s/Ms2 , t/Ms2 and e2i , whose exact expression is not
important here. Assembling the different terms and by finally using (2.1), the amplitude
can be cast in the suggestive form
A=
MP2 Ms2 n=0
Z
cn
dl
0
el/2[s/Ms +(n1 ++n6 )(RMs )

2
2 +4n]
(3.31)
n1 ,...,n6
where we defined
Z

s/Ms2
,
cn = d1 d2 d3 pn s/Ms2 , t/Ms2 , 4 sin (2 1 ) sin (1 3 )
(3.32)
for n > 0. The field theory result (1.1) is obtained by truncating in (3.31) the massive string
oscillators and taking the low energy limit in c0 , which gives 1/2. We therefore keep only
the winding modes, T-dual to the KK states appearing in (1.1).
The integral in (3.31) is simply the proper time representation of a Feynman propagator
with the mass

(3.33)
m2 = Ms2 n21 + + n2d (RMs )2 + 4n .
This fact reflects a familiar result: the one loop open string amplitude can be seen as
a tree diagram in the closed string channel [36] where the masses of the closed string
particles are given by (3.33), the integer 2n being the closed string oscillator level and
n1 , . . . , n6 the winding numbers. Note however that the expansions we performed and
therefore a truncation for some value on n are valid for large l. Similarly to the case of the
representation of the non planar amplitude as a sum of box diagrams, this representation is
not manifestly UV convergent. In fact the sum over the winding modes behaves as l d/2
for small l, so that the integral diverges for d > 2 and in particular in the present case d = 6
we obtain a quartic divergence.
3.4. Type I ultraviolet regularisation of 10D field theory
In the two preceding sections we have given two representations of the non planar
amplitude. Both of them were not manifestly UV convergent and did not allow a systematic
(in s/Ms2 and t/Ms2 ) low energy expansion. Here we combine both of them in a new
representation which is free of these two drawbacks.
16
The two dual expressions (3.9) and (3.13) are typically of the form
Z
I=

dx h(x) g(x) ,
(3.34)
and we are interested in the small expansion of the amplitude. In the easiest case where
g is strictly positive and bounded from above, the expansion is given by expanding the
integrand, that is
Z
Z
dx h +
I=
0

dx h(x) ln g(x) + .
(3.35)
A less trivial case is when g vanishes somewhere between 0 and and possibly at the
boundaries, in which case one cannot perform an expansion of the above form. Suppose
however that g can be put in the form g = g1 (x)g2 (x) where g2 is strictly positive and
bounded. Then one can expand I as
Z
Z
dx h[g1 ] +
I=
dx h[g1 ] ln(g2 ) + ,
(3.36)
which can be useful when g1 is much simpler than g.

Now we come back to the string amplitude, which in the open string representation has
the form
Z
A=
0
d2
22

X 2 22 (s13 +t 2 4 )
2
2
i e Ms
I s/Ms J t /Ms ,
d 4 1
(3.37)
where both I and J are bounded and nonvanishing at 2 = . However at 2 = 0 they

vanish and furthermore it is not possible to factorise a finite number of vanishing terms.
The closed string representation of the amplitude has the same problem: it is possible to
isolate the dangerous piece at l = but not at l = 0. In fact the closed string representation
can be put in the form
Z
A=
dl e
ls/2Ms2

s/Ms2 s/M 2 t /M 2
I s J s , (3.38)
d 3 4 sin (2 1 ) sin (1 3 )
where I and J are bounded and nonzero at but not at l = 0. Note that the problematic
region of each representation corresponds to the nice region of the other represention. This
suggests a solution which consists in using a mixed representation of the amplitude: choose
a finite nonvanishing l0 and write the 10D amplitude as
g2
A = s10
Ms
Z
1/ l0
d2
22
Z1
Z2
d2
d1
0
Z1
d3
0
TT
13
24
12 34
s/Ms2
TT
13
24
TT
14
23
t /Ms2
g2
+ s10
Ms
Z1
dl
l0
Z2
d2
Z1
d1
17
13 24
13 24
d3
e
e
eT
eT
12 34
14 23
A1 (l0 ) + A2 (l0 ).
(3.39)
Now in each integral we can use the factorisation described above. Note that even if the
full amplitude is independent on l0 , each part of it clearly does depend. In fact l0 plays the
rle of an UV cutoff c for the closed string exchange and l01 plays the rle of an UV
cutoff o in the one loop box diagrams. The two cutoffs are given by
p
Ms
(3.40)
c = , o = Ms l0
l0
and are clearly inversely proportional to each other:
o c = Ms2 .
(3.41)
This mixed representation is thus manifestly UV convergent. The low energy expansion is
also manifestly finite term by term.
Lets elaborate more on this 10D example and obtain the finite result for low energy
limit of the amplitude. Consider first the A1 (l0 ) part

Z
Z
X 2 22 (s1 3 +t 2 4 )
gs2
d2
4
i e Ms
d
A1 (l0 ) = 10
Ms
22
i
1/ l0

s
t
1 + 2 ln I + 2 ln J + .
(3.42)
Ms
Ms
Let us first neglect the terms multiplying s/Ms2 and t/Ms2 , as well as higher order terms
and integrate over 2 to obtain

Z
X
g2
2
i E2
(s
+
t
)
+ (3.43)
A1 (l0 ) = s10 l0 d 4 1
1 3
2 4
Ms
l0 Ms2
i
where
Z
Em (z) =
dx zx
e .
xm
(3.44)
For small z we have

E2 (z) = 1 + z ln z (1 )z +
so to the next to leading order in
(1)
A1 (l0 ) =
2Z
l0 gs2
2g
12s
6Ms10
Ms
(3.45)
s/Ms2
we have

X
i (s1 3 + t2 4 )
d 4 1
i
(s1 3 + t2 4 )
+
(3.46)
ln
Ms2
if we neglect higher order terms. Note that the leading term depends on l0 and becomes
infinite in the l0 limit, which signals that the 10D YangMills box digram is UV
18
divergent. The l0 dependence must of course cancel in the full amplitude. In order to check
it explicitly let us consider the second part of the amplitude
g2
A2 (l0 ) = s10
Ms
Z
dl e
ls/2Ms2

s/Ms2
d 3 4 sin (2 1 ) sin (1 3 )
l0

s
t
1 + 2 ln I + 2 ln J + .
Ms
Ms
(3.47)
The s/Ms2 and t/Ms2 terms in the brackets, representing oscillator contributions, give a
vanishing contribution to the first order in s/Ms2 . In fact
Z
Z
(3.48)
d 3 ln I = d 3 ln J = 0,
as can be easily verified upon expanding the logarithms in powers of e2i . So to the first
order in s/Ms2 or, more generally, if we neglect string oscillator exchanges in A2 , we can
replace the terms in the curly brackets by 1. The integral over can then be performed and
gives
Z

s/Ms2
d 3 sin (2 1 ) sin (1 3 )
1
=
2

0(s/2Ms2 + 1/2) 2
.
0(s/2Ms2 + 1)
(3.49)
This result, due to the massless graviton tree-level exchange in 10D, presents a perfect
square structure which allows the identification of the tree-level (disk) form factor g
between two (on-shell) gauge bosons and one (off-shell) massless graviton of momentum
squared s to be
1 s2 0(s/2Ms2 + 1/2)
.
g(s) = 2 Ms
0(s/2Ms2 + 1)
(3.50)
The presence of poles (and also zeroes) in this form factor is interpreted as due to a treelevel mixing between the massless graviton and open string singlets, present at odd mass
levels in the SO(32) Type I superstring. The result (3.50) will be rederived and generalized
for off-shell gauge bosons and compactified 4D theory in Section 4.
To the first order in s/Ms2 , (3.49) becomes 1/2 + s/Ms2 2 ln 2 + . When combined
2
with 4s/Ms , the first order terms in A2 in s/Ms2 cancel and we are left with
A2 (l0 ) =

gs2 sl0/2Ms2
l0 gs2
1
2
4
+
O
s
/M
+ ,
e
=
s
sMs8
sMP8 2Ms10
(3.51)
where in identifying the graviton pole in the last equality we used the first relation in (2.1)
for 10D (d = 0). To order (sgs2 /Ms12 ) ln(s/Ms2 ), the amplitude is then given by
(1)
(1)
(1)
A = A1 (l0 )(s, t) + A1 (l0 )(u, t) + A1 (l0 )(u, s) + A2 (l0 ).
(3.52)
Notice first of all that up to this order the terms dependent on l0 cancel in the sum
A1 (l0 ) + A2 (l0 ), as it should. The first term in the r.h.s. of A2 represents the exchange
19
of the graviton multiplet between the two gauge bosons. One may be tempted to interpret
A2 as the gravitational contribution to the amplitude. This is unambigous as long as we are
considering the leading contributions in A1 and A2 . However, if we consider higher order
terms the distinction between A1 and A2 looses its relevance. In other words the gauge
and gravitational contributions are mixed and only their sum in meaningful. Notice also
the absence of terms of order 0 in s/Ms2 in A. This is a direct verification of the absence of
one loop (tr F 2 )2 terms in the effective action of the Type I superstring, a result which was
important in checking the Type I/heterotic duality [49,50].
Let us consider the effect of including higher order terms. The dominant contribution of
1A1 is of order sgs2 /Ms12 . However this contribution is l0 dependent and thus must cancel
with a similar contribution from A2 . The first l0 independent contribution to 1A1 is of
order (gs2 s 2 /Ms14 ) ln(s/Ms2 ), which can be easily checked explicitly.
Notice that in this way, one sees clearly how Type I strings regularise the UV divergent
field theory. In field theory language, this is equivalent to introducing an arbitrary UV
cutoff in the divergent (box) diagram and using a related cuttoff in the graviton exchange
one. The product of the two is Ms2 and the sum of the two diagrams is cutoff-independent.
One may interpret the result as a regularisation of the YangMills theory by gravity.
Notice that this works in a subtle way because the gravity diagram here is UV finite.
The regularisation is possible because the cutoff used on the gravitational side is inversely
proportional to the one used for the YangMills diagram.
3.5. Type I ultraviolet regularisation of winding modes in 4D
In 4D the box diagrams are UV convergent but the closed string exchange is UV
divergent. Introducing the parameter l0 and using a mixed representation we get a
manifestly UV finite form of the amplitude. The IR divergence of the box diagram is
eliminated by adding a small mass to the open string modes or, in a SUSY manner,
by adding a Wilson line in the open sector.
The amplitudes can be expanded in RMs as well as in s/Ms2 and t/Ms2 . Since we are
interested in the small RMs limit we shall keep the leading contribution in RMs and
the next to leading contribution in s/Ms2 . The leading contribution in (RMs ) in A1 is
obtained by neglecting all the KaluzaKlein modes whose relative contributions are of
order (RMs )4 . In A2 the sum over the winding modes is replaced by the zero mode and an
integral over nonzero modes, that is
X
el[s/2Ms +(n1 ++n6 )(RMs )

2
n1 ,...,n6
=e
ls/2Ms2

1+
8
(RMs )6 l 3
2 /2+2n]

+ .
(3.53)
Note that strictly speaking one should neglect the zero mode contribution, however this is
the only term that diverges in the s/Ms2 0 limit. The A2 (l0 ) contribution becomes
20

Z
1
8
ls/2Ms2
A2 (l0 ) =
dl e
1+
(RMs )6 l 3
Ms2 MP2
l0
Z

s/Ms2
d 3 4 sin (2 1 ) sin (1 3 )

s
t
1 + 2 ln I + 2 ln J + .
Ms
Ms
(3.54)
As in the previous section, Eq. (3.47), if we neglect string oscillator contributions coming
from I, J, the integral gives an effective form factor (3.50), which is seen now to be the
same for all winding states, result which will be rederived and shown to be true even for
off-shell gauge bosons in Section 4.
As in the 10D case the dominant contribution in A2 comes from
(0)
A2 (l0 ) =
1
2Ms2 MP2
Z
dl e
ls/2Ms2

1+

8
,
(RMs )6 l 3
(3.55)
l0
where the factor 1/2 comes from the integration over . This contribution can be expressed
with the aid of the E3 function (3.44) as

1
4
l0 s
(0)
l0 s/2Ms2
e
+ 2 2
E3
A2 (l0 ) =
.
(3.56)
2Ms2
sMP2
l0 MP R 6 Ms8
The small s/Ms2 limit (3.56) is obtained with the aid of the developpement of E3

1
3
2
2
1 2z z ln z +
z + ,
E3 (z) =
2
2
where is the Euler constant. Therefore we find, by using again (2.1)

4
2gYM
1
s
2s2
l0 s
1
(0)
+
+
ln
A2 (l0 ) =
Ms4 l02 l0 Ms2 4Ms4
2Ms2
sMP2
2 2

s
3
+ .
+
2
4Ms4
(3.57)
(3.58)
4 , that the leading corrections to the

It is transparent in (3.58), because of the factor gYM
graviton exchange diagram are actually mostly related to the one-loop box diagram and
not to massive tree-level exchanges. However, as already emphasized, the real physical
quantity is the sum of A1 and A2 .
We now turn to the A1 (l0 ) contribution, where we rely heavily on technical results
derived in Appendix B. The dominant contribution is obtained from
A(i,0)
1 (s, t) =
4
8gYM
Ms4

X
d 4 1
i
d2 2
1/ l0
i >0
2 2
(s1 3 +t 2 4 )
Ms2
2 2
22
Ms
(3.59)
21
Since the box diagram is UV convergent, we can safely write the above integral as
(i,0)
A1 (s, t)
Z
=
1/ l0
Z
(3.60)
The first term is obtained from the box diagram calculated in the Appendix B
Z
=
4
2gYM
s
t
1
ln
ln
2 st 42 42
(3.61)
and the second is given by the following expansion in s/Ms2 and t/Ms2
1/ l0
Z
Z1/ l0
Z

4
X
8gYM
=
d
d 4 1
i
2 2
4
Ms
0
i >0

22
(s1 3 + t2 4 ) + .
1+
Ms2
(3.62)
These integrals can be easily evaluated and yield

"
#
1/ l0
Z
4
8gYM
(s + t)
1
=
+
+ .
Ms4 12l02 180l03Ms2
(3.63)
Note that the second term when considering the sum A(1) + A(2) + A(3) gives a vanishing
contribution due to s + t + u = 0. The next contribution to A1 comes from box diagrams
with a massive string mode in one propagator, the other three propagators containing light
particles (of mass ). As before, since the diagrams are UV convergent, in order to get
the l0 independent terms it suffices to calculate the corresponding box diagram. These
diagrams are calculated in Appendix B. The l0 independent terms in the sum of the three
terms are

4
gYM
st
s su
s
ln ln 4 + ln ln 4 .
(3.64)
1A1 =
3Ms4
t
u
Notice that the terms in (ln 2 )2 have cancelled in the sum of the three terms in (B.9).
Collecting terms of lowest order in s/Ms2 the contribution of A1 reads
A(1,0)(s, t) + A(1,0)(u, t) + A(1,0)(u, s) + 1A1

2g 4
s
t
1
ln
= YM
ln
+
perms.
2 st 42 42

4
gYM
st
s su
6
s
ln ln 4 + ln ln 4 + 2 + ,
t
u
3Ms4
l0
(3.65)
4 / l 2 M 4 ) which
the result announced in (1.7). The l0 dependent terms to this order are (2gYM
0 s
exactly cancels the first l0 dependent term in A2 as it should.
22
The next corrections in s/Ms2 to A1 come from terms of the type (ln f (2 ))2 and from
terms of the type ln f (2 + 3 ), which represent a sum of box diagrams with two massive
modes circulating in the loop. By using the result (B.8) in Appendix B, it can be shown
4 sM 6 ln M 2 /2 .
that the corresponding corrections to (3.65) are of the order gYM
s
s
4. Couplings of brane states to bulk states

Another interesting computation, closely related to the tree-level exchange of virtual
closed string states is the tree-level (disk) coupling between two open (brane) states and
one closed (bulk) winding excitation of mass w2 n2 R 2 Ms4 , where n2 = n21 + + n26 .
We show here, in agreement with the results obtained in Sections 3.4 and 3.5, that all
winding modes couple the same way to the gauge bosons with a form factor written in
(3.50). Recently this issue was investigated in an effective theory context [51,52] and an
exponential supression in the winding (KK after T-duality) modes was found, interpreted
there as the brane thickness. In a field theory context, the result depends not only on the
fundamental mass scale but also on other (dimensionless) parameters. The full result has a
nonperturbative origin from string theory viewpoint. In the perturbative string framework
we discuss here, the result depends only on the string scale Ms . The form factor that we
found in (3.50) depends actually on the energy squared of the graviton and not on its
mass, a difference which is important for off-shell calculations. Moreover, its presence is
actually, as discussed in detail in previous sections, not directly related to the regularization
of winding (KK) virtual summations.
4.1. Two gauge bosons one winding graviton amplitude
We consider for illustration the case of the open bosonic string. A similar computation
in the superstring case was performed in [40] and we compare here their result with
ours in order to understand the role played by supersymmetry in these computations. We
compute the correlation function of two gauge boson vertex operators Vi i with one one
3 4
on the disk represented here as the upper half complex
bulk graviton vertex operator V3
plane z, Im z > 0. We use the doubling trick to represent the antiholomorphic piece of the
graviton vertex operator as an holomorphic operator at the point z0 = z . Then the vertex
operators are of the form
1/2
Vi i = gs ai : Xi (yi )e2ipi .X(yi ) :

3 4
V3
= V3 3 (z)V3 4 (z) = gs : X3 (z)eip3 X(z)+iwY (z) :

: X4 (z)eip3 X(z)iwY (z) :
(4.1)
where X are spacetime coordinates, Y compact coordinates and ai ChanPaton factors

gauge bosons. The gauge vector vertex operators are inserted on boundary points y1 , y2
and the graviton vertex operator on a bulk point z. The Green functions on the disk we
need in the computation are

1
ln(z1 z2 ),
X (z1 )X (z2 ) =
2Ms2

1
ln(z1 z 2 ),
X (z1 )X (z2 ) =
2Ms2
23
(4.2)
where is the Minkowski metric. The disk has three conformal Killing vectors which
allow to fix three parameters in the positions of the vertex operators. We choose to fix
the position of the graviton and the position of the second gauge boson. Introducing
polarization vectors i for gauge bosons and 3 for the graviton, the amplitude to consider
is then
Aab = gs1 N3 tr(a b )
dy1 c(y2 )c(z)c(z)

1 V1 (y1 )2 V2 (y2 )3 V3 (z)3 V3 (z) ,
(4.3)
where hc(y2 )c(z)c(z)i = |(y2 z)(y2 z )(z z )| is the factor coming from fixing the
three positions on the disk, the factor gs1 comes from the topological factor of the disk
and N3 is a normalization constant to be fixed by factorization later on. The conditions
of transverse polarizations are p1 1 = p2 2 = 0, p3 3 = 0 and the graviton polarization is
also constrained by eliminating the scalar component 32 = 0. Is to be understood that in
the final result, 3 3 is to be replaced by the symmetric polarization tensor of the graviton,
3 .
The mass-shell conditions are p12 = p22 = 0, p32 = w2 and the kinematics of the process
is described by
s = (p1 + p2 )2 = w2 ,
1
p1 p2 = w2 ,
2
1
1
p2 p3 = w2 .
(4.4)
p1 p3 = w2 ,
2
2
The gauge choice we make in the following is y1 = y, y2 = 0 and z = i. Then, by a
straightforward computation of (4.3) and by using the formula
Z
B(a, b) =
y 2a1(1 + y 2 )(a+b) =
0(a)0(b)
,
0(a + b)
(4.5)
where 0(a) is the Euler function, we find the final result for the amplitude
2

w2
4
2 Ms (212 )(p1 3 )2 (1 3 )(2 3 ) + 8(1 p2 )(2 p1 )(3 p1 )2
Aab =
MP

3 1
s2
,
+
B
2Ms2 2 2

+ 21 2 (p2 3 )2 + (1 3 )(2 3 ) + 4(p1 2 )(p2 3 )(1 3 ) + 4(1p2 )(2 3 )(p1 3 )

1 3
s
2
ab ,
+ ,
(4.6)
+ 8(1p2 )(2 p1 )(3 p2 ) B
2Ms2 2 2
24
Fig. 6. The two gauge bosons one graviton vertex, where the intermediate states are open string
singlets.
where N3 was determined by factorization of the one-loop four-point amplitude of Section

3.5. Notice that the amplitude has a sequence of poles for s = w2 = (2n 1)Ms2 , with n =
1 a positive integer, and zeroes for s = 2(n + 1)Ms2 . The poles can be interpreted as
due to massive open string states at odd levels coupled to the gauge fields and to the massive
graviton through a tree-level diagram, as in Fig. 6. In order for this to be possible, these
states must be gauge singlets. Indeed, in the toroidal compactification we are considering,
the gauge group is orthogonal (SO(213) for the bosonic string) and the spectrum contains
adjoint (antisymmetric) representations at even mass levels and symmetric representations
at odd mass levels. The symmetric representations however are reducible and contain the
singlets which produce the poles. Note that, even if the spectrum at odd mass levels starts
with a tachyonic state, this does not couple and therefore produce no pole in the amplitude.
The particular case w2 = 0 of the amplitude is in agreement with the field-theoretical
computation of the three-point amplitude computed from the interaction Lagrangian

1
1
1
h T + =
h tr F F F F + ,
(4.7)
L=
MP
MP
4
where T is the energymomentum tensor of the gauge-fields and h represents the
graviton. More precisely, an explicit 3-point computation from (4.7) reproduces exactly all
terms in (4.6) except the terms quartic in momenta. Up to these terms actually the result is
exactly the same as in the superstring case 4 [40] and therefore the conclusions we present
below are largely independent on supersymmetry 5 . In particular, we find here again the
selection rule which make the amplitude vanish for s = 2(n + 1)Ms2 . The quartic terms,
absent in the superstring case, are to be interpreted as arising from the higher-derivative
term in the Lagrangian F F R , with R the gravitational Riemann tensor.
The computation presented is on-shell s = w2 . We are now interested in the large s =
2
w behaviour of the above amplitude (for values which avoid the poles and zeros we just
discussed), which on-shell is equivalent of considering couplings to very massive winding
gravitons. By using the asymptotic expansion (valid for s Ms2 )
s

s
3 1
2Ms2
s
'
tan
+ ,
,
(4.8)
B
2
2 2
s
2Ms
2Ms2
4 This can be shown by using the identity 22z1 0(z)0(z + 1/2) = 0(2z).
5 This allowed us to determine the normalisation constant N in (4.3) by factorizing the one-loop amplitude of
3
Section 3.5.
25
we find the (on-shell) effective coupling of gauge fields to massive winding (or Kaluza
Klein in the T-dual picture where the gauge field is stuck on a D3 brane orthogonal to the
compact space)
s
2
2
2 /2M 2 + 1/2)
1 w
w2 Mw 2 ln 2
0(w
2Ms2
2
s
M
s
2
tan 2 e s
,
(4.9)
gn = 2
0(w2 /2Ms2 + 1)
w2
Ms
where in the last formula we took the heavy mass limit w2 Ms2 . So, modulo the power
in front of it, we find an exponential supression of states heavier than a cutoff mass 2 =
Ms2 / ln 2. However, we emphasize again that this interpretation is valid for masses not very
close to poles and zeros of the full expression (4.6), where the interpretation is completely
different. In addition, as shown in (3.50), for off-shell gravitons the winding mass w is
actually replaced by the (squared) momentum of the graviton, k 2 .
4.2. Three gauge bosons one winding graviton amplitude
This (tree-level) amplitude is of direct interest for accelerator searches and was
calculated at the effective-field theory level in [2430]. It is however important to have
a full string expression in order to control the string corrections for energies close enough
to the string scale Ms . Moreover, this computation allows an off-shell continuation of the
form factors (3.50), (4.9) for one of the two gauge bosons.
The amplitude involves the correlation function of three gauge vertex operators of
polarisations i and momenta pi (i = 1, 2, 3) and of a massive winding-type graviton of
polarisation 4 and momentum p4 . The three conformal Killing vectors allow us to fix
the positions of the gauge vertex operators on the boundary of the disk y1 = 0, y2 = 1 and
y3 = . Then the position of the graviton is unfixed on the disk, represented as usual as the
upper half plane. Some details about this computation in Type I superstring are displayed
in the Appendix C. We choose to use the 0-picture vertex operators for the gauge bosons
and the (-2) picture vertex on the disk (corresponding to the (-1,-1) picture on the sphere)
for the graviton vertex operator [53]. Therefore we have

2pi
1/2 ai
i
i
i
(4.10)
Vi = gs : iX (yi ) + 2 (yi ) e2ipi X(yi ) :,
Ms
for the gauge bosons and
V = V (z)V (z) = gs : e(z) (z)eip4 X(z)+iwY (z) :
: e(z) (z)eip4 X(z)iwY (z) :
(4.11)
for the graviton, where and are the world-sheet fermions and the bosonised ghosts,
respectively. The amplitude of interest reads
Z

1
A4 = gs N4 tr(a1 a2 a3 ) d 2 z c(y1 )c(y2)c(y3 )
*
C+
3
Y
i=1
i Vi (yi )4 V (z)4 V (z) + 1 2,
(4.12)
26
where we introduced the normalization constant, to be fixed by unitarity. By using

the Mandelstam variables (3.4), the kinematics of the amplitude is summarized by the
equations
s = 2p1 .p2 = 2p3 p4 + w2 ,
t = 2p2 .p3 = 2p1 .p4 + w2 ,
u = 2p1 .p3 = 2p2 .p4 + w2 ,
s + t + u = w2 .
(4.13)
The details of the calculation are rather long and some of the steps are sketched in
Appendix C 6 . The final result can be put in the form
w
1
s
t
u
2
gYM Mw 2 a1 a2 a3 0( 2Ms2 + 2 )0( 2Ms2 )0( 2Ms2 )0( 2Ms2 )
, (4.14)
2 s tr , K
A4 =
2
2
2
MP
0( sw2 + 1)0( t w2 + 1)0( uw2 + 1)
2
2Ms
2Ms
2Ms
where K is a kinematical factor displayed in Appendix C and N4 was determined by

unitarity from the three gauge bosons amplitude and two gauge bosons one graviton
amplitude. In order to make connection with the field-theory result, we notice that we can
actually rewrite (4.14) in the form
w
1
s
t
u
2
1 w 2 0( 2Ms2 + 2 )0( 2Ms2 + 1)0( 2Ms2 + 1)0( 2Ms2 + 1) FT
A4 ,
A4 = 2 Ms
2
t w2
uw2
0( sw
+
1)0(
+
1)0(
+
1)
2
2
2
2M
2M
2M
2
(4.15)
where AFT
4 turns out to be exactly the field-theory amplitude [24]. The full string result
(4.15) obviously reduces to the field theory result in the low energy s, t, u Ms2 and low
graviton mass w2 Ms2 limit. The analytic structure of the string amplitude shows the
presence of poles for s, t, u = (2n 2)Ms2 for n a positive integer, corresponding to treelevel open modes exchanges in the s, t and u channel, respectively. Moreover, we find, like
in the previous section, poles for graviton winding masses w2 = (2n 1)Ms2 , interpreted
as a tree-level mixing between the graviton and the gauge singlets present at the odd open
string levels, which couples afterwards to the gauge fields. We find also interesting zeroes
of the amplitudes for very heavy gravitons w2 = s + 2nMs2 or similar equations obtained
by the replacement s t, u, giving interesting selection rules. By using (4.15) we are now
able to extend the form factor (3.50) to the case where one of the gauge bosons is off-shell
2

p2
1
p
1
p1 p2 1
2
M
2 s0
+
+
0
,
(4.16)
g(p1 , p2 , p) =
2Ms2 2
Ms2
2
MP
the result displayed in (1.9). An important question is certainly the string deviations
in (4.15) from the field theory result AFT
4 . The energy corresponding to the first string
resonance is, in the s-channel, s = 2Ms2 and similarly for t and u, meaning that field
theory computations certainly break down for energies above. For energies well below this
value s, t, u, w2 Ms2 , it is easy to find the corrections to the field-theory computation by
6 We added also in Appendix C the similar but much simpler computation of an amplitude in the bosonic string
of three open string tachyons and open winding closed string tachyon, which has similar analyticity properties to
the supersymmetric amplitude we discuss here.
27
performing a power-series expansion in (4.15). The first corrections turn out to be of the
form

(2) w4
(3) stu + w6
+
+ AFT
(4.17)
A4 = 1 +
4
4 Ms4
4
Ms6
which, after T-duality in order to make connection with the notation in the introduction,
becomes

m4
2
+ AFT
(4.18)
A4 = 1 +
4 .
24 (R Ms )4
This result can be interpreted as a modification of the effective coupling of massive graviton
to matter

1
(2) w4
1
1+
.
(4.19)
MP
MP
4 Ms4
Notice that the first correction to the amplitude with a massless graviton (of fixed energy)
is of order E 6 /Ms6 , so the deviation from the field theoretical result is first expected to be
seen from massive gravitons.
An experimentally more useful way to define deviations from the field theory result is
in the integrated cross-section , obtained by summing over all graviton masses, up to the
available energy E
=
R
E
X
|A4 |2 ,
m1 m6 =0
FT =
R
E
X
FT 2
A ,
4
(4.20)
m1 m6 =0
where FT is the corresponding field theory value. Surprisingly enough, terms of order E 2
(or m2 in (4.18)) ar absent in (4.20) and therefore at low energies the string corrections are
smaller than expected, of order
E4
FT
.
FT
Ms4
(4.21)
However, as mentioned above, strong deviations appear close to the value E 2 = 2Ms2 ,
where the first string resonance appear and the field theory approach breaks down.
Appendix A. Jacobi functions and their properties

For the readers convenience we collect in this appendix the definitions, transformation
properties and some identities among the modular functions that are used in the text. The
Dedekind function is defined by the usual product formula (with q = e2i )
1
( ) = q 24
(1 q n ),
(A.1)
n=1
whereas the Jacobi -functions with general characteristic and arguments are

X
2
ei (n) e2i(z)(n).
(z, ) =
nZ
(A.2)
28
We give also the product formulae for the four special -functions
1
Y

1 q n 1 q n e2iz 1 q n e2iz ,
1 (z, ) 21 (z, ) = 2q 1/8 sin z
2
n=1
1
Y

1/8
2
1 q n 1 + q n e2iz 1 + q n e2iz ,
(z, ) = 2q cos z
2 (z, )
0
n=1
(A.3)

Y

0
n
n1/2 2iz
n1/2 2iz
(z, ) =
e
e
1q 1+q
1+q
,
3 (z, )
0
n=1

Y

0
1 q n 1 q n1/2 e2iz 1 q n1/2 e2iz .
4 (z, ) 1 (z, ) =
2
n=1
The modular properties of these functions are described by

( + 1) = ei/12 ( ),

i(1)
(z, + 1) = e
(z, ),
+ 12
(1/ ) = i ( ),

z 1
2i+iz2 /
,
= i e
(z, ).
(A.4)
(A.5)
Appendix B. Box diagrams in 4D

We consider the box amplitude B(s, t, m1 , . . . , m4 ) in four dimensions (see Fig. 7) in
the euclidean formulation

Z
X 2 22 (s1 3 +t 2 4 ) 2 22 Pi m2i i 2
Ms4 4 2
4
B 0 . (B.1)
i e Ms
e Ms
d2 2 d 1
3
6
i
It is possible to perform the integral over 2 as well as the integration over two variables
and obtain
Fig. 7. The box diagram with particles of masses mi in the loop.
Z1
B =
1
Z 1
d2 (1 1 2 )
d1
0

(1 1 2 )(m24 t2 ) + 1 m21 + 2 m22
1

.
(1 1 2 )(m23 s1 ) + 1 m21 + 2 m22
29
(B.2)
For equal masses the expression simplifies to

Z1
B =
1
Z 1
d1
d2
[m2
1 1 2
.
t2 (1 1 2 )][m2 s1 (1 1 2 )]
(B.3)
If s m2 and t m2 we get the dominant contribution B 0 = 1/6m4 + . In the

opposite limit when m2 s and m2 t, it is convenient to change variables to =
2 (1 1 2 ) and = 1 (1 1 2 ), so that the integral becomes
Z1/4 1/4
Z
1
1
1
.
d
B = 2 d
1 4( + ) m2 t m2 s
0
(B.4)
In the limit where m is very small one can neglect the first factor in the integral and we get
B0 =
s
1
t
ln
ln
+ .
st 4m2 4m2
(B.5)
Another case encountered is the one where m4 = M is large and the other masses are equal
() and small. The integral is approximated by
1
M2
Z1
1
Z 1
d1
0
1
1
d2 2
= 2
s1 2 M s
Z1

s(1 )
d
ln 1
,
(B.6)
which is approximately equal to

s
1
ln2 2 .
2sM 2
(B.7)
The case where m2 is very large and the other masses small gives the same answer and
the one where m1 or m3 are very large is obtained by changing s into t. Another case of
interest corresponds to m4 = m3 = M and m1 = m2 = . The box diagram to leading order
is given in this case by
1
B = 4
M
0
Z1
1
Z 1
d1
0
d2
0
1
M2
1
=
ln
.
1 (1 + 2 )(1 + 2 /M 2 ) M 4 2
(B.8)
We are now in a position to calculate the leading correction, 1A1 , to the amplitude A1
discussed in Section 3.5. It is the sum of the three terms
30
A1(1,1)(l0 )(s, t) =
4
8gYM
Ms4
Z
d2 2
1/ l0
X 2 22 (s13 +t 2 4 ) 2 222
d 1
i e Ms
e Ms
4
i >0
s/Ms2 ln f (2 ) + ln f (4 ) t/Ms2

ln f T (1 ) + ln f T (3 ) ,
Z
Z

X 2 22 (u1 3 +t 2 4 ) 2 222
8g 4
(2,1)
4
d
i e Ms
e Ms
A1 (l0 )(u, t) = YM
2 2
Ms4
i
1/ l
>0
i

u/Ms2 ln f T (2 ) + ln f T (4 ) t/Ms2

ln f T (1 ) + ln f T (3 ) ,
Z
Z

4
X 2 22 (u1 3 +s2 4 ) 2 222
8gYM
(3,1)
4
d
i e Ms
e Ms
A1 (l0 )(u, s) =
2 2
Ms4
1/ l0
i >0

(u/Ms2 ) ln f T (2 ) + ln f T (4 ) s/Ms2

ln f (1 ) + ln f (3 ) .
(B.9)
Recall that
f () = 1 e22
Y
f T () = 1 + e22
n=1

1 e2(n)2 1 e2(n+)2 ,
(B.10)

1 + e2(n)2 1 + e2(n+)2 .
(B.11)
n=1
The developement of ln f () as
ln f () =
2m2 2
X
e
+
m
(B.12)
m=1
and a similar expansion of ln f T shows that every term in the above sum represents a box
diagram with a massive string mode in one leg and the other three particles of mass , while
the dots represent box diagrams with more than one leg having a massive string mode and
are thus of higher order. As explained in Section 3.5, since the diagrams are UV convergent,
in order to get the l0 independent terms it suffices to calculate the corresponding box
as
diagram. From (B.7) we obtain the leading contribution to A(i,1)
1

g4
s 1
t
A1(1,1)(s, t) = YM4 ln2 2 ln2 2 ,
2
3Ms

4
g
1
u
t
1
ln2 2 + ln2 2 ,
A1(2,1)(u, t) = YM4
2
3Ms 2

4
gYM
1 2 u
(3,1)
2 s
ln 2 ln 2 ,
(B.13)
A1 (u, s) =
3Ms4
P
where we have used 1/m2 = 2 /6. The sum of the three terms in (B.13) gives
1A1 =

4
gYM
st
s su
s
ln
ln
+
ln
ln
,
t 2
u 2
3Ms2
31
(B.14)
which is the result used in the text (3.65). Notice that the terms in ln2 2 have cancelled in
1A1 .
Appendix C. The Type I disk amplitude

In order to compute the amplitude (4.12) depicted in Fig. 8, it is convenient first to write
the vertex operators with the aid of Grassmann variables i and i as
Z
2
1
i Vi = di di e2ipi X(yi )+ii i i Xi Ms i pi i + Ms i i ,
Z
(C.1)
4 V4 (z) = d4 eip4 X(z)+iwY (z)+44 (z),
Z
4 V4 (z) = d 4 eip4 X(z)iwY (z)+4 4 (z).

The correlation functions are then easily calculated with the aid of

1
,
(z1 ) (z2 ) =
z1 z2

(C.2)
c(y1 )c(y2)c(y3 ) = (y1 y2 )(y1 y3 )(y2 y3 ),
(z) (z)
1
.
e
e
=
z z
Then we fix the positions yi to 0, 1 and and calculate the integral over the Grassmann
variables. The resulting amplitude involve integrals of the form
Z
In (, , ) =
Z
dx

dy x n y (x 2 + y 2 ) (1 x)2 + y 2 ,
(C.3)
where n = 0, 1 and , and are real. These integrals can be calculated using the standard
tricks to yield

0( +1
2 )
0 1
I0 (, , ) =
2 0()0( )
2

B + + 1, + + 1 ,
2
2
Fig. 8. The disk amplitude with three open string particles and one closed stirng particle.
32

0( +1
2 )
I1 (, , ) =
0 1
2 0()0( )
2

B + + 1, + + 2 .
2
2
(C.4)
With the aid of theses integrals the amplitude can be calculated and after some
arrangements and summing the two cyclically inequivalent permutations of the open states
it can be put in the form (4.14) with the kinematical factor K given by
K = s(u + t) 1 3 2 p3 4 p1 4 p2 1 p3 2 3 4 p1 4 p2
14 2 4 3 p2 p1 p3 + 1 4 2 3 4 p2 p1 p3 1 4 2 4 3 p1 p2 p3
13 2 4 4 p1 p2 p3 1 4 2 p3 3 p1 4 p2 + 1 p3 2 4 3 p2 4 p1

1
+ st 3 p1 su 3 p2
2
1 2 4 p1 4 p2 1 4 2 4 p1 p2 1 4 2 p1 4 p2

1p2 2 4 4 p1
+ (1, 2, 3, 4) (3, 1, 2, 4) + (1, 2, 3, 4) (2, 3, 1, 4).
(C.5)
For pedagogical reasons, we present here also a similar but much simpler computation in
the bosonic string, the four-point function of three open string tachyons and one winding
state closed string tachyon. The vertex operators Vi for open tachyons and V4 for the
winding state closed tachyon in this case are
1/2
Vi = gs ai : e2pi X(yi ) :,
V4 = gs : eip3 X(z)+iwY (z) :: eip3 X(z)iwY (z) : .
(C.6)
By using unitarity arguments as in Section 4 in order to fix the overall normalization

constant, the amplitude to compute becomes therefore
gYM
tr(a1 a2 a3 )
A=
MP
Z
d z |z|
2
2p1 p4
Ms2
|1 z|
2p2 p4
Ms2
|z z |
p42
2
w +2
2Ms2 2Ms2
+ 1 2,
(C.7)
C+
where the complex integral is in the upper half complex plane. The kinematics of the
process is described by
p12 = p22 = p32 = Ms2 ,
p42 + w2 = 4Ms2 ,
s = Ms2 w2 + 2(p1 + p2 )p4 ,
t = 5Ms2 + w2 2p2 p4 ,
u = 5Ms2 + w2 2p1 p4 ,
s + t + u = 5Ms2 + w2 .
The simplest way to compute the amplitude is to use equalities of the type
(C.8)
1
zz
a
1
=
0(a)
dt t a1 et z ,
33
(C.9)
which was also used in order to obtain (C.4) from (C.3). The final result is
2
gYM Mw 2 +1 a1 a2 a3
2 s tr ,
A=
MP
w
3
s
1
t
1
u
1
0( 2M
2 + 2 )0( 2M 2 2 )0( 2M 2 2 )0( 2M 2 2 )
2
w
5
uw
5
0( sw
+ 52 )0( t2M
2 + 2 )0( 2M 2 + 2 )
2M 2
2
(C.10)
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Semi-perturbative unification with extra vector-like

families
Mar Bastero-Gil a , Biswajoy Brahmachari b
a Department of Physics, University of Southampton, Southampton SO17 1BJW, UK
b Physics Department, Indiana University, Bloomington, IN 47405, USA
Received 16 December 1999; accepted 28 January 2000
Abstract
We make a comprehensive analysis of an extended supersymmetric model (ESSM) obtained by
adding a pair of vector-like families to the minimal supersymmetric standard model and having
specific forms of 5 5 fermion mass matrices. The singlet Higgs couplings which link the ordinary
to vector-like generations do not have the renormalization effects of the gauge interactions and hence
the quasi-infrared fixed point near the scale of the top quark mass. The two-loop Yukawa effects
on gauge couplings lead to an unified coupling X around 0.2 with an unification scale MX of
1016.9 GeV. Large Yukawa effects in the high energy region arrest the growth of the QCD coupling
near MX making the evolution flat. The renormalization effects of the vector-like generations on
soft mass parameters has important effects on the charge and color breaking (CCB) minima. We will
show that there exists parameter space where there is no charge and color breaking. We will also
demonstrate that there exists minima of the Higgs potential which satisfies the mass of the Z boson
but avoid CCB. Upper limits on the mass of the lightest Higgs boson from the one-loop effective
scalar potential is obtained for sets of universal soft supersymmetry breaking mass parameters.
PACS: 12.60.Jv; 12.10.Kt; 12.15.Ff
1. Introduction
The commonly accepted notion of a unified coupling X = 0.04 at 1016 GeV has been
questioned recently in view of a conjecture that the four dimensional unified string coupling
is likely to have a semi-perturbative value (0.20.3) at the string unification scale (see
later) so that it may be large enough to stabilize the dilaton but not as large as to ruin the
supersymmetric gauge coupling unification [1].
It may be noted that the MSSM unification scale MX = 2 1016 GeV appears to be
a factor of 20 smaller than the one-loop level string unification scale of Mst gst 5.2
1017 GeV 3.6 1017 GeV [24]. In this context the extensions of MSSM spectrum
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 0 6 9 - 9
36
M. Bastero-Gil, B. Brahmachari / Nuclear Physics B 575 (2000) 3560
addressing the issues of X and MX may be interesting. The specific extension which we
will consider is called as the Extended Supersymmetric Standard Model (ESSM). This
itinerary extends the MSSM particle spectrum by adding two light vector-like families
which are QL,R = (U, D, N, E)L,R and Q0L,R = (U 0 , D 0 , N 0 , E 0 )L,R and two Higgs
singlet scalars HS and H . These new particles and as well as their superpartners are 1
to a few TeVs [1]. ESSM has no unified gauge group as such and so the corresponding
leptoquark and di-quark gauge bosons leading to proton decay do not exist. The extra sets
of matter fields denoted by previous authors QL |QR0 and QR |Q0L can be thought of as 16
and 16 representations of a cosmetic unified gauge group of SO(10).
It has been noted sometime ago that precision measurements of oblique electroweak
parameters and the number of light neutrino species N do not favor extra chiral families.
They do not however constrain vector-like families due to decoupling effects [57]. Such
vector-like families, i.e., 16 and 16, which apparently are predicted generically in string
theories could well exist in the TeV region. It may be worth understanding that the
pair of vector-like families could give us a clue to the family mass hierarchy within the
three chiral generations via a see-saw mechanism residing inside the 5 5 fermion mass
matrices [8].
Such a pair of vector-like families and thus ESSM provide some unique advantages over
MSSM. They are as follows:
One-loop evolution of three gauge couplings maintains the approximate meeting
when complete extra families such as vector-like families are included.
Although one-loop approximation leads to the unification of the three i s at the same
scale MX the unified coupling X increases.
Numerically speaking X can be raised to 0.20.3 in one loop. Two-loop gauge couplings accelerate the growth whereas the two loop Yukawa effects on gauge couplings
does the contrary. This is vital for having a good fit to s (mZ ) within unification.
Now we briefly describe the work of the previous authors [1]. Instead of using the
function approximation to study the particle thresholds they used exact threshold
functions [916]. The evolution of the Yukawa couplings was studied in one-loop. The offdiagonal Yukawa couplings between the third family and the vector-like families and the
self couplings of the vector-like families were taken to be large varying between 1.02.0.
This was done for the Yukawa couplings of the up, down, charged lepton and neutrinos so
that they approach their quasi infrared fixed point values near the scale of the top quark
mass. The combined effects of the two-loop gauge contributions with one-loop Yukawa
contributions and threshold effects exhibited the following features.
Three couplings still met. This was for a wide range of variation of the particle
spectrum. A higher X 0.20.3 as well as higher MX 1017 GeV compared to
the MSSM values X 0.04 and MX 2 1016 GeV was found. ESSM unification
scale MX is now closer to the string scale. The remaining gap of a factor of 5 or so
between MX and Mst may not be alarming. It could partially be due to the increased
influence of the two-loop string threshold effects. This is because a semi-perturbative
range of values of X is at work. Such a value can bring a correction to the one-loop
formula of Mst .
37
The couplings meet for lower values of 3 (mZ )|ESSM 0.1200.124 in the ESSM
MS
case. This is in good agreement with the experimentally observed value of 3 (mZ )|obs
MS
= 0.117 + 0.005. By contrast we typically need higher values of 3 (mZ ) such
as 3 (mZ )|MSSM > 0.125 if mq < 1 TeV and M1/2 < 500 GeV in the MSSM
MS
case [1216].
These promising features serve the motivation to study ESSM further. The purpose of
this paper is to explore the unification of ESSM gauge couplings further by including twoloop Yukawa evolution (see Fig. 1(b)). Three-loop evolution of the three gauge couplings
including vector-like families with contributions only from gauge interactions has already
Fig. 1. (a) Running of the gauge couplings when the Yukawa couplings are taken at one loop (dash
line) and at two-loop (solid line). (b) Running of the Yukawa couplings at one-loop (dash line) and
two-loops (solid line). M2 = 90 GeV, m
eq = m
eh = 1 TeV, MQ = 3 TeV.
38
been studied to some extent [17]. Our reason to study the two-loop evolution of the Yukawa
couplings of ESSM is that there are 20 Yukawa coupling entries. These couplings can be
near the perturbative maximum 1 at MX . We also expect that the two-loop contributions of
the semi-perturbative gauge couplings to the evolution of the Yukawa couplings would be
significant 2 [23,24].
It seems to us that it is important to ask the question whether the inclusion of the twoloop contributions of the gauge couplings to the evolution of the Yukawa couplings and
vice-versa would preserve, improve or adversely alter the features of precision coupling
unification studied previously [1]. Thus we think that two-loop gauge evolution coupled
to two-loop Yukawa evolution is an interesting approximation to explore in the context of
semi-perturbative unification.
2. Evolution of couplings at two-loops

2.1. Definitions
We perform a two-loop analysis of the renormalization group equations (RGE) of the
gauge couplings including the effects of the third generation Yukawa couplings at twoloops and carefully taking into account the threshold effects due to the spread of the
superpartner masses and the masses of the particles of the vector-like families. Furthermore
we use mass dependent running of the gauge couplings as given in Eq. (2) or equivalently
stated as the effective coupling formalism which guarantees a smooth cross over of the
beta function coefficients at the threshold of each individual particle. The two-loop RGEs
for the Yukawa couplings can be found in the Appendix and those for the gauge couplings
can be expressed as
X bij
Xa
di1
bi
i
=
j +
Yk .
2
dt
2
8
8 2
(k)
(1)
We have redefined t = ln and Yk = h2k /(4). The coefficients bi , bij and aik are given in
the Appendix. In a mass dependent subtraction procedure these coefficients are replaced
by threshold functions [911]. The threshold functions depend on the scale through the
ratios mk /, where mk is the mass of the particle running inside the loop. Integrating (1)
we obtain the analytical expression of the effective couplings. At one-loop approximation
they are given by
i1 () = i1 (mZ ) +
X bk

i
Fk (mk /) Fk (mk /mZ ) .
2
(2)
1 This may be viewed in comparison to the non-perturbative values of the unified couplings [1822].
2 We would estimate the ratio of two-loop versus one-loop contributions to the functions for the Yukawa
couplings to be [(g 2 or h2 )/(4 )](4 )1 C, where the coefficients C are typically large. Taking a representative
value of C 1030 it suggests that the ratio of relative contributions can be about 25% to 75% near MX for
g 2 /(4 ) h2 /(4 ) 0.25.
39
The threshold function Fk (mk /) has the value ln(mk /) in the limit mk / 0.
Therefore when all the masses are well below the scale we recover the familiar oneloop expression

bi
ln
.
(3)
i1 () = i1 (mZ )
2
mZ
On the other hand, Fk (mk /) vanishes in the limit mk / showing the familiar
decoupling of heavy masses from the running of the couplings. A smooth threshold
crossing with the variation of is obtained thereby. In our approximation the twoloop parts of the beta functions bij and aik changes at each threshold in a step-function
approximation though. The details of our procedure to determine the masses of the
superpartners with the constraint of correct radiative electroweak breaking in ESSM will
be given in the following sections.
At the unification scale MX we have the Yukawa coupling matrix of the third and the
heavy vector-like generations 16 and 16 in the simple form
163
0
163
0
(o)
hf,c = 16 yc HS
16
xc0 Hf
16
xf Hf
0
zc0 H
16
yf HS
zf H .
0
(4)
The couplings xf , xc0 (yf , yc0 ) denote the interactions between the chiral and the vectorlike generations via the doublet scalars H1 , H2 and singlet scalar HS whereas zf , zc0 give
the interactions within the vector-like generations through the singlet H . Note that this is
only a formal representation of the Yukawa matrix. In practice they should be viewed in
terms of the component Yukawa matrices given in the Appendix. When we run down the
couplings from the unification scale to the electroweak scale the vector-like generations
become massive and consequently the Yukawa matrices get rotated projecting the effective
third generation Yukawa couplings ht , hb and h at mZ . Hence the RGE for the Yukawa
couplings are integrated in a top-down approach in the ranges MX MQ ML mZ ,
with the boundary conditions at the vector-like scale
0

xu yu xu yq0 vS
+ 0
,
ht (MQ ) =
zu
zq
v MQ
0

xd yq0 vS
xd yd
,
+ 0
hb (MQ ) =
zd
zq
v MQ
0

xe ye xe yl0 vS
+ 0
.
(5)
h (ML ) =
ze
zl
v ML
Here MQ denote the quark and ML denote the leptonic members of the extra generations
consequently. Furthermore, we call vS = hHS i and v = hH i. Assuming all the Yukawa
couplings to be large at the unification scale (hi (MX ) = 4 ) we evolve them to the
scale mZ . For the sake of a compact notation let us give it the name complete fixed point
scenario (CFPS). We fix vS /v 0.5 for the time being. This prevents a low value of
40
ht (mZ ) in terms of the ESSM couplings described in (5) and consequently prevents a
low prediction of the top quark mass. Later we will prove that there exists charge and
color conserving minima with our choice of vS /v 0.5. Furthermore we see that the
singlet Higgs couplings do not feel the QCD interaction and thus cannot approach a quasiinfrared fixed point near the scale of the top quark mass and thus we may suspect that the
radiative
electroweak breaking may occur at the wrong place if their initial value at MX is
taken at 4 .
Imposing the unification condition 1 (MX ) = 2 (MX ) = 3 (MX ) = X the gauge
couplings are evolved down to mZ scale. We use the central values of sin2 w = 0.2319 and
1 (m ) = 127.9 to fit M and . Now M and are fitted (which depend on the mass
em
Z
X
X
X
X
spectrum of the vector-like generations and superpartners as well as Yukawa couplings) so
we predict the QCD coupling 3 (mZ ) by running back using two-loop RGE.
To compare the values of i (mZ ) with the experimental ones we have consistently
translated the effective couplings to the values in the MS scheme. We have found that
in the present case U(1) and SU(2) effective couplings are only 1% larger than the ones in
the MS scheme. However, 3 (mZ ) can be 58% larger depending on the supersymmetry
spectrum under consideration.
2.2. Comparison of one and two-loop results
Let us choose a feasible superparticle mass spectrum which can be used to evaluate
the threshold functions. Later we will calculate the evolution of the soft mass spectrum
more accurately using universality and use iterative numerical subroutines to calculate the
eqL
threshold functions. We choose MQ = 3 TeV, wino mass M2 = 90 GeV, squark mass m
and higgsino mass m
eh as 1 TeV. The more massive Higgs scalars are also taken at 1 TeV
while keeping the lightest Higgs mass at 95 GeV. We have neglected the mixing between
the charginos and higgsinos as well as between left and right handed squarks and sleptons
which occur in the threshold functions. We have assumed the mass pattern of the vector-like
eQ and ML m
eL . This reflects the assumption that supersymmetry
generations as MQ m
breaking scale is near 1 TeV whereas the vector-like scale is few TeVs. Thus we are led
to the approximate relation MQ 3ML . The factor of 3 within the vector-like generations
represent the similar QCD renormalization effects parallel to the three chiral generations.
In Fig. 1(a) we have compared the evolution of the effective gauge couplings coupled with
the Yukawa couplings. Yukawa couplings are calculated at one-loop(dash line) and twoloops(solid line).
We first notice that in the high energy region the two-loop Yukawa couplings are
appreciably different from the one-loop ones (Fig. 1(b)). The curves for the gauge
couplings are flattened near the unification scale. Note that effect is pronounced in the
case of the QCD coupling. Due to the presence of a large number of Yukawa couplings
their contributions to gauge coupling beta function coefficients becomes comparable the
gauge coupling contributions. They may even be mutually canceling causing a flatness of
the curve. This cancellation is more forceful when the Yukawa couplings are integrated
at two-loops. At low energy the Yukawa couplings approach their quasi-infrared fixed
41
Fig. 2. The predicted values of 3 (mZ ) and X with varying MQ . The solid and dash lines are for
different M2 as given in the legend. Curves labelled (a) are obtained with the Yukawa couplings
integrated at one-loop whereas those labelled (b) shows the Yukawa couplings at two-loops.
points. The distinction between the one-loop and the two-loop results for the Yukawa
couplings reduce in the low energy region below the vector-like threshold. From the point
of view of gauge coupling unification the overall effect would be a small increase of the
1
and 31 (mZ ) and MX .
values of X
Stage is set for the question, how much these predictions vary when the scale MQ
is varied? Intuitively it is clear that we should recover the MSSM results in the limit
MQ MX . In Fig. 2 the predictions of X and 3 (mZ ) are plotted when varying MQ
with Yukawa couplings at one-loop (curves labelled (a)) and two-loop Yukawa couplings
(curves labeled (b)). They also describe the results including the threshold effects due to a
eqL and M2 are fixed so are M0 and M1/2
higher gaugino mass of M2 = 200 GeV. Once m
at the unification scale (Fig. 3).
42
Fig. 3. The figure at left gives the predicted values of MX ; labels (a) and (b) imply Yukawa couplings
integrated at one-loop or two-loops. The figure in the right gives the extrapolated values of M0 and
M1/2 (at the unification scale) requiring that the lightest charging mass M1/2 is 90 GeV. First and
second generation squark masses are consistently taken at 1 TeV.
The plotted values of 3 (mZ ) are their MS scheme value. When MQ is near the TeV
range the three gauge couplings are non-asymptotically free for most of the range of
integration and later they merge at a larger value of X compared to the MSSM prediction.
When MQ increases asymptotic non-free behavior reduces and the MSSM results are
recovered.
2.3. Fixed point scenario, vector-like scale and fermion masses
Now we have to choose an input value of the ratio vS /v to translate Yukawa couplings
to fermion masses using (5). We continue with our choice of the ratio vS /v 0.5. Next we
43
have to fix all Yukawa couplings of isospin up sector (H2 coupling) as

well as isospin down
sector (H1 coupling) at MX . This is done by choosing both sets at 4 . After evolving
the Yukawa couplings the related fermion mass scales we input m = h cos VF / 2 =
1.777 GeV for the isospin down sector and calculate the familiar tan which is hH2 i/hH1 i
of MSSM. At this stage we can check the predictions of the top quark mass and the bottom
pole
quark mass. We have found mt = 165180 GeV, mb (mb ) = 4.14.4 GeV. The range
corresponds to a wide variation in MQ is in the domain 3 TeV1016 GeV. Each value of
. The range of tan 35 to 60 is simply reflecting that all
MQ gives a value of tan via m
the Yukawa couplings at MX are 4 .
An interesting experimental situation from the point of view of semi-perturbative
unification would be to have the vector-like scale of a few TeVs. The mass of the vectorlike particles can be related to an effective parameter. We will define it in a moment.
A simple numerical estimation will show us that if we demand that the vector-like squark
masses are at the TeV region the scenario with all the ESSM Yukawa couplings are 4
at MX is excluded. It will be apparent that the reason is related to the link between and
v .
The superpotential for the Higgs scalars is
W = k1 H1 H2 H +
k2 3 k3 3
H + HS .
3
3
(6)
This specific superpotential is an inspired guess as suggested in [1]. The scalar HS plays
little role in the EWSB as it does not couple to H1 and H2 . However the singlet H
plays the role of the field N in the Next-to-Minimal Supersymmetric Standard Model
(NMSSM) [2534], and EWSB is driven when N gets a VEV (see Section 3.2 and Fig. 4
below). An effective parameter can be defined by the relation
k1 v .
(7)
The coupling k1 is computed near mZ scale. We expect that 1 TeV. The vector-like
fermion masses are obtained as the eigenvalues of the matrix given in (4). In the first
approximation they are
MU 1 MD1 zq0 (MQ )v ,
MU 2 zu0 (MQ )v ,
MD2 zd0 (MQ )v ,
(8)
and similarly for the heavy leptons, where the ratio zq0 (MQ )/zl0 (ML ) 3 is found due to
renormalization effects. It is very easy to see that we have the quasi-infrared fixed points
after integrating the RGE 3
zq0 (MQ ) 0.73,
zu (MQ ) 0.56,
zD (MQ ) 0.53,
k1 (MQ ) 0.01.
(9)
3 k does not feel QCD interaction however it still feels the SU(2) interaction via H and H which cannot pull
1
1
2
it up too much when the scale approaches mZ scale from above.
44
We see v = /k1 100 TeV and thus the vector-like particles are at a scale 50 TeV.
This is far too large to be interesting. Therefore if we consider smaller values of the vectorlike scale the initial values of the couplings zf and zc0 at the unification scale have to be
smaller so as to fit the input value of MQ of few TeVs. This is our first reason to reduce the
Yukawa couplings from the CFPS scenario. As a matter of fact smaller Yukawa couplings
are forced by potential minimization conditions for any value of MQ as described later.
In the next section we will study the soft mass evolution. But beforehand we may take
note that the effect of large Yukawa couplings is to diminish the superparticle masses.
Large Yukawa couplings will dictate charge and color breaking minima driven by cubic A
couplings even when the weak constraint [29,30,3540]

(10)
|Aij k |2 < 3 m2i + m2j + m2k ,
is satisfied. We must stress that especially when all the Yukawa couplings are at the quasiinfrared fixed point region near the scale of the top quark mass a detailed evaluation of the
minimization conditions are necessary [41,42]. We will demonstrate in this case there is a
charge and color breaking minimum deeper than the electroweak symmetry breaking one
in ESSM for any value of MQ including the MSSM limit. Consequently we will conclude
that one or more Yukawa coupling must be reduced at the unification point to reach a global
charge and color conserving minimum.
3. Soft mass spectrum of ESSM

3.1. Soft mass evolution
Assuming the universality of soft supersymmetry breaking terms at the unification scale
the supersymmetry spectrum at the weak scale is given in terms of following parameters at
the unification scale apart from the dimensionless gauge and Yukawa couplings
gaugino mass = M1/2 ;
scalar mass = M0 ;
cubic coupling = A0 .
The gaugino masses Mi are calculated integrating the two-loop RGE

d(Mi /i ) X bij 2 Mj
=
.
dt
8 2 j j
(11)
(12)
The squark and slepton masses of the first and second generations are calculated neglecting
small D-term contributions from the one-loop expression of
1 X
de
ma2
=
4C2 (Ra )i Mi2 .
d(ln )
2
(13)
We have C2 (Ra ) = (N 2 1)/(2N) for the fundamental representation of SU(N). When

calculating the squark and slepton masses of the third generation we have
properly taken
into account the effects of the related Yukawa couplings. Here we take 4 as the initial
value at the unification scale for those Yukawa couplings of ESSM which are related to
ht (mt ) below the vector-like threshold. This fixes the top quark mass.
45
Table 1
Coefficients ca for the left-handed squarks, left and right handed sleptons masses of the
first and second generation. The MSSM limit is at MQ 1016.5 GeV
MQ
cQ
cL
cR
M1/2 /M2
M3 /M2
M2 /M1
3 TeV
300 TeV
1010 GeV
1016.5 GeV
110.2
27.3
10.7
9.3
21.2
4.7
1.2
0.8
8.8
1.8
0.4
0.2
8.8
4.0
1.9
1.2
3.8
3.9
4.0
4.0
1.6
1.8
1.9
1.9
9.3
0.8
0.2
1.2
4.0
1.9
MSSM
The one-loop RGE as in (13) can be easily integrated numerically. It is convenient to

represent them after integration by the expression
2
.
m
ea2 = M02 + ca M1/2
(14)
The constants ca depend on the values of the gauge couplings and their -functions and
thus implicitly (via threshold effects) on the vector-like scale MQ . We again rewrite (14) in
terms of the wino mass M2 instead of the universal mass parameter M1/2 in the following
expression
m
ea2 = M02 + ca M2 .
(15)
The values of ca are much larger than those of MSSM. Sample values of ca are given
in Table 1. The MSSM limit is MQ 1016.5 GeV is also quoted in Table 1 for instant
comparison. ESSM spectra gives an enhancement of the squark and slepton masses for a
given M1/2 compared to MSSM. This was noticed previously [17].
Table 1 gives such coefficients for the masses of the left handed squarks 4 , left and
right handed sleptons. We also give the coefficient for the ratios of the gaugino masses.
Here we have taken the initial values Yukawa couplings at the largest allowed value (see
illustration after Eq. (9)). Of course later on we will fix the Yukawa couplings via potential
minimization. For low values of MQ the squark and slepton masses of the first and second
generations get large gaugino contribution due to the absence of the reverse effects from the
Yukawa couplings. Hence even if we assume that the wino is as light as the experimental
lower limit pushing M1/2 to the least, the squark masses would still move to the TeV range.
The left-handed slepton mass is larger than the gluino mass M3 and the right-handed
slepton mass is roughly of the same magnitude as M3 . As MQ increases we reach the
MSSM limit where light gaugino masses together with large squark masses imply a large
value of M0 as can be seen in Fig. 3. It is interesting to observe that the ratio M3 /M2 4
is practically independent of MQ .
4 Those for the right handed squarks, up and down, are roughly the same as c . In the numerical calculations
Q
of the effective couplings we have assumed degenerate masses of left and right handed squarks where both are
taken to be m
eq .
46
3.2. Radiative electroweak breaking

The Higgs sector of the ESSM resembles to that of the Next-to-Minimal Supersymmetric
Standard Model (NMSSM). The VEV of H generates effective and B parameters. In
other words at low energy we evaluate the expressions
k1 v ,
(16)
B k2 v + A1 .
(17)
A1 and A2 are the cubic dimension-full couplings corresponding to the dimensionless

Yukawa couplings k1 and k2 of the superpotential W .
In MSSM there are two minimization conditions. They are the equations obtained by
minimizing the scalar potential with respect to the real components of H1 and H2 . Using
these conditions 5 one can fit two parameters and B with two inputs tan and mZ . In
ESSM there are three minimization conditions. The conditions for the minimization with
respect to the real components of H1 and H2 along with the extra condition
sin 2 = 2v
m2H + k2 A2 v + k12 v 2 + 2k22 v2

k1 A1 v 2 + 2k1 k2 v 2 v
(18)
These three conditions can be used to fit three parameters

(k2, A0 , v ) with three inputs
(tan , k1 (MX ), mZ ). We have taken k1 (MX ) = 4 . Once A0 is fixed the effective

and B parameters were computed using (16) and (17) for various values of M0 keeping
Fig. 4. Fitted values of the effective parameters k1 (mZ )v and B k2 (mZ )v + A1 at

Low energy. For each parameter the lower curve correspond to M0 = 0 and the upper curve to
M0 = 800 GeV. We have taken k12 (MX ) = 4 .
5 A more accurate estimation would be when we take into account the scale dependence of these relations. See
for example, [43] and references therein.
47
M2 = 90 GeV. The values are displayed in Fig. 4. The value of is roughly constant with
the variation of tan at the TeV scale. The B parameter decreases with tan .
3.3. Superparticle masses of ESSM
Let us remind ourselves that while calculating the unification coupling and unification
scale (in the Figs. 2 and 3) we did not take into account the constraint from electroweak
symmetry breaking (EWSB). We showed how thepredictions depend on the vector-like
scale. All the Yukawa couplings were taken as ( 4) at the unification scale. We see
from (9) that in such a scenario MQ becomes too large to be experimentally interesting.
In this section we will go beyond this approximation and move away from the fixed point
scenario up to the degree to which correct electroweak breaking is obtained. This is our
initial reason to reduce the values of the couplings accordingly. Later we will see that such
a reduction has stronger basis as it is welcome from the point of view of charge and color
conservation.
In addition to this the complete fixed point scenario always leads to a large value of
tan . If we want to consider ranges of values of tan the initial values for the Yukawa
couplings related to the bottom-tau sector (xf , xf0 ) should be tuned. This causes difficulty
with our numerical subroutines. We will rather bypass this by taking a bottom-up approach
taking tan as a free input parameter at low energy. The initial Yukawa couplings are
taken such that they reproduce the experimental values of mb (mb ) = 4.4 GeV and m =
1.777 GeV.
Now we will describe our procedure of pinning down the Yukawa couplings for the
EWSB mechanism. In Table 2 we present sets of values of tan and the corresponding
Table 2
Values of Yukawa couplings and the ratio v /vS satisfying the fermion masses.
We have taken MQ = 3 TeV, mt = 175 GeV, mb = 4.4 GeV, m = 1.7 GeV.
The predictions for 3 , MX and X are also included. EWSB is guaranteed
for these sets of Yukawa couplings. These values will be used to get the
superparticle spectrum given in Table 3
tan = 5
tan = 30
tan = 50
v /vS
xd (MX ), x (MX )
zq (MX ), zq (MQ )
zu (MX ), zu (MQ )
zd (MX ), zd (MQ )
k2 (MX )
k1 (mZ ), k2 (mZ )
0.325
0.013, 0.029
0.133, 0.351
0.355, 0.621
0.218, 0.621
0.932
0.242, 0.158
0.317
0.096, 0.212
0.131, 0.343
0.338, 0.604
0.214, 0.604
0.940
0.220, 0.172
0.255
0.449, 0.908
0.086, 0.253
0.207, 0.469
0.155, 0.469
0.297
0.149, 0.113
b
3
MX
X
0.124
16.94
0.252
0.123
16.93
0.247
0.120
16.88
0.226
48
fitted values of the Yukawa couplings. We also give the solutions for 3 , MX and X .
While fitting we have chosen the following boundary conditions at the unification scale
xf = xf0 ,
zq0
= zl0 ,
yf = zf ,
zu = z ,
zd = ze .
(19)
The remaining Yukawa couplings are taken at 4. Fitted values of 3 (mZ ) and X
decrease with tan . The actual values can be found in Table 2. In the large tan region
the Yukawa couplings related to the bottom-tau sector are larger and we get the limit of all
Yukawa couplings in the fixed point region (Section 2). Thus we have found sets of Yukawa
couplings (Table 2) giving the correct EWSB and mZ and shows that the mechanism works
for ESSM as well.
Table 3
Supersymmetry mass spectrum in the ESSM for our case. MQ = 3 TeV and M2 =
90 GeV. The values of the mass parameters at the unification scale and the values at the
100 GeV scale are included. The Higgs masses are tree-level masses. Correct EWSB
is guaranteed for this mass spectrum. Corresponding Yukawa couplings are given in
Table 2. The lightest Higgs mass mS1 goes above the experimental lower bound of
95 GeV when one-loop radiative corrections are included (Table 4).
tan = 5
tan = 30
tan = 50
0, 1115
2768
4828
1169
297
0, 1083
1922
4964
1091
34
0, 952
1800
6389
953
4
mS1
mS2 , mS3
ma1 , ma2
mH
64
1342, 1425
1351, 958
1345
73
1057, 1490
1051, 1458
1057
81
439, 1171
436, 1455
441
m
eqi , i = 1, 2
m
eli , i = 1, 2
m
eri , i = 1, 2
m
et1 , m
et2
m
eb1 , m
eb2
m
e
m
e1 , m
e2
1185
536
355
653, 974
913, 1074
634
355, 645
1157
522
345
721, 879
840, 984
610
265, 624
1042
466
305
680, 750
617, 816
538
204, 568
mi (GeV)
M0 , M1/2
A0
v
k1 (mZ )v
B k2 (mZ )v + A1 (mZ )
m
e , m
e
87, 1175
89, 1097
89, 960
m
e 0 , m
e 0
56,
58,
58,
1
m
e 0 ,
3
m
e 0
5
M3
2
m
e 0
4
90
90
92
957, 957
1094, 1094
1168, 1174
1530
1710
1441
357
355
348
49
Table 4
Higgs masses after including one-loop radiative corrections to the scalar potential. MQ = 3 TeV
(M0 = 0), M2 = 90 GeV (experimental lower bound on the wino mass)
k1 (MX ) = 3.5
k1 (MX ) = 0.1
mi (GeV)
tan = 5
tan = 30
tan = 50
tan = 5
tan = 30
tan = 50
mS1
mS2 , mS3
ma1 , ma2
mH
120
1061, 1423
1090, 934
1061
105
1227, 1490
1219, 1461
1190
107
961, 1171
959, 1455
799
115
1342, 3950
1342, 6840
1344
119
1176, 2124
1176, 3678
1147
116
847, 1439
847, 2493
698
Now we describe the supersymmetry spectrum of ESSM including EWSB. The results
are reported in Table 3. We have calculated the masses of the Higgs scalars including
the mixing between the doublets and the singlet H . We have calculated the masses of
squarks and sleptons, gauginos (chargino, neutralino, gluino) while guaranteeing a correct
EWSB. In the first row we give the mass parameters required to obtain the spectrum.
The constraint of correct EWSB leads to an effective parameter in the TeV range. We
note that in the case of 1 TeV and low values of M2 and M1 the gauginohiggsino
mixing is almost negligible. The heavier chargino and neutralinos are almost higgsinos.
The heaviest neutralino is almost a singlino. The spectrum is not very different from
that with an assumption of neglecting the mixing and requiring a higgsino mass of few
TeVs.
The same feature of small mixing is present in the Higgs sector as well between the
doublets and the singlet. There are three CP-even states S1 , S2 , S3 , two CP-odd states a1 ,
a2 and two charged states H . Due to the large value of the Higgs masses coming mainly
from the doublets, S1 , S2 , a1 , H can be thought of as h, H , a1 , H Higgs scalars of the
standard MSSM Higgs spectrum [44,45]. We have found that the predominantly doublet
Higgs scalars satisfy the mass relation
mS1 mS2 ma1 mH .
(20)
Notice that the lightest (tree-level) Higgs mass quoted in Table 3 is too low to be
compatible with the current experimental lower bound of 95 GeV. Higgs masses including
the radiative corrections from the effective Higgs potential are given in Table 4.
3.4. Estimation of the lightest Higgs scalar mass from effective potential
It is well known that radiative corrections coming from the one-loop effective potential
can give an important contribution to the Higgs masses and push the lightest Higgs above
the mZ threshold [44,45]. These corrections for the case of the MSSM plus a singlet
(NMSSM) have also been calculated previously (a thorough analysis is given in [46]).
In this section we give a qualitative estimation of the lightest Higgs mass. This calculation
will be very similar to similar calculations in NMSSM. The dominant corrections come
from the top and stop loops. We calculate a bound in the case of large approximation.
50
We use the fact that the lightest Higgs mass must be less or equal to the minimum of
one-loop improved CP-even Higgs mass matrix in the basis (S1 , S2 ). In other words,

k 2 v4
m2S1 6 m2Z cos2 2 + 1 4 sin2 2
mZ

et21
m
et21 m
et22 (At + cot )2 m
3 2 2 2
ln
h
m
sin
ln
+
+
.
(21)
+
8 2 t t
m4t
(e
mt21 m
et22 )
m
et22
Consequently, for the spectrum given in Table 3 we get
mS1 < 120 GeV.
(22)
We have checked that upper bound is saturated when the mixing between the doublets and
the singlet is negligible that is for small values of the coupling k1 .
In Table 4 the numerical values of the one-loop corrected Higgs masses
including
top-stops, bottom-sbottoms and tau-staus effects are given when k1 (MX ) = 4 and
k1 (MX ) = 0.1. Lowering the value of the Yukawa coupling k1 leaves the rest of the
spectrum (other than the Higgs scalars) practically untouched. The values given in Table 4
are for the case M0 = 0. See Fig. 5 for the case of M0 = 1 TeV. Very large values of M0
will imply a general increase in the supersymmetry spectrum beyond the TeV range and
may not be experimentally interesting. This in principle can also slightly raise the value of
mS1 via the logarithmic dependence on stop masses in (21) which can be easily estimated.
We skip it in this paper. However on the brighter side this is not the case
if we take k1
to be large. This can be seen from Fig. 5 where the values with k1 (MX ) = 4 are also
plotted. In the large k1 case the lightest Higgs mass decreases with M0 . As we increase M0
the values of tan < 7 becomes incompatible with the current experimental lower bound
on mS1 .
Fig. 5. The lightest Higgs mass including one-loop radiative corrections from quarksquark and
leptonslepton loops. Solid (dash) lines are computed by taking various values of k1 (see legend),
MQ = 3 TeV and M2 = 90 GeV.
51
3.5. EWSB without charge and color breaking

Stronger constraint on the parameter space at the unification scale are obtained
demanding that no charge and color breaking (CCB) minima of the scalar potential is
present at low energy [41,42]. Note that we cannot have charge and color breaking minima
whereas we would like to have radiative EWSB and thereby a correct mZ . Large Yukawa
couplings drive the soft supersymmetry breaking mass terms to negative values provided
the superparticles whose masses are being considered interacts via the large Yukawa
coupling under consideration. For example a large top Yukawa coupling drives the Higgs
masses to negative values triggering radiative electroweak breaking. From (4) we see that
ESSM has a number of Yukawa couplings at the unification scale which couples to the
colored superpartners. Hence there is a possibility that their large renormalization effects
may lead to masses of superparticles with weak isospin and color quantum numbers which
lead to charge and color breaking. This will be the situation when M0 and/or tan are large.
Note that large tan region has a large bottom quark coupling. To get the constraint in the
plane M0 tan we verify that for each set of parameters corresponding to a correct EWSB
minimum there is no deeper charge
or color breaking minimum. The allowed parameter
space obtained when k1 (MX ) = 4 is given in Fig. 6. We have also included the
constraint mS1 > 95 GeV which forbids low values of tan whereas the CCB constraint
excludes large values of tan . The constraint on the low values of tan can be evaded if
we reduce k1 (MX ) (Fig. 7).
Reducing k1 implies allowing larger values of the couplings zf and zc0 . This turns out to
be enough to affect the masses of the extra generation sleptons which are the eigenvalues
of the mass matrix
Fig. 6. Taking M2 = 90 GeV, we have plotted the parameter space which gives rise to charge and
color conserving minima (unshaded region) in the M0 tan plane. When all the Yukawa couplings
are at the fixed point tan is typically mt /mb 4060. Note that there is no charge and color
conserving solutions in this case. In this figure we have taken k12 (MX ) = 4 .
52
Fig. 7. Taking M2 = 90 GeV, we have plotted the parameter space which gives rise to charge and
color conserving minima (unshaded region) in the M0 tan plane. Note that most of the plane is
excluded. Region (b) is due to the effect of a vector-like slepton where as (a) is due to three light
generations only. In this figure we have taken k1 (MX ) = 0.1.
M2 (EL0 , ER0 ) =

zN
2 v2
m
eE2 L + zE

k1 v1 v2 k2 v2 + AE v
zE k1 v1 v2 k2 v2 + AN v
2 v2
m
eE2 R + zE

, (23)
where m
eE2 i are the running mass parameters. Let us discuss the slepton masses for the
time being in the context of electric charge breaking. Color breaking can be understood
very similarly. For a vector-like scale of ML MQ /3 1 TeV the off-diagonal terms in
the above mass matrix can compete with the diagonal ones. This increases the splitting
between the eigenvalues and even rendering one of the eigenvalues negative. Coming back
to RGE, this would be the situation for most of the parameter space when k1 (MX ) = 0.1 as
shown in Fig. 7. Squared mass parameter of a neutral slepton becoming negative may only
indicate that it would also get a VEV, and it may affect the values of the other VEVs. But
a negative charged slepton squared mass parameter would imply a new source of electric
charge breaking minima in ESSM. This should be understood parallel to EWSB. Note that
a negative squared mass parameter of the doublet Higgs may not be enough to generate a
EWSB minimum.
Thus in the small k1 case save the parameter space lost due to CCB a small region
corresponding to large values of tan is all that remains. We point out that there is no such
constraint due to the vector-like spectrum for larger values of k1 .
4. Conclusion
We question the commonly accepted notion of a unified gauge coupling X 0.04.
If the Minimal Supersymmetric Standard Model (MSSM) is extended by including two
vector-like families (ESSM) the couplings grow stronger than the low energy ones
53
due to the renormalization effects of the extra matter and unify at a semi-perturbative
scale of around 0.2. This is actually the only extension of MSSM containing complete
families of quarks and leptons that is permitted by measurements of the oblique
electroweak parameters on one hand and renormalization group analysis on the other.
The former restricts one to add only vector-like families whereas the latter states that
no more than one pair of families can be added to maintain the perturbative unitarity
up to the unification scale. In ESSM the weak SU(2) coupling grows by a factor of
six at the unification scale compared to the weak-scale value (Fig. 1(a)). The four
dimensional string coupling may have a similar intermediate value which is large
enough to make the dilaton stable as was conjectured by the previous authors [1].
ESSM has a unique pattern of the Yukawa matrices which is motivated by preon
theories. The vector-like matter and normal matter has off diagonal Yukawa couplings
whereas the normal three generations do not have Yukawa couplings among them at
all. This leads to a see-saw like picture of the fermion masses. Below the mass scale
of the vector-like generation a hierarchical mass pattern of chiral fermions emerge. If
we fix all the Yukawa couplings to be large at the unification scale we get unique
predictions of the low energy fermion masses when the Yukawa couplings approach
their quasi-infrared fixed points at the scale of the top quark mass. On the contrary
the renormalization effects of these relatively large Yukawa couplings have non-trivial
effects on the unification of gauge couplings. Keeping this in mind we have also
performed the renormalization group evolution of the gauge couplings taking into
account the Yukawa effects at the two-loops. If we assume the universality of the
soft supersymmetry-breaking parameters at the unification scale renormalization group
evolution enable us to determine the supersymmetry spectrum at low energy quite
easily. Note that due to the presence of the heavy generations the renormalization of
the superparticle mass parameters are considerably different from that of MSSM as
we would expect. This makes ESSM distinct from MSSM from the point of view of
collider searches. The first and second generation squarks do not have large Yukawa
renormalization hence they experience pronounced QCD renormalization which make
them heavy (Fig. 3(b)).
A further question will be to get the correct radiative electroweak breaking. We point out
that the mass of the vector-like generations is actually linked to the electroweak symmetry
breaking mechanism by the approximate relation MQ (zq /k1 ). An electroweak
symmetry breaking minimum which fits the mass of the Z boson exactly cannot be
obtained in the quasi-infrared fixed-point scenario of the Yukawa couplings if we like
MQ to be below 100 TeV. This is too large to be interesting experimentally. Thus at least
some of the Yukawa couplings must have smaller values. The fixed-point scenario naturally
have a large tan . We show that large tan region suffers from the presence of charge and
color breaking minima for any value of the vector-like scale from mZ up to MX . So also
in this case we find that to get a global charge and color conserving minima we must give
up the assumption of all Yukawa couplings at their quasi-infrared fixed point in the case
of ESSM.
54
Acknowledgement
We thank K.S. Babu, J.C. Pati and A. Rasin for discussions and communications. Work
of B.B. is supported by US Department of Energy under the grant number DB-FG0291ER40661.
Appendix A
A.1. RGE coefficients of Yukawa couplings
The RGE for the Yukawa couplings (at any order) are given by the following general
expression which is perturbatively exact
dhm
ij
k
i m
m
= hm
(24)
ik (L )j + (R )k hkj + hij Hm .
dt
In (24) hm
ij is the Yukawa coupling for the right-handed field Ri , the left-handed
field Lj and the scalar Hm . The functions A are the anomalous dimensions for the
superfield A [47,48]. We define hm
ij as the Yukawa coupling matrix when all the superfields
16
enter in the vertex and hm

ij when they leave.
We have used the two-loop anomalous dimensions to evaluate the expression (24) which
can be splitted as follows
i

1
2 i
.
(25)
(A )ij = A1 j +
A
j
16 2
The component one-loop and two-loop parts are given by the expressions
i
m
2
(26)
A1 j = hm
ik hkj 2ga C2 (Ra )ij ,

i
(1) k m
m (1) m
A2 j = hm
ik B l hlj + hik Hm hkj
(1) i
(27)
+ 2ba C2 (Ra )ga4 ij 2 A j C2 (Ra )ga2 .
We have denoted ga as the gauge coupling ba as in the one-loop gauge -function
and C2 (Ra ) as the quadratic Casimir operator for the Ra dimensional irreducible
representation. The anomalous dimensions can be expanded in terms of four Yukawa
coupling matrices hm
f related to equal number of Higgs bosons (at the unification scale
they can be thought of a 10 and two singlets of SO(10)). The index m assumes the values
m = H1 , H2 , HS , H whereas f = u, d, l, . The up sector Yukawa matrix can be reexpanded in terms of the individual matrices which are
0 xu 0
2
0 0 0,
(28)
hH
u = xq
0 0 0
0
0 yu
S
0
(29)
hH
0 0 ,
u =
0
yq / 2 0 0
55
0
0
0
(30)
hH
0
zu .
u = 0
0
0 zq / 2 0
We will have similar expressions
for the down-quark sector and similarly for the leptonic
sector. The normalization factor 2 avoids over counting when we sum over the index
f = u, d or f = l, .
The one-loop anomalous dimensions for the quark sector are as follows:

8 2 8 2
1
H2 H2
HS HS
H H
g + g ij ,
(31)
u ij = 2 hu hu ij + hu hu ij + hu hu ij
15 1 3 3

2 2 8 2
HS HS
H H
1 H1
g
g
h
+
h
h
+
h
h
+
(32)
d1 ij = 2 hH
ij ,
d
d ij
d
d ij
d
d ij
15 1 3 3

H
H1 H1
HS HS
HS HS
H H
2
q1 ij = hu 2 hH
u ij + hd hd ij + hu hu ij + hd hd ij + hu hu ij

1 2 3 2 8 2
H
g
g
g
+ hd hH
+
+
(33)
ij , i, j = 1, 2
d ij
30 1 2 2 3 3

8 2 8 2
HS HS
H
g g ,
(34)
U1 = hu hH
u (3,3) + hu hu (3,3)
15 1 3 3

2 2 8 2
HS HS
H
g g ,
+
h
(35)
D1 = hd hH
d (3,3)
d hd (3,3)
15 1 3 3
H
HS HS
H H
HS HS
Q1 = hH
u hu (3,3) + hd hd (3,3) + hu hu (3,3) + hd hd (3,3)
1 2 3 2 8 2
g g g ,
(36)
30 1 2 2 3 3
1

u ij 0
1
,
(37)
U =
0
Q1

1

d ij 0
,
(38)
D1 =
0
Q1
1

q ij 0
1
,
(39)
Q u =
0
U1
1

q ij 0
1
.
(40)
Q d =
0
D1
The two-loop contributions to the anomalous dimensions for the quark sector are as
follows:

H2
HS
H
1
1
HS
1
1
H
1
1
2
u2 ij = 2hH
u Qu + H2 hu + hu Qu + HS hu + hu Qu + H hu ij

8 2 8 2
8
8
1
4
4
g + g
b1 g1 + b3 g3 ij
(41)
u ij +
15 1 3 3
15
3

H1
HS
H
HS
H
1
1
1
1
1
1
1
+
+
h
+
+
h
+
d2 ij = 2hH
Qd
H1 d
Qd
HS d
Qd
H hd ij
d
d
d

2 2 8 2
2
8
g1 + g3 d1 ij +
b1 g14 + b3 g34 ij ,
(42)
15
3
15
3
56
H2 1
H

H
H
H
1
S
2 + h 1 1 + 1 hH1 + h S 1 + 1
=
h
+
h
u
u
H2 u
H1 d
HS hu
d
ij
U
D
U
H

H
H
H
H
1
1
+ hd S D1 + H1 S hd S + hu U1 + H1 hH
u + hd D + H hd ij

1 2 3 2 8 2
1
3
8
g1 + g2 + g3 q1 ij +
b1 g14 + b2 g24 + b3 g34 ij , (43)
30
2
3
30
2
3

HS
H
1
1
HS
U2 = hu U1 + H1 hH
u + hu U + HS hu (3,3)

8 2 8 2 1
8
8
g1 + g3 U +
b1 g14 + b3 g34 ,
(44)
15
3
15
3
H

HS
HS
1
1
D2 = hd D1 + H1 hH
d + hd D + HS hd (3,3)

2 2 8 2 1
2
8
g1 + g3 D +
b1 g14 + b3 g34 ,
(45)
15
3
15
3

H
H
H
1
1
1
1
+
h
+
Q2 = hH
u
u
Qu
H
Qd
H hd
d
HS
HS
HS
1
1
1
1
S
+ hH
u Qu + HS hu + hd Qd + HS hd (3,3)

1 2 3 2 8 2 1
1
3
8
g1 + g2 + g3 Q +
b1 g14 + b2 g24 + b3 g34 .
(46)
30
2
3
30
2
3
Two-loop anomalous dimensions of leptons can be obtained from the above expressions
with the replacements u , d e and q l.
We have set the Yukawa couplings for the first and second generation to zero. They
can be included by the replacement of the numbers xf , xc0 , yf and yc0 by corresponding
three dimensional vectors. In this case 3 3 Yukawa matrices given in Eqs. (28)(30) will
become 5 5 matrices.
The one-loop and two-loop anomalous dimensions for the Higgs scalars are as follows:
(a) One-loop anomalous dimensions
1 H1

3 2 3 2
H1
1
g g ,
(47)
+ Tr hH
+ k12
H1 1 = 3 Tr hH
e he
d hd
10 1 2 2

3 2 3 2
H1
H1
1
1
g g ,
(48)
+ Tr hH
+ k12
H1 2 = 3 Tr hH
u hu
h
10 1 2 2
S HS

HS
HS HS
HS HS
S
(49)
+ 2 Tr hH
+ k32 ,
H1 S = 6 Tr hH
e he + h h
d hd + hu hu

H
H
H
H
H
H
(50)
+ 2 Tr hH
+ 2k12 + k22 .
H1 = 6 Tr hH
e he + h h
d hd + hu hu
q2
(a) Two-loop contributions to the anomalous dimensions

1 1 H1
H 1 H1
H1 1 H1
H1 1 H1
1 h
h
+
h
h
+
h
Tr
h
H2 1 = 3 Tr hH
e
e E he
e
Q
L
d
d
e
d d
D d

3
3
3
3
g12 + g22 H1 1 +
b1 g14 + b2 g24 ,
k1 H1 1 + H1 k1
10
2
10
2

H1
H1 1 H1
H1
H1 1 H1
1 1
1 1
Tr hH
H2 2 = 3 Tr hH
u Qu hu + hu U hu
L h + h h

3 2 3 2 1
3
3
1
1
g1 + g2 H2 +
b1 g14 + b2 g24 ,
k1 H2 + H k1
10
2
10
2
(51)
(52)
57
H
H
H
HS
HS 1 HS
H
S 1
H2 S = 6 Tr hd S Q1 d hd S + hd S D1 hd S + hH
h
+
h
u
u U hu
u Qu

HS
HS 1 HS
HS 1 HS
HS 1 HS
S 1
2 Tr hH
e Le he + he E he + h L h + h h
k3 H1 S k3 ,
1 H
H 1 H
H 1 H
H 1 H
H2 = 6 Tr hH
d Qd hd + hd D hd + hu Qu hu + hu U hu

H
H 1 H
H 1 H
H 1 H
1
2 Tr hH
e Le he + he E he + h L h + h h
k3 H1 k3 .
(53)
A.2. Two-loop formulae of threshold corrections in step-function approximation

(k)
The two-loop coefficient for the RGE of the gauge coupling bij and ai including
the threshold corrections are listed here. i is the step function. The mass thresholds
H and similarly the vector-like
are denoted by the index i = w
e, g,
qL , u R , dR , lL , eR , h,
thresholds i = Q, L. Here nf is the number of chiral generations and nV is the number of
extra generations.
(a) Gauge contribution

9
18
2
1
32
19
+ (2 w
+
e +
+
q +
u
b11 = nf
e)
15
100 lL 25 R 75 dR 300 L 75 R

9
1 + H + h (1 w
+
e)
50

81
137
L +
Q ,
(54)
+ nV (3 w
e)
100
300

9
3
3
+ (2 w
)
+
b12 = nf
e
q
5
20 lL 20 L

9
1 + H + h (1 w
+
e)
10

9
3
)
+
+ nV (3 w
(55)
e
L
Q ,
20
20

4
6
32
44
+ (2 g )
q +
+
u
b13 = nf
15
15 L 15 dR 15 R
44
(56)
+ nV (3 g ) Q ,
15

3
1
1
+ (2 w
+
q
b21 = nf
e)
5
20 lL 20 L

3
1 + H + h (1 w
+
e)
10

3
1
L +
Q ,
+ nV (3 w
(57)
e)
20
20
58

1
49
136 64
1
+
w
+ (26 33w
lL + qL
e + nf
e)
3
3
3
12
4

49 11
13 13
+
H + h
w
+
e
6
6
6
2

1
3
L + Q ,
+ nV (25 11w
e)
4
4

b23 = nf 4 + 4(2 g )qL
b22 =
+ nV 4(3 g )Q ,

1
1
4
11
+ (2 g )
q +
+
u
b31 = nf
30
30 L 15 dR 15 R
11
(3 g )Q ,
+ nV
30

3 3
+ (2 g )qL
b32 = nf
2 2
3
+ nV (3 g )Q ,
2

11 13
76
+
g (2qL + dR + u R )
b33 = 102 + 48g + nf
3
3
3

52
g Q .
+ nV 40
3
(58)
(59)
(60)
(61)
(62)
(b) Now the coefficients aik : Let us become careful here. We define j1 to be the anomalous
dimensions without the gauge contributions which are as follows

1
1

6 4
Tr u1 + U1 + Tr d1 + D1 + Tr q1 + Q1
=
5 3
3
6
k

1 1

1
1
1
1
1
1
+ Tr e + E + Tr l + L + H1 + H2 ,
2
2
X

k
1
1
1
1
1
a2 = 3 Tr q + Q + Tr l + L + H1 + H1 2 ,
a1k

a3k = Tr u1 + Tr d1 + U1 + D1 + 2 Tr q1 + Q1 .
(63)
(64)
(65)
The vector-like superfields are massive at the scales (MQ , ML ). After the rotation of the
Yukawa matrices we get
ht ()
2 ( < M ) =
hH
0
Q
u
0
0 0
0 0,
0 0
H
S
hH
u ( < MQ ) = hu ( < MQ ) = 0,
(66)
(67)
hH
d ( < MQ ) =
hb ()
0
0
0
0
0
0
0,
0
hd S ( < MQ ) = hH
d ( < MQ ) = 0,
h () 0 0
1
0
0 0,
hH
e ( < ML ) =
0
0 0
H
S
hH
e ( < ML ) = he ( < ML ) = 0,
59
(68)
(69)
(70)
(71)
with our boundary conditions (5).
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Baryogenesis through leptogenesis

Riccardo Barbieri a,b , Paolo Creminelli a , Alessandro Strumia b,c ,
Nikolaos Tetradis a,b,d
a Scuola Normale Superiore, Piazza dei Cavalieri 7, I-56126 Pisa, Italy
b INFN, sezione di Pisa, I-56127 Pisa, Italy
c Dipartimento di fisica, Universit di Pisa, I-56127 Pisa, Italy
d Department of Physics, University of Athens, GR-15771 Athens, Greece
Received 19 November 1999; accepted 10 January 2000
Abstract
Baryogenesis by heavy-neutrino decay and sphaleron reprocessing of both baryon and lepton
number is reconsidered, paying special attention to the flavour structure of the general evolution
equations and developing an approximate but sufficiently accurate analytic solution to the prototype
evolution equation. Two different models of neutrino masses are examined, based on an Abelian
U(1) or a non-Abelian U(2) family symmetry. We show that a consistent picture of baryogenesis can
emerge in both cases, although with significant differences. 2000 Elsevier Science B.V. All rights
reserved.
PACS: 13.35.Hb; 14.60.Pq; 11.30.Fs; 98.80.Cq
1. Introduction
The need for a mechanism to generate the baryon asymmetry of the universe after an
early era of cosmological inflation is one of the main indications for physics beyond the
Standard Model (SM). Several such mechanisms have been proposed, such as baryonnumber violating interactions at tree level in Grand Unified Theories (GUTs), or sphaleron
transitions taking place at the quantum level in electroweak baryogenesis.
An even stronger indication for physics beyond the SM is provided nowadays by
the anomalies in neutrino physics [18], which can be interpreted in terms of neutrino
oscillations. Using a simple-minded see-saw formula, m = (200 GeV)2 /M, a neutrino
mass between 0.03 eV and a few eVs, as seemingly implied by a coherent interpretation
of the various neutrino results, suggests a mass scale for new physics between 1015 and
1013 GeV. In turn, this mass scale could be related to the lepton number violating exchange
of heavy right-handed Majorana neutrinos N .
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 0 1 1 - 0
62
R. Barbieri et al. / Nuclear Physics B 575 (2000) 6177
These recent findings in neutrino physics have stimulated the reconsideration of the
possibility that the baryon asymmetry may be generated by a lepton asymmetry, arising
from the out-of-equilibrium decay of the heavy N [9]. This conversion of asymmetries
would occur by the reprocessing of both baryon (B) and lepton number (L) in sphaleron
transitions. Ideally, from a detailed model of neutrino masses, both light and heavy,
one would like to compute the difference between the number density of baryons
and antibaryons, normalized to the entropy density of the universe, (nB nB )/s
YB , at the time of nucleosynthesis, known to be in the 10(1011) range from the
primordial abundances of the light elements (see, for example, [10]). In order to minimize
uncertainties, the reheating temperature after inflation Trh is assumed to be bigger than the
mass of the decaying neutrino (for alternatives, see [11,12]).
With this general programme in mind, in this paper we add a few elements to the standard
analysis of baryogenesis via leptogenesis: the consideration of the flavour structure of
the problem and an approximate but sufficiently accurate analytic solution of the relevant
evolution equations. These results would be fully relevant if a sufficiently detailed model
of neutrino masses existed, which is not the case at present. Nevertheless, we apply our
considerations to two different models of neutrino masses, based on an Abelian U(1) or a
non-Abelian U(2) family symmetry, respectively. A consistent picture of baryogenesis can
emerge in both cases, although with significant differences, thus strengthening the view
that makes leptogenesis an appealing mechanism for baryogenesis.
2. General setting of the problem

Sphaleron transitions, in equilibrium at temperatures above about 100 GeV, violate
B and L while conserving the quantities 1i 13 B Li , i = e, , [1820]. 1 As a
consequence, by imposing the equilibrium conditions in the SM on all chemical potentials,
one obtains below the electroweak phase transition [1316]

12 X
1
Y1i 0 ,
Y1i YB YLi ,
(2.1)
YB =
37
3
i
which specifies YB in terms of the asymmetries Y1i |0 , either initial or generated before the
electroweak phase transition.
P
In the pure SM 1i are conserved. Similarly i Y1i cannot be generated in a minimal
SU(5) model. In order to generate a baryon asymmetry, we have to assume that an out-ofequilibrium interaction around a temperature T violates (some of) the 1i and produces a
net Y1i |0 different from zero: N decay is the example that is of interest here, in which case
T is of order of the N mass, M1 . This decay acts as a source of asymmetry for the density
of the lepton doublets Yì , related to YLi by YLi = Yì + Yei , where Yei is the asymmetry
of the right-handed charged leptons. If we only consider the ì -violating interactions, the
Boltzmann equations for the Yì have the (linearized) form
1 It has been pointed out in [21] that hot sphaleron rates are suppressed by an extra factor with respect to a
2
classical estimate. Lattice simulations confirm this extra factor: see [22].
63
Yì = Si i Yì ,
(2.2)
where Yì dYì /dz, z T /M1 , and both the sources Si and the wash-out coefficients i
are functions of z, properly normalized to account for the universe expansion.
The way the evolution Eq. (2.2) are converted into evolution equations for the
asymmetries Y1i [17], defined in (2.1), depends on which interactions are fast at T , the
decay temperature of N . Three temperature intervals are of interest:
(i) T & 101112 GeV, where the gauge interactions are in equilibrium while no lepton
Yukawa coupling mediates equilibrium interactions.
(ii) 109 GeV . T . 101112 GeV, where gauge interactions, the interactions due to the
t-, b-, c-, -Yukawa couplings and (presumably) the sphaleron interactions are in
equilibrium [1820]. 2
(iii) T . 109 GeV, where also the - and s-Yukawa couplings and the CKM mixings
mediate equilibrium rates.
The electron Yukawa interactions can be neglected as they are in equilibrium only at
very low temperatures (T . 30 TeV) [17]. If we neglect the Yì -violating interactions in
Eq. (2.2), the different temperature intervals are characterized by different conservation
laws, YQ = 0. At the highest temperature (case (i)) the (globally) conserved quantities,
other than Y1i , include YB , Yì and Yei , which are progressively broken at lower
temperatures. The different fast rates in any temperature interval give rise to different
equilibrium conditions for the asymmetries in the number densities, or the chemical
potentials p [1317]. For example ` e + h = 0 in the temperature range where
the -Yukawa coupling ` e h mediates a fast rate. These equilibrium conditions allow
to express all the asymmetries in the number densities in terms of the YQ , with expressions
which depend on the temperature interval.
It is now easy to see how the evolution Eq. (2.2) in presence of lepton number violation
are converted into evolution equations for the Y1i , directly relevant to the evaluation of
the baryon asymmetry through (2.1). Since the fast interactions conserve 1i , they do not
contribute to the equation for Y1i , which takes the form
Y1i = (Si i Yì ),
(2.3)
where Yì have to be expressed in terms of the Y1i themselves, Yì = Aij (T )Y1j . Using
the equilibrium conditions relevant to the different temperature intervals, the matrices of
constant coefficients are given by
(i)

A T & 101112 GeV = diag(1, 1, 1);

(ii) A 109 GeV . T . 101112 GeV =
(iii)

A T . 109 GeV =
317/351
34/351
1/117
218/253
29/506
29/506
34/351
317/351
1/117
25/253
493/759
13/759
(2.4a)
20/351 !
20/351 ;
82/117
25/253 !
13/759
.
493/759
(2.4b)
(2.4c)
2 The rate of sphaleron interactions at finite temperature is uncertain. More recent works [21,22] indicate
an equilibrium temperature close to 1010 GeV, lower than the value adopted here. If this is confirmed, it is
straightforward to modify the following considerations.
64
If the decay of the heavy neutrino occurs at the border of any of these temperature
intervals, a more accurate treatment of the evolution equations would be needed.
3. Flavour properties of leptogenesis by heavy neutrino decay

The model of neutrino masses is specified by the Yukawa couplings of the heavy righthanded neutrinos N , = 1, 2, 3, to the left-handed SU(2)-doublets ì , i = e, , , and to
the Higgs field h
LY = i ì N h + h.c.,
(3.1)
which one can choose to write in the physical flavour basis of both the charged leptons and
the heavy neutrinos of mass M . In this flavour basis, the mass matrix of the light neutrinos
is (v hhi = 174 GeV)
mij = i
v2
.
M j
(3.2)
When needed, we accept here the currently dominant view that the light neutrino masses
are hierarchical and that the two signals interpretable as due to the oscillations of three
neutrinos are those related to the atmospheric and solar anomalies. In this context, the
likely ranges for the eigenvalues of (3.2), m3 > m2 > m1 , are
1/2
1/2
(0.030.1) eV;
m2 = 1m2sun
. 102 eV.
(3.3)
m3 = 1m2atm
The flavour structure of (3.1) and (3.2) is such that also the Eq. (2.2) for Yì are different in
the various ranges of T ( M1 ). As in the connection between Yì and Y1i , what counts
are the temperature ranges described in the previous section: we discuss them in turn. For
the time being, we consider the asymmetry produced by the decay of the lightest righthanded neutrino N1 .
3.1. T M1 & 101112 GeV
In this case the Yukawa and the sphaleron interactions can be approximately neglected
during N1 -decay. Disregarding first the 1L = 2 interactions, the evolution equation for Y`
has the usual form discussed in the literature
Y` = S Y` ,
(3.4)
where S is proportional to the total decay asymmetry of N1

(N1 `h)
(N1 `h)
+ (N1 `h)
(N1 `h)

X
2 M
1
1
Im ( )1 f
=
8 ( )11
M1
1 =
=2,3
(3.5)
65
and f (x) ' 3/2x for x 1 [2326]. As long as the Yukawa interactions are negligible
the lepton asymmetry can be considered concentrated on the `1 state, the lepton doublet to
which N1 couples in the tree-level approximation:
p
(3.6)
`1 i1 ì / ( )11 .
In an arbitrary flavour basis, the lepton asymmetry is described by a 3 3 matrix arising
from the difference of the density matrices of leptons and anti-leptons and normalized
P
so that Tr = i Yì [2730]. In the case we are considering, as shown below, is
proportional to the projector P1 on the state `1 up to non-diagonal contributions. When
the Yukawa interactions come into equilibrium at lower temperatures, they simply kill
the off-diagonal terms of the matrix in the physical lepton-flavour basis, while leaving
equilibrium of the Yukawa interactions terms of the matrix in the physical lepton-flavour
P
basis leaving unaltered the trace, which is what influences i Y1i or, ultimately, the baryon
asymmetry.
Let us now come to discuss the possible washing effect of the 1L = 2 interactions
mediated by off-shell N -exchanges. Their rates, at T < M1 , are controlled by the light
neutrino mass matrix (3.2). Focusing on the heaviest eigenvalue, (3.3), the dominant
1L = 2 amplitude will act on the state 3 and will be proportional to m3 /v 2 . The
corresponding rate is in equilibrium at temperatures above 101112 GeV, so that it is only
in this range that the lepton asymmetry produced by N1 is affected. This effect is readily
included in the evolution equation for Y` , Eq. (3.4), if `3 coincides with `1 , Eq. (3.6), as it
happens if the exchange of N1 dominates the mass matrix (3.2) of the light neutrinos. This
is usually done in the literature [31,32] by introducing a properly normalized 1L = 2 rate
1L=2 in the left-hand side of Eq. (3.4), which becomes
Y` = S ( + 1L=2 )Y` .
(3.7)
The inclusion of the 1L = 2 washing effect is different if `3 is not aligned with `1 .

If we keep only the dominant 1L = 2 washing interactions acting on `3 , their effect is
accounted for, in the general case, by projecting the evolution equation for the matrix in
P
the subspace `3 and in its orthogonal complement, and writing Yì = Y3 + Y with

(3.8a)
Y3 = c3 S Tr(P1 P3 ) + 1L=2 Y3 ,

(3.8b)
Y = (1 c3 ) S 1 Tr(P1 P3 ) Y .
Here Y describes the trace of the matrix restricted to the corresponding subspace,
c3 =
(N1 `3 h)
(N1 `3 h)
(N1 `h)
(N1 `h)
(3.9)
is the part of the asymmetry produced by the decay of N1 into `3 and P1 , P3 are the
projectors over `1 , `3 , respectively.
This intuitive result can be formally derived by writing the evolution equation for the
matrix associated with the lepton asymmetry

1P
{P3 , }
{P1 , }
1L=2
,
(3.10)
= S P1 +
21
2
2
66
where 1P /21 in the source term accounts for the misalignment in flavour space of the
states ` and ` to which N1 decays, with projectors P and P (see Appendix A). An exact
expression for the source term is
(N `h)
P
(N `h)P
,
(3.11)
S
(N `h)
(N `h)
which, expanded to first order in the asymmetry, gives the source term in (3.10) with 1P =
P P and 1 given by Eq. (3.5). It is important to notice that 1P /21 is of order unity
and cannot be neglected. Without 1L=2 , since 12 {P1 , 1P } = 1P + O(12 ), the solution
of (3.10) to first order in the asymmetry is

1P
= Y` P1 +
,
(3.12)
21
where Y` satisfies (3.4). Notice that Tr = Y` and that Tr[P1 (P1 + 1P /21 )] = 1 + O(1).
With 1L=2 , the restriction of Eq. (3.10) to the two orthogonal spaces done before leads to
Eqs. (3.8a) and (3.8b) since (see Appendix A)

1P
(3.13)
= c3 .
Tr P3 P1 +
21
3.2. 109 GeV . T M1 . 101112 GeV
In this case, during N1 -decay, the 1L = 2 interactions can be neglected. On the contrary,
one has to take into account the fast rates due to the -Yukawa interactions. One of their
effects is best seen in the flavour basis, where they drive to zero the off-diagonal terms e ,
of the matrix . Defining c in analogy with c3 , Eq. (3.9), one would have
(3.14)
= Y` = c S Tr(P1 P )Y`
and, for the sum of the electron and muon asymmetries, indistinguishable at this stage,

(3.15)
+ ee = Y` + Yè = (1 c )S 1 Tr(P1 P ) (Y` + Yè ).
Furthermore, the equilibrium of the -Yukawa and sphaleron interactions has the effect
described in Section 2 and accounted for by the 2 2 matrix Anm which mixes 1 with
1e + 1 (n, m = {e + , }). In analogy with Section 2

(34 317)/351 40/351
.
(3.16)
Anm =
1/117
82/117
3.3. T M1 . 109 GeV
The extension to this case, when both the -Yukawa and -Yukawa interactions are in
equilibrium, is obvious. All the off-diagonal elements of the matrix in the flavour basis
are driven to zero so that
(3.17)
Yì = ci S Tr(P1 Pi )Yì ,
where i = e, , . Including the fast Yukawa and sphaleron interactions as described in
Section 2 with the proper mixing matrix (2.4c) one obtains the evolution equations for
Y1i .
67
4. Approximate analytic solutions of the Boltzmann equations

In this section, and in the related Appendix B, we describe an approximate but
sufficiently accurate analytic solution to Boltzmann equations of the form (3.7). Numerical
solutions have been presented in [31,32], where the relevant SM rates have been computed.
As previously discussed, this equation is appropriate for T > 101112 GeV and when
the exchange of N1 dominates the mass matrix of the light neutrinos. Boltzmann
equations with a similar structure hold at lower temperatures, when sphaleron and Yukawa
interactions are fast. Similar analytic solutions can be developed in these cases.
e1 [(`1 h /v)2 + h.c.] to the
In the most general case, N1 exchange gives a contribution m
light neutrino mass operator: the flavour of `1 can be different from the flavour of the
e1 = ( )11 v 2 /M1 can be smaller than its
heaviest neutrino 3 in the `3 doublet, and m
mass m3 . The appropriate system of Eq. (3.8) depends on the relative flavour between `1
and `3 . They simplify to a single equation of the form (3.7) in the two extreme limits:
(a) `1 and `3 have orthogonal flavours (in the notation of Section 3 this means
Tr(P1 P3 ) = 0 and c3 = 0);
(b) `1 and `3 have aligned flavours (P1 = P3 and c3 = 1).
In case (a) the dominant 1L = 2 interactions cannot wash out the leptonic asymmetry in
`1 , as would happen for example if they only acted on and flavours while `1 = è .
The relevant Eq. (3.8b) has the form (3.7), with 1L=2 given by the subdominant 1L = 2
interactions mediated by N1 (neglected in (3.8). In case (b) the relevant Eq. (3.8a) has the
m1 )2 times stronger than the one
form (3.7), with the 1L = 2 rate 1L=2 being X = (m3 /e
mediated by N1 alone. The intermediate situation can be studied by solving (3.8) for any
given relative flavour misalignement between `1 and `3 : the result should be intermediate
m1 )2 (case (b)).
between the ones obtained for X = 1 (case (a)) and X = (m3 /e
Both the source S and the decay coefficient + 1L=2 in Eq. (3.7) depend upon YN1 , the
N1 density relative to the total entropy density, which satisfies its own evolution equation.
We define (see Appendix B)
m
e1 4.5 103 eV.
(4.1)
e1 , the decay width of N1 is much smaller than the Hubble constant and N1
If m
e1 m
decays strongly out of equilibrium, while, conversely, it is almost in equilibrium for m
e1
m
e1 . Explicit expressions for YN1 (z) in the two regimes are given in Appendix B.
With explicit knowledge of S and , Eq. (3.7) can be integrated to obtain Y` at T M1
eq
Y` (z ) = 1 YN1 (0),
i.e.,
12
nB
31
= Y` (z ) =
,
s
37
2183
(4.2)
where 6 1 is an efficiency factor describing the effect of wash-out interactions. In

Appendix B we describe an accurate analytic approximation for . The first-order linear
differential equation for Y` , Eq. (3.7), can be explicitly solved in terms of integrals. Our
approximation for is obtained by inserting the asymptotic expressions for the interaction
rates and for the N1 abundance described in Appendix B.1 and evaluating the integral in
the saddle-point approximation.
68
Depending on the mass and Yukawa couplings of N1 , four different regimes are possible.
The 1L = 2 interactions can be either significant or negligible, and the N1 decay rate
(which is comparable to the thermally averaged 1L = 1 interactions) can be faster or
m1 . Specializing
slower than the expansion of the universe, depending on the value of m
e1 /e
our general approximation (B.5) described in the appendix to the four regimes, we can
derive less precise but more explicit expressions for :
A. N1 decays strongly out of equilibrium and all the wash-out interactions are
negligible. In this case 1.
B. N1 decays almost in equilibrium and 1L = 1 interactions are not negligible. As
m1 :
explained in Appendix B, is suppressed only almost linearly in m
e1 /e
m
e1 /e
m1
p
,
2
2e 2 ln(e
m1 /e
m1 ) ln(e
m1 /e
m1 ) + t ln(MN1 /mh )/ 2
(4.3)
where mh is the Higgs mass and t the top Yukawa coupling. Notice that depends,
up to small corrections, on the mass and Yukawa couplings of N1 only through the
single combination m
e1 .
C. N1 decays almost in equilibrium and 1L = 2 interactions are not negligible. These
interactions wash out Y` exponentially:
#
"
r
M1 X
m
e1
.
(4.4)
exp
m
e1 1015 GeV
The factor in the exponent is proportional to the square root of 1L=2 and gives a
significant suppression only if M1 is heavy enough.
D. N1 decays strongly out of equilibrium and 1L = 2 washing is not negligible. These
interactions again wash out Y` exponentially:
2/3
1/3
X
M1
m
e1
.
(4.5)
exp
m
e1
0.8 1013 GeV m23 /e
m21
If X = 1, this suppression is significant only for uninteresting high values of M1 .
These four regions are clearly visible, and explicitly indicated, in Fig. 1, where we show
contour plots of our approximation of , Eq. (B.5), as function of the two unknown
parameters m
e1 and M1 in the two extreme situations alluded to above: Fig. 1a refers to
case (a) and Fig. 1b to case (b).
Before concluding this section, we make a few comments on the validity of our
approximations.
1. We have assumed that N1 has a thermal abundance at T M1 but this could not be
e1 , N1 rapidly thermalizes anyhow, so that its initial abundance
the case. If m
e1 m
e1 , thermalization is slow and leptogenesis becomes
is irrelevant. If instead m
e1 m
sensitive to the initial abundance: starting with YN1 (0) = 0, the N1 abundance at
m1 , not included in Fig. 1.
decay is roughly suppressed by a factor m
e1 /e
2. In presence of a strong exponential suppression, the slow (i.e., 1) Yukawa and/or
sphaleron interactions cannot be neglected: a fraction /` of the asymmetry in
left-handed leptons ` is transmitted to right-handed leptons and/or to quarks before
being washed out.
69
Fig. 1. Contour plot of our analytic approximation for the efficiency factor of leptogenesis in the
SM as function of (e
m1 , MN1 ). The 1L = 2 interactions not mediated by N1 have been computed
assuming m3 = max(e
m1 , (3 103 )1/2 eV) and assuming that their flavour structure gives the
weakest washing (X = 1) in Fig. 1a, and the strongest washing (X = (m3 /e
m1 )2 ) in Fig. 1b.
3. We have done the computation in the SM. Apart from factors of order one, there
should be no significant difference between the SM [31,32] and MSSM [33]
predictions for Y` , with the main change possibly due to a large value of tan .
4. We have neglected the asymmetry generated by the heavier neutrinos, even if their
mass is below Trh . This asymmetry is generally believed to be washed out by fast
interactions mediated by the lightest right-handed neutrino. Considering the flavour
structure of the problem we can see that this is not always the case. The heavier
neutrinos produce an asymmetry of the generic form (see Eq. (3.12))

1Ph
.
(4.6)
h = Yh Ph +
2h
For T & 101112 GeV, analogously to Eqs. (3.8a) and (3.8b), only the restriction of
h to the subspace `1 will be washed out by N1 interactions, while its orthogonal
complement will remain untouched. For lower T the wash-out efficiency depends
on the projection of `h and `1 on the flavour states: also in this case a non-negligible
part of the asymmetry can survive.
5. Baryogenesis in specific models of neutrino masses

As made clear from the previous discussion, a detailed calculation of the baryon
asymmetry generated via leptogenesis would require a detailed knowledge of the model
for neutrino masses, not available at present. A typical model is currently specified by
textures for the matrix of the Yukawa couplings and for the mass matrix M of the heavy
right-handed neutrinos, with undetermined complex coefficients of order unity for every
70
non-zero entry. The ignorance of these coefficients induces an uncertainty in the lepton
asymmetry, generically of the same order unity. A pile up of effects correcting the final
result for Y` by up to one order of magnitude in either direction, although not likely, cannot
be safely excluded.
Before considering specific models, it is useful to recast the relevant equations in a
more expressive form, emphasizing the role of the relevant parameters (for related studies,
see [34,35]). From (3.5), the total decay asymmetry can be written as
3 m3 M1
g,
(5.1)
16 v 2
where g is a model dependent flavour factor which, barring cancellations, is less than unity
and does not depend on any absolute scale. We find therefore, from (4.2)
|1 | =
M1
nB /s
,
(5.2)
g 9
10
10
10 GeV
where the efficiency factor is also less than unity and depends on the coefficient m
e1 of
2
the contribution m
1 [(`1 h /v) + h.c.] to the mass matrix of the light neutrinos from N1
exchange.
In the light of the above general considerations, we compute the expected baryon
asymmetry in two models of neutrino masses, based on an Abelian U(1) or a nonAbelian U(2) family symmetry, respectively. In both cases we have checked that the careful
treatment of flavour, as described in Sections 2 and 3, can modify the result with respect
to the naive treatment based on Eq. (2.2) only to an amount which stays within the model
uncertainty. Hence we only describe the results of the naive analysis. As in all the previous
discussion we assume a reheating temperature after inflation above M1 .
5.1. The U(1) model
The essential elements of this model [36] are the U(1)-charges of the three left-handed
lepton doublets `3 , `2 , `1 : a, a, a + x, and the biggest charge 1 of the heavy neutrinos,
ec . The tilde on top of ` and N c is there to remind that they are not mass
associated with N
1
eigenstates. The U(1) charges of all particles with the same chirality hence the c on the
heavy neutrino fields are non-negative and are taken consistent with SU(5) unification,
so that they are identical within each SU(5) multiplet. Every element i of the Yukawa
matrix is given, up to a factor of order unity, by qi + , where is a small parameter and qi ,
ec , respectively. An analogous formula holds
are the U(1) charges of the fields ì and N
for all other Yukawa couplings. In the same way, again up to factors of order unity, the
mass matrix of the heavy neutrinos is M M0 ( + ) , where M0 is an unspecified mass
scale. The equality of the U(1)-charges of `3 and `2 is at the origin of the large neutrino
mixing supposedly observed at Super-Kamiokande. The large top Yukawa coupling and
consistency with SU(5) unification require the vanishing of the U(1) charge of the third
generation right-handed charged leptons, approximately R .
With these inputs, from the explicit construction of the and M matrices, it is immediate
to obtain
3 2(a+1)
,
16
m 3 m
e1 2a
v2
,
M0
M1 21 M0 .
71
(5.3)
Phases of order unity are assumed in the various matrix elements. We have also assumed
that the unspecified charges of the heavy neutrinos other than N1 are sufficiently smaller
than 1 so that M1 /M 2(1 ) , = 2, 3, are small. A posteriori, this can only be
marginally the case. A drawback of the model is the need to invoke a fortuitous cancellation
to explain the hierarchy in the neutrino mass matrix, m2 /m3 . 0.05, against the naive
expectation m2 m3 . In its unified version, the model also gives m a v, although
with an arbitrary identification of the vacuum expectation values of the Higgs fields
relevant to m and m3 .
Eq. (5.3) can be combined to give the flavour factor g in (5.1), approximately equal
to unity. Furthermore M1 , using also m a v, is bounded by M1 < M0 m2 /m3 <
1011 GeV. There is no other restriction on M1 which can therefore be fixed to obtain
e1 m3 (0.31) 101 eV, from Fig. 1,
the desired value of YB from Fig. 1. Since m
2
= (0.31) 10 . Hence consistency with YB = (10101011) is obtained for M1
101011 GeV. Although lower than M0 . 1011 GeV, this value is such that also the heaviest
singlet neutrinos have to be close in mass and all in the 1011 GeV range.
5.2. The U(2) model
e
The relevant pieces of information are contained in the form of the matrices for the `N
Yukawa couplings and for the heavy neutrino masses
0
0
M M0 0 1 1 ,
(5.4)
0 ,
1
1
where 0.02 and 0 0.004 are dimensionless parameters related to the hierarchical
breaking of U(2) and determined from the observed values of charged fermion masses [41].
The tilde on top of indicates that , unlike in Eq. (3.2), is not in the physical basis for the
heavy neutrinos but rather in the basis specified by M. As before, order one prefactors are
understood in every entry of (5.4), whereas the blanks stand for non-zero but sufficiently
small elements. Since the structure of the model is intimately tied to unification, M0 is of
order MGUT 2 1016 GeV [41,42].
The diagonalization of M in Eq. (5.4) leads to M2 M3 M0 MGUT and to a
substantially lighter M1 02 MGUT 109 1010 GeV. In turn the `-N Yukawa couplings
in the physical N-basis (N1 , N2 , N3 ) acquire the form
02
0 0

(5.5)
0 .
0 1 1
The exchange of M1 dominates the light neutrino mass matrix, giving
m3
v2 1
0.1 eV,
MGUT
m 2
2 102 ,
m 3
(5.6)
72
in reasonable agreement with observations. Furthermore m

e1 m3 , so that (0.31)
102 and, for the flavour factor in (5.2), g m2 /m3 0.02. Putting everything
together, we get from (5.2)
M1
nB
3 1011 8
.
s
10 GeV
Unlike the previous case, however, M1 is not a free parameter. Since M1 10910 GeV,
the baryon asymmetry is fixed to 3 10(1213).
6. Conclusions
The experimental results in neutrino physics of the last few years have made plausible
the case for a baryon asymmetry generated by a lepton asymmetry arising from the outof-equilibrium decay of a heavy right-handed neutrino. With this motivation, this paper
achieves two purposes. The first is to determine in a precise way the evolution equations
for the baryon and lepton asymmetries by taking into account the full flavour structure of
the problem. This would be fully relevant with a sufficiently detailed model of neutrino
masses on hand.
The second purpose is to examine the expected asymmetry in two specific models of
neutrino masses, within their limit of uncertainty. In both cases, we have shown that a
consistent picture of baryogenesis can emerge, although with significant differences. In the
U(1) model, which does not account automatically for the hierarchy of neutrino masses, the
observed baryon asymmetry can be obtained by choosing the scale of the heavy neutrinos,
all close in mass, between 1010 and 1012 GeV. In the U(2) model, the lighter of the heavy
neutrinos has a mass M1 fixed by independent considerations at M1 10910 GeV and
significantly lower than that of the two others M2 M3 MG . In this case the baryon
asymmetry is fixed at 3 10(1213) against an observed value of 10(1011). In view of
the uncertainties discussed in the text, we consider this as a success, strengthening the view
that makes leptogenesis an appealing mechanism for baryogenesis. In every instance it is
clear that the decaying neutrino is heavy, above 109 GeV and correspondingly Trh is bigger
than the same value, a non-trivial constraint on the evolution of the early universe.
Acknowledgments
The work of N.T. was supported by the E.C. under TMR contract No. ERBFMRXCT96-0090 and contract No. ERBFMBICT983132.
Appendix A. The explicit form of N1 decay amplitude

The tree-level amplitudes and the one loop corrections to N1 decay are, up to an overall
factor
= i1 ,
ai a(N1 ì h)
= i j 1 j A ,
i 1a(N1 ì h)
a i a(N1 ì h) = i1 ,
i 1a(N1 ì h) = i j 1 j A ,
73
where ImA = f (M /M1 )/32 and f is defined in Eq. (3.5). Note that i 6= i .
Neglecting 1L = 2 interactions, the Boltzmann equations for the density matrices of
leptons and antileptons are

(A.1a)
` = S` P + P 12 {P , ` } ,

1
(A.1b)
= S P + P {P , } ,
`
where
Pij =
(a + )i (a + )j
|a + |2
Pij =
i (a + )

(a + )
j
.
2
|a + |
(A.2)
By taking the difference between (A.1a) and (A.1b), defining S = S` S` and linearizing
in = ` ` , Eq. (3.10) follows. In Eq. (3.10) we have also included the 1L = 2 terms,
which can be discussed along similar lines. Explicitly we have

Im(i1 j k k1 )A
1P
i
= P
+ h.c.,
(A.3)
P1 +
21 ij
2 i Im(i1 i k k1 )ImA
so that Eq. (3.13) is easily justified.
Appendix B. Approximate solutions of Boltzmann equations for leptogenesis

As usual [3133] 3 we assume a Boltzmann kinetic distribution for bosons and fermions:
the Boltzmann equations for the total abundances nN1 , n` and n` are expected to be correct
within few 10% errors. With this approximation the Hubble constant at temperature T , as
1/2
=
predicted by standard cosmology, is given by H 2 (T ) = 8
3 GN , where MPl GN
19
4
2
1.22 10 GeV, = 3gSM T / and gSM is the number of ultra-relativistic spin
degrees of freedom (gSM = 118 in the SM at T 100 GeV). The entropy density is s =
4gSM T 3 / 2 . The number density of a particle p with gp spin degrees of freedom (for
example gN1 = 2 and gì = 4) and mass Mp in thermal equilibrium at temperature T is
eq
np (z) =
gp Mp3 K2 (z)
,
z
2 2
eq
eq
Yp (z)
np
,
s
eq
Yp (0) =
gp
,
4gSM
where z = Mp /T and K2 (z) is a Bessel function (precisely defined as BesselK[2,z]

in M ATHEMATICA notation [45]) with the following limiting behaviors: K2 (z) ' 2/z2 as
z 0 and K2 (z) ' ez /2z as z . The final B asymmetry can be written as

12
3gN1
nB
eq
= 1 YN1 (0) =
1 ,
s
37
37gSM
where 1 is the CP asymmetry in N1 decays given in Eq. (3.5), and is an efficiency
factor for leptogenesis that depends on the mass and Yukawa couplings of N1 and should
3 See the discussion about GUT baryogenesis in [43,44].
74
be determined solving the relevant set of Boltzmann equations. We assume thermal

equilibrium at T M1 : consequently 6 1. In this section we derive the approximate
analytical expression for used in Section 4. As usual it is convenient to write equations
for YN1 (z) nN1 (z)/s(z) and for Y` (n` n`)/s, where z M1 /T and s is the total
entropy density.
Appendix B.1. The Boltzmann equation for the N1 abundance
A first equation
YN0 1 + N1 YN1 = 0, where [31,32]
z
eq
N1 =
eq YN1 YN1 (D + 2h,s + 4h,t )
sH (M1 )YN1
(B.1)
controls how much out of equilibrium N1 decays. Approximate expressions for the
dimensionful thermally averaged interaction rates D , h,(s,t ) (and their precise definition)
can be found at the end of this appendix.
Assuming thermal equilibrium of N1 above the decoupling temperature T M1 , the N1
abundance at decoupling can be either almost in equilibrium (if N1 1) or strongly out
e1 /e
m1 , where
of equilibrium (if N1 1). Approximately N1 m
128 gSM g` v 2
= 4.5 103 eV
m
e1
MPl (1 + gN1 )
depends on cosmology (the numerical factors are appropriate for later use). All the
e1 2N1 v 2 /M1 ,
dependence on the mass and Yukawa couplings of N1 is incorporated in m
the contribution to the light neutrino mass mediated by N1 (2i ( )ii is the total
squared Yukawa coupling of Ni ). Approximate solutions for YN1 valid in the two regimes
are:
e1 , N1 decays strongly out of equilibrium. In this case the only relevant
If m
e1 m
collision term is the thermally averaged decay rate at T M1 , so that the Boltzmann
equation for N1 and its solution are
YN1
z
D (z ),
sH (M1 ) YNeq
1

m
e1 2g` 2/ 2
eq
z .
YN1 (z) = YN1 (0) exp
m
e1 1 + gN1
YN0 1 =
e1 , N1 decays almost in equilibrium. If the collision terms N1 are fast, the

If m
e1 m
eq
approximate equation for 1N1 (z) YN1 (z) YN1 (z) and its solution are [43,44]
10N1
0 eq
= 0,
1N1 (z )
YN1 (z )
N1 (z )
Even if we do not have a unique good approximation for the N1 abundance, we can obtain a
good approximation for the generated lepton asymmetry. The reason is that, if the washing
interactions are effective (otherwise is trivially close to 1), only the lepton asymmetry
75
produced by late N1 decays survives. The final result is insensitive to what happens in the
range of temperatures T M1 , where we do not have a simple approximation for YN1 (z).
Appendix B.2. The Boltzmann equation for the leptonic asymmetry
We now consider the Boltzmann equations for the leptonic asymmetry Y` = (n` n`)/s.
For concreteness, we give approximate solutions to the equations usually employed in the
literature. If sphalerons and/or lepton Yukawa couplings and/or a non minimal flavour
structure give significant interactions at T M1 , the equations must be modified by
appropriate order one coefficients. The Boltzmann equation for Y` is
Y`0 + ` (z)Y` = S` (z),
(B.2)
where the source and damping factors S` and ` , computed in the SM [31,32] neglecting
significant thermal corrections to the Higgs mass mh , are given by
z 1 1N1 (z)
D ,
eq
sH (M1 )YN1 (z)

z
YN1
D
+ 2N,s + 2N,t + 2h,t + eq h,s .
` =
eq
sH (M1 )Y` (z) 2
YN1
S` =
(B.3)
Approximate expressions for these factors, inserting our almost-in-equilibrium approximation for YN1 (z) (it is immediate to pass to the other case), are:
r
3/2 z
eq
z e ,
(B.4a)
S` (z) 1 YN1 (0)
8

MPl 2N1
MN1
z 3/2
2
2
z
)
z
+
3
ln
e
(1
+
g
` (z)
N
1
t
1/2
mh
128 2gSM g` MN1
r

2
2 N1
X .
(B.4b)
+ 56
z2
The term in (B.4b) decoupling as ez at low T is due to 1L = 1 interactions, while the term
multiplied by X is due to 1L = 2 interactions and decouples only as 1/z2 . As explained
m1 )2 , takes into account possible
in Section 4 the factor X, ranging between 1 and (m3 /e
significant 1L = 2 interactions not mediated by N1 .
The Boltzmann equation for Y` is a linear first order differential equation: using its
standard solution in terms of integrals we finally obtain
s
Z
2 F (z)
0
0
e
,
= dz exp[F (z )]
F 00 (z)
0
S` (z)
+
where F (z) ln
eq
1 YN1 (0)
Zz
` (z0 ) dz0 .
(B.5)
The final expression has been obtained by integrating the 2nd order Taylor expansion
of F (z) around its minimum (F 0 (z) = 0). When 1L = 2 scatterings are irrelevant this
76
expression, with S` and ` taken from (B.4), gives a good approximation even if N1 decays
strongly out of equilibrium.
Depending on the mass and Yukawa couplings of N1 , four different regimes are possible.
Specializing our approximation (B.5) to the four regimes, we have derived the less precise
but more explicit approximations for presented in the text. It could be a bit surprising
that, when the 1L=1 interactions are much faster than the expansion rate of the universe,
the lepton asymmetry is suppressed only linearly. The reason is that 1L = 1 interactions,
having N1 as an external state, at low temperature are suppressed by a Boltzmann factor:
1L=1 (z) 1L=1 (0)ez . For z & z these washing interactions become negligible and all
the N1 decays give rise to unwashed leptonic asymmetry, so that the suppression factor is
approximately given by
e1 /e
m1 .
YN1 (z)/YN1 (0) ez 1/1L=1 (0) m
The 1L = 2 interactions mediated by Ni can be computed in the effective theory below
N1 and decouple only as 1/z2 . These interactions do not decouple exponentially and
e1 m3 these interactions are significant
consequently can wash out Y` exponentially. If m
when 1 1.
Appendix B.3. Approximate expressions for the thermally averaged interactions rates
Evaluating the various thermally averaged interaction rates [31,32] is the more difficult
step of a numerical computation. Quite simple and accurate expressions hold in various
relevant limits:
D (z 0)
h,s (z 0)
h,t (z 0)
h,t (z )
N (z 0)
N (z 1)
N,t (z 0)
gN1 M14 21
,
16 3 z2
3M14 2 2
,
64 5 z4 1 t
gN1 M14 21 ez
,
16 2 5/2 z3/2
3M 4
ez
h,s (z ) 1 21 2t
,
(z)9/2
16 2
D (z )
3M14 2 2
,
64 5 z4 1 t
3M14
M1
ez
21 2t
ln
,
5/2
2
(z)
mh
64 2
(M1 1 )4
(M1 1 )4
,
N (z )
,
5
4
32 z
2 5 z6
M14 21
K1 (z),
64 3 z
(M1 1 )4
3(M1 1 )4
,
(z
,
N,t
32 5z4
8 5 z6
(B.6a)
(B.6b)
(B.6c)
(B.6d)
(B.6e)
where 2i ( )ii is the total squared Yukawa coupling of Ni , and we have followed the
notation of [31,32] for the dimensionful : D is the thermally averaged decay rate, and
h(N),c is a 1L = 1 (2) interaction mediated by h(N) in channel c. These approximations
have been used to obtain Eqs. (B.4).
77
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ADHM and D-instantons in orbifold AdS/CFT

duality
Timothy J. Hollowood a,c,1 , Valentin V. Khoze b,2
a Theoretical Division T-8, Los Alamos National Laboratory, Los Alamos, NM 87545, USA
b Department of Physics, University of Durham, Durham, DH1 3LE, UK
c Department of Physics, University of Wales Swansea, Swansea, SA2 8PP, UK
Received 19 October 1999; accepted 7 February 2000
Abstract
We consider ADHM instantons in product group gauge theories that arise from D3-branes located
at points in the orbifold R6 /Zp . At finite N we argue that the ADHM construction and collective
coordinate integration measure can be deduced from the dynamics of D-instantons in the D3-brane
background. For the large-N conformal field theories of this type, we compute a saddle-point
approximation of the ADHM integration measure and show that it is proportional to the partition
function of D-instantons in the dual AdS5 S 5 /Zp background, in agreement with the orbifold
AdS/CFT correspondence. Matching the expected behaviour of D-instantons, we find that when
S 5 /Zp is smooth a saddle-point solution only exists in the sector where the instanton charges in each
gauge group factor are the same. However, when S 5 /Zp is singular, the instanton charges at large
N need not be the same and the space of saddle-point solutions has a number of distinct branches
which represent the possible fractionations of D-instantons at the singularity. For the theories with a
type 0B dual the saddle-point solutions manifest two types of D-instantons. 2000 Elsevier Science
B.V. All rights reserved.
Keywords: Solitons; Monopoles; Instantons; 1/N expansion; Duality; Gauge field theories; Supersymmetry and
duality
1. Introduction
There is a natural relation between D-branes and the ADHM construction of multiinstanton solutions in gauge theory which arises from considering a configuration of k
Dp-branes embedded in N coincident D(p + 4)-branes. The embedding is described by
a charge k instanton solution in the four-dimensional SU(N) gauge theory associated to
1 E-mail: pyth@skye.lanl.gov
2 E-mail: valya.khoze@durham.ac.uk
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 0 8 6 - 9
T.J. Hollowood, V.V. Khoze / Nuclear Physics B 575 (2000) 78106
79
the four transverse directions of the Dp-branes in the D(p + 4)-brane world volume [14].
This correspondence is valid for arbitrary values of N , but in the large-N limit it simplifies
dramatically [4] leading to powerful instanton tests [46] of the AdS/CFT duality in N = 4
gauge theory [710]. Thus both at finite N and in the large-N limit there is a very appealing
relation between ADHM and D-instantons. It is this relation in more general theories that
we want to further investigate in this paper.
To see how the collective coordinate integration measure for ADHM multi-instantons
emerges from D-brane dynamics, consider k D(1)-branes (D-instantons) embedded in N
coincident D3-branes. The theory on the world volume of N D3-branes is four-dimensional
N = 4 supersymmetric SU(N) gauge theory. The k D-instantons correspond to pointlike topological defects identified with YangMills instantons of charge k. The theory
on the world volume of the D-instantons describes the YangMills instanton dynamics.
This is a zero-dimensional matrix theory whose partition function in the strong coupling
0 0 limit gives the ADHM collective coordinate integration measure (weighted with the
instanton action). This relation holds for arbitrary N and the 0 0 limit is taken in order
to decouple the world volume theory from gravity in the bulk. This finite-N approach was
used in Section 4.2 of [4] to derive directly from D-brane dynamics the ADHM measure
in N = 4 supersymmetric SU(N) gauge theory. The resulting expression is in precise
agreement with the expression previously deduced in Ref. [11,12] from the field theory
considerations alone.
The matrix model describing the D-instantons inside the D3-branes can be viewed
as a dimensional reduction to zero dimensions of the effective theory describing D5branes inside D9-branes. The theory on the world volume of the k D5-branes is pure
N = (1, 1) supersymmetric U(k) gauge theory in six dimensions with N , the number
of D9-branes, additional hypermultiplets (and so the resulting theory actually only has
N = (1, 0) supersymmetry). What is particularly striking is that the auxiliary degrees-offreedom introduced in [4,5] to bilinearize the four-fermion interaction in the ADHM
instanton action arise now in a very natural way as the scalars corresponding to the sixdimensional gauge field [4] and describe the freedom for the D-instantons to be ejected
from the D3-branes. This geometrical interpretation of variables deserves a comment.
One might think that since we have started with D5-branes inside D9-branes and then
dimensionally reduced six dimensions common to the both types of branes, we must end
up with D-instantons lying inside the D3-branes, however, this static reasoning however
is nave. The six-dimensional gauge field living on the world volume of the D5-branes
turns into six scalar fields after the dimensional reduction. The six scalars specify
excitations of the D-instantons transverse to the D3 world volume. Thus, when are nonzero the D-instantons are in fact ejected from the world volume of the D3-branes. In the
large-N limit, it turns out that gains a VEV which constrains its length and an S 5 is
generated!
Ref. [4] went on the consider the large-N limit of this measure. Using a steepest descent
approximation the result is very simple to state. The large-N gauge-invariant ADHM
measure is proportional to the partition function of the six-dimensional pure N = (1, 1)
supersymmetric U(k) gauge theory, with no additional matter, dimensionally reduced
80
to zero dimensions. Alternatively, this can be described as the ten-dimensional N = 1

supersymmetric pure U(k) gauge theory dimensionally reduced to zero dimensions. This is
precisely what one expects for D-instantons in a flat background with no D3 branes present,
where the U(1) U(k) components of the ten-dimensional gauge field are interpreted as
the position of the charge-k D-instanton in R10 . The only difference with the large-N
measure is that the U(1) components of the gauge field are now interpreted as the position
of the charge-k D-instanton in AdS5 S 5 , the near horizon geometry of the N D3branes.
To make this more precise it is convenient to view the gauge-invariant ADHM
integration measure as a product of two factors: the centre-of-mass measure and
the reduced measure. The centre-of-mass measure includes only the global collective
coordinates the position, the scale-size, the supersymmetric and superconformal
fermion zero modes, and the -coordinates of the multi-instanton configuration as the
whole. The second factor the reduced measure includes integrations over the
remaining relative collective coordinates (relative positions, relative scale sizes, etc.). It
follows from the analysis of Ref. [4] that the reduced gauge-invariant ADHM measure
in the large-N limit equals the non-Abelian part of the D-instanton measure in the
flat background, while the centre-of-mass ADHM measure gives the volume element of
AdS5 S 5 .
This concludes the review of the finite-N and large-N relations between D-instantons
and YangMills instantons in N = 4 gauge theory. We are now ready to generalize this
picture other theories with N < 4. An interesting class of generalizations of the AdS/CFT
correspondence [7,8] to four-dimensional theories with less than N = 4 supersymmetry,
follows from considering string theory on a background where the S 5 is replaced by the
quotient S 5 / , where in general the finite group does not necessarily act freely and so
the resulting space has singularities [1315]. For simplicity here we shall only consider
the Abelian cases = Zp , although our results have an obvious generalization to the nonAbelian cases. The relevant string theory is either type IIB, or the non-supersymmetric
type 0B, depending upon the action of Zp on the fields of the theory. There is substantial
evidence that the dual gauge theory is simply a certain Zp -projection of the N = 4 theory,
where Zp acts both on gauge and on the SU(4)R indices of the various fields [14]. The
resulting theories can have either N = 0, 1 or 2 supersymmetries.
Before summarizing our findings, we briefly review the description of the Zp -projected
gauge theories and their relation with D-branes on orbifolds.
1.1. The projected N = 4 gauge theories and D-branes on orbifolds
The theories that we will consider can be defined as projections of an N = 4
supersymmetric gauge theory with a unitary gauge group U(n) [1315]. The projection
is obtained by an action of a finite group which is embedded in both the gauge group
and the SU(4)R group of R-symmetries. The embeddings U(n) and SU(4)R are
specified by the decomposition of the adjoint representation of the gauge group and the 4
of SU(4)R , respectively, into the irreducible representations of . The projected theory is
81
then defined by the same action of the N = 4 theory with all the non-invariant fields set
to zero.
The construction outlined above works for any such , however for simplicity, we shall
concentrate on the Abelian cases where = Zp . Without loss of generality we can take
the embedding Zp U(n) to be generated by
1[N1 ][N1 ]
e2i/p 1[N2 ][N2 ]
(1.1)
{Nq } =
.
..
.
e2(p1)i/p 1[Np ][Np ]
The embedding Zp SU(4)R can be defined by a set of four phases, or equivalently four
integers {q1 , q2 , q3 , q4 } defined modulo p, subject to the condition
q1 + q2 + q3 + q4 = 0 mod p.
(1.2)
The gauge field vn is an SU(4)R singlet and hence invariant under Zp SU(4)R . On the
fermions A , which transform as a 4 of SU(4)R , the action of Zp SU(4)R is generated
by
A e2iqA /p A .
(1.3)
The action on the scalar fields which form a 6 of SU(4)R (or a vector of SO(6) SU(4)R )
is given most easily by writing them as an antisymmetric tensor AAB , subject to the reality
condition 1
1
(1.4)
AAB = ABCD ACD .
2
In this basis the action of Zp SU(4)R is generated by
AAB e2i(qA +qB )/p AAB .
(1.5)
The Zp action on SO(6) vectors as specified above may not give a faithful representation
of Zp . This happens when all the combinations qA + qB are even and when p itself is even,
in which case only the subgroup Zp/2 Zp is faithfully represented on vectors, a subtlety
which will prove to be important.
We are now in a position to implement the Zp projection on the fields. Taking a
combination of the gauge transformation (1.1) and the action on SU(4)R indices (1.3):
1
= vn ,
{Nq } vn {N
q}
1
{Nq } A {N
= e2iqA /p A ,
q}
1
= e2i(qA +qB )/p AAB .
{Nq } AAB {N
q}
(1.6)
Pp
Hence the gauge group of the projected theory is U(N1 ) U(Np ) with n = q=1 Nq .
An element of the gauge group of the projected theory has the block diagonal form
1 Here acts only on gauge indices and not on SU(4) indices. We frequently pass between the antisymmetric
R
tensor representation AAB and explicit SO(6) vector representation Aa , via AAB = (1/ 8) AB
a Aa , where the
coefficients are defined in the Appendix of [4]. In particular the inner product Aa Ba ABCD AAB B CD .
82
U (1)
[N1 ][N1 ]
(2)
U[N
2 ][N2 ]
..
(1.7)
(p)
U[Np ][Np ]
where U (q) U(Nq ). The Abelian components of the U(Nq ) factors actually decouple
in the infra-red and so effectively we can take the gauge group to be SU(N1 )
SU(Np ). 2 In order to write down the projected fields we introduce a block-form notation
for the U(n) adjoint-valued fields of the parent theory. Let Eq r be the p p matrix with
a one in position (q, r) and zeros elsewhere. 3 The gauge field of the projected theory has
the block-diagonal form
vn =
p
X
(q)
vn Eq q ,
(1.8)
q=1
(q)
where the block vn is the gauge field of the U(Nq ) subgroup of the gauge group. The
fermions and scalars have off-diagonal components, since the scalar and fermion fields in
the original theory have non-trivial transformations under the R-symmetry:
A =
p
X
q=1
(q)A Eq q+qA ,
AAB =
p
X
A(q)AB Eq q+qA +qB .
(1.9)
q=1
One can see that the spectrum of fields in the theory consists of the gauge bosons of
the product gauge group along with various matter fields that transform in bifundamental
representations (Nq , N r ) of a pair of the group factors, or adjoint representations of a single
U(Nq ) factor. The amount of supersymmetry depends on the set of integers {q1 , q2 , q3 , q4 }.
We can take (subject to (1.2)):
(i) {0, 0, q3, q4 } (without loss of generality we can take q3 = q4 = 1). These models
have N = 2 supersymmetry and Zp leaves two components of an SO(6) vector
fixed (in SU(4) language the two components A12 and A34 ).
(ii) {0, q2, q3 , q4 } with q2 , q3 , q4 6= 0 mod p. These models have N = 1 supersymmetry.
(iii) All the other case have N = 0 supersymmetry.
These theories describe the low energy dynamics of D3-branes on the orbifold R4
6
R /Zp , where the D3-branes lie along the R4 factor and so at a point on the R6 /Zp
orbifold [16]. One way to analyze this set-up is to consider the D3-branes on the covering
space R10 using a method of images. Each D3-brane will then come with its images under
Zp . So each collection of N D3-branes at the same point in R6 will have p images. This
naturally gives rise to the gauge theory described above but with N N1 = = Np . This
is situation where the adjoint of the original U(n) U(pN) theory decomposes into N
copies of the regular representation of Zp . However, there is more freedom if the D3-branes
2 This decoupling is valid in the context of a four-dimensional theory, however, we shall also use the same kind
of projection in lower dimensional theories where the decoupling does not occur.
3 We will always think of the labels q, r, q , etc., as being defined modulo p.
A
83
are at the singularity of the orbifold [16]. In that case, there are no images and consequently
one can permit the more general situation with gauge group U(N1 ) U(Np ). Each
U(Nq ) factor describes Nq fractional D3-branes which are confined to move on the
orbifold singularity [1618]. In this case p fractional D3-branes of each of the p types can
form a genuine D3-brane which can then move away from the singularity. 4
It turns out that it is precisely the theories where the D3-branes can roam on the orbifold,
i.e., N N1 = = Np , which are relevant for large-N limit and an AdS/CFT duality,
because these theories are, for N = 1 and 2, conformal, and, for N = 0, conformal at
leading order in 1/N [15]. For the supersymmetric theories the large-N dual is conjectured
to be type IIB superstring theory on AdS5 S 5 /Zp [13]. For N = 2 supersymmetry the
action of Zp fixes an S 1 S 5 and so the resulting spacetime has an orbifold singularity
and consequently there is no supergravity description (unless the singularity is blown up in
some way). On the contrary for the N = 1 theories there are no singularities and we expect
to have a supergravity description in the appropriate limit. Notice that in this case there is an
important difference between the flat orbifold R4 R6 /Zp and the near horizon geometry
AdS5 S 5 /Zp . The former has an orbifold singularity at the origin of R6 , whereas there is
no such singularity in the latter since the radius of the S 5 is constant over AdS5 [13]. This
fact will turn out to have an important implication for the large-N limit of the instanton
measure.
For the N = 0 theories the situation is slightly more complicated because there are two
cases depending on whether Zp SO(6) SU(4) or not. In general only the subgroup
Zp/2 Zp acts faithfully on SO(6) vectors. In this case the element whose action on
SO(6) vectors is not faithfully represented acts on the fields as (1)F , where F is the
fermion number operator. When Zp does act faithfully then the large-N dual is expected to
be the type IIB superstring on AdS5 S 5 /Zp , as for the supersymmetric cases. However,
when only Zp/2 acts faithfully, the appearance of the factor (1)F is a clue that in this case
the dual theory is not the type IIB superstring but rather is the non-supersymmetric type
0B string. In particular, when p = 2, this is precisely the projection of the N = 4 which
is thought to be dual to the non-supersymmetric type 0B string on AdS5 S 5 [21,22]. In
general we expect the dual theory to be the type 0B string on AdS5 S 5 /Zp/2 .
1.2. Summary of results
As in Ref. [4] we can investigate the general Zp -projected theories at finite N by
considering the dynamics of D3-branes and D-instantons in the flat orbifold background
R4 R6 /Zp , where the D3-branes lie along R4 and hence at a point on the orbifold R6 /Zp .
In particular if the D3-branes lie at the orbifold singularity then the resulting gauge theory
can have the general product group structure U(N1 ) U(Np ) with matter fields
transforming in bifundamental representations generalizing to a six-dimensional orbifold
the set-up in Ref. [16]. This theory is the Zp -projection of the N = 4 supersymmetric
4 It is interesting to view these fractional D3-branes in a T-dual set-up [19] where they correspond to a segment
of D4-brane suspended between two NS5-branes as in [20].
84
Pp
gauge theory with gauge group U(n), n = q=1 Nq , described in the last section. We will
argue that the matrix theory of D-instantons which lie at the orbifold singularity in the
presence of the D3-branes is a certain Zp -projection of the U(K) matrix theory describing
the D-instantons in the N = 4 case, as described in more detail in Section 3.2. 5 The
discrete group Zp is embedded in the U(K) group of the matrix theory as {kq } and in the
U(n) flavour group as {Nq } . The group also acts, as in (1.3), on SU(4)R , which in the
matrix model is the covering group of the Lorentz group of the parent six-dimensional
theory. The resulting theory consequently has symmetry groups U(k1 ) U(kp )
and U(N1 ) U(Np ). We argue that the partition function of the resulting matrix
model in the decoupling limit 0 0 is precisely the ADHM measure in the gauge
theory in the instanton charge sector C = {k1 , . . . , kp }, generalizing the N = 4 case in
[4] in an obvious way. In particular, in the N = 2 case the resulting theories arise from
the dimensional reduction of the D3 and D7-brane configurations in the R4 /Zp orbifold
background described in [16].
We then consider the large-N gauge-invariant measure for ADHM instanton in the
conformal theories with gauge group U(N) U(N) (p-times) and find the following
results. Firstly, in (i) and (ii) below, for the theories whose dual is the type IIB theory
(i.e., all the supersymmetric theories and the N = 0 theories where Zp acts faithfully on
SO(6) vectors):
(i) When Zp acts freely on SO(6) vectors, a solution of the large-N saddle-point
equations for the instanton measure only exists in the sector where all the instanton
charges are the same. In other words, when S 5 /Zp is smooth in the dual theory,
only the C = {k, . . . , k} charge sectors contribute at leading order in 1/N . The
saddle-point solution describes k point-like objects, the D-instantons of the string
theory, moving in AdS5 S 5 /Zp . The large-N instanton measure has the form of
the partition function of the Zp -projected N = 1 supersymmetric U(K) U(pk)
gauge theory in ten dimensions, dimensionally reduced to zero dimensions. This
theory has gauge group U(k) U(k). Equivalently we may describe it as
the Zp -projection of the N = (1, 1) pure six-dimensional U(K) gauge theory
dimensionally reduced to zero dimensions. The saddle-point solution corresponds
to the Coulomb branch of the matrix theory where the U(k) U(k) gauge
symmetry is generically broken to U(1)kdiag . 6
(ii) When Zp does not act freely on SO(6) vectors a solution of the saddle-point
equations exists in the general charge sector where the instanton numbers can be
different C = {k1 , . . . , kp }. In this case, the saddle-point solutions have multiple
branches labeled by k = 0, . . . , min(kq ). The branches describe k D-instantons
moving in AdS5 S 5 /Zp and kq k fractional D-instantons of type q moving
in AdS5 (S 5 /Zp )sing . (Here (S 5 /Zp )sing is the subspace of S 5 fixed by the action
of Zp .) The large-N instanton measure is then described by the partition function
5 In our notation k is the instanton charge for the U(N ) factor of the gauge group. We also define K =
q
q
k1 + + kp to be the total instanton charge.
6 This is the maximal Abelian subgroup of the diagonal subgroup U(k)
diag U(k) U(k).
85
of the Zp -projected N = 1 ten-dimensional U(K) gauge theory dimensionally

reduced to zero dimensions, as in (i), but with the more general Zp -projection
which permits the gauge group U(k1 ) U(kp ) (or as in (i) equivalently
the Zp -projection of the N = (1, 1) pure six-dimensional U(K) gauge theory
dimensionally reduced to zero dimensions). The saddle-point solutions correspond
to a series of Coulomb branches of the matrix theory where the symmetry U(k1 )
U(kp ) is generically broken to U(1)kdiag U(1)Kpk . When k = k1 = = kp

this is identical to the Coulomb branch in (i) above.
(iii) In the non-supersymmetric theories with a type 0B dual where only Zp/2 Zp acts
faithfully on SO(6) vectors, the solution of the saddle-point equations is slightly
more complicated. In this case, we split the instantons into two sets with charges
C+ = {k2 , k4 , . . . , kp } ,
C = {k1 , k3 , . . . , kp1 }.
(1.10)
From the point-of-view of the saddle-point analysis the two sets of instantons are
completely decoupled. 7 For each set C separately the solutions of the saddlepoint equations is analogous to (i) and (ii) above. So if Zp/2 acts freely on S 5
then a saddle-point solution only exists if each of the instanton charges in each
sets C is the same: C = {k , . . . , k }. In this case the solution can be interpreted
as describing two kinds of D-instantons in AdS5 S 5 /Zp/2 . On the contrary, if
Zp/2 does note act freely on S 5 , then saddle-point solutions exist in the general
{k1 , . . . , kp } charge sectors. As in the type IIB cases the solutions now exhibit
multiple branches describing the fractionation of the two kinds of D-instantons.
Beginning with the type IIB cases, our results are exactly what one would expect from
generalizing the result of the same analysis in the N = 4 theory [4]. In other words we find
that the large-N ADHM instanton measure is identical to the D-instanton partition function
on the flat orbifold R4 R6 /Zp . This is to be expected: as in the N = 4 theory the partition
function for D-instantons on AdS5 S 5 is identical to that in flat space. However, there
is an important restriction in the cases when S 5 /Zp is smooth. In the corresponding flat
orbifold, describing the finite-N solution, the D-instantons could lie at the singularity and
one would have contributions from the general charge sector {k1 , . . . , kp } corresponding
to fractional D-instantons. However the near horizon geometry AdS5 S 5 /Zp is smooth
and so we expect only the charge sector {k, . . . , k} can contribute at large N and this is
precisely what we find from our saddle-point analysis for case (i). When S 5 /Zp has a
singularity there is no such constraint on the charge sector as we find from the saddle-point
analysis in case (ii). In this case the space of solutions has a number of different branches
which represents the possible fractionations of D-instantons at the singularity (S 5 /Zp )sing .
For the theories whose duals are the type 0B string theory the situation is essentially
doubled up: in this case the instantons in the even/odd groups in the product U(N)
U(N) are independently interpreted as in the last paragraph with D-instantons in the string
theory. It is interesting that this is exactly what is expected from the type 0B string theory
7 The point is that the two sets only communicate through fermionic variables which play no role in the saddlepoint analysis.
86
since the number of RamondRamond fields is doubled up compared with the type IIB
theory. This means that each D-brane comes in two varieties: magnetic and electric.
It is pleasing that this feature also emerges as the outcome of a saddle-point analysis of
large-N gauge theory instantons.
2. The ADHM construction for product groups

In this section we consider the construction of multi-instanton solutions for the projected
N = 4 theory. The construction is a very obvious generalization of the ADHM formalism
set out in [4]. The new feature is that some of the matter fields transform in bifundamental
representations of a pair of the gauge group factors. Fortunately this problem was
considered in the early instanton literature [23] as part of a program to construct solutions
for fields transforming in arbitrary representations of a gauge group in the back-ground
of an ADHM instanton. The resulting formalism is such an obvious generalization of that
for an adjoint-valued field that we will keep our discussion brief. Note that as far as the
instanton solutions are concerned there is no difference between U(Nq ) and SU(Nq ) since
the instanton is embedded in the non-Abelian part of the gauge group.
2.1. The gauge fields
First of all consider the gauge fields. To leading order in the coupling one simply ignores
the matter fields and considers the gauge fields in isolation. At this order, there are no
couplings between the different SU(Nq ) group factors; in order words, one constructs a
general instanton solution by embedding instanton solutions with charges kq , q = 1, . . . , p,
in each of the SU(Nq ) factors. The ADHM construction then involves the familiar objects
0(q)
(q)
U (q) , U (q) , (q) , a (q) , b(q) , f (q) , an , w , etc., for each of the groups. 8 As with the
gauge fields of the theory, it is convenient to assemble the ADHM parameters for the
product group into p p block diagonal matrix where each block pertains to a single
SU(Nq ) factor. So, for example
a=
p
X
a (q) Eq q .
(2.1)
q=1
The matrix a (q) is then the ADHM matrix of the qth gauge group factor, and hence is
(Nq + 2kq ) 2kq -dimensional.
The ADHM variables, modulo the ADHM constraints, parameterize the moduli space
of the instanton solution, up to an auxiliary symmetry
U(k1 ) U(kp ) ,
(2.2)
where each factor U(kq ) acts on the variables of the qth block in the way described in [4].
8 We will assume that the reader is familiar with Section 2 of [4].
87
2.2. The fermion fields

Up till now we have simply used p independent copies of the ADHM construction one
for each of the SU(Nq ) group factors. This is obvious because the gauge fields of each
SU(Nq ) factor of the instanton solution are completely decoupled. For any matter field
which is in an adjoint representation of the gauge group, an eventuality that will occur if
some qA = 0, for the fermions, or some qA + qB = 0, for the scalars, the construction of
the solution is exactly as [4]. The matter fields, however, can communicate between the
different factors since some of them are in bifundamental representations.
Let us consider the general problem of a fermion transforming in the bifundamental
(Nq , N r ) of SU(Nq ) SU(Nr ). The equation we have to solve is the Dirac equation
= 0 for in the background of an instanton solution with charge k and k in
D
q
r
each of the two group factors, respectively. The solution generalizes that for an adjoint
fermion [23] and has the form
= U (q) M(q r) f (r) b (r)U (r) U (q) b(q)f (q) M(q r) U (r) ,
(2.3)
where U (q) and U (r) , etc., refer to objects from the ADHM construction for the groups
SU(Nq ) and SU(Nr ), respectively. The off-diagonal objects M(q r) and M(q r) are
constant Grassmann matrices of dimension (Nq + 2kq ) kr and kq (Nr + 2kr ),
respectively. The Dirac equation is then satisfied by virtue of the fermionic ADHM
constraints
(q)
(r)
M(q r) + M(q r) = 0 .
(2.4)
Equations (2.3), (2.4) correctly reproduce the adjoint fermion zero mode construction [4,
2325] when Nq = Nr and kq = kr , while when kr = 0 the SU(Nq ) fundamental fermion
(q r) are trivial,
zero mode construction is recovered [23,24]. In the latter case (r)
and M
(q
r)
are unconstrained, just as required.
and the collective coordinates M
It is now rather easy to see how to generalize the construction when we have a collection
of fermion fields that transform in a set of adjoint and bifundamental representations of
the product group as in (1.9). The trick is to write the fermionic collective coordinates in
terms of the block-form matrices already introduced in (1.9). To this end we introduce MA
and MA that are four (n + 2K) K and K (n + 2K) matrices of constant Grassmann
numbers with non-zero elements in particular blocks:
M =
A
p
X
M(q)A Eq q+qA ,
(2.5)
q=1
where M(q)A M(q q+qA )A and M(q)A M(q q+qA )A . The ADHM constraints for all the
fermions can therefore be written in a single equation as
MA + MA = 0 .
(2.6)
88
2.3. The scalar fields

In this section, we consider the ADHM formalism for the scalar fields. The construction
for the scalar fields in the background of an instanton solution follows the same pattern as
in the N = 2 theories [24] and in the N = 4 theories [4].
To leading order, the scalar fields satisfy the covariant KleinGordon equation, with a
source term bilinear in fermions coming from the Yukawa interactions. Fortunately, the
most obvious generalization of the solution in the N = 4 theory provides the solution in
the projected theories. As in the N = 4 theory it is convenient to imagine a set of collective
coordinates for the scalar fields, even though no actual moduli exist. In our theories, these
pseudo collective coordinates take the block form
AAB =
p
X
A(q)AB Eq q+qA +qB ,
(2.7)
q=1
where A(q)AB is a kq kq+qA +qB matrix. The pseudo-collective coordinates are then
eliminated at some later stage by the algebraic equations
L AAB = AB .
(2.8)
Here the right-hand side involves a bilinear in the fermionic collective coordinates

1
(2.9)
AB = MA MB MB MA
2 2
and reflects the Yukawa source term. In (2.9), the linear operator L on K K matrices is
defined by

1
(2.10)
L = , W 0 + an0 , an0 , ,
2
where K K Hermitian matrix W 0 has the block-diagonal components
W (q)0 = w (q) w ,
(q)
(2.11)
For later use, we define the components of L with respect to the block-form basis:
L
p
X
(q)
Eq q+r
q=1
p
X
L(q q+r) (q) Eq q+r
(2.12)
q=1
from which we deduce that on kq kr matrices

1 (q)0
1 (r)0
0(q) 0(q)
(q r)
0(r) 0(r)
W
=
+ an an
+ an an
L
+ W
2
2
0(q)
2an an0(r) .
(2.13)
2.4. The multi-instanton action

When the expressions for the gauge, fermions and scalar fields are substituted into the
action the result is not simply a constant, but contains an interaction term which depends
on the fermionic collective coordinates:
Sinst =
8 2 K
iK + Squad ,
g2
89
(2.14)
where Squad is a fermion quadrilinear interaction

Squad =
2
2
AB CD
tr
A
=
ABCD trK AB L1 CD .
ABCD
K
g2
g2
(2.15)
The expression for Squad is derived in a completely analogous way to the N = 4 theory [4].
This is somewhat of a surprise: one might have expected the action to be a constant
if we have a solution of the EulerLagrange equations. As explained in [4], the ADHM
expressions for the gauge, fermion and scalar fields are not, in fact an exact solution to
the EulerLagrange equations when all the fermion modes are turned-on. The fact is
that although the fermion zero modes are Dirac zero-modes, the majority of them are
lifted at tree level by the Yukawa interactions with the scalars. The philosophy that we
adopt, and explained at length in [4], is that retaining collective coordinates for the lifted
modes provide a convenient way of including the perturbative (tree level) effects of the
modes. In this point-of-view, the only exact fermion zero modes, not lifted by (2.15), are
the supersymmetric and superconformal zero modes. These modes are defined in terms of
MA and MA , as in the N = 4 case [4], but only for qA = 0, giving 8, 4 and 0 modes, for
N = 2, 1 and 0, respectively.
3. The collective coordinate measure

In this section we write down the integration measure on the space of ADHM collective
coordinates and then show how for Nq > 2kq it can be reduced to a measure on the set
of gauge-invariant variables. Then in this new set of variables, the ADHM constraints will
be explicitly resolved. Note that the restriction Nq > 2kq is certainly consistent with the
large-N limit.
3.1. The flat measure
In order to calculate physical quantities we need to know how to integrate on the space
of ADHM variables. This is the measure induced from the full functional integral of the
field theory. Thankfully, repeating the argument of Refs. [4,11,12] it turns out that the
measure is remarkably simple when written in terms of the complete set of bosonic and
fermionic ADHM variables: it is just the flat measure for all the variables with all algebraic
constraints imposed via explicit delta functions. In order to define the physical measure,
we must divide by the volume of the auxiliary group (2.2):
Z
Z
Y
1
{kq }
da 0 dw dw
Qp
dM0A d
A dA
dphys
Vol
U
(k
)
q
q=1
A=1,2,3,4
Y
Y
Y
Y

1B
[0]
c
dA
tr2 aa
[qA ] MA a + a MA
B=2,3,4
c=1,2,3
A=1,2,3,4 =1,2
90

[q1 +qB ] L A1B 1B .
(3.1)
B=2,3,4
The above indicates that in contrast with our previous work [4,11,12] we are not
going to keep track of the overall normalization of the measure. In the above, both the
integrals and the delta-functions are defined with respect to a particular basis of matrices.
Pp
A given K K matrix quantity with block-form M = q=1 M (q) Eq q+r , where M (q)
(r)
is a kq kq+r matrix, can be expanded in the basis of K K matrices Ta :

M=
nr
X
Ma Ta(r) ,
(3.2)
a=1
Pp
(r)
(r)
= Ta(r) ,
q=1 kq kq+r and the basis Ta , with Ta
(r) (s)
= rs ab . The delta-functions in (3.1) are defined as
trK Ta Tb
nr
Y

trK Ta(r) M .
[r] (M) =
a=1
where nr =
is normalized by
(3.3)
The pseudo-collective coordinates for the scalar fields AAB can be explicitly integrated
out:
Z Y
Y

dA1B
[q1 +qB ] L A1B 1B
B=2,3,4
p
Y
B=2,3,4

(q q+q1 +qB ) 1
det L
p Y
Y

(q q+qA +qB ) 1/2
det L
(3.4)
.
q=1 A<B
q=1 B=2,3,4
The last equality follows from (1.2) and the fact that det L(q r) = det L(r q) .
The measure (3.1) must be augmented with the instanton action, exp(Sinst ) and, as
we discuss in Section 3.3, the ratio of the fluctuation determinants in the N = 0 cases.
Following the N = 4 example, it is convenient to bilinearize the fermion quadrilinear
interaction by introducing a set of auxiliary bosonic collective coordinates AB :
p Y
Y
q=1 A<B
Z
det L(q q+qA +qB )

1/2
exp(Squad )
d exp trK a La + 4ig
AB
trK AB
(3.5)
.
Notice that this transformation absorbs the determinant factors appearing in (3.4). The
auxiliary variables AB form an antisymmetric pseudo-real tensor of SO(6) whose elements are K K matrices subject to
1 ABCD
CD = AB
,
(3.6)
2
where acts only on instanton indices. The variables AB can be written as an explicit
a
defined in the Appendix of
SO(6)R vector a , a = 1, . . . , 6, by using the coefficients AB
[4]:
1 a
a .
(3.7)
AB = AB
8
91
The matrices AB have the following block structure

AB =
p
X
(q)
AB Eq qqA qB .
(3.8)
q=1
3.2. The ADHM measure and D-branes

In this section, we argue that the measure that we have constructed in terms of the
A A }, can be
bosonic variables {an0 , AB , w , w } and the fermionic variables {M0A
, ,
derived by considering the dynamics of D-instantons in the background of D3-branes.
Let us briefly recap the same story in the N = 4 theory described in Section 4.2 of
Ref. [4]. In order to describe the D(1)D3 system one starts with the D5D9 system and
then dimensionally reduces. We are interested in the world-volume theory of the D5-branes
which on dimensional reduction will describe the matrix model of the D-instantons. The
six-dimensional theory describing the K D5-branes consists of a U(K) vector multiplet
0
c
of N = (1, 1) supersymmetry with fields {a , M0A
, A , an , D } and n fundamental
hypermultiplets of N = (1, 0) supersymmetry with fields {w , w , A , A }. 9

In Ref. [4] we showed that the partition function of the matrix theory resulting from
the dimensional reduction to zero dimensions of the six-dimensional theory whose field
content is described above in the strong coupling limit (corresponding to 0 0) is
precisely the ADHM k-instanton measure (weighted with the action). The relation between
the fields of the six-dimensional theory and the ADHM construction is manifest, except for
the bosonic variables D c and the fermionic variables A . These fields may be eliminated
by their equations-of-motion and they simply enforce the bosonic and fermionic ADHM
constraints by producing the explicit delta-functions as in our ADHM measure (3.1).
We now describe how this relation extends to the projected theories. The idea is a simple
extension of the N = 4 case to the case where the D-instantons and D3-branes move on
the orbifold spacetime R4 R6 /Zp . The D3-branes lie along R4 and at the singularity of
the orbifold. The world-volume theory of the D3-branes is the Zp -projected U(n) gauge
theory as described in Section 1.2. Now we want to consider the matrix theory of K Dinstantons moving in the D3-brane world volume. Not surprisingly the resulting theory
will be identical to the N = 4 case, but with a Zp projection. It is easy to see how the
projection must act on the matrices. Firstly it is embedded in the U(K) symmetry (the
remnant of the six-dimensional gauge symmetry) as {kq } and in the U(n) symmetry (the
remnant of the flavour symmetry of the six-dimensional theory) as {Nq } . Finally it acts on
SU(4) spacetime indices of the six-dimensional parent theory as in (1.3). Explicitly on the
bosonic ADHM variables
{kq } an0 {k1q } = an0 ,
{Nq } w {k1q } = w ,
9 The indices are defined as follows: a = 1, . . . , 6 and A = 1, . . . , 4 are spacetime SU(4) vector and spinor
indices; = 1, 2 and = 1, 2 are spinor indices of the SU(2)L SU(2)R R-symmetry group of the theory; n =
1, . . . , 4 is a vector index of SO(4) SU(2)L SU(2)R and finally c = 1, 2, 3 labels the adjoint representation
of SU(2)R .
92

1
{kq } w {N
= w ,
q}
{kq } AB {k1q } = e2i(qA +qB )/p AB ,
(3.9)
and on the fermionic ADHM variables

1
2iqA /p
M0A
{kq } M0A
{kq } = e
,
{Nq } A {k1q } = e2iqA /p A ,
1
= e2iqA /p A .
{kq } A {N
q}
(3.10)
Finally on the Lagrange multipliers for the ADHM constraints

{kq } D c {k1q } = D c ,
{kq } A {k1q } = e2iqA /p A .
(3.11)
The resulting theory has the expected symmetries: U(k1 ) U(kp ), the auxiliary
symmetry of the ADHM construction (2.2), and U(N1 ) U(Np ), the gauge symmetry
of the original Zp -projected gauge theory. Notice that, as in the N = 4 case, the variables
AB describe the freedom for the D-instantons to be ejected from the D3-branes in the
orbifold directions, the six directions orthogonal to the D3-brane world-volume.
3.3. Fluctuation determinants for N = 0
The ADHM collective coordinate measure that we have constructed in the nonsupersymmetric cases needs to be supplemented with the determinants of the fluctuations
of the various fields, gauge, fermion, scalar and ghosts, around the instanton solution.
Fortunately, in a supersymmetric theory, it was shown by DAdda and Di Vecchia [26],
that the determinants all cancel in a self-dual, i.e., instanton background. The purpose of
this section is to consider the determinants in the N = 0 theories and show that they will
not affect the large-N saddle-point analysis undertaken in Section 4. This is not surprising
as the theories we consider have the vanishing beta-function in the large-N limit.
(v,f,s)
to be the appropriate generalized Laplacian operators that govern
Let us define R
the fluctuations in the vector, Weyl fermion and complex scalar fields, respectively, around
the instanton solution, in the representation R of the gauge group. 10 For each of these
operators we will define a suitably regularized determinant:
(v,f,s)
det R
(v,f,s)
= exp R
(3.12)
The details of the regularization procedure will not be relevant for our purposes. The
fluctuations for all the fields will contribute
(f )
(v)
(s)
(3.13)
F = exp adj Rf + Rs
to the classical measure. In the above Rf and Rs are the representations of the gauge group
of the Weyl fermions and complex scalar fields, respectively.
DAdda and Di Vecchia [26] proved in an instanton background
(v)
(s)
= adj
,
adj
(f )
= R(s)
(3.14)
(in the vector case the ghost contribution is included) and consequently the contribution
(3.13) is
(s)
(s)
(s)
(3.15)
F = exp adj Rf + Rs .
10 For the vector fields, of course, only the adjoint representation is relevant.
93
In a supersymmetric theory there is a Weyl fermion superpartner to the gauge field the
gluino and a Weyl fermionic superpartner to each complex scalar field; consequently
Rf = adj + Rs and the determinants all cancel, i.e., F = 1.
The fluctuations will only contribute to measure in the N = 0 cases where in order
(s)
to evaluate the contribution we need the expression for R , where R is either an
adjoint representation of SU(Nq ) or a bifundamental representation (Nq , Nr ) of SU(Nq )
SU(Nr ). Fortunately, expressions for these determinants were calculated some time ago
[27]. For a bifundamental representation
(s)
(Nq ,Nr )
= Nq N(s)
+ Nr N(s)
log det L(q r)
q
r
Z
1
+
d4 x log det f (q) 2 log det f (r) .
16 2
(3.16)
In the above, f (q) , is the kq kq ADHM matrix of the SU(Nq ) factor. The operator
L(q r) is defined in (2.13). The result for the adjoint representation of SU(Nq ) follows
by a restriction [27]:
Z
1
(s)
(s)
d4 x log det f (q) 2 log det f (q) . (3.17)
adj = 2Nq Nq log det L(q q) +
q
16 2
Notice that in both cases (3.16) and (3.17), the only Nq dependence comes from the
first term only, involving the determinant of the Nq representation. It is fortunate that the
will not required (see [2830]
cumbersome regularization dependent expression for N(s)
q
for details).
To get the fluctuation contribution to the measure, we need to consider the product over
the various fields. Although, the final result is non-vanishing for the non-supersymmetric
theories, significantly the Nq dependent and regularization dependent parts of (3.16) and
(3.17) cancel between the bosons and fermions to leave the following Nq -independent
contribution to the measure:
(
)
p
Y
Y
Y
(q q) 1
(q q+qA +qB ) 1/2
(q q+qA )
)
(F
)
F
(F
,
(3.18)
F=
q=1
A<B
where
F (q r) = det L(q r) exp
1
16 2
Z
d4 x log det f (q) 2 log det f (r) .
For the supersymmetric theories, since q1 = 0, we have

Y
Y
F (q q+qA ) = F (q q)
(F (q q+qA +qB ) )1/2 ,
A
(3.19)
(3.20)
A<B
and so F = 1, as expected from the general analysis of DAdda and Di Vecchia [26].
The main result that we take away from this section is that in the N = 0 theories where
the fluctuation determinants contribute to the measure, there is no Nq dependence in the
final result and so these terms play no rle in the large-N saddle-point approximation of
the measure undertaken in Section 4.
94
3.4. The gauge-invariant measure

Since the measure is used to calculate the correlation functions of gauge-invariant
operator insertions, it is convenient, following [4], to change variables to a set of gaugeinvariant parameters and to explicitly integrate over the gauge degrees-of-freedom which
parameterize a coset space. As explained in [4], this brings along a very significant
advantage; namely the nonlinear bosonic ADHM constraints become trivial and can be
explicitly integrated out.
A natural set of gauge-invariant collective coordinates, for Nq > 2kq , is obtained by
constructing bosonic bilinear variables W with diagonal blocks:
W (q) = w (q) w .
(q)
(3.21)
In terms of the 2K 2K matrix W , we then define

W 0 = tr2 W,
W c = tr2 c W,
c = 1, 2, 3,
where W 0 appeared previously in (2.11).

The gauge-invariant measure then follows from the identity [4]
Z
Y
N 2k
dw(q) dw (q) det W (q) q q dW (q)0
dW (q)c ,
2kq
gauge
coset
(3.22)
(3.23)
c=1,2,3
valid for Nq > 2kq , applied to each diagonal block. The constant of proportionality
was derived in Ref. [4] but will not be needed for our present purposes. As already
mentioned earlier, going to a gauge-invariant measure brings a very significant advantage:
we can integrate out the ADHM -functions explicitly. In the bosonic sector, the ADHM
constraints can be written succinctly in terms of the gauge-invariant variables as [4]
0
c
] nm
.
0 = W c i[ an0 , am
(3.24)
The remarkable feature of this rewriting of the constraints is that it is linear in W c and
consequently the W c integrals simply remove the bosonic ADHM -functions in (3.1).
There is a similar story in the fermionic sector. First of all we decompose
+ A,
A = w A
A = w + A .
(3.25)
and A have the same block diagonal form as MA as in (2.5). So (q)A

and
Here A
(q)A
(q)A
(q)A
have dimension kq kq+qA , while

and
have dimension (Nq 2kq )
kq+qA and kq (Nq+qA 2kq+qA ), respectively. The variables A lie in the orthogonal
subspace to w , in the sense that
w A = 0,
A w = 0 .
In terms of the new variables the fermionic ADHM constraints (2.6) are

A W + W A + M0A , a0 = 0 .
The A integrals then remove the fermionic ADHM -functions in (3.1).
(3.26)
(3.27)
95
Furthermore, in the fermionic sector we can integrate out the A and A variables; this
being the fermionic version of integrating over the gauge coset [4]. In order to do this, it is
useful to split the fermion bilinear (2.9) that couples to AB in (3.5) as
bAB +
eAB ,
AB =
(3.28)
where the first term has components just depending on { A , A }:

1
bAB = A B B A ,
(3.29)
2 2
and the second term depends on the remaining variables

1 A B
eAB =
,
(3.30)
W B W A + M0A , M0B
2 2
where A is eliminated by the fermionic ADHM constraints (3.27). We can now explicitly
integrate out the A s and A s. In general, unless k1 = = kp , the result is rather
cumbersome to write down and for the large-N calculation with N N1 = = Np ,
to be undertaken in Section 4, we need only note
Z
Y

d A d A exp 8 ig 1 trK AB A B (det4K )N .
(3.31)
A=1,2,3,4
4. The large-N instanton measure

In this section we investigate the ADHM gauge-invariant instanton measure for the
conformal field theories with N N1 = = Np in the large-N limit by a steepest descent
method following Ref. [4]. Our primary purpose is to determine the dependence of the
large-N measure on the variables of the ADHM construction and so we shall not keep
track of the numerical prefactor as we did in the N = 4 theory.
4.1. The saddle-point equations and their solution
In order to take the large N limit of the multi-instanton measure, we have to gather
together all the terms which involve
the exponential of a quantity times N . As explained
in [4], after rescaling AB N AB , there are three terms that contribute to what can be
viewed as an effective action:
Seff = 2K(1 + 3 log 2) log det2K W log det4K + trK a La .
(4.1)
The second and third terms come from (3.23) and (3.31) while the final term comes from
(3.5). Fortunately, as we have explained in Section 3.3, the fluctuation determinants give
an N independent contribution and so do not play any rle in the saddle-point analysis.
We can now perform a steepest descent approximation of the measure which involves
finding the minima of the effective action with respect to the variables AB , W 0 and an0 .
The resulting saddle-point equations are 11
11 As usual we shall frequently swap between the two representations and
a
AB for SO(6) vectors.
96
1 D
ABCD (L AB ) CE = E
1[K][K] ,
2

0

0
c
1
c
a , a , an0 = i nm
am , W 1 .
a a = W 1 ,
2
where we have introduced the matrices
0
c
W 1 = tr2 c W 1 .
W 1 = tr2 W 1 ,
(4.2)
(4.3)
We note that the expression for the effective action (4.1) and the saddle point equations
(4.2) look identical to those derived in [4] for the unprojected N = 4 theory. The solutions
of these equations, however, will not be the same as they have to be invariant under the
Zp projection. This means that W 0 and an0 have the block-diagonal form (2.1), while AB
is generally off-diagonal (3.8). With this in mind we shall use the analysis of the N = 4
theory as a guide and draw heavily on the results derived in [4]. As in the N = 4 case we
look for a solution with W c = 0, c = 1, 2, 3, which means that the instantons are embedded
in mutually commuting SU(2) subgroups of the gauge group. In this case equations (4.2)
are equivalent to
0
] = [an0 , AB ] = [AB , CD ] = 0 ,
[an0 , am
1
W 0 = (a a )1 .
2
(4.4)
The final equation can be viewed as giving the value of W 0 , the instanton sizes, at the
saddle-point and clearly a a and W 0 must be nondegenerate.
In the Appendix we prove that in the type IIB case when S 5 /Zp is smooth there is no
solution to (4.4) unless k k1 = = kp . For the analogous type 0B case, when S 5 /Zp/2
is smooth, a solution only exists in the charge sector with k+ k2 = k4 = = kp and
k k1 = k3 = = kp1 . For the type IIB case, the general solution, up to the auxiliary
symmetry, has the block-form

0(q)
an = diag Xn1 , . . . , Xnk ,

(4.5)
(q)
1
k
bAB
bAB
, . . . , k1
.
AB = diag 11
bi are unit six-vectors:
Here
AB
i bi
bAB
CD = 1
ABCD
bai
bai = 1 ,
or
(4.6)
for each i. Notice that the discrete transformation {k,...,k} U(k) U(k) fixes the
bi
bi , explicitly
form of (4.5) and implies some discrete identifications of the
AB
AB
i
i
2i(q
+q
)/p
5
A
B
b
b . So the coordinates
e
AB
AB are valued on the quotient S /Zp . The
bi } of k D-instantons in AdS5 S 5 /Zp .
solution parameterizes the positions {i , Xni ,
AB
Notice that the solution breaks the auxiliary symmetry to the maximal Abelian subgroup
U(1)kdiag of the diagonal subgroup U(k)diag U(k) U(k).
Now we turn to the solution when S 5 /Zp has a singularity. In this case solutions exist
in all charge sectors and there are multiple branches in the solution space labeled by k =
0, . . . , min(kq ):
0(q)
an
1,q
k k,q
= diag Xn1 , . . . , Xnk , Xn , . . . , Xnq

1 b1,q
k
ba1 , . . . , 1
bAB
bkq k,q ,
diag 11
AB , . . . , 1
, 1,q
k
kq k,q AB
(q)
qA + qB = 0,
AB =
k
ba1 , . . . , 1
bAB
, 0, ... , 0 ,
diag 11
qA + qB 6= 0.
97
(4.7)
bi,q are unit vectors lying in (S 5 /Zp )sing , in other words subject to (4.6)
In the above the
AB
bi,q = 0, for qA + qB 6= 0. In this case the solution represents k D-instantons with
but with
AB
fractional D-instantons of
bi } in AdS5 S 5 /Zp along with (kq k)
positions {i , Xni ,
AB
i,q bi,q
5
type q with positions {i,q , Xn , AB } in AdS5 (S /Zp )sing . The solution breaks the
auxiliary symmetry to U(1)kdiag U(1)Kpk . In the case k k1 = = kp on the branch

with k = k we recover the solution (4.5).
In the type 0B theories, the solutions are generalizations of those above with the
following difference. There are now two kinds of D-instanton associated to the even and
odd blocks. In particular, when S 5 /Zp/2 is smooth a solution only exist in the charge sector
{k , k+ , k , . . . , k+ }. The fact that D-instantons now come in two types matches precisely
our expectation of the type 0B string theory.
4.2. The large-N instanton measure
In this section we construct the large-N instanton measure. In principle, we have to
expand the effective action around the general solutions written down in the last section
to sufficient order to ensure that the fluctuation integrals converge. In general because the
Gaussian form has zeros whenever two D-instantons coincide one has to go to quartic order
in the fluctuations. Fortunately, as explained in [4], we do not need to expand about the
most general solution to the saddle-point equations to quartic order since this is equivalent
to expanding to the same order around the most degenerate solution where all the Dinstantons (in our present case both fractional and non-fractional) are at the same point
in AdS5 S 5 /Zp . The resulting quartic action has flat directions corresponding to the
relative positions of the D-instantons. We can then recover the original expansion that we
wanted by reexpanding this action around some general point along a flat direction. It can
then be established ex post facto that this is a consistent procedure.
When S 5 /Zp has a singularity, the maximally degenerate solution is (4.7) with all the
instantons at the same point. In particular, unless k1 = = kp there are fractional Dinstantons and this means that only the components AB with qA + qB = 0 are non-zero:
W 0 = 2 2 1[K][K]
an0 = Xn 1[K][K] ,
bAB 1[K][K] ,
AB = 1
(4.8)
bAB is a unit vector in the directions fixed by Zp . The desired result

where as before
for the large-N measure is immediate because on the saddle-point solution (4.8) all
the variables are proportional to the identity matrix as in the N = 4 case and one can
essentially copy the analysis of Ref. [4] verbatim. The result is that the large-N measure
is simply, up to a normalization constant, the partition function of the Zp -projection of
98
N = 1 supersymmetric ten-dimensional U(K) gauge theory dimensionally reduced to zero

dimensions. The ten-dimensional gauge field has

(4.9)
A = 1 an0 , AB ,
and the ten-dimensional MajoranaWeyl fermion has components
r
1/2 A
.
1/2 M0A
=
,
2g
(4.10)
The Zp -projection acts as on the U(K)-valued variables as

{kq } an0 {k1q } = an0 ,
{kq } AB {k1q } = e2i(qA +qB )/p AB ,
1
2iqA /p
M0A
{kq } M0A
{kq } = e
,
{kq } A
{k1q } = e2iqA /p A
.
(4.11)
The partition function is then defined as the integral over the projected variables of the
ten-dimensional gauge theory with an action where all the derivative terms are set to zero:
Z
d10 A d16 eNS(A , ) ,
(4.12)
Z=
U(K);Zp
with
1
S(A , ) = trK [A , A ]2 + N 1/2 trK [A , ] .
2
(4.13)
The result for the large-N measure when S 5 /Zp is smooth is also the partition function
of the corresponding Zp -projected gauge theory, but only for the appropriate charge
sectors, i.e., {k, . . . , k}, for type IIB, and {k , k+ , k , . . . , k+ }, for type 0B. We consider
the former case first. 12 The arguments leading to this conclusion are more complicated
because the maximally degenerate saddle-point solution for AB is not simply proportional
to the identity. Below we sketch the proof.
First of all, the maximally degenerate solution is
W 0 = 2 2 1[K][K] ,
an0 = Xn 1[K][K] ,
bAB 1[k][k]
AB = 1
p
X
Eq qqA qB .
(4.14)
q=1
Notice that AB , for qA + qB 6= 0, is off-diagonal. It is useful to introduce the notation SAB

for the saddle-point solution for AB . For each of the quantities v {an0 , AB } we define
the following decomposition
v = v0 + v + v ,
(4.15)
where v0 is the saddle-point value of the variable, v are the components which do not
commute with at least one SAB . The remaining variables v then commute with all the
components SAB . Explicitly this means that
12 The following analysis is also valid in the same charge sector when S 5 /Z has a singularity.
p
v0 = v 0 1[k][k]
(0)
v = v[k][k]
p
X
q=1
p
X
Eq q+r ,
v =
p
X
99
(q)
v[k][k] Eq q+r ,
q=1
Eq q+r
(4.16)
q=1
with
p
X
(q)
v[k][k] = 0
(0)
and trk v[k][k]
= 0.
q=1
The complication in this case is that there are now fluctuations that are lifted at Gaussian
order. 13 The relevant terms in the expansion of the effective action are
S (2) = trK [Sa , an0 ]2 4 trK [Sa , b ]2 + 4 trK [Sa , a ]2 .
(4.17)
So any fluctuation in an0 and a that does not commute with Sb will be lifted at this order
in the expansion. These are precisely the variables a n0 and a in the decomposition (4.15).
Actually, not quite all the fluctuations a are lifted by (4.17) because there are exact
flat directions of Seff generated by the action of the auxiliary U(k) U(k) symmetry
group on the saddle-point solution. Infinitesimally, these are the variations
(4.18)
ak = [Sa , ] ,
Pp
where = q=1 (q) Eq q are infinitesimal parameters of the transformation. It
is convenient to gauge-fix this symmetry by integrating only over fluctuations a
k
orthogonal to the variations a . These fluctuation can be specified by the conditions

(4.19)
trK a [Sa , ] = 0 , ,
or equivalently [ a , Sa ] = 0, hence the gauge-fixed quadratic action is therefore

2

2
(2)
= trK Sa , a n0 4 trK Sa , b .
(4.20)
Sgf
Now we come to the crux of the argument. In general there could be cubic interactions
that couple one tilded variable with one two hatted variables, i.e., schematically of the form
trK v1 v2 v3 , that contribute at the same order in 1/N as the Gaussian terms in (4.20) and
quartic terms in the hatted variables. However, because of the decompositions (4.16) such
couplings vanish. The quartic terms in the hatted variables follow in an identical way to the
N = 4 calculation [4]. Finally, at leading order in 1/N the bosonic variables are controlled
by the gauge-fixed action

2

2
Sgf = trK Sa , a n0 4 trK Sa , b

2

2
1
0 2
trK 4 a n0 , a m
+ 2 a , a n0 + 4 a , b
.
(4.21)
2
Up to a terms which are sub-leading in 1/N , we can write this as a gauge fixed version
of the action of the ten-dimensional gauge field (4.9) as in (4.13). The point is that
13 These are in addition to the fluctuations W 0 that are lifted at this order: see [4].
100
(4.21) differs from (4.13) by (i) terms quadratic in tilded variables and quadratic in hatted
variables (ii) quartic in tilded variables. But both these kinds of term are sub-leading in
1/N . So in the resulting partition function (4.12) some of the terms in the action are
actually higher order in 1/N . A similar result is follows in the {k , k+ , k , . . . , k+ } charge
sector of the type 0B theories when S 5 /Zp/2 is smooth.
In retrospect we can see the relation between the general solution of the saddle-point
equations and the flat directions of the gauge theory action (4.13). The point is that the
vanishing commutators in (4.4) are precisely the equations-of-motion of the gauge theory
action. In other words the space-of-solutions of the saddle-point equations is identical
to the vacuum moduli space of the matrix model. Therefore the fact that the saddlepoint solutions can be identified with the moduli space of D-instantons is no accident. In
the general case, the solutions describe the possible fractionations of D-instantons at the
singularity (S 5 /Zp )sing . In the N = 4 case the integrals over the relative positions of the
D-instantons are actually convergent and the charge k D-instanton can be thought of as
a bound-state. It would be interesting to investigate the convergence of the integrals over
the relative positions of the (fractional) D-instantons in these more general theories. In
particular, the convergence issue is crucial for finding the N -dependence of the large-N
instanton measure.
4.3. Contribution to 16 fermion correlators
In the N = 4 theory, the simplest correlation functions which received instanton
contributions involved insertions which only saturate the Grassmann integrals over the
collective coordinates corresponding to the 16 supersymmetric and superconformal zeromodes. In this section, we show that the effective large-N measure in the charge sector
{k, . . . , k} in the analogous fermionic sector is identical to the N = 4 case. By analogous
fermionic sector we mean the sector where the integrals over the 16 variables A and A
defined by
M0A
= A 1[k][k]
p
X
q=1
Eq qqA ,
1[k][k]
p
X
Eq qqA ,
(4.22)
q=1
are saturated by insertions rather than from terms in the action of the partition function
, for q =
(4.12). These variables obviously include the collective coordinates A and A
A
0, corresponding to the supersymmetric and superconformal zero-modes modes. 14
So the effective measure in this fermionic sector is defined by separating out the integrals
from (4.12) and leaving them unsaturated. The appropriate thing to do
over A and A
now, and which will be justified ex post facto, is to expand the action around the branch in
the solution space in (4.14). The gauge fixing described in the last section leading to the
action (4.21) is valid in this context. We can integrate the fluctuations lifted at Gaussian
order a n0 and a :
14 Actually the definition of the supersymmetric and superconformal collective coordinates differs from (4.22)
by a linear shift which we may transform away: see [4].
101

2

2
da 0 d exp N trK Sa , a n0 N 4 trK Sa , b
= 10k
2 (p1)
N 9k
2 (p1)/2
det0p M
9k 2 /2
(4.23)
where M is the p p matrix 15

M =2
p
X
bAB
bCD (Eq qqA qB Eq q ) .
ABCD
(4.24)
q=1
The prime on the determinant in (4.23) implies that we should take a product only over the
Pp
non-null eigenvalues of M since the latter has a null eigenvector of the form q=1 eq . In
addition, we must take into account the gauge-fixing Jacobian:
p1 (p1)k 2
k 2 /2
.
(4.25)
det0p M
JGF = Vol U (k)
To arrive at our answer, we must also integrate-out the fermionic partners to the Gaussian
. These are coupled, to the saddle-point solution via the
f0A
A
variables, namely, M
and
terms
2 1/2

B

0B
2 N
f0A M
f .
+ 1 SAB , M
A
tr
,
S
(4.26)
NSf =
K
AB
g2
The fermionic integrals are then
Z
f0A eNSf =
d A d M
A=1,2,3,4
2 2 N
g2
4(p1)k 2
det04p G
2k 2
(4.27)
where G is the 4p 4p matrix with block-form elements

GAB
bAB
=
p
X
(Eq qqA qB Eq q )
(4.28)
q=1
and, as before, the prime, indicates the removal of the zero eigenvalue. Since as p p
matrices [GAB , GCD ] = 0, it is straightforward to show that
2

2
0
0 1 ABCD
0 1
GAB GCD
= detp M ,
(4.29)
det4p G = detp
8
8
where M is the matrix defined in (4.24). Notice that the determinant factors of M cancel
between (4.23), (4.25) and (4.27).
What remains are the integrals over the quartic fluctuations a n0 and a along with their
fermionic partners which have the form of the partition function of ten-dimensional N =
1 supersymmetric SU(k) gauge theory dimensionally reduced to zero dimensions. Being
careful with the factors of N and g, our final result for the large-N measure in this sector
is
15 It is useful to introduce a basis of vectors to match the block-form of the matrices. To this end we define the
p-dimensional column vector eq with a 1 in the qth position and 0 elsewhere. These vectors have the property
Eq r es = eq rs .
102
{k,...,k} Sinst
dphys
Z 4
d X d 5
b
= g 8 Ne2ikp
d
N
5
Y
d2 A d2 A ZSU(k) + .
(4.30)
A=1,...,4
where the ellipsis reminds us that the expression is only the part of the measure where the
are left unintegrated.
16 variables A and A
Notice that (4.30) is identical to the large-N measure in the charge k sector of the N = 4
theory with p . Hence charge k instanton contributions to the 16 fermion correlators
evaluated in the N = 4 theory will be identical to those from the charge {k, . . . , k} sector
in the orbifold theories.
5. Relation to N = 2 SU(N ) gauge theory with NF = 2N
In the above we have considered the instanton contributions in the large-N limit to
a class of N = 2 theories with product group structure SU(N) SU(N) (after
decoupling the Abelian factors). In Ref. [31] we considered the contributions of instantons
in the large-N limit to the N = 2 conformal theory with gauge group SU(N) and with
NF = 2N fundamental hypermultiplets. Although apparently unconnected, the instanton
contributions in these theories are related in the following way. Consider the charge sector
{k, 0, . . . , 0} in the N = 2 supersymmetric theories with gauge group SU(N)
SU(N). In this instanton background only the SU(N) gauge field vn(1) is non-zero, and
consequently only the adjoint fermion fields (1)A , with A = 1, 2, and adjoint scalar fields
A(1)AB , with AB = 12, 34, along with the fermion fields (q)A , with q = 1, p and A = 3, 4,
and the scalar fields A(q)AB , with q = 1, p and AB = 13, 14, 23, 24, which transform in
either the N or N representations of the SU(N) factor, are non-zero. These fields amass
into the an SU(N) vector representation of N = 2 supersymmetry and 2N fundamental
hypermultiplets; precisely the theory considered in Ref. [31]. So the instantons in the
{k, 0, . . . , 0} charge sector of the first theory should describe the charge k instantons of
the second theory.
Now we are in a position to interpret the results of Ref. [31] for the large-N instanton
measure in the context of the results in this paper. In the charge sector {k, 0, . . . , 0}
the large-N instanton measure involves the partition function for the Zp -projected N =
1 supersymmetric U(k) gauge theory in ten-dimensions dimensionally reduced to zero
dimensions, with Zp embedded in the gauge group as {k,0,... ,0} = 1[N][N] and in SU(4)R
(1)
,
as in (1.3). Only the U(k)-adjoint matrices AB
, AB = 12, 34, M0(1)A
and (1)A
with A = 1, 2, survive this projection. The resulting partition function can equally well
be described as that of the N = (1, 0) supersymmetric U(k) theory in six dimensions
dimensionally reduced to zero dimensions. This is precisely the result of Ref. [31]. In
particular since from the orbifold perspective all the k instantons are fractional we have a
simple explanation of the observation that the saddle-point solution of Ref. [31] described
a point-like object in AdS5 S 1 : the S 1 is precisely the orbifold singularity of S 5 /Zp on
which the fractional D-instantons are confined to move.
103
6. Discussion
In the N = 4 theories much more could be achieved [4] because the measure could be
used to calculate instanton contributions to particular correlation functions which could
then be compared with D-instanton induced terms in the type IIB supergravity effective
action [6]. In this comparison the overall numerical prefactor in the large-N ADHM
measure was crucial to get the precise agreement found in [4]. For the orbifold theories
we have not kept track of the numerical prefactor since it is not clear on the dual side what
to compare with. In fact a dual supergravity approximation of the string theory only exists
if S 5 /Zp is smooth, unless the singularity is blown up in some way. It would clearly be
interesting to attempt the more detailed check of the duality carried through in [4].
Acknowledgments
We thank Lance Dixon, Nick Dorey, Michael Green, Igor Klebanov and Michael Mattis
for discussions and comments. We also acknowledge the TMR network grant FMRXCT96-0012.
Appendix A
In this appendix we prove that solutions to the saddle-point equations (4.4) for the type
IIB dual cases when S 5 /Zp is smooth only exist if all the kq all equal.
Our proof proceeds along the following lines. Since all the matrices AB commute they
have a basis of simultaneous eigenvectors. In order to show that there are no solutions to
(4.4) unless all the instanton numbers in each group factor are the same we will show that
in the contrary situation the matrices AB have at least one common null eigenvector and
consequently (4.4) cannot be satisfied because W 0 is nondegenerate.
Consider, for the moment, one of the AB matrices, which we denote generically as A,
with the block form
A=
p
X
A(q) Eq qr .
(A.1)
q=1
Since Zp acts freely on S 5 we have r 6= 0 mod p. In general, if r and p have some common
integer divisor(s) (the largest of which we denote c) Zp does not act faithfully on A, rather
only the subgroup Zp/c is realized.
The first result we need, is that any non-null eigenvector of A has the form
v=
p/c
X
v (rq+s) erq+s ,
(A.2)
q=1
where all the components v (rq+s) , q = 1, . . . , p/c, are all non-vanishing. To see this
consider the eigenvalue equation in the block-form basis:
104
A(r+s)v (s) = v (r+s) .
(A.3)
Iterating this equation p/c times we cycle back to yield an eigenvector equation for v(s) :
A(rp/c+s) A(r+s)v (s) = p/c v (s) .
(A.4)
Denoting the eigenvalue as , we have = c/p . This means that each non-null
eigenvector of A(rp/c+s) A(r+s) gives rise to p/c non-null eigenvectors of A itself,
the multiplicity arising from the p/c choices of the roots of = c/p . The non-null
eigenvectors of A are consequently of the form
v=
p/c
X
cq/p A(rq+s) A(r+s)v (s) erq+s .
(A.5)
q=1
As stated, the non-null eigenvectors have the form (A.2) where all the components v (rq+s) ,
q = 1, . . . , p/c, are all non-vanishing.
The fact that the non-null eigenvectors have the form (A.2) implies that all the remaining
eigenvectors must be null. The null eigenvectors can therefore be written as
v (q) eq ,
(A.6)
with no sum on q. A lower bound on the number of null eigenvectors of the form (A.6) is
consequently
d(r, q) = kq kmin (r, q),
(A.7)
where kmin (r, q) is the smallest number in the set {kq+nr , n = 1, . . . , p/c}.
We now denote the first matrix as A1 , with associated quantities r1 and c1 , and introduce
a second matrix A2 of the same form:
A2 =
p
X
(q)
A2 Eq qr2
(A.8)
q=1
that commutes with A1 . We now proceed to establish a lower bound on the number of
simultaneous null eigenvectors of A1 and A2 . The point is that certain linear combinations
of null eigenvectors of A1 of the form can be non-null eigenvectors of A2 , and vice-versa.
We must enumerate the maximum possible such combinations that can arise to establish
a lower bound on the simultaneous null eigenvectors of A1 and A2 . Consider the null
eigenvectors of A1 of the form (A.6). A combination of such null eigenvectors of the form
v (q) eq + v (q+r2 ) eq+r2 + + v (q+(p/c2 1)r2 ) eq+(p/c2 1)r2 ,
(A.9)
can be a non-null eigenvector of A2 . The number of such combinations that have this
property is clearly bounded above by

(A.10)
min d(r1 , q), d(r1 , q + r2 ), . . . , d r1 , q + (p/c2 1)r2 .
Hence a lower bound on the number of simultaneous null eigenvectors of the form v (q) eq
is given by

d(r1 , q) min d r1 , q), . . . , d r1 , q + (p/c2 1)r2

= max 0, d(r1 , q) d(r1 , q + r2 ), . . . , d(r1 , q)

d r1 , q + (p/c2 1)r2
105
(A.11)
However, we can also run the argument the other way and consider the null eigenvectors
of A2 that can be non-null eigenvectors of A1 . Taken together this gives a lower bound Xq
on the number of simultaneous null eigenvectors of A1 and A2 of the form v (q) eq

Xq = max d(r1 , q) d(r1 , q + n2 r2 ), d(r2 , q) d(r2 , q + n1 r1 ) .
(A.12)
The expression above is written in short-hand where the integers run over the values n1,2 =
0, . . . , p/c1,2 1.
It is now easy to introduce a third matrix A3 and establish a lower bound on the
simultaneous null eigenvectors of all three matrices. The idea is to consider the maximum
number of simultaneous null eigenvectors of A1 and A2 that can be non-null eigenvectors
of A3 . For null eigenvectors of the form v (q) eq , this number is bounded above by

(A.13)
min Xq , Xq+r3 , . . . , Xq+(p/c3 1)r3 .
Hence a lower bound on the number of simultaneous null eigenvectors of A1 , A2 and A3
of the form v (q) eq is given by

(A.14)
max 0, Xq Xq+r3 , . . . , Xq Xq+(p/c3 1)r3 .
This establishes a lower bound on the number of simultaneous null eigenvectors of all three
matrices. The most stringent bound is then obtained by considering all three permutations
of this line of reasoning. Putting all this together, one finds a lower bound

max d(ra , q) d(ra , q + nb rb ) d(ra , q + nc rc ) + d(ra , q + nb rb + nc rc ) (A.15)
on the number of simultaneous null eigenvectors, where a, b, c run over the 6 permutations
of 1, 2, 3, and the integers na = 0, . . . , p/ca 1.
Using the equations (4.4) for AB and the reality condition (3.6), the last equation in
(4.4) can be written as
12 + 13
13 + 14
14 =
12
1 0 1
.
W
4
(A.16)
If 12 , 13 and 14 have a simultaneous null eigenvector then there can be no solution to

this equation since W 0 is nondegenerate but (A.15), with r1 = q1 + q2 , r2 = q1 + q3 and
r3 = q1 + q4 , gives a lower bound on the number of such null eigenvectors; hence for a
solution (A.16) to exist, it is necessary that for each q and permutation of a, b, c
d(ra , q) d(ra , q + nb rb ) d(ra , q + nc rc ) + d(ra , q + nb rb + nc rc ) 6 0 . (A.17)
The only way this set of inequalities can be satisfied is if d(ra , q + nc rc ) d(ra , q + nb rb +
nc rc ) is independent of nc which further requires that all the kq have to be equal.
106
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Duality in heterotic vacua with four supercharges

Michael Haack 1 , Jan Louis 2
Fachbereich Physik, Martin-Luther-Universitt Halle-Wittenberg, Friedemann-Bach-Platz 6,
D-06099 Halle, Germany
Received 6 January 2000; accepted 7 February 2000
Abstract
We study heterotic vacua with four supercharges in three and four spacetime dimensions and their
duals obtained as M/F-theory compactified on CalabiYau fourfolds. We focus on their respective
moduli spaces and derive the Khler potential for heterotic vacua obtained as circle compactifications
of four-dimensional N = 1 heterotic theories. The Khler potential of the dual theory is computed
by compactifying 11-dimensional supergravity on CalabiYau fourfolds. The duality between these
theories is checked for K3-fibred fourfolds and an appropriate F-theory limit is discussed. 2000
Elsevier Science B.V. All rights reserved.
PACS: 11.10.Kk; 11.25. w; 11.25.Mj
Keywords: String theory; Duality in string theory; CalabiYau fourfolds
1. Introduction
The E8 E8 heterotic string has been the prime candidate for providing a string
theoretic version of the (supersymmetric) Standard Model for over a decade. In particular,
the vacuum solutions with 4 Minkowskian spacetime dimensions (D = 4) and N = 1
supersymmetry have been extensively studied due to their phenomenological prospects.
However, despite considerable efforts a number of (serious) problems remain within the
framework of the perturbative heterotic string such as a missing mechanism for hierarchical
supersymmetry breaking and the stabilization of the dilaton.
With the advent of string dualities two things have changed. On the one hand it has been
possible to control some of the non-perturbative properties (or couplings) of string theory
(for reviews see, for example, [14]). On the other hand the SO(32) heterotic string and
Work supported by: GIF the GermanIsraeli Foundation for Scientific Research, DAAD the German
Academic Exchange Service and the Landesgraduiertenfrderung Sachsen-Anhalt.
1 michael@hera1.physik.uni-halle.de
2 j.louis@physik.uni-halle.de
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 0 9 1 - 2
108
M. Haack, J. Louis / Nuclear Physics B 575 (2000) 107133
even more so the type I string have been investigated from the point of view of viable
particle phenomenology (for a review see, for example, [5]).
In this paper we continue to focus on N = 1 vacua of the heterotic string but include their
circle compactifications to D = 3 into our considerations. The reason is that in D = 3 the
vector multiplet contains a real scalar in the adjoint representation of the heterotic gauge
group and thus contrary to the situation in D = 4 a Coulomb branch exists. Some
of the non-perturbative features of these vacua are believed to be captured by F-theory
compactified on elliptic CalabiYau fourfolds Y4 or M-theory compactified on Y4 for the
three-dimensional case [644].
The purpose of this paper is to facilitate a comparison of the corresponding effective
Lagrangians and in particular the identification of those M/F-theory vacua which have a
perturbative heterotic limit. In our analysis we ignore all charged matter multiplets and only
focus on the moduli which are constrained by supersymmetry to parameterize a Khler
manifold [45,46]. We derive the Khler potential for the moduli of a CalabiYau fourfold
in the large volume limit of M-theory including the moduli coming from the three-form
potential and compare it to the Khler potential of the corresponding heterotic vacua. In
spirit our analysis is very close to a similar analysis carried out for the duality of type IIA
on a CalabiYau threefold Y3 and the heterotic string on K3T 2 in Refs. [47,48].
The organisation of the paper is as follows. In Section 2 (and Appendix B) we start
with a general effective supergravity Lagrangian in N = 1, D = 4 which can be obtained
by compactifications of the heterotic string on an appropriate (0, 2) superconformal field
theory 3 and perform a KaluzaKlein reduction to D = 3 on a circle. We derive the
three-dimensional Khler potential in terms of the four-dimensional one and an additional
term coming from the four-dimensional vector fields. In Section 3 (and Appendix C) we
compactify 11-dimensional supergravity on a CalabiYau fourfold with vanishing Euler
number ( = 0) and vanishing four-form flux. We derive the Khler potential for the
moduli which include the geometrical moduli arising as deformations of the Khler class
and complex structure of the fourfold as well as the moduli coming from the expansion
of the M-theory three-form. The M-theory Khler potential is compared to the heterotic
Khler potential in Section 4. We show that for fourfolds which are K3-fibrations over a
complex two-dimensional base B2 the two Khler potentials agree in the limit of large B2
and weak heterotic coupling. Finally, the F-theory limit is discussed.
Section 5 contains our conclusions and Appendix A assembles notation and conventions.
A preliminary version of some of our results was given in [49].
2. Heterotic string vacua

2.1. D = 4, N = 1 heterotic vacua
Our starting point is a generic effective supergravity Lagrangian in D = 4 with N = 1
supersymmetry. Such vacua can be constructed as compactifications of the heterotic string
3 This includes in particular compactifications on CalabiYau threefolds Y with a choice of the gauge bundle.
3
109
on CalabiYau threefolds Y3 or more generally from appropriate (0, 2) superconformal

field theories. For the purpose of this paper it is sufficient to focus only on the vector
multiplets and the chiral moduli multiplets and ignore all charged matter multiplets. The
effective Lagrangian in this case reads (for a review see, for example, [50]) 4
1
1
a
m I m J Re fab ()Fmn
L(4) = R (4) G(4)
(, )
F bmn
IJ
2
4
1
a ebmn
F
+ Im fab ()Fmn
+ ,
4
(1)
a is the field strength of the

where m, n = 0, . . . , 3, I are the moduli fields and Fmn
a
gauge bosons Am . The index a labels the generators of the gauge group G and thus a =
1, . . . , dim(G). N = 1 supersymmetry requires that the fab () are holomorphic functions
has to be
of the moduli which are further constrained by gauge invariance. The metric G(4)
IJ
a Khler metric, that is
GIJ = I J K (4)(, ),
(4)
(2)
where K (4) is the Khler potential.

Perturbative heterotic string theory imposes further constraints on the functions K (4)
and fab . First of all the rank r of the gauge group G is bounded by the central charge c of
the left moving (bosonic) conformal field theory on the worldsheet. For heterotic strings in
D = 4 one has c = 22 and hence
r(G) 6 22.
(3)
Secondly, the holomorphic fab are universal at the string tree level and determined by the
heterotic dilaton 4 and the axion a which is the (Poincar) dual of the antisymmetric
tensor Bmn . The two scalars are combined into a complex S = 2
4 + ia and one has
fab = ka Sab + ,
(4)
where k is the level of the KacMoody algebra. The denote perturbative and nonperturbative quantum corrections which are suppressed in the large S (weak coupling)
limit; they play no role in this paper.
The metric of the moduli also simplifies at the string tree level. Using the notation I =
(S, i ) with i = 1, . . . , n4 , I = 0, . . . , n4 one has
+K
e(4) (, )
+ ,
K (4) = ln(S + S)
(5)
is the tree level Khler potential for all moduli but the dilaton. It is
e(4) (, )
where K
a model dependent function and does not enjoy any generic properties. For CalabiYau
compactifications with the standard embedding of the spin connection (so-called (2, 2)
e(4) splits into a sum
vacua) K
e(4) = K (4) + K (4),
K
1,1
2,1
(6)
4 We neglect the possibility of anomalous U (1) gauge factors with appropriate four-dimensional Green
Schwarz terms.
110
(4)
(4)
where K1,1
(K2,1
) is the Khler potential for the (1, 1)-moduli ((2, 1)-moduli) of Y3 .
For future reference we also need to recall that in the large volume limit of CalabiYau
(4)
is given by [51,52]
compactifications K1,1

(4)
(7)
K1,1 = ln dABC (t + t )A (t + t )B (t + t )C = ln[Vol(Y3 )],
where dABC are the (classical) intersection numbers, t A the (1, 1)-moduli and Vol(Y3 ) is
(4)
the classical volume of the compactification manifold Y3 . For K2,1 one has instead [52,53]
"Z
#
,
(4)
= ln
K2,1
(8)
Y3
where is the unique (3, 0)-form. 5

Finally, let us note that the couplings of the dilaton in Eqs. (4) and (5) are largely
determined by the fact that 4 organizes the string perturbation theory and that in
perturbation theory there is a continuous PecceiQuinn (PQ) symmetry S S + i , R
shifting the axion a.
2.2. D = 4, N = 1 supergravity compactified on S 1
Let us reduce the Lagrangian (1) to D = 3 on a circle S 1 . This does not break any
supercharges so that the theory continues to have 4 real supercharges. In D = 3 this
corresponds to N = 2 supersymmetry since the irreducible Majorana spinor has 2 real
components.
For the S 1 -reduction to D = 3 we use the ansatz [55]:
(3)

g + r 2 B B r 2 B
(4)
(9)
,
Aam = Aa + B a , a ,
gmn =
r 2 B
r2
where , = 0, 1, 2 and r is the radius (measured in the D = 4 Einstein metric) of the S 1 .
The reduction procedure follows closely Ref. [55] where four-dimensional N = 2 vacua
are considered. The details for the reduction of N = 1 vacua are shown in Appendix B and
here we only give the results.
In D = 3 the vector multiplets contain the real scalars a in the adjoint representation
of G. Thus there is an additional component of the moduli space (a Coulomb branch)
spanned by the scalar fields lying in the Cartan subalgebra of G and at a generic point in
this moduli space the gauge group is [U (1)]r(G). In order to make the notation not too heavy
we continue to label the U (1) gauge multiplets by the index a although in the previous
section the same index ran over all gauge generators; thus a = 1, . . . , r(G) henceforth.
In D = 3 an Abelian vector is (Poincar) dual to a scalar and thus a vector multiplet is
dual to a chiral multiplet. Technically this duality is seen by adding Lagrange multipliers
C a , b to the three-dimensional Lagrangian and eliminating Aa , B by their equations
of motion (see Appendix B). In this dual picture all supermultiplets are chiral and thus
5 K (4) has a similar expansion as K (4) around the large complex structure point [54].
2,1
1,1
111
their scalar fields have to parametrize a Khler manifold [46]. It turns out that the Khler
structure only becomes manifest after introducing the coordinates
(10)
D a fab () b + iC a ,
1
a
b
b
T r 2 + ib + (Re f )1
ab ()D (D + D ).
2
Combining all n4 + r(G) + 2 scalar fields into the coordinate vector Z = (S, i , D a , T ),
= 0, . . . , n4 + r(G) + 1 the three-dimensional Lagrangian can be written as
1
Z ,
L(3) = R (3) G
Z
2
where G
obeys
(11)
(3)
G
= Khet ,

(3)
a (Re f )1 (D + D)
b .
ln T + T 1 (D + D)
Khet = K (4) (, )
ab
2
(12)
Note that the argument of the logarithm is given by the square of the compactification
radius, as can be seen from Eq. (10):
1
a (Re f )1 (D + D)
b = 2r 2 .
T + T (D + D)
ab
2
(13)
2.3. The heterotic D = 3 low energy effective Lagrangian

So far the reduction did not use any input from string theory but was merely an exercise
in supergravity. Inserting the string tree level properties displayed in Eqs. (4) and (5) into
(3)
of Eq. (12) yields
Khet

(3)
e(4) (, )
(D a + D a )2 .
ln (T + T )(S + S)
=K
(14)
Khet
We will see in Section 4 that in the dual M-theory vacua we are more naturally led to the
coordinates S 0 = 12 (S + T ) and T 0 = 12 (S T ) and the Khler potential

(3)
e(4) (, )
ln (S 0 + S 0 )2 (T 0 + T 0 )2 (D a + D a )2 .
=K
Khet
(15)
The next step is to identify the three-dimensional dilaton. The relation to the 4-dimensional dilaton is as usually
rs
1
= 2,
2
3 4
(16)
where rs is the radius of S 1 measured in the four-dimensional string frame metric. In the
reduction procedure we used the metric in the Einstein frame (Eq. (9)) which is related
(4)
(4)
to the metric in the string frame by the Weyl rescaling gE = 2
4 gstr . This implies the
following relation among the radii
rs = r4 .
(17)
Combining (16) and (17) results in

23 =
4
.
r
(18)
112
Using (13) and 2

4 = 2 (S + S) we also derive
a
a 2
4
3 = (T + T )(S + S) (D + D ) .
(19)
The three-dimensional dilaton governs the perturbation series in D = 3, as can be seen by

reducing the four-dimensional Lagrangian in the string frame. The result can be found in
Appendix B. The Khler potential of Eq. (14) is only valid to lowest order in r and 3 and
gets perturbative and non-perturbative corrections.
Finally let us discuss the symmetries of the compactified theory. First of all there is the
PQ associated with the four-dimensional axion a discussed in Section 2.1. Furthermore,
there are r(G) + 1 Abelian gauge symmetries associated with the r(G) + 1 gauge bosons
Aa , B . In the dual Lagrangian these symmetries appear as continuous PQ symmetries
acting on the dual scalars. Finally, the scalars a in the three-dimensional vector multiplets
inherit another PQ symmetry from the four-dimensional gauge invariance. So altogether
(11), (12) are invariant under the following 2r(G) + 2 PQ symmetries (with parameters
, , a , a )
a a + ,
b b + ,
Ca Ca + a ,
b b + a a,
+ ,
b b + C .
(20)
These PQ symmetries are exact in perturbation theory but broken to discrete subgroups
non-perturbatively. In addition, there is the standard T-duality which acts on the radius of
the S 1 and sends rs rs1 while keeping 3 fixed. Using (17) and (18) this corresponds to
4 r 1 ,
r 1
4 ,
(21)
and also leaves (14) invariant.
3. M-theory compactified on CalabiYau fourfolds

M-theory has been suggested as the strong coupling limit of type IIA string theory
[56]. Even though a satisfactory formulation of M-theory has not been established its low
energy limit is known to be 11-dimensional supergravity. In this section we perform the
compactification of this low energy limit on CalabiYau fourfolds and obtain an effective
Lagrangian in D = 3.
The starting point is the 11-dimensional supergravity Lagrangian 6 [57]:
1/2
1
1
1
2 (11)
g (11)
L
= R (11) |F4 |2
A3 F4 F4 ,
(22)
11
2
4
12
where A3 is a three-form, F4 its field strength and g (11) the determinant of the 11dimensional metric (more details of the notation used are given in Appendix A). The
6 The corresponding action is given by S (11) =
p
Lagrangian without the factor g (D) .
R 11 p
d x g (11) L(11) . Throughout the paper we define the
113
Lagrangian (22) is the leading order contribution in a derivative expansion p/MP l where p
is the characteristic Fourier momentum. The next term in this expansion has been deduced
from a one-loop computation in the type IIA theory [58] and then extrapolated to the 11dimensional theory. It is associated to the sigma-model anomaly of the 6-dimensional fivebrane worldvolume [59]. It reads
1/2
2/3
A3 X8
(23)
g (11)
L(11) 11
with
1
X8 =
(2)4

1
1
2 2
4
tr R
tr R .
+
768
192
(In the following we set 11 = 1.)

In order to do the reduction of (22) let us recall a few facts about CalabiYau fourfolds
Y4 [21]. They are Ricci-flat Khler manifolds of complex dimension four with SU (4)
holonomy. The massless modes of the three-dimensional theory are determined by the nontrivial harmonic forms on Y4 which are the elements of the cohomology groups H p,q (Y4 ).
The dimensions hp,q of H p,q satisfy
hp,0 = h0,p = h4,p = hp,4 = 0,
0,0
=h
4,4
=h
4,0
=h
0,4
p = 1, 2, 3,
= 1,
(24)
h =h =h =h
h =h ,

h2,2 = 2 22 + 2h1,1 + 2h1,3 h1,2 ,
1,1
3,3
1,2
2,1
3,2
2,3
1,3
=h
3,1
leaving h1,1 , h1,2 , h1,3 arbitrary. An important further constraint arises from compactification of the term (23). It induces a potential tadpole term for the three-form A3 rendering
the resulting vacuum inconsistent [11]. The coefficient of the anomaly is set by the Euler
number of Y4
Z

1
X8 = = 8 + h1,1 + h1,3 h1,2 .

(25)
24
4
Y4
Thus it can be avoided by choosing compactification manifolds with = 0. However,

the anomaly can also be cancelled by considering backgrounds with n spacetime filling
membranes or turning on non-trivial F4 -flux [10,11,20]. 7 In this case
Z
1
=n+
F4 F4
(26)
24
8 2
Y4
has to hold for consistency. Backgrounds with spacetime filling membranes are known
to be dual to heterotic vacua in non-trivial 5-brane backgrounds [23,29,44]. Since we
are primarily interested in identifying the perturbative heterotic string among the fourfold
compactifications we choose to consider n = 0 in this paper. Furthermore, non-trivial F4 flux corresponds in the heterotic dual to discrete twists of the gauge bundle [23,33,43] and
7 A further contribution to the anomaly related to M5-branes wrapped around three-cycles in the CalabiYau
has been discussed in [16].
114
can lead to non-trivial torsion [42,60]. We will analyze this case in a future publication
which leaves us with fourfolds that satisfy = 0 as the compactification manifolds to
consider in the following.
We now perform a lowest order KaluzaKlein reduction of the 11-dimensional
supergravity on CalabiYau fourfolds. 8 For the 11-dimensional metric we take the ansatz

(3)
g (x)
0
(11)
,
(27)
gMN (x, y) =
(8)
0
gab (x, y)
where x ( = 0, 1, 2) denote the coordinates of three-dimensional Minkowski space and
(8)
depends
y a (a = 3, . . . , 10) denote the internal CalabiYau coordinates. In addition gab
(8)
on a set of moduli M which parameterize the possible deformations of gab compatible
with the CalabiYau condition. These moduli appear as massless scalar fields in the threedimensional effective action parameterizing flat directions of the effective potential. In
the compactification procedure one chooses an arbitrary point in this moduli space (this
corresponds to choosing an arbitrary set of vacuum expectation values for the scalar fields)
and expands in the infinitesimal neighborhood of this point M = hMi + M(x). This
induces
(8)
(8)
(8)
gab = gab (hMi) + gab (hMi, M(x)),
(28)
(8)
(8)
(8)
is a background metric and gab
its deformation. Demanding that gab
where gab
preserves the CalabiYau condition one can expand it in terms of non-trivial harmonic
forms on Y4 . It is convenient to introduce complex coordinates j (j = 1, . . . , 4) for Y4
defining 9 j = 1 (y2j 1 + iy2j ). For the deformation of the Khler form one has 10
2
h1,1
igi =
M A (x) eiA ,
(29)
A=1
where eA is an appropriate basis of H 1,1 (Y4 ) and M A (x) are the corresponding (real)
moduli. For the deformations of the complex structure one has
3,1
g =
h
X
Z (x) b ,
(30)
=1
where Z (x) are complex moduli and b is related to the basis of H 3,1(Y4 ) by an
appropriate contraction with the anti-holomorphic 4-form on Y4 [52]:
b =
klm klm
,
3||2
||2
1
ij kl ij kl .
4!
(31)
Finally, the three-form A3 is expanded in terms of the (1, 1)-forms eA and the (complex)
(2, 1)-forms ijI k . More precisely
8 A similar analysis for IIA compactifications on threefolds can be found in Ref. [61] while compactification
of 11-dimensional supergravity on threefolds was considered in Refs. [62,63].

9 The corresponding integration measures are related according to d 8 d 4 d 4 = d 8 y.
10 In the following we omit the superscript (8) at the internal metric.

1,1
Ai =
h
X
2,1
A
AA
(x) ei ,
Aij k =
h
X
2,1
I =1
A=1
115
(x) ijI k ,
Ak =
h
X
I =1
N J (x) Jk .
(32)
A
2,1 + h3,1
So altogether the compactification leads to h1,1 vector multiplets (AA
, M ) and h
I
chiral multiplets (N ), (Z ).
On the space of (1, 1)-forms one defines the metric [64]
Z
Z
1
1
eA ?eB =
d 8 g eiA ekBm g i m g k ,
(33)
GAB
2V
2V
Y4
Y4
where V is the volume of Y4

Z
Z
1
1
V = d 8 g =
J J J J = dABCD M A M B M C M D .
4!
4!
Y4
(34)
Y4
J is the Khler form of the CalabiYau fourfold

J = igi d i d = M A eA
R
and dABCD = Y4 eA eB eC eD are the classical intersection numbers of Y4 .
On the space of (3, 1)-forms one defines the metric [53]
R
Z
=
d 8 g bm bik g i g k m = K3,1 ,
G R4
4V
Y
4
(35)
(36)
Y4
which is a Khler metric with Khler potential

"Z
#
.
K3,1 = ln
(37)
Y4
Finally, on the space of (2, 1)-forms we define a metric GI J and intersection numbers
dAI J
Z
Z
1
1
I
J
GI J
? =
d 8 gijI k lJm n g i m g j n g l k ,
2
4
Y4
Y4
Z
Z
1
J
A
I
r A I J
d 8 gikls m n
ei kl m s n
dAI J e =
r .
4
Y4
The two quantities are related

i
GI J = dAI J M A ,
2
(38)
Y4
via 11
or dAI J = 2i
GI J
.
M A
(39)
11 This can be checked noticing that ? J = 1 ( J g i g g + J g ) d l d n d k d m d o . The

lm
no
2 i k
l k m
no
first term corresponds to a term J J with a globally defined (0,1)-form J = 12 J g i d k , which is

i k
closed because of the harmonicity of J and the fact that the Khler form is covariantly constant with respect to
0,1
the Hermitian metric. As h = 0 for a CalabiYau fourfold the first term is actually absent.
116
In the following it is convenient to define a metric independent of M A as

b = i cA d ,
G
IJ
AI J
2
(40)
where cA are constant real vectors with no vanishing entries but otherwise arbitrary.
It is important to notice is that GAB and dABCD are independent of the complex structure
but GI J and dAI J do depend on Z and Z . This dependence is not known generically
since it depends on the particular Y4 under consideration. However, as we will show it is
not necessary to know the complex structure dependence of GI J and dAI J explicitly in
order to determine the Khler potential. 12
The basis I of (2, 1)-forms can locally be chosen to depend holomorphically on the
complex structure or in other words
Z I = 0,
Z I 6= 0.
(41)
Since h3,0 = h0,3 = 0 the derivative Z I can be expanded into (1, 2)- and (2, 1)-forms
with complex-structure dependent coefficient functions and
K + (Z, Z)
L .
Z I = I K (Z, Z)
I L
(42)
Note that is not the complex conjugate of but an independent function. Differentiating
(42) with respect to Z results in the following differential constraints for and
Z I K = I L LK
,
Z I K = I L L K .
(43)
From (38), (39), (40) and (42) it immediately follows that the complex structure
b , d is constrained by the differential equations 13
dependence of GI J , G
I J AI J
Z GI J = I K GK J ,
b = I K G
b ,
Z G
IJ
KJ
Z dAI J = I K dAK J . (44)
The next step is to insert Eqs. (27)(32) into (22). The details of this reduction are
presented in Appendix C and here we only summarize the results. The vectors AA
are again
A
dualized to scalar fields denoted by P . So after dualization the vector multiplet becomes a
chiral multiplet with the (real) scalars (M A , P A ) and there are altogether h1,1 + h1,2 + h1,3
chiral multiplets. Supersymmetry requires that the Lagrangian of these chiral multiplets
must be expressible in the form
1
Z ,
L(3) = R (3) G
Z
2
(45)
where , = 1, . . . , h1,1 + h1,2 + h1,3 and G

is a Khler metric G
= KM .
However, it turns out that the scalar fields which appear naturally in Eqs. (29)(32) in
the expansion of the harmonic forms on Y4 are not the appropriate Khler coordinates Z .
Rather a set of field redefinitions has to be performed in order to cast the three-dimensional
bI , Z defined as
Lagrangian into the form (45). The proper Khler coordinates are T A , N
(3)
12 Similarly, K
3,1 is generically known only in terms of an integral over the holomorphic (4, 0)-form but not
necessarily explicitly (see (37)).
13 It would be nice to have a better geometrical understanding of Eqs. (43) and (44).

1
i
J +
b
b1 G
b1 N
bIN
bI N
bK ,
N
T A = iP A + VGAB M B dAM L G
AI
K
JM LI
4
8
b (Z , Z ) N J ,
bI = G
N
IJ
117
(46)
(47)
while the Z are unchanged. The AI K are functions of Z and Z which have to obey
i b1 b1
(48)
Z AI K = G
GJK dAM L JM ,
4 LI
bI , Z the metric is Khler with the
but are otherwise unconstrained. In terms of T A , N
Khler potential

(3)
B
= K3,1 ln A VG1
(49)
KM
AB ,
where

i
J
b1 G
b1 N
bIN
b
T A + T A + dAM L G
M LI
J
2 8

1
1
J b
L
I bK
b
b
AI K N N AJLN N .
(50)
8
8
(Note that V and GAB have to be expressed in terms of the Khler coordinates.)
Expressed in geometrical terms the argument of the logarithm is just the cube of the
volume of the CalabiYau fourfold measured in the M-theory metric, which can be checked
by inserting (46) into (50)
A
(3)
= K3,1 3 ln V.
KM
(51)
As we will see in the next section the duality to the heterotic vacua is more naturally
eA
expressed in terms of rescaled variables M
eA = V 1/2 M A .
MA M
Using the rescaled Khler form
e = V 3,
V
(52)
e A eA
Je= M
in (C.31) and (C.32) one finds
eAB = V 1 GAB ,
G
(53)
e A as V and GAB have on

eAB have the same functional dependence on M
where e
V and G
A
M . In terms of the rescaled variables the Khler potential becomes

(3)
e1 B = K3,1 ln e
= K3,1 ln A G
V.
(54)
KM
AB
(3)
is the sum of two terms the moduli space does not factorize. When
Even though KM
expressed in terms of the proper Khler coordinates the second term in Eq. (54) does
bI , Z and therefore the metric is not block diagonal. However, from
depend on T A , N
bI = 0 the moduli space does factorize locally and the Khler
Eq. (50) we learn that for N
potential becomes
(3)
= K3,1 + K1,1 ,
KM

1 B

B ,
e
K1,1 = ln T A + T A G
AB T + T
"Z
#
.
K3,1 = ln
Y4
(55)
118
Finally let us discuss the continuous PQ-symmetries of the M-theory vacua in the large
volume limit. First of all the scalars P A which arise from dualizing the vectors AA
inherit
a PQ-symmetry from gauge invariance. The Khler potential (49) is invariant under the
shifts
P A P A + A ,
(56)
where A are arbitrary real constants. Secondly, the N I arise from expanding the threeform in Eq. (32) and as a consequence they inherit part of the three-form gauge
invariance. Specifically, the three-dimensional Lagrangian is invariant under the shift
N I I + N I I N I I + N I I + const.
(57)
In terms of N I this amounts to
N I N I + I (Z, Z),
N I N I + I (Z, Z),
(58)
where the I depend on the complex structure and as a consequence of (42) have to satisfy
Z J = I I J ,
Z J = I IJ .
(59)
The redefinition of the N I in Eq. (47) is precisely such that it renders the PQ-symmetry
holomorphic
bI + I (Z),
bI N
N
(60)
b J obeys
where I = G
IJ
Z I = 0,
L 1
b G
b
Z I = I K K G
K N I N .
LK
(61)
The corresponding PQ transformations of the fields T A are

i
i
b1 G
b1 N
bI J
b1 G
b1 I J
dAM L G
T A T A dAM L G
M LI
J
JM LI
2 8
4 8
1
1
bK +
+ AI K I N
AI K I K
8
2 8
1
1
b

K +
+ AIK IN
AIK I K .
8
2 8
(62)
Thus the P A also transform 14 according to

1
J .
b1 G
b1 N
bI J + 1 d G
b1 G
b1 IN
b
P A P A dAM L G
M LI
J
4
4 AM L JM LI
(63)
So altogether we have h1,1 + 2h2,1 continuous PQ-symmetries in the large volume limit of
the M-theory compactification.
14 This transformation is necessary in order to render (C.38) invariant under (60).
119
4. Duality
4.1. Heterotic M-theory duality in D = 3
The next step is to investigate the dual relation between the heterotic and the M-theory
vacua. A first guidance can be obtained by considering the 7-dimensional duality (M/K3 '
Het/T3 ) [56] and fibering it over a common complex 2-dimensional base B2 . For large B2
one can apply the adiabatic argument [65] and conclude that M-theory compactified on
a K3-fibred fourfold should be dual to the heterotic string compactified on an elliptically
fibred threefold. The 7-dimensional string coupling constant 7 is related to the volume
VK3 of the K3 measured in the (11-dimensional) M-theory metric and the respective space
time metrics (g7het , g7M ) differ by a power of 7 [56]
4/3
= VK3 ,
4/3
g7het = 7 g7M .
(64)
Using the adiabatic argument one derives

1
23
VBhet
2
27
2/3
1/2
= 7 VB2 = VK3 VB2 ,
(65)
is
where the volume of the base B2 measured in the heterotic string frame metric VBhet
2
8/3
= 7 VB2 as can
related to the volume VB2 measured in the M-theory metric via VBhet
2
bee seen from Eq. (64). Eq. (65) implies that a large volume of the CalabiYau fourfold
corresponds to heterotic weak coupling. Since the compactification of M-theory performed
in the previous section is valid for large fourfolds it is legitimate to compare it to a weakly
coupled heterotic string. Or in other words the two limits large Y4 in M-theory and weak
coupling in the heterotic string are mutually compatible. In particular duality requires
that the respective Khler potentials have to agree in this limit
(3)
(3)
= Khet
.
KM
(66)
(3)
Khet
is given by Eq. (12) the equality between

For perturbative heterotic vacua where
the Khler potentials is not automatically satisfied but rather puts a constraint on the
intersection numbers dABCD or more generally on the CalabiYau fourfold. It would be
desirable to find those fourfolds which correspond to a perturbative heterotic vacuum
exactly as was done in Ref. [48] for type IIA compactified on CalabiYau threefolds. In
this paper we only make the first step in this direction in that we show that for the (1, 1)
moduli of K3-fibred fourfolds Eq. (66) holds in the large base limit.
As the base B2 we take in both theories a Hirzebruch surface Fn with n even and freeze
bI , Z on the M-theory side. In this case the M-theory Khler
the values of the scalars N
(3)
potential simplifies KM = K1,1 , where K1,1 is given in Eq. (55). The particular geometry
of the CalabiYau fourfold we are considering affects the form of its intersection numbers
eAB in terms
eAB . But (C.32) determines G
and thus in view of (C.32) also the form of G
eA . In order to find a map between the heterotic and the M-theory
of the coordinates M
variables one has to compare the Khler potentials expressed in the Khler coordinates. In
eAB ) in terms
e A (and thus G
general it is not possible to invert (46) and explicitly express M
120
e A and T A can
of the T A . However, as we will see shortly the explicit relation between M
be obtained in the large base limit.
In this limit the intersection numbers of Y4 enjoy specific properties. We therefore need
to know the group of its divisors 15 , i.e., H6 (Y4 ). Let : Y4 B2 denote the projection
map of the K3 fibred fourfold. One has three different contributions to H6 (Y4 ):
1. Each divisor C of the base B2 contributes a divisor D of Y4 via its pullback D = ? C.
2. Each monodromy invariant algebraic 2-cycle Gi in the generic fibre F0 gives a divisor
Di of Y4 if it is transported around the base.
3. When the K3 fibre degenerates over a locus of codimension one in the base in such
a way that the degenerate fibre is reducible, the volumes of its components can be
varied independently. Therefore such reducible bad fibres Ba contribute further
elements to H6 (Y4 ).
The intersection of two divisors of the first kind can be traced back to the intersection of
the corresponding divisors in the base:
(D1 D2 )Y4 = ( ? C1 ? C2 )Y4 = ? (C1 C2 )B2 ,
(67)
which is not a number, but a four-cycle in the CalabiYau fourfold. The subscript indicates
the space within which we are considering the intersection theory. As explained in [7]
Fn (with n even) is topologically the product of two S 2 s, whose areas are the two Khler
parameters U and V . The corresponding divisors CU and CV have the intersection numbers
(CU CU )B2 = (CV CV )B2 = 0 and (CU CV )B2 = 1. In view of (67) the intersections of
the two related divisors of the fourfold are either zero or the generic fibre, i.e., (DU
DU )Y4 = 0, (DV DV )Y4 = 0 and (DU DV )Y4 = F0 . From this fact follows that the
intersection of three and four DU , DV automatically vanishes and that DU DV has no
intersection with divisors coming from bad fibres Ba . Finally, we have
(DU DV Di Dj )Y4 = (Gi Gj )F0 ,
(68)
where Gi , Gj and Di , Dj are defined in the second entry of the list above. In particular
Gi and Gj are dual to elements of the (monodromy invariant) part of the Picard lattice of
the generic fibre which has signature (+, , , ) [66]. Thus it is possible to choose the
divisors of F0 in a way that the right hand side of (68) is given by ij = (+, , , ).
e = 1 dABCD M
eAM
eB M
eC M
eD is dominated
In the large base limit the (rescaled) volume V
4!
by those terms which contain a maximal number of base moduli. From what we have just
said it is clear that the leading contribution is
e = 1 dU V ij U
eV
eij M
eV
eM
ei M
ej = 1 U
ei M
ej ,
V
2
2
(69)
ei M
ej that of the generic fibre.
eV
e is the (rescaled) volume of the base and 1 ij M
where U
2
Obviously we are in an adiabatic regime, in which to leading order the volume is given by
VK3 . Using the intersection numbers
VB2 e
the product of the base and fibre volumes e
VY4 = e
15 A similar analysis for K3 fibred threefolds can be found in Section 5.5 of [66].
121
eAB for the moduli U

e and V
e of the base and the moduli
(69) and (C.32) we can compute G
i
16
e of the generic fibre in the large base limit
M
1
0
0
e2
2U
1
0
.
e
GAB =
(70)
e2
2V
e k jl M
el
ij
2ik M
+
0
0
ek M
el
kl M
ek M
e l )2
(kl M
Inserted into (46) using (53) one obtains

e 1/2

1 V
U
U
ek M
e l 1/2 ,
kl M
T +T =
e
4 U
e 1/2

1 U
ek M
e l 1/2 ,
kl M
T V + T V =
e
4 V
ej
ij M
1 e e 1/2
V)
.
T i + T i = (U
ek M
e l )1/2
2
(kl M
In connection with (69) this implies

e = 32 T U + T U T V + T V T i + T i ij T j + T j .
V
(71)
(72)
Thus in the large B2 limit the volume also factorizes in the Khler coordinates T A . The
M-theory Khler potential reads in this limit

(3)
e = ln T U + T U T V + T V T i + T i ij T j + T j ,
= ln V
(73)
KM
(3)
and can now be compared to the Khet of the heterotic vacua specified in Eq. (15).
On the heterotic side we take the large base limit together with the large S-limit (weak
four-dimensional coupling). Thus only S 0 , T 0 , D a and the (1, 1) moduli U, V of the base
B2 have to be taken into account while all other (1, 1) moduli, all (2, 1) and all gauge
bundle moduli can be frozen at generic values. In elliptically fibred threefolds Y3 with the
e(4) =
Hirzebruch surface Fn as a base the Khler potential of U and V simplifies to K
ln[(U + U )(V + V )] [7,67]. So altogether we have on the heterotic side

(3)
= ln (U + U )(V + V ) ln (S 0 + S 0 )2 (T 0 + T 0 )2 (D a + D a )2 . (74)
Khet
The two Khler potentials agree if one identifies

(U, V ) T U , T V .
S 0 , T 0 , Da T i ,
(75)
We see that the moduli which parameterize the base B2 are identified on both sides and
the (1, 1) moduli of the generic K3-fibre on the M-theory side are identified with the fourdimensional dilaton, the radius of S 1 and the scalars D a related to the heterotic vector
multiplets. Note that the correspondence (75) implies according to Eqs. (19) and (71)

i
j
i
j e
(76)
VB2 = VB2 V,
4
3 T + T ij T + T
16 At this point we neglect the possibility of moduli arising from bad fibres and discuss their contribution at the
end of the section.
122
which agrees with (65) obtained in the adiabatic regime. Furthermore the number of moduli
T i on the M-theory side is bounded by the maximal rank of the Picard group of the generic
fibre, i.e., by h(1,1)(F0 ) = 20. This is consistent with the bound on the heterotic gauge
group given in (3). In fact it is a little lower but that could be related to the fact that our
analysis is based on purely classical geometry. (The same issue arises in type IIA vacua
compactified on threefolds [48].)
So far we neglected moduli arising from reducible bad K3 fibres in the fourfold, i.e., we
considered no divisors of the third kind. In the context of the duality between the heterotic
string compactified on K3 T 2 and the type IIA string on K3-fibred Y3 the reducible
bad K3 fibres were shown to be related to non-perturbative physics on the heterotic side
[48]. The same is true for M- and F-theory compactifications on K3-fibred threefolds Y3
[7,8]. For those K3-fibred fourfolds Y4 which can be adiabatically obtained as K3-fibred
threefolds over P1 it follows that the reducible bad K3 fibres also correspond to nonperturbative physics on the heterotic side [36]. This can be explicitly checked in the Khler
potentials [68]. Finally, the identification of the (2, 1) and (3, 1) moduli of Y4 with the
elliptic fibre, the (2, 1) and the bundle moduli of Y3 on the heterotic side is discussed in
Refs. [23,24,28,33,36].
4.2. F-theory limit
Ultimately, one is interested in lifting the M-theory/heterotic duality discussed so far to
four spacetime dimensions. This amounts to a simple decompactification on the heterotic
side while in the dual theory one has to take the F-theory limit [6]. The following discussion
of the F-theory limit is strongly inspired by Ref. [66] where a similar decompactification
limit is discussed in the context of type IIA/heterotic duality in four dimensions.
Taking the F-theory limit requires that the CalabiYau fourfold is elliptically fibred. Here
we focus on those fourfolds which are in addition K3-fibred. Thus the F-theory limit for
this restricted class of fourfolds requires K3-fibres which themselves are elliptically fibred
over a base P1 . The first step is to blow down any rational curves in the generic K3-fibre
which take the Picard number above its minimal value of 2. (The two moduli which are
always present arise from the base P1 and the elliptic fibre.) The map (75) implies that on
the heterotic side this corresponds to freezing the scalars corresponding to the real part of
D a . 17 After blowing down the Picard lattice is given by the even self-dual lattice 1,1 ,
which we suppose to be generated by the null vector v and its dual v ? . The Khler form of
the generic K3-fibre is given by
s
r
1 ?
v +
v, R+ ,
(77)
J=
2
2
where the coefficients have been chosen such that the volume of the generic fibre in Mtheory units is of order one. As we are only interested in the qualitative features of the
17 Strictly speaking we should first undo the duality transformation which related the three-dimensional vector
multiplets to chiral multiplets since in the F-theory limit the four-dimensional vector multiplets (which have no
scalar) have to be recovered.
123
F-theory limit we do not keep track of any constants of order one in the following. The
class of the base of the K3 is given by v ? v (having self-intersection number 2) and
the class of the elliptic fibre by v (with self-intersection number 0). The choice dU V ij =
ij = (+, , , ) in our previous discussion corresponds to choosing the divisors of
the generic K3-fibre in such a way that the forms representing the cohomology classes of
the Poincar duals of these divisors are given by A = 1 (v + v ? ) and B = 1 (v v ? ).
2
2
R
One verifies that they obey A.A = 1, B.B = 1 and A.B = 0. (A.A K3 A A, etc.)
Expanded in this basis the Khler form of the generic K3-fibre (77) is given by

p
1 p
1
1 1
+ A+
B.
(78)
J=
2
2
This implies the identification M 1 = 12 ( 1 + ) and M 2 = 12 ( 1 ). Inserted into

Eq. (71) using (76) and the fact that the volume of the K3 is of order one we derive

p
1
2
1
1
+ ,
T + T 3

p
1
2
2
2
(79)
.
T + T 3
From the map (75) we expect S 0 = 12 (S + T ) T 1 and T 0 = 12 (S T ) T 2 . Thus we

obtain

1
1 + T 2 + T 2 2 1 ,
(80)
2
4 S +S T +T
3
p

.
(81)
r 2 T + T T 1 + T 1 T 2 + T 2 2
3
The volume of the elliptic fibre is given by
1
J.v = ,
2
(82)
which has to be taken to zero in the F-theory limit [6]. In view of (82) this is equivalent
to . On the heterotic side it corresponds to the expected decompactification limit
r (with r23 = 24 fixed) as can be seen from (81). Finally, we learn from (16) and
(80) that rs .
5. Conclusions
In this paper we derived the Khler potentials for the three-dimensional perturbative
heterotic string (in terms of the four-dimensional one) and the Khler potential for the
moduli of a CalabiYau fourfold in the large volume limit of M-theory including the
moduli coming from the three-form potential. We showed that both have a common range
of validity (weak heterotic coupling and large volume of the fourfold are compatible with
each other) and that they do agree for K3-fibred fourfolds and elliptic threefolds in the
large base limit.
124
It would be desirable to generalize this analysis and determine all fourfolds which obey
Eq. (66). Moreover, our analysis was restricted to fourfolds with vanishing Euler number
( = 0) corresponding to the absence of spacetime filling membranes and non-trivial fourform flux. Incorporating such effects requires the presence of a non-trivial warp factor in
the ansatz for the metric (27) [10].
Perturbative quantum corrections on the heterotic side which correct the gauge kinetic
function fab and the Khler potential can be taken into account and related to geometrical
corrections on the M-theory side. In this manner one might derive a geometrical version
of the heterotic perturbation expansion [68]. In particular, the holomorphic f -function has
to be related to holomorphic quantities of the fourfold. Closely related is the issue of nonperturbative corrections to the superpotential which corresponds to wrapping M5-branes
over appropriate six-cycles in the fourfold [9].
Finally, in D = 2 the duals of the heterotic vacua are related to IIA compactified on Y4 .
This duality might be used to leave the regime of large Y4 and compute stringy ( 0 )
corrections. Similarly, issues of mirror symmetry in CalabiYau fourfolds can be studied.
Acknowledgements
We would like to thank P. Aspinwall, T. Bauer, R. Bhm, G. Curio, H. Gnther,
B. Hunt, W. Lerche, W. Lucht, D. Lst, P. Mayr, T. Mohaupt, A. Sen, S. Stieberger and
A. Strominger for useful discussions. J.L. thanks the ITP, Santa Barbara for hospitality
while part of this work was done.
This work is supported by GIF (the GermanIsraeli Foundation for Scientific Research),
DAAD (the German Academic Exchange Service) and the Landesgraduiertenfrderung
Sachsen-Anhalt.
Appendix A. Notation and conventions

The signature of the spacetime metric is (, +, , +). The Levi-Civita symbol is
defined to transform as a tensor, i.e., we have
1/2
1/2
and 1...D = g (D)
,
(A.1)
1...D = g (D)
where the -sign has to be used for spacetime indices while on the internal CalabiYau
manifold the + sign is appropriate. Our conventions for the Riemann curvature tensor are

=

+

,
R
where we use the following definition of the Christoffel symbols:

1
= g ( g + g g ).
2
The Ricci tensor is defined as
.
R = R
(We are thus using the (+ + +) conventions of [69].)
(A.2)
(A.3)
(A.4)
125
Furthermore a p-form Ap can be expanded as

Ap =
1
A dx 1 dx p ,
p! 1 p
(A.5)
which has an obvious generalisation to (p, q)-forms:

Ap,q =
1
Ai ...i ... d i1 d ip d 1 d q .
p!q! 1 p 1 q
The exterior derivative is defined as

1
dAp = A1 ...p dx dx 1 dx p ,
p!
(A.6)
(A.7)
which entails because of

Fp+1 = dAp =
1
F ... dx 1 dx p+1
(p + 1)! 1 p+1
(A.8)
the relation
F1 ...p+1 = (p + 1)[1 A2 ...p+1 ] .
With this definition the action for a p-form potential Ap is given by
p
Z
Z
q
1
g (D)
1
F ... F 1 ...p+1 .
d D x g (D) |Fp+1 |2 =
dDx
4
4
(p + 1)! 1 p+1
(A.9)
(A.10)
The Hodge star operator for a p-form is defined as

?Ap =
1
A ... 1 ...p p+1 ...D dx p+1 dx D .
p!(D p)! 1 p
(A.11)
It is generalised to (p, q)-forms on a Hermitian manifold (where D now denotes its

complex dimension) by
?Ap,q =
(1)(Dp)q
A i ...i ... i1 ...iq q+1 ...D 1 ...p jp+1 ...jD
p!q!(D p)!(D q)! 1 q 1 p
d jp+1 d jD d q+1 d D ,
(A.12)
where A i1 ...iq 1 ...p Ai1 ...ip 1 ...q . This definition ensures that we have the following
expression for the scalar product of two (p, q)-forms on a Hermitian manifold:
Z
q
1
D
D
d d g (D) Ai1 ...ip 1 ...q B 1 ...q i1 ...ip
(Ap,q , Bp,q )
p!q!
Z
= Ap,q ?Bp,q .
(A.13)
Appendix B. S 1 compactification of D = 4 supergravity

In this appendix we give some details of the S 1 -reduction of four-dimensional
supergravity which follows rather closely Ref. [55]. Inserting (9) into (1) and performing
(3)
(3)
r 2 g
one arrives at
a Weyl rescaling g
126
1
1
r4
L(3) = R (3) 2 r r GIJ I J + H H

2
4
r
2

1
r
2 (Re f )ab a b + (Re f )ab Fa + a H F b + b H ,
2r
2

(B.14)
+ (Im f )ab a F b + b H ,
where the following abbreviations are used:
1
1
H = H = ( B B ),
2
2

1
1
a
= Aa Aa .
(B.15)
F a = F
2
2
The vectors can be dualised to scalars by adding r + 1 Lagrange multipliers C a and b to
the Lagrangian of Eq. (B.14)
1
L(3) L(3) Fa C a + H (b a C a ),
2
and eliminate the fields Fa and H via their equations of motion. This results in
1
1
1
L(3) = R (3) 2 r r GIJ I J 2 (Re f )ab a b

2
r
2r

1
1
a
a 2
a
4 b + C
2 C (Im f )ac c
4r
2r

b
d
C
(Im
f
)
(Re f )1
bd .
ab
Expressed in the Khler coordinates (10) L(3) takes the form

a (Re f )1 D b
L(3) = 12 R (3) GIJ I J T (D + D)
ab

1
a
1
cd
b 2
1
+ 4 (D + D) (Re f )ac f (Re f )db (D + D)

a (Re f )1 (D + D)
b 2
T + T 12 (D + D)
ab

1
d
D a 12 f ac (Re f )1
cd (D + D) (Re f )ab

d
D b 12 fbc (Re f )1
cd (D + D)

a (Re f )1 (D + D)
b 1 .
T + T 12 (D + D)
ab
(B.16)
(B.17)
(B.18)
With this form of the Lagrangian one verifies Eqs. (11), (12). 18
For completeness let us also give the three-dimensional Lagrangian of the heterotic
string in the string frame 19

2
1 (3)
(3)
(4)
Rstr Gj j + 2 3 3
Lstr = 2
3
2
3

2
2
1
rs
1
1 a
a a
a
2 rs rs + H H 2 + F + H
4
2
2rs
2rs
18 It is essential for this to work that f
ab depends holomorphically on the moduli fields, ensuring the identity
I fab = 2 I (Re f )ab .
19 We have used the tree level form of the gauge kinetic functions (4) in this formula and inserted I = (S, i ).
1
23 rs2 a a + a a (F a + a H ).
4
127
(B.19)
The fact, that we do not get an overall factor 2

3 is an artefact of the dualisation of the
antisymmetric tensor in D = 4. We see that the perturbation series is governed by the threedimensional dilaton (18) which also determines the three-dimensional gauge couplings.
Notice however, that the gauge coupling for the KaluzaKlein vector B also depends on
the fields rs and a . Dualizing the vectors again yields

2
2 1 (3)
j
Rstr G(4)
=
L(3)
str
j + 2 3 3
3
2
3

1
1
a a
2 rs rs 2
2rs
2rs

2
1
23 rs2 a a + 2 b + a C a
4rs

1
a
a 2
+ C a
.
(B.20)
2
Appendix C. Dimensional reduction of D = 11 supergravity on CalabiYau
fourfolds
In this appendix we present some of the technical details connected to the dimensional
reduction of the 11-dimensional supergravity Lagrangian (22) on CalabiYau fourfolds.
Starting from the ansatz (27) one considers infinitesimally small deformations of the
metric, (29) and (30), which preserve the CalabiYau condition. These metric deformations
correspond to variations of the Khler class and the complex structure of the CalabiYau
metric. To lowest order they can be deduced as solutions of the Lichnerowicz equations,
which are derived by linearizing the equations for Ricci-flatness of the internal metric,
(8)
i.e., Rab (g + g) = 0. Solving these equations shows that the metric deformations can (to
lowest order) be expanded like in (29) and (30) [70]. The expansions are sufficient as we
are only interested in the leading terms of the KaluzaKlein reduced Lagrangian. The only
non-vanishing Christoffel symbols apart from and the ones with only internal indices
are (in complex coordinates)
i
1
j
,
i = g kj M A eiAk + g j k Z bki
2
2

1
i k
g M A eiAk ,
i = g k Z bki
2
2

1
i ik
g M A ekA = j
,
i = g i k Z bk
2
2
i
1
i ,
= g k M A ekA + g k Z bk = j
2
2
1
ij = g Z bij ,
2
128
i = g M A eiA = i ,
2
1
= g Z b = ij .
2
(C.21)
The terms in brackets do not contribute to leading order in the expansion of R (11) . The
11-dimensional curvature scalar splits into
R (11) = 2g i Ri + g ij Rij
(11)
(11)
(11)
+ g R + g R
,
(11)
(C.22)
where we have used the fact, that g i Ri is real and therefore equal to g j Rj . We have
(11)
(11)
R (11) i = R (11)k ik + R (11)k i k + R (11) i ,
(11)
R (11) = R (11)k k + R (11)k k
+R
(C.23)
and similar equations for Rij(11) and R(11)

. Furthermore certain components of the 11dimensional curvature tensor are related to components of the (Ricci-flat) internal and the
external curvature tensors:
R (11) = R (3) ,
k
ik k ,
R (11)k ik = R (8)k ik + i k
(C.24)
etc.
Using these relations and the Christoffel symbols of (C.21) one derives to lowest order
in the moduli
Z
q
1
d 11x g (11)R (11)
2
Z
Z
q
p 1
1
= d 3 x g (3) d 8 g R (3) Z Z bm bik g i g k m

2
4

1
1
M A M B eiA ekBm g i g k m + M A M B eiA ekBm g i m g k ,
(C.25)
2
4
where a total derivative has been neglected.
For the reduction of the remaining terms in (22) we have to expand the three-form A3 in
terms of the (1, 1)-forms eA and (2, 1)-forms I :
A
I I
J J
A3 = AA
dx e + N + N .
(C.26)
Using (42) one derives

1 A
dx dx eA + D N I dx I + D N J dx J ,
F4 = F
2
(C.27)
where we abbreviated
,
D N I = N I + N K KI Z + N L LI
Z
D N J = D N J .
Inserting (C.26) and (C.27) into (22) one derives to lowest order
(C.28)
q
d 11 x g (11)|F4 |2
Z
Z
q
p
1
A B A B i m
=
F
ei ek m g g k
d 3 x g (3) d 8 g F
8

+ 2D N I D N J I lJm n g i m g j n g l k
1
4
ij k
and 20
129
1
12
(C.29)
(C.30)
A3 F4 F4
Z
Z
q
p
1
I
r A I J
J d 8 g
ikls m n
ei kl m s n
d 3 x g (3) AA
=
D N D N
r .
8
Before we proceed let us define (in close analogy with [61])
Z
1
J J J J,
V
4!
Y4
Z
1
eA J J J,
VA
4!
Y4
Z
1
eA eB J J
(C.31)
VAB
4!
Y4
Z
Z
1
1
8 A B im
k
d gei ek m g g
d 8 geiA ekBm g i g k m ,
=
12
12
Y4
Y4
where J is the Khler form defined in Eq. (35). With the help of (C.31) one derives (again
in close analogy with the threefold case [64])
1
2 VA
J J J eA J J,
3 V
2
VA VB
VAB
1
+ 8 2 = A B ln V
= 6
V
2
V
?eA =
GAB
(C.32)
and
V A VB
M A M B = ln V ln V.
(C.33)
V2
The integrals over the internal coordinates in (C.25), (C.29) and (C.30) can be performed
using the definitions (33), (36) and (38). 21 With the help of (C.32), (C.33) and performing
(3)
(3)
a Weyl rescaling g V 2 g one derives
16
20 In order to derive this form of the reduced action one has to perform a partial integration and use the relation
R
dAI J K J = dAK J I J , which can be easily derived from Z eA I K = 0.
21 Strictly speaking one has to replace the CalabiYau metric in these definitions by its background value. This
is related to the fact that we perform the KaluzaKlein reduction to first non-trivial order around a fixed but
arbitrary point in the moduli space of metrics. This procedure results in couplings in the effective Lagrangian
which depend on the arbitrary background values. Using field theoretical reasoning this can be promoted to full
non-linear -model type couplings.
130
1
1
L(3) = R (3) ln V ln V G Z Z
2
2
1
1
V GI J D N I D N J GAB M A M B
2
1 2
1
A B
I
J
V GAB F F
+
dAI J AA
(C.34)
D N D N .
4
2
The three-dimensional vectors are dualised to scalars by adding the Lagrange multipliers
PA
1
A
FA P A ,
F A = F
(C.35)
2
and eliminating the fields FA via their equations of motion. The result is
1
L(3) = R (3) G Z Z V 1 GI J D N I D N J
2
1
1
ln V ln V GAB M A M B
(C.36)
2
2

1
1

2 P A + dAK L N K D N L D N K N L
2V
4

1
1
B
I J
I J
.
GAB P + dBI J N D N D N N
4
In order to find the Khler potential for the scalars in (C.36) one introduces the coordinates
(46), (47). With this redefinition the derivatives (C.28) take the form

M
b
bI + Z G
b
bK
b1 N
b1 N
G
N
D N J = G
JI
MK
K L
I L
I K
bI ,
b1 D N
G
JI
J
M
b1 N
bK G
b
b1 N
b + Z G
b
JM N
D N I = G
ML LJ
JI
MK
J .
b
b1 DN
G
JI
(C.37)
The Lagrangian (C.36) becomes

1
L D N
b1 G
b1 DN
bM
b
L(3) = R (3) G Z Z V 1 GI J G
LI
JM
2
1
1
ln V ln V GAB M A M B
2
2

1
1
N N
N D N
b1 G
b1 N
bM DN
bM
b
b
2 P A + dAK L G
N K LM
2V
4

1
B
P N
P D N
b
b1 G
b1 N
bQ D N
bQ .
b
d
G
P
+
G1
AB
4 BI J P I JQ
(C.38)
Using (46)(50) one verifies that L(3) given in (C.38) coincides with the Lagrangian of
(45).
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Type I vacua from diagonal Z3-orbifolds

Gianfranco Pradisi
Dipartimento di Fisica, Universit di Roma Tor Vergata
INFN, sezione di Roma Tor Vergata, Via della Ricerca Scientifica, 1-00173 Rome, Italy
Received 23 December 1999; revised 3 February 2000; accepted 7 February 2000
Abstract
We discuss the open descendants of diagonal irrational Z3 orbifolds, starting from the c = 2 case
and analyzing six-dimensional and four-dimensional models. As recently argued, their consistency
is linked to the presence of geometric discrete moduli. The different classes of open descendants,
related to different resolutions of the fixed-point ambiguities, are distinguished by the number of
geometric fixed points surviving the unoriented projection. 2000 Elsevier Science B.V. All rights
reserved.
1. Introduction
Open superstrings models descend from oriented closed superstrings [14], and display
the same level of consistency of their heterotic counterparts. However, for several years
they have been considered less attractive, since it was believed that weakly-coupled
heterotic superstrings compactified on CalabiYau threefolds could provide a natural
bridge between a unified theory of all interactions and the Standard Model (for a review
see [5]). Even the unusual low-energy properties of open-string models [3], a first
clear indication of their potential, were not immediately appreciated. This viewpoint
has dramatically changed since weak/strong coupling dualities have effective led to the
unification of all five known superstrings (heterotic, Type I and Type II), that together with
the eleven-dimensional supergravity are now regarded as different asymptotic expansions
of M-theory (for reviews see [6,7]). Moreover, the perturbative oscillations of D-branes,
BPS solitons carrying RamondRamond charges [8] that play a central role in the web
of string dualities, are described by open superstrings. These findings have completely
changed our picture of how the Standard Model should be embedded within string theory
or M-theory. To wit, while in a heterotic susy-GUT scenario the string scale and the Planck
scale are essentially identified, in Type I vacua both the string scale and the dimensions
gianfranco.pradisi@roma2.infn.it
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 0 8 9 - 4
G. Pradisi / Nuclear Physics B 575 (2000) 134150
135
felt by gauge interactions could be as low as a few TeV. Moreover, in Type I vacua the
gauge fields generally invade only some of the dimensions, while the remaining ones, felt
only via gravitational interactions, could be far larger, and even of millimeter size [912].
In this new KaluzaKlein scenario, often called Brane World [13], several fundamental
issues like the gauge hierarchy problem and the nature of supersymmetry breaking have
to be reconsidered. At any rate, Type I vacua have a central role in this setting, but only a
limited number of them has been explored so far.
In this paper we construct a class of six- and four-dimensional Type I vacua from nongeometric Z3 orbifolds of the parent Type IIB theory. The more familiar geometric
Type I vacua are open descendants of Type IIB models obtained modding out the
closed spectrum with the world-sheet parity operator , that interchanges left and right
moving sectors, and adding suitable twisted states, unoriented open superstrings. From a
Conformal Field Theory point of view, their construction translates into a set of rules based
on sewing constraints that, for a given leftright symmetric model, allow in general several
possible descendants [1418]. One has indeed the freedom of changing the unoriented
truncation of the closed sector (the Klein-bottle amplitude) compatibly with the crosscap
constraint [1619] and of adding suitable boundary-states, that may or may not [20]
respect all the symmetries of the bulk. The final ingredient is the solution of tadpole
conditions that fix (partly) the ChanPaton gauge groups. This brings about a number of
surprises. For instance, one can have Type I models without open strings [21,22], while
unconventional Klein-bottle projections can even require that supersymmetry be broken
to lowest order in the open sector [23,24] as a result of the simultaneous presence of
branes and anti-branes. These last models are the first in which supersymmetry breaking is
a consistency condition rather than an option.
There is another possibility, that consists in dressing with the action of involutions
I of order two. Again, from a Conformal Field Theory point of view, this is equivalent to
applying the construction not to the geometric Type IIB, but to a different parent theory
based on a different, non geometric, GSO projection. Rational models of this type were
studied very early in [3], but a closer look at the relation between the different approaches
can be very useful, and in particular shed some light on the generalization of the intuitive
concepts of D-branes and O-planes to non geometric settings [20,25].
To be less generic, let us consider the open descendants of the Type IIB superstring
compactified on a Z3 orbifold to D = 6. The geometric torus partition function
corresponds to the so-called charge conjugation modular invariant. The open descendants
of this model have been constructed by several authors both at rational [21] and at
generic points of moduli space [22,26]. Recently, another class of open descendants was
constructed in [27,28] combining with a conjugation of the complex internal coordinates
(and with a corresponding action on the fermions). The resulting models, already known
as open descendants of Gepner models [21], i.e., at special points of moduli space, exhibit
some interesting properties. First, the spectrum includes twisted open strings, and this
feature, common to other non-geometric Type I vacua [29], can be interpreted in terms
of D7-branes at angles. Second, their consistency rests on the presence of quantized
geometric moduli (the off-diagonal components of the target-space metric). These are
136
also responsible for the rank reduction of the ChanPaton groups [28], much in the same
way as the B-field (now a continuous deformation) is in the conventional case [4,30,31]. In
this paper we explore further the world sheet structure of these models, and show how they
may be regarded as open descendants of theories whose GSO projections correspond to
diagonal modular invariants. We also extend the construction to four-dimensional models
that have similar properties.
The plan of the paper is the following. In Section 2 we begin by discussing the open
descendants of the bosonic c = 2 diagonal Z3 -orbifold. This is useful to address the
behavior of the irrational deformations. In Section 3 we recover the six-dimensional models
of [27,28] and extend the procedure to investigate additional models in four dimensions.
Section 4 is devoted to our conclusions and to some conjectures. Notation and conventions
are illustrated in Appendix A.
2. The c = 2 diagonal Z3 -orbifold and its open descendants
A pair of bosonic fields compactified on a Z3 -orbifold of a two-torus can be described
by a single complex field Z modded out by the action of the orbifold group that, in the kth
twisted sector, is
Z( + 2, ) = k Z(, ),
(1)
where = e2i/3 . The partition function of the resulting theory can be written in terms of
a sesquilinear combination of chiral blocks (see Appendix A). In particular, the geometric
orbifold corresponds to the so called charge conjugation modular invariant
Tcc =

1
00 00 + 01 02 + 02 01 + 3 10 20 + 11 22 + 12 21
3

+ 3 20 10 + 21 12 + 22 11 ,
(2)
where is the Narain lattice sum and the factors of three are connected to the three points
fixed under the Z3 action. Denoting by mi and ni respectively momenta and winding
modes, and letting

1
Xm1 m2 Y (n1 + Xn2 ) ,
p=
2X2 Y2

1
Xm1 m2 Y (n1 + Xn2 ) ,
p =
2X2 Y2
(3)
where X = X1 + iX2 and Y = Y1 + iY2 are the two complex moduli of the target two-torus,
connected with metric and antisymmetric tensor by the relations

0 Y2 1
X1
0 1
0
Y
,
B
=
,
(4)
g=
1
1 0
X2 X1 |X|2
the lattice sum is
X
=
(p,p)
2,2
|p|2
2
|p|
2
2
(5)
137
We set for simplicity B = 0 (i.e., Y1 = 0), and once the lattice has been normalized to have
is easy to recognize
basis vectors of length 2 in R 2 units, it
that a possible choice for a
sensible Z3 action is X1 = 1/2, X2 = 3/2 and Y2 = 3R 2 / 0 . The open descendants
of this geometric orbifold have been analyzed in several contexts, and result in a class of
theories with only Neumann strings (i.e., excitations of D25-branes if one refers to the
bosonic critical string theory, or of D9-branes in Type IIB) in the open sector and with
(bulk) twisted sectors flowing in the tree channel, including massless ones.
In order to produce a diagonal GSO projection, one has to combine the orbifold action
(1) with an involution that conjugates the eigenvalues of the right-moving coordinates.
As observed in [27], this diagonal action is natural on the complex field obtained Tdualizing one of the real components of the field Z, rather than on the field Z itself. The
resulting open descendants, when dressed with Type II critical superstring coordinates,
are sometimes referred to as Type I models, and may be regarded as orientifolds of the
Type IIA superstring [32]. Coming back to the bosonic model, the torus partition function
displays neatly the diagonal combination
Td =

1
00 00 + 01 01 + 02 02 + 3 10 10 + 11 11 + 12 12
3

+ 3 20 20 + 21 21 + 22 22 ,
(6)
as also apparent when the same expression is written in terms of characters (see
Appendix A)
Td =

1
00 00 0 + 00 00 + 01 01 + 02 02
3
+ 3(10 10 + 11 11 + 12 12 ) + 3(20 20 + 21 21 + 22 22 ),
(7)
where the prime denotes a lattice sum without the zero-mode contribution. The crucial
point is now to understand how T-duality (for a review see [33]), that is a symmetry of the
toroidal partition function, can be combined with on the lattice. Typically, this can be
done using a reflection with respect to some symmetry axis of the orbifold [27], and in
the Z3 case one has two choices. The first corresponds to a reflection I1 with respect
to the diagonal of the unit cell (or, equivalently, with respect to the vertical axis) and
leaves invariant all the three fixed points. The second, I2 , is a reflection with respect to
the horizontal axis, and leaves invariant only the origin. The two choices are connected to
different resolutions of fixed-point ambiguities [34,35] and give rise to different modular
invariants, and thus to different Klein-bottle projections. In Ref. [28] the reflection I2 was
related to I1 on a lattice rotated by an angle /6. If the T-duality is associated to I1 , the
projection fixes states that satisfy the p = p condition, equivalent to a slice of the lattice
with n2 = 0, m1 = 0, with conventions chosen in such a way that the complex coordinate z
corresponds to i(x1 + ix2 ). The closed twist produces the amplitudes (g,hh0 g,g 0 ) from
the bulk term (g,h g 0 ,h0 ), and the resulting Klein-bottle amplitude is
"
#
1
[m2 +Y2 2 n2 ]
1 X (e2t ) 2X2 Y2
+ 310 + 320 .
(8)
K=
2 m,n
2 (2it)
138
Notice that Eq. (8) exactly symmetrizes the Td amplitude, as neatly evidentiated by the
corresponding expression in terms of characters
"
1
[m2 +Y2 2 n2 ]
1 X0 (e2t ) 2X2 Y2
+ 00 + 01 + 02
K=
2 m,n
2 (2it)
#
+ 3(10 + 11 + 12 ) + 3(20 + 21 + 22 ) ,
(9)
where again the primed sum means that we are extracting the term corresponding to m =
n = 0. An S modular transformation exposes the tree channel
"
X2
#
2
2 2
D/2
X (e2` ) Y2 [m +Y2 n ]
2
2X2
+ 301 + 302 ,
(10)
K =
2
2 (i`)
m,n
where, as usual, the powers of two account for additional dimensions and come from
the (omitted) modular measure. Because of T-duality, the lattice sum in (8) contains
both momenta and windings. Consequently, the transverse channel depends on a ratio of
volumes, and is independent of the radius R. The consistency of (10) is precisely linked
to the value of X2 . It generalizes to the irrational case the property, familiar from Rational
Conformal Field Theory, that only the identity appears in the transverse channel of diagonal
invariants. The massless contribution is indeed
2D/2
3 3 00 ,
(11)
K 0 =
2
as expected from the complete projector in the tree channel.
To construct the annulus amplitude, two observations are in order. First, the transverse
annulus must contain only the states that can be reflected from a boundary or, equivalently,
that are paired with their conjugates in the bulk GSO. This amounts to selecting terms with
From (3) and the form of I2 , it is easy to see [28] that only m1 and n2 survive
p = p.
the projection, but with the additional condition that both 2X1 m1 and 2X1 n2 must be even.
Second, the ChanPaton matrices reflect the structure of the orbifold group [2], and in the
Z3 case one has
Tr[Ak ] = N + k M + k M.
(12)
In the diagonal annulus amplitude, however, we expect both untwisted and twisted chiral
blocks, without projections. In other words, the traces of the breaking matrices Ak with
k 6= 0 should vanish, allowing only a single ChanPaton charge. Introducing a suitable
projector, the transverse channel annulus becomes
"
X2
[m2 +Y2 2 n2 ] 2iX1 (m1 +n2 )
e
2D/2 N 2 X2 X X (e2` ) 4Y2
A=
2
2
2
2
(i`)
1 ,2 =0,1 m,n
#
(13)
+ 3 01 + 3 02 ,
139
where the completeness of the projector is due to the zero-mode contributions that supply
exactly the necessary factor of 4 in front of the 2 term. The massless contribution is
then
N2
3 3 00 .
(14)
A0 = 2D/2
2
As usual, the direct channel annulus amplitude exhibits windings and momenta shifted by
the (quantized) value of X1
"
1
2
2
2
X X (e2t ) 2X2 Y2 [(m+X1 1 ) +Y2 (n+X1 2 ) ]
N2
A=
2
2 ( it2 )
1 ,2 =0,1 m,n
#
+ 3 10 + 3 20 ,
and in terms of characters is
"
N2
00 + 01 + 02 +
A=
2
(15)
X0 (e2t ) 2X2 Y2 [(m+X1 1 )
1 ,2 =0,1 m,n
+ 3(10 + 11 + 12 ) + 3(20 + 21 + 22 ) .
2 +Y 2 (n+X )2 ]
2
1 2
2 ( it2 )
(16)
Sector by sector, the transverse Mbius amplitude is the geometric mean of the transverse
annulus and Klein-bottle amplitudes, with signs needed to normalize correctly the projector
[4,28,30,31]
"
X2
2
2 2
X X , (e2` ) Y2 [m +Y2 n ] e2iX1 (m1 +n2 )
i
N
1
2
12
X2 00
M=2 e
2
2 (i` + 12 )
1 ,2 =0,1 m,n
#
(17)
+ 01 3 01 + 02 3 02 .
Notice that, barring the overall phase that appear in the definition of hatted quantities (see
Appendix A), a sensible projector requires 00 = 01 = 02 and the condition
X
1 ,2 = 2,
(18)
1 ,2 =0,1
in such a way that the massless term includes only the hatted identity:
0 = 2N 00 3 3 00 .
(19)
M
2
A and M
combine to
It should be appreciated that the transverse massless terms of K,
give a perfect square. It is also nice that the three amplitudes must contribute the same
coefficient, so that the size of the ChanPaton group in a critical model would depend
solely on the additional coordinates, with a rank reduction by a factor of two, as already
observed in [28]. As noticed before, the reflection coefficients in front of boundaries and
140
crosscaps are independent of the radius R. In Type I vacua the sign 00 would be fixed by
the cancellation of the identity tadpole, as we shall see in the next section. The matrix P 1
allows one to display the direct channel Mbius amplitude
"
1
2
2
2
X X , (e2t ) 2X2 Y2 [(m+X1 1 ) +Y2 (n+X1 2 ) ]
N i
1 2
12
M = e 00
2
2 ( it2 + 12 )
1 ,2 =0,1 m,n
#
i
+ 3 e 9 (11 + 22 ) ,
an expression that, in terms of hatted characters,
"
1
2
2
2
X X0 , (e2t ) 2X2 Y2 [(m+X1 1 ) +Y2 (n+X1 2 ) ]
N
1 2
M = 00
2
2 ( it2 + 12 )
m,n
1 ,2 =0,1
(20)
+ 00( 00 + 01 + 02 ) + 3( 10 11 12 ) + 3( 20 21 22 ) ,
(21)
is manifestly compatible with the annulus amplitude of Eq. (16) and allows both orthogonal
and symplectic global ChanPaton groups.
It is also interesting to look at I2 , the reflection with respect to the horizontal axis. In this
case, states satisfying the condition p = p flow in the direct Klein-bottle amplitude, and
only one of the chiral twist fields survives the unoriented projection, reflecting a different
resolution of the fixed-point ambiguity in the twisted sectors. In fact,
"
#
X2
[m2 +Y2 2 n2 ] 2iX1 (m1 +n2 )
e
1 1 X X (e2t ) 2Y2
+ 10 + 20 , (22)
K=
2 4
2 (2it)
m,n
1 ,2 =0,1
that in terms of characters becomes

"
X2
[m2 +Y2 2 n2 ] 2iX1 (m1 +n2 )
e
1 1 X X0 (e2t ) 2Y2
+ 00 + 01 + 02
K=
2 (2it)
2 4
m,n
1 ,2 =0,1
#
+ (10 + 11 + 12 ) + (20 + 21 + 22 ) ,
(23)
and it is evident, comparing with (7), that one of the three degenerate twist fields is diagonal
while the remaining two are off-diagonal in the would-be resolved torus amplitude. In (22),
the projector is at work in the direct channel. Consequently, even if in the transverse
channel windings and momenta are now shifted
"
1
2
2
2
D/2
X X (e2` ) X2 Y2 [(m+X1 1 ) +Y2 (n+X1 2 ) ]
2
2
K=
2
4X2
2 (i`)
1 ,2 =0,1 m,n
#
1
1
(24)
+ 01 + 02 ,
3
3
the massless contribution involves again only the identity
141
2D/2 3
K 0 =
(25)
00 ,
2
3
with a different reflection coefficient for the crosscap. The transverse annulus amplitude
without the need of any projections
now receives contributions from states with p = p,
"
#
1
[m2 +Y2 2 n2 ]
1
1
2D/2 2 1 X (e2` ) 4X2 Y2
N
+ 01 + 02 .
(26)
A=
2
2X2 m,n
2 (i`)
3
3
At zero mass, Eq. (26) gives
2
N 3
A0 = 2D/2
00 ,
2
3
while an S modular transformation yields the direct channel amplitude
"
X2
#
[m2 +Y2 2 n2 ]
N 2 X (e2t ) 2Y2
+ 10 + 20 ,
A=
2 m,n
2 ( it2 )
(27)
(28)
or, in terms of characters,

"
X2
2
2 2
X0 (e2t ) 2Y2 [m +Y2 n ]
N2
00 + 01 + 02 +
A=
2
2 ( it2 )
m,n
#
+ (10 + 11 + 12 ) + (20 + 21 + 22 ) .
(29)
Notice that, due to the quantization of X1 , the transverse Mbius amplitude involves shifts
as well. The result is
"
1
2
2
2
X X , (e2` ) X2 Y2 [(m+X1 1 ) +Y2 (n+X1 2 ) ]
i
1
N
1
2
= 2 e 12
M
2
2X2
2 (i` + 12 )
1 ,2 =0,1 m,n
#
02
01
(30)
+ 01 + 02 ,
3
3
and consistency requires 00 = 01 = 02 to produce the correct massless contribution
0 = 2N 00 3 00 .
(31)
M
2
3
In the direct channel, the -dependence is again crucial. In fact,
"
X2
[m2 +Y2 2 n2 ] 2iX1 (m1 +n2 )
e
N i 1 X X 1 ,2 (e2t ) 2Y2
M = e 12
it
1
2
2
2
( 2 + 2)
1 ,2 =0,1 m,n
#
+ e 9 00 (11 + 22 ) ,
i
and the correct normalization of the projector demands that

X
1 ,2 = 2
1 ,2 =0,1
(32)
(33)
142
be satisfied, with a sign, in such a way that, in terms of hatted characters,

"
N
(00 + 01 + 02 ) +
M=
2
X2
X0 (e2t ) 2Y2 [m
1 ,2 =0,1 m,n
2 +Y 2 n2 ]
2
e2iX1 (m1 +n2 )
2 ( it2 + 12 )
#
+ 00 ( 10 11 12 ) + 00 ( 20 21 22 ) .
(34)
Notice that the sign 00 is fixed in Type I vacua by the cancellation of the 00 tadpole while
determines the type of the ChanPaton group, whose rank is reduced by a factor of 2 as
a result of the equality of the reflection coefficients for boundaries and crosscaps.
3. Type I vacua in six and four dimensions

We now apply the results of the previous section to the construction of Type I vacua
in six and four dimensions, starting from the corresponding diagonal Z3 orbifold of the
Type IIB theory. In D = 10 d (D = 4 or 6), one can resolve the fixed-point ambiguity
Qd/2
in several ways, allowing a number n = i=1 ki (with ki equal to 1 or 3) of twist fields
associated to as many fixed points in the direct Klein-bottle amplitude. We thus find three
models with n equal to 1, 3 and 9 in D = 6, and four models with n equal to 1, 3, 9 and
27 in D = 4. Using supersymmetric chiral blocks (see Appendix A), the Type IIB diagonal
modular invariant is
"
d/2
Y
1
00 00
i + 01 01 + 02 02 + 3d/2 (10 10 + 11 11 + 12 12 )
Td =
3
i=1
#
+ 3d/2(20 20 + 21 21 + 22 22 ) ,
(35)
that in terms of supersymmetric characters becomes

"
!0 #
d/2
Y
1
00 00
i
+ 00 00 + 01 01 + 02 02
Td =
3
i=1
+3
d/2
(10 10 + 11 11 + 12 12 )
+3
d/2
(20 20 + 21 21 + 22 22 ).
(36)
From now on, we do not specify the explicit form of the lattice sums, that should be clear
from the previous section. In complete analogy with the c = 2 case
" d/2
#
Y
1
00 iK + n10 + n20 ,
(37)
K=
2
i=1
and extracting the zero-modes from the lattice sums, it can be written in terms of Z3 characters as
"
!0
d/2
Y
1
K
K=
i
+ 00 + 01 + 02
00
2
i=1
143
+ n(10 + 11 + 12 ) + n(20 + 21 + 22 ) .
(38)
It is clear from (38) that only the twist fields associated to n of the 3d/2 fixed points survive
the unoriented projection. Exposing the transverse channel by an S transformation gives
"
!#
d/2
D/2
Y
2
d/2
K
n3
i + 01 + 02
00
K =
2
i=1
"
!0 #
Y
1
2D/2 (1d/2)
K
n3
i
00 + 00
,
(39)
=
2
3
i=1,d/2
and it is worthwhile to observe that, as in the c = 2 model, the complete projector is

restored in virtue of the right values of the X2 moduli in the compactified directions.
A single type of ChanPaton charge is allowed in the annulus amplitude, that can be
associated to Dirichlet (9 d/2)-branes at angles [27], the natural objects in the theory
after d/2 T-duality transformations. Thus
"
#
d/2
Y
N2
A
i + n10 + n20 ,
00
(40)
A=
2
i=1
and, as should be clear at this point, the transverse channel gives back the right
contributions
"
!#
d/2
D/2
Y
2
2
d/2
A
N n3
i + 01 + 02
00
A =
2
i=1
"
!0 #
d/2
D/2
Y
1
2
N 2 n 3(1d/2) 00 + 00
iA
.
(41)
=
2
3
i=1
The Mbius amplitude completes the one-loop Type I partition function. In the open-string
loop channel,
"
#
d/2
Y
d/2 N
M
i + n 11 + n 22 ,
00
(42)
M = (1)
2
i=1
while in the transverse channel

"
#
d/2
Y
N
d/2
M
= 2 n 3
i + 01 + 02
00
M
2
i=1
"
!0 #
d/2
Y
1
N
(1d/2)
M
i
00 + 00
.
= 2 n 3
2
3
i=1
(43)
144
Table 1
Massless spectra of D = 6 models
Closed
Open
CP group
1
3
9
8
6
0
13
15
21
SO(8)
SO(8)
SO(8)
2 (28)
4 (28)
10 (28)
Table 2
Massless spectra of D = 4 models
Closed
Open
CP group
1
3
9
27
24
25
28
37
13
12
9
0
Sp(4)
Sp(4)
Sp(4)
Sp(4)
C
4
6
12
30
(10)
(10)
(10)
(10)
A and M
we get
Notice that, in this case, the sign is fixed by the tadpole of 00 . From K,
D/2
N = 2 , with symmetrization of the ChanPaton charges for the gauge vectors in four
dimensions and antisymmetrization in six dimensions. As a consequence, all the D = 6
models have an SO(8) gauge group, while all the D = 4 models have an Sp(4) gauge
group. Their massless spectra are summarized in Table 1 and in Table 2.
The closed oriented massless spectrum of Type IIB on the Z3 orbifold in D = 6 results
in N = (2, 0) supergravity coupled to 21 tensor multiplets. The unoriented truncation
produces N = (1, 0) models with 12 + n hypermultiplets and 9 n tensor multiplets. The
open sector adds the gauge multiplet and n + 1 hypermultiplets in the adjoint representation
of SO(8). These models were already described in [28], and as open descendants of
Gepner models in [21]. The model with n = 3 also corresponds to a recently described
open descendant of a Z3L Z3R asymmetric orbifold [29]. It is amusing to stress how
all these descriptions are related to different resolutions of the fixed-point ambiguities
in the diagonal modular invariant. It is also easy to check that the gravitational anomaly
cancellation condition
H V = 273 29T
(44)
is satisfied for every integer value of n between 1 and 9. As usual, the models with several
tensor multiplets are anomaly-free due to a GSS mechanism [36,37].
The four-dimensional models are related to a compactification of the Type IIB on a
CalabiYau threefold with Hodge numbers h1,1 = 0 and h1,2 = 36. After the unoriented
truncation, the massless closed spectrum contains the N = 1 supergravity multiplet
coupled to V = (27 n)/2 vector multiplets and to 10 + n + V chiral multiplets. A gauge
145
vector together with n + 3 chiral multiplets in the adjoint of the Sp(4) ChanPaton
groups results from the open and unoriented massless spectrum. These models, differently
from the geometric open descendants [38], are not chiral and are clearly anomaly-free.
Compared to the model with n = 27 (the true diagonal), the presence of additional
vector multiplets in the unoriented closed spectrum reduces the number of marginal
deformations.
4. Conclusions and discussion

Starting from a pair of free bosonic fields propagating on a Z3 orbifold of a two-torus,
we have discussed the open descendants of the diagonal model. Its consistency, as stressed
in Ref. [28], is deeply connected to discrete values of some geometric moduli. In fact, the
diagonal GSO projection results from the combination of the geometric orbifold action
and a T-duality. For the Z3 group, on a two-dimensional lattice there are two possible
choices, corresponding to two different resolutions of the fixed-point ambiguities, that
give rise to different classes of open descendants. We have then discussed the application
to (already known) six-dimensional and to (new) four-dimensional open descendants of
Type IIB Z3 diagonal orbifolds. Their spectra are parameterized by the number n of fixed
points surviving the closed unoriented projection. In D = 6, n can take the values 1, 3
and 9, giving rise to Type I models with an SO(8) ChanPaton gauge group and 13 + 2n
hypermultiplets and 9 n tensor multiplets. In D = 4, n can be 1, 3, 9 and 27, yielding
non-chiral Type I vacua with an Sp(4) ChanPaton gauge group, V = (27 n)/2 additional
vector multiplets and 13 + 2n + V chiral multiplets. An inspection of the complete oneloop partition function and of the Rational Conformal Field Theory examples suggests that
all these models should be consistent for every integer value of n between 1 and 9 in six
dimensions and for every odd-integer value of n between 1 and 27 in four dimensions. In
order to implement this conjecture, one should be able to find a suitable involution that
represents the combined action of and the T-duality on the lattice and leaves exactly n
fixed points invariant. This is not allowed for orbifolds that are products of two-tori, but
more complicated slices of four-dimensional or six-dimensional lattices could exist that
realize this settings.
It would be interesting to extend this construction to open descendants of ZN orbifolds,
and to investigate the possibility of introducing anti-branes in this context. Notice that we
do not find, for the Z3 case, unsolvable tadpole conditions as in recently proposed open
descendants of the Type IIA in four dimensions [39]. Finally, it should be noticed that all
these models are defined perturbatively and are tightly constrained by Conformal Field
Theory consistency conditions on surfaces with boundaries and/or crosscaps. This is true,
in particular, for the six-dimensional model with zero tensor multiplets. One is not allowed
to append to a given closed unoriented spectrum an open sector that does not respect the
aforementioned constraints. Some recently proposed non-perturbative orientifolds are
built violating the anomaly-cancellation conditions and calling for non-perturbative states
that supply the missing multiplets [40,41]. We have no way to check the consistency of
146
these models, but certainly we are able to define perturbative orientifolds compatibly with
the closed unoriented spectra of some of the models of Refs. [40,41].
5. Note added
For the sake of comparison with [42], where models slightly different from these
are presented, we would like to add the following comments. Actually, there are more
solutions, both in six and in four dimensions, connected to the presence of discrete openstring Wilson lines [3,4,31].
In fact, the Mbius strip amplitude in (42) should be written as
"
#
d/2
Y
N
00
iM + (1)d/2n 11 + (1)d/2n 22 ,
(45)
M=
2
i=1
or, in terms of characters,

"
!0
d/2
Y
N
M
( 00 + 01 + 02 ) + 00
i
M=
2
i=1
+ (1)d/2n( 10 11 12 ) + (1)d/2n( 20 21 22 ) ,
(46)
where is a sign hidden in the lattice sum, as pointed out in Section 2. Comparing with
the annulus amplitude of Eq. (40), one can see that = +1 leads to orthogonal Chan
Paton groups, while = 1 leads to symplectic ones. The six-dimensional models in
Table 1 correspond to = +1, while the four-dimensional models in Table 2 correspond
to = 1. Two other series of models, whose massless spectra are reported in Tables 3
and 4, are thus available. Notice that the closed spectra are equal to the previous ones,
but the open sectors are changed. In particular, in D = 6 one has the gauge multiplet
and one hypermultiplet in the adjoint representation of Sp(8), with n hypermultiplets
in the antisymmetric representation. Eq. (44) is again satisfied, because the Wilson
line affects both the vector and a corresponding untwisted hypermultiplet. The gauge
anomalies in the models with several tensor multiplets are again absent, due to the GSS
mechanism [36,37].
Table 3
Massless spectra of D = 6 models with = 1
Closed
Open
CP group
1
3
9
8
6
0
13
15
21
Sp(8)
Sp(8)
Sp(8)
1 (36)
1 (36)
1 (36)
1 (28)
3 (28)
9 (28)
147
Table 4
Massless spectra of D = 4 models with = +1
Closed
Open
CP group
1
3
9
27
24
25
28
37
13
12
9
0
SO(4)
SO(4)
SO(4)
SO(4)
3 (6)
3 (6)
3 (6)
3 (6)
1 (10)
3 (10)
9 (10)
27 (10)
In D = 4, one has the gauge vector multiplet and three chiral multiplets in the adjoint
representation of SO(4), together with n chiral multiplets in the symmetric representation.
All these models are not chiral and thus anomaly-free, and coincide with the Z3 -models in
Ref. [42].
Appendix A. Notations and conventions

Let us start by defining the chiral blocks for the c = 2 model describing a pair of free
bosons on the Z3 orbifold. The chiral traces in the untwisted sector are
"
#1
Y

1/12
h n
h n
,
(47)
1 q 1 q
0,h = q
n=1
while in the twisted sectors

"
1,h = 2,h = q
1/36
1 q
h n2/3
1 q
h n1/3
#1
(48)
n=1
with = e2i/3 and h = (0, 1, 2) mod 3. Notice that 0,0 = 2 .

The chiral supertraces entering the Type II and Type I superstring orbifold models are
defined by

c
c
(49)
g,h TrNS,g 21 1 ()F hq L0 24 TrR,g 21 1 + ()F hq L0 24 ,
where g, h Z3 , the trace runs over the g-twisted sector with a plus sign for NS states
and a minus sign for R states and we are omitting the measure and the contribution of
non-compact coordinates. For the h projection in a given g-twisted sector, one thus obtains
4

1 X
()2+2+4 4+d ,
00
2
,=0,1/2

4d/2 Y
d/2
+h
1 X
2+2+4
()
(2 sin hi ) h 1 i i , h 6= 0,
0h
2
12
,=0,1/2
i=1
2 +hi
148
gh (i)
d
2
1
2
()
2+2+4
,=0,1/2
+gi
4d/2 Y
d/2
+h
i
h 1 +g i ,
i
i=1 12
(50)
2 +hi
g, h 6= 0,

Pd/2
where are the standard Jacobi theta functions with characteristics and i=1 gi =
Pd/2
i=1 hi = 0 (mod 1).
Under S-modular transformations ( 1/ )
00 (i )1 00 ,
0h ( 3)h0 , h 6= 0,
h0 (1/ 3)0,h , h 6= 0,

gg ei/18 g,g , g 6= 0,

g,g ei/18 g,g , g 6= 0,
(51)
and
00 (i )d/200 ,
0h (2 sin h)d/2h0 ,
h0 (2 sin h)
gg (i)
d/2
d/2
h 6= 0,
0,h ,
g,g , g
d/2
g,g (i) g,g ,
h 6= 0,
6= 0,
g 6= 0,
while under T-modular transformations ( + 1)

0,h ei/6 0,h ,

g,h ei/18 g,g+h , g 6= 0,
(52)
(53)
and
D2
2
gh
D2
2
g,g+h .
(54)
The characters are combinations of chiral blocks that respect the Z3 group structure. In the
c = 2 case they are

1
(55)
, = ,0 + ,1 + ,2 ,
3
while in the superstring models they are

1
(56)
, = ,0 + ,1 + ,2 ,
3
The modular transformation P = ST 2 ST relates chiral traces in the transverse and
direct Mbius strip amplitudes and corresponds to Pb = T 1/2 ST 2 ST 1/2 on hatted real
characters [3], defined by
, = ei(h, c/24) , ,
where h, is the conformal weight of the character , .
(57)
149
Acknowledgments
It is a pleasure to thank C. Angelantonj, M. Bianchi, J.F. Morales, A. Sagnotti, and
Ya.S. Stanev for interesting discussions and C. Schweigert for e-mail correspondence.
While this work was being completed, Carlo Angelantonj informed us that Blumenhagen
and collaborators were considering related issues [42].
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Scales of gaugino condensation and supersymmetry

breaking in nonstandard M-theory embeddings
Zygmunt Lalak a,b , Steven Thomas c
a Physikalisches Institut, Universitt Bonn, Bonn, Germany
b Institute of Theoretical Physics, Warsaw University, Warsaw, Poland
c Department of Physics, Queen Mary and Westfield College, London, UK
Received 9 September 1999; revised 19 January 2000; accepted 3 February 2000
Abstract
We investigate the formation of dynamical gaugino condensates and supersymmetry breaking in
the compactifications of HoravaWitten theory with perturbative nonstandard embeddings. Specific
models are considered where the underlying massless charged states of the condensing sector are
determined by the spectra of Z2 Z2 and Z4 orbifolds with nonstandard embeddings. We find among
them viable examples where gaugino condensation is triggered on the wall with the weakest gauge
coupling at MGUT . In all these cases the magnitude of the condensate formed is below the energy
scales at which extra dimensions are resolved, and so justifies the analysis of condensation in an
effective 4-dimensional framework. We make some comments concerning the size of the largest extra
dimension in the models considered. We discuss racetrack scenarios in the framework of perturbative
nonstandard embeddings. 2000 Elsevier Science B.V. All rights reserved.
1. Introduction
Recent advances in our understanding of the nonperturbative aspects of string theory
[1,2] from which the idea of so called M-theory, which unifies the 5 known types of
string theory has emerged, have continued to have a major impact on string inspired
phenomenology. M-theory phenomenology is now a rapidly growing field which, perhaps
for the first time, is allowing us to investigate detailed phenomenological questions
in a consistent framework at large string coupling. There is considerable promise in
models derived from strongly coupled E8 E8 heterotic strings which in our present
understanding is realized through the HoravaWitten (HW) construction of d = 11
supergravity compactified in a consistent way to d = 10 on S 1 /Z2 [35]. This model
provides a natural resolution to the old puzzle that was a feature of perturbative heterotic
theory, namely the consistency problems that arise if we demand that reasonable values for
Mpl , MGUT and GUT should emerge in the effective d = 4 theory. This resolution hinges
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 0 8 3 - 3
152
Z. Lalak, S. Thomas / Nuclear Physics B 575 (2000) 151176
on the fact that in the M-theory picture the effective string coupling is related to the size
of the line element S 1 /Z2 which is large compared to the d = 11 Planck length. At the
same time such a picture can naturally accommodate gauge coupling constant unification
at the experimentally favoured value of 2 1016 GeV [4]. There is a growing body of
work dealing with phenomenological aspects of compactified HW theory. Historically this
began within the context of the standard embedding [615] and more recently the analysis
has been extended to include nonstandard embeddings [1622] 1 . The correct procedure
in obtaining an effective d = 4 action is to first integrate out the degrees of freedom on
the 6-dimensional CalabiYau manifold and then those compactified on S 1 /Z2 [2428].
This new picture provided by the HW construction also suggests that the mechanism
of supersymmetry breaking should naturally be explored in d = 5 rather than the usual
four-dimensional setting that is familiar in the weakly coupled case. This follows because
consistency requires that the scale of S 1 /Z2 be hierarchically larger than the typical scale of
the six-dimensional compact manifold which reduces the theory from d = 11 to d = 5 [4].
The E8 and E80 sectors of the four-dimensional world then live on the two boundaries of
this d = 5 supergravity model. Below the mass scale m5 = 1/R5 it is adequate to describe
the low energy physics within the framework of the 4d N = 1 supergravity. In particular,
in this framework one can study the dynamical selection of the vacuum, and low energy
supersymmetry breaking. The interesting question is how the nontrivial 5d structure of
the gauge sector, the fact that it consists of two spatially separated, although correlated
through the choice of the embedding sectors, becomes reflected in the low energy effective
Lagrangian. To get an insight into this problem, it is instructive to study supersymmetry
breaking in simple nonstandard embedding models in the HoravaWitten setup.
Reducing from d = 5 to d = 4 around bulk field configurations that satisfy their
equations of motion is a natural way of encoding the supersymmetry breaking dynamics
[2729]. For example if one considers supersymmetry breaking via the formation of
gaugino condensates on a wall then one approximation is to consider these as generating
a delta function source proportional to 3 where is the scale at which condensation on
that wall. It is then possible in certain cases, see for instance [28,29], to compute the size
and nature of supersymmetry breaking among observable fields.
Clearly to obtain definite predictions for the scale of soft supersymmetry breaking
parameters one needs to know allowed values of . In this paper we want to address
this question by considering a number of explicit examples in which the scales may be
computed. To achieve this requires knowledge of the massless charged spectrum present in
the condensing sector as the latter is triggered by the running gauge coupling being driven
to values larger than unity. For M-theory compactification on smooth CalabiYau (CY)
manifolds, as in the case of weakly coupled strings it is difficult to extract explicit data
concerning the massless charged spectrum in most cases. This is particularly the case of CY
compactifications whose gauge and tangent bundle structure corresponds to nonstandard
embeddings [30].
1 Certain aspects of nonstandard embeddings in M-theory compactifications were already discussed in [23].
153
An alternative approach to the problem is to go to the singular limit of CY compactifications and work with orbifold compactifications. In the weak coupling limit these spaces
allow the full computational power of string theory to be employed. The question arises
whether the kinds of data one can compute at weak coupling such as details of the massless
charged spectrum, gauge coupling threshold corrections, structure of the Khler geometry
underlying the effective low energy theory in d = 4 can somehow be extrapolated to the
strong coupling region. In as much as one can at present only work within the consistent
field theory limit of M-theory compactified on X S 1 /Z2 of the HW construction the evidence points to many of the features familiar from the weakly coupled theory surviving the
extrapolation to strong coupling. An example of such features are moduli dependent gauge
coupling threshold corrections. In [31] (see [32] for earlier work in the same direction)
extrapolation of the latter to large string coupling by considering the large T behaviour
of modular invariant threshold corrections [33,34] results in a form of the holomorphic
f function that is consistent with the one based on the supersymmetrization of Wittens
threshold formula obtained from M-theory [4]. This was originally carried out for orbifolds
with the standard embedding, but has recently a more general analysis has been applied to
the case of nonstandard embeddings [31]. The results agree with the generalization of
Wittens threshold formula to include nonstandard embeddings [16]. These extrapolations
were based on modular invariant perturbative string models which match onto HW theory
with nonstandard embeddings but without 5-branes in the bulk. Such extrapolations may
also exist in the case where such 5-branes are included [1922], but an explicit calculation
is problematic as the corresponding weakly coupled strings are not modular invariant [31].
In this paper we consider nonstandard embeddings in HW theory without 5-branes in the
bulk, where the internal compact space is taken to be an N = 1 orbifold. For the purpose
of this paper we shall also assume the renormalization group running of the d = 4 gauge
couplings on each wall to be determined by charged massless states living on the wall, the
latter being determined by the modular invariant orbifold construction at weak coupling.
To make the situation clear, we note that whilst it would be desirable to find an explicit
model where moduli are fixed dynamically in addition to generating the correct scale of
susy breaking, this is quite complicated in practice. Therefore, our approach is that we
separate the two problems and in the following section we discuss methods of fixing
the moduli through racetrack schemes, while in later sections we concentrate on finding
models which generate the desired scales of gaugino condensates. In the latter case, the
S and T moduli are treated as parameters subject to certain constraint equations (see
Eq. (26) and Eq. (29) in later sections). All the models considered have with vanishing
vevs of scalar fields along flat directions a single condensing sector. The nonabelian groups
present in the models at that stage need to be further broken down by nonzero vevs in order
to generate more condensates.
154
2. Condensates on opposite walls

Following the Ref. [35] we shall summarize the main features of the racetrack models
with condensates forming in two different gauge sectors, with different gauge kinetic
functions.
To begin with let us, however, comment on the connection between higher (5d) and fourdimensional field theory in the HW model. This issue has been studied in detail in [35].
Here we shall recall briefly why do we expect the usual four-dimensional physics to play
the crucial role in supersymmetry breaking and moduli stabilization. The general equation
of motion for a Z2 -even field , with the sources J v (x), Jh (x) localized on the walls and
with the corresponding boundary conditions on the half-circle
Jv
Jh
,
lim 0 =
(1)
lim 0 =
5
5
2
2
x 0
x
has the solution of the form (x, x 5) = (x) + (x, x 5 ). In that expression (x) is a
truly four-dimensional fluctuation, the zero mode on S 1 /Z2 , whereas is the background
depending on x 5 , in the lowest order approximation given by [28,36]

Jv + Jh (x 5 )2 2
Jv 5
5
+
x
.
(2)
x, x =
2
2
6
2
2
This does not depend on the particular form of embedding, as explained in [16], but it
relies on the assumption, that the sources Jv , Jh vary significantly only over the scales
> , see [36] for details. This condition, on which the form of the explicit solutions of the
Bianchi identity relies, is nontrivial, as the sources contain not only vacuum configurations,
but also include all the 4d-fluctuations of fields which penetrate the walls 2 . However, the
assumption about scales is fulfilled when one is solving for the vacuum configurations,
which might break supersymmetry, but should not break the 4d Lorentz invariance, so
cannot depend on x . At vacuum, the function (x, x 5 ) is determined in terms of the
vacuum values of the sources, and perhaps by nontrivial physics in the bulk, like sigmamodel interactions, but the zero mode (x), with no dependence on x 5 , is left completely
undetermined. This mode shall eventually be regarded as the massless field in 4d, and has
to be determined by nontrivial 4d dynamics born on the walls. Let us note, that even in the
schemes where bulk dynamics is credited for stabilization of some of the moduli like the
radius of the fifth dimension, see [37], a nontrivial potential on the walls is necessary for
stabilization 3 .
After this introductory comment, we can move on to the discussion of condensates,
which are the obvious source of stabilizing potentials and/or hierarchical supersymmetry
breaking. To be reasonably general let us start with an arbitrary number of condensates on
any of the two walls (see also discussion in [38]). With 4d gauge kinetic functions of the
form f1,2 = S 0 T the effective potential in this case is
2 After the averaging over the compact 6d space has been performed.
3 For earlier arguments similar to that of [37] see [28]. The nontrivial warp factor used explicitly in [37] is
strictly speaking a higher order correction from the point of view of [28], since boundary sources are already
corrections in the expansion in powers of 2/3 (where is the d = 11 gravitational coupling).
K/2

e W
S + S X 3 2

+
V =
i
M
4M
i

2
2

1 eK/2W
3
T + T X
+ 0
+ 3
i 3i 2 eK/2 W ,
3
M
4M
M
155
(3)
where i = 1 and the rest of the notation is standard and given in [35]. First, let us
look for the flat space supersymmetric points of the potential (3). One reason is purely
technical, namely it is much easier to find such candidate points than to look for broken
supersymmetry solutions to the full equations of motion. Secondly, as we expect the
realistic supersymmetry breaking scale to be hierarchically smaller than the Planck scale,
one can expect the relevant points where supersymmetry is only slightly broken, to be
located near the globally supersymmetric points (although the existence of remote relevant
susy breaking points cannot be excluded in general). As we are looking for flat space
solutions, we shall assume the vacuum expectation value of the total superpotential to be
zero, which is consistent in the picture with explicit gaugino bilinears, as it does not lock
to each other the values of various condensates. Then, the scalar potential takes the form

2
2 X
2 X 2

(S + S)
3
2 (T + T )
3

(4)
V=
i
i
0
i

16M 2
48M 2
i
and is equivalent to the potential obtained in the globally supersymmetric limit in the
effective superpotential approach to multiple condensates. It is easy to see that existence of
supersymmetric minima implies that the sum of condensates vanishes separately on each
wall
X
X
3i
(5)
3i+ = 0 =
at such points in field space. Here i+, i run over the number of condensates present on
wall 1 and wall 2 respectively and {i} = {i+, i}.
In the case of at least two condensates on each wall, Eqs. (5) are two independent
equations for two complex variables eS0 T , so generically they have a solution at finite
values of S and T . The situation is such, that condensates on each wall optimize themselves
and supersymmetry is unbroken, but the values of S and T become fixed. This is an
interesting possibility, and it would be an interesting exercise to check which values of
Re(S) and Re(T ) can be obtained in such a setup, but in this paper we want to stay
specifically within the class of calculable perturbative nonstandard embeddings discussed
in [31], and there doesnt seem to be enough space for > 4 condensates with realistically
low condensation scales.
Hence we have to look at the vacua with 3 or less condensates. These are the interesting
cases, given our comments above. First, when we want to have 3 condensates arranged
on different walls, then one of them must be on one wall, and two on the opposite. Then
it follows immediately that to fulfill the unbroken susy conditions the single condensate
would have to vanish. With three nonvanishing condensates on both walls we therefore
always have broken supersymmetry. The same applies, as pointed out in [35], to the case
of two condensates on different walls.
156
When we have several condensates on a single wall, then this works similarly to the
weakly coupled case: supersymmetry is unbroken, but only S + 0 T or S 0 T is fixed.
To have a hope to fix both moduli within the simple, and perhaps most appealing, version
of the racetrack scheme one clearly needs to consider condensates on both walls. Now
one may wonder about the susy breaking minima. It is true that V in Eq. (4) is not just
a function of a single combination of moduli, but the dependence that violates this is an
overall factor. From our numerical studies we find that the potential is still dominated by
a valley which leads to unstable runaway behaviour in the moduli. Thus it is our strong
belief based on these observations that two wall condensation is really needed in a realistic
scenario where all moduli are fixed.
To conclude, in the most interesting case of two or three condensates on different walls,
we can exclude the existence of flat space, unbroken supersymmetric ground states. This
is not so bad however, because the existence of remote minima, disconnected from any
globally supersymmetric state, cannot be excluded by a general reasoning. In fact, if one
finds any proper minimum of the effective potential in these cases, supersymmetry is
guaranteed to be broken there. However, to have a vanishing cosmological constant at such
a minimum, one has to invoke a nonzero expectation value of the superpotential, and it
would have to be of the order of 3eff if we are to get the usual hierarchy F 3eff /M. One
source of such effectively constant terms in the superpotential could be condensates of the
ChernSimons forms, but then the question of the scale and stiffness of these condensates
arises, which we shall not discuss here. It is worth noting that even if the constant in the
superpotential is present, then on the basis of the dynamics described by (3) one cannot tell
whether it makes FT or FS vanish. In fact, the most plausible situation in such a case is
that supersymmetry is unbroken, moduli fixed, but the cosmological constant is nonzero.
Having discussed issues of moduli stabilization, there is in addition the requirement that
the condensation scale on the walls be hierarchically smaller than Mpl in order to have
a hope of realistic phenomenology. Of course it remains a hope that in the interesting
cases mentioned above where racetrack fixing of moduli occurs, such a hierarchy of scales
appears for a choice of embeddings. Whether this is possible or not, we can at least within
the perturbative orbifold framework of nonstandard embeddings [31] estimate the size of
condensates in some simple cases, even if we do not at the same time immediately address
the issue of moduli stabilization. This will be the subject of the next section. In models
where only a single T modulus exists (whose real part is proportional to the size of the 5th
dimension) the form of is tightly constrained if one uses as input the preferred values of
GUT , MGUT and Mpl . If one can find reasonable values for the condensate in these models
it would provide further motivation to tackling the larger problem of stabilization.
In the next section we discuss in detail potentially realistic examples, where at the
string scale, with trivial vacuum for the scalar fields, there is just one asymptotically
free nonabelian factor. To repeat, the analysis is valid in the vicinity of the trivial scalar
vacuum. However, in these models there are more than one nonabelian factors. In addition,
usually the perturbative scalar potential has flat directions, along which some of the large
nonabelian groups can be broken in such a way, that there appear additional nonabelian
factors which are asymptotically free. It is straightforward to generalize in this spirit the
157
stringy analysis we give here along the lines of [39]. This way one can easily generate
models with two or three condensates.
3. Scales of gaugino condensation in M-theory on S 1 /Z 2 : weak and strong wall cases
As was discussed in [16] one can make use of the different routes in compactifying
M-theory to four dimensions, to obtain a map between strong and weakly coupled
compactification moduli. This involves compactifying from 11 10 4 or 11 5 4.
The starting metric in 11 dimensions is the same, but in the first case we can naturally
express parameters of the d = 11 metric in terms of familiar moduli of weakly coupled
10-dimensional heterotic string theory whilst in the second we have a natural expression
in terms of strong units. If for example we consider case of homogeneous CalabiYau
(10)
(4) (10)
(0)
compactification, then in the weak case we have g = e3 g , gMN = e gMN , =
0, . . . , 3, M = 4, . . . , 9 with the breathing mode of the homogeneous CY space. Along
with the dilaton this defines the real parts of weak moduli Sw and Tw as Re(Sw ) =
(11)
e3 3/4 , Re(Tw ) = e 3/4 . The field can be thought of as g11,11 = 2 with a Weyl
(11)
(11)
1/4 gAB
, A = 0, . . . , 9 to obtain canonical gravitational action in
rescaling gAB
(11)
=
d = 10. In the strong route to four dimensions, one identifies moduli through gmn
(11) (11)
(11)
(5)
(11)
(5)
, gMN = e gMN
and g55
= e2 . Equating g11,11
= g55
we find the relation =
e2 gmn
e . Similarly comparing gMN and gMN we obtain e = 1/4 e . In this way one finds
a map between weak and strong moduli which leads one to define Re(Ss ) = e3 =
Re(Sw )(, ) and Re(Ts ) = e = Re(Tw )(, ) where the subscript s refers to strong
quantities.
In the same way one can consider inhomogeneous CY spaces with different scaling
moduli. In the orbifold limits these moduli are associated with the scaling modes of the
underlying 6-dimensional torus as i , i = 1, 2, 3 where i labels the 3 complex planes.
If we include the generalized
strong moduli i then a similar analysis to above yields
P
i
i
and ei = 1/4 ei which leads to the definitions Re(Ss ) =
the
P relations = e
1P
i
i
e i , Re(Tsi ) = e (e 3 i i ) in this case. Such maps between strong and weak moduli
allow one to extrapolate various weak coupling quantities to the strongly coupled regime.
One may wonder if such extrapolations are consistent. In the case where one includes 5branes in the bulk [19,22,27], there would appear to be problems in this respect as the
corresponding weakly coupled string theory is not modular invariant [31]. If we consider
the case where such 5-branes are absent (which we assume in the remainder of the paper)
the answer seems more encouraging particularly regarding the moduli dependent threshold
corrections. Computing these quantities in the M-theory regime confirms that they can be
obtained by the maps considered above as if we additionally take the large Ti limit. The
latter ensures that the moduli dependent thresholds are at most linear in the fields, which
is within the HoravaWitten approximation to M-theory. Thus in what follows we will
assume the perturbative results for threshold corrections in the context of N = 1 orbifold
compactifications and apply the above mentioned extrapolations. In what follows we shall
drop the s subscript on all moduli.
(11)
(5)
158
We begin with a discussion of threshold effects in E8 E8 heterotic M-theory. In the

case of smooth CalabiYau compactification, the difference in the unified gauge couplings
h1 and v1 on the hidden and visible walls, for general embedding [16] can be obtained
as a generalization of the result due to Witten [4] is

si
1
1
1
(6)
h v = 2 T nF i nR ,
2
4
where the single T = e modulus appears if we consider only the overall (1, 1) modulus
of the CY manifold. The instanton numbers nF i and nR are defined as
Z
Z

1
(i)
tr F (i) F (i) =
tr Fij F (i)ij = 4 2 nF i 6 0
(7)
2
X
and
Z
tr(R R) =
X
1
2

tr Rij R ij = 4 2 nR 6 0.
(8)
The integrability conditions for the equations of motion give constraint on the instanton
numbers 4 [41]
nF 1 + nF 2 = nR .
(9)
Let us take standard embedding first. There nF v = nR , and

v1 h1 =
1
T nR .
32 3
(10)
This particular embedding gives the specific gauge group structure E6(v) E8(h) . We stress
that since nR has positive sign, there is no way of changing the sign of v1 h1 without
going to an entirely different gauge group structure, which means going to a new, different
from the standard one, embedding. In the S and T notation we have ( 0 = 1/2)
v1 = 4(S + T ),
h1 = 4(S T ),
nF v 12 nR
,
32 3
(11)
where S = 1/(g42 ) i 8 2 and T = r + i6 are defined such that the correct axionic shift
invariances of the low energy d = 4 action, in the presence of instantons, is + 2n
and 6 6 + 16 2 . Eq. (11) holds for general embeddings. The labels v and h pertain to
the standard embedding case where standard model gauge group and matter representations
are associated with the E6 sector. However it may well be that for certain embeddings the
standard model matter might emerge from either wall, thus leading to the possibility that
visible matter has strongest gauge coupling at MGUT (explicit examples are given later).
We continue to use the labeling v and h in the general case but the latter point should be
borne in mind.
4 In fact, the configurations we use here fulfill the YangMills equations of motion and Einstein equations
which justifies the term instanton.
159
The above threshold formulae correspond to following gauge coupling functions

(nFv 12 nR )
(nFv 12 nR )
T
,
f
=
S
+
T.
(12)
v
32 3
32 3
So far these thresholds apply in the case of smooth CY spaces. We are interested in
this paper in the orbifold limit, in which case we need the analogue of Eqs. (7), (8). In
[31] this problem was addressed within the context of nonstandard embeddings and the
M-theory limit. It was argued that topological integrals in Eqs. (7), (8) would only be
nonvanishing if there are codimension 2 fixed points appearing. From this it was argued
that effectively dynamics of K3 T 2 compactification controls the non-zero SU 2 instanton
numbers. The orbifold limit then corresponds to taking K3 orbifolds T 4 /G, where G is an
appropriate discrete group. The computation of allowed instanton numbers of gauge and
tangent bundles over K3 is simplified if the point like singularities of T 4 /G are repaired
(1) (2)
by so called ALE spaces [31]. In this case the SU 2 instanton numbers ni , ni are given
by
Z
Z

(1)
(1)
(1)
Tr F F
Tr F (2) F (2) = n(2)
(13)
= ni ,
i ,
fh = S
Ci
Ci
with Rcodimension 2 fixed points labelled by i =

where Ci are 4-cycles associated
R
j
j
1, . . . , h1,1 defined so that Ci d j = i and X Ji d j = i , where d i are basis of harmonic
(2, 2) forms on the CY space X and Ji a basis for (1, 1) forms. One can further express
(2)
I
n(1)
i , ni in terms of the orbifold data such as order of fixed points and shifts defined
by the N = 2 embedding [31]. Because of the K3 T 2 structure, the Bianchi identities
(2)
imply that n(1)
i + ni = K3 = 24. Thus in going to the orbifold limit of CY spaces we
are forced to consider a more restrictive set of instanton numbers than in the smooth case.
The corresponding expressions for the M-theory threshold corrections, analogous to the
Eqs. (12) will be [31]

1 X |Di | (2)
ni 12 T i ,
fh = S +
3
32
|D|
i

1 X |Di | (1)
ni 12 T i .
(14)
fv = S +
3
32
|D|
i
The observation that it is K3 T 2 dynamics that controls the thresholds corrections via
the SU 2 instanton numbers is completely consistent with the perturbative picture of threshold corrections which are also associated with the existence of N = 2 supersymmetric fixed
planes [33,40].
Let us contrast the above threshold corrections to the following exact form of the
holomorphic couplings in the large T i limit of orbifold compactification in E8 E8
heterotic string [33]. This is obtained assuming general case of h1,1 different T moduli
and general levels kv , kh and assuming our present notation for sectors labelled by h and
v:
1 X i i
1 X i i
h T ,
fv = kv S +
v T ,
(15)
fh = kh S +
48
48
i
160
where
ai =

Ta RI 1 + 2niI C Ga ,
(16)
and I runs over the dimension of the matter field irrep RI of group factor Ga . Ta (RI ) =
TrRI ((t a )2 ) for any generator t a of Ga . C(Ga ) is the same quantity but with RI given
by adjoint representation. The numbers niI define the so called modular weights of matter
fields transforming in RI irrep, with respect to T i duality transformations. (Note niI is the
negative of the modular weights qIi defined in [33].)
As was pointed out in [33], there is another expression for the coefficients ai whose
validity ensures that the field and string theoretical threshold calculations agree. This has
the form (for general levels kh and kv ):
ai =
baN=2 (i)
i
+ ka GS
,
|D|/|Di |
(17)
where in this formula, baN=2 (i) is the N = 2 beta function associated with massless
spectrum originating from the twisted sector having the invariant plane labelled by i. D is
the orbifold point group and Di the little group corresponding to the invariant plane.
Using both these forms of ai we can derive an expression for the N = 1 beta function
P
ba = 3C(Ga ) + I Ta (RI ) that will be useful in the formula for the scale of gaugino
condensation

bN=2 (i) X
1
i
ba = a
Ta RI 2/3 + 2niI + ka GS
.
(18)
3
|D|/|Di |
I
The definition of the T moduli are such that T i = r i + i i with the axionic shift
invariance given by i i 4ni , ni integers. Notice that in this basis the T i dependent
thresholds do not just differ by opposite signs. However by redefining the S field to a new
field S 0 through T i dependent shifts one can always bring these into the form directly
comparable with (14) (but for generic levels kh , kv ) 5

1 X i
1 X i
fh = kh S 0 +
fv = kv S 0
(19)
h vi T i ,
h vi T i .
96
96
i
By comparing the latter formula with the previous M-theory thresholds in the case of
nonstandard embeddings, and taking into account the different normalizations of T moduli
we find that in the orbifold limit, and for a single T modulus (labelled by some fixed value
of i)

|D|
vi hi ,
(20)
n(1)
i 12 =
12|Di |
where in Eq. (20) the v and h subscripts generically refer to the visible or weaker sector
and the hidden or stronger sector, respectively. If these sectors are direct products of simple
groups then there is a corresponding value of ai for each such group factor.
5 In the basis where S is not shifted, there are additional holomorphic, universal corrections to f and f that
v
h
yield the antisymmetric nature of the threshold corrections [31,34].
161
Now in the orbifold limit, expressions for bvN=2 and bhN=2 has been obtained in [31]
by extrapolation of weak coupling expressions to the M-theory domain. These depend on
instanton numbers of gauge field configurations over K3 since in the orbifold limit the
threshold corrections are essentially based on K3 T 2 dynamics even though the full
theory involves compactification on a CalabiYau manifold giving N = 1 supersymmetry
(1)
(2)
in d = 4. Defining ni = 12 ni and ni = 12 + ni the expressions for the N = 2 beta
functions are [31]
bvN=2 = 12 6ni ,
bhN=2 = 12 + 6ni
(21)
(here we assume no Wilson line breaking).

Note that there is no explicit group index appearing in the above definitions, so that if
the unbroken gauge group in the four-dimensional effective theory is indeed a product of
simple factors (in either the weak or strong sector) then the expressions for the N = 2 beta
functions must coincide for each group factor. This can be seen in a number of explicit
examples discussed in [31] and also is implicit in the nonstandard embedding orbifold
examples in [33]. The holomorphic f functions can be written as

i
1
|Di |
i
n
+
k
fh = kh S +
i
v
h
GS T ,
32 3 |D|

i
1
|Di |
i
n
+
k
k
(22)
fv = kv S
i
v
h
GS T ,
32 3 |D|
where in these equations we have returned to the definition of S and T i moduli with the
normalizations given earlier.
Before we consider the specific scale of gaugino condensation, we can write down a
general form for the N = 1 beta functions that will appear in the expression for gaugino
condensates, using previous relations, again in the extrapolated orbifold limit:
X

|Di |
i
12 6ni 3
Tv RI 2/3 + 2niI + 3kv GS
,
bv = 3
|D|
I
0
X

|Di |
i
i
12 + 6ni 3
Th RI0 0 2/3 + 2n0 I 0 + 3kh GS
,
bh = 3
|D|
(23)
where the prime 0 distinguishes matter representations coming from hidden sector. Again
we emphasize that in these formulae, the i labels a single fixed plane under the action of
the orbifold point group.
We can now write the following general expressions for the v and h sector gaugino
condensates v , h . In the case of v sector condensation (we set kv = kh = 1 for
simplicity)

1/6

1
2
1
e bv GUT +8Tr
(24)
v = MGUT 1 GUT
GUT + 8Tr
and in the case of h sector condensation,

1/6
2
1
e bh
h = MGUT 1 GUT
GUT 8Tr
1
GUT
8Tr

,
(25)
162
where in both these expressions

1
|Di |
n
=
.
i
32 3 |D|
In the examples based on perturbative nonstandard embeddings in orbifolds which we
discuss below, it turns out that condensation occurs on only one wall at a time if the vacuum
of the charged scalar fields is trivial. As was mentioned in the last section, while this is not
the most interesting case from the point of view of complete dynamical fixing of moduli,
it will provide a framework in which to estimate the scale of soft susy breaking. This
simplification of single wall condensation means that the expression for the observable
1
= 4(Sr Tr ) when condensation occurs on the weaker
inverse gauge coupling GUT
1
= 4(Sr + Tr ). Of course
wall in the v sector, whereas if it occurs on the strong wall GUT
in either case the triggering of condensation requires the particularly sector to contain
gauge and massless matter fields that lead to an asymptotically free theory. This requires a
negative bv or bh and we shall discuss these conditions shortly.
Now we note that the lowest order (in 2/3 ) 6 fit to the 4-dimensional Planck mass Mpl
and GUT scale MGUT gives
Tr =
2 (
1/3
Mpl
GUT )
17
2
2 3 3 MGUT
6
= 2 Re S 4 2
MGUT
,
2/3
(26)
which shows that the vacuum expectation value of Tr is not a free parameter. From this
constraint it can be seen that in general the scale of the condensate is given as a function
i
, kv , kh as well as the matter field modular weights niI , n0 iI 0
of Mpl , MGUT , GUT , ni , GS
and Dynkin labels Tv (RI ), Th (RI0 0 ). Note that if we take Mpl , MGUT , GUT as more or less
fixed by the MSSM (at this point we put aside the possibility of so called strong unification
[42]), then the remaining parameters depend on the specific details of choice of N = 1,
d = 4 orbifold, along with choice of embedding, Wilson lines, etc.
Before looking at some detailed models, it is worth investigating in the orbifold
limit of HoravaWitten M-theory, if one can realize the scenario discussed in [16]
that condensation can occur on either of the two walls, with corresponding observable
sectors on the opposite wall. Firstly, let us note that in the weakly coupled heterotic
compactifications, there appears somewhat different constraint on the allowed values of
modular weights niI , n0 iI 0 depending on whether one considers large volume smooth
CalabiYau or singular orbifold compactifications. In the former [45] it has been noted
that calculations of matter field contributions to the Khler potential show that in this case,
in known examples, the modular weights are niI = n0 iI 0 = 1/3, which is characteristic of
matter fields arising from the untwisted sectors of orbifolds. These values imply that in the
expressions for the N = 1 beta functions given above, the terms corresponding to matter
irreps drop out, and one finds
6 Where is the d = 11 gravitational coupling.
bv = 3

|Di |
i
12 6ni + 3kv GS
,
|D|
bh = 3

|Di |
i
12 + 6ni + 3kh GS
,
|D|
163
(27)
where we have substituted for orbifold expressions for the N = 2 beta functions in each
sector, since as argued in [31], the value of these quantities is not expected to change in
i
= 0, we find that there
going from CY to the orbifold limit. Thus in the cases where GS
is quite a strong constraint on the allowed values of the beta functions. Recall that in our
choice of embeddings, ni < 0 (with the standard embedding corresponding to ni = 12),
so that it is clear that condensation can only occur in the h sector under these conditions.
i
= 0 then since kv , kh are both positive integers (by assumption that the
If we relax GS
corresponding affine algebras are unitary) the only possibility to realize condensation in v
i < 0.
sector is to take GS
i
is sufficiently negative to turn bv negative,
Even then, we have to ensure that even if GS
it must not at the same time turn bh negative since it is the h sector where we identify
with the observable sector, e.g., the MSSM where we know that the corresponding beta
functions are positive. Thus it is clear that some kind of hierarchy between the levels kv
and kh is needed if this mechanism is to work, the question is how large should this be?
i
be? Evidently we need to constrain |ni | so that
and in addition how negative should GS
i
the terms independent of GS in both beta functions is positive, which requires |ni | < 2
or since the ni are integer and negative, we are lead t specifically ni = 1. We then find
|Di |
6
i
i
i|
| < 6 |D
the inequalities |kh GS
|D| and |kv GS | > 18 |D| to realize bv < 0, bh > 0, i.e., kh >
i
| > 18
|GS
kv . This requires kv > 3kh . Although it may seem that one may have arbitrarily
i
we see that the latter
large values of kv , kh in fact from the formulae given earlier for GS
are integer valued, which clearly bounds allowable values of the levels.
The expression for the v sector condensate appropriate to this case, which is a
generalization of that given earlier to the case where kv , kh are different from unity, is
1/6
kv 1

1
( kh GUT + 41 2 Tr (1 + kkvh ))
GUT
exp
, (28)
v = MGUT k 1
kv
i /2
1
v
27 + 3kv GS
2 Tr (1 + k )
k GUT +
h
1
where in the above we have substituted for = 32
3 . By examining the scale v as a
function of GUT and GS for various values of kv , kh satisfying kv > 3kh one can see that
reasonable values may be obtained but the question remains if one can easily find explicit
models with these values of kv , kh and GS .
Having discussed the case relevant to large volume CalabiYau compactification with
0
all modular weights niI = niI 0 = 1/3 we want to consider compactifications on N =
1 orbifolds where more general values of the modular weights occur. This means that
there is a weaker connection between the N = 2 and N = 1 beta functions since now
matter representations contribute to the right hand side of (23). Therefore we are forced
to consider explicit orbifold models, where the full N = 1 charged, massless spectrum
is known in which to evaluate the size of the gaugino condensate. In this paper we
look at all the nonstandard embeddings in Z2 Z2 and Z4 orbifolds (here we do not
consider Wilson lines) and consider what gauge sectors in each model can support gaugino
condensation. Also we shall determine (if condensation does occur), whether it falls into
164
the class of weaker wall or stronger wall condensation in the sense defined earlier.
Such a possibility is a consequence of nonstandard embeddings. First we consider Z2 Z2
models. There are 5 modular invariant embeddings of the point group into E8 E8
including the standard embedding giving the unbroken gauge group E6 U12 E80 . Details
of these models together with the full charged massless spectrum is given in [33]. The
gauge coupling threshold corrections in this case will depend on all three Ti , i = 1, . . . , 3
since each complex plane has a nontrivial little group among the Z2 Z2 generators.
Moreover since each such little group defines a Z2 , one also has three U-moduli Ui , which
the threshold corrections also depend on (infact in a way which respects Ti , Ui exchange
symmetry [33]). As usual the T -moduli are associated with deformation of Khler class
whilst Ui modify the complex structure. In determining the allowed values of the gaugino
condensate, we have to take into account the constraint that connects Mpl with MGUT ,
GUT and other parameters appearing in the M-theory compactification to d = 4. In the
case of several Ti moduli, the formula for Mpl is generalized to

Y
2 (
1/3
1/3 Mpl
GUT )
Re Ti
=
(29)
2
217/3 3 MGUT
i
Q
which fixes the overall modulus ( i Re (Ti ))1/3 in terms of MGUT , Mpl and GUT . Here
MGUT is as given in (26) with the definition of S generalized to the inhomogeneous CY
case as discussed earlier. But this still leaves a certain freedom in the precise values of Ti .
We shall see in a moment that certain values of Ti might be favoured over others. Note
that this relation does not involve the Ui so its dynamics are less constrained by realistic
values for Mpl , MGUT etc. Although the threshold corrections do depend on Ui we shall
set Ui = 0, i = 1, . . . , 3 in what follows and comment on the significance of non-zero Ui at
the end. Table 1 shows Z2 Z2 models with nonstandard embeddings, and corresponding
gauge groups. Note that only two of these have sectors which give negative N = 1 beta
function when one includes all charged massless matter listed in [33] and hence allow
condensation to occur. Table 2 also lists the corresponding value of the instanton numbers
ni corresponding to each N = 2 plane, and which dictate the explicit moduli dependence
of the gauge coupling threshold corrections (see Eq. (22)).
As discussed in [33] there are basically two distinct N = 2 gauge groups associated
with the possible N = 2 planes, namely E7 SU 2 E80 or E7 SU 2 SO016 with N = 2
massless matter content described in [33]. The surviving N = 1 gauge group, obtained after
Table 1
N = 1, Z2 Z2 orbifolds with nonstandard embeddings
Model
1
2
3
4
Gauge group
E6 U12 SO08 SO08
E6 U12 SO016
E7 SU 2 SU 08 U10
f 2 SU 0 U 0
SO12 SU 2 SU
8
1
e
Condensing sector G
bG
e
(n1 , n2 , n3 )
E6
18
(4, 4, 4)
None
E7
None
42
(4, 4, 12)
(4, 4, 12)
(4, 4, 4)
165
Table 2
N = 1, Z4 orbifolds with nonstandard embeddings (U1 factors suppressed)
Model
Gauge group
e
Condensing sector G
bG
e
(in units of Mpl )
n3
1
2
3
4
5
6
7
8
9
10
E6 SU 2 E70 SU 02
E6 SU 2 016
SO14 E70
SO14 SO012 SU 02
SO10 SU 4 E70
SO10 SU 4 SO012 SU 02
SU 8 SU 2 E80
SU 8 SU 2 E70 SU 02
SU 8 SU 2 SO016
SU 8 E60 SU 02
E70
SO016
E70
SO14
E70
SO012
E80
E70
SO016
E60
40
10
42
2
42
14
90
42
26
18
8 105
2 105
8 105
6 1010
7 105
107
3 103
6 105
1.5 105
106
12
4
4
4
4
4
12
4
4
4
GSO projection will be a subgroup of either of these. Note in Z2 Z2 the GS coefficients

i
= 0 and we take levels kh and kv for all non-abelian factors to be unity. Also in this
GS
case |D|/|Di | = 2 for all planes. Although in principle the condensate can depend on all
three real moduli Re Ti , for now we simplify matters by considering its dependence in the
direction T1 = T2 = aT3 aT , where a is some positive real parameter. Then effectively
depends on two of the three real parameters, a and Re T . The relation (29) will fix Re T
so that is naturally a function of the scale a and GUT assuming Mpl is fixed. We will
comment on more general case later.
The expressions for the f functions and condensate scale in the condensing Models 1
and 3 of Table 1 (along this direction in moduli space) are:
Model 1.
(2a + 1)
(2a + 1)
T,
fSO08 = S +
T,
16 3
16 3
(2a + 1)M 2 2/3 !1/6
pl GUT
= MGUT 1
2
MGUT
32 4 25/3a 2/3

2 1/3
Mpl
1
(2a + 1)
GUT
exp GUT
.
2
9
2 2
MGUT
16 3 25/3 a 2/3
fE6 = S
E6
(30)
Model 3.
(2a + 3)
(2a + 3)
T,
fSU08 = S +
T,
16 3
16 3
!
(2a + 3)M 2 2/3 1/6
pl GUT
= MGUT 1
2
MGUT
32 4 25/3a 2/3

2 1/3
Mpl
(2a + 3)
GUT
1
GUT
exp
.
2
21
2 2
MGUT
16 3 25/3 a 2/3
fE7 = S
E7
(31)
166
Fig. 1. Model 1: as a function of a and GUT .
Fig. 2. Model 3: as a function of a and GUT .
In obtaining these expressions we have solved the constraint (29) for T . Note that in both
cases the condensing sector has the strongest coupling of the two walls at the GUT scale,
which can be seen from the relative minus signs in the corresponding threshold corrections.
In Figs. 1, 2 we have plotted as a function of the scale a and GUT , where the range
of values of GUT are chosen near the MSSM preferred value of 0.04. What is particularly
interesting about both plots is that they show that the condensate has a dependence on a
which has a distinct minimum. This suggests that the dynamics of the condensate might
be such that it would adjust itself to favour a close to its minimum. Strictly speaking one
should minimize not but rather the effective potential V given in the Section 2. However
167
Fig. 3. Model 1: Global minimum of as a function of Re (T 2 ) and Re (T 3 ).
Fig. 4. Model 3: Global minimum of as a function of Re (T 2 ) and Re (T 3 ).
one can check that the position of the minima in Ti space is only shifted slightly, with the
value of a at the minimum remaining unchanged, so Figs. 1, 2 are qualitatively correct.
In model 1, the minimum is close to a = 1 which corresponds to the overall modulus
direction T 1 = T 2 = T 3 in moduli space. The condensate in Model 2 shows a minimum
close to a = 3. The value of /Mpl is seen to be about 105 for Model 1 and 7 104 in
Model 3, again assuming values of GUT close to 0.04. The scale of in the latter case
might seem to be too high for intermediate scale supersymmetry breaking, but infact in this
case is very sensitive to the value of GUT chosen.
For example choosing GUT = 0.02 gives 5 106Mpl . Moving on to consider
more generic points in the T i moduli space, it turns out that there is a global minimum of
168
v as a function of Re (T 2 ), Re (T 3 ) (solving the constraint (29) in terms of Re (T 1 )).

These lie approximately along the directions T 1 = T 2 = T 3 and T 1 = T 2 = 3T 3 for
Models 1 and 3, respectively, as can be seen in Figs. 3, 4. Hence studying the condensate
along such directions is natural.
Let us now move on to discuss the case of nonstandard embeddings in Z4 orbifolds.
Again if we do not consider Wilson lines, there are 12 inequivalent modular invariant
embeddings of the Z4 point group generated by = (i, i, 1) into E8 E8 (e.g., see
[46]). As usual the moduli dependent threshold corrections depend on the N = 2 invariant
planes, which in this case corresponds to the i = 3 plane which has little group D Z2 .
i
are vanishing in all
As is argued in [33] this fact implies that the GS coefficients GS
Z4 orbifolds as indeed they are for the Z2 Z2 models discussed above. The only
nonvanishing instanton numbers are n3 and are determined by the N = 2 gauge group
and spectra corresponding to this fixed plane. Since the little group is again Z2 there are
just two possible N = 2 supersymmetric sectors which we label type A and B. Type A has
gauge group E7 SU 2 E80 and massless charged fields consisting of 2 (56, 2; 1)
16 (56, 1; 1) 64 (1, 2; 1). Type B has gauge group E7 SU 2 SO016 and massless
charged fields consisting of 2 (56, 2; 1) 2 (1, 1; 128) 16 (1, 2; 16). In addition
there are of course the massless vector multiplets that can, after the full projection that
breaks N = 2 to N = 1, give rise to charged massless chiral multiplets. All this means that
in N = 1 models based on type A, N = 2 sectors, the instanton number is n3 = 12 and
those based on type B have n3 = 4. Table 2 lists the allowed nonstandard embeddings, and
in each case one can determine by inspection which of the models type A or B they are
associated with. To determine the exact embedding of the N = 1 gauge group into N = 2
requires comparing the N = 1 massless spectra with the N = 2 spectra listed above 7 . This
identification is important in deducing whether the condensing sector is the more strongly
or weakly coupled, a fact which has important consequences that we discuss later. For
example in the case of Model 1, we have N = 1 gauge group E6 SU 2 E70 SU 02 which
is naturally associated with type A, N = 2 gauge group. The threshold corrections relevant
in the M-theory region are therefore (we define T i=3 = T )
3
T = fSU 2 ,
16 3
3
3
=S
T,
fSU2 = S
T
3
16
16 3
fE6 = S +
fE70
(32)
which shows that E6 and SU 2 gauge sectors are more weakly coupled and in this example
gauginos of the E70 sector condense.
An example of an N = 1 spectra based on type B, N = 2 gauge group is in Model 2 of
Table 2. Here we find
fE6 = S
1
T = fSU2 ,
16 3
7 For brevity we have not listed the various N = 1 charged massless states of the models listed in Tables 1
and 2.
fSO016 = S +
1
T.
16 3
169
(33)
Thus in this case the SO016 is the more weakly coupled (at MGUT ) and is also the sector
where condensation occurs. In a similar manner one can derive the threshold corrections
for the models listed in Table 2 and determine the weaker/stronger coupled sector.
In order to compute the N = 1 beta functions with a view to discovering which models
can support gaugino condensation, it is necessary to have knowledge of the complete
charged massless spectrum. In [47] a classification of the Tk twisted sectors of Z2k , N = 1
orbifolds was presented. In the present case of Z4 [46] list the massless states from the T1
and T2 twisted sectors. To complete the analysis we have just to consider if any additional
massless states can arise from the twisted sector T3 (k = 0, . . . , 3, with T0 corresponding to
the untwisted sector in the Z4 case). The equations defining massless right and left-moving
states are
2
1
1X t
(k)
p + kv t + NR + ck = 0,
2
2
4
t =1
2
1X I
P + kV I + NL(k) + NE8 E 0 + ck 1 = 0,
8
2
16
(34)
I =1
(k)
and NE8 E 0 are oscillator numbers in the right and left moving degrees.
where NR,L
8
The point group element acting on the SO(8) bosonized fermion lattice is represented
by the shift vector given by v = 14 (1, 1, 2, 0). The normal ordering constants ck are c1 =
c3 = 5/16 and c2 = 1/4. Now since min((p + 3v)2 ) = 22/16 (where p is an SO(8) lattice
vector) it is clear that there are no additional massless modes coming from the T3 twisted
sector. (In the T2 sector for example there are massless states since now min((p + 2v)2 ) =
1/4.) Thus the end result is that we can use the states given in [46] to determine the
N = 1 beta functions in Z4 models and those which have negative values, and which are
therefore relevant in gaugino condensation are listed in Table 2. From our above discussion
of stronger and weaker coupled sectors at MGUT , it turns out that all of the models that
support a condensing sector, this sector is the more strongly coupled except in two cases:
Models 2, 4 and 9, where this occurs in the weaker sector. Since in the Z4 case there is
only one T modulus contributing to thresholds, the size of the condensate (either v or h
as appropriate) is only a function of GUT (for fixed Mpl and MGUT ).
Before closing it is worth while considering what the largest allowable value for the
radius of the 5th dimension can be in the models considered in this paper, consistent with
the various constraints on low energy couplings etc. that we have seen above. There has
been much recent interest in models that macroscopically large (with respect to, e.g., the
inverse GUT scale 2 1016 GeV) extra spatial dimensions.
One of the basic constraints related to the maximum physical size of the 5th dimension,
= Re (T )0 8 and the choice of whether the observable sector lies on the wall
1
2/3 .
8 In [16] we argued that a natural choice for the reference scale is through 0 =
0
(4 )2/3 2 0
170
that is more weakly/strongly coupled. In the former case we have the relation GUT =
Re S + Re T (here for simplicity we consider a single modulus T ) from which the
1
2 Re T . Clearly
gauge coupling on the hidden wall can be expressed as h1 = GUT
this choice reveals the critical upper bound on Re T and the scale of the 5th dimension
(for a fixed value of MGUT ) if we demand that the hidden sector gauge coupling
remain finite [4]. Although the exact value of this critical radius depends on the size of
the threshold coefficients in the models we have considered in this paper there will be
rough agreement of = for the choice MGUT = 2 1016 GeV. The other case one might
have (which is realized in Models 1, 4 and 9 of the Z4 orbifolds listed in Table 2) is that the
stronger coupled sector contains the observable sector in which case we have the GUT scale
1
1
= Re S Re T and h1 = GUT
+ 2 Re T . Thus there is no critical radius
relation GUT
in this picture, if we imagine GUT as fixed. In both cases however, Re T is determined
by the requirement of obtaining the correct value of Mpl once GUT and MGUT are fixed.
But one can imagine (as in [18]) lowering the value of MGUT from 2 1016 GeV, which
would mean obtaining something other than the minimal supersymmetric extension of the
standard model in d = 4. By lowering MGUT (or in other words increasing ) it would seem
we can make larger by not only the increase in but also of Re T through the relation
(26). However if we want to include the mechanism of hidden wall gaugino condensation
to break supersymmetry as we have discussed in this paper, then this provided additional
bounds on the maximum values of . This follows from the fact that if the wall on which
condensation occurs is the more weakly coupled, then lowering MGUT forces the hidden
sector gauge coupling at MGUT to smaller values and consequently it requires a longer
renormalization group running (for a given value of bh ) in order to trigger condensation.
This fact coupled with the lowering of MGUT both point to a lowering of the scale at
which the gauginos condense. We have seen in this paper that for the models considered
we already obtain values of around the optimal value of 1012 1013 GeV for gravity
mediated soft supersymmetry breaking with MGUT = 2 1016 GeV. A natural lower bound
on MGUT would then be that which gives 105 GeV which would correspond to gauge
mediated soft supersymmetry breaking. From our discussions above this provides an upper
bound on .
Let us state the results. In the Z2 Z2 case, and Model 1, taking the direction Re T 1 =
Re T 2 = aRe T 3 = aRe T (with the dynamically favoured value a = 1 as discussed earlier)
we find the critical value Re Tc 100 for GUT = 0.04 so that the physical critical radius
1
. The actual value of Re T obtained from the constraint (29), with
c = 16(2GUT)1/6 MGUT
above value of GUT and MGUT = 2 1016 GeV is Re T 78 which is close to the critical
value. Because of this proximity and the fact that Re T is very sensitive to MGUT and
decreasing exponentially fast with T infact we cannot reduce MGUT by much more than
a factor of 2 or so. This implies the upper bound on the physical length is only a few
times that of the critical radius c given above. In Model 3 Re Tc 50 for the MSSM
values of GUT , MGUT . However we have see that at these values Re T 78 and we are in
a forbidden region. Infact to remedy this one can either decrease GUT slightly or increase
MGUT to avoid this problem. For example in the plot of in this case (Fig. 2) we have
taken GUT > 0.02.
171
In the Z4 case there are two possibilities: either strong or weak wall condensation
may occur. In the former, the analysis follows as above but now critical values of T are
Re T = 160 or Re T = 480 depending on whether the particular N = 1 gauge group
originates from either the type A or B N = gauge group discussed earlier. These allow
for slightly smaller reductions in MGUT before Re T reaches its critical value than in the
Z2 Z2 case being typically 1/5 and 1/10 times the MSSM value of 2 1016 GeV.
Potentially the more interesting case is weak wall condensation where the critical radius
is absent, and it would seem large values of are possible. However the bounds that >
105 GeV together with the observation that decreases exponentially with T which is
itself varies as (Mpl /MGUT )2 mean that MGUT cannot be lowered significantly. In Models
1 and 9 for example, we typically can only lower by a factor of 1/2 or 1/3 with respect
to the MSSM value, and hence the maximum values of the radius are again only a few
times the critical values.
It is clear that since the magnitude of the N = 1 beta function in the condensing sector
can never be too large (it is 90 for unbroken E8 ) this restriction on the lowering of
MGUT and the consequent increase of is pretty strong and fairly generic. One possible
means around this would be if one could find threshold corrections involving several Ti
moduli where the instanton numbers ni have opposite signs for at least two values of the
index i. Then one can imagine that the above lower bound on MGUT could be weakened
if partial cancellation occurs amongst the moduli in the threshold corrections, as we lower
MGUT and hence increase Re Ti . It would be interesting to find orbifold models where
this happens and to estimate the maximum allowed value of which might be orders of
magnitude larger than c .
As noted at the end of Section 2, it is straightforward to construct models with two or
three condensates using the basis models from Tables 1 and 2. To achieve this, one needs
to identify suitable F- and D-flat directions in the effective field theoretical Lagrangian.
Then, typically, nonvanishing vevs of scalar fields along these flat directions can be chosen
in such a way, that there remain additional nonabelian sectors with negative beta function
coefficients, thus providing additional condensates. This can happen for instance to one
of the SO08 factors in the Model 1 from Table 1, or to the E6 factor in the Model 1 of
Table 2. Detailed study of these models requires identification of the Yukawa couplings,
i.e., of the perturbative superpotential, for all the massless states. This is doable, however
complete analysis of this type lies beyond the framework of the present paper. Preliminary
considerations support clearly the scenario outlined in Section 2.
4. Soft terms
In this section we want to consider typical expressions for soft supersymmetry breaking
operators that are induced due to the presence of a gaugino condensates on either of the
walls, or on both of them. This mechanism is naturally described within a 5d framework
where transmission of supersymmetry breaking between walls occurs through bulk field
interactions with the walls. Although the framework of 5d supergravity is well established,
172
there are subtleties that arise in the HW formalism when reducing to d = 4 in the presence
of condensates, which were discussed in [35]. There, it was argued that a method of
reduction from d = 5 to d = 4 that captures the dynamics of the HW picture, is to integrate
out (via their equations of motion) the bulk fields that couple to condensates on (in general)
both walls. In this way one obtains the following set of soft operators in the case that
condensates i , i = 1, 2 = (+, ) appear on opposite walls [35]
Gravitino mass
2/3 3

2
(S + S)
(T + T )2 2 3
3 2
+
+
1 32 ,
(35)
m23/2 = 2/3
1
2
4
4
2 12M
432M
where M is the reduced d = 4 Planck mass.
Tan( )
tan( ) =
1 S + S 31 + 32
3
.
T + T 31 32
(36)
Gaugino masses
Here there is in general, a splitting between the gaugino masses arising on different
walls, which we denote by M1/2

3m3/2
(T + T )
.
(37)
sin( )(S + S) cos( )
M1/2 =
(T + T )
(S + S)
3
Trilinear scalar interactions
Assuming vanishing CP-violating phases then generic A -term takes the form

3(T + T )
A = 3m3/2 sin( ) 1
(T + T )
3(S + S)

3(T + T )
.
(38)
+ 3 cos( ) 1 +
(T + T )
3(S + S)
Chiral scalar masses
are found to be
The chiral scalar masses m2
i j

2
=
K
m2
i j m3/2
i j
3m23/2
(T + T )
3(S + S)

(T + T )
sin2
(T + T ) 2
(T + T )
3(S + S)

3(S + S)
2
cos2
+ (S + S)
(T + T )
3(S + S)

2 3(T + T )(S + S)
sin cos .
(T + T )
3(S + S)
(39)
If we now consider the single condensate case (e.g., 2 = 0) then it is clear from the
above expressions that 1 sets the scale for the soft terms, as well as the appearance of
reduced Planck mass M in the expression for gravitino masses. It is interesting to see the
dependence of the various soft terms on (which corresponds to a choice of nonstandard
173
2
Fig. 5. m23/2 (bold black), M1/2
(dotted/grey solid curves) and m2
ij (dashed/black solid curves)
versus .
Fig. 6. tan() versus .
Fig. 7. A (dashed/solid curves) versus .
174
embedding), in the case where we take standard model values for GUT and MGUT , and
eliminate ReS, ReT using the earlier definitions and the fit to Mpl in d = 4. Although
applying this procedure gives soft terms that depend on , plotting these in a model
independent fashion is problematic, since we know that the beta function coefficients in
1 change as varies. A better solution is to normalize the plots by dividing the soft
term by appropriate powers of 1 and M (effectively yielding dimensionless expressions).
This is what we have done in Figs. 57 9 (in the case of chiral scalar masses we plot the
3
4
diagonal combination K 1ij m2
j k M /1 ). To get absolute normalization of soft terms in a
given model requires the data from the plots together with the value of 1 in the model.
The striking feature of the pattern of the soft breaking operators is the strongly marked
asymmetry between soft terms for fields stemming from different walls, both for small and
large values of the tan( ). It is straightforward to imagine the Standard Model group to be
a mixture of the gauge factors originally 10 contained in both E8 and E80 living on different
walls (at least the U (1) factor(s) can easily be such mixtures), see [16]. In such a case this
asymmetry would be a clear low energy signature of the double-wall structure at high
energies.
5. Conclusions
In this paper we have focussed on the viability of the mechanism of gaugino
condensation to generate supersymmetry breaking at acceptable energy scales in strongly
coupled E8 E8 heterotic string theory. In this context we have considered compactifying
the boundary theories to d = 4 on orbifolds, in order to have explicit strongly coupled string
models as the framework to consider the 4d dynamics of the hidden sector condensation.
We have concluded that if two or three condensates are switched on different walls,
then supersymmetry is always broken. If a larger number of condensates are switched
on, then one obtains solutions with unbroken supersymmetry, but, possibly, stabilizing 4d
moduli. From the five-dimensional point of view, the racetracks on the walls are able to fix
boundary expectation values of the 5d moduli, thus giving rise to the scenario described
recently in [37].
In all the explicit examples we have studied the scale of condensation is smaller than
the scales associated with either the 5th or orbifold compact dimensions and so justifies
the treatment of the dynamics of the condensate in the 4d framework. We have seen that
phenomenologically reasonable values of 105 Mpl are obtainable in a number of
models with the MSSM value of MGUT and GUT . In the case of threshold corrections
which depend only on a single T modulus, this result is particularly interesting as such a
modulus is determined in terms of Mpl , MGUT and GUT by the requirement that the correct
value of Mpl emerge in d = 4. Thus it seems that the M-theory thresholds are such that they
appear to favour MSSM values of MGUT in as much as if we try to lower significantly the
9 Note, that we assume the convention that varies between /2 and +/2.
10 I.e., before turning on the vacuum bundle.
175
value of MGUT from this, then is lowered exponentially quickly, due to the sensitivity of
Re T to MGUT . The same is roughly the case when several moduli are present as we have
seen in the Z2 Z2 orbifold examples. It would seem that to accommodate smaller values
of MGUT within models that also generate hierarchical hidden wall condensation requires
some partial cancellation of moduli field expectation values in the threshold corrections on
that wall, as we discussed above.
Even though as we have stated, the magnitude of justifies a 4d renormalizable field
theory picture, the actual supersymmetry breaking in the observable sector appears through
soft terms generated by certain 5d bulk fields that couple to the condensates. What we have
seen in some of the models studied here is that supersymmetry breaking source terms
that arise from gaugino condensation have approximately the right hierarchical mass scale
to generate TeV scale supersymmetry breaking in the visible sector. To visualize some
of the nontrivial features of this supersymmetry breaking mechanism in the presence of
two gauge sectors with different gauge kinetic functions, we have plotted the soft susy
breaking operators for fields living on different walls as a function of the parameter
which controls the nonuniversal part of the gauge kinetic function. Different values of the
correspond to different embeddings. There is a noteworthy asymmetry between soft terms
on different walls, which might offer a low energy signature of the double wall structure
of the fundamental theory.
Acknowledgement
Acknowledgments Authors thank Stephan Stieberger for very helpful discussions.
Authors thank also Stefan Pokorski, Hans Peter Nilles and Jan Louis for useful comments.
S.T. thanks Physikalishes Institut of the Universitt Bonn for hospitality during his visit.
This work was partially supported by the European Commission programs ERBFMRXCT96-0045 and CT96-0090. Z.L. acknowledges the support by the Polish Committee
for Scientific Research Grant 2 P03B 052 16 (99-2000) and by M. Curie-Sklodowska
Foundation, and S.T. the Royal Society.
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D1/D5 system with B-field, noncommutative

geometry and the CFT of the Higgs branch
Avinash Dhar a, , Gautam Mandal a,b , Spenta R. Wadia a,1 ,
K.P. Yogendran a
a Department of Theoretical Physics, Tata Institute of Fundamental Research, Homi Bhabha Road,
Mumbai 400 005, India

b CERN Theory Division, CH-1211, Geneva 23, Switzerland
Abstract
The D1/D5 system is considered in the presence of the NS B field. An explicit supergravity
solution in the asymptotically flat and near horizon limits is presented. Explicit mass formulae are
presented in both cases. This solution has no D3 source branes and represents a true bound state of the
D1/D5 system. We study the motion of a separated D1-brane in the background geometry described
above and reproduce the Liouville potential that binds the D1 brane. A gauge theory analysis is also
presented in the presence of FayetIliopoulos (FI) parameters which can be identified with the selfdual part of the NS B field. In the case of a single D5-brane and an arbitrary number of D1-branes we
can demonstrate the existence of a bound state in the Higgs branch. We also point out the connection
of the SCFT on the resolved SymQ1 Q5 (Te 4 ) with recent developments in non-commutative Yang
Mills theory. 2000 Elsevier Science B.V. All rights reserved.
PACS: 11.25.-w; 04.70.-s; 11.15.-q
Keywords: String theory; Black holes; Non-commutative YangMills theory
1. Introduction
The D1/D5 system of type IIB string theory compactified on S 1 T 4 (or type IIA on
S 1 K 3 ) has been the subject of many investigations since it was introduced by Strominger
and Vafa [1] in their work on the microscopic origin of the entropy of the corresponding
black hole solution in (4+1)-dimensions. This system is amenable to a rather precise
analysis because its dynamics in the limit 0 0 is described by a non-Abelian gauge
theory. This fact underlies the hope that a correctly understood and calculable theory of
E-mail: adhar@theory.tifr.res.in
1 Jawaharlal Nehru Centre for Advanced Scientific Research, Bangalore 560012, India.
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 0 6 6 - 3
178
A. Dhar et al. / Nuclear Physics B 575 (2000) 177194
Hawking radiation can emerge for the near extremal 5-dimemsional black hole. This hope
is realized for the emissivity of the massless modes upto an overall numerical constant
which can be fixed by assuming the AdS/CFT duality [2].
It turns out that the infra-red dynamics of D1/D5 system is described by a 2-dimensional
superconformal sigma model whose target space is the moduli space of YangMills
instantons on T 4 or K 3 . In this paper we will will restrict ourselves to T 4 . This SCFT
has a singularity corresponding to the vanishing size of instantons which corresponds to
the origin of the Higgs branch. The singularity is resolved by turning on any one of the
four exactly marginal operators which correspond to the blow-up modes. In the SCFT with
target space SymQ1 Q5 (Te 4 ) 2 , these 4 operators arise from the twisted sector corresponding
to a single non-trivial cycle of length 2 and are denoted by 0 and 1 in [3]. Using a global
symmetry of the SCFT these were identified in [3] to be dual to the four supergravity
fields: B (+) (self-dual part of the NS 2-form B) and aC (0) + bC (4) (a linear combination
of the RamondRamond forms C (0) and C (4) ). Seiberg and Witten [4] have shown that the
singularity of the Higgs branch corresponds to the decay of the marginally stable bound
system of D1/D5 branes to sub-systems of D1/D5 branes. Turning on any 4 marginal
operators evades the singularity of the Higgs branch, because the marginally stable bound
state is now expected to become a true bound state.
This fact can be argued in various ways and if we assume the AdS/CFT conjecture it
certainly implies the existence of a black hole solution in the bulk where the moduli fields
corresponding to the blowing up modes are non-zero. Such a black hole will be stable
against fragmentation into constituents. In this paper we present such a solution for which
B 6= 0 (in particular, B (+) |brane 6= 0). A preliminary version was already reported in [5]. We
present a detailed analysis of the charges, both at infinity and at the horizon, to ensure that
the system is indeed D1/D5 and there are no source D3-branes. Given this new solution we
repeat the analysis in [4] and study the motion of a test D1-brane in the background of this
solution. We demonstrate the Liouville potential that binds the D1-brane to a large number
of D1/D5 branes. The coefficient of the Liouville potential is proportional to b2 , where b
is the self-dual part of the NS B field at the horizon.
The discussion of the bound state in the context of the microscopic theory can be done
efficiently by approximating the instanton sector of the 5-brane gauge theory by the N = 4,
U (Q1 ) U (Q5 ) gauge theory in 2 dimensions [6,7]. We analyze the D-flatness (ADHM)
equations when the FayetIliopoulos (FI) parameters are non-zero, and indicate that the
(1, 5) and (5, 1) strings condense on the hyper-Kahler manifold T CP N1 , where N =
Q1 Q5 . We then discuss the transverse fluctuations of the brane system (case Q5 = 1)
and show that these do not have flat directions transverse to the brane system if the FI
parameters are non-zero. This demonstrates a normalizable ground state of the Higgs
branch.
As this work was getting completed we became aware of the recent developments in
non-commutative geometry and string theory [819]. The presence of the B in the world
2 Sym M denotes the symmetric product M k /S(k) where S(k) is the permutation group of k elements. The
k
tilde on T 4 is a reminder that the 4-torus is not necessarily identical to the original T 4 [2].
179
volume of a collection of D-branes changes the boundary conditions of the open strings that
mediate the interactions of the branes. The effect of this is that the YangMills (YM) theory
in 6-dimensions in T 4 S 1 R 1 that describes the collective modes of the D1/D5 system
is now replaced by a noncommutative YM theory (NCYM), with the noncommutativity
parameter determined by B, as explained in [9]. The moduli space to consider should
b
b() = 0, where F
now be that of the self-dual gauge fields in NCYM on the four-torus: F
denotes the NCYM field strength and the superscript () denotes anti-self-dual part, taken
with respect to an appropriate (open string) metric. These conditions once again preserve
8 SUSYs and can be considered as a deformation of the original self dual equations.
In case of the YM theory in R 4 , Nekrasov and Schwarz [20] have shown, by an analysis
b() = 0 is equivalent to a resolution of
of the ADHM equations, that the moduli space of F
(+)
the moduli space of the ordinary F () = 0 by the Bij (FayetIliopoulos) parameters. For
the case of the torus T 4 or K 3 we are unaware of a similar precise statement but an educated
b() = 0 on the torus is a resolution of the
guess is the following: The moduli space of F
ij
symmetric product: SymQ1Q5 (Te 4 ). In applications, for instance, when one constructs the
orbifold CFT on the symmetric product one implicitly assumes that a certain flux persists
in the squashed 2 cycles. This flux corresponds to turning on the operator 0 in [3]. We conjecture that the SCFT obtained by further adding the 3 operators 1 , with arbitrary values of
the corresponding moduli, is the SCFT where target space is the moduli space of Fij() = 0.
The paper is organized as follows: We first construct in Section 2, the supergravity
solution that corresponds to the D1/D5 system in the presence of non-zero B and the
Liouville potential felt by a probe D1-brane. In Section 3, we discuss the N = 4, U (Q1 )
U (Q5 ) gauge theory in 2 dimensions when the FayetIliopoulos (FI) parameters are
non-zero and discuss the transverse fluctuations of the brane system (case Q5 = 1). We
conclude with a proposal for the sigma model on the moduli space of NCYM instantons.
2. D1/D5 system with B-field

In this section we will construct a solution [5] to type IIB supergravity compactified on
T 4 which represents the D1/D5 system with a NS B-field in the internal T 4 directions. We
will obtain this solution from brane systems without a B-field by a series of T -dualities
and use it to study various properties of this system discussed in the Introduction.
We will denote the T 4 directions as x 6,7,8,9. We begin with a IIB supergravity solution
corresponding to two sets of orthogonal D3-branes extending along x 5,6,7 and x 5,8,9 ,
respectively. The common direction, x 5 , is assumed non-compact for the moment. The
first set of D3-branes, which wraps the T 4 in x 6 and x 7 directions, is smeared (see, e.g.,
[22]) over the remaining T 4 directions, x 8 and x 9 . The other set of D3-branes, which wraps
x 8 and x 9 directions, is smeared over x 6 and x 7 . This solution (e.g., [23]) is given by the
following metric, dilaton and self-dual 5-form RR field strength:
2

ds 2 = (f1 f5 )1/2 dt 2 + dx 5 + (f1 f5 )1/2 dr 2 + r 2 d32
2
2
2
2
+ (f1 /f5 )1/2 dx 6 + dx 7 + (f5 /f1 )1/2 dx 8 + dx 9 ,
180
e2 = 1,
e (3) dx 8 dx 9,
F (5) = K (3) dx 6 dx 7 + K
where

K (3) = df51 dt dx 5 + 0 1 3 ,

e (3) = df 1 dt dx 5 + 0 5 3 .
K
1
Here 3 is the volume form of the 3-sphere and the harmonic functions f1 and f5 are given
by

1,5 0
,
(2.1)
f1,5 = 1 +
2
r2
where 1,5 are dimensionless numbers related to the numbers of D3-branes in the two sets.
We have used here a notation which is appropriate to the D1/D5 solution with a B-field
that we are ultimately interested in. For the sake of completeness, we also give here the
type IIB low-energy action to which the above is a solution:
Z
1
SIIB = 2 d10 x G
2

1
1
1
2
2
(3) 2
(3) 2
(5) 2
H
F
F
e
R + 4()
2 3!
2 3!
4 5!
Z
1
(2.2)
+ 2 C (4) F (3) H (3),
4
where
H (3)
2
(3)
= HMNP H (3)MNP,
F (n)
2
= FM1 Mn F (n)M1 Mn ,
(n)
and, using the standard form notation,

(2)
,
H (3) = dBNS
F (5) = dC (4)
F (3) = dC (2) ,
1 (2)
1
C H (3) + B (2) F (3) .
2
2
(2.3)
The self-duality constraint, F (5) = F (5) , is imposed at the level of the equations of
motion. Also, 2 = 8G10 , where G10 = 8 6 g 2 04 is the 10-dimensional Newtons
constant (in the convention that the dilaton, , vanishes asymptotically).
The desired D1/D5 solution is obtained from the above solution by the following series
of T -duality transformations: A rotation in the x 6 x 8 plane by an angle , followed by a T duality in the (new) direction x 8 , followed by a rotation in the x 7 x 9 plane by an angle ,
which is finally followed by a T -duality in the (new) direction x 9 . We have used the T duality rules for RR field strength in the form given in [27], adapted to our conventions
(self-dual 5-form RR field strength). We present below the solution obtained in this way:
2

ds 2 = (f1 f5 )1/2 dt 2 + dx 5 + (f1 f5 )1/2 dr 2 + r 2 d32

2
2
2
2
,
(2.4)
+ (f1 f5 )1/2 Z1 dx 6 + dx 8 + Z1 dx 7 + dx 9
e2 = (f1 f5 )/(Z Z ),
(2)
BNS
= Z1 sin cos (f1 f5 ) + b68 dx 6 dx 8

+ Z1 sin cos (f1 f5 ) + b79 dx 7 dx 9,
e
F (5) = Z1 f5 cos sin K (3) + f1 cos sin K
Z,
(2.5)
e (3) + sin sin K (3) ,

F (3) = cos cos K

(3)
(2.6)
(2.7)
dx 6 dx 8
e (3) ) dx 7 dx 9 ,
+ Z1 f5 cos sin K (3) + f1 cos sin K

, 0
=1+
,
2
r2
= 1 sin2 + 5 cos2 ,
181
= 1 sin2 + 5 cos2 .
(2.8)
(2.9)
Here b68 and b79 are arbitrary constants which we have added at the end by a T -duality
transformation that shifts the NS B-field by a constant. Note that for = = 0 and b68 =
b79 = 0, the above solution reduces to the well-known solution for D1/D5 system without
B-field.
2.1. Charges
In this subsection we will discuss the various charge densities 3 associated with the RR
fields. The electric charge densities are given by
I
1
Qelec = 2 F (n) ,
2
and the magnetic charge densities by
I
1
Qmag = 2 F (n) .
2
The integrals above are evaluated at asymptotic distances in the 4-dimensional noncompact
space. Note that for arbitrary and values, F (3) and F (5) have non-trivial r-dependence
which is different from the asymptotic dependence 1/r 3 . This means, in particular, that the
numerical values of the charges computed in the asymptotically flat geometry are different
from those computed in the near horizon AdS geometry. We shall give below expressions
for charges in both cases. The charges in the near horizon geometry have been distinguished
from those in the asymptotically flat geometry by a superscript (h) .
The RR field strength F (3) gives rise to D1-brane and D5-brane charges while F (5) gives
rise to two types of D3-brane electric and magnetic charges. For our solution these charge
densities are, in an obvious notation,
Q1 = (1 cos cos + 5 sin sin ),
(2.10)
Q5 = (5 cos cos + 1 sin sin ),
(2.11)
Q3 Q568
3
= (5 cos sin 1 cos sin ),
3 These are densities rather than the total charges, as explained below (2.13).
(2.12)
182
Q03 Q579
3 = (5 cos sin 1 cos sin ),
(2.13)
where = 0 3 /(2 2) and 3 = 2 2 is the volume of a unit 3-sphere. Here Q1 is the

charge density of D1-branes obtained by dividing in addition by the asymptotic volume
of the torus T 4 and Q3 , Q03 are D3-brane charge densities obtained by dividing in addition
by appropriate T 2 volumes.
In the near horizon geometry, the corresponding expressions for the charge densities are:
1 5
(2.14)
Q(h)
1 = (5 cos cos + 1 sin sin ),

(h)
Q5 = Q5 ,
1 5
(h)
568(h)
=
sin( ),
Q3 Q3
1 5
(h)0
579(h)
=
sin( ).
Q3 Q3
(2.15)
(2.16)
(2.17)
As expected, only the D5-brane charge density is the same in the two cases.
2.2. Source branes and mass
We now require that our solution should correspond to only D1- and D5-brane sources.
That is, we want the D3-brane charges to be induced purely by our nonzero B-field, and
not by any source D3-branes 4 .
There are two contributions to the D3-brane charge induced by the B-field. One comes
from the bulk ChernSimons term in (2.2),
Z
1
(2.18)
C (4) F (3) H,
4 2
and the other from the coupling
Z
Q5 C (4) B
(2.19)
in the ChernSimons part of the D5-brane would volume action,

Z X
0
e2 F +B C (n) .
(5) Tr
(2.20)
Here (5) is the charge density of a D5-brane and the trace is over the non-Abelian gauge
group U(n5 ), n5 being the number of D5-branes.
The coupling in (2.18) contributes a -function term (with support at the location of
the D5-brane in the 4 noncompact dimensions) in the local D3-brane charge density,
proportional to the value of the B-field at the horizon. On the other hand, the contribution
of (2.19) to the D3-brane charge is proportional to the difference of the asymptotic and the
horizon values of B. It can be shown that the sum of these two contributions is an induced
4 Note that the full space of supergravity solutions generated by the T -duality group O(4, 4) will have arbitrary
number of source D1-, D3- and D5-branes. We will choose below parameters of our T -duality transformations in
such a way that we have a pure D1/D5 system.
183
D3-brane charge proportional to the asymptotic value of the B field, thus leading to (2.22)
below.
Similarly to the above, there are also contributions to the total D1-brane charge which
are induced by the B-field. Apart from the bulk ChernSimons term (2.19), there is also a
contribution from the D5-brane ChernSimons action which is given by
Z
1
B B C (2) .
(2.21)
Q5
2!
In this case also the two contributions add up to finally give induced D1-brane charge
which depends only on the asymptotic value of B, leading to (2.26) below.
Let us now discuss the two cases of asymptotically flat and near horizon geometry
separately. In other words, we will consider first the case of the full supergravity
solution (2.4) and then the case in which we take the near-horizon limit in the spirit of [28]
and treat it as an independent solution of IIB supergravity in its own right.
2.2.1. Asymptotically flat geometry
Here, the absence of any D3-brane sources is ensured by demanding that
()
Q5 ,
Q3 = B79
()
Q03 = B68
Q5 ,
(2.22)
where
()
= b79 ,
B79
()
B68
= b68 ,
(2.23)
are the asymptotic values of the two nonzero components of the B-field. Eq. (2.22) are
satisfied if we set
5 sin cos 1 cos sin
,
(2.24)
b68 =
5 cos cos + 1 sin sin
5 cos sin 1 sin cos
.
(2.25)
b79 =
5 cos cos + 1 sin sin
Furthermore, if Q1s denotes the D1-brane charge which arises from source D1-branes,
then, using (2.2) and (2.21) it can be shown that
() ()
B79 Q5 .
Q1s = Q1 B68
From (2.10)(2.13) and (2.22)(2.26) we then get

1 5
.
Q1s = 2
Q5
(2.26)
(2.27)
Mass
The supergravity solution that we have is (1/4) BPS. The mass of this (1/4) BPS
solution [29], which coincides with its ADM mass, is given in terms of the appropriate
charge densities by
2
(2.28)
M 2 = (Q1 + Q5 )2 + Q3 Q03 .
Note that, as expected, the mass given by (2.28) equals the ADM mass of the intersecting
D3-brane solution from which the present solution was obtained by T -duality, i.e.,
M = (1 + 5 ).
(2.29)
184
We wish to study M as a function of the moduli, keeping Q1s and Q5 fixed. This last
requirement, together with (2.24) and (2.25), determines 1 , 5 , and as functions of
the two moduli b68 and b79 :
b68 b79
,
1 b68 b79 Q1s /Q5
Q5
(1 + b68 b79 + Q1s /Q5 ) sec( )
1 =
2

(1 b68b79 Q1s /Q5 ) sec( + ) ,
(2.31)
Q5
(1 + b68 b79 + Q1s /Q5 ) sec( )
2

+ (1 b68b79 Q1s /Q5 ) sec( + ) .
(2.32)
tan( ) =
5 =
(2.30)
For arbitrary b68 and b79 , 1 and 5 given by the above equations will not satisfy any
quantization conditions, unlike, e.g., for b68 = b79 = 0 for which 5 = 2gs n5 and
1 =
2gs n1
,
VT 4 /[(2)4 02 ]
where n1 and n5 are integers. This should not unduly worry us since for the system under
discussion only Q1s and Q5 have a direct physical interpretation in terms of brane sources,
and it is only on these that appropriate quantization conditions must be imposed.
We now wish to extremize (2.28) with respect to both b68 and b79 . This requires
p
(2.33)
b68 = b79 = Q1s /Q5 1,
and then the mass at the fixed point is given by
M 2 = 4Q1s Q5 .
(2.34)
For fixed asymptotic volume of T 4 , Eq. (2.33) can be seen to fix the B-moduli at the
minimum in terms of the ratio of D1- and D5-brane source charges. For a different value for
this ratio, the mass is minimized for appropriately different values of the B-moduli. Stated
differently, for a fixed value of the B-moduli, unless the charge-ratio is given by (2.33), the
system will be unstable and decay to a system which satisfies (2.33).
Hence, once the B-moduli are fixed at the values in (2.33), the system forms a true bound
state of the constituent branes 5 .
2.2.2. Near horizon geometry
In this case, absence of D3-brane sources is ensured if we set
(h)
Q(h)
3 = B79 Q5 ,
(h)
Q(h)
3 = B68 Q5 ,
(2.35)
5 It is interesting to consider the case when the fragmentation happens keeping the ratio of Q /Q fixed.
1s
5
Eq. (2.34) would predict zero binding energy and fragmentation at no cost. However, such an eventuality will be
prevented for mutually prime Q1s , Q5 . This is in accord with [4,30,31] which indicate singularities associated
with points in the moduli space where Q1s and Q5 have common factors.
185
where
1 5
sin cos + b68 ,
1 5
(h)
sin cos + b79,
B79 =
(h)
B68 =
(2.36)
(2.37)
are the horizon values of the two nonzero components of the B-field. Eq. (2.35) are satisfied
for precisely the same values of b68 and b79 as in (2.24) and (2.25). Moreover, we see that
in this case
(h)
B (h)
B68
= 79 ,
(2.38)
which is the self-duality condition on the B-field in the near horizon geometry. We also
note that the volume of T 4 at the horizon is given by
(h)
VT(h)
4 =
Q
1 5
= 1 .

Q5
(2.39)
The D1-brane charge that arises from source D1-branes in this case is given by
(h)
(h)
(h)
(h)
Q1s = Q1 B68 B79 Q5 .
(2.40)
From (2.14)(2.17) and (2.35) we get

Q(h)
1s = Q1s ,
(2.41)
where Q1s is given by (2.27). Thus we see that not only do the parameters b68 and b79
have the same values here as in the asymptotically flat case, even the source D1-branes are
identical, despite the total D1-brane charges being very different in the two cases.
Mass
The (1/4) BPS mass formula in terms of the various charge densities in this case is
0
2
2
(h) 2 (h)
Q(h)
Q(h)
Q1
M
3
3
=
+ Q5 +
.
(2.42)
g77 g99
g66 g88
V (h)
V (h)
4
4
T
Using (2.35)(2.41) it can be easily seen that

2
(h)
M (h) = VT 4 (4Q1s Q5 ).
(2.43)
Apart from the extra factor of the T 4 volume in the near horizon geometry, this is exactly
the same as (2.34). The extra volume factor correctly takes into account the difference
in the 6-dimensional Newtons constant between the asymptotically flat and near horizon
geometries because of the difference in the T 4 volume in the two cases. We have already
seen that the B-field is automatically self-dual in the near horizon geometry and that the
volume of T 4 satisfies the condition given by (2.39) and (2.40). We now see that the mass of
the bound state is already at the fixed point value. Thus the solution we have here provides
an explicit demonstration of the attractor mechanism of [32].
186
2.3. Motion of a separated D1-brane

In this subsection we will discuss the fragmentation of the D1/D5 system in which
a single D1-brane splits off. As mentioned above, the presence of a B-field leads to a
bound state. Therefore, if we consider the motion of the single D1-brane in the background
geometry of the remaining branes, we should find an attractive potential. This problem was
addressed in [4] who argued that the potential is of the Liouville form in the near-horizon
geometry. We will use our supergravity solution to find the attractive potential in the full
geometry which will include the above result in the near-horizon limit.
Let us assume that the remaining D1/D5 system is given by the parameters Q1 , Q5 .
The motion of the separated D1-brane can then be described by the following DBI action,
coupled to the supergravity solution (2.4)(2.9)
Z
q

1
2
0B
b ) C (2) ,
e
det(
g
+
2
(2.44)
d
S1 =
2g 0
where
g = g x x ,
b = B x x
B
(2.45)
represent the pull-backs of the metric and the B-field onto the D1-brane world-sheet. We
will consider a radially moving D1-brane, given by
x 0 = 0 ,
x 5 = 1 ,
r = r( ).
It is easy to find S1 explicitly for small B-moduli 6 (small angles , ):

Z

1
S1 = 0 d f51 + o v 2 .
g
(2.46)
(2.47)
As we have argued above, the minimum-energy bound state requires the condition (2.33),
which in turn means = . For small B-moduli, therefore, the coefficient of f51 is
2 = b2 , where b = b68 = b79 .
Thus the separated D1-brane feels an attractive potential

5 0 1
1 2
.
(2.48)
V (r) = 0 b 1 +
g
2r 2
The near-horizon limit is given by the functional form r 2 which, in terms of the scalar field
= ln r on the throat, is of the Liouville form e2 .
It is remarkable that the separated D1-brane feels a static potential which is the hallmark of a non-BPS situation, whereas normally one expects a DpDq system with (p q)
mod 4 = 0 to be BPS. It appears even more remarkable if one recalls that the supergravity
solution with the B-field, which shows the non-zero binding energy, is obtained simply by
a series of T -duality transformations. Appearance of non-zero binding energy as a result
of T -duality has been noted before (see, e.g., [2426]). See also related remarks in [9].
6 For radial motion, B
b vanishes, but the effect of non-zero B shows up in the presence of non-zero angles ,
which leads to non-zero C (2) .
187
3. Gauge theory description of the D1D5 bound state

In this section we discuss the microscopic theory of the D1D5 system. The moduli
space of instantons of the 5-brane gauge theory with gauge group U (Q5 ) and instanton
number Q1 is the resolved SymQ1 Q5 (Te 4 ). 7 In the limit of small instanton size one can
approximate this description by directly constructing the gauge theory corresponding to
the system of Q1 D1-branes and Q5 D5-branes [6,7]. This description provides a good
physical picture of the dynamics of the brane system. The brane configuration is as follows.
The D1-branes are wrapped on the circle S 1 along the direction x5 and the D5-branes are
of T 4 are denoted by xi , i = 6, 7, 8, 9.
wrapped on the 5-torus S 1 T 4 . The coordinates
The radius R of S 1 is chosen so that R 0 and V4 02 .

The above configuration of branes interact via open strings that are attached to the
branes. Denote these by (1, 1), (5, 5), (1, 5) and (5, 1). The low energy dynamics of
this system is described by a U (Q1 ) U (Q5 ), N = 4 gauge theory in the 2 dimensions
common to the 2-branes, i.e., (t, x5 ). We also allow for a non-zero angle corresponding
to the relative U (1) that acts on the hypermultiplets.
The field content is summarized as follows:
(i) (1, 1) Strings:
The fields corresponding to the massless excitations of the (1, 1) strings are
obtained from the dimensional reduction of U (Q1 ), N = 1 SYM in 10 dimensions.
The bosonic fields can be organized as vector and hyper multiplets of N = 2 theory
in 4 dimensions in the adjoint representation of U (Q1 ):
vector multiplets:
hyper multiplets:
(1)
(1)
A0 , A5 , Ym , m = 1, 2, 3, 4,
Yi , i = 6, 7, 8, 9.
In the above description we have neglected the winding modes of the (1, 1) strings
on the torus T 4 .
(ii) (5, 5) Strings:
The massless modes of the (5, 5) open strings are obtained in a similar way except
that the gauge group is U (Q5 ) and we neglect the KK modes corresponding to the
torus T 4 :
vector multiplets:
hyper multiplets:
(5)
(5)
A0 , A5 , Xm , m = 1, 2, 3, 4,
Xi , i = 6, 7, 8, 9.
(iii) (1, 5) and (5, 1) Strings:

The fields corresponding to the massless excitations of the (1, 5) and (5, 1) open
strings can be organized as doublets of the SU(2)R symmetry of the gauge theory.
SU(2)R is the diagonal subgroup of SO(4)I ' SU(2) SU(2) which acts on the
coordinates xi = 6, 7, 8, 9.
1

a 0 a
Aa 0 a
0
hyper multiplets: a a =
=
.
(3.1)
Ba 0 a
a20 a
7 We have here dropped the subscript s on the source D1-brane charge (which corresponds now to the
instanton number) and, furthermore, by abuse of notation, Q5 and Q1 are now representing the corresponding
numbers of branes rather than appropriate charge densities as in the previous section.
188
Aa 0 b and Ba 0 b transform in the bi-fundamental representation of U (Q1 )

U (Q5 ). The U (1) U (1) subgroup is important. One combination leaves the
hypermultiplet invariant. The other combination is active and (Aa 0 a , Ba 0 a ) have
U (1) charges (+1, 1). is a chiral spinor of SO(4)I with convention 6789 =
.
In the above discussion, the fields Yi and Xi along the torus directions are assumed to be
compact. However it is not obvious how to compactify the range of so that the integration
over this field in the path integral is finite.
3.1. The potential terms
The potential energy density of the vector and hyper multiplets is a sum of 4 positive
terms,
V = V1 + V2 + V3 + V4 ,
1 X
1 X
trU (Q1 ) [Ym , Yn ]2 2
trU (Q5 ) [Xm , Xn ]2 ,
V1 = 2
4g1 m,n
4g5 m,n
V2 =
1 X
1 X
2
tr
[Y
,
Y
]
[Xi , Xm ]2 ,
i
m
U
(Q
)
1
2g12 i,m
2g52 i,m
(3.2)
(3.3)
(3.4)
2
1X
trU (Q1 ) (Xm Ym ) Xm Ym ,
(3.5)
4 m

2
1
+ 1
T +
+
V4 = trU (Q1 ) iij + i[Yi , Yj ] ij
4
Q1

1
1 2
+ trU (Q5 ) + iij + i[Xi , Xj ]+ ij+
.
(3.6)
4
Q5
The potential energy V4 comes from a combination of F and D terms of the higher
dimension gauge theory. ij = 2i [i , j ] are spinor rotation matrices. The notation aij+
denotes the self-dual part of the anti-symmetric tensor aij .
In V4 we have included the FayetIliopoulos (FI) terms ij+ , which form a triplet under
SU(2)R . Their inclusion is consistent with N = 4 SUSY. The FI terms can be identified
with the self dual part of Bij , the anti-symmetry tensor of the NS sector of the closed
string theory. This identification at this stage rests on the fact that (i) ij+ and Bij+ have
identical transformation properties under SU (4)I and (ii) at the origin of the Higgs branch
where = X = Y = 0, V4 ij+ ij+ . This signals a tachyonic mode from the view point
of string perturbation theory. The tachyon mass is easily computed and this implies the
relation ij+ ij+ Bij+ Bij+ .
V3 =
3.2. D-flatness equations and the moduli space

The supersymmetric ground state (semi-classical) is characterized by the 2-sets of Dflatness equations which are obtained by setting V4 = 0. They are best written in terms of
(5)
the SU (2)R doublet fields Na(1)
0 b0 and Nab :

N (1) =

N (5) =
(1)
N1
(1)
N2
N1
(5)
N2
(5)
Y9 + iY8
Y7 + iY6
189
X9 + iX8
X7 + iX9
,

.
(3.7)
+
+
+
and c = 67
+ i68
. With these definitions the 2 sets of D-flatness
We also define = 69
conditions become:

a 0 b 0 ,
(3.8a)
AA+ B + B a 0 b0 + N1(1) , N1(1) a 0 b0 N2(1) , N2(1) a 0 b0 =
Q1
(1) (1)
c
a 0 b 0 ,
(3.8b)
(AB)a 0 b0 + N1 , N2 a 0 b0 =
Q1

ab ,
(3.8c)
A+ A BB + ab + N1(5) , N1(5) ab N2(5) , N2(5) ab =
Q5
(5) (5)

c
ab .
(3.8d)
A+ B + ab + N1 , N2 ab =
Q5
The hypermultiplet moduli space is a solution of the above equations modulo the gauge
group U (Q1 ) U (Q5 ). A detailed discussion of the procedure was given in [7]. Here we
summarize.
If we take the trace parts of Eq. (3.8) we get the same set of 3 equations as the D-flatness
equations for a U (1) theory with Q1 Q5 hypermultiplets, with U (1) charge assignment
(+1, 1) for (Aa 0 b , BaT0 b ). Thus,
X

Aa 0 b Aa 0 b BaT0 b BaT0 b = ,
(3.9a)
a0b
Aa 0 b BaT0 b = c .
(3.9b)
a0b
For a given point on the surface defined by Eq. (3.9) the traceless parts of (3.8) lead to
3Q21 + 3Q25 6 constraints on among 4Q21 + 4Q25 8 degrees of freedom corresponding
to the traceless parts of the adjoint hypermultiplets N (1) and N (5) . Using Q21 + Q25 2
gauge conditions corresponding to SU(Q1 ) SU(Q5 ) we have (3Q21 + 3Q25 6) + (Q21 +
Q25 2) = 4Q21 + 4Q25 8 conditions for the (4Q21 + 4Q25 8) degrees of freedom in the
traceless parts of N (1) and N (5) . The 8 degrees of freedom corresponding to tr Xi and tr Yi ,
i = 6, 7, 8, 9 correspond for the centre-of-mass of the D5 and D1 branes respectively.
Eq. (3.9) for Q1 Q5 hypermultiplets have been recently discussed in the context of
instantons in non-commutative gauge theory [9,20]. They define M = T CP Q1 Q5 1 , the
cotangent bundle of the complex hyper-Khler manifold CP Q1 Q5 1 . The FI parameters
ij+ can be identified with the moduli of the hyper-Khler metrics on M. For example, in
the case of Q1 Q5 = 2, M is the EguchiHanson space. When the FI parameters go to zero,
it reduces to the singular space, C 2 /Z2 . Similarly, we can show that when the FI terms go
to zero, M defined by Eqs. (3.12) and (3.13) becomes the singular space (Appendix A)
M0 = C 2
C2 C2
C2
2 N1 .
w
w
w
(3.10)
190
The singularity of M0 corresponds to the cycle of length N of the permutation group

=
SN . Associated with this singularity is a chiral primary operator with dimension (h, h)
N1
,
).This
result
has
appeared
before
in
[4]
using
a
different
approach.
In
order
to
( N1
2
2
recover the singularity structure corresponding to all the other cycles and the corresponding
chiral primaries, we may have to consider D-terms (similar to Eqs. (3.12), (3.13) with FI
parameters equal to zero) corresponding to effective U (1) theories describing the splitting
processes [21] (Q1 , Q5 ) (Q01 , Q05 ) + (Q001 , Q005 ).
We would like to mention that all the chiral primaries have been obtained using the
symmetric product description of the instanton moduli space on T 4 [3].
3.3. The bound state in the Higgs phase
Having discussed the moduli space that characterizes the SUSY ground state we can
discuss the fluctuations of the transverse vector multiplet scalars Xm and Ym , m = 1, 2, 3, 4.
In the Higgs phase since hXm i = hYm i = 0 and = lies on the surface defined by
Eq. (3.9). The relevant action of fluctuations in the path integral is
XZ

dt dx5 trU (Q5 ) Xm Xm + trU (Q1 ) Ym Ym
S=
m
dt dx5(V2 + V3 ).
(3.11)
We restrict the discussion to the case when Q5 = 1 and Q1 is arbitrary. In this case the
matrix Xm is a real number which we denote by xm .
is a complex column vector with components (Aa 0 , Ba 0 ), a 0 = 1, . . . , Q1 . Since we
are looking at the fluctuations of the Ym only to quadratic order in the path integral, the
integrals over the different Ym decouple from each other and we can treat each of them
separately. Let us discuss the fluctuation Y1 and set (Y1 )a 0 b0 = a 0 b0 y1a 0 . Then the potential
V3 , (3.5) becomes
X

(3.12)
|Aa 0 |2 + |Ba 0 |2 (y1a 0 x1 )2 .
V3 =
a0
We will prove that |Aa 0 |2 + |Ba 0 |2 can never vanish if the FI terms are non-zero. In order
to do this let us analyze the complex D-term equation (3.9)

c
a 0 b 0 .
Aa 0 Bb0 + N1(1) , N2(1) a 0 b0 =
Q1
(3.13)
We can use the complex gauge group GL(C, Q1 ) to diagonalize the complex matrix
(1)
N1 [33]. Then, the above equation becomes
Aa 0 Bb0 + (na 0 nb0 ) N2(1)

a 0 b0
c
a 0 b 0 .
Q1
(3.14)
For a 0 6= b0 , this determines the non-diagonal components of N2
(1)
(1)
a 0 b0
N2
Aa 0 Bb0
.
na 0 nb0
(3.15)
191
For a = b, we get the equations

Aa 0 Ba 0 =
c
,
Q1
a 0 = 1, . . . , Q1 ,
(3.16)
which imply that

|Aa 0 | |Ba 0 | =
|c |
Q1
(3.17)
with the consequence that |Aa 0 | and |Ba 0 | are non-zero for all a 0 = 1, . . . , Q1 . This implies
that |Aa 0 |2 + |Ba 0 |2 > 0, and hence the fluctuation (y1a 0 x1 ) is massive. If we change
variables y1a 0 y1a 0 + x1 , then x1 is the only flat direction. This corresponds to the global
translation of the 5-brane in the x1 direction.
A similar analysis can be done for all the remaining directions m = 2, 3, 4 with identical
conclusions. This shows that a non-zero FI term implies a true bound state of the Q5 = 1,
Q1 = N system. This result was previously presented in [5]. If FI = 0, then there is no
such guarantee and the system can easily fragment, due to the presence of flat directions
in (Ym )a 0 b0 . We would like to mention somewhat related work in [36] which discusses
prevention of the small-instanton singularity by generation of electric flux.
What the above result says is that when the FI parameters are non-zero the zero mode of
the fields (Ym )a 0 b0 is massive. If we regard the zero mode as a collective coordinate then the
Hamiltonian of the zero mode has a quadratic potential which agrees with the near horizon
limit of the Liouville potential derived in Section 2.3.
The general case with an arbitrary number of Q1 and Q5 branes seems significantly
harder to prove but we are optimistic.
4. SCFT on the moduli space of non-commutative gauge theory

Here we briefly explore the possible connection of this work with non-commutative
geometry. As has been discussed by several authors, the presence of a non-zero BNS in the
near horizon geometry of a D-brane system wrapped on a torus, will modify the boundary
conditions of the open strings along the brane directions. Then, the brane world volume
YangMills theory is substituted by a YangMills theory on the non-commutative torus.
In the D1/D5 system, the configurations which break one half of the supersymmetries
of the 5-brane theory are self-dual connections of this NCYM theory. The moduli space of
these connections with the BNS turned on, will then define a conformally invariant sigmamodel.
The N = 4 symmetric product SCFT with c = 6Q1 Q5 has been constructed in some
detail and its 20 dimensions moduli space can be explicitly constructed in terms of
operators of the SCFT [3]. Of the four operators corresponding to the blowup modes of
the orbifold singularity, 3 correspond to Bij(+) , the self dual part of the Bij in the NS sector
of the closed string theory and the remaining one corresponds to the parameter.
We wish to propose that this new sigma-model, coming from the noncommutative
YangMills theory, is at some point in the moduli space of the symmetric product SCFT,
192
deformed by the addition of the four marginal deformations corresponding to the moduli
Bij+ and aC0 + bC4 .
After this work was completed we became aware of [34] and an older work [35] which
has overlap with different aspects of this work.
Acknowledgements
We would like to acknowledge Justin David for collaboration during the early stages
of this work, and his critical comments on the manuscript. We would like to thank Fawad
Hassan for a very helpful correspondence regarding [27]. Two of us (S.R.W., K.P.Y.) would
like to thank the Extended Workshop in String Theory, at the Mehta Research Institute,
for hospitality during the final stages of this work and also thank Ashoke Sen and David
Tong for useful comments on some aspects of this work related to the moduli space of
instantons.
Appendix A. Derivation of Eq. (3.10)

We now study the limiting case of M = T CP Q1 Q5 1 as 0. However this seems
presently hard to do and hence we set = 0 in Eq. (3.9), and explicitly demonstrate that
these equations describe the symmetric product of (Q1 Q5 1) copies of C 2 = C C
where C denotes the complex plane.
In the following we will, for convenience, use the symbol N for Q1 Q5 .
Since we are dealing with N U (1) hypermultiplets, it is convenient to denote the
hypermultiplets by Aa , Ba+ , a = 1, . . . , N . Then Eq. (3.9) become (we have set = 0),
N
X

|Aa |2 |Ba |2 = 0,
(A.1a)
Aa Ba = 0.
(A.1b)
a=1
N
X
a=1
The hypermultiplets constitute 2N complex, or equivalently 4N real variables. These

variables are not invariant under the U (1) (A has U (1) charge 1 and B has charge 1).
Using (A.1a) and dividing by U (1) leaves us with 4N 2 real, or 2N 1 complex variables
which can be parametrized by the 2(N 1) + N = 3N 2 (complex) gauge invariant
variables
Pa = Aa Ba ,
Ma = Aa BN ,
Na = Ba AN ,
a = 1, . . . , N,
a = 1, . . . , N 1,
a = 1, . . . , N 1,
subject to the N 1 obvious conditions

Pa PN = Ma Na ,
a = 1, . . . , N 1.
(A.2)
193
Let us now use the complex equation (A.1b), which translates to

N
X
Pa = 0.
The N constraints involving the 3N 2 variables P , M, N can be solved in terms of

(N 1) pairs of complex numbers (i , i ), i = 1, . . . , (N 1):
Pa = wa PN ,
wN = 1,
PN =
N1
Y
(i i )1/2 ,
i=1
Ma =
a
wN
a
N1
Y
(j j )1/2 ,
(A.3)
j 6=a
Na =
a
wN
a
N1
Y
(j j )1/2 .
j 6=a
This solution is characterized by a point in (N 1) copies of C 2 . However there are

identifications which can be characterized in terms of the cycles of the symmetric group
SN . For example, consider the action of the largest cycle corresponding to the diagonal
action (a , a ) ei2a/N (a , a ) wa (a , a ), where wN = 1.
It is clear that such a transformation leaves the gauge invariant coordinates Pa , Ma and
Na invariant. Hence the (N 1) copies of C 2 have to be quotiented as follows:
C2
C2 C2
C2
2 N1 .
w
w
w
(A.4)
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Type II branes from braneantibrane in M-theory

Laurent Houart a,1 , Yolanda Lozano b,2
a Theoretical Physics Group, Blackett Laboratory, Imperial College, London SW7 2BZ, UK
b Theory Division, CERN, 1211 Genve 23, Switzerland
Abstract
We discuss in a systematic way all the possible realisations of branes of M and type II theories as
topological solitons of a braneantibrane system. The classification of all the possibilities, consistent
with the structure of the theory, is achieved by studying the WessZumino terms in the worldvolume
effective actions of the branes of M-theory and their reductions. 2000 Elsevier Science B.V. All
rights reserved.
1. Introduction
During the past couple of years, significant progress has been made in our understanding of M-theory beyond the BPS configurations. These advances have already permitted to
test the web of dualities relating the different phases of M-theory (the different superstring
theories) on some of the non-BPS states of the spectrum, and a beautiful outlook on the
interplays between BPS branes and non-BPS branes has been given in some cases (see
[14] for reviews and references therein) along with an elegant mathematical formulation [57]. For example, a BPS Dp-brane of type II theory may be viewed as coming from
a non-BPS system given by a D(p + 2)anti-D(p + 2) pair [8,9]. The instability of this
non-BPS configuration manifests itself in a complex tachyonic mode of the open string
stretched between the pair. When the pair coincides, the tachyon rolls down to a true vacuum and condenses leading to a stable vortex-like configuration, and the resulting object
is a BPS Dp-brane. Recently, it has been argued [10] that a similar mechanism could also
produce fundamental strings. Namely, a fundamental string in the type II theory could be
described as a bound state of any pairs of stable Dpanti-Dp branes where the tachyon of
a D(p 2)-brane stretched between them condenses. In [10], the author considers in some
detail the case p = 4, i.e., the condensation of a D2-brane stretched between a D4anti-D4
1 l.houart@ic.ac.uk
2 yolanda.lozano@cern.ch
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 0 6 5 - 1
196
L. Houart, Y. Lozano / Nuclear Physics B 575 (2000) 195210
pair. Since the tachyonic condensing charged object is in this case extended (a tachyonic
worldvolume string), there are no direct ways to describe quantitatively this type of mechanism. Nevertheless, the existence of this process can be deduced from the following three
steps consideration [10]. One first notices that the usual process [9] of creation of a D2brane in terms of the condensation of a fundamental string should have a description in
M-theory in terms of creation of an M2-brane by condensation of a stretched M2 between
a pair of M5anti-M5 branes. Then one identifies in the worldvolume effective action of
the braneantibrane pair the WessZumino term responsible for this process. Finally upon
dimensional reduction one finds two WessZumino terms, one describing the usual realisation of the D2 as a soliton, the other describing the fundamental string.
In this paper, we propose to extend in a systematic way this kind of consideration. We
study all the possible realisations of branes of M and type II theories as topological solitons
of a braneantibrane system by looking at the WessZumino terms of the worldvolume
effective actions of the different braneantibrane pairs in M-theory.
The paper is organised as follows. In Section 2 we study the M5M5 system, reviewing
the work of Yi [10]. Section 3 discusses the MKKMKK system, and in Section 4 we
study the M9M9 case. Section 5 considers all braneantibrane systems in M-theory in
which M-waves are involved, in particular the M2M2 case. Finally, Section 6 analyses
type IIB branes from the same kind of braneantibrane systems. The last section contains
a summary and some discussions.
2. The M5M5 system

In this section we briefly review the results of Ref. [10]. We start with the M5M5
system and analyse the process of annihilation of a pair of M5anti-M5 branes in terms of
the tachyonic condensation of an M2-brane stretched between this pair. In particular, one
can identify the following coupling [11] in the M5-braneM5-brane worldvolume action:
Z
b d a (2),
C
(2.1)
R 5+1
as the one describing the emergence of an M2-brane soliton when the stretched tachyonic
b is the 3-form of 11-dimensional supergravity and a (2)
M2-brane condenses [10]. Here C
the worldvolume 2-form present in the action of the M5-brane 3 . This 2-form is self-dual
for a single M5-brane, however for an M5anti-M5 pair it is unrestricted [10], given that in
the anti-M5 brane effective action it is anti-self-dual and both contributions are combined
to describe the coinciding M5anti-M5 pair 4 . The topologically non-trivial tachyonic
condensation of an M2 is though [10] to be accompanied by a localised magnetic flux
d a (2). Integrating over the flux on a transverse R 3 one finds:
3 Hats on target space fields indicate that they are 11-dimensional. We use hats as well for the worldvolume
fields of branes in 11 dimensions.
4 The complete WZ term including the coupling of the complex tachyonic field has been constructed in [12]
for D braneanti-D brane systems.
b
C,
197
(2.2)
R 2+1
which means that the condensation of the tachyonic mode of the M2 gives rise to the
annihilation of the M5anti-M5 pair into an M2-brane, since this is the way the M2-brane
b
couples, minimally, to C.
The dimensional reduction of the stretched M2-brane between the two M5-branes, along
an M5-brane worldvolume direction, gives a fundamental string stretched between a D4
and an anti-D4 branes, if the reduction takes place along the M2-brane, or a D2-brane
stretched between two D4anti-D4 branes, if the reduction takes place along a direction
transverse to the M2-brane. These two processes are described by the worldvolume
reduction of (2.1) 5 :
Z
Z
Z
(2)
(3)
(1)
b
C db +
B (2) da (2),
(2.3)
C d a
R 5+1
R 4+1
R 4+1
where
(2)
= b(1),
a 5
(2)
(2)
a
= a
,
= 0, 1, . . . , 4,
(2.4)
and C (3) denotes the RR 3-form and B (2) the NS-NS 2-form of the type IIA theory. The first
term describes a stretched fundamental string, coupled to b(1), and the second a stretched
D2-brane, coupled to a (2) . Considering the first term, integration over the localised
magnetic flux db (1) , which accompanies the topologically non-trivial condensation of the
tachyon of the string [9], along a transverse R 2 gives the coupling:
Z
C (3)
(2.5)
R 2+1
which is the way the RR 3-form couples to the D2-brane. Therefore, one recovers the
fact [9] that the condensation of the stretched fundamental string, coupled to b(1) , gives
a solitonic D2-brane. Reversing the logic, the well-established process of creation of a
D2-brane legitimates by oxidation the process of M2 creation described above.
On the other hand, a similar argument [10] on the second term of (2.3) shows that the
mechanism of tachyonic condensation of the stretched D2-brane, coupled to a (2) , upon
integration over the localised flux da (2) on a transverse R 3 (flux which should accompany
this topologically non-trivial process) gives:
Z
B (2) ,
(2.6)
R 1+1
describing a solitonic fundamental string.

One can describe as well the process in which a D2-brane stretched between a NS5
anti-NS5 pair of branes condenses, giving rise to a D2-brane soliton. The corresponding
5 We ignore all numerical prefactors.
198
coupling is given by the reduction of (2.1) along a direction perpendicular to the M5-branes
worldvolume:
Z
C (3) da (2).
(2.7)
R 5+1
Here the integration over the localised flux da (2) on a transverse R 3 gives the minimal
coupling of a D2-brane:
Z
C (3) .
(2.8)
R 2+1
3. The MKKMKK system

Following the same reasoning as in the previous section we now analyse the different
possible processes starting with the MKKMKK system by looking at the relevant terms
in the worldvolume effective action of the KaluzaKlein monopole.
The worldvolume effective action of the M-theory KaluzaKlein monopole was
constructed in [13,14]. The existence of the Taub-NUT direction in the space transverse
to the monopole is implemented at the level of the effective action by introducing a
Killing isometry which is gauged in the worldvolume. Then the target space fields must
couple in the worldvolume with covariant derivatives of the embedding scalars, or through
contraction with the Killing vector. The KaluzaKlein monopole is charged with respect to
an 8-form, which is the electricmagnetic dual of the Killing vector considered as a 1-form.
This field is itself contracted with the Killing vector, giving a 7-form minimally coupled to
the 7-dimensional worldvolume of the monopole.
The worldvolume effective action of the monopole contains the following term [14]:
Z
e d b (1),
ik b
(3.1)
C
R 6+1
e denotes the 6-form of 11-dimensional supergravity, k is the Killing vector, with

where b
C
b
b
e
e ... , and b (1) is a 1-form worldvolume field which describes the
(ik C) 1 ... 5 k 6 C
1
6
coupling to an M2-brane wrapped on the Taub-NUT direction. The same coupling appears
(1)
(1)
(1)
in the effective action of the MKKMKK pair, where now b (1) = b b , with b
1
1,2
the corresponding vector field in the worldvolume of each monopole. After condensation
of the tachyonic mode of the M2-brane, the integration of the localised flux d b (1) on a
transverse R 2 gives
Z
e
ik b
C
(3.2)
R 4+1
i.e., an M5-brane soliton with one worldvolume direction wrapped around the Taub-NUT
direction. Therefore we can describe a (wrapped) M5-brane soliton, as the condensation of
an M2-brane stretched between the KaluzaKleinanti-KaluzaKlein monopole pair.
199
We can now analyse the different possible processes in the type IIA theory to which this
process gives rise. Dimensionally reducing along the Taub-NUT direction of the monopole
we can describe a D4-brane through the condensation of an open string stretched between
a D6anti-D6 pair [9]. This is described by the coupling:
Z
C (5) db(1)
(3.3)
R 6+1
which is straightforwardly obtained by reducing the coupling (3.1) describing the creation
of the solitonic (wrapped) M5-brane.
The reduction along a worldvolume direction of the monopole gives as one of the
possible configurations a solitonic NS5-brane, obtained after the condensation of an open
string stretched between a type IIA pair of KaluzaKleinanti-KaluzaKlein monopoles.
The worldvolume reduction of (3.1) gives:
Z
Z
(5)
(1)
ik C db +
ik B (6) db(0),
(3.4)
R 5+1
R 5+1
where b (0) arises as the component of b (1) along the worldvolume direction that is being
reduced. These terms describe two processes: One in which a (wrapped) D4-brane is
created after condensation of a (wrapped) D2-brane stretched between two type IIA
monopoles, described by the first term, and one in which a (wrapped) NS5-brane is
created after the condensation of a (wrapped) open string. This is, to our knowledge, the
first example in which a NS5-brane has been described through a braneantibrane pair
annihilation.
There is another configuration giving rise to a solitonic NS5-brane, though it occurs
after the annihilation of a pair of so-called exotic branes, i.e., branes not predicted by
the analysis of the spacetime supersymmetry algebra. This process is obtained after the
reduction of the M2-brane stretched between the KKanti-KK pair along a direction
transverse to the monopoles, but different from the Taub-NUT direction. This reduction
of the M-theory KaluzaKlein monopole gives rise to a KaluzaKlein type of solution in
10 dimensions whose transverse space is not a 4-dimensional Euclidean Taub-NUT space,
as for the conventional KaluzaKlein monopole, but 3-dimensional. Therefore this solution
is not asymptotically flat but logarithmically divergent. Moreover it is not predicted by
the analysis of the type IIA spacetime supersymmetry algebra (see [15] for a possible
explanation of this fact). We will however discuss briefly this type of configurations
because they give rise to interesting descriptions of NS-NS branes in terms of brane
antibrane annihilation. We will denote the brane obtained through this reduction of the
M-theory KK-monopole as a KK6-brane 6 . The coupling in the KK6-brane worldvolume
action reads:
Z
ik B (6) db(1).
(3.5)
R 6+1
6 The type IIA KaluzaKlein monopole would then be denoted as a KK5-brane.
200
This describes a (wrapped) NS5-brane after condensation of a (wrapped) D2-brane

stretched between a KK6anti-KK6 pair of branes.
We now turn to the dual process in the MKKMKK system, i.e., obtaining an M2brane soliton after the condensation of an M5-brane. A wrapped M5-brane is coupled in
the worldvolume of a higher dimensional brane through a 4-form field, which in the 7dimensional worldvolume of the monopole is dual to the vector field b (1) describing the
coupling of a wrapped M2-brane. Given a dual pair of worldvolume fields only one can
couple at the same time in the worldvolume effective action, given that both of them carry
the same number of degrees of freedom. Therefore we need to dualise the vector field b (1)
in the KaluzaKlein-monopole effective action. First, one adds a term
Z
d b (1) d b (4)
(3.6)
R 6+1
to the action, and then integrates b (1) from its equation of motion 7 . Since b (1) couples
through its gauge invariant field strength:

b ,
b(2) = d b (1) + i C
(3.7)
F
k
we can write (3.6) as
Z

b d b (4),
b (2) i C
F
k
(3.8)
R 6+1
from where a term

Z

b d b (4)
ik C
(3.9)
R 6+1
is already known to be coupled to the dual action without the need to eliminate explicitly
b (2) from its equation of motion. This term describes an M2-brane soliton. Indeed, the
F
condensation of the wrapped M5-brane, accompanied by a localised d b (4)-flux over a
transverse R 5 , gives a coupling:
Z

b ,
ik C
(3.10)
R 1+1
which is the way the 11-dimensional 3-form couples to a wrapped M2-brane. Therefore,
this is the soliton that is produced after the condensation.
The creation of a fundamental string in the type IIA theory is now described as the
reduction of the stretched M5-brane between the KaluzaKleinanti-KaluzaKlein pair
over the Taub-NUT direction of the monopole. This gives a D4-brane stretched between a
D6anti-D6 pair. The reduction of the coupling (3.9) gives:
Z
B (2) db(4).
(3.11)
R 6+1
7 This step is normally quite involved due to the complicated form of the BornInfeld part.
Therefore, we find:
Z
B (2)
201
(3.12)
R 1+1
after the integration of the 4-form, describing a solitonic fundamental string [10].
Three other possible braneantibrane annihilation processes can be deduced in type IIA
from the M-theory KaluzaKleinanti-KaluzaKlein annihilation that we have just
discussed. If we reduce this process along a worldvolume direction of the KaluzaKlein
monopole we find the following couplings:
Z
Z
ik B (2) db(4) +
ik C (3) db(3),
(3.13)
R 5+1
R 5+1
where
b(4)1 ...4 = b(4)1 ...4 ,
(4)
b1 ...3 6 = b(3)1 ...3 ,
= 0, 1, . . . , 5.
(3.14)
The first term in (3.13) describes a fundamental string created after the condensation of a
NS5-brane stretched between a pair of type IIA KaluzaKlein-monopoleanti-monopole.
Both the fundamental string and the NS5-brane are wrapped on the Taub-NUT direction of
the monopole. On the other hand, the second term represents a wrapped D2-brane arising
after the condensation of a wrapped D4-brane stretched between the two monopoles.
The third case is obtained reducing (3.9) along a direction transverse to the monopole
but different from its Taub-NUT direction. We obtain the following coupling in the 7dimensional worldvolume of a KK6-brane:
Z
ik C (3) db(4).
(3.15)
R 6+1
This describes a D2-brane wrapped around the NUT direction of the KK6-brane, and it is
obtained after the condensation of a (wrapped) NS5-brane stretched between the brane
antibrane pair.
4. The M9M9 system

In this section we study the possible processes of creation of branes after tachyonic
condensation in the M9M9 system. We identify the coupling in the M9-brane effective
action responsible for this condensation and analyse the related processes of creation of
branes in type IIA.
For this purpose it is important to recall that the M9-brane contains a gauged direction
in its worldvolume [16], such that the field content is that of the 9-dimensional vector
multiplet. Reduction along this direction gives the D8-brane effective action, whereas the
reduction along a different worldvolume direction gives the KK8-brane, another so-called
exotic brane of the type IIA theory, in the sense that it is not predicted by the analysis
of the type IIA spacetime supersymmetry algebra. This brane contains as well a gauged
202
direction in its worldvolume, inherited from that of the M9-brane, and has been studied in
connection with the 7-brane of the type IIB theory in [15], where its worldvolume effective
action has been derived. The WessZumino term of the M9-brane effective action has not
yet been constructed in the literature. However, from the effective action of the KK8-brane
we can deduce the presence of the following term in the M9-brane worldvolume effective
action:
Z
b (8) d b (1).
ik N
(4.1)
R 8+1
Let us stress that the M9-brane is effectively an 8-brane, given that it has one of its
worldvolume directions gauged. Therefore the integration takes place over a 9-dimensional
b (8) with the (worldvolume) Killing
spacetime. The contraction of the 8-form potential N
is the field to which the M-theory KaluzaKlein monopole couples
direction, denoted by k,
8
(1)
minimally . b is a 1-form worldvolume field describing a wrapped M2-brane ending on

the M9-brane [17]. The reduction of this term along a worldvolume direction different from
the gauged direction gives the terms:
Z
Z
ik N (8) db(0) +
ik N (7) db(1)
(4.2)
R 7+1
R 7+1
present in the effective action of the KK8-brane (expression (4.6) of Ref. [15]), and where:
b(1) = b(1),
b8(1) = b(0),
= 0, 1, . . . , 7,
(4.3)
b (8) gives rise to the two fields ik N (8) , ik N (7) . ik N (8) is the field that couples
and ik N
minimally to the KK6-brane that we considered in the previous section, whereas the
ordinary type IIA KaluzaKlein monopole is charged with respect to ik N (7) .
The coupling (4.1) in the M9-brane worldvolume effective action describes the process
in which a KaluzaKlein monopole is created after the condensation of a (wrapped) M2brane stretched between an M9anti-M9 pair of branes. As in the previous sections the
pair is described by choosing b (1) as the difference of vector fields in each brane. Indeed,
integration over the localised magnetic b (1) -flux, associated to the wrapped M2-brane, on
a transverse R 2 gives:
Z
b (8) ,
ik N
(4.4)
R 6+1
i.e., the field minimally coupled to the KaluzaKlein monopole.

Reducing (4.1) along the isometric worldvolume direction denoted by k we can
describe the process in which a D6-brane is created after the condensation of an open
string stretched between a pair of D8anti-D8 branes [9]. The resulting coupling in the
worldvolume effective action of the D8 brane is given by:
8 As we mentioned in the previous section here N
b (8) is the electricmagnetic dual of the Killing vector
considered as a 1-form.
203
Z
C (7) db(1),
(4.5)
R 8+1
where C (7) is the RR 7-form potential of the type IIA theory and is obtained through the
reduction:
b (8) = C (7) +
ik N
(4.6)
(see [14] for the details of this reduction). Therefore the condensation of a fundamental
string, accompanied by a localised db(1) flux over a transverse R 2 , gives a D6-brane
soliton:
Z
C (7) .
(4.7)
R 6+1
Instead, we can reduce (4.1) along a worldvolume direction of the M9-brane, in which
case we obtain a pair of KK8anti-KK8 branes with the following couplings:
Z
Z
ik N (7) db(1) +
ik N (8) db(0),
(4.8)
R 7+1
R 7+1
derived already in (4.2). The first coupling describes a type IIA KaluzaKlein monopole,
obtained after the condensation of a D2-brane. The Taub-NUT direction of the monopole
coincides with the gauged worldvolume direction of the KK8 branes, and the stretched D2brane is also wrapped around this direction. The second coupling describes a KK6-brane,
obtained after the condensation of a (wrapped) open string stretched between the two KK8
anti-KK8 branes. Again the Killing direction of the KK6 and KK8-branes coincide. A last
reduction on (4.1) can be performed along the transverse direction. Such a reduction on
the M9 gives rise to the NS9A-brane predicted by the type IIA spacetime supersymmetry
algebra [18]. We have thus the possibility of obtaining a KK6 after the condensation of a
(wrapped) D2 stretched between a NS9Aanti-NS9A pair.
As in the previous section, the process in which a wrapped M2-brane is created through
the condensation of a KaluzaKlein monopole stretched between the pair of M9antiM9 branes is described by the coupling dual to (4.1). The KaluzaKlein monopole
must be coupled to the (9-dimensional) worldvolume of the M9-brane through a 6-form
worldvolume field b (6) , which must be the worldvolume dual of the vector field b (1) . In the
dualisation process we find:
Z
Z

b d b (6),
b(2) i C
d b (1) d b (6) =
(4.9)
F
k
R 8+1
R 8+1
from where we already identify a coupling:

Z
b d b (6)
iC
k
(4.10)
R 8+1
in the dual effective action. Integration over a localised magnetic b (6) -flux, associated to
the KaluzaKlein monopole, on a transverse R 7 gives:
204
b
ik C
(4.11)
R 1+1
describing a wrapped M2-brane soliton.
The reduction of (4.10) along the k-direction

gives:
Z
B (2) db(6).
(4.12)
R 8+1
Here b (6) is associated to a D6-brane, and the integration of its localised magnetic flux on
a transverse R 7 gives:
Z
B (2) ,
(4.13)
R 1+1
describing a fundamental string soliton [10].

As before, we can also analyse the process obtained by reducing (4.10) along a
worldvolume direction. We obtain:
Z
Z
ik C (3) db(5) +
ik B (2) db(6),
(4.14)
R 7+1
R 7+1
where b (5) arises from the reduction of b (6) along the worldvolume direction. The first
term describes a (wrapped) D2-brane, occurring after the condensation of a KK5 monopole
whose Killing direction coincides with the Killing direction of the KK8anti-KK8 branes
obtained after the reduction. The second term describes a (wrapped) fundamental string,
realised in this case after the condensation of a KK6-brane stretched between the pair of
KK8anti-KK8 branes. Finally, reducing (4.10) along the transverse direction leads to a
process where a (wrapped) D2-brane is produced after the condensation of a KK6-brane
stretched between a pair of NS9Aanti-NS9A branes.
5. Braneantibrane systems in M-theory involving M-waves

In this section we analyse, among other processes, the braneantibrane system in Mtheory giving rise to the process in which a fundamental string stretched between a D2
anti-D2 pair condenses and a solitonic D0-brane is produced. This process is described
in M-theory by a wrapped M2-brane stretched between a pair M2anti-M2. When the
tachyonic mode of the wrapped M2-brane condenses an M-wave soliton is produced. In
order to identify the WessZumino coupling in the worldvolume effective action of the
M2anti-M2 pair of branes that is responsible for this process let us first analyse its dual
configuration, i.e., that in which an M-wave is stretched between the braneantibrane
pair and a wrapped M2-brane is created after its tachyonic mode condenses.
The so-called M-wave is a pp-wave in M-theory carrying momentum along a given
direction, which we will denote by y. An M-wave ending on another M-brane is described
in the worldvolume effective action of the latter by its coupling to the embedding scalar y.
205
Therefore in order to have a non-trivial condensation of the tachyonic mode of the M-wave
this direction must be topologically non-trivial. Indeed, the coupling in the worldvolume
effective action of the M2anti-M2 pair of branes that is responsible for the condensation
of the tachyonic mode of the M-wave is given by:
Z
b dy,
ih C
(5.1)
R 2+1
where h denotes a Killing vector in the y-direction. Integration over a localised magnetic
dy-flux gives a coupling:
Z

b ,
(5.2)
ih C
R 1+1
describing an M2-brane wrapped on the y-direction. The dual process is now described by
dualising this coupling. For this we need to recall that the field strength associated to the
y-field, which appears in the worldvolume effective action of the M-theory pp-wave [19],
b(1) = dy + h 2 h dx , where runs over all directions but the y-direction. Therefore,
is F
we find a coupling:
Z
h 2 h dx d b (1),
(5.3)
R 2+1
b (1) being the worldvolume dual of the scalar y. Integrating now over a localised b (1) -flux
we end up with the coupling:
Z
(5.4)
h 2 h dx
R
which is the field minimally coupled to the M-wave moving in the h direction. Therefore
condensation of the wrapped M2-brane coupled to b (1) in the worldvolume of the pair
produces an M-wave moving in the direction on which the stretched M2-brane is wrapped.
We can now analyse which are the type IIA braneantibrane annihilation processes to
which these two systems give rise. It is particularly interesting to consider the reduction
along the y-direction. The coupling (5.1) gives rise to:
Z
B (2) dy.
(5.5)
R 2+1
Therefore it describes a fundamental string, through the condensation of a D0-brane

stretched between the D2anti-D2 pair of branes obtained after the reduction. On the other
hand, the coupling (5.3) gives:
Z
C (1) db(1)
(5.6)
R 2+1
which in turn describes a solitonic D0-brane after condensation of a fundamental string.

Therefore we can conclude that the M2anti-M2 systems that we have discussed are the
206
origin in M-theory of both the D0-brane creation studied by Sen [9] and the creation of a
fundamental string in a D2anti-D2 system after D0-brane condensation [10].
Reduction along a direction different from y gives rise to two interesting processes
which, as we will see, generalise to all branes in type II theories. From worldvolume
reduction we obtain a process in which a wrapped fundamental string stretched 9 between
a pair F1anti-F1 gives rise to a pp-wave moving in the direction on which the stretched
string is wrapped. Of course we also find the dual to this process, i.e., a solitonic wrapped
fundamental string emerging after the condensation of a pp-wave in the same brane
configuration. Similarly, after doing a direct dimensional reduction we obtain the same
type of configurations but for D2-branes. A wrapped D2-brane is created after a pp-wave
condenses in a D2anti-D2 pair, and a pp-wave can also be created if instead a wrapped
D2-brane condenses.
An M-wave, being coupled in the worldvolume of an M-brane through the worldvolume
scalar labelling the direction in which it propagates, can end on any of the branes of Mtheory. Therefore we can analyse the same two processes that we have studied in the
M2M2 case on M5, MKK or M9 braneantibrane systems. We are not going to repeat
in detail the corresponding analysis of the WessZumino terms responsible for these
processes, since the reasoning goes straightforwardly as for the M2 system. Let us just
mention that, together with the process in which any wrapped type IIA p-brane 10 stretched
between a p-braneanti-p-brane pair gives rise to a pp-wave soliton, and its dual (wrapped
p-brane creation through condensation of a pp-wave), we find the following processes:
(NS5,
(NS5,
(KK6,
(KK6,
(NS9,
(NS9,
NS5; D4 D0)
NS5; D0 D4)
KK6; KK5 D0)
KK6; D0 KK5)
NS9; KK8 D0)
NS9; D0 KK8)
where we use a simplified notation to indicate that the condensation of a brane (third
column) stretched between the braneantibrane pair given by the first and second columns
gives rise to a certain brane soliton, specified by the fourth column. Most of these processes
involve exotic branes, but it is particularly interesting to see that a D0-brane can be realised
as a solitonic configuration in an NS5anti-NS5 annihilation process. This represents a
novel way of realising this brane soliton other than through, the more conventional, D1
anti-D1 annihilation process [9].
6. Type IIB branes from braneantibrane systems

In the previous sections we have derived all the type IIA branes that can possibly
occur as solitons after the condensation of a tachyonic brane stretched between a pair
9 The string is in fact not really properly stretched between the pair, being wrapped in the y-direction.
10 Also NS-NS ones, like the fundamental string that we have just considered.
207
braneantibrane. This derivation was performed by direct reduction from M-theory, where
the WessZumino term in the worldvolume effective action of the braneantibrane pair
responsible for the process was identified. It is now straightforward to derive the T-dual
couplings responsible for brane creation in a braneantibrane system in the type IIB theory.
Together with the realisation of Dp-branes as bound states of D(p + 2), anti-D(p + 2)branes [9] we find the corresponding dual processes, in which a BPS fundamental string
is described as a bound state of D(p + 2), anti-D(p + 2)-branes after the condensation of
a tachyonic Dp-brane stretched between them. T-duality allows to identify explicitly the
couplings in the D(p + 2)-brane effective action that are responsible for these processes:
Z
C (p+1) db(1)
(6.1)
R p+3
describes Dp-brane creation after condensation of an F1, described by b(1) , and

Z
B (2) db(p)
(6.2)
R p+3
describes F1 creation after condensation of the p-brane described by b(p) , worldvolume

dual of b (1) .
Type IIB branes are organised as singlets or doublets under the type IIB SL(2, Z) duality
group. Therefore we expect to find a spectrum of brane solitons in braneantibrane systems
that respects this symmetry. The D5-brane forms an SL(2, Z) doublet with the NS5 brane
of the type IIB theory. Therefore S-duality predicts the occurrence of a D3-brane soliton
as a bound state in a NS5anti-NS5 pair when the condensation of a D1-brane stretched
between the two takes place. This process is indeed obtained after T-dualising two type IIA
configurations. Namely, that in which a D2-brane stretched between a pair of NS5antiNS5 branes condensed to give a BPS D2-brane, and that in which the same kind of brane
was stretched between a pair of KK5 monopoles and condensed to give rise to a D4-brane
soliton. Of course the process in which a D1-brane is created after the condensation of a
D3-brane stretched between the two NS5anti-NS5 branes is also predicted by T-duality
from certain type IIA configurations. For these and the following configurations we omit
the explicit WessZumino couplings, since they can be straightforwardly derived from
those in type IIA found in the previous sections. The situation with the D9-brane is similar
to that with the D5-brane, in the sense that it forms a doublet with an NS9-brane in the
type IIB theory. We have indeed obtained after T-duality the configurations describing a
7-brane as a bound state NS9anti-NS9 after a stretched D1-brane condenses, and its dual,
namely a D1-brane realised as a bound state NS9anti-NS9 through the condensation of a
tachyonic 7-brane.
For the type IIB MKKMKK system we find that a pair of type IIB KK, KK monopoles
can annihilate giving rise to the following solitonic branes:
208
(KK5,
(KK5,
(KK5,
(KK5,
(KK5,
KK5;
KK5;
KK5;
KK5;
KK5;
D3
D1
F1
D5
NS5
D3)
D5)
NS5)
D1)
F1)
where we use the same simplified notation as in the previous section. We see from
these configurations that the creation of both a brane and its S-dual is possible through
annihilation of a pair of monopoles, which agrees with the fact that this brane is selfdual
under S-duality, so all pairs of S-dual processes should be allowed.
Concerning 7-branes some remarks are in order. T-duality of the type IIA KK6 and KK8branes predicts a 7-brane in the type IIB theory which is connected by S-duality with the
D7-brane, for what we will denote it as an NS7-brane. This is the 7-brane that appears for
instance in the processes involving NS9anti-NS9 annihilation. The existence of these two
different effective actions describing 7-branes in the type IIB theory, where the analysis of
the spacetime supersymmetry algebra predicts a single 7-brane, was discussed in [15],
where it was argued that the two worldvolume effective actions are indeed necessary
in order to describe a single nonperturbative 7-brane in the weak and strong coupling
regimes. Consistently with this picture, we find after T-duality one configuration in which
an NS5-brane is created when a D1-brane stretched between a pair of NS7anti-NS7
branes condenses, and the corresponding dual process, i.e., that in which a solitonic D1brane emerges after condensation of an NS5-brane. These processes are S-dual to the more
standard D5, F1 creation [9,10] through D7anti-D7 annihilation.
Finally, T-duality on the type IIA configurations involving pp-waves predicts the
analogous kind of configurations in the type IIB theory. Namely, solitonic wrapped pbranes after p-braneanti-p-brane annihilation through condensation of a pp-wave, and
solitonic pp-waves after condensation of a wrapped p-brane in the same system.
7. Discussion
In this paper, extending preceding considerations [10], we have classified the branes
of the M and type II theories which can be realised in a consistent way with respect to
the structure of the theory as bound states of systems braneantibrane, after condensation
of the tachyon mode of open branes stretched between the pair. We have achieved this
classification by studying the WessZumino terms in the worldvolume effective actions of
the branes of M-theory and their reductions.
We have shown that it is possible to give an 11-dimensional description to the creation
of a fundamental string from the annihilation of a pair of Dpanti-Dp branes with p =
2, 6, 8. As for the case p = 4 [10], the fundamental string is created by the condensation
of a D(p 2)-brane stretched between the pair Dpanti-Dp. We have identified the term
in the WessZumino action of the pair braneantibrane in M-theory responsible for this
creation. This term is obtained generically by finding the worldvolume dual of the coupling
describing a stretched M2-brane between the braneantibrane pair, which in turn describes
209
an extended worldvolume soliton coming from the condensation of the M2-brane. The
case p = 4 is especially simple in this sense. Its description in M-theory is in terms of an
M2-brane stretched between a pair of M5anti-M5 branes, giving rise to a solitonic M2brane. This process is self-dual, in the sense that the dual coupling in the 6-dimensional
worldvolume of the M5-brane describes again a solitonic M2-brane, whereas this is not
the case for the M-theory origin of the p = 2, 6, 8 cases. Therefore, in these cases the
reduction to the type IIA theory gives many different realisations of BPS objects as bound
states of braneantibrane pairs, which by T-duality give in turn rise to many configurations
in the type IIB theory. As an interesting realisation we have found that the NS5-brane can
originate from certain braneantibrane annihilations, both in the type IIA and type IIB
theories.
We can conclude in general that the BPS branes that can be realised as solitons in a given
p-braneanti-p-brane configuration are determined by the possible branes that can end on
the p-brane, and whose tachyonic mode condenses giving rise to the soliton configuration.
These branes are easily predicted by looking at the p-brane worldvolume effective action
and identifying the different worldvolume q-forms that couple in it. For instance the type
IIB KaluzaKlein monopoleanti-monopole pair gives rise to so many different solitonic
configurations because there are two scalars and one 2-form coupled in the worldvolume
effective action of the monopole [20], allowing for wrapped F1, D1 and D3-branes ending
on it, together with the branes described by their worldvolume duals, i.e., D5 and NS5
branes.
Finally, it is worth emphasizing that a lot of progress remains to be done in order to
reach a quantitative understanding of the dynamics of the possible processes discussed
in this paper. One can furthermore hope that there exists a mathematical connection with
some generalisation of K-theory [57] where these processes could fit in.
Acknowledgements
L.H. would like to acknowledge the support of the European Commission TMR
programme grant ERBFMBICT-98-2872.
References
[1] A. Sen, Non-BPS states and branes in string theory, hep-th/9904207.
[2] A. Lerda, R. Russo, Stable non-BPS states in string theory: a pedagogical review, hepth/9905006.
[3] J.H. Schwarz, TASI lectures on non-BPS D-brane systems, hep-th/9908144.
[4] O. Bergman, M. Gaberdiel, NonBPS Dirichlet branes, hep-th/9908126.
[5] E. Witten, D-branes and K-theory, J. High Energy Phys. 9812 (1998) 019, hep-th/9810188.
[6] P. Horava, Type IIA D-branes, K-theory, and matrix theory, Adv. Theor. Math. Phys. 2 (1999)
1373, hep-th/9812135.
[7] O. Bergman, E. Gimon, P. Horava, Brane transfer operations and T-duality of non-BPS states,
J. High Energy Phys. 9904 (1999) 010, hep-th/9902160.
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[8] A. Sen, Tachyon condensation on the braneantibrane system, J. High Energy Phys. 9808 (1998)
012, hep-th/9805170.
[9] A. Sen, SO(32) spinors of type I and other solitons on braneantibrane pair, J. High Energy
Phys. 9809 (1998) 023, hep-th/9808141.
[10] P. Yi, Membranes from five-branes and fundamental strings from Dp branes, Nucl. Phys. B 550
(1999) 214, hep-th/9901159.
[11] C. Callan, J. Harvey, A. Strominger, Worldbrane actions for string solitons, Nucl. Phys. B 367
(1991) 60.
[12] C. Kennedy, A. Wilkins, RamondRamond couplings on braneantibrane systems, hepth/9905195.
[13] E. Bergshoeff, B. Janssen, T. Ortn, KaluzaKlein monopoles and gauged sigma-models, Phys.
Lett. B 410 (1997) 132, hep-th/9706117.
[14] E. Bergshoeff, E. Eyras, Y. Lozano, The massive KaluzaKlein monopole, Phys. Lett. B 430
(1998) 77, hep-th/9802199.
[15] E. Eyras, Y. Lozano, Exotic branes and nonperturbative seven branes, Nucl. Phys. B 573 (2000)
735, hep-th/9908094.
[16] E. Bergshoeff, J.P. van der Schaar, On M9-branes, Class. Quant. Grav. 16 (1999) 23, hepth/9806069.
[17] E. Eyras, Y. Lozano, Brane actions and string dualities, hep-th/9812225.
[18] C.M. Hull, Gravitational duality, branes and charges, Nucl. Phys. B 509 (1998) 216, hepth/9705162.
[19] E. Bergshoeff, P.K. Townsend, Super D-branes, Nucl. Phys. B 490 (1997) 145, hep-th/9611173.
[20] E. Eyras, B. Janssen, Y. Lozano, 5-branes, KK-monopoles and T-duality, Nucl. Phys. B 531
(1998) 275, hep-th/9806169.

Rotating KaluzaKlein black holes

Finn Larsen
The Enrico Fermi Institute, University of Chicago, 5640 S. Ellis Ave., Chicago, IL 60637, USA
Received 27 September 1999; accepted 17 January 2000
Abstract
All regular four-dimensional black holes are constructed in the theory obtained by KaluzaKlein
reduction of five-dimensional Einstein gravity. They are interpreted in string theory as rotating bound
states of D0- and D6-branes. Conservation of angular momentum is important for the stability of the
bound states. The thermodynamics, the duality symmetries, and the near-horizon limit are explored.
1. Introduction
Black holes in KaluzaKlein theories have attracted tremendous attention over the last
decades. A driving force of this interest is their role as low-energy approximations to string
theory. The simplest KaluzaKlein theory is obtained by starting with pure Einstein gravity
in five dimensions, and dimensionally reduce to four dimensions. The field content of the
resulting theory is gravity, the dilaton 4 , and the gauge field A ; the Lagrangian is:

Z
1
1
d 4 x R 6 4 4 e64 F F ,
(1)
L=
16G4
4
in the Einstein frame. The most general stationary black hole solutions to this theory are
parametrized by the mass M, the angular momentum J , and the electric/magnetic charges
of the gauge field, Q/P . The purpose of this paper is to construct this four-parameter
family of black holes.
The electromagnetic field created by point-like electric and magnetic sources, charged
with respect to the same U (1) field, carry angular momentum satisfying the universal
bound (for discussions and references see, e.g. [1]):
nQ nP
,
(2)
J>
2
flarsen@theory.uchicago.edu
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 0 6 4 - X
212
F. Larsen / Nuclear Physics B 575 (2000) 211230
where nQ,P are the quantized values of the charges. Thus the properties of dyonic
black holes are intimately related to rotation. It is ultimately this feature which makes
it interesting to construct the full family of black holes, including angular momentum.
Consider the black holes in the extremal limit. As the angular momentum is increased
the event horizon contracts, eventually collapsing to a point. The allowed values of the
angular momentum before this degeneration occurs will be determined in the course of the
present investigation:
J<
nQ nP
.
2
(3)
This is an interesting result, in view of (2). It shows that the allowed black holes
are precisely those which cannot form from widely separated sources each carrying
either electric or magnetic charges. Stated another way, the allowed black holes are
prevented from decaying into constituent parts by angular momentum conservation. This
is significant because the mass of the black hole exceeds the sum of its constituent masses;
so energy conservation is not sufficient to stabilize the black holes against spontaneous
fragmentation.
These considerations render some black holes absolutely stable in the extremal limit; so
it may be reasonable to describe them as ground states in a conformal field theory. Moving
away from extremality, the black holes exhibit thermal properties, as expected. These could
be interpreted in terms of perturbations of the conformal field theory and should remain
under control, as long as they are small. The prospects of a precise microscopic description
of the black holes, even though they are not supersymmetric, is the ultimate goal of the
inquiry. However, this will be pursued elsewhere; the discussion in this paper focuses on
the classical properties of the black holes.
The present investigation is motivated by several relations to string theory. For example,
add six additional toroidally compactified dimensions, and interpret the compact Kaluza
Klein direction as the M-theory circle. Then the solutions are charged with respect to the
electric charge of D0-branes and the magnetic charge of D6-branes, fully wrapping
the six inert dimensions. Thus the solutions can be interpreted as rotating bound states
of D0- and D6-branes. As discussed above, angular momentum conservation implies that
such bound states are stable, even though they are not supersymmetric. This argument may
explain the stability to the leading order noted in the string theory description of the D0D6
system [2].
For another application, recall that general four-dimensional black holes in N = 4, 8
string theory are generated by black holes depending on 5 parametric charges [35]. By
now it is standard to consider four of these charges [6,7], but the fifth charge is difficult and
our understanding is incomplete, even at the level of classical solutions; for discussion see,
e.g. [8,9]. The problematic fifth charge parametrizes the inner product of the electric and
magnetic charge vectors; when it is absent, the four charges refer to independent U (1)s,
up to duality. In the present work there is only one U (1) field, so electric and magnetic
charges are necessarily parallel. In a sense, there is only the fifth charge, and therefore
good opportunity to study its properties.
213
The paper is organized as follows. In Section 2, we review the solution generating

technique, following Sen [10,11]. The resulting solution is presented in its five-dimensional
form, along with necessary notation. There is also a discussion of various special cases, and
the relation to other work. Subsequently, in Section 3, the properties of the corresponding
black holes in four dimensions are derived. The various subsections are quasi-independent,
each considering, e.g., thermodynamic properties, the extremal limit, duality symmetries,
or dipole moments.
2. The solution
In this section we review the solution generating technique, following Sen [10,11].
This leads to the solution, of course; but it also serves to describe a specific embedding
into string theory, and to explain how a potential Taub-NUT singularity is avoided. Sen
considered the heterotic string theory but for the present purposes it is sufficient to consider
the five-dimensional vacuum sector. This truncation simplifies the problem and further
gives a universal embedding, valid for all the string theories.
2.1. The solution generating technique
The idea of the solution generating technique is to note that, being interested in stationary solutions, time can be assumed compact, for the purpose of the equations of motions
and their symmetries. This procedure yields an effective theory in three dimensions. In
the present context the compactification from five to three dimensions gives an SO(2, 2)
T-duality symmetry, with transformations acting as conjugations on the moduli matrix:

G1 B
G1
,
(4)
M=
G
BG1
where G and B are 2 2 matrices with t/y indices. The labels in the explicit computations
1 , g , g 1 , g ] for diagonal metrics.
below are chosen so that M = diag[gyy
yy t t
tt
The components of the metric and the B-field having one non-compact index, and the
other in the t/y directions, correspond to magnetic fields in three dimensions. They are
represented as four pseudoscalar potentials after the dualization:
0
0
(a) .
(5)
g3 e23 g g (ML)ab F(b)
0 0 =
Here L = diag[1 , 1 ], where:

0 1
.
1 =
1 0
(6)
The four scalars fields and the dilaton 3 are combined with the matrix M to form an
extended moduli matrix M, of size 6 6:
M e23 T
e23
M 1 e23 T
M=
e23
e23
T M 12 e23 T T
1 e23 T
2
2
1 e23 T
,
2
1
2
T
2
T
2
M e 3 ( )
3 +
e
4
e L . Note that M is symmetric M = MT .

where
(7)
214
The group of solution generating transformations is formed by repeated application of

T-duality and S-duality; the resulting group is SO(3, 3). The solution generating matrices
SO(3, 3) satisfy:
L T = L,
(8)
where L = diag[1 , 1 , 1 ]. They leave the effective three-dimensional metric invariant,

and transform the extended moduli matrix as:
M0 = M T.
(9)
The solutions are required to have canonical moduli at infinity; i.e., the asymptotic
moduli matrix must be Mas = diag[I2 , I2 , I2 ], where I2 is the 2 2 identity matrix.
This reduces the group of solution generating transformations SO(3, 3) SO(2, 1)
SO(2, 1). The unbroken group includes the compact U (1) subgroup of the SL(2, I) Sduality group, which leaves invariant the four-dimensional solution used as starting point;
so the space of solutions becomes a five-dimensional coset:

SO(2, 1) SO(2, 1) /SO(2).
(10)
The five parameters are interpreted as electric/magnetic KaluzaKlein charge, electric/magnetic B-field charge, and a Taub-NUT parameter. Removing the charges associated
with the B-field, i.e., the FS- and NS5-charges, we are left with the diagonal SO(2, 1) of
the coset above. Three generating elements of this group are:
cosh I2 sinh I2 0
(11)
E = sinh I2 cosh I2 0 ,
0
0
I2
cosh I2 0 sinh 1
,
0
I2
0
(12)
M =
sinh 1 0 cosh I2
I2
0
0
sin 1 .
cos I2
(13)
T N = 0
0 sin 1 cos I2
When acting on a background Schwarzchild or Kerr black hole, each of these transformations create a solution with the designated charge. The three infinitesimal generators satisfy
the SO(2, 1) algebra, so together they generate a three parameter family of solutions, parametrized by the three charges.
In the present work only regular solutions are of interest; so the Taub-NUT charge must
vanish. This can be cumbersome to achieve, because the transformations (11)(13) do not
commute. For example, generating first a KK-monopole using M , and then applying the
boost E , gives a solution with magnetic and electric KK-charge, but also Taub-NUT
charge. The standard remedy is to further act with some T N , with the parameter chosen
to cancel the unwanted Taub-NUT charge. Solutions constructed this way tend to be quite
unwieldy, due to the constraint of vanishing Taub-NUT charge. In particular, the symmetry
between electric and magnetic charges is generally obscured. The strategy in the present
215
construction is to solve the Taub-NUT constraint early on, implementing the result directly
in the SO(2, 1) matrix. This leads to the two-parameter family of transformations:
q
q
q
qp
(q2m)(p+2m)
(q+2m)(p2m)
I
I
1
2
2
2
2
4m
8m
8m2
q
q
q
p q 2 4m2
q (q+2m)(p+2m)
q (q2m)(p2m)
. (14)
=
I
I
2
1
p+q 4m2 2
2
2
p+q
p+q
8m
8m
q
q
q
q p 2 4m2
p (q2m)(p2m)
p (q+2m)(p+2m)
1
I2
p+q 4m2 1
p+q
p+q
8m2
8m2
These matrices indeed belong to the SO(2, 1) of interest and, as shown below, further
do not lead to Taub-NUT charge. When only electric or magnetic charges are present
the correspondence with the parameters in E and M is q = 2m cosh2 and p =
2m cosh2 , respectively; but in general there is no simple relation to the familiar boost
parameters.
2.2. The explicit computation
We now turn to the explicit computation. The starting point is the standard Kerr black
hole in four dimensions. In three dimensional form it is described by the metric:
2

1
dr
2
2
2
2
+ d +
sin d ,
(15)
ds3 = H3
1
H3
where:
H3 = r 2 + a 2 cos2 2mr,
(16)
1 = r + a 2mr,
2
and the moduli:
1
0
0
M=
0
0
0
where:
0
0
1
0
0 f 1
0
0
0
0
0
g
(17)
0
0
0
f (1 + g 2 )
g
0
r 2 + a 2 cos2 2mr
,
r 2 + a 2 cos2
2ma cos
.
g= 2
r + a 2 cos2 2mr
It is useful to note:
f=
0
0
0
g
f 1
0
g
,
0
2
f (1 + g )
(18)
(19)
(20)
f (1 + g 2 ) 1 = 2m(r 2m)H31 ,
(21)
1 = 2mrH31.
(22)
It follows without detailed computation from the structure of the various matrices that
the components M015, M035 , M023 vanish identically. This implies that the fields carrying
216
axion- , NS5- and FS-charges are consistently set to zero. More importantly, the leading
term in M045 cancels, ensuring a vanishing Taub-NUT charge (the subleading terms are
related to angular momentum). An explicit computation further shows the relation:
2
(23)
M011 M033 M013 = M055 ,
which implies that the five-dimensional dilaton e25 = 1. The remaining components of
M0 can now be interpreted consistently in terms of the five-dimensional geometry. It can
be extracted from just a few elements of M0 , e.g.,
e23 = M055 ,
(24)
G1
tt
(25)
At
Gyy
(2)
(4)
= M033 ,
M0
= 13
,
M033
M033
=
,
M055
M0
= 25
,
M055
M0
= 45
.
M055
(26)
(27)
(28)
(29)
The next step is to invert the definitions of (2,4) from (5), and find the corresponding
(1,3)
(3)
gauge fields A . This is a lengthy computation. The A gives the azimuthal part of
the four-dimensional metric (denoted B below). To find the azimuthal part of the gauge
potential one must further transform from the effective three-dimensional metric to the
five-dimensional form using:
(1)
(3)
A = A + At A .
(30)
2.3. The result

The explicit computations lead to the five-dimensional metric:
2

H2
H3
1
dr
+ d 2 +
(dy + A)2
(dt + B)2 + H1
sin2 d 2 ,
ds52 =
H1
H2
1
H3
(31)
where:
p (p 2m)(q 2m)
H1 = r 2 + a 2 cos2 + r(p 2m) +
p+q
2
q
p
(q 2 4m2 )(p2 4m2 )a cos ,
2m(p + q)
q (p 2m)(q 2m)
H2 = r 2 + a 2 cos2 + r(q 2m) +
p+q
2
q
q
(q 2 4m2 )(p2 4m2 )a cos ,
+
2m(p + q)
(32)
(33)
H3 = r 2 + a 2 cos2 2mr,
1 = r + a 2mr,
2
217
(34)
(35)
are quadratic functions of the BoyerLindquist type radial variable r (we repeated H3 , 1
for easy reference); and the 1-forms:
#
"
s 3 2
q (p 4m2 )
p 2m
+
a cos H21 dt
A = 2Q r +
2
4m2 (p + q)
s

p(q 2 4m2 )
2P H2 + a 2 sin2 cos +
4m2 (p + q)3

(p + q) pr m(p 2m) + q p2 4m2 a sin2 H21 d,
(36)
(pq + 4m2 )r m(p 2m)(q 2m)
pq
a sin2 d,
(37)
2m(p + q)H3
play the role of gauge potentials in the effective three-dimensional theory, obtained by
compactifying t as well as y. It is sometimes an advantage to write A in the alternative
form:
"
p

2P q (q 2 4m2 )(p2 4m2 )
q(p 2m)(q 2m)
cos +
A = 2P 1 + rq +
2(p + q)
2m(p + q)
s
#

p(q 2 4m2 )
pr m(p 2m) a sin2 H21 .
(38)
+
2
4m (p + q)
B=
The four parameters (m, a, q, p) appearing in the solution are related to the physical
mass (M), angular momentum (J ), electric charge (Q), and magnetic charge (P ) through:
p+q
,
(39)
2
pq(pq + 4m2 )
a,
(40)
G4 J =
4m(p + q)
q(q 2 4m2 )
,
(41)
Q2 =
4(p + q)
p(p2 4m2 )
.
(42)
P2 =
4(p + q)
The charge parameters Q, P were used already in writing the solution above. Note that
q, p > 2m, with equality corresponding to the absence of electric or magnetic charge,
respectively.
2G4 M =
2.4. Relation to previous work

The black holes presented above are related to many different families of black holes
considered in previous work. The non-rotating black holes were found by Gibbons and
Wiltshire [12]. They appear in a string theory context in [1315].
218
The purely electric, or the purely magnetic, rotating black holes are special cases of the
string theory black holes considered in [11,16]. Rotating black holes with both magnetic
and electric charges, but with respect to different U (1) fields, were found in a string theory
setting in [11,17,18]. Sen [11] further describes the construction of a very general black
hole, including the ones considered here, but found it unpractical to carry out the details
in full generality. Other strategies, which could lead in principle to the class of black holes
considered here, were described in [19,20].
The diagonal case where electric and magnetic charges are equal P = Q, and rotation
is absent, is the standard ReissnerNordstrm solution in EinsteinMaxwell theory. In [21,
22] it was found as a string theory solution, in this form. This is possible, despite the
coupling between the gauge field and the dilaton in the Lagrangian (1), because the dual
field strength has the inverse coupling so that, when the electric and magnetic charges
are equal, it is consistent to take a constant dilaton in four dimensions. The more general
solution found here shows that this phenomenon does not generalize to the rotating case:
the standard charged, rotating KerrNewman black hole is not a special case of the family
constructed here; in particular, it is not the diagonal case P = Q.
The connection between standard D-brane considerations and (special cases of) the
solutions was pursued in [2,23], and scattering computations appeared in [14,24
26]. These weak coupling descriptions of the system are generally in agreement with
expectations from the classical solutions. This is puzzling because the gravitational
description is strongly coupled from the world-volume point of view, and there is
no supersymmetry. The results suggest the existence of a systematic weakly coupled
description, valid without supersymmetry; this prospect remains one of the motivations
for further development of the subject.
3. Black holes in four dimensions

After dimensional reduction the five-dimensional black string becomes a four-dimensional black hole with the metric:
2

p
H3
1
dr
2
+ d 2 +
=
(dt + B)2 + H1 H2
sin2 d 2 .
(43)
ds4,E
1
H3
H1 H2
The matter fields are the gauge field A given in (36) and the dilaton:
s
H2
.
(44)
e24 =
H1
The black hole has inner and outer horizons at 1 = 0, i.e.,
p
r = m m2 a 2 .
(45)
The event horizon is surrounded by an ergosphere, the region where physical observers can
no longer be static, but must rotate along with the black hole. The appropriate condition is
H3 < 0; so the outer limit of the ergosphere is:
p
(46)
rerg = m m2 a 2 cos2 .
219
The singularity of the black hole is inside the event horizon, and has the form of a ring
singularity. These and other features of the causal structure are similar to those of Kerr
black holes, see, e.g. [27]. However, it would clearly be interesting to study the causal
structure in more detail; especially in the extremal limit (discussed in Section 3.2). An
important subtlety is the distinction between four- and five-dimensional geometry [12].
3.1. Thermodynamics
We next turn to the evaluation of the thermodynamical variables of the black hole.
The area of the black hole is determined from the four-dimensional Einstein metric as:
Z q
Z
g g d d =
H3 B2 d d.
(47)
A=
This gives the black hole entropy:

pq
pq + 4m2 p 2
A
2
=
m a
m+
S=
4G4
G4
2m(p + q)
v
#
"
u

2 2
m pq u
pq
pq
+
4m
+t
J2 .
= 2
2G4
p+q
16G24
(48)
It is simplest to compute the inverse temperature at = 0, where the event horizon and
1 and:
the ergosphere meet. Here gt t = grr
H =
4
,
|gt0 t |
(49)
where the prime denotes differentiation with respect to the coordinate r. The result is:

pq pq + 4m2
2m2
+
.
(50)
H =
m
p+q
m2 a 2
The rotational velocity of the black hole horizon is:
H =
gt
1
= .
g
B
(51)
It can be written as:

2m(p + q)
a.
H =
2
pq(2m (p + q) + (pq + 4m2 ) m2 a 2 )
(52)
Note that the product of the inverse temperature and the rotational velocity is particularly
simple:
2a
.
H H =
m2 a 2
It can be verified that the first law of black hole thermodynamics:
dM = TH dS + E dQ + M dP + H dJ,
(53)
(54)
is consistent with the results above. This computation also gives the potentials conjugate
to electric and magnetic charge:
220

p(q 2 4m2 )
2m2
p+
,
p+q
m2 a 2
s

q(p2 4m2 )
2m2
=
q+
.
2mG4
p+q
m2 a 2
H E =
2mG4
(55)
H M
(56)
Finally, homogeneity of the thermodynamic potentials gives the generalized Smarr

formula:
2S = H M H E Q H M P 2H H J.
(57)
It is a good check on the computations that this formula is satisfied.

3.2. The extremal limit and stability
For a given value of the conserved charges Q, P , J there is a lowest possible value of
the mass consistent with regularity. The three parameter family of solutions saturating this
bound is referred to as extremal 1 .
To begin the discussion, assume G4 J < P Q. In this small rotation case the extremal
limit occurs for m 0. Regularity demands that also a 0, but the ratio a/m can remain
finite. The extremal solutions are thus parametrized by p, q, and a/m. The parametric
relations (39)(42) can be inverted in the extremal limit with the result:
3/2
,
(58)
2G4 M = Q2/3 + P 2/3
G4 J
a
=
.
(59)
m
PQ
Note that the mass is independent of angular momentum; but nontrivial dependence on the
ratio a/m can nevertheless be retained in the extremal geometry.
Next, assume G4 J > P Q. In this large rotation case the extremal limit occur for
m = a. The solutions can be parametrized by p, q, m. It does not in general seem possible
to invert the parametric relations (39)(42) on this branch; however, it is simple to show:
3/2
.
(60)
2G4 M > Q2/3 + P 2/3
The two branches of extremal black holes are joined by a two-parameter family of black
holes satisfying G4 J = P Q. The geometry degenerates in this critical limit; for example,
the black hole entropy approaches zero.
In general relativity the term extremality usually refers to a specific property of the
causal structure, the appearance of a bifurcate Killing horizon. This is equivalent, in the
coordinates used here, to the criterion that the two horizons (45) occur at the same value.
This is indeed the case, with r = 0 on the small rotation branch and r = m on the large
rotation branch.
A natural benchmark for the mass is the BPS inequality, written in the present units as:
p
(61)
2G4 M > Q2 + P 2 .
1 This section benefited from discussions with G. Horowitz, R. Myers, and A. Peet.
221
This condition is always satisfied and cannot be saturated, when both electric and magnetic
charges are present. The extremal black holes can therefore not be supersymmetric.
A stronger benchmark is the comparison with the energy of two widely separated
fragments, each carrying either the electric or the magnetic charge:
2G4 M > Q + P .
(62)
This inequality is also satisfied for all ranges of parameters. This shows that spontaneous
fragmentation of the black hole into two parts is consistent with energy conservation.
However, as discussed in the introduction, the two constituents in the final state must satisfy
Diracs bound on the angular momentum:
J>
PQ
.
G4
(63)
The black holes on the small rotation branch are therefore stable towards this decay, but
those on large rotation branch are not. This is the first hint of an analogy between the
slowly rotating KaluzaKlein black holes and BPS states. The corresponding analogy for
the rapidly rotating KaluzaKlein black holes is to states that are extremal, but not BPS. In
the following we see several examples of this parallel.
Consider the extremal limit of the entropy formula (48). For small rotation:
s
P 2 Q2
J 2,
(64)
S = 2
G24
while for large rotation:
s
P 2 Q2
.
S = 2 J 2
G24
(65)
The important feature is the sign of the angular momentum contribution under the square
root. In (64) it is identical to the one seen for rotating BPS black holes in five dimensions
[28] 2 , consistent with an interpretation of angular momentum as an R-charge in a
supersymmetric conformal field theory. In (65) the sign is positive, as it is for extremal
(but necessarily non-BPS) Kerr black holes in four dimensions.
The Hawking temperature (50) vanishes in the extremal limit, on both branches. This
conforms with general expectations for extremal black holes, whether BPS or not.
In the extreme limit, the angular velocity of the horizon (51) takes a finite value:
1
H = ,
pq
(66)
for large rotation; but for small rotation it vanishes in the extremal limit. The physical
interpretation is that the angular momentum is carried by the field surrounding the black
hole, rather than in its interior. The unfamiliar combination of angular momentum without
angular velocity also occurs for the rotating BPS black holes in five dimensions [28].
2 This is the only case familiar to me where rotation is consistent with the BPS condition [29].
222
A related fact is that the ergosphere (46) vanishes in the extremal limit, for small rotation.
Important consequences of an ergosphere are superradiance and the possibility of classical
extraction of energy. The extremal Kerr black hole is unstable, due to these effects; but the
slowly rotating KaluzaKlein black holes are not. In a sense, the mass (60) on the large
rotation branch is too large, and the black holes seek to reach the lower bound (58) which
apparently ensures stability. It is an important problem to determine the origin of the mass
formula (58), if indeed it gives an absolute lower bound.
The explicit black hole geometry does not simplify particularly in the extremal limit,
on the large rotation branch; but on the small rotation branch it collapses dramatically.
Indeed, H3 = 1 = r 2 so now the three-dimensional spatial geometry becomes conformally
flat. Another way of stating this is that Cartesian coordinates, and also harmonic functions,
become useful. These simplifications are familiar from BPS black holes, but they do not
happen for extremal non-BPS geometries such as the extremal Kerr black hole.
Next we return to the question of fragmentation of black holes on the slow rotation
branch. As noted above, angular momentum conservation forbids decay into an electric
and a magnetic constituent. However, there are many other potential decay channels,
and angular momentum conservation may not rule those out. Fragmentation in identical
lumps, each with charge assignments (Q/2, P /2), is particularly worrisome, because two
identically charged fragments can have vanishing angular momentum. One way around
this concern is to consider black holes with mutually prime quantized charges. In fact,
this restriction is also imposed in standard BPS arguments; and so it is consistent with the
analogy between BPS states and the slowly rotating branch.
There are more general potential decay channels; for example, they may involve more
than two bodies in the final state. It is not clear whether angular momentum conservation
or other considerations can stabilize against such decays. Despite these open problems, it is
nevertheless clear that the slowly rotating extremal black holes exhibit a remarkable degree
of stability; in particular, it is interesting that the most obvious decay channel is forbidden.
Independently of these considerations a large degree of stability is expected on entropy
grounds. The black holes have considerable entropy, even in the extremal limit, and any
fragmentation would significantly lower the total entropy of the system.
3.3. Quantization rules
The electric and magnetic charges are quantized according to:
Q = 2G4 M0 nQ ,
(67)
P = 2G4 M6 nP ,
(68)
where nQ and nP are integral. The mass parameters satisfy 8G4 M0 M6 = 1 so that:
2P Q
= nQ nP .
G4
(69)
The discussion in this paper uses (69), essentially Diracs quantization rule, several times.
However, the precise quantization rules on the independent charges are less important. It
223
may nevertheless be useful to note that, if the electric and magnetic objects are interpreted
in string theory as D0- and D6-branes, the masses are:
1
,
ls gs
V6
,
M6 =
(2)6 ls7 gs
M0 =
(70)
(71)
where the string units are defined so ls = 0 and V6 is the volume of the six compact
dimensions wrapped by the D6-brane.
The extremal entropy on the slow rotation branch (64) can be rewritten as:
s
n2P n2Q
J 2,
(72)
S = 2
4
using the quantization rule (69). It is interesting that this expression involves only the
quantized charges, the moduli cancel out. This is sometimes interpreted as a signal
that a clear connection to the microscopic theory is possible [30]. For supersymmetric
black holes, the cancellation of moduli is understood as a consequence of enhanced
supersymmetry at the horizon [31]. However, this result does not seem to apply in the
present circumstances.
Taking the cancellation of moduli into account, the duality group (discussed in detail in
Section 3.5) is enlarged to the full non-compact group. In N = 8 supergravity the extremal
entropy formula for the full orbit is therefore:
r
1
J4 J 2 ,
(73)
S = 2
4
on the small rotation branch, and
r
1
(74)
S = 2 J 2 J4 ,
4
on the large rotation branch. In these formulae the quartic invariant of E7(7) satisfies J4 > 0.
The standard formula for the orbit of black holes with a supersymmetric limit is identical
to (74), but with J4 < 0 [32]. (The BPS condition is usually imposed; this requires J = 0.)
The analogous entropy formulae for the N = 4 theory are identical, except that the J4 is
replaced by the unique quartic expression, invariant under S- and T-duality, viz.,

E Q
E PE LPE QL
E PE 2 ,
(75)
J4 = QL
in an obvious notation.
3.4. Comments on the nonextreme entropy
In the generic nonextreme case it is difficult to establish a connection with microscopic
ideas for the entropy. The extremal (and diagonal) case was interpreted in [22] using
the correspondence principle [33]; for a braneantibrane interpretation of the general
nonextreme case see [15].
224
The purpose of this section is to apply the observations of [34,35] in the present case.
The idea is to interpret the black hole as a state in some underlying conformal field theory,
with the effective levels of the state as the quantities that control the thermodynamics. Now,
the proposal gives a geometric determination of the levels as:
p
p

(76)
S () = 2 NL NR ,
where S (+) is the usual entropy, computed from the area of the event horizon, and S () is
computed similarly, but from the area of the inner horizon. In the present case:
v
u pq pq + 4m2 2
m pq
,
J2
(77)
S () = 2 t
p+q
2G4
16G24
so the prescription leads to the levels:
2

pq
pq + 4m2
J 2,
NL =
p+q
16G24
NR =
m2 pq
.
4G24
(78)
(79)
According to (76) we have NL > NR by convention. In black holes with a supersymmetric

limit this implies that the right movers are supersymmetric, but not the left movers. In the
present context there is no supersymmetric limit; here the convention suggests that the left
movers are supersymmetric, but not the right movers.
In general, it is not known what conformal field theory has these expressions as effective
levels; and so no independent verification is possible. However, general principles of
conformal field theory nevertheless suffice for some consistency checks. An important
requirement is that the difference of the levels must be an integer, by modular invariance.
In the present case a simple computation gives:
NL NR =
Q2 P 2
1
J 2 = n2Q n2P J 2 .
2
4
G4
(80)
This is indeed an integer, for all values of the charges and the angular momentum. Note that
this result is quite delicate: J may be half-integer and nQ nP may be odd, but the angular
momentum quantization rules for dyons ensure that these possibilities are correlated so
that neither happen, or both happen at once. This is precisely what is needed.
In conclusion, we find that NL NR is integral, confirming a rule noted in many previous
examples. This may be an indication that both NL and NR are levels in some conformal
field theory.
3.5. Duality and other symmetries
After embedding into string theory the solutions are related to others by duality. As
an example, consider the embedding into type II string theory, compactified to four
dimensions on T 6 . Then the electric and magnetic charges can be interpreted as the KKmomentum and KK-monopole around any of the compact dimensions. Alternatively, as
225
mentioned in the introduction, they are interpreted as the D0D6 system, or any of its
obvious dual pairs of D-branes.
There are much more general possibilities. The subgroup of the general E7(7) duality
group leaving the asymptotic Minkowski space invariant is the maximal compact subgroup
SU (8). A general strategy to investigate the orbit of these transformations is to consider
the central charge matrix ZAB of N = 8 supergravity in four dimensions, transforming as
an antisymmetric tensor under SU (8). From general formulae, e.g. in [36], it follows that
in the present case the central charge matrix is particularly simple, of the form:
Z = diag[, , , ],
where = P + iQ and

0 1
.
= i2 =
1 0
(81)
(82)
The four skew-eigenvalues of the central charge matrix are thus identical and equal
to . SU (8) duality transformations can at most change the skew-eigenvalues by phases.
Moreover, the overall phase must be left invariant, because the duality group is SU (8),
rather than U (8). It is therefore clear that, for generic Q, P , at least some of the skeweigenvalues of the central charge matrix remain complex throughout the duality orbit.
The canonical family of black holes considered in the string theory literature depends
on four independent charges [6,7]. The charges can be identified up to duality as the skeweigenvalues of the central charge matrix [8]. The eigenvalues of the central charge matrix
can thus be chosen real for the standard black holes; so these are distinct from the ones
considered here, even after general dualities are taken into account.
The EinsteinMaxwell theory has a U (1) duality symmetry acting on the field strength.
In view of the various dualities in string theory it is natural to expect an analogous
symmetry in the present context. Such a symmetry, exchanging electric and magnetic
charges in a continuous fashion, would multiply the four skew-eigenvalues by an identical
phase. In general, this is evidently not a symmetry, since the phases do not multiply to unity.
Thus there are no continuous duality symmetries that act within the family of solutions
considered in this paper. The significance of this result is that the parameters p and q are
genuinely independent.
Acting on the skew-eigenvalues with a phase is not generally a symmetry, but i 4 = 1
so this specific value generates a discrete duality symmetry, interchanging the electric and
magnetic charges. More precisely it takes Q P , P Q, leaving the four-dimensional
geometry invariant. A more explicit route to this symmetry starts from the truncated
Lagrangian (1), rewriting the Maxwell field in dual variables. This computation also shows
that 4 4 under the discrete duality.
Now, let us inspect the discrete symmetries of the solutions. One symmetry has the
parametric form:
p q;
a a.
(83)
It interchanges the functions H1 H2 , inverting the dilaton 4 4 ; and it leaves

the four-dimensional geometry invariant, except for B B. It also interchanges the
226
electric potential At with the magnetic potential (2) appearing in intermediate stages
of the explicit computations in Section 2.2.
The discrete symmetry under time-reversal is superficially similar, yet different in
nature. It leaves the four-dimensional geometry invariant except for B B; this takes
the angular momentum J J . It also inverts the electric potential At At , but not
the magnetic one A A . This implies Q Q, P P .
The product of the two discrete symmetries described above is also a symmetry, taking
Q P , P Q, leaving J invariant. It is this combined symmetry which is the discrete
duality.
For another discussion of duality, emphasizing non-supersymmetric orbits, see [37].
3.6. The magnetic dipole moment
The magnetic dipole moment is a good indicator of the interplay between the angular
momentum and the electric and magnetic charges. It can also be useful in establishing the
connection to various microscopic models, see, e.g. [3840].
The magnetic dipole moment can be read off from the gauge potential A, given in (36).
The coefficient is determined by the precise analogy with the relation between angular
momentum and the effective gauge potential B. This procedure gives:
s
p3 (q 2 4m2 ) a
.
(84)
=
(p + q)
4m
A natural benchmark for the electric dipole moment is the classical value:
s
QJ
a
p(q 2 4m2 )
=
.
(pq + 4m)q
0 =
5
2M
4m
(p + q)
(85)
The gyromagnetic ratio g, defined through = g0 , becomes:

g=
p(p + q)2
.
q(pq + 4m2 )
(86)
To interpret this formula, consider some special cases.

The purely electric black hole has p = 2m and so the gyromagnetic ratio:
g=
q + 2m
.
q
(87)
This agrees with previous results [11,16]. The function decreases monotonically from
Diracs quantum value g = 2, in the limit of vanishing electric charge (q = 2m), to the
classical value g = 1, for very large charge. The large charge limit is extreme and the result
can be compared successfully with our microscopic understanding [40]. The appearance
of Diracs value in a natural limit of parameter space is intriguing, and reminiscent of the
fact that this also happens for KerrNewman black holes. As in that case, it is not clear
why Diracs value should appear.
227
A more illuminating special case may be that of vanishing electric charge p = 2m,
giving:

p
p
+1 .
(88)
g=
2m 2m
The gyromagnetic ratio is always larger that Diracs value g = 2, obtained in the limit of
vanishing magnetic charge q = 2m. It increases monotonically with the magnetic charge,
with no upper bound. Thus, the rotating magnetic background is very efficient at creating
an magnetic dipole moment. This property suggests some sort of phase separation of the
microscopic constituents; however, the details are puzzling.
As a last special case, consider the extremal limit (on the slow rotation branch) m 0;
here:

2/3 2
P
(q + p)2
= 1+
.
(89)
g=
q2
Q
This attains the classical value for purely electric black holes and increases without bound
as the magnetic charge is turned on and becomes large. Similar qualitative behavior was
noticed in [18], but for black holes that are not obviously related to the present ones. The
full function (89) characterizes properties of extremal black holes, and may be a good
target for a microscopic analysis.
The consideration of the electric dipole moment is completely parallel to that of the
magnetic dipole moment. Here one starts with the magnetic potentials, already computed
in Section 2.2. The resulting expressions for the magnetic variables can be found from
the corresponding electric ones, via the interchange of variables p q. The associated
discussion is therefore analogous.
3.7. The near-horizon geometry
In some cases the AdS/CFT correspondence [41] offers a direct avenue from the nearhorizon geometry of black holes to aspects of the underlying microscopic theory. It is not a
priori clear what precise limit is appropriate in the present case. The purpose of this section
is to initiate an exploration.
As a first step, consider the nonrotating black holes a = 0. We expect that the decoupling
limit is extremal and so p, q m. It then remains to specify the scaling of r and the relative
scaling of p, q. A simple limit is to consider p, q r, m with no further hierarchy at this
point. The metric becomes:

2
q
2(p + q) 2
p2 q
dr 2
2
r
+
d
2mr
dt
+
(90)
ds52 = dy 2
2 .
p
q 2p
2(p + q) r 2 2mr
The radius of the compact dimension is constant, so the geometry is effectively fourdimensional. In fact, for r m it is precisely AdS2 S 2 , the near-horizon limit of extreme
ReissnerNordstrm black holes. A general value of m parametrizes a deformation away
from the AdS2 limit which preserves the asymptotic behavior. These results are promising;
however, the conformal quantum mechanics dual to AdS2 spaces is not well understood
228
[42], and the decoupling limit which defines it as a theory without gravity is more subtle
than for other AdS-spaces [43].
When the rotational parameter is included a natural decoupling limit has p, q r, m, a.
In this limit the geometry is (31) with:

a cos
p2 q
1
,
(91)
H1 =
2(p + q)
m

a cos
q 2p
1+
,
(92)
H2 =
2(p + q)
m
p
p3 q 3
a
(r m)H31
sin2 ,
(93)
Bt =
2(p + q)
2m
s
p+q
,
(94)
At =
q
m cos + a
,
(95)
m + a cos
and H3 , 1 retained in full. The parameter a/m must be less than unity for the geometry
to be regular, in agreement with the discussion in Section 3.2. The scale of the compact
dimension is set by H2 /H1 and is independent of r, but dependent of . Thus the compact
direction effectively becomes part of the angular S 2 .
The azimuthal coordinate mixes with the time coordinate, as expected for rotating
spacetimes. However, G,t r for large r so the AdS2 S 2 geometry is not recovered
asymptotically. To interpret this result, recall that rotation similarly modifies black holes
with near-horizon geometry AdS3 S 2 by mixing the AdS3 with the S 2 , but in this case
the asymptotic geometry is unaffected by the rotation [44]. The field theory interpretation
is that the rotational parameter characterizes a specific excitation, rather than a deformation
of the theory. In the present case we reach the opposite conclusion: the deformation due to
rotation is so large that it modifies the dual theory.
One may take further limits between the small parameters, in an attempt to find
the geometry corresponding to the vacuum of the dual CFT. The relation r m, a is
natural because it retains the ratio a/m characterizing the rotation. However, no special
simplication seems to occur in the limit.
Another decoupling limit for the D0/D6 system was considered in [45]. In this limit the
effective near-horizon geometry is the five-dimensional Kerr black hole. The limit assumes
a large hierarchy between the electric and magnetic charges. This is interesting, but it
should be clearly distinguished from the AdS2 S 2 limit described here.
A = 2P
Note added in proof

The black hole solutions presented in this paper were previously found by D. Rasheed
[46], and independently by T. Matos and C. Mora [47]. The discussion of the solution in
the present work is substantially new. I thank C.-M. Chen and T. Matos for bringing the
earlier works to my attention.
229
Acknowledgments
I thank G. Horowitz, M. Krogh, R. Myers, A. Peet, and other participants in the SUSY99
program at the ITP for discussions. This work was supported by DOE grant DE-FG0290ER-40560 and by a Robert R. McCormick Fellowship. I thank the theory group at the
University of Michigan in Ann Arbor and the ITP at the University of California in Santa
Barbara for hospitality.
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Worldvolume theories, holography, duality

and time
Chris M. Hull a,1 , Ramzi R. Khuri b,c,d,2
a Department of Physics, Queen Mary and Westfield College, Mile End Road, London E1 4NS, UK
b Department of Natural Sciences, Baruch College, CUNY, 17 Lexington Avenue, New York, NY 10010, USA
c The Graduate School and University Center, CUNY, 33 West 42nd Street, New York, NY 10036-8099, USA
d Center for Advanced Mathematical Sciences, American University of Beirut, Beirut, Lebanon 3
Abstract
Duality transformations involving compactifications on timelike as well as spacelike circles link
M-theory, the 10+1-dimensional strong coupling limit of IIA string theory, to other 11-dimensional
theories in signatures 9+2 and 6+5 and to type II string theories in all 10-dimensional signatures.
These theories have BPS branes of various world-volume signatures, and here we construct the
world-volume theories for these branes, which in each case have 16 supersymmetries. For the
generalised D-branes of the various type II string theories, these are always supersymmetric Yang
Mills theories with 16 supersymmetries, and we show that these all arise from compactifications of
the supersymmetric YangMills theories in 9+1 or 5+5 dimensions. We discuss the geometry of the
brane solutions and, for the cases in which the world-volume theories are superconformally invariant,
we propose holographically dual string or M theories in constant curvature backgrounds. For product
space solutions X Y , there is in general a conformal field theory associated with the boundary of X
and another with the boundary of Y . 2000 Elsevier Science B.V. All rights reserved.
PACS: 11.25.-w; 11.30.Pb; 04.50.+h; 04.70.Dy
Keywords: M-theory; Branes; Duality
1. Introduction
Duality maps relate the five distinct perturbative string theories in 9+1 dimensions
[1,2], and these are now understood as different limits of a theory in 10+1 dimensions,
the so-called M-theory. For the purposes of this paper, we will define M-theory as the
10+1-dimensional theory arising as the strong-coupling limit of the IIA string theory.
1 c.m.hull@qmw.ac.uk
2 khuri@gursey.baruch.cuny.edu
3 Associate member.
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 0 5 7 - 2
232
C.M. Hull, R.R. Khuri / Nuclear Physics B 575 (2000) 231254
In [3,4], this picture was expanded to include dualities involving compactification on

timelike circles as well as spacelike ones. In [3], it was shown that T-duality on a timelike circle takes the IIA theory into a IIB* theory and the IIB theory into a IIA* theory.
The strong coupling limit of the IIA* theory is a theory in 9+2 dimensions, denoted the
M* theory in [4], which can also be obtained by compactifying M-theory on a Lorentzian
3-torus T 2,1 with 2 spacelike circles and one timelike one, and taking the limit in which
all three circles shrink to zero size. Compactifying the M* theory on a Euclidean 3-torus
T 3 and shrinking the torus to zero size then gives an M0 theory in 6+5 dimensions.
Compactifying the M, M*, M0 theories on spacelike or timelike circles gives rise to IIAlike string theories in signatures 10+0, 9+1, 8+2, 6+4 and 5+5, and T-dualities relate
these to IIB-like string theories in signatures 9+1, 7+3 and 5+5. Each of these theories
has 32 local supersymmetries, which in some cases satisfy a twisted supersymmetry
algebra [4], and each has a supergravity limit. These theories are linked by an intricate
web of duality transformations which can change the number of time dimensions as well
as the number of space dimensions. As all of these theories are linked by dualities, they
should all be regarded as different limits of a single underlying theory. For a review,
see [5].
In [6], the generalised brane-type solutions of these theories were constructed, and
found to have various world-volume signatures. For example, the 9+2-dimensional M*
theory has membrane-type solutions with world-volumes of signature (3, 0) and (1, 2)
and a solitonic fivebrane-type solution with signature (5, 1). The rules for determining
which signature branes appear in which theories were given in [6], as well as the duality
transformations relating the various generalised branes. These were found to be consistent
with considerations of dimensional reduction from 11 to 10 dimensions.
There are of course many issues arising concerning the interpretation of these theories
with multiple times, some of which are discussed in [35]. Here we will proceed formally
and continue to map out the structure of the theories that arise.
The plan of this paper is as follows: in Section 2, we review the D-brane and E-brane
solutions of the type II and type II* string theories and discuss their singularities. In
Section 3, we review some of the main results of [6], emphasizing the various brane
solutions obtained in 10 and 11 dimensions. In Section 4, we interpret the branes as
interpolating solutions, summarizing the results in eleven dimensions found in [6] and
explicitly writing the interpolating geometries for the family of four-dimensional brane
solutions of the ten-dimensional type IIB theories. In Section 5, we discuss world-volume
actions for these generalized branes, noting that each can be linked to a standard brane of
M-theory. In Sections 6, 7 and 8 we discuss the world-volume theories of the D-branes of
the various type II theories, and the M-branes of the M-type theories. Finally, in Section 9
we discuss the dualities between conformal field theories and de Sitter space theories
following the arguments of Maldacena [7].
Various generalised de Sitter spaces of various signatures arise in solutions of these
theories [6], all of which are coset spaces SO(p, q)/SO(p 1, q) with the SO(p, q)invariant metric and signature (p 1, q); when these have two sheets, we take one
connected component. These include d-dimensional de Sitter space
dSd =
SO(d, 1)
,
SO(d 1, 1)
233
(1.1)
d-dimensional anti-de Sitter space

AdSd =
SO(d 1, 2)
,
SO(d 1, 1)
(1.2)
the d-sphere
Sd =
SO(d + 1)
,
SO(d)
(1.3)
the d-hyperboloid
Hd =
SO(d, 1)
SO(d)
(1.4)
(which has a Euclidean metric and was referred to in [8] as Euclidean anti-de Sitter space)
and the space
AAdSd =
SO(d 1, 2)
,
SO(d 2, 2)
(1.5)
with two-timing signature (d 2, 2).

2. D-Branes and E-Branes
The IIA* and IIB* theories in 9+1 dimensions contain E-branes [3], which are the
images of D-branes under timelike T-duality. Whereas D-branes are timelike planes on
which strings can end, the E-branes are spacelike surfaces on which strings can end. The
strings ending on the E-branes govern the behaviour of the E-branes, and the zero-slope
limit of this string theory gives world-volume theories which are Euclidean super-Yang
Mills theories obtained by reducing 9+1-dimensional super-YangMills on Lorentzian
tori. In particular, the E4-brane solution of the IIB* theory leads, following [7], to a duality
between the large N limit of Euclidean 4-dimensional U (N) super-YangMills theory and
the IIB* string on the product of the 5-dimensional de Sitter space dS5 and the hyperbolic
5-space H5 [3].
The bosonic part of the IIA supergravity action is

Z
G22 G24
H2
10
28
2
R + 4(8)
SIIA = d x g e
12
4
48
Z
4
(2.1)
G4 G4 B2 +
+
3
while that of IIB supergravity is

Z
G25
G21 G23
H2
10
28
2
+ . (2.2)
R + 4(8)
SIIB = d x g e
12
2
12
240
Here 8 is the dilaton, H = dB2 is the field strength of the NS-NS 2-form gauge field
B2 and Gn+1 = dCn + is the field strength for the RR n-form gauge field Cn . The
234
field equations derived from the IIB action (2.2) are supplemented with the self-duality
constraint G5 = G5 . Our conventions are that in signature S + T , the metric has S
positive spacelike eigenvalues and T negative timelike ones, so that a Lorentzian metric
has signature (S, 1), i.e. (++ +).
The type II supergravity solution for a Dp-brane (p is even for IIA and odd for IIB) is
given by [911]

2
+ + dy92 ,
ds 2 = H 1/2 dt 2 + dx12 + + dxp2 + H 1/2 dyp+1
(2.3)
C012...p = H 1 + k,
e28 = H (p3)/2,
where H is a harmonic function of the transverse coordinates yn+1 , . . . , y9 , k is a constant
and here and throughout in the paper we denote longitudinal spatial coordinates by xa and
transverse spatial coordinates by yi . The simplest choice for H is
H =c+
Q
,
y 7p
(2.4)
where c is a constant (which can be taken to be 0 or 1), y is the radial coordinate defined
by
y2 =
9
X
yi2
(2.5)
i=p+1
and Q is proportional to the D-brane tension, and is taken to be positive (taking Q < 0
gives an unphysical negative-tension brane with a naked singularity where H = 0). When
c 6= 0, it is conventional to set k = c1 , so that as y , C012...p 0. However, for
convenience we will henceforth set k = 0 and usually take c = 1.
The bosonic part of the type IIA* and type IIB* supergravity actions are given by
reversing the signs of the RR kinetic terms in (2.1), (2.2) to give [3]

Z
G22 G24
H2
10
28
2
+
+
+
(2.6)
R + 4(8)
SIIA = d x g e
12
4
48
and
Z
SIIB =

G21 G23 G25
H2
28
2
+
+
+
+ , (2.7)
d x g e
R + 4(8)
12
2
12 240
10
where the field equations from (2.7) are supplemented by the constraint G5 = G5 . The
full theories are invariant under a twisted N = 2 supersymmetry [3].
The Ep-brane solutions to (2.6) and (2.7) are given by

2
+ + dy92 ,
ds 2 = H 1/2 dx12 + + dxp2 + H 1/2 dt 2 + dyp+1
(2.8)
C12...p = H 1 .
e2 = H (p4)/2,
In this case, H is a harmonic function of t, yp+1 , . . . , y9 (i.e. it is a solution of the
wave equation 2 H = 0), and H can depend on time as well as the spatial transverse
coordinates.
235
There are a number of different possibilities for H . First, we can take the timeindependent H given by (2.4). These are the solutions that arise from the D-brane
supergravity solutions on performing a timelike T-duality, using a generalisation [4] of
the usual T-duality rules [12,13]. Secondly, we can consider the solution [3]
Q
,
8p
where , are the proper time and distance defined by
H =c+
2 = 2 = t 2 y 2 .
(2.9)
(2.10)
This corresponds to a source located at a point in the transverse spacetime. For odd p,
taking
H =c+
Q0
8p
(2.11)
gives a different real solution, related to (2.9) by taking Q0 = iQ.

The solutions have potential singularities on the light-cone t 2 = y 2 , where H diverges,
and on the hyperboloid where H = 0. There are in general two distinct solutions, one
in which the coordinates are restricted to the interior of the light cone, t 2 > y 2 , and one
in which they are restricted to the exterior of the light cone, t 2 6 y 2 . For example, for
the E4-brane, it was shown in [3] that the geometry near t 2 = y 2 is non-singular and
approaches dS5 H 5 , the product of 5-dimensional de Sitter space and hyperbolic 5space with constant negative-curvature and positive definite metric. Taking Q to be positive
(with c = 1) so that H is non-vanishing then avoids the potential singularity at H = 0. The
region t 2 6 y 2 then defines a non-singular solution which interpolates between flat space
(the region in which is large) and dS5 H 5 (where is small), and is geodesically
complete [3]. The interior of the light-cone t 2 > y 2 also defines a non-singular geodesically
complete solution, with the future and past regions t > 0 and t 6 0 each giving a coordinate
patch covering half the space. The region near t 2 = y 2 is again dS5 H 5 , with the futurecone t > y > 0 covering one half of dS 5 and the past-cone covering the other half [3]. The
situation is similar for the other E-branes, with the interior and exterior solutions defining
two different solutions [14]. For the solution with timelike interpolation in which t 2 > y 2 ,
we take the harmonic function to be given by (2.9) with Q > 0, while for the solution
with spacelike interpolation in which t 2 6 y 2 , we take the harmonic function to be given
by (2.11) with Q0 > 0, so that in each case H > 0.
The solution (2.8) is an extended object associated with a spacelike p-surface with
coordinates x 1 , . . . , x p located at t = y p+1 = = y 9 = 0. This is to be compared
with a D-brane, which is associated with a timelike p + 1-surface with coordinates
t, x 1 , . . . , x p located at y p+1 = = y 9 = 0. A D-brane arises in perturbative type II
string theory from imposing Dirichlet boundary conditions in the directions y p+1 , . . . , y 9
and Neumann conditions in the remaining directions, and the D-brane solution (2.3)
describes the supergravity fields resulting from such a D-brane source. Similarly, the
E-brane in perturbative type II* string theory arises from imposing Dirichlet boundary
conditions in the directions t, y p+1 , . . . , y 9 , including time, and Neumann conditions in
236
the remaining directions, and the E-brane solution (2.8) describes the supergravity fields
resulting from such an E-brane source. In the perturbative string theory, the timelike Tduality taking the type II theory to the type II* theory changes the boundary condition in
the time direction from Dirichlet to Neumann, and so takes a Dp-brane to an Ep-brane.
The E-branes preserve 16 of the 32 supersymmetries of the type II* theories. Smearing
these solutions in the time direction gives the time-independent solutions given by (2.8)
with H given by (2.4), and other solutions can be obtained by smearing in spacelike
directions.
3. Brane solutions of arbitrary signature

For theories in spacetimes of signature (S, T ), we are interested in generalised brane
solutions with metric of the form
ds 2 = H ab dXa dXb + H ij dY i dY j ,
(3.1)
where ab is a flat metric of signature (s, t) and ij is a flat metric of signature (s , t) =

(S s, T t). We will require H to be a function of the transverse coordinates Y i and find
that the field equations imply that H (Y ) has to be a harmonic function, satisfying
ij i j H = 0,
(3.2)
and determine the constants , . The longitudinal space has signature (s, t), and we refer
to it as an (s, t)-brane, so that a conventional p-brane of a Lorentzian theory with (S, T ) =
(D 1, 1) is a (p, 1)-brane. These solutions also have a non-vanishing n-form gauge field
Cn with n = s + t
Cn = H dX1 dXn
(3.3)
for some constant .

Different types of solutions arise for different choices of harmonic function. A simple
choice is the wave-type solution

ij Ki Kj = 0
(3.4)
H = A sin Ki Y i + c ,
with K a constant null vector. For the Euclidean transverse space (as in p-branes) there
are no non-trivial null vectors K, but there are non-trivial solutions if the transverse space
has both spacelike and timelike dimensions. Here we shall concentrate on solutions of the
form
Q
(3.5)
H =c+ m
or
Q0
(3.6)
H =c+ m,
where m = S + T s t 2, Q, Q0 are real constants and , are the proper time and
distance defined by
2 = 2 = ij Y i Y j .
(3.7)
237
These solutions correspond to a source located at a point in the transverse spacetime. The
two solutions (3.5), (3.6) are related by Q0 = i m Q and so are distinct real solutions only
for odd m. There are also multi-centre generalisations with
X
QI
(3.8)
H =c+
j m/2
i
i
j
I [ ij (Y YI )(Y YI )]
corresponding to sources at the points YIi in the transverse space.
The single-centre solutions have potential singularities on the light-cone 2 = 0,
where H diverges, and on the hyperboloid where H = 0. As in the case of the E-branes,
the regions 2 > 0 and 2 6 0 corresponding to the exterior and interior of the lightcone define two distinct solutions and in each case we take the sign of Q or Q0 so that
H > 0 in the appropriate region. We will sometimes refer to the (s, t)-brane solution with
metric (3.1) with (3.5) or (3.6) and coordinates restricted to 2 > 0 as an (s, t, +) brane and
that for the region 2 6 0 as an (s, t, ) brane. Then for the (s, t, ) solution with 2 > 0,
we take (3.5) with c > 0, Q > 0 while for the (s, t, +) solution with 2 > 0 we take (3.6)
with c > 0, Q0 > 0; for m even, this is of course equivalent to taking (3.5) with c > 0,
Q < 0. We will be particularly interested in the asymptotic form of the geometries near
2 = 0. Note that this asymptotic form can be different for the two solutions (s, t, ) [6].
We will focus on the cases in which this is a product of constant curvature spaces
(generalising the usual p-brane case in which it is a product of a sphere and an anti-de
Sitter space) in which the brane solution interpolates between this asymptotic geometry
and flat space.
M-theory is the strong coupling limit of the type IIA string [2] and is a theory in 10+1
dimensions whose low-energy effective field theory is 11-dimensional supergravity [15]
with bosonic action

Z
Z
G2
1
C G G.
(3.9)
SM = d 11 x g R 4
48
12
The M2-brane solution of the 10+1 supergravity action (3.9) is given by [16]

2
,
ds 2 = H 2/3 dt 2 + dx12 + dx22 + H 1/3 dy32 + + dy92 + dy10
C012 = H 1 ,
(3.10)
where H (y3, . . . , y10 ) is a harmonic function in the transverse space. For a single
membrane at y = 0, we take
H =1+
Q
,
y6
(3.11)
P
where here and throughout y 2 = i yi2 , where i runs over the spatial indices in the
transverse space. The world-volume has signature (2, 1). The M2-brane solution has
bosonic symmetry ISO(2, 1) SO(8). It is nonsingular at y = 0 with near-horizon
geometry AdS4 S 7 [1719].
The M5-brane [20] is given by
238
ds 2 = H 1/3 dt 2 + dx12 + + dx52

2
,
+ H 2/3 dy62 + dy72 + dy82 + dy92 + dy10
Ct 12345 = H
(3.12)
where
H =1+
Q
y3
(3.13)
2 . This solution has bosonic symmetry ISO(5, 1) SO(5) and

and y 2 = y62 + y72 + + y10
interpolates between AdS7 S 4 and flat space [1719].
We will now consider the analogues of the M2-brane and M5-brane that occur in the M*
theory. The M* theory [4] is the strong coupling limit of the IIA* theory and is a theory in
9+2 dimensions whose field theory limit is a supergravity theory with bosonic action [3]

Z
Z
G24
1
11
C G G.
(3.14)
SM = d x g R +
48
12
Note that the sign of the kinetic term of G4 is opposite to that of the action (3.9); as
was shown in [6], the sign of the kinetic term is intimately related with the world-volume
signatures that can occur. The M* theory with action (3.14) has brane solutions with worldvolume signatures (3, 0) and (1, 2) [6], while if the sign of the kinetic term of G4 had been
the opposite of that in (3.14) to give a Lagrangian R G24 /48 + in 9+2 dimensions,
there would have been a membrane solution with 2+1-dimensional world-volume. The
sign of the G4 kinetic term in actions (3.9) and (3.14) is determined by supersymmetry [4].
The (1, 2)-brane of the M*-theory is given by

ds 2 = H 2/3 dt 2 dt 02 + dx 2 + H 1/3 dy22 + + dy92 ,
(3.15)
Ct t 0 x = H 1 ,
where H (y3, . . . , y10 ) is again a harmonic function in R8 , which we can take to be (3.11).
The world-volume has signature (1, 2), with two times. This solution has bosonic
symmetry ISO(1, 2) SO(8). The transverse space is Euclidean, so there is only one
solution, the (1, 2, +) solution. Near y = 0, the metric takes the form
ds 2 =
R 2 dU 2
U2
+ 4R 2 d72 ,
dt 2 dt 02 + dx 2 +
2
R
U2
(3.16)
which is the metric on AAdS4 S 7 , where dn2 is the metric on the n-sphere of
unit volume, AAdS4 is the de Sitter-like space of signature 2+2 given by the coset
SO(3, 2)/SO(2, 2) [6], U = Q1/6 y 2 /2 and R = Q1/6 /2 = RS 7 /2. The (1, 2)-brane
interpolates between the flat space R9,2 and AAdS4 S 7 .
The second membrane-type solution of the M* theory is the (3, 0)-brane given by

2/3
dx12 + dx22 + dx32
ds 2 = H2

1/3
(3.17)
+ H2 dt 2 dt 02 + dy42 + + dy92 ,
C123 = H21 ,
239
where H is a harmonic function on the transverse space. The world-volume is Euclidean,

with signature (3, 0), and has isometry group ISO(3) SO(6, 2). There are two distinct
complete solutions, the (3, 0, +) brane given by (3.17) in the region 2 = y 2 t 2 t 02 > 0
and the (3, 0, ) brane given by (3.17) in the region 2 6 0. Near y = 0 with 2 > 0
the metric approaches H 4 AAdS7 as y 0, while for 2 6 0 it approaches dS4
AdS7 . Hence the (3, 0, +)-brane solution interpolates between the flat space R9,2 and
H 4 AAdS7 while the (3, 0, )-brane solution interpolates between the flat space R9,2
and dS4 AdS7 [6].
The M* theory has a (5,1)-brane solution (analogous to the M5-brane of M-theory)
which is given by

ds 2 = H 1/3 dt 2 + dx12 + + dx52

(3.18)
+ H 2/3 dt 02 + dy62 + dy72 + dy82 + dy92 ,
Ct 12345 = H 1 .
Here H is a harmonic function and there are two solutions. In the (5, 1, ) solution
H =1+
Q
,
3
(3.19)
where Q > 0 and the transverse coordinates are restricted to the region 2 = y 2 t 02 > 0,
where y 2 = y62 + y72 + + y92 . In the (5, 1, +) solution
H =1+
Q
,
3
(3.20)
where the transverse coordinates are restricted to the region 2 = t 02 y 2 > 0, with Q > 0.
Both solutions have bosonic symmetry ISO(5, 1) SO(4, 1) and world-volume signature
(5, 1).
There is a IIA string theory in a spacetime with signature 5+5 whose strong coupling
limit is the M0 theory with signature 6+5 [4]. The field theory limit of M0 theory is a
supergravity theory in 6+5 dimensions with bosonic action

Z
Z
G2
1
C G G.
(3.21)
SM0 = d 11 x g R 4
48
12
This has branes of world-volume signature 2+1, 0+3, 5+1, 3+3 and 1+5, and in each
case there are two solutions 2 > 0 or 2 6 0, except for the (1, 5)-brane which has a
transverse space of Euclidean signature.
The various brane solutions in eleven dimensions are summarised in Table 1.
The brane solutions of the IIA-type and IIB-type theories are summarised in Tables 2
and 3, respectively. The type II branes all arise from solutions of the various 11dimensional theories [6]. The generalised fundamental strings have two-dimensional
world-sheets of signature (s, 2 s) and couple to the NS-NS 2-form gauge field B2 , while
e6 . The branes coupling to the RR n-form
the generalised NS 5-branes couple to its dual B
e
gauge fields Cn or their duals Cm are D-branes on which fundamental strings can end and
the solutions are of the form (3.1) with = = 1/2.
240
Table 1
The M-branes with world-sheet signature (s, t) coupling to the
e6 in the various
3-form gauge field C3 or its 6-form dual C
M-theories with signature (S, T ). For Lorentzian transverse
spaces, there are two solutions, (s, t, )
M10,1
M9,2
M6,5
C3 , s + t = 3
e6 , s + t = 6
C
(2, 1)
(3, 0, ), (1, 2)
(2, 1, ), (0, 3, )
(5, 1)
(5, 1, )
(5, 1, ), (3, 3, ), (1, 5)
Table 2
The branes with world-sheet signature (s, t) of the various IIAS,T theories with signature
e6
(S, T ), coupling to RR n-forms Cn , the NS-NS 2-form B2 or its dual B
C3
e5
C
(2, 0)
(5, 0)
(1, 1)
(2, 1)
(4, 1)
(5, 1)
(6, 1)
(8, 1)
(1, 0)
(1, 1)
(3, 0)
(5, 0)
(5, 1)
(7, 0)
(9, 0)
IIA8,2
(0, 1)
(2, 0)
(0, 2)
(3, 0)
(1, 2)
(4, 1)
(5, 1)
(7, 0), (5, 2)
(8, 1)
IIA6,4
(1, 0)
(2, 0)
(0, 2)
(2, 1)
(0, 3)
(5, 0), (3, 2)

(1, 4)
(5, 1), (3, 3)
(6, 1), (4, 3)
(5, 4)
IIA5,5
(0, 1)
(1, 1)
(0, 3)
(2, 1)
(0, 5)
(4, 1), (2, 3)

(1, 5)
(5, 1), (3, 3)
(4, 3), (2, 5)
(4, 5)
C1
B2
IIA10,0
(1, 0)
IIA9,1
(0, 1)
IIA9,1
e6
B
e7
C
e9
C
Table 3
The branes with world-sheet signature (s, t) of the various IIBS,T theories with signature (S, T )
C0
B2
C2
C4
e6
B
e6
C
e8
C
IIB9,1
(1, 1)
(1, 1)
(3, 1)
(5, 1)
(5, 1)
(7, 1)
IIB9,1
IIB09,1
(0, 0)
(1, 1)
(2, 0)
(4, 0)
(5, 1)
(6, 0)
(8, 0)
(0, 0)
(2, 0)
(1, 1)
(4, 0)
(6, 0)
(5, 1)
(8, 0)
IIB7,3
(2, 0)
(0, 2)
(2, 0)
(0, 2)
(3, 1), (1, 3)
(6, 0), (4, 2)
(6, 0), (4, 2)
(7, 1)
(5, 3)
IIB5,5
(1, 1)
(1, 1)
(3, 1), (1, 3)
(5, 1), (3, 3)

(1, 5)
(5, 1), (3, 3)

(1, 5)
(5, 3)
(3, 5)
IIB5,5
(0, 0)
(1, 1)
(2, 0)
(0, 2)
(4, 0), (2, 2)

(0, 4)
(5, 1), (3, 3)

(1, 5)
(4, 2), (2, 4)
(4, 4)
IIB05,5
(0, 0)
(2, 0)
(0, 2)
(1, 1)
(4, 0), (2, 2)

(0, 4)
(4, 2), (2, 4)
(5, 1), (3, 3)

(1, 5)
(4, 4)
241
We have included the D8-brane family of branes with s + t = 9 that are obtained by Tduality from the results of [6]. Note that the IIA5,5 theory, defined as the spacelike T-dual
of the IIB5,5 theory or the timelike T-dual of the IIB5,5 theory [4], is related to the IIA5,5
theory by g g , interchanging space and time, and so every (s, t) brane of the
IIA5,5 theory corresponds to a (t, s) brane of the IIA5,5 theory. These branes are needed in
checking the T-duality relations of the various D-branes. For example, a timelike T-duality
takes the (3, 3) brane of the IIB5,5 theory to a (3, 4) brane or a (3, 2) brane of the IIA5,5
theory.
Note that each entry in Tables 1, 2, 3 defines two solutions whenever the transverse space
has indefinite signature, one with 2 > 0 and one with 2 6 0.
4. Branes, interpolations and de Sitter spaces

The M2-brane can be viewed as a soliton interpolating between 11-dimensional
Minkowski space and the solution AdS4 S 7 , while the M5-brane interpolates between
11-dimensional Minkowski space and the solution AdS7 S 4 [1719]. There are two Mbrane solutions corresponding to each entry in Table 1 whenever the transverse space has
indefinite signature, one with 2 > 0 and one with 2 6 0, and the asymptotic form of
the geometry near 2 = 0 was found to be a coset-space solution of signature S + T for
each case [6]. In each case, the metric is given by (3.1) with the harmonic function given
by (3.6) with vanishing constant piece, c = 0. The coset spaces that arise are as follows:
I-Solutions of M-theory
a-(2, 1)-brane: AdS4 S 7 =
O(3,2)
O(3,1)
O(8)
O(7) .
b-(5, 1)-brane: AdS7 S 4 =
O(6,2)
O(6,1)
O(5)
O(4) .
II-Solutions of M*-theory
a-(1, 2)-brane: AAdS4 S 7 =
O(3,2)
O(2,2)
O(8)
O(7) .
b-(5, 1, )-brane and (3, 0, +)-brane: AAdS7 H 4 =

c-(5, 1, +)-brane and (3, 0, )-brane: AdS7 dS4 =
III-Solutions of M0 -theory
a-(2, 1, )-brane and (3, 3, +)-brane: AAdS4
b-(2, 1, +)-brane and, (3, 3, )-brane: AdS4
O(6,2)
O(6,1)
O(4,4)
O(4,3)
O(4,4)
O(4,3)
O(6,2)
O(5,2)
e-(1, 5)-brane: AAdS7 S 4 =
O(2,6)
O(2,5)
O(6,2)
O(6,1)
O(3,2)
O(2,2)
O(6,2)
O(5,2)
O(4,1)
O(4) .
O(4,1)
O(3,1) .
O(3,2)
O(3,1)
c-(5, 1, )-brane and (0, 3, +)-brane: AAdS7 dS4 =

d-(5, 1, +)-brane, (0, 3, )-brane: AdS7 H 4 =
O(4,4)
O(4,3) .
O(4,4)
O(3,4) .
O(1,4)
O(1,3) .
O(1,4)
O(4) .
O(5)
O(4) .
For a given space N of signature (S, T ), we denote by N the space of signature

(S, T ) given by multiplying the metric by 1, so that whereas AdSn is a space of
242
signature (n 1, 1), AdSn is a space of signature (1, n 1). In the cases IIb, c and
IIIad, the same geometry arises as the asymptotic limit for two different brane solutions.
We will discuss some of the implications of this in Section 9.
We will now extend this to the brane solutions of the IIB theories with s + t = 4 that
correspond to the D3-brane that are listed in the C4 column of Table 3, and find their
interpolating geometries. The (s, t) D-brane solutions are all of the form
ds 2 = H 1/2 ab dXa dXb + H 1/2 ij dY i dY j ,
(4.1)
where ab is a flat metric of signature (s, t) and ij is a flat metric of signature (S s,

T t), with H a function of the transverse coordinates Y i . For the D3-brane family for
which s + t = 4, the dilaton is zero and the four-form antisymmetric tensor is given by
C4 = H 1 , where is the volume-form on the longitudinal part of the spacetime. We
P
P
define y 2 = yi2 and t 2 = tj2 and let 2 = y 2 t 2 = ij Y i Y j and 2 = t 2 y 2 =
ij Y i Y j . In this case, we take the harmonic function to be
Q2
(4.2)
4
so that H > 1 and
Q
(4.3)
H 1/2 = 2 +
when 2 is small. When the transverse space has indefinite signature, there are two distinct
solutions, one defined for 2 > 0 and one for 2 6 0. In each of the two cases, 2 > 0
and 2 6 0, we choose the sign so that H 1/2 is positive in (4.3). The (s, t)-brane solution
interpolates between flat space and the asymptotic geometry as 0, given by (4.1) with
H = Q2 / 4 . We list these asymptotic geometries in Table 4.
H =1+
Table 4
Asymptotic geometries near = 0 of the D-branes with world-volume signature (s, t) with s + t = 4
for the (s, t, +) solutions with 2 > 0 and the (s, t, ) solutions with 2 6 0
String theory
(s, t, )
IIB9,1
IIB9,1 , IIB09,1
IIB7,3
IIB7,3
IIB5,5
IIB5,5
IIB5,5
IIB5,5
IIB5,5 , IIB05,5
IIB5,5 , IIB05,5
IIB5,5 , IIB05,5
IIB5,5 , IIB05,5
IIB5,5 , IIB05,5
(3, 1)
(4, 0, )
(3, 1, )
(1, 3, +)
(3, 1, +)
(3, 1, )
(1, 3, +)
(1, 3, )
(4, 0, +)
(4, 0, )
(2, 2, )
(0, 4, +)
(0, 4, )
Asymptotic geometry
O(4, 2)/O(4, 1) O(6)/O(5) = AdS5 S 5
O(5, 1)/O(5) O(5, 1)/O(4, 1) = dS5 H 5
O(4, 2)/O(4, 1) O(4, 2)/O(3, 2) = AdS5 AAdS5
O(2, 4)/O(2, 3) O(6)/O(5) = AAdS5 S 5
O(4, 2)/O(4, 1) O(2, 4)/O(1, 4) = AdS5 AdS5
O(4, 2)/O(3, 2) O(2, 4)/O(2, 3) = AAdS5 AAdS5
O(4, 2)/O(3, 2) O(2, 4)/O(2, 3) = AAdS5 AAdS5
O(4, 2)/O(4, 1) O(2, 4)/O(1, 4) = AdS5 AdS5
O(5, 1)/O(5) O(1, 5)/O(5) = H 5 H 5
O(5, 1)/O(4, 1) O(1, 5)/O(1, 4) = dS 5 dS 5
O(3, 3)/O(3, 2) O(3, 3)/O(2, 3)
O(5, 1)/O(4, 1) O(1, 5)/O(1, 4) = dS 5 dS 5
O(5, 1)/O(5) O(1, 5)/O(5) = H 5 H 5
243
5. World-volume actions
An (s, t)-brane is invariant under the Poincar group ISO(s, t) and the worldvolume action should be a super-Poincar-invariant theory in (s, t) dimensions with
16 supersymmmetries. In some cases the Poincar symmetry will be enhanced to the
conformal group SO(s + 1, t + 1), in which case the world-volume theory is invariant
under the corresponding superconformal group with 32 supersymmetries. If the (s, t)brane is embedded in (S, T ) dimensions, the world-volume action should also have an
R-symmetry that contains SO(s , t), where
s = S s,
t = T t.
(5.1)
Here and in the following sections, we will find the field theories in (s, t) dimensions with
16 supersymmetries that are the unique candidates for world-volume actions for the various
branes, and postpone until Section 9 a discussion of the differences between (s, t, +)
branes and (s, t, ) branes.
The (s, t)-branes that couple to the RamondRamond gauge fields in a string theory
in (S, T ) dimensions with S + T = 10 are generalised D-branes and the dynamics are
governed by fundamental strings ending on the brane. The low-energy effective action for
these strings is a world-volume super-YangMills (SYM) theory (with a BornInfeld-type
action) in (s, t) dimensions. In 10 dimensions, the only signatures (S, T ) that allow an
N = 1 superalgebra with 16 supersymmetries are those admitting MajoranaWeyl spinors,
and these are the signatures (9, 1) and (5, 5) (together with the reverse signature (1, 9)).
The (9, 1) SYM theory can be dimensionally reduced on a Euclidean p-torus T p to give
the usual maximal SYM theory in (9 p, 1) dimensions with R-symmetry SO(p) or on
a Lorentzian torus T p,1 to give a Euclidean SYM theory in (9 p, 0) dimensions with
R-symmetry SO(p, 1). Similarly, the (5, 5) SYM theory can be reduced on a torus T p,q
with signature (p, q) (with p 6 5, q 6 5) to give a SYM theory in signature (5 p, 5 q)
with SO(p, q) R-symmetry.
One apparent problem is that there are many more types of generalised D-branes in
Tables 2 and 3 than there are types of SYM theories, and it is not clear whether all cases can
be covered by the available SYM theories. For example, an (s, t) brane of the IIB theory
in (7, 3) dimensions has ISO(s, t) SO(7 s, 3 t) symmetry, and a natural way that
this could arise would be from compactifying a YangMills theory in (7, 3) dimensions on
a torus T 7s,3t , but there is no supersymmetric YangMills theory in (7, 3) dimensions.
This means that the world-volume theory must either come from a YangMills theory in
(7, 3) dimensions without supersymmetry, or must arise in some other way. We will address
this issue in the next section, and show that in each case the world-volume theory is in fact
a SYM theory in s + t dimensions with these symmetries, and explain how this comes
about.
The M-theories in (10, 1), (9, 2) and (6, 5) dimensions have generalised membranes
with s + t = 3 whose world-volumes are theories with 8 scalars and 8 fermions with
Poincar symmetry ISO(s, t) which is enhanced to the conformal group SO(s + 1, t + 1)
and R-symmetry SO(S s, T t) at a conformal fixed point. There are also generalised
244
5-brane solutions with world-volume signatures (s, t) = (5, 1), (3, 3), (1, 5) and these are
described by tensor multiplets in (s, t) dimensions with a 2-form gauge-field with selfdual field strength, 5 scalars and 4 fermions with an SO(S s, T t) R-symmetry and
SO(s + 1, t + 1) conformal symmetry. The generalised membranes will be discussed in
Section 7 and the generalised 5-branes in Section 8.
In each case, each of these branes can be linked to standard branes of M-theory or string
theory by chains of dualities, and this implies that for N coincident branes there is a U (N)
gauge symmetry.
6. World-volume theories for generalised D-branes

In this section, we will discuss the world-volume theories of the D-branes of the various
type II string theories. These are the branes that couple to RR gauge fields and on which
the fundamental string (which has either Lorentzian or Euclidean world-sheet, depending
on the case) can end.
The usual type IIA and IIB theories in (9, 1) dimensions have Dp-branes with worldvolume signature (p, 1) (with p even for IIA and odd for IIB) and these have effective
world-volume theories which are SYM theories in (p, 1) dimensions obtained by reducing
(9, 1)-dimensional SYM on the Euclidean torus T 9p . Timelike T-duality takes the type
IIA and IIB theories to the IIB* and IIA* theories in (9, 1) dimensions respectively, and
takes a D-brane with Lorentzian world-volume of signature (p, 1) to an E-brane with
Euclidean signature (p, 0). The effective world-volume theory is Euclidean SYM in (p, 0)
dimensions obtained by reducing (9, 1)-dimensional SYM on the Lorentzian torus T 9p,1 .
T-dualities take D-branes or E-branes in (9, 1) dimensions to D-branes or E-branes in (9, 1)
dimensions.
Similarly, the IIA and IIB, IIA* and IIB* theories in (5, 5) dimensions have D-branes
with world-volume signature (s, t) and these have effective world-volume theories which
are SYM theories in (s, t) dimensions obtained by reducing (5, 5)-dimensional SYM on the
torus T 5s,5t . (The IIA* theory in (5, 5) dimensions is obtained from the IIA theory by
the mirror transformation g g interchanging space and time, and so is equivalent
to the IIA theory [4].)
Thus in each of these cases, the world-volume theory for an (s, t) D-brane in (S, T )
dimensions (which is (9, 1) or (5, 5)) is (s, t)-dimensional SYM obtained by reducing from
(S, T ) SYM on T s,t to give a theory with ISO(s, t) SO(s , t) symmetry. For example, the
(2, 1)-brane in (9, 1) dimensions is a (2, 1)-dimensional SYM theory obtained by reducing
from (9, 1)-dimensional SYM theory on T 7 to give a theory with ISO(2, 1) SO(7)
symmetry, which is enhanced to an O(3, 2) O(8) symmetry at the conformal fixed point.
As mentioned in the previous section, this pattern cannot carry over to the string
theories in (8, 2), (7, 3) or (6, 4) dimensions. In each case, the brane is expected to have
a symmetry containing ISO(s, t) SO(s , t), and this would be the symmetry obtained by
reducing a YangMills theory in (S, T ) dimensions on T s,t. But there is no SYM theory
245
for these values of (S, T ), so that if this picture is correct, there can be no conventional
supersymmetry.
However, there is another way of getting a SYM theory with the right symmetry.
Consider, for example, the (3, 1) brane of the IIB7+3 theory, which should have ISO(3, 1)
SO(4, 2) symmetry, and which could be expected to be governed by a SYM theory. If there
were a SYM theory in (7, 3) dimensions, this could arise by reducing on T 4,2 , but there
is no such theory. However, reducing the SYM theory in (5, 5) dimensions on T 2,4 does
give a SYM theory in (3, 1) dimensions with the required ISO(3, 1) SO(4, 2) symmetry.
However, this would give an SYM action in (3, 1) dimensions in which 2 scalars have
a kinetic term of the right sign, and 4 with the wrong sign, while the (3, 1) brane
should have 4 scalars with a kinetic term of the right sign, which are the zero-modes
for translations in the transverse spatial dimensions, and 2 with the wrong sign, which
are the zero-modes for translations in the transverse temporal dimensions. However, the
right scalar action could be obtained by starting from (5, 5)-dimensional SYM in which
the whole action is multiplied by 1, so that the gauge fields have kinetic terms of the
wrong sign; this is clearly consistent with supersymmety.
This works for all the D-branes of the type II theories in (8, 2), (7, 3) or (6, 4)
dimensions. In each case, there is a candidate world-volume SYM theory in (s, t)
dimensions with ISO(s, t) SO(s , t) symmetry which is obtained by reducing an SYM
theory in (e
S, Te) dimensions on T t,s , , where
e
S = s + t,
Te = t + s
(6.1)
For this to work, it is essential that (e

S, Te) should be (9, 1), (5, 5) or (1, 9), so that an SYM
e) dimensions exists, and remarkably this is the case for each D-brane in these
theory in (e
S, T
theories, as is easily checked. The IIB0 theories in (9, 1) or (5, 5) dimensions, which are the
strong-coupling duals of the IIB* theories, are related to these theories by T-dualities (the
(9, 1) IIB0 theory is T-dual to the (10, 0) and (8, 2) IIA theories while the (5, 5) IIB0 theory
is T-dual to the (6, 4) IIA theory), and so the same pattern should persist for these theories
e) is (9, 1), (5, 5) or (1, 9) for each of the D-branes of the IIB0 theories,
also; indeed, (e
S, T
as is required. In each of these cases, the SYM action in (e
S, Te) dimensions has a gauge
field kinetic term of the wrong sign, with all other signs following from supersymmetry.
As another example, consider the (1, 3)-brane solution of IIB7+3 . The SYM theory in
this case arises from the reduction of a (1, 9) SYM theory with the wrong sign on T 0,6 to
give a 1 + 3-dimensional SYM theory with ISO(1, 3) O(6) symmetry. For completeness,
we note that the (3, 1), (2, 0), (4, 2) and (5, 3) solutions of IIB7+3 arise from reductions
of wrong sign (5, 5) SYM, the (0, 2), (6, 0) and (7, 1) solutions of IIB7+3 arise from
reductions of wrong sign (9, 1) SYM, and the (1, 3) and (0, 2) solutions of IIB7+3 arise
from reductions of wrong sign (1, 9) SYM.
Thus we have found the following picture. For the theories in which the fundamental
string has a Lorentzian world-sheet, i.e. the IIA, IIB, IIA*, IIB* theories in (9, 1) or (5, 5)
dimensions, the world-volume theory is (S, T )-dimensional SYM compactified on T s ,t to
give a theory with ISO(s, t) SO(s , t) symmetry, and the (S, T )-dimensional SYM theory
has action
246
1
(6.2)
d 10 x F 2 +
4
with the right sign.
For the theories in which the fundamental brane has 2 Euclidean dimensions, i.e. the
IIB0 theories in (9, 1) or (5, 5) dimensions, the IIA theories in (10, 0), (8, 2) and (6, 4)
dimensions, and the IIB theory in (7, 3) dimensions, an SYM theory with the right
symmetry is obtained by reducing the SYM theory in (e
S, Te) dimensions on T t,s , , where
the (e
S, Te)-dimensional SYM action has the wrong sign for the gauge field kinetic term
Z
1
(6.3)
d 10 x F 2 + .
S=
4
For the D-branes in (10, 0), (8, 2), (7, 3) or (6, 4) dimensions, this is the unique SYM
theory with ISO(s, t) SO(s , t) symmetry, and so supersymmetry implies this must
be the correct world-volume theory in these cases, and then T-duality implies that this
construction must also give the world-volume theory for the D-branes of the IIB0 theories.
As a further example, a (4, 0) brane in (9, 1) dimensions should be governed by an SYM
theory in (4, 0) dimensions with ISO(4) SO(5, 1) symmetry, and such an SYM theory
can be obtained either by reducing (9, 1)-dimensional SYM on T 5,1 or by reducing (5, 5)dimensional SYM on T 1,4 ; the former gives the world-volume theory of the (4, 0) brane
of the IIB*9,1 theory, and the latter gives the world-volume theory of the (4, 0) brane of
the IIB09,1 theory.
The D-brane world-volume theories are then always supersymmetric YangMills
theories with 16 supersymmetries, and the identifications of these theories above is
consistent with T-duality. The theories in which the fundamental string is Lorentzian have
SYM theories with Lagrangians F 2 + while those in which the fundamental string
is Euclidean have SYM theories with Lagrangians +F 2 + .
S =
6.1. Superconformal symmetry

For those D-branes with s + t = 4 (including the usual D3-brane) the SYM theory
is invariant under the conformal group SO(s + 1, t + 1), containing the Poincar group
ISO(s, t). The bosonic symmetry is then SO(s + 1, t + 1) SO(s , t) and, as the theory
is supersymmetric, there must be a superconformal group for which this is the bosonic
part. For the usual D3-brane, this is the group SU(2, 2/2), for the E4-brane of the IIB*9+1
theory, this is SU(2, 2/2) and for the other cases other real forms of the same group
emerge. We summarise the results in Table 5 (recall that SU(4) SO(6), SU(2, 2)
SO(4, 2), SL(4, R) SO(3, 3)).
Table 5 also gives the massless sector of the world-volume theories. In each case, it
is given by the super-YangMills theory in 9+1, 5+5 or 1+9 dimensions dimensionally
reduced on a torus T p,q . The sign of the kinetic term of the gauge field is the wrong one
(+F 2 ) for the branes of the IIB0 theories and the IIB7+3 theories. For example, the (4, 0)brane of the IIB5,5 has a world-volume theory given by the SYM theory in 5+5 dimensions
compactified on T 1,5 to obtain a theory with manifest ISO(4) O(1, 5) symmetry which
is enhanced to O(5, 1) O(1, 5) by the conformal invariance.
247
Table 5
The symmetries of the D-branes with world-volume signature (s, t) with s + t = 4 coupling to C4
in the various IIB theories. The world-volume theories arise in each case from super-YangMills
theory in 9+1, 5+5 or 1+9 dimensions compactified on a torus T p,q
Theory
(s, t)
Bosonic symmetry
Supergroup
SYM on T p,q
IIB9,1
IIB9,1
IIB09,1
IIB7,3
IIB7,3
IIB5,5
IIB5,5
IIB5,5
IIB5,5
IIB5,5
IIB05,5
IIB05,5
IIB05,5
(3, 1)
(4, 0)
(4, 0)
(3, 1)
(1, 3)
(3, 1)
(1, 3)
(4, 0)
(2, 2)
(0, 4)
(4, 0)
(2, 2)
(0, 4)
O(4, 2) O(6)
O(5, 1) O(5, 1)
O(5, 1) O(5, 1)
O(4, 2) O(4, 2)
O(4, 2) O(6)
O(4, 2) O(4, 2)
O(4, 2) O(4, 2)
O(5, 1) O(5, 1)
O(3, 3) O(3, 3)
O(5, 1) O(5, 1)
O(5, 1) O(5, 1)
O(3, 3) O(3, 3)
O(5, 1) O(5, 1)
SU(2, 2/4)
SU (2, 2/4)
SU (2, 2/4)
SU(2, 2/2, 2)
SU(2, 2/4)
SU(2, 2/2, 2)
SU(2, 2/2, 2)
SU (2, 2/4)
SL(4/4)
SU (2, 2/4)
SU (2, 2/4)
SL(4/4)
SU (2, 2/4)
SYM9,1 on T 6
SYM9,1 on T 5,1
SYM5,5 on T 1,5
SYM5,5 on T 2,4
SYM1,9 on T 6
SYM5,5 on T 2,4
SYM5,5 on T 4,2
SYM5,5 on T 1,5
SYM5,5 on T 3,3
SYM5,5 on T 5,1
SYM5,5 on T 1,5
SYM5,5 on T 3,3
SYM5,5 on T 5,1
7. The M2-brane family

In this section we consider the world-volume theories of the M-branes with s + t = 3
in S + T = 11 dimensions for S = 10, 9 or 6. A vertical dimensional reduction in a space
dimension then gives the (s, t) D-brane of a IIA theory in (S 1, T ) dimensions while
a time reduction gives the (s, t) D-brane of a IIA theory in (S 1, T ) dimensions. In
either case, we know from the previous section which SYM theory with a vector and 7
scalars gives the world-volume theory of the (s, t) D-brane, and dualising the vector to an
eighth scalar then gives the world-volume theory of the M-brane, generalising the relation
between the D2-brane and the M2-brane [11]. The sign of the kinetic term of the extra
scalar then follows from the analysis of Section 8 of [6].
It has been argued [22] that the world-volume theory of the M2-brane has an infra-red
fixed point at which the theory becomes superconformally invariant. We shall assume that
all the world-volume theories in the M2-brane family have a superconformal fixed point.
This assumption is supported by the fact that the near-horizon limit of each of these branes
is superconformally invariant.
The results are as follows. The world-volume theory is a theory in (s, t) dimensions
(s + t = 3) with 8 scalars and 8 fermions and a bosonic symmetry ISO(s, t) SO(s , t).
The R-symmetry is SO(s , t) and there are s scalars with the right sign kinetic term, and t
with the wrong one. The theory is assumed to have a conformal fixed point at which the
ISO(s, t) symmetry is enhanced to the conformal group SO(s + 1, t + 1), and the theory is
invariant under a superconformal group with bosonic subgroup SO(s + 1, t + 1) SO(s , t).
248
Table 6
The symmetries of the M-branes with world-volume signature (s, t) with
s + t = 3 coupling to C3 in the various M-theories with signature (S, T )
(S, T )
(s, t)
Bosonic symmetry
Supergroup
(10, 1)
(9, 2)
(9, 2)
(6, 5)
(6, 5)
(2, 1)
(3, 0)
(1, 2)
(2, 1)
(0, 3)
O(3, 2) O(8)
O(4, 1) O(6, 2)
O(3, 2) O(8)
O(3, 2) O(4, 4)
O(4, 1) O(6, 2)
OSp(4/8)
OSp (4/8)
OSp(4/8)
OSp(4/4, 4)
OSp (4/8)
For the usual M2-brane, this is the supergroup OSp(4/8) while for the other cases it is a
different real form of this group.
For example, the SYM theory of the (2, 1)-brane solution of (10, 1) M theory arises from
the (9, 1) SYM theory by compactifying on T 7 . The O(7) symmetry is enhanced to O(8)
by dualising the vector A to an eighth scalar X8 . The ISO(2, 1) O(8) symmetry is then
enhanced to O(3, 2) O(8) at the conformal fixed point. The SYM theory of the (3, 0)brane solution of the (9, 2) M* theory arises from the (9, 1) SYM theory by compactifying
on T 6,1 . The O(6, 1) R-symmetry is enlarged to O(6, 2) by dualising the vector A to
an eighth scalar X8 , which has a kinetic term of the wrong sign. The ISO(3) O(6, 2)
symmetry is then enhanced to O(4, 1) O(6, 2) at the conformal point.
A similar analysis holds for the (2, 1) solution of M* and for the (2, 1) and (0, 3)
solutions of the (6, 5) M0 . We summarise the results in Table 6.
8. The M5-brane family

In this section we consider the world-volume theories of the M-branes with s + t = 6
in S + T = 11 dimensions for S = 10, 9 or 6. A spatial double dimensional reduction of
an (s, t) M-brane gives an (s 1, t) D-brane in the IIA theory in signature (S 1, T ) and
a timelike double dimensional reduction gives an (s, t 1) D-brane in the IIA theory in
signature (S, T 1). In either case, the world-volume theory of the D-brane is the SYM
theory in (s 1, t) dimensions or (s, t 1) dimensions determined in Section 5, with
bosonic symmetry ISO(s 1, t) SO(s , t) or ISO(s, t 1) SO(s , t). The M-brane worldvolume theory is a self-dual tensor multiplet with 5 scalars and 4 spinor fields that gives the
SYM theories on spacelike or timelike dimensional reduction. This tensor multiplet theory
has bosonic symmetry containing ISO(s, t) SO(s , t), with the s + t = 5 scalars in a vector
representation of SO(s , t), so that there are s scalars with a kinetic term of the right sign
and t with the wrong sign. This theory is in fact conformally invariant, so that the Poincar
symmetry ISO(s, t) is enhanced to the conformal group SO(s + 1, t + 1), and the theory is
invariant under a superconformal group with bosonic subgroup SO(s + 1, t + 1) SO(s , t),
and in each case is some real form of OSp(8/4).
249
Table 7
The symmetries of the M-branes with world-volume signature (s, t) with
e6 in the various M-theories with signature (S, T )
s + t = 5 coupling to C
(S, T )
(s, t)
Bosonic symmetry
Supergroup
(10, 1)
(9, 2)
(6, 5)
(6, 5)
(6, 5)
(5, 1)
(5, 1)
(5, 1)
(3, 3)
(1, 5)
O(6, 2) O(5)
O(6, 2) O(4, 1)
O(6, 2) O(4, 1)
O(4, 4) O(3, 2)
O(6, 2) O(5)
OSp(4/6, 2)
OSp (4/8)
OSp (4/8)
OSp(4/4, 4)
OSp (4/8)
For example, the M5-brane or (5, 1)-brane of the (10, 1) M theory arises as the strong
coupling limit of the D4-brane. The D4-brane world-volume theory is (4, 1)-dimensional
SYM with ISO(4, 1) O(5). At strong coupling an extra dimension emerges, so that
the Poincar symmetry becomes ISO(5, 1) and is a subgroup of the conformal symmetry
SO(6, 2), so that the full bosonic symmetry is O(6, 2) O(5). On the other hand, the
(5, 1)-brane of the (9, 2) M* theory is the strong-coupling limit of the E5-brane of the
IIA* theory in 9+1 dimensions, and the E5-brane symmetry O(4, 1) ISO(5) is enhanced
to O(4, 1) ISO(5, 1) in the strong coupling limit in which an extra time dimension
emerges, and conformal invariance then increases this to the O(4, 1) O(6, 2) symmetry
of a self-dual tensor theory in 5+1 dimensions with O(4, 1) R-symmetry and twisted
supersymmetry with 16 supercharges. A similar analysis holds for the other M5-branes.
We summarise the results in Table 7.
9. Dualities between conformal field theories and de Sitter space theories

The massless sector of the D3-brane, M2-brane and M5-brane world-volume theories
are field theories in 3+1, 2+1 and 5+1 dimensions which are superconformally invariant
and are dual to the IIB string theory in AdS5 S 5 , M-theory in AdS4 S 7 and M-theory
in AdS7 S 4 , respectively [7]. The original argument leading to this holographic duality
was based on considering a certain limit of the brane theory. In [7], N parallel D3-branes
separated by distances of order were considered and the zero-slope limit 0 0 was
taken keeping r = / 0 fixed, so that the energy of stretched strings remained finite. This
decoupled the bulk and string degrees of freedom leaving a theory on the brane which
is U (N) N = 4 super YangMills with Higgs expectation values, which are of order r,
corresponding to the brane separations. The corresponding D3-brane supergravity solution
is of the form (2.3) and has charge Q = a 2 Ngs / 0 2 where gs is the string coupling
2 .
constant, which is related to the super YangMills coupling constant gYM by gs = gYM
0
5
Then as 0, Q becomes large and the background becomes AdS5 S . The IIB
string theory in the AdS5 S 5 background is a good description if the curvature R 1/a 2
is not too large, while if a 2 is large, the super YangMills description is reliable. In the
2 N is kept fixed, g 1/N , so that as
t Hooft limit in which N becomes large while gYM
s
250
N , we get the free string limit gs 0, while string loop corrections correspond to
1/N corrections in the super YangMills theory. Similar arguments apply to the M2 and
M5 brane cases.
This was extended to the case of E4-branes in [3], and the two E4-brane solutions, the
(4, 0, )-branes, correspond to whether the separation between the E4-branes that is kept
fixed is spacelike or timelike. Recall that the scalars of the super YangMills theory are
in a vector representation of the SO(5, 1) R-symmetry, where those in the 5 of SO(5)
SO(5, 1) have kinetic terms of the right sign and correspond to brane separations in the 5
spacelike transverse dimensions, while the remaining (U (N)-valued) scalar is a ghost and
corresponds to timelike separations of the E-branes. For the case of N parallel E4-branes of
the IIB* string theory separated by distances of order in one of the 5 spacelike transverse
dimensions, we take the zero-slope limit 0 0 keeping = / 0 fixed. This gives a
decoupled theory on the brane consisting of the U (N) N = 4 Euclidean super YangMills,
with Higgs expectation values of order for the scalars corresponding to the spacelike
separations. The corresponding supergravity background is the (4, 0, +)-brane. We again
2 , so that for large N , the system can be described
have Q = a 2 Ngs / 0 2 and gs = gYM
by the IIB* string theory in dS5 H 5 if a 2 is large and by the large N Euclidean super
YangMills theory when a 2 is small. In the t Hooft limit, string loop corrections again
correspond to 1/N corrections in the super YangMills theory. For N E4-branes of the
IIB* string theory separated by distances of order T in the timelike transverse dimension,
we take the zero-slope limit 0 0 keeping = T / 0 fixed. This gives a decoupled theory
on the brane consisting of the U (N) N = 4 Euclidean super YangMills, with Higgs
expectation values of order for the scalars corresponding to the timelike separations.
The corresponding supergravity background is the (4, 0, )-brane. Again for large N , the
system can be described by the IIB* string theory in dS5 H 5 if a 2 is large and by the
large N Euclidean super YangMills theory when a 2 is small.
Similar arguments can be given for each of the brane solutions in the D3-brane,
M2-brane and M5-brane families with various signatures. Considering N parallel (s, t)
branes and taking the Maldacena limit, we formally obtain a duality between the (s, t)
brane world-volume superconformal field theory and the IIB or M-theory in (S, T )
dimensions in the spacetime given by the asymptotic form of the (s, t) brane solution.
Moreover, it is straightforward to check that the superconformal group found for the worldvolume theories matches the super-isometry group of the asymptotic geometry, so that the
symmetries of the two theories agree.
However, there are some new complications that arise for the cases considered here. The
metric (3.1), (3.5) corresponds to two solutions, the (s, t, +) brane and the (s, t, ) brane
(unless the transverse space is Euclidean), and each of these has a different asymptotic
geometry in general. Although for a given (s, t) there are two brane solutions, there is
only one (s, t) worldvolume field theory allowed by supersymmetry. A given spacetime
can arise as the asymptotic geometry for several different types of brane. For example, the
M*-theory solution AdS7 dS4 is the asymptotic geometry for both the (5, 1, +) brane
and the (3, 0, ) brane of M*-theory. The asymptotic geometry is often the product of two
non-compact spaces, and so holography might be expected to operate in each factor, with a
251
field theory associated with some surface (e.g. the boundary) for each. Clearly, the dualities
between theories will be more complicated than in the cases considered in [7].
Let us consider the example of the (0, 3) brane of M0 theory in some detail.
The transverse space has signature (6, 2) and the world-volume theory has 8 scalars
transforming as a vector under the O(6, 2) R-symmetry and 8 fermions transforming as
a spinor of O(6, 2). The ISO(3) Poincar symmetry is enhanced to O(1, 4) conformal
symmetry, and the superconformal group is OSp (4/8). In the usual way, for N branes
the world-volume fields take values in the Lie algebra of U (N) and giving some of
the scalars expectation values corresponds to separating the branes. Two branes at two
positions in R6,2 have a separation which can be spacelike, timelike or null.
The two associated supergravity solutions, the (0, 3, +) brane and the (0, 3, ) brane,
both have isometry ISO(3) O(6, 2). The asymptotic geometry for the (0, 3, +) brane
is AAdS7 dS4 while that for the (0, 3, ) brane is AdS7 H4 , and both have
isometry group O(4, 1) O(6, 2), contained in the super-isometry group OSp (4/8). If
the two solutions, the (0, 3, ) branes, are both associated with the same field theory,
then this would suggest that M0 theory in AdS7 H4 is dual to M0 theory in AAdS7
dS4 . Moreover, precisely the same asymptotic geometries arise for the (5, 1) brane the
(5, 1, +) brane tends to AdS7 H4 and the (5, 1, ) to AAdS7 dS4 . This would
then lead to the suggestion that the (5, 1, ) theory should be dual to the (0, 3, ) theory.
Then there are four theories the world-volume theories of the (5, 1) and (0, 3) branes,
and M0 theory in the backgrounds AdS7 H4 and AAdS7 dS4 each with the same
symmetry group, OSp (4/8), and naive application of standard arguments suggest they
might all be related by dualities.
To see what is going on, it will be useful to consider the application of the Maldacena
argument to this case. Consider a two-centre (0, 3) brane solution with metric (3.1) and
harmonic function
q
Q
+
(9.1)
H =c+
j
i
j
3
i
i
( ij Y Y )
[ ij (Y Y )(Y j Y )]3
0
corresponding to a brane of charge Q at Y = 0 and one of charge q at Y = Y0 . Suppose

further that Q q, corresponding to N branes at Y = 0 and n branes at Y = Y0 with
N n. The contribution of the n branes will be small except in a neighbourhood of Y0 , and
outside this neigbourhood the solution is approximately that of N branes at the origin, so
that the n branes can be thought of as probes in the N brane background. If Y0 is spacelike,
we should take this N brane geometry to be the (0, 3, +) solution while if it is timelike, we
should take the (0, 3, ) one, and more generally for a multi-centre (0, 3, +) solution the
positions Y0 in (3.8) should all be spacelike, while for the (0, 3, ) solution they should be
timelike. These correspond to the spacelike and timelike interpolations of [3].
This suggests that the (0, 3) world-volume theory has (at least) two branches, one in
which the scalar expectation values are all spacelike, and one in which they are all timelike.
Then the (0, 3, +) brane solutions should correspond to the branch of the world-volume
theory in which the expectation values of the scalars are all spacelike and the (0, 3, )
brane solutions to the timelike branch. However, these two branches are clearly part of the
252
same connected moduli space of one theory, so that presumably one can move continuously
between them.
We now take the Maldacena limit in which the Planck length lp tends to zero while the
brane separation Y0 scales so that Y0 / lp3 stays fixed. For the case with Y0 spacelike, this
gives the (0, 3, +) asymptotic geometry, AAdS7 dS4 , while for the timelike case this
gives AdS7 H4 . Then M0 theory in these two asymptotic geometries should each, by
the usual arguments, be holographically related to the corresponding branch of the (0, 3)
world-volume theory, and so M0 theory in these two different backgrounds correspond to
different points in the same connected moduli space, and so in this sense are dual to each
other.
Consider the space AdS7 H4 . The hyperbolic space H4 has a boundary S 3 and
the (0, 3) brane world-volume theory is associated with this boundary, while AdS7 has
a timelike boundary S 5 S 1 (or S 5 R for the covering space CAdS7 , conformal to
Minkowski space R5,1 ) and this boundary is associated with the (5, 1) brane world-volume
theory.
For supersymmetric solutions of any of these theories of the form AdS7 Y4 with Y 4
compact (as in the solution of M-theory with Y4 = S 4 ), there is a holographic relation
between the theory in AdS7 Y4 and a 5+1-dimensional CFT on the boundary of the
anti-de Sitter space. The relation is that of [2325]; if the fields bulk i tend to prescribed
functions 0 (x) on the AdS boundary, the partition function Z(0i ) for the bulk theory
is identified with (a generating functional for) correlation functions of a conformal field
theory on the boundary. Similarly, for solutions X7 H4 with X7 compact, then the bulk
partition function with prescribed boundary values on the boundary S 3 of H 4 is identified
with correlation functions of a Euclidean CFT on S 3 (since H 4 is the analytic continuation
of AdS4 ). Now the same should apply if X or Y is non-compact, provided trivial boundary
conditions are imposed on X or Y . In particular, for AdS7 H4 , the M0 theory partition
function with prescribed boundary conditions on AdS7 and trivial boundary conditions on
H4 should be identified with correlation functions of the (5, 1, +) brane world-volume
CFT, while the M0 theory partition function with prescribed boundary conditions on H4
and trivial boundary conditions on AdS7 should be identified with correlation functions of
the (0, 3, ) brane world-volume CFT. When there are non-trivial boundary conditions
for both spaces, it seems unlikely that the system could be described by either the 3dimensional CFT or the 6-dimensional CFT on their own, but that perhaps both would
be needed.
This suggests the following picture for the general case. For a given (s, t), the (s, t, )
branes will tend to the asymptotic geometries
+
+
(s, t, +) brane X(s+1,t
) Y(s 1,t) ,
(s, t, ) brane X(s,t

+1) Y(s ,t1)
(9.2)
+
for spaces X, Y , listed in Section 4, where X(s+1,t
) has signature (s + 1, t) etc. In some
situations, as in M-theory or the IIB string, one of the two cases will be absent. The (s, t)
brane world-volume CFT will correspond to the bulk theory on X Y with prescribed
253
boundary conditions on X and trivial boundary conditions on Y . The world-volume

theory of the (s, t) brane has two branches, the (s, t, +) branch with scalar expectation
values in a spacelike direction in the moduli space, and the (s, t, ) branch with scalar
expectation values in a timelike direction. The (s, t, +) branch of the field theory is dual
+
+
+
to the theory on X(s+1,t
) Y(s 1,t) and is associated with the boundary of X(s+1,t ) , while
the (s, t, ) branch of the field theory is dual to the theory on X(s,t
+1) Y(s ,t1) and
is associated with the boundary of X(s,t

+1) . Further, assuming that it is valid to view
the (s, t, ) branches as two regions in the modulli space of a single theory, namely the
(s, t)-brane world-volume theory, then this theory is holographically related to the string
+
+
or M-type theory on the two spaces X(s+1,t

) Y(s 1,t) and X(s,t +1) Y(s ,t1) . These two
solutions also have a holographic dual associated with the boundary of Y , a conformal
field theory in (s 1, t 1) dimensions associated with the boundaries of both Y(+s 1,t)
and of Y(s ,t1) , with the two branches of the field theory corresponding to the two different
solutions. Then there is a quartet of related theories, the string or M-type theory on the two
+
+
spaces X(s+1,t
) Y(s 1,t) and X(s,t +1) Y(s ,t1) , and the conformal field theories in (s, t)
dimensions and in (s 1, t 1) dimensions. The relation between these theories that is
suggested is intriguing and clearly deserves further investigation.
Acknowledgements
CMH is supported by an EPSRC Senior Fellowship and would like to thank Rockefeller
University and Baruch College for hospitality. RRK is supported by NSF Grant 9900773,
a Eugene Lang Junior Faculty Research Scholarship and an ITP Scholarship Award.
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Renormalization of lattice gauge theories with

massless GinspargWilson fermions
T. Reisz a,b, , H.J. Rothe b
a SPHT-Service de Physique Theorique, CEA-SACLAY, F-91191 Gif-sur Yvette Cedex, France
b Institut fr Theoretische Physik, Universitt Heidelberg, Philosophenweg 16, D-69120 Heidelberg, Germany
Received 25 August 1999; accepted 23 November 1999
Abstract
Using functional techniques, we prove, to all orders of perturbation theory, that lattice vector gauge
theories with GinspargWilson fermions are renormalizable. For two or more massless fermions,
they satisfy a flavour mixing axial vector Ward identity. It involves a lattice specific part that is
quadratic in the vertex functional and classically irrelevant. We show that it stays irrelevant under
renormalization. This means that in the continuum limit the (standard) chiral symmetry becomes
restored. In particular, the flavour mixing current does not require renormalization. 2000 Elsevier
Science B.V. All rights reserved.
1. Introduction
Recently, lattice regularization of chiral fermions have been proposed [1,2] which
circumvents the no-go theorem of Nielsen and Ninomiya [3]. In particular, if the Dirac
operator satisfies the GinspargWilson relation [4] the fermion action possesses an exact
chiral symmetry on the lattice [5]. It is free of fermion species doubling and local in a more
general sense, at least for gauge fields that are sufficiently smooth on the scale of the UV
cutoff [6]. In particular, D decays exponentially fast, with a decay constant proportional to
the lattice cutoff.
Renormalizability of lattice gauge theories was shown in [7]. Crucial ingredients are
the BRS symmetry of the gauge fixed FaddeevPopov action and of the functional
measure. According to power counting on the lattice, the overall UV divergencies of
the vertex functional are local lattice operators. They are removed by adding appropriate
local counterterms to the lattice action. Linear gauge fixing that respects the discrete
lattice symmetries implies that renormalization is achieved by renormalizing the fields
and the gauge coupling constant. The renormalized theory becomes invariant under a
Supported by a Heisenberg Fellowship.
PII: S 0 5 5 0 - 3 2 1 3 ( 9 9 ) 0 0 7 3 3 - 6
256
T. Reisz, H.J. Rothe / Nuclear Physics B 575 (2000) 255266
(renormalized) BRS symmetry transformation. In the proof, Wilson fermions were chosen
for the lattice realization of the Dirac operator. This avoids the species doubling problem
and ensures that the lattice power counting theorem applies [8].
Another gauge invariant realization of the fermionic action that avoids the doubling
problem are GinspargWilson fermions. The FaddeevPopov trick applies along the usual
lines. The resulting gauge fixed action becomes BRS invariant. Furthermore, locality in
the more general sense mentioned above and the absense of species doubling allows one
to apply the power counting theorem again. Hence the renormalizability proof of lattice
gauge theories goes through also for the case of massive GinspargWilson fermions.
The renormalizability proof for massless fermions is not considerably more involved
than for massive fermions because IR and UV singularities are properly disentangled.
For two or more GinspargWilson fermions the theory possesses an exact chiral (flavour
mixing) symmetry on the lattice. In this paper we show that this symmetry is preserved
under renormalization. In particular, for two massless flavours, the renormalized vertex
functional R is found to satisfy the axial vector Ward identity

X R
R
4
5 (x) (x) 5 4
a
a 4(x)
a (x)
x
X
R
R
a 5 4
(a) 4
,
(1)
= a4
a (x)
a (x)
x
where { | = 1, 2, 3} are the Pauli matrices acting on the flavour components of the
fermion fields. (a) is such that the right hand side is UV finite to all orders and vanishes
for a 0. With Rc = lima0 R we get

Z
Rc
Rc
5 (x) (x)
= 0.
(2)
d4 x
5
(x)
(x)
Hence, in the continuum limit one recovers the Ward identities associated with the
continuum axial transformations.
To avoid the technical complications of lattice QCD we will consider in the following
the renormalization of an Abelian lattice gauge theory, with two flavours of massless
GinspargWilson fermions. This model preserves the main properties required for proving
renormalizability also of non-Abelian gauge theories with massless GinspargWilson
fermions. The main inputs going into the proof are gauge or BRS invariance, the flavour
mixing axial vector Ward identity associated with an exact chiral symmetry and the
applicability of the power counting theorem.
2. General framework
Consider the partition function

Z Y
Y
dU (x; ) exp SW (U ) Sf (U, , )

d(x) d(x)
Z=
xaZ4
(3)
257
on the hypercubic lattice aZ4 , with a the lattice spacing. is a 2-flavour, Dirac spinor
field,
4
2 Y
Y
d(x) =
df (x),
(4)
f =1 =1
and dU is the Haar measure on U (1). SW (U ) is the Wilson plaquette action

SW (U ) =
3
1 X X
2g 2
4
xaZ 6==0

1 U (x; )U (x + a ;
)U (x + a ; )1 U (x; )1 .
The fermion action is given by
X
(x)D[U
](x).
Sf = a 4
(5)
(6)
xaZ4
The lattice Dirac operator D is translation invariant and is supposed to satisfies the
GinspargWilson relation
5 D + D5 = aD5 D.
(7)
For U (x; ) = exp{iagA (x)}, D allows for a small A expansion

X 1
X X
a 4n
D(n)
(x, y|z1, . . . , zn )
D[exp{iagA}](x, y) =
1 ...n
n!
z ,...,z ,...,
n>0
A1 (z1 ) An (zn ).
e(n)
D
(8)
D (n)
of the coefficient functions

are analytic functions about
The Fourier transforms
zero momentum.
Finally, for a 0, the action becomes
X
Z
3
2
' d4 x 1
A (x) A (x)
SW (U ) + Sf (U, , )
4
,=0
+ (x)
3
X

( + igA )(x) .
(9)
=0
A possible solution of (7) that satisfies these conditions is given by [2]

1/2
1
,
D(U ) = 1 D D+ D
a
D = 1 aDW ,
(10)
where DW is the WilsonDirac operator,

3

1 X
( 1)Dc + ( + 1)Dc ,
2a
=0

c
(x),
D (x) = U (x; )(x + a )

c
1 (x a ),
D (x) = (x) U (x a )
DW =
(11)
258
and the unit vector in the positive th direction.

Measure and action are invariant under the gauge transformation
U (x; ) (x)U (x; )(x + a )
1 ,
(x) (x)(x),
1
,
(x)
(x)(x)
(12)
with all (x) U (1). Furthermore, because of (7) they are invariant under the infinitesimal
global chiral transformation

a
(x) = i 5 1 D (x),
2

a
(13)
(x) = i 1 D (x)5 .
2
Finally, we observe that the theory is invariant under the charge conjugation
A (x) A (x),
T,
(x) C (x)
(x)
(x)T 0T C 1 0 ,
(14)
where the superscript T denotes transposition and C the charge conjugation matrix
satisfying
C 1 C = T ,
= 0, . . . , 3.
(15)
For the perturbative evaluation we restrict our attention to a small neighbourhood of the
pure gauge orbit. Here we parametrize

1 ,
(16)
U (x; ) = (x) exp iagA (x) (x + a )
with the A (x) subject to the Lorentz gauge
F (A(x)) =
3
X
1
A (x) 0.
a
(17)
=0
Here and in the following, and denote the forward and backward lattice difference
operators, respectively,
f (x),
f (x) = f (x + a )
f (x) = f (x) f (x a ).
(18)
Going through the standard gauge fixing and FaddeevPopov procedure we end up with
the following generating functional W0 of the connected correlation function.

Z Y
Y
1
= N0
dA (x)
exp W0 (J, , )
d(x) d(x)
h
x

1
,
(19)
exp E0 (A, , ; g, ) + Sc (A, , ; J, , )
h
259
with W (0, 0, 0) = 0 and

1
E0 = Sf eiagA, , + SW eiagA + Sgf (A) .
h
Sgf is the gauge fixing action
X
2
F A(x) .
Sgf (A) = a 4
2
x
The source term Sc is given by
J, , )
= a4
Sc (A, , ;
XX
x
(20)
(21)
J (x)A (x) + (x)(x)
+ (x)(x)
.
(22)
Because we have chosen a linear gauge fixing function (17), the ghost fields decouple and
do not need to be considered for the following considerations. In (19) we have introduced
h mainly as the loop counting parameter. Any connected Feynman diagram with n loops
contributes to the order of h n to W or .
3. Ward identities
Applying an infinitesimal gauge transformation to (19),
1
A (x) = (x),
a
(x) = i(x)g(x),
= i(x)g (x),
(x)
(23)
with (x) R, we obtain the Ward identity

X1
J (x)
ia 4
a

X 1
g(x)
i
W0 = 0,
3
+ g (x)
(x)
(x)
J (x)
a
(24)
P

b=
with
. We perform a Legendre transformation to the vertex functional 0 ,
i.e., the generating functional of the one-particle irreducible (1PI) correlation functions,
= 0 (A, , )
W0 (J, , )

XX
J (x)A (x) + (x)(x)
+ (x)(x)
,
+ a4
x
(25)
where
a 4 A (x) =
W0
,
J (x)
a 4 (x) =
W0
,
(x)
a 4 (x)
=
W0
,
(x)
(26)
with inversion
a 4 J (x) =
0
,
A (x)
a 4 (x)
0
,
(x)
a 4 (x) =
0
.
(x)
(27)
260
This yields the gauge Ward identity

S(0 )(x) = 0,
(28)
where

0
0
0
+ g (x)
g(x)
S(0 )(x) i
a A (x)
(x)
(x)
X
b A (x).

ia
X1
(29)
Furthermore, applying the chiral transformation (13) to (19) yields

Y
Y
1
dA (x) exp Sc
d(x) d(x)
0=
h
x

X
a
4
(x)
5 (x) + h
2 a 4 (x)
x

5 (x) exp E0
+ (x) h
2 a 4(x)

Y
Y
=
dA (x) exp E0
d(x)d(x)
x
X
x

a
(x)
5 (x) h
2 a 4 (x)

1
a
(x)
exp
+ (x)
+ h
5
c .
2 a 4(x)
h
(30)
In the last step we have performed a partial integration. This expression can be written in
the form

X
W0
W0
4
4
5 (x) (x)a
(31)
(x)
a
5
5 (x) = 0.
a 4 (x)
a (x)
x
Application of the Legendre transform (25) yields the flavour mixing, axial vector Ward
identity
X 0
0
a 5 4
,
(32)
C(0 ) = a 4
4 (x)
a
a (x)
x
where we have defined
X
C(0 ) a 4
x

0
0
(x)
(x)
.
5
5
a 4(x)
a 4 (x)
(33)
The Ward identities (28) and (32) express the gauge invariance and the chiral symmetry of
the bare lattice theory. The axial Ward identity contains a term that is bilinear in the vertex
functional and classically irrelevant, i.e., with a coefficient that vanishes proportional to the
lattice spacing a.
261
4. Renormalization
We write the renormalized generating functional of connected correlation functions WR
as

Z Y
Y
1
= NR
dA (x)
d(x) d(x)
exp WR (J, , )
h
x

1
J, , )
,
exp ER (A, , ; g, ) + Sc (A, , ;
h
with WR (0, 0, 0) = 0 and
g, ) = E0 (A, , ;
g, ) + O(h 0 ).
ER (A, , ;
(34)
(35)
The renormalized vertex functional R is obtained from WR by the Legendre transformation analogous to (25). By definition, all basic field (A, , ) correlation functions exist
in the continuum limit. In particular, this means that the connected correlation functions

Gr,s,lrs (z1 , 1 ), . . . ; zr+1 , . . . ; zr+s+1, . . . , zl |a
X
a 4l
l
Y

l) ,
4 (zi xi ) A1 (x1 ) (xr+1 ) (x
c
(36)
x1 ,...,xl aZ4 i=1
with

l)
A1 (x1 ) (xr+1 ) (x
c
= h l
a 4 J1 (x1 )
1

W
,
R
4
4
a (x
r+1 )
a ((xl )) h
J ===0
(37)
converge for a 0 as tempered distributions on R4l .

The renormalizability statement below is that ER is obtained from E0 by multiplicative
renormalization of its arguments and such that both gauge invariance and lattice chiral
symmetry are preserved.
Theorem. There exist renormalization constants ZA , Z , Zg and Z such that

g, ) = E0 Z 1/2 A, Z 1/2, Z 1/2 ;
Zg g, Z ,
ER (A, , ;
(38)
with
ZA Zg2 = ZA Z = 1.
(39)
The renormalization constants are at most logarithmically divergent as a 0.

As a consequence of the theorem, the renormalized vertex functional R satisfies the
gauge and axial Ward identities
S(R ) = 0,
C(R ) = a 4
X
x
(a)
R
R
a 5 4
,
a 4(x)
a (x)
where (a) is at most logarithmically divergent as a 0.
(40)
262
The two independent renormalization constants ZA and Z are uniquely determined

by imposing two independent normalization conditions, e.g., on the 2-point functions, at
non-exceptional momenta.
The statement implies that Abelian lattice gauge theory with massless GinspargWilson
fermions is renormalizable, preserving gauge and chiral symmetry. In particular, no mass
counterterm for the fermion fields is required. The irrelevant part of the lattice axial Ward
identity gets multiplicatively renormalized, but in such a way that it stays irrelevant to all
orders. This means that the continuum chiral symmetry becomes restored in the continuum
limit (that is, (2) holds). As a corollary, the current j (x) associated to the symmetry
(13) and constructed according to the Poincare lemma on the lattice [11] does not require
renormalization (cf. also [12]). For, if we write the variation of the action under a local
chiral transformation

a
(x) = i(x) 5 1 D (x),
2

a
(41)
(x)
= i(x) 1 D (x)5
2
as
X

1 X
1
i(x)
(42)
j (x)
ER = a 4
a
h
x
and add to the source part of the action Sc a term

a4
3
XX
G (x)j (x),
(43)
x, =1
G) satisfies the axial vector current Ward

the corresponding vertex functional R0 (A, , ;
identity

X1
R0
0
R0
4 R
=
(x)
(x)
a a G (x)
a 4(x)
a 4 (x)
+ (a)
0
R0
a 5 4 R + O(G).
4
a (x)
a (x)
(44)
G = 0) = R (A, , ), the right hand side of (44) is UV finite to

Because of R0 (A, , ;
0
order G , and hence also the left hand side. This implies that all correlation functions with
one insertion of the composite operator j (x) are made UV finite already by renormalizing
the gauge theory.
5. Proof of the theorem

For the proof we use the lattice power counting theorem. Its applicability to gauge
theories with GinspargWilson fermions is guaranteed by
The action has the correct continuum limit.
263
Analyticity of the Fourier transforms of the coefficient functions D(n) in (8) at zero
momenta.
e0 (k)1 is free of doublers.
The free GinspargWilson propagator D
e
More precisely, the last point means that D0 (k)1 is of the form
e0 (k)1 = N (k) ,
D
R(k)
(45)
where N and R satisfy the following conditions.

3
X
lim N (k) = i
a0
k ,
degrk N (k) = 1,
=0
lim R(k) = k 2 ,
a0
degrk R(k) = 2,
(46)
and for sufficiently small a there is K > 0 such that

R(k) > K k 2 .
(47)
degrk ( ) denotes the (UV) lattice divergence degree [810] and

k 2 =
3
X
k2 ,
=0
k
2
k = sin a.
a
2
(48)
It is straightforward to show that the propagator given in [5], with

X
a2 2
1/2 1
1/2
J (k) 1 + k i
k ,
N (k) = J (k)
a
2

1
a2 2 2
2
1/2
,
R(k) = k + 2 J (k) 1 + k
a
2
a4 X 2 2
k k ,
J (k) = 1 +
4
6=
k 2 =
3
X
=0
k2 ,
1
k = sin k a,
a
(49)
satisfies the criteria (46) and (47) with K = 1.

The proof of the theorem is by induction on the number of loops, that is on the order
of h . To lowest order, the theorem holds, with all renormalization constants ZA = Z =
Zg = Z = 1, i.e., all tree graph amplitudes are UV finite. Furthermore (a) = 1.
Let us assume that the renormalization program has been carried out to order n in h ,
with renormalized action given by

g, ) = E0 Z (n) 1/2 A, Z (n) 1/2 , Z (n) 1/2 ;
Zg(n)g, Z (n) , (50)
ER(n) (A, , ;
A
and
(n)
Zg(n)
ZA
2
(n) (n)
= ZA
Z = 1,
(51)
264
(n)
with ZA
and Z(n) at most logarithmically UV divergent. Hence, the vertex functional
R(n) renormalized to order n satisfies

S R(n) = 0,
X

(n)
(n)
(n) (a) 4 R a 5 4 R ,
C R(n) = a 4
a (x)
a (x)
x
(52)
with (n) (a) = (Z )1 . Considered as perturbative series in h , (n) (a) is at most

logarithmically divergent.
Power counting and the properties of the lattice action listed above ensure that all
vertices derived from it have IR degree not less than 4 and UV degree equal to 4. This
implies that IR and UV singularities are well separated and that the theory is renormalizable
in an IR finite way [1315]. The most general UV divergence of R(n) of order h n+1 , which
we denote by div below, is a polynomial in the fields and their lattice derivatives, obtained
by accounting for all 1PI correlation functions with non-negative UV divergence degree.
Taking into account the lattice symmetries, it is given by
X
X
1
+ r
(x)
m (x)(x)
div = a 4
(x)
a
x
(n)
+ rA
g (x) A (x)(x) +
X1
m2A A (x)2
2
1
1
rA
A (x) A (x)
+
4
a
a

1
1
1
+ (rgf + r2 ) A (x)
A (x)
2
a
a

1
2
2
2
.
+ (r41 + r42 )g A (x) A (x)
4
X 1
(53)
All coefficients are O(h n+1 ) and all those denoted by r are at most logarithmically
divergent as a 0. Inserting this into the gauge Ward identity
S(div )(x) = O(1) as a 0
(54)
we obtain the constraints

rgf = r2 = r41 = r42 = m2A = 0,
r A = ir .
(55)
From the axial Ward identity

C(div ) = O(1) as a 0
(56)
we get the further constraint m = 0. In summary, the UV divergencies of order h n+1 are
removed by adding to hE
0 the counterterm
ECT = a 4

1
+ igA (x) (x)
a
2

X1
1
1
rA
A (x) A (x)
.
+
4
a
a
X
x
(x)
265
With r = rA and rg = rA /2 we write this as

rA
+ rg
+
+
+ r
ECT =
2 A
g
2
2
X 1 X 1
1
4
2
A (x) A (x)
(a )
4 A a
a
x

X
1
+ iA g gA (x) (x)
+ (x)
2
X
1
2
,
A (x)
+ A
2
a
1
(57)
(58)
so that

1
(n)
(n+1) 1/2
(n+1) 1/2
(n+1) 1/2
(n+1)
A, Z
, Z
; Zg(n+1) g, Z
ER + ECT = E0 ZA
h
1
(59)
+ 1,
h
(n+1) 1/2
)
, Z(n+1) =
with Zi(n+1) = Zi(n) + ri for i = A, and with Zg(n+1) = (ZA
(n+1) 1
) . 1 is a local lattice operator of IR degree not less than 4, UV degree 4, and it
(ZA
is UV finite and irrelevant up to and including order h n+1 . We are thus allowed to subtract
(n)
it from ER + h1 ECT . This yields the action renormalized to the order h n+1 , satisfying
g, )
ER(n+1) (A, , ;

(n+1) 1/2
(n+1) 1/2
(n+1) 1/2
(n+1)
A, Z
, Z
,
; Zg(n+1)g, Z
= E0 Z A
(n+1)
(60)
fulfill (51) with n replaced by n + 1. This closes the induction and proves
where the Zi
the theorem.
The above proof was carried out for an Abelian gauge theory. For QCD with two
flavours of massless GinspargWilson fermions the axial vector Ward identity is again of
the form (32). The main complications arise due to the compact gauge field measure on the
lattice and from the non-linear structure of the gauge Ward identity. The renormalizability
proof proceeds along similar lines as in [7], supplemented by the axial vector Ward identity,
whose renormalized version (40) is obtained by following the procedure described above.
Acknowledgement
One of us (T.R.) would like to thank Jean Zinn-Justin for encouraging discussions.
266
References
[1]
[2]
[3]
[4]
[5]
[6]
[7]
[8]
[9]
[10]
[11]
[12]
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[15]
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P. Ginsparg, K. Wilson, Phys. Rev. D 25 (1982) 2649.
M. Lscher, Phys. Lett. B 428 (1998) 342.
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T. Reisz, Commun. Math. Phys. 116 (1988) 81; Commun. Math. Phys. 117 (1988) 79.
M. Lscher, in: Selected Topics in Lattice Field Theory, Summer school on Fields, Strings and
Critical Phenomena, Les Houches, 1988.
H.J. Rothe, Lattice Gauge Theories: An Introduction, 2nd edition, Lecture Notes in Physics,
Vol. 59, World Scientific, Singapore, 1997.
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T. Reisz, Commun. Math. Phys. 117 (1988) 639.

Patterns of symmetry breaking in QCD at high

baryon density
Thomas Schfer
TRIUMF, 4004 Wesbrook Mall, Vancouver, BC, Canada, V6T2A3
Received 15 October 1999; revised 10 December 1999; accepted 17 January 2000
Abstract
We study the structure of QCD at very large baryon density for an arbitrary number of flavors Nf .
We provide evidence that for any number of flavors larger than Nf = 2 chiral symmetry remains
broken at asymptotically large chemical potential. For Nc = Nf = 3, chiral symmetry breaking
follows the standard pattern SU (3)L SU (3)R SU (3), but for Nf > 3 unusual patterns emerge.
We study the case Nf = 3 in more detail and calculate the magnitude of the chiral order parameters
2 i in perturbative QCD. We show that, asymptotically, hi

1/3 is much smaller
hi
and h()
2 i1/6 . The result can be understood in terms of an approximate discrete symmetry. 2000
than h()
PACS: 12.38.Aw; 21.65.+f
Keywords: QCD; Finite baryon density; Superconductivity; Chiral symmetry breaking
1. Introduction
The phase structure of matter at non-zero baryon density has recently attracted a great
deal of interest. In particular, it has been emphasized that quark matter at very high
density is expected to behave as a color superconductor [1,2]. The behavior of hadronic
matter in this regime is of interest in understanding the structure of compact astrophysical
objects and the physics of heavy ion collisions in the regime of maximum baryon density.
Moreover, it was realized that matter at very high density exhibits many non-perturbative
phenomena, such as a mass gap and chiral symmetry breaking, in a regime where the
coupling is weak [3,4]. This means that some of the hard problems of QCD can be
studied in a systematic fashion.
At very high density the natural degrees of freedom are quasiparticles and holes in the
vicinity of the Fermi surface. Since the Fermi momentum is large, asymptotic freedom
implies that the interaction between quasiparticles is weak. In QCD, because of the
presence of unscreened long range gauge forces, this is not quite true. Nevertheless, we
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 0 6 3 - 8
270
T. Schfer / Nuclear Physics B 575 (2000) 269284
believe that this fact does not essentially modify the argument [5]. However, as we know
from the theory of superconductivity the Fermi surface is unstable in the presence of even
an arbitrarily weak attractive interaction. At very large density, the attraction is provided
by one-gluon exchange between quarks in a color anti-symmetric 3 state. QCD at high
density is therefore expected to behave as a color superconductor [68].
Color superconductivity is characterized by the breakdown of color gauge invariance. As
usual, this statement has to be interpreted with care. Local gauge invariance cannot really
be broken [9]. Nevertheless, spontaneously broken gauge invariance is a useful concept. We
can fix the gauge, introduce a gauge non-invariant order parameter and study its effect on
gauge invariant correlation functions. The most important gauge invariant consequence of
superconductivity is the appearance of a mass gap, through the MeissnerAndersonHiggs
phenomenon. The formation of a mass gap is of course also characteristic of a confined
phase. Indeed, it is known that in general Higgs and confined phases are continuously
connected [10].
Color superconductivity may also lead to the spontaneous breaking of global symmetries. It is this phenomenon that we wish to study in more detail. Broken global symmetries lead to the appearance of Goldstone bosons, and determine the low energy effective
description of the system. It is one of the remarkable properties of the color superconducting phase in Nf = 3 QCD that the pattern of broken global symmetries exactly matches
that of QCD at low density. In this work, we would like to establish the global symmetry
breaking pattern in QCD with Nf = 2, 3, . . . , 6. In particular, we wish to show that the result in the case Nf = 3 is generic in the sense that for any number of flavors larger than 2,
chiral symmetry is broken but a vector-like flavor symmetry remains. We also wish to study
the most interesting case, QCD with Nf = 3, in more detail. We calculate the magnitude
of the totally symmetric and anti-symmetric order parameters, and the magnitude of the
2 i. We comment on a number of unusual features of
chiral condensates h i and h()
chiral symmetry breaking in QCD at large density.
2. The effective potential

In this section we wish to introduce a simple energy functional that captures the essential
dynamics of QCD at high baryon density. We will use this functional in the following
section in order to analyze the ground state of QCD with an arbitrary number of flavors.
Our construction is guided by the renormalization group analysis of [11,12]. In
this work we classified possible instabilities of the Fermi surface, and assessed their
relative importance, for small and short-range, but otherwise arbitrary couplings near the
Fermi surface. It was found that the dominant instability corresponds to scalar diquark
condensation. The analysis does not fix the color and flavor channel of this instability
uniquely, because there are two equally enhanced interactions. One gluon exchange, which
dominates for weak coupling, is attractive in the color anti-symmetric 3 channel, and favors
one of these interactions. The same is also true for instanton induced interactions, that are
likely to play an important role at moderate densities. As the couplings evolve towards the
271
Fermi surface, the attractive interaction in the color 3 channel will grow, while the repulsive
interaction in the color symmetric 6 channel is suppressed. The dominant coupling is a
color and flavor anti-symmetric interaction of the form

L = G ac bd ad bc (ik j l il j k )

(1)
ia C5 jb kc C5 ld (C5 C) ,
where a, b, . . . are color indices and i, j . . . are flavor indices. In the following, we shall
abcd for the colorflavor structure of the interaction.
use the notation Kij
kl
In full QCD, there are unscreened magnetic gluon exchanges and the interaction between
quarks is not short range. This problem was first studied in [5]. We expect that this effect
does not modify our results for the structure of the ground state, but only the magnitude
of the gap. We check this explicitly in the case of Nf = 3 in Section 4. In that section,
we also study the effect of color-symmetric interactions. It was also pointed out that for
asymptotically large chemical potential, the gap equation in higher partial wave channels
becomes degenerate with the s-wave gap equation [5]. Subleading effects are expected to
lift this degeneracy. Using the methods developed in [18] we have checked that the s-wave
gap is bigger than higher partial wave gaps. We therefore expect the ground state to be an
s-wave superconductor. The only exception is QCD with only one flavor, since in this case
a color 3 order parameter cannot have spin zero. This situation is of physical interest for
the behavior of real QCD with two light and one intermediate mass flavor. For ms larger
than some critical value, QCD has a phase with separate pairing in the ud and s sectors
[13,14]. In this work, we will not consider the phase structure of Nf = 1 QCD.
In order to determine the structure of the ground state we have to calculate the grand
canonical potential of the system for different trial states. Since the interaction is attractive
in s-wave states, it seems clear that the dominant order parameter is an s-wave, too. We
then only have to study the colorflavor structure of the primary condensate. We assume
that the condensate takes the form

a
(2)
i C5 jb = ijab .
ijab is a Nf Nf matrix in flavor space and a Nc Nc matrix in color space. The Pauli
principle requires that ijab is symmetric under the combined exchange (ai) (bj ).
We calculate the effective potential using the bosonization method. For this purpose, we
ab
introduce collective fields 1ab
ij and 1ij with the symmetries of the order parameter (2).
abcd 1ab 1
cd and integrate over the dummy
We add to the fermionic action a term (4G)1 Kij
kl
ij
kl
ab
ab
. We then shift the integration variables to eliminate the interaction
variables 1ij and 1
ij
term (1). So far, no approximations have been made. We now assume that the collective
fields are slowly varying, and that 1ab
ij can be replaced by its vacuum expectation value. In
this case, we can perform the integration over the fermionic fields and determine the grand
canonical potential as a function of the gap matrix 1ab
ij .
The integration over the fermions is performed using the NambuGorkov formalism.
We introduce a two component field = (, T ). The inverse quark propagator takes the
form
272
S 1 (q) =
q/ + / m
K1
K1
(q/ / + m)T

.
(3)
The grand canonical potential is now given by

1
1
1 K 1.
(4)
(1) = Tr log S01 S +
2
4G
In order to evaluate the logarithm, we have to diagonalize the mass matrix M = K 1. Let
us denote the corresponding eigenvalues by 1 ( = 1, . . . , Nc Nf ). These are the physical
gaps of the Nf Nc fermion species. If we neglect the quark masses m, the grand potential
is

q
1
X Z d 3 p q
2
2
2
2
2
(p ) + 1 + (p + ) + 1 + 1 . (5)
(1) =
(2)3
G
The momentum integral has an ultraviolet divergence. This integral can be regularized by
introducing a cutoff or, more generally, by including a form factor F (p). In this case it
would seem that the properties of the grand potential depend on a number of parameters,
such as the coupling constant G, the chemical potential and the cutoff . In the weak
coupling limit, however, the grand potential should only depend on the value of the gap
on the Fermi surface, and not on the exact momentum dependence of the interaction. This
can be made manifest by introducing a renormalized grand potential. Following the work
of Weinberg [15], we have

X 2
1
1
2
2
1 .
1 log
1 +
(6)
ren (1) =
4 2
G( )
Here, is a renormalization scale. The grand potential is independent of , since the

scale dependence of the first term is canceled by the scale dependence of the coupling
constant G. The coupling constant satisfies the renormalization group equation discussed
in [11,12].
The grand potential (6) depends on Nc (Nc 1)Nf (Nf 1)/4 parameters. We
minimize this function numerically. After we determine the matrix 1ab
ij that minimizes
the grand potential we study the corresponding symmetry breaking pattern. Without
superconductivity, there are Nf2 1 global flavor symmetries for both left and right handed
fermions, as well as Nc2 1 local gauge symmetries. Superconductivity reduces the amount
of symmetry. In order to find the residual symmetry group we study the second variation of
the order parameter 2 1/(i j ), where i (i = 1, . . . , Nf2 + Nc2 2) parameterizes the
flavor and color transformations. Zero eigenvalues of this matrix correspond to unbroken
colorflavor symmetries.
3. Color superconductivity in QCD with Nc = 3 colors and Nf flavors
The results of our numerical study for QCD with three colors and Nf = 2, . . . , 6 flavors
are summarized in Table 1. In the following, we will study each of these cases in more
detail.
273
Table 1
Spectrum and symmetry properties of the s-wave superfluid state in QCD with Nc = 3 colors and Nf
flavors. Npar = Nc (Nc 1)Nf (Nf 1)/4 is the number of totally anti-symmetric gap parameters.
The fourth column gives the relative magnitude of the gaps in the fermion spectrum, together with
their degeneracy. The next two columns give the magnitude of the gap and the condensation energy
per species in units of the Nf = 2 values. These ratios are independent of the coupling in the weakcoupling limit. The last two columns show the dimension and the the rank of the residual symmetry
group
Nc
Nf
Npar
Gaps (deg)
/(Nc Nf )
Nsym
Rank
3
3
3
3
3
2
3
4
5
6
3
9
18
30
45
1 (4), 0 (2)
1 (8), 21 (1)
1 (8), 21 (4)
1 (5), 21 (7), 31 (3)
1 (16), 21 (2)
10
0.80 10
0.63 10
0.43 10
0.80 10
0
1.27 0
1.21 0
1.18 0
1.27 0
6
8
6
3
9
2
2
2
1
3
The two flavor case is special. In this case, the order parameter
3ab
ij
1ab
ij = 1
(7)
only breaks color SU (3) SU (2). The chiral SU (2)L SU (2)R symmetry remains
unbroken. At this level, the Fermi surfaces of the up and down quarks of the third color
remain intact. A careful study of the quantum numbers of the low energy states shows that
chiral symmetry is realized in terms of massless protons and neutrons [13]. The proton and
neutron are composites of the quark and Higgs fields. Subleading interactions can generate
a gap for these states. The exact nature of this gap is hard to determine, even in the limit of
very large chemical potential.
For Nf larger than 2, the gauge symmetry is always completely broken, and all quarks
acquire a gap. In addition to that, we find that the preferred order parameter always involves
a coupling between the color and flavor degrees of freedom. This means that the original
flavor symmetry is broken, but some vector-like symmetry which is a combination of the
original flavor and color symmetries remains.
In the case of three flavors we find that the preferred order parameter is of the form

a b
a b
(8)
1ab
ij = 1 i j j i .
This is the colorflavor-locked phase suggested in [3]. Both color and flavor symmetry
are completely broken. There are eight combinations of color and flavor symmetries that
generate unbroken global symmetries. The symmetry breaking pattern is
SU (3)L SU (3)R U (1)V SU (3)V .
(9)
This is exactly the same symmetry breaking that QCD exhibits at low density. This has
led to the idea that in QCD with three flavors, the low and high density phases might be
continuously connected [4]. We also note that the quark mass gaps fall into representations
([8]+[1]) of the unbroken vector symmetry. Note that in the present analysis, which
only takes into account the leading interaction, the order parameter is completely antisymmetric in both color and flavor. In the case Nf = Nc , however, there is a more general
274
a b
a b
order parameter 1ab
ij = 11 i j + 12 j i which has both symmetric and anti-symmetric
components and has the same residual symmetry. We will discuss this situation in more
detail in the next section.
In the case Nf = 4 the numerical results indicate that the most favorable order parameter
is given by
abc c
ij = 1abc (ij c + ic j 4 j c i4 ),
1ab
ij = 1
(10)
where ija is the t Hooft symbol. There is a second, degenerate, solution where we
replace ija ija = ij a ia j 4 + j a i4 . The t Hooft symbol describes the isomorphism
SU (2) SU (2) O(4). Consider the O(4) generators (M ) = i( ). The

a (M )
O(4) generators can be decomposed into SU (2)L SU (2)R generators
and
a
(M ) . Using this result one can show that the Nf = 4 order parameter (10) realizes
the symmetry breaking pattern
SU (4)L SU (4)R U (1)V SU (2)V SU (2)V .
The generators of the SU (2) SU (2) symmetry are

1 a
1 a
M ,
M .
abc Nbc +
abc Nbc +
2
2
(11)
(12)
Here, Nbc are O(3) SU (3) color generators and M are O(4) SU (4) flavor
generators. We note that for Nf = 4, and indeed for any Nf larger than three, we cannot
realize the same symmetry breaking that we have at low density. This means that even
though chiral symmetry remains broken at very large density, there has to be a phase
transition that separates the high and low density phases.
In the case Nf = 5 we were unable to find a compact expression for the energetically
favored order parameter. The numerical results indicate that Nf = 5 QCD realizes the
symmetry breaking pattern
SU (5)L SU (5)R U (1)V SU (2)V .
(13)
The residual symmetry is smaller than for any other number of flavors. This is also reflected
in the fact that the condensation energy is comparably small.
If Nf is a multiple of Nc , the dominant gap corresponds to multiple embeddings of the
Nf = Nc order parameter. For Nf = 6, we have
abc
(ij c + (i3)(j 3)c ).
1ab
ij = 1
(14)
This order parameter corresponds to the symmetry breaking pattern

SU (6)L SU (6)R U (1)V SU (3)V U (1)V U (1)A .
(15)
The SU (3) symmetry is a double embedding of the SU (3) that appear in the Nf = 3
colorflavor-locked phase. The original U (1)V and approximate U (1)A symmetries are
broken, but a new U (1)V U (1)A appears. This symmetry is a subgroup of the original
SU (6)L SU (6)R flavor symmetry which rotates the two 3 3 blocks in Eq. (14). The
extra U (1) symmetries may be broken by higher order condensates.
275
In this section we have analyzed the colorflavor structure of the superconducting

ground state using a BCS-like energy functional. Another method, which has proven to
be very useful in the context of liquid 3 He and other systems [16], is the LandauGinzburg
functional. This method was applied to color superconductivity in [8,17]. In this case we
construct the most general energy functional that is consistent with the symmetries of QCD
and a simple polynomial in the order parameter. In four dimensions, it is usually sufficient
to keep terms that are at most quartic in the fields. We can analyze the possible ground
states by studying the minima of the LandauGinzburg functional.
There is one restriction that one has to keep in mind. At T = 0 the free energy of the
system in not an analytic function of the gap so that, strictly speaking, the free energy
cannot be expanded as a power series in the order parameter. Only in the vicinity of the
finite temperature phase transition does the expansion in powers of the order parameter
have a firm foundation.
Nevertheless, the LandauGinzburg description is very useful in describing a wealth of
phenomena, even at T = 0. If we restrict ourselves to color and flavor anti-symmetric order
a
parameters we can represent the order parameter matrix 1ab
ij by the field i , where a is
an index in the anti-symmetric [Nc (Nc 1)/2] of color and i in the [Nf (Nf 1)/2] of
flavor. Color and flavor invariance imply that the LandauGinzburg effective potential has
the form

2

2

V = m2 tr + 1 tr + 2 tr ,
(16)
where ( )ab = (ia ) ib , and m2 , 1 and 2 are arbitrary parameters. Of course, we can
equally well write (16) in terms of ( )ij = ia (ja ) . Note that there are no det() terms,
because such a term would violate the U (1) of baryon number. The effective potential only
depends on the eigenvalues of . This means that the effective potential only depends
on a number of parameters, Nc (Nc 1)/2 (or Nf (Nf 1)/2, whichever is smaller).
For Nf = 2 there is only one quartic term and the minimum occurs for a = 1 a3 , as
we would expect. In the case Nf = 3 there are two possible minima, ia = 1ia and ia =
1 a3 i3 . These minima correspond to the colorflavor-locked phase and the Nf = 2 phase.
The groundstate depends on the values of the coupling constants. If 2 > 0, the ground state
is the colorflavor-locked phase. Extending the mean field description described in the last
section to T 6= 0, we can check that indeed 1 = 0 and 2 > 0, see also [8,17].
For Nf > 3 the effective potential does not depend on the number of flavors. This
means that there are a large number of ground states all of which are degenerate with
an embedding of the Nf = 3 colorflavor-locked phase. The ground states of the BCS
functional discussed above are minima of the LandauGinzburg potential, but the effective
potential (16) does not distinguish partially gapped from fully gapped states. In order
to construct an effective energy functional for which the fully gapped state is the true
minimum one has to include higher powers in the order parameter. This, of course, would
also introduce additional parameters and we will not pursue this problem here.
276
4. More on colorflavor-locking in QCD with Nc = Nf = 3

In this section we wish to examine the colorflavor-locked state in QCD with three colors
and flavors in somewhat more detail. For this purpose, we will concentrate on the regime of
very large chemical potential, QCD , in which perturbative calculations are possible.
The determination of the gap in perturbative QCD has recently attracted some attention
[5,1822]. The main conclusion is that the gap is dominated by almost collinear magnetic
gluon exchanges. The magnitude of the gap is

3 2
4
5/2
5
.
(17)
10 ' 256 (2/Nf ) g exp
2g
We should emphasize that, strictly speaking, this result contains only an estimate of the
pre-exponent. This estimate is obtained by collecting the leading logarithms from electric
and magnetic gluon exchanges [18]. There are corrections of order O(1) that originate
from improved matching of the gap function at p0 ' 10 and p0 ' g, a self-consistent
treatment of the Meissner effect, and, possibly, higher order perturbative corrections.
Nevertheless, the main point is that (17) is the result of a well-defined calculation that
can be systematically improved.
In previous works, the gap equation was always studied for a one-component color
flavor anti-symmetric order parameter. This is appropriate for QCD with two flavors, but
in the case of more than two flavors the gap equation is more complicated. In the previous
section we studied a more general Nc Nf Nc Nf dimensional gap matrix but restricted
ourselves to short range, color and flavor anti-symmetric interactions. The restriction to
anti-symmetric gap matrices is probably justified for Nf 6= Nc , but for Nf = Nc the
symmetric and anti-symmetric order parameters have the same global symmetry, so there
is no symmetry reason for the symmetric gap parameter to be zero.
In three flavor QCD, the order parameter has the form

a b
a b
a b
a b
(18)
1ab
ij = 1A i j j i + 1S i j + j i .
We can now repeat the perturbative calculation of the gap using this particular ansatz for
the order parameter. We will follow the method described in [18]. Just as in the Nf = 2
case, the gap depends on frequency and the Dirac structure of the gap matrix is proportional
E p)/2.
The only new ingredient is that we have to take into account the more
to C5 (1 +
complicated colorflavor structure when we calculate the NambuGorkov propagator. As
in the last section, this is most easily accomplished by viewing (18) as a matrix in a Nc Nf
dimensional colorflavor space. The eigenvalues of this matrix are
18 = 1A 1S ,
11 = 21A + 41S ,
(19)
where the subscript indicates the degeneracy. For three degenerate flavors the normal
components of the inverse NambuGorkov propagator are proportional to the unit
matrix in colorflavor space, so they remain diagonal as the anomalous components are
diagonalized. We can now determine the propagator by inverting the NambuGorkov and
277
Dirac structure as in the Nf = 2 case. The off-diagonal propagator S21 needed in the gap
equation is a diagonal matrix in colorflavor space with entries
1
1i (1 E qE )
i
(q) = (C5 ) 2
,
S21
2
q0 (q )2 12i
(20)
with 1i = (18 , 18 , . . . , 11 ) as in (19). Having determined the propagator we have to

calculate the color factor. It is given by

1
Nc + 1 c d
i j id jc
cA = (A )Tab ia jb ib ja (A )cd =
4
2Nc
(21)
for the colorflavor anti-symmetric gap and

1
Nc 1 c d
i j + id jc
cS = (A )Tab ia jb + ib ja (A )cd =
4
2Nc
(22)
for the symmetric gap. The anti-symmetric color factor cA agrees with the result for the
Nf = 2 order parameter. We can now project the gap equation on the colorflavor antisymmetric and symmetric structures. We find

(
Z
1A (q0 ) 1S (q0 )
g2
b
2
q
dq0 log
1A (p0 ) =
18 2
|p0 q0 |
3 q 2 + (1 (q ) 1 (q ))2
A 0
S 0
0
)
21A (q0 ) + 41S (q0 )
1
+ q
,
(23)
6 q 2 + (21 (q ) + 41 (q ))2
A 0
S 0
0
(

Z
2
1
1A (q0 ) 1S (q0 )
g
b
q
dq0 log
1S (p0 ) =
2
|p0 q0 |
6 q 2 + (1 (q ) 1 (q ))2
18
A 0
S 0
0
)
21A (q0 ) + 41S (q0 )
1
q
,
(24)
12 q 2 + (21 (q ) + 41 (q ))2
A
where b = 256 4(2/Nf )5/2 g 5 . This is a complicated system of coupled equations, but
the situation simplifies in the weak coupling limit. In this case, we can assume that 1S
1A . The equation for 1A then becomes

Z
g2
b
log
dq
1A (p0 ) =
0
|p0 q0 |
18 2
(
)
1A (q0 )
1A (q0 )
1
2
q
+ q
.
(25)
3 q 2 + 1 (q )2 3 q 2 + (21 (q ))2
0
If it were not for the factor 2 in the denominator of the second term in the curly brackets,
this would be exactly the same equation as the one we found for the simple Nf = 2 order
parameter. We can take the factor 2 into account in an approximate way by rescaling the
integration variable in the second term. In this way we can reduce Eq. (25) to the gap
278
equation for the Nf = 2 order parameter with the coefficient b rescaled by a factor 21/3 .
This means that

3 2
.
(26)
1A ' 21/3 256 4(2/Nf )5/2 g 5 exp
2g
The equation for 1S can be analyzed in a similar fashion. We find
g 2 log(2)
1A .
1S '
36
(27)
This implies that, formally, 1S is suppressed by one power of the coupling constant, g.
In addition to that, we note that the numerical coefficient in (27) is quite small, so that
1S 1A even if g is not small.
These results are easily generalized to an arbitrary number of flavors and colors with
Nf = Nc = N . The eigenvalues of the gap matrix are
1N 2 1 = 1A 1S ,
11 = (N 1)1A + (N + 1)1S ,
(28)
and the Nc dependence of the anti-symmetric and symmetric color factor is given in (21),
(22). From these results we find that the colorflavor-locked gap is given by
r

2
6N
4
N1
5/2
5
,
(29)
1A = 256 (N 1) 2N (2/N) g exp
g N +1

g N 1 2 6N 1/2
log(N 1)1A .
(30)
1S =
6
2N
N +1
The origin of the various factors of N in (29) is easily explained. The factor in the exponent
is the color factor that comes from the tree level scattering amplitude of two quarks in a
color anti-symmetric state. The factor N 5/2 originates from the flavor dependence of
the screening mass, and the factor (N 1) raised to the power (N 1)/(2N) comes
from the structure of the colorflavor-locked
state. This factor implies that for large N , the
CFL gap is suppressed by a factor N with respect to the gap in the Nf = 2 phase.
As a consequence, for N > 3 the colorflavor-locked state (18) is not necessarily the
energetically favored state. If, on the other hand, we take the large Nc limit with Nf = 3
fixed, we find multiple embeddings of the Nc = Nf = 3 state. If the large Nc limit is taken
with the conventional scaling g 2 Nc = const, the superconducting gap is suppressed by
exp( Nc ). This means that for very large Nc and Nf fixed, the superconducting ground
state is disfavored compared to a chiral density wave [23,24].
In addition to the gap equation, we would also like to study the condensation energy. To
order g 2 the grand potential can be calculated from [8,25]
Z

1
d 4q
1
(q)S(q)
,
(31)
tr
S(q)(q)
+
tr
log
S
=
0
2 (2)4
where S(q) and (q) are the NambuGorkov propagator and proper self energy given in
[18]. The grand potential has the form = 8f (18 ) + f (11 ) where 18,1 are the singlet
and octet gaps. The functional f (1) is given by
2
f (1) = 2
1(p0 )
+
dp0 q
p02 + 1(p0 )2
279
)
p02
+ 1(p0
)2
p0 .
(32)
This result is very similar to the result in the case of short range interactions [8]. The only
difference is that the energy dependence of the gap function acts as an explicit cutoff in the
integrals. We can calculate the integrals using the approximate solution of the Eliashberg
equation derived by Son [5]. Numerically we find that the condensation energy scales to
very good accuracy as

10
2 2
10 log
,
(33)
f (1) =
2
4
where 10 = 1(p0 = 0). This is very similar to the result we found for short range
interactions, Eq. (6). This suggests that the results obtained in Section 3 remain valid in
the more general case of long range interactions. In particular, we can calculate the energy
gain of the colorflavor-locked state over the Nf = 2 state. The result is only very weakly
dependent on the gap in a very wide range of 1/. In the weak coupling limit, we find
(CFL)/(Nf = 2) ' 1.9. This ratio is somewhat smaller than what one would expect
based on the number of gaps, 9/4 ' 2.2.
5. Chiral symmetry breaking

The most interesting aspect of the colorflavor-locked phase is that chiral symmetry is
broken, and that the form of the corresponding low energy effective action agrees with
QCD at low density [4,26]. But while the coefficients of the effective lagrangian are
complicated, non-perturbative quantities in QCD at low density, they can be calculated
perturbatively at high density.
In this section we would like to begin this program by calculating the chiral order
parameter in the colorflavor-locked phase. As a first step, we have to calculate the
superfluid condensate. For a single fermion species we have
Z
2
1(p0 )
= 2 dp0 q
.
(34)
= C5 21 (1 + E p)
2
p0 + 1(p0 )2
In the weak coupling limit, the integrand can be written as a total derivative using the
differential equation for 1(p0 ) [5,27]. The result is
2
3 2
1.
(35)
=2
2
2
g
In the CFL state, the colorflavor structure of the condensate is more complicated. Just like
the gap matrix, the condensate can be written as

a
jb = A ia jb ja ib + S ia jb + ja ib .
(36)
i C5 12 (1 + E p)
280
The two condensates A,S can be determined from the octet and singlet gap parameters.
Not surprisingly, we find that S is small in the weak coupling limit. In the case of A , all
color and flavor factors drop out and
2
3 2
1.
(37)
A = 2
2 2
g
The chiral structure of the superfluid order parameter is C5 = R R L L . This
means that pairing takes place between quarks of the same chirality. A convolution of two
superfluid order parameters (R R )( L L ) will then directly yield the gauge invariant
order parameter h( L R )( L R )i. In the weak coupling limit, factorization is valid and
we find
1
2
2
+ 24S2 ' 3A
.
(38)
( L R )( L R ) = 12A
4
In the same way we can calculate many other four fermion operators, like

2
2 = ( L R )( L R ) + ( R L )( R L ) = 6A
.
(39)
()
Here, we have used h( L R )( R L )i ' 0. This is a consequence of the chiral structure
of the superfluid order parameter mentioned above.
There is an important point that we need to emphasize here. The vacuum expectation
value h( )2 i is not an order parameter for chiral symmetry breaking. This is most
i
5 E) transforms as a 4-vector
obvious in the case of two flavors. In this case, (,
under the chiral SU (2)L SU (2)R = O(4). Chiral symmetry restoration then implies
2 i = 0. In the case of Nf = 3, a true order parameter
2 i = h( i E5 )2 i, not h()
3h()
for chiral symmetry breaking is given by [28]

(40)
O1 = L a L R a R ,
where a is a flavor generator. This operator transforms as (8, 8) under SU (3)L SU (3)R ,
so a non-zero expectation value of O1 definitely implies that chiral symmetry is broken.
Fierz rearranging O1 , we get an alternative order parameter
O2 =
2(Nf2 1)
Nf2

1
L R R L
L a R R a L .
Nf
(41)
We can calculate the vacuum expectation values of O1,2 in the mean field approximation.
Both turn out to be zero. This does not, of course, imply that chiral symmetry is
unbroken. The fact that hO1,2 i vanishes is due to an accidental symmetry of the mean
field approximation. The superfluid order parameter is invariant under (Z2 )L (Z2 )R
symmetries that act on the fermion and anti-fermion fields separately. Because O1,2
do not have this symmetry, they cannot acquire an expectation value in the mean field
approximation. This (Z2 Z2 )2 is not a symmetry of QCD. As a result, we expect that O1,2
will develop an expectation value once higher order perturbative corrections are included.
Another way to look at this phenomenon is the observation that the colorflavor-locked
order parameter couples left and right handed fields only indirectly, through the vector-like
character of the gauge symmetry. A non-vanishing expectation value for an operator of the
only arises at higher order in perturbation theory.

form (LL)(
RR)
281
Since chiral symmetry is broken, we also expect that the standard chiral order parameter
hi
acquires an expectation value. It was noted in [3,29] that the colorflavor-locked
phase has an approximate (Z2 )L (Z2 )R symmetry. If this symmetry were exact, then
the quark condensate would be zero. In QCD instantons break (Z2 )L (Z2 )R to (Z2 )V
and lead to a non-vanishing quark condensate. In [29] we calculated the quark condensate
at moderate densities, assuming that instantons dominate not only the quark condensate,
but also the superfluid gap. At very large density, instantons are suppressed and the gap
equation is dominated by perturbative effects. The results of [29] are easily generalized to
this case.
In QCD with three flavors, the instanton induced interaction between quarks is given by
[3032]

2Nc + 1
1
f f f g g g
L,f1 R,g1
L=G
6Nc (Nc2 1) 1 2 3 1 2 3 2Nc + 4

L,f2 R,g2 L,f3 R,g3

3
L,f1 R,g1 L,f2 R,g2 L,f3 R,g3
+
8(Nc + 2)

+ (L R) .
(42)
The coupling constant G is determined by a perturbative calculation of small fluctuations
around the classical instanton solution. The result is
Z
(43)
G = d n(, )(2)6 ,
with

8 2
8 2 2Nc 5
exp
exp Nf 2 2 ,
(44)
n(, ) = CN
g2
g()2
1
0.466 exp(1.679Nc )1.34Nf .
CN =
(Nc 1)!(Nc 2)!
At zero density, the integral in (43) is divergent at large . This is the famous infrared
problem of the semi-classical approximation in QCD. At large chemical potential, however,
everything is under control and G is reliably determined. We find

5+b
5+b
b+5
(2)6
1
2Nc 5 2
CN S0 Nf
.
(45)
G=
2 6Nc (Nc2 1)
2

2
Here, is the QCD scale parameter, b = 11
3 Nc 3 Nf = 9 is the first coefficient of the
2
2
QCD beta function and S0 = 8 /g . The result shows that, asymptotically, the coupling
constant G has a very strong power-law suppression (5+b) = 14 .
Since G is so small, we can treat the effect of instantons as a perturbation. In the color
flavor-locked phase the instanton vertex induces a fermion mass term. This can be seen
by saturating four of the external legs of the interaction (42) with the superfluid order
parameter (36). Using the results of [29], we find

18

a 1
b
ab
a b 6
2
R,j
+ i j
ij
+ (L R).
(46)
GA
L = L,i (1 + E p)
2
5
5
282
We note that there are two kinds of fermion mass terms. Both the color singlet structure
( ab ij ) and the color octet structure (ia jb ) are compatible with the residual SU (3)V
symmetry of the colorflavor-locked phase. From the result (46), we can directly read off
the singlet and octet mass terms
m0 =
18
2
GA
,
5
6
2
m8 = GA
.
5
(47)
From these results we can also determine the quark condensate. For this purpose we have
to know the momentum dependence of the fermion propagator in the vicinity of the Fermi
surface. In principle, this is determined by the momentum dependence of the 6= 0 fermion
zero mode of the instanton, see [29]. For simplicity, we assume that the quark mass has the
same momentum dependence as the gap. In this case, we find
h i = 2

2 3 2 18
2
GA
.
g
5
2 2
(48)
From the instanton calculation we can also see how to construct a chiral order parameter
that is non-vanishing already on the level of the mean field approximation. Consider the
8-fermion operator
O8 = det( L R ) L R ,
(49)
where det( L R ) is a short hand expression for the flavor structure of the instanton vertex
(42). The determinant is invariant under SU (3) SU (3)R , so O8 transforms like the quark
condensate. From the discussion above it is clear that O8 acquires an expectation value in
the colorflavor-locked phase. We find
4
.
hO8 i = 6A
(50)
There is nothing special about O8 , other eight-fermion operators are equally good order
parameters.
Finally, it is interesting to obtain a few numerical estimates. For definiteness, we will
consider the chemical potential = 500 MeV. Also, we will use QCD = 200 MeV.
Following [19] we will be optimistic and use g = 4.2, which corresponds to the maximum
of the gap as a function of g. In this case we get a substantial gap in QCD with two
flavors, 10 (Nf =2) = 130 MeV. The gap in the Nf = 2 phase of QCD with three flavors
5/2
in the
is 10 (Nf = 3) = 47 MeV. This large reduction comes from the factor Nf
perturbative expression for 10 . This factor is a reflection of the Nf dependence of the
screening mass. The color anti-symmetric and symmetric order parameters in the color
flavor-locked phase are 1A = 38 MeV and 1S = 1.3 MeV. The condensation energy is
= 32 MeV/fm3 . The superfluid order parameter is given by A = (144 MeV)3 . From
this we find that the chiral condensate is h i = (35 MeV)3 , while the expectation value
of the four fermion operator is significantly bigger h( )2 i = (194 MeV)6 .
283
6. Conclusions
In this work we studied the structure of QCD with an arbitrary number of flavors at
high baryon density. We assumed that the dominant instability of the quark fermi liquid
is towards the formation of a pair condensate. In order to study the ground state, we
introduced a renormalized mean field grand canonical potential which determines the
condensation energy as a function of the colorflavor structure of the gap matrix. This
potential is not derived from QCD, but we expect it to correctly represent the essential
dynamics of the high density phase. From the analysis of the grand potential we find that
for any number of flavors greater than two, chiral symmetry is broken while a vector-like
flavor symmetry remains. The most interesting case is QCD with Nf = 3 flavors. In this
case, the symmetry breaking pattern at high density matches the one at low density. The
colorflavor-locked state in Nf = 3 is also distinguished by the fact that it has the biggest
condensation energy per flavor, and that it leaves the largest subset of the original flavor
symmetry intact.
In the second part of this work we studied the Nf = 3 phase in more detail. We
calculated the color symmetric and anti-symmetric order parameters in perturbative QCD.
We showed that 1S is suppressed by one power of g in the weak coupling limit, and
that the colorflavor-locked state is the energetically favored state. We calculated hi

2
and h( ) i. We explicitly showed that the chiral condensate is suppressed because of an
approximate Z2 Z2 symmetry. In general, the expectation value of four-fermion operators
is not suppressed, but all gauge invariant four-fermion chiral order parameters vanish in the
mean field approximation. Non-vanishing gauge invariant chiral order parameters can be
obtained by considering higher dimension operators, semi-classical (instanton) effects, or
higher order perturbative corrections.
Acknowledgements
I would like to thank Frank Wilczek for many useful discussion. Part of this work was
done during the workshop on QCD under extreme conditions at the Aspen Center of
Physics. This work was supported in part by NSF PHY-9513385 and the Natural Science
and Engineering Council of Canada.
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The decay 3 as a probe of the mechanism

of dynamical chiral symmetry breaking
L. Girlanda a,1 , J. Stern a,2
a Groupe de Physique Thorique, Institut de Physique Nuclaire, F-91406 Orsay Cedex, France
Received 8 July 1999; revised 2 December 1999; accepted 26 January 2000
Abstract
The decays 3 + are analyzed at one loop order in the framework of Generalized Chiral
Perturbation Theory, in order to test the sensitivity to the size of spontaneous chiral symmetry
breaking parameters, contained in the S-wave. The latter, due to a kinematical suppression, at
threshold, of the P-wave, is relatively large enough to be detectable at high-energy machines,
through azimuthal left-right asymmetries. This quantity (for the + mode), integrated from
threshold to Q2 = 0.35 GeV2 , varies from (17 3)% in the standard case of large condensate up
to (40 5)% in the extreme case of tiny condensate. The feasibility of such measurement at high
luminosity colliders (e.g., CLEO) is discussed. This method provides an independent cross-check
of forthcoming experimental determination of the two-light-flavor chiral condensate, based on lowenergy scattering. 2000 Elsevier Science B.V. All rights reserved.
PACS: 11.30.Rd; 12.38.-t; 12.39.Fe; 13.35.Dx
Keywords: Chiral symmetry breaking; QCD; Chiral perturbation theory; Tau
1. Introduction
The mechanism of dynamical chiral symmetry breaking and the identification of its
experimental signatures is one of the important subjects in modern particle theory. The
problem is to understand non-perturbative alternatives to the spontaneous symmetry
breaking triggered by elementary weakly coupled scalar fields, whose nature is essentially
perturbative. The problem arises at different energy scales characteristic of the Standard
Model and its extensions. At low-energy QCD, E < 1 GeV, the nonperturbative dynamical
breaking of chiral symmetry (DBCHS) is unavoidable, since QCD does not contain
elementary weakly coupled scalars. Yet, the mechanism of DBCHS, in particular the role
1 Current address: IFAE, Universitat Autonoma de Barcelona, E-08193 Bellaterra (Barcelona), Spain; E-mail:
girlanda@ifae.es
2 E-mail: stern@ipno.in2p3.fr
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 0 6 8 - 7
286
L. Girlanda, J. Stern / Nuclear Physics B 575 (2000) 285312
and importance of the quarkantiquark condensate hqqi,
and its dependence on the number

Nf of massless flavors, are not understood theoretically and they remain poorly known
experimentally (see, e.g., the review by one of us in Ref. [1]). The importance of dedicated
experimental tests of the latter for the low-energy QCD phenomenology as it appears,
e.g., in the calculation of weak matrix elements, determination of CKM matrix elements
or estimates of running light quark masses, has been often mentioned. Actually, model
independent tests of the role of hqqi
in QCD are of more fundamental and larger interest:
they may concern the mechanism of dynamical electroweak symmetry breaking at the TeV
scale and the problem of the origin of masses [25].
The purpose of this paper is to propose a new test of the importance of the quark
condensate in the mechanism of chiral symmetry breaking in QCD with two light flavors
u and d. The experimental signature of this mechanism can be systematically investigated
using the technique of the effective theory [6], and its low-energy expansion PT [7,8].
The standard version of this expansion (S PT) assumes a dominant role of hqqi,
i.e., a
small deviation from the Gell-MannOakesRenner (GOR) relation [9]. If the condensate
is less important, the standard low-energy expansion of the same effective Lagrangian has
to be modified leading to the Generalized PT (G PT). The latter is the proper framework
for measuring hqqi
since it makes no assumptions on its size nor about the deviation from
the GOR relation. 3
In this way the low-energy scattering in the S-wave has been identified as being
particularly sensitive to hqqi
[1017]. The corresponding experimental tests now become
possible, due to (i) the control of the precision of PT which now reaches two-loop
accuracy and is able to produce a precise prediction of the standard scenario [7,18] and
on the other hand to interpret any substantial deviation from this prediction in terms of
unexpectedly weak values of quark condensate [13]; (ii) the fact that the needed precision
(5% or better for the S-wave scattering length) can be reached: in the ongoing +
+
atoms lifetime measurement at CERN [19], in the new precise Ke4
experiments, E865
at BNL [20] and, in the near future, at the Frascati 8 factory Da8ne (with the KLOE
detector) [21].
In view of the importance of this issue it is interesting to identify independent sources of
similar experimental information. In this paper a proposal is elaborated in detail concerning
the decay 3 + at low invariant mass of the hadronic system Q2 < 0.35 GeV2 . The
S-wave is proportional to the divergence of the axial current and it measures the importance
of chiral symmetry breaking away from the pion pole. However, when considering this
process in PT, one is faced with two main difficulties: (i) the smallness of the branching
ratio in the threshold region, which is the only domain where PT is applicable, and (ii) the
chiral suppression of the S-wave compared to the P-wave (which, moreover, is enhanced
by the a1 resonance). The former problem now becomes less stringent, as pointed out in
Ref. [22], thanks to the large statistics already accumulated in the present machines and to
3 The quark condensate by itself is not an observable quantity. What can actually be measured is the
2 2
m
renormalization group invariant product m
bhuu
+ ddi
b=0 in units of F M , that is precisely the deviation from
the GOR relation.
287
the improvements expected for the near future (see Ref. [23] for a review). As for the latter,
it turns out (cf. Ref. [24]) that the P-wave, although dynamically dominant, is kinematically
suppressed, near the threshold, compared to the S-wave. These two facts together allow the
S-wave contribution to show up in a clean and detectable way. The plan of the paper is as
follows. In Section 2 the generalized SU(2)SU(2) chiral Lagrangian is constructed and
renormalized at O(p4 ) level. In Section 3 we will recall the kinematics of the 3 +
decays and the definitions of the structure functions, following Ref. [24]. In Section 4 we
compute the hadronic matrix element at one-loop of G PT, and in Section 5 we discuss
the relation with observables. The numerical results for the structure functions and
their dependence on the quark condensate are shown in Section 6. In particular we will
focus on the azimuthal asymmetries, which are very straightforward observables to extract
experimentally. In Section 7 we discuss the relevance of our results for the QCD sum rules
used to extract the quark masses. Finally we will summarize with some concluding remarks
in Section 8.
2. The generalized expansion of the SU(2)SU(2) Lagrangian

PT is an effective theory having as degrees of freedom only the lowest energy
excitations of the QCD spectrum, the Goldstone bosons. In the case of SU(2)SU(2) chiral
symmetry these are the pion fields j (x). They are collected in a unitary 2 2 matrix

j
i (x) j
, j = 1, 2, 3,
(1)
U (x) = exp
F
with j the Pauli matrices, and F the pion decay constant in the chiral limit. The external
sources coupled to the vector, axial vector, scalar and pseudoscalar quark currents are also
represented by Hermitian 2 2 matrices
v =
3
X
vj j ,
a =
j =0
s=
3
X
j =0
sj j ,
3
X
aj j ,
j =1
p=
3
X
pj j .
(2)
j =0
The scalar source (which contains the quark mass matrix) and the pseudoscalar one are
grouped in a complex matrix = s + ip. The effective Lagrangian is the most general
one which is invariant under chiral symmetry and it contains an infinite number of terms;
however, only a finite number of them will contribute at a given order of the low-energy
expansion. Since the latter is a simultaneous expansion in powers of momenta and quark
masses, one has to establish a power counting rule for the quark masses. This can be done
by considering the Taylor expansion of the pion mass squared in powers of quark mass (we
b)
will always stick to the isospin limit, mu = md = m
b + 4Ab
m2 + ,
M2 = 2B m
(3)
288
which is valid up to chiral logarithms. The coefficient of the linear term is proportional to
the quark condensate,
huui
hddi
=
lim
.
m
b0 F 2
m
b0 F 2
B = lim
(4)
The standard assumption is that the latter is large enough for the first term to dominate the
series (3), yielding the standard counting rule m
b O(p2 ). In general, however, nothing
prevents B to be much smaller than one may wish; in this case the counting rule has to be
modified and, to be consistent, one has to consider formally B as a small parameter (notice
that the parameter B has been removed from the definition of the matrix , compared to
the standard notation). The generalized counting is then defined by
B m
b O(p),
(5)
so that the expansion of the effective Lagrangian in G PT reads

e(2) + L
e(3) + L
e(4) + ,
Leff = L
with
e(d) =
L
B n L(k,l)
(6)
(7)
k+l+n=d
and L(k,l) containing k derivatives and l powers of quark masses. Defining the covariant
derivative as usual

(8)
D U = U i v , U i a , U ,
and denoting by h i the trace of the flavor 2 2 matrices, the leading, order O(p2 ),
Lagrangian reads
2 n

e(2) = F D U D U + 2B U + U + A (U )2 + ( U )2
L
4
2

o
+ Z P U U + h0 + h00 det + det .
(9)
Terms which would be of order O(p4 ) in the standard counting are already present at the
lowest order in the generalized case, reflecting the fact that the linear and the quadratic
contribution in Eq. (3) can compete. Up to a given chiral order the standard PT (S PT)
Lagrangian is a subset of the G PT one. The last two terms are high-energy counter terms,
needed for the renormalization of the theory, but they will not appear in the expressions
of matrix elements of pions on the mass shell. Using the equations of motion, field
redefinitions, the identity
M 2 MhMi + det M = 0
(10)
valid for any 2 2 matrix M, and the fact that

D U D U =
D U D U ,
2
(11)
289
e(3)
to absorb the redundant terms, we arrive at the following expressions for the L
4
Lagrangian
n

e(3) = 1 F 2 (2) D U D U ( U + U ) + (2) ( U )3 + (U )3
L
1
4

(2)
(2)
+ 2 ( U + U ) + 3 h U U i ( U )2 (U )2

(2)
+ 4 U + U ( U )2 + (U )2

(12)
+ 5(2) U + U ,
e(4) = L(4,0) + L(2,2) + L(0,4) ,
and for L
2 l2

l1
D U D U + D U D U D U D U
4
4

R

l6
R
L
U F L, U + i F
D U D U + F
D U D U
+ l5 F
2

1
R R,
F
+ F L F L, ,
(13)
2h2 + l5 F
2

1 n
L(2,2) = F 2 a1 D U D U + U U + a2 D U U D U U
4

+ a3 D U U D D + D U U D D

+ b1 D U D U U U + U U

+ b2 D U D U + D U D U

+ b3 U D U D + D U D U

+ c1 D U + D U D U + D U

+ c2 D U + U D D U + D U

+ c3 D U + U D D U + U D

+ c4 D U D U D U D U

+ c5 D U U D D U U D
o
(14)
+ h(2,2) D D ,
L(4,0) =
1 n
L(0,4) = F 2 e1 ( U )4 + (U )4 + e2 ( U U + U U )
4

2
+ e3 U U + f1 ( U )2 + (U )2

+ f2 ( U )3 + (U )3 U + U

+ f3 ( U + U ) U + U
2
+ f4 ( U )2 + (U )2 U + U
4 The same Lagrangian, up to and including O(p 4 ), has been found, independently, by Marc Knecht [25],
to whom we are indebted for useful correspondence. Notice that in this reference different notations have been
chosen for the pure source terms h00 and h(2,2) .
290
+ f5 ( U )3 (U )3 U U

+ h4 + h5 det + det
2
2 o
+ h6 det + det + h7 det det .
(15)
The Lagrangian L(4,0) is the same as in Ref. [7]. The remaining terms of the O(p4 )
Lagrangian of Ref. [7], related to the explicit chiral symmetry breaking sector of the theory,
have been redefined; the correspondence reads:
B2
2B
2B 2
P
(l
+
l
),
Z
=
(l3 l4 + l7 ),
(2) = 2 l4 ,
(16)
3
4
F2
F2
F
4B 2
4B 2
h00 = 2 (l3 + h1 h3 ).
(17)
h0 = 2 (l4 + h1 + h3 ),
F
F
The divergences at O(p4 ) in dimensional regularization are absorbed by the following
renormalization of the coupling constants 5
A=
const = constr + const,
(18)
with

1
1
1
d4
0
log
4
+
(1)
+
1
.
(19)
16 2
d 4 2
The const , calculated with the standard heat kernel technique, are collected in Table 1.
We see from the table that, due to the chiral counting of B, the divergences come all at
order p4 , as they should.
=
3. Kinematics
There are two different charge modes in the decay 3 + , the 2 0 mode and
the all-charged one, 2 + . The relevant hadronic matrix elements are

H00 (p1 , p2 , p3 ) = 0 (p1 ) 0 (p2 ) (p3 )A
0,

(20)
H+ (p1 , p2 , p3 ) = (p1 ) (p2 ) + (p3 )A
0,
5 d. Both these matrix elements can be simply expressed as follows:
with A
= u

(21)
H+ (p1 , p2 , p3 ) = 2 H+0 (p3 , p2 , p1 ) + H+0 (p3 , p1 , p2 ) ,
1
H00 (p1 , p2 , p3 ) = H+ (p2 , p3 , p1 )
2

+ H+ (p1 , p3 , p2 ) H+ (p1 , p2 , p3 )
(22)
= 2H+0 (p1 , p2 , p3 ),
with
H+0 (p1 , p2 , p3 ) = + (p1 ) (p2 ) 0 (p3 )A0 0 ,
(23)
5 A more detailed description of the generating functional, as well as the correspondence between the SU(2)
and the SU(3) constants, will be given elsewhere [26].
291
Table 1
The -function coefficients of the low-energy constants. The scale dependence is
(d/d)constr = [1/16 2 ]const .
F 2 const
const
const
F 2 const
const
F 2 const
2
3B 2
a1
2Z P
e1
2(2A2 + 10AZ P + 11Z P
ZP
3B 2 /2
a2
12Z P
e2
4(A2 + 3AZ P + 4Z P )
h0
a3
e3
4(3A2 + 12AZ P + 16Z P )
h00
6B 2
b1
6(A + Z P )
f1
3(A2 + 4AZ P + 5Z P )
(2)
4B
b2
2(A + Z P )
f2
2(A2 + 5AZ P + 4Z P )
(2)
4B(A + Z P )
b3
f3
4(A2 + 5AZ P + 6Z P )
(2)
4B(A 3Z P )
c1
2(A + 2Z P )
f4
6(AZ P + Z P )
(2)
2B(A + 3Z P )
c2
f5
2(A2 + 5AZ P + 4Z P )
(2)
2B(3A + Z P )
c3
h4
4(A2 + 2AZ P + 2Z P )
(2)
4B(A 2Z P )
c4
2A
h5
4(A2 + 7AZ P + 8Z P )
l1
F 2 /3
c5
h6
2(2A2 + 4AZ P + 3Z P )
l2
2F 2 /3
h(2,2)
h7
14Z P
l5
F 2 /6
l6
F 2 /3
h2
F 2 /12
1
2
3
4
5
2
2
2
2
2
and
5 d.
5 u d
A0 = u
(24)
H+0 contains directly as pole the invariant amplitude A(s|t, u) of the elastic
scattering. Both Eqs. (21) and (22) follow from isospin and charge conjugation symmetry.
The most general Lorentz structure of the matrix elements compatible with G-parity
invariance is
Hhfs (p1 , p2 , p3 ) = V1 F1hfs (p1 , p2 , p3 ) + V2 F2hfs (p1 , p2 , p3 )
+ V4 F4hfs (p1 , p2 , p3 ),
(25)
where hfs (hadronic final state) stands for 00 or + and

Q(p1 p3 )
Q ,
Q2
Q(p2 p3 )
Q ,
V2 = p2 p3
Q2
V4 = p1 + p2 + p3 = Q .
V1 = p1 p3
(26)
292
The G-parity violating contribution i p1 p2 p3 F3 (p1 , p2 , p3 ) would be present if

mu 6= md . However, such a term could only originate from the WZW anomaly, which does
not depend on quark masses. Therefore it will start to contribute only at the loop level, i.e.,
in the case of the anomaly, at order O(p6 ). Notice that, in general, mu md corrections
are expected to be of smaller relative importance in the case of small condensate, since the
ratio (mu md )/(mu + md ) should decrease. For both the 2 + and 2 0 final states,
Bose symmetry requires
F2hfs (p1 , p2 , p3 ) = F1hfs (p2 , p1 , p3 ).
(27)
F1 (F2 ) and F4 correspond respectively to a final hadronic state of total spin 1 and 0, as it
is easily seen in the hadronic rest frame. The differential decay rate is given by
d ( 3 ) =
(2)4
|M|2 d4 .
2M
(28)
M is the matrix element of the electroweak interaction

GF
M = Vud L Hhfs,
2
with
L = u (p , s ) 5 u (p , s ),
(29)
(30)
and d4 is the invariant phase space of four particles

d4 =
1 dh M2 Q2 dQ2
d d d cos ds1 ds2 .
256 (2)12 M2
Q2
(31)
dh is the solid angle element of the hadronic system in the rest frame and can be written,
after integration over the azimuthal direction, as
dh = 2(d cos ),
(32)
where is then the angle between the laboratory and the hadronic system in the rest
frame. The Euler angles , and describe the orientation of the hadronic system in
the laboratory frame (for detailed definitions see Ref. [24], which we follow closely). The
hadronic invariant variables are
s1 = (p2 + p3 )2 ,
s2 = (p1 + p3 )2 ,
s3 = (p1 + p2 )2 ,
(33)
with s1 + s2 + s3 = Q2 + 3M2 .
As shown by Khn and Mirkes [24], the matrix element squared can be written in terms
of 9 independent leptonic and hadronic real structure functions LX and WX
2
|M|2 = Vud
G2F X
LX WX .
2
(34)
All the angular dependence is contained in the functions LX s while the WX s only depend
on the hadronic invariant mass Q2 and on the Dalitz plot variables s1 and s2 . Four of the
hadronic structure functions correspond to the square of the spin 1 part of the hadronic
matrix element,

WA = x12 + x32 |F1 |2 + x22 + x32 |F2 |2 + 2 x1 x2 x32 Re F1 F2 ,

WC = x12 x32 |F1 |2 + x22 x32 |F2 |2 + 2 x1 x2 + x32 Re F1 F2 ,

WD = 2 x1 x3 |F1 |2 x2 x3 |F2 |2 + x3 (x2 x1 ) Re F1 F2 ,

WE = 2x3(x1 + x2 ) Im F1 F2 ,
293
(35)
one is the square of the spin 0 component

WSA = Q2 |F4 |2 ,
(36)
and the remaining ones are the interference between the spin 0 and spin 1 components
p

WSB = 2 Q2 x1 Re F1 F4 + x2 Re F2 F4 ,
p

WSC = 2 Q2 x1 Im F1 F4 + x2 Im F2 F4 ,
p

WSD = 2 Q2 x3 Re F1 F4 Re F2 F4 ,
p

(37)
WSE = 2 Q2 x3 Im F1 F4 Im F2 F4 .
The xi are kinematical functions which are linear in the pion three-momenta as measured
y
in the hadronic rest frame 6 , x1 = V1x , x2 = V2x and x3 = V1 . They vanish at the production
threshold and can be expressed as follows:
2

Q
M2
(s3 s1 )(s3 s2 )
2
s3
,
+
x1 x2 x3 =
2
2
4Q2
3p
h0 ,
x3 = h,
x1 + x2 =
2
h0 = 4M2
h=
(2M2 s1 s2 )2
,
Q2
s1 s2 s3 M2 (Q2 M2 )2
.
h0 Q2
(38)
We can see, from the explicit expressions for the WX s, that the purely spin 1 structure
functions are suppressed, at threshold, by two powers of the xi s, the interferences of spin 1
and spin 0 by one power whereas the purely spin 0 structure function is not suppressed at
all. This fact, as already pointed out in the introduction, allows us to have, at threshold,
a much larger sensitivity to the S-wave, and then to the size of chiral symmetry breaking
measured by the divergence of the axial current.
4. The hadronic matrix element in G PT

We have seen how the hadronic matrix elements for both the charge modes can be
expressed in terms of H +0 (p1 , p2 , p3 ). It is then sufficient to compute this quantity. The
G PT result at one loop level is
6 This system is oriented in such a way that the x-axis is along the direction of pE and all the pions fly in the
3
xy plane.
294
iH+0 (p1 , p2 , p3 )

F Q
4 2
M2
M
s
+
= 2
3
Q M2 F2
3
3F2

2
1
4
s3 2M2
+
l1
2
4
3
48 F
h

i
1
2 2
2 2
2 5
s
+
2M
+
s
2M
l
1
2
6
48 2F4

1 2
m2s3 24Ab
m2 M2 + 112A2m
b4 J(s3 )
s3 M4 + 32Ab
+
4
2F

2

1
1
1
2
2
2
m s1 + (s3 s2 ) s1 4M J(s1 )
+ 4 M + 4Ab
2
12
F

2

1
1
1
m2 s2 + (s3 s1 ) s2 4M2 J(s2 )
+ 4 M2 + 4Ab
F
2
12

2
Q
2
b 2 (2) m
b + 4a2r + 4a3 + 4b1r + 4b2r + 8c1r 4c2 m
1 + (2)r m
b
+
F

lr
lr
1 1
s3 + 8Ab
+ 2 12 s3 2M2 62 s1 + s2 2M2 + 2
m2 J r (s3 )
F
F
F 2

1
+ 2 s1 M r (s1 ) + s2 M r (s2 )
F

1
1 2
1
1 2
2
M
(s
Q
+
8Ab
m
+
+
s
)
1
2
32 2F2
3
6
9

1
1 2
M2
1
2
2
m + (s1 + s2 ) Q log 2
M + 8Ab
32 2F2
2
3

2
p3
2
b 2 (2) m
b + 3a2r + 4a3 + 4b1r + 2b2r + 4c1r 2c2 m
b
1 + (2)r m
2
F

lr
2l r
lr
M2
+ 12 s3 2M2 2 2 s1 + s2 4M2 62 Q2 2 2 k
F
2F
F
F

1
1 s3
+ 8Ab
m2 J r (s3 )
+
(s1 + s2 ) + 2
192 2F2
F 2

1
1
m2 J r (s1 ) + J r (s2 )
+ 2 M2 + Ab
F
4

1
5
1
s2 M2 2Ab
m2 J r (s2 )
+ 3 (p1 p2 ) l2r (s2 s1 ) +
F
3
6

5
1
1
s1 M2 2Ab
m2 J r (s1 ) +
(s
s
)
(39)
2
1 .
3
6
288 2
The scale dependence of the low-energy constants is absorbed by the corresponding
dependence in the chiral logarithm,

1
M2
(40)
log 2 + 1 ,
k =
32 2
295
and in the standard loop functions, J r (s) J(s) 2k and M r (s), defined, e.g., in
Ref. [8], so that the total result is independent of the PT scale. Notice that the same
is true, separately, for the expression in the first curly bracket, which multiplies the pole
term.
The expressions of the scale-independent parameters , , l1 and l2 in terms of the
low-energy constants are given by the following equations:
3
F2 2
M = 2B m
b + 4Ar m
b2 + 91r + 2r + 204r + 25r m
b
F2
4
+ 16e1r + 4e2r + 32f1r + 40f2r + 8f3r + 96f4r m
b
+ 4a3M2 m
b2

M2
M2
2
2
+
20Ab
m
,
3M
log
32 2 F2
2
(41)

2
b + 2a1r + a2r + 4a3 + 2b1r 2b2r m
b
F2 = F 2 1 + 2 (2),r m

M2
M2
log
,
8 2 F2
2
2
2 2
b 4 (2) m
b + 2 3a2r + 2a3 + 4b1r + 2b2r + 4c1r m
b
= 1 + 2 (2),r m

4M2
Ab
m2
M2
1 + 10 2
log 2 + 1 ,
2
2
32 F
M
M2
(42)
(43)
F2
= 2B m
b + 16Ar m
b2 4M2 (2),r m
b
F2

b3
+ 811r + 2r + 1644r + 25r m

8M2 2b1r 2b2r a3 4c1r m
b2
4
+ 16 6Aa3 + 16e1r + e2r + 32f1r + 34f2r + 2f3r + 72f4r m
b

2
2
4
2
M
A m
b
M
m2 + 528
4M2 + 204Ab
log 2
32 2 F2
M2

1
m2M2 + 528A2m
b4 ,
M 4 + 88Ab
32 2 F2
(44)
M
l1 = 96 2 l1r () log 2 ,
(45)
M
l2 = 48 2 l2r () log 2 .
(46)
The parameter can vary, at leading order, between 1 and 4 if hqqi

decreases from its
standard value down to zero 7 , while stays always close to 1. Solving Eq. (44) for A and
Eq. (43) for (2) , we can express the form factors in terms of and . The result for the
7 The relation between hqqi
and at one-loop level will be revisited in another publication [27].
296
2 0 mode in terms of the form factors F1 (p1 , p2 , p3 ) and F4 (p1 , p2 , p3 ) introduced in

Section 3 is:
4
1
F
m2
F100 = ( + 1) + (a3 c2 )b
3
3
2

1
2
4
+
4M2 2Q2 + s2 + 4s1 + l1 s3 2M2
2
2
3
3
96 F

2 2
4
2
+ l2 2M + s2 2s1 + l6 Q
3
3

2
4M
2M2
1
( 1) J (s3 ) + s2
+ 4 J(s2 )
s3 +
+
3F2
3
3
2

2M2
( + 2) J(s1 ) ,
(47)
+ s1 +
3
F2
s3 M2
F
F400 = 2 2 A(s3 |s1 , s2 ) +
( + 1)
Q M
2Q2
2

s2 + s1 2M2
r
r
r
(a3 c2 ) m
b2
+ a2 + 2a3 + 2b2 + 4c1 4c2 2
Q2
M2
M2
( 1) log 2
2
2
96 F

1
s2 + s1 2M2
2
+
1 + 3 s2 + s1 2M2
M 6
96 2F2
Q2
5 (s2 s1 )2
7 s2 + s1
8
2
2
3s
3s
+
6M
2Q
Q2 +
2
1

3
6 Q2
6
Q2

Q2 s2 s1 + 2M2
+ 2l1
s3 2M2
2
Q

h

i
1
2
2
2
+ l2 2 (s2 s1 ) + s2 + s1 2M s2 + s1 4M
Q

s2 + s1 2M2 2
1
M (4 )
s2 4M2 +
+
2
12F
Q2

s2 s1
2
M
(4
+
)
J(s2 )
2s
+
2
Q2

s2 + s1 2M2 2
1
2
4M
+
M (4 )
+
s
1
12F2
Q2

s1 s2
2s1 M2 (4 + ) J(s1 )
+
2
Q

4 2
1
1
2
2
Q s2 s1 + 2M s3 + M ( 1) J(s3 ), (48)
+
2F2 Q2
3
where the function A(s3 |s1 , s2 ) is defined by
A(s3 |s1 , s2 ) =
297

4
M2
s3 M2 + 2
3
3F

1
1 4 s3 2M2 2
+
l
48 2F4
3

i
1
5 h
2 2
2 2
s
+
2M
+
s
2M
l
2
1
2
48 2F4
6

16
8 2
32
1
2
4 7 2
+
J(s3 )
s + M ( 1)s3 + M
+
9
9
9
2F4 3 3

2

2
1
2
2
(
+
2)M
+
(s
s
)
s
4M
3
s
+
1
3
2
1
J (s1 )
12F4
3

2

2
1
2
2
3 s2 ( + 2)M + (s3 s1 ) s2 4M J(s2 ), (49)
+
3
12F4
F2
and we have defined the scale independent quantity

2
M
l6 = 96 2 l6r () log 2 ,
It is easy to verify, taking the S PT expressions for and ,

2
1
M2
st
r
r M
,
log 2 + 1 + 6l3 + 2l4
=1+
32 2
F2

2
1
M2
st
r M
,
= 1 + 2 log 2 + 1 + 2l4
8
F2
(50)
(51)
(52)
that one recovers the results of Ref. [22]. Notice that the form factor F4 is proportional
to the matrix element of the divergence of the axial current. One easily verifies that the
expression (48) goes to zero in the chiral limit. These two facts, together with the global
renormalization scale independence, provide non-trivial checks of our calculation. It is
e(3) Lagrangian are
remarkable that in Eqs. (47) and (48) all the contributions from the L
absorbed in the definitions of , , F and M . This cancellation follows from the fact
that the L(0,3) Lagrangian can not contribute to the 1PI Feynman diagrams, containing the
external axial source; it will only contribute to the pion pole. Moreover, since the L(0,3)
terms do not contain derivatives, their contribution will be a constant, exactly the same
which appears in the chiral expansion of the parameter of the pole term in Eq. (48). The
remaining term of L(3) , can be expressed in terms of through Eq. (43).
5. Connection with low-energy observables
We start by clarifying the connection between the form factor F4 and the (on-shell)
scattering amplitude A (s|t, u). In the space of three independent variables s1 , s2 , s3 ,
P
the decay 3 + merely concerns the region defined by {si > 4M2 , i si 6
M2 + 3M2 }. This region does not contain the pion pole (Q2 M2 )1 = (s1 + s2 + s3
4M2 )1 which is present in the form factor F4 , Eq. (48). Of course, the coefficient function
298
A(s3 |s1 , s2 ) can be analytically continued to the pole position: the function A(s3 |s1 , s2 ),
restricted to the Mandelstam plane s1 + s2 + s3 = 4M2 coincides with the on-shell
scattering amplitude A (s|t, u). This, unfortunately, does not mean that the residue of
the pion pole in F4 can be isolated and the decay 3 + interpreted as a modelindependent determination of the scattering amplitude (as it is, for instance, possible in
the case of Ke4 decays). Actually, the expression of the residue of the pion pole in terms of
the on-shell amplitude A (s|t, u) is by itself ambiguous. One can, for instance, eliminate
s3 = 4M2 s1 s2 and write the residue as A (4M2 s1 s2 |s1 , s2 ), i.e., as the onshell amplitude A (s|t, u) in the unphysical region t > 4M2 , u > 4M2 . Alternatively,
one could eliminate s1 = 4M2 s2 s3 , making appear the amplitude in a different
(unphysical) region s > 4M2 , u > 4M2 . (Both expressions are, of course, equivalent if
one takes into account the non-pole remainders.) As long as one remains on the low-energy
side of the region , the pion pole term is not guaranteed to dominate, since the function
A(s3 |s1 , s2 ) is of chiral order O(p2 ) and higher. (The kinematical situation described above
is identical to the role of the pion pole in the reaction + 3 , which has been recently
considered in Ref. [25].)
A connection between 3 + form-factors and low-energy scattering
nevertheless exists, not at the level of the amplitudes, but through common low-energy
constants which control the chiral expansion of both. It is easy to understand from
the previous discussion, why the parameters , , l1 and l2 which define the function
A(s3 |s1 , s2 ) (49) are the same as the parameters defining the on-shell scattering
amplitude A (s|t, u).
The scale-independent parameters and are essentially the (on-shell) amplitude
A (s|t, u) and its slope at the symmetrical point s = t = u = (4/3)M2 . For this reason
one expects both and to be less sensitive to the higher order chiral corrections than, say,
the S-wave scattering lengths. They represent the O(p4 ) G PT truncation of observable
quantities and defined, including O(p6 ) accuracy, in Ref. [13],
"

#
p 8 M 8
,
, (53)
A (s|t, u) = AKMSF (s|t, u; , ; 1, 2 , 3 , 4 ) + O
H
H
where the function AKMSF is explicitly displayed. Both and will be measured in
forthcoming high-precision low-energy experiments (E865 at BNL, KLOE at Da8ne,
Dirac at CERN). The values of and are constrained by the behavior of the phase 11 in
the region, using the Roy dispersion relations [28] (resulting in the so-called Morgan
Shaw universal curve [29]). The parameters 1 , . . . , 4 have been determined in Ref. [30]
from medium-energy experimental phases, using a set of rapidly converging sum rules
derived from Roy dispersion relations. The results depend very little on the size of hqqi.
Comparing the expression (53) with the explicit two-loop calculation performed in S PT
[31] one finds the relationship between the parameters i s and the low-energy constants
of the standard Lagrangian [32],
i = i (l1 , l2 , l4 , . . .),
i = 1, . . . , 4.
(54)
299
Notice that the parameters (54) do not depend at all on the critical standard O(p4 ) constant
and the dependence on the constant l4 shows up only at

l3 , which controls the size of hqqi,
O(p6 ) order. For this reason Eq. (54) can be inverted for l1 and l2 , yielding the values [32]
l1 = 0.37 1.96,
l2 = 4.17 0.47,
(55)
where the error bars come from the uncertainty on the parameters i s and the estimated
uncertainty of higher chiral orders. Strictly speaking the values of Eq. (55) have been
obtained within the framework of S PT. However, for the reason mentioned above, the
L(4,0) constants l1 and l2 should not be affected by the variation of the quark condensate.
Improvements in the precision of the determination of l1 and l2 are expected from
forthcoming numerical solutions of Roy equations [33].
+
experiment
Using the currently available data on 00 11 extracted from the last Ke4
(Rosselet et al. [34]) the best fitted values for and are [13]:
exp = 2.16 0.86,
exp = 1.074 0.053,
(56)
where the error bars are merely experimental. They have to be compared with the S PT
O(p4 ) expressions (51) and (52), which, using for l3 and l4 the central values quoted in
Ref. [31]
l3r (M ) = 0.82 103 ,
l4r (M ) = 5.6 103,
(57)
give
st = 1.06,
st = 1.095.
(58)
Taking further into account the higher order contributions, estimated in Ref. [32], the
standard values for and become 8
st = 1.07 0.01,
st = 1.105 0.015.
(59)
Our strategy to detect the sensitivity to the size of hqqi,
cross-checking future determinations from scattering, will be to plot the structure functions for three sets of values of
and ,
st = 1.07,
st = 1.105,
exp = 2.16,
= 4,
exp = 1.074,
(60)
= 1.16.
They correspond respectively to the S PT predictions, Eq. (59), the central values obtained
from the best fit to the Rosselet et al. data [34], Eq. (56), and the extreme case of tiny
condensate ( = 4 with the corresponding = 1.16 inferred from the MorganShaw
universal curve).
8 Both the values (55) and the S PT prediction (59) are compatible with the central values referred to as Set
II given in Ref. [18] without error bars. Notice that the error bars given in Eq. (59) do not include any uncertainty
due to l3 and l4 . Eq. (57) is taken as our definition of the standard case.
300
The other numerical input for the form factors (not entering the amplitude) that we
will use is the value of l6 , from the two-loop analysis of the vector form factor of the pion
[35],
l6 = 16.0 0.9.
(61)
The contributions from the low-energy constants of L(2,2) and L(0,4) will be considered
as error sources, with zero central values and uncertainties according to nave dimensional
analysis estimates,
c(2,2) = 0
1
2H
c(0,4) = 0
1
2H
(62)
where H is the typical mass of the resonance exchanged, say H 1 GeV.

6. Structure functions and azimuthal asymmetries
In this section we will give the numerical results for the structure functions integrated
over the whole Dalitz plot, at fixed Q2 ,
Z

wA,C,SA,SB,SC = ds1 ds2 WA,C,SA,SB,SC Q2 , s1 , s2 ,
Z

(63)
wD,E,SD,SE = ds1 ds2 sign(s1 s2 ) WD,E,SD,SE Q2 , s1 , s2 ,
where the sign ordering is needed due to the Bose symmetry. The limits of the integration
over s2 for a given value of s1 are s2 < s2 < s2+ where
q
q
(64)
s2 = 2M2 + 2E1 E3 2 E12 M2 E32 M2 ,
and
E1 =
Q2 M2 s1
,
2 s1
E3 =
1
s1
2
(65)
are the energies of the particles 1 and 3 in the 23 rest frame (i.e., in the system where
pE2 + pE3 = 0), while the bounds of s1 are
p
2
(66)
4M2 < s1 < Q2 M2 .
Due to the presence of two identical particles an additional factor 1/2 has to be understood
in the integration over the Dalitz plot.
The results for both the charge modes are shown in Figs. 1 and 2. In both cases wA
and wC are practically indistinguishable at the scale of the plots. The reason for that is, as
already pointed out in Ref. [22], that
WA WC = 2x32 |F1 F2 |2 ,
(67)
where F1 F2 is antisymmetric with respect to the exchange of the particles 1 and 2, and,
as it is clear from Eq. (39), the antisymmetric part starts at order O(p4 ). wA is the main
contribution to the total decay rate:
301
Fig. 1. Integrated structure functions for the 2 0 charge mode. wA and wC (here and in the next
figure) are indistinguishable at the scale of the plot. Solid, dashed and dotted lines refer to the three
sets of values for and of Eq. (60). They correspond respectively to the standard predictions, the
central values extracted from the Ke4 experiment, and to the extreme case of tiny condensate.
d =
2
2 2 M 2 + 2Q2
G2F
1
2 M Q
V
W (Q2 ) dQ2
128M (2)5 ud
Q2
3M2
(68)
with
W (Q2 ) = wA +
3M2
wSA ,
+ 2Q2
M2
(69)
and we can see that most of the other structure functions are much smaller compared to
it. The solid, dashed and dotted lines correspond to the three sets of values of Eq. (60)
discussed above. We see that all the spin 1 structure functions practically do not depend on
hqqi
(except wD for the all-charged mode, which, being zero at the tree level, is very small
and very much affected by the theoretical uncertainties). On the contrary a rather strong
302
Fig. 2. Integrated structure functions for the 2 + charge mode. The legend is the same as in the
previous figure.
dependence is observed not only in the purely spin 0, but also in the interference terms
wSB , . . . , wSE . In particular, among the latters, wSB is the largest one and its magnitude
is comparable to wA . Clearly, wSB is the most appropriate structure function where to
look for the S-wave contribution. From the experimental point of view, the sensitivity
to the size of hqqi
should therefore be expected in azimuthal angular asymmetries (see
Ref. [36]). These are obtained by integrating the differential decay rate (28) over all the
variables except Q2 and the azimuthal angle , using the explicit angular dependence of
the functions LX found in Ref. [24]:
2
2 2
Vud
G2F
d
M Q2 M2 + 2Q2
,
(70)
f (Q2 , ) W (Q2 ) dQ2
d =
5
2
2
128M (2)
2
Q
3M
with W (Q2 ) defined above and the azimuthal distribution, normalized to 1,

0
0
f (Q2 , ) = 1 + 2 (Q2 , ) CLR
cos 2 + CUD
sin 2
303
+ 1 (Q2 , ) (CLR cos + CUD sin ) .
(71)
0 , C0 , C
The asymmetry coefficients CLR
LR and CUD in Eq. (71) are related to the Khn
UD
and Mirkes structure functions by the relations 9

1
Q2
3M2 wC
0
,
CLR
=
1 2
2
3
M M + 2Q2 W

1
Q2
3M2 wD
0
,
=
CUD
1 2
3
M M2 + 2Q2 W
CLR =
3M2 wSB
,
4 M2 + 2Q2 W
CUD =
3M2 wSD
.
4 M2 + 2Q2 W
(72)
The interesting quantity is the leftright asymmetry, whose coefficient is related to wSB .
The functions i in Eq. (71) result from the integration over the -decay angle,
Z1
i (Q , ) =
2
d cos
Pi (cos ),
2
where is the velocity

s
M2
= 1 2 ,
Ebeam
(73)
(74)
Pi (cos ) are Legendre polynomials, and the angle is defined in Ref. [24]. For s
produced at rest, which is the case for the -charm factories, this angle is cos = 1, so that
the functions i are equal to 1, whereas in the ultrarelativistic case, = 1, they become

1
Q2
2
4
4
2 2
1 (Q , 1) =
M Q + 2M Q log 2 ,
(M2 Q2 )2
M
2 (Q2 , 1) = 2 + 3
M2 + Q2
1 (Q2 , 1).
M2 Q2
(75)
These two functions are plotted for different values of in Fig. 3. We see from the
figure that, for high-energy machines, the functions i decrease the sensitivity in the
threshold region, but the effect is not so drastic, especially for 1 , which multiplies the
coefficient CLR . In order to take full advantage from the whole statistics we can consider
the integrated leftright asymmetry,

NR NL
2

,
(76)
ALR (Q ) =
NR + NL
where N stands for the number of events from threshold up to a certain Q2 and the
subscript L (R) refers to the events with [0, /2] [3/2, 2] ( [/2, 3/2]).
9 We are neglecting the polarization of the s, which is justified provided that the Z exchange can be neglected
(far from the Z peak).
304
Fig. 3. The functions 1 and 2 for different values of the velocity .
This asymmetry 10 for both the charge modes is shown in Fig. 4. The solid lines
correspond to the standard case, the dashed lines to the central experimental values of
Eq. (56) and the dotted ones to the extreme case of tiny condensate [Eq. (60)]. The bands
represent the theoretical uncertainties, coming from the errors on the low-energy constants
[Eqs. (55), (61) and (62) 11 ] and from a variation of the PT renormalization scale ,
at which the estimate (62) is supposed to hold, between 500 MeV and 1 GeV. Particular
attention has been paid to the sensitivity of the structure functions to the two constants l1
and l2 . One sees from Table 2 that for all the asymmetries considered in this paper the
uncertainty coming from these two constants is well under control. (This would not be
the case for the updown asymmetries, related to the structure functions wD and wSD ).
The lines outside the bands in Fig. 4 correspond to the result at tree level. We see that
the one-loop corrections to the asymmetry are rather important, not exceeding however
30%. Assuming a geometrical behavior of this series, the two-loop effects are expected
10 The results for the asymmetries refer to the case of ultrarelativistic s, where the asymptotic expressions of
Eq. (75) can be used.
11 Notice that the low-energy constants of L
(2,2) and L(0,4) always enter, in the form factors, multiplied
by the light quark mass m
b. In the estimation of the corresponding uncertainty from Eq. (62) we have taken,
conservatively, m
b 20 MeV.
305
Fig. 4. The leftright asymmetry, for the two charge modes, as function of Q2 . The three curves,
solid, dashed and dotted, inside the error band correspond to the three different values of and in
Eq. (60) (like in Figs. 1 and 2). The corresponding lines outside the bands are the results at tree level.
Table 2
The dependence of the nine integrated structure functions wX on l1 and l2 . The derivatives are
computed at Q2 = 0.35 GeV2
X
SA
SB
SC
SD
SE
00
1 wX
wX l1
0.02
0.02
0.01
0.02
0.03
0.004
0.04
0.02
0.03
00
1 wX
wX l2
0.02
0.02
0.04
0.06
0.05
0.009
0.2
0.2
+
1 wX
wX l1
0.02
0.02
0.03
0.007
0.02
0.6
0.05
0.02
0.02
0.07
0.05
0.006
0.6
0.07
1
wX
+
wX
l2
0.3
0.005
0.02
306
Fig. 5. The asymmetry A0LR for the two charge modes, as function of Q2 . The legend is the same as
in Fig. 4.
to remain in the range of 10%, which at the present stage should be considered as an
additional systematic error to the one shown in Figs. 4 and 5. Notice however that a better
control of this systematic error is conceivable: (i) most of this uncertainty comes from
the spin 1 part of the matrix element (see also Fig. 6), and consequently an inclusion of
the resonance contribution which dominates in this channel might shed more light on the
problem; (ii) the strong final state interaction in the S-wave can be treated more precisely
by the standard procedure of unitarization (cf. Ref. [37]).
In the case of leptons produced close to threshold ( -charm factories), the above
asymmetries are somewhat larger since in this case the kinematical functions 1 = 2 =
1 increase the contribution of the low-Q2 region to the integrated asymmetries. Taking
as reference the value Q2 = (600 MeV)2 , ALR for the all-charged mode goes from
(60 6)%, for zero condensate, to (28 4)% for the standard case. We emphasize
once more that the reason for such a big symmetry breaking effect of the S-wave is
the kinematical suppression of the P-wave near the threshold. Another asymmetry where
the same argument applies is A0LR , plotted in Fig. 5 (the legend is the same as in the
0 . A0
previous figure), which corresponds to the coefficient CLR
LR is defined analogously
to Eq. (76) with L referring to the events with [/4, 3/4] [5/4, 7/4] and R to
307
Fig. 6. The integrated branching ratio for the two charge modes. The solid, dashed and dotted lines
correspond respectively to the three values of Eq. (60) for and . The thicker lines are the one loop
results and the thinner the corresponding tree level ones.
the complementary interval. Eventhough this asymmetry is of less practical utility than
ALR , it is remarkable that the separation of the three cases near the threshold is entirely
due to the purely spin 0 structure function, which is suppressed by two powers of the quark
mass. Now that we have the predictions for the azimuthal asymmetries, it is useful to know
how many events are expected in the near-threshold region. Using the experimental value
of the lifetime, PT is able to predict the integrated branching ratio, that is the number
of events from threshold up to a certain Q2 , divided by the total number of produced.
This quantity is plotted in Fig. 6. It turns out to be very similar for both the charge modes.
The uncertainties coming from the low-energy constants and from a variation of the PT
renormalization scale between 500 MeV and 1 GeV are invisible at the scale of the plot. On
the other hand, we see that the convergence of the PT series is much worse than in the case
of the asymmetries, as already pointed out (typically the tree level contribution is half of
the total one-loop result; cf. the discussion in Ref. [22]). We thus conclude that, in contrast
to the asymmetries, the one-loop PT predictions for the branching ratio are less reliable,
and should not be used as a basis for a precision test of PT. With this in mind, according
to Fig. 6, the number of events with Q2 < (600 MeV)2 is expected to be of the order of
308
105 times the number of s produced. On the experimental side, the largest statistics,
up to now, has been collected by CLEO, with a total number of pairs of 107 , i.e., a
hundred of events below (600 MeV)2 for each charge mode of the decay 3 + .
With such statistics, measuring ALR for the all-charged mode, one should already be able
to extract , and then the quark condensate, with a precision comparable to the present one,
summarized in Eq. (56). Of course care must be paid to the experimental acceptance in the
threshold region, which currently does not exceed 10%. However, according to M. Perl
(see Ref. [23]), a factor 510 increase in statistics can reasonably be expected in the
near future, thanks to the new high luminosity B-factories.
7. The size of the spin 0 spectral function

The scalar structure function wSA (Q2 ) is proportional to the three-pion component of
the spin 0 spectral function, that is the spectral function of the divergence of the axial
current. This quantity enters in the sum rule determinations of the light quark mass m
b. The
two-point function relevant for such determinations is
Z

5 u)(0) 0 ,
5 d)(x) (d
(77)
5 (Q2 ) = i d4 x eiQx 0T (u
whose imaginary part is proportional to the spectral function

1 X
1
5 u)|0i2 .
Im5 (Q2 ) = (Q2 ) =
(2)4 4 (Q pn ) hn| (d
2 n
(78)
Using the Cauchys theorem and the analytic properties of the two-point function, one can
relate the integral of the spectral function along the positive x-axis, to a contour integral
of 5 (Q2 ) at high energy. Evaluating the latter with the help of perturbative QCD together
with the OPE technique for the non perturbative contributions, one arrives to the class of
sum rules
Zs0
dQ2 Q2n Im5 (Q2 ) =
0
1
2i
I
dQ2 Q2n 5 (Q2 ).
(79)
|Q2 |=s0
The three-pion component of the spin 0 spectral function reads

3 (Q2 ) =

1 00 2
+
(Q2 ) .
wSA (Q ) + wSA
4
256
(80)
This is the hadronic phenomenological input that one has to insert, in the low-energy part
of the l.h.s. of Eq. (79) in order to evaluate the sum rule. Due to the smallness of the wSA
structure functions, a direct experimental information on 3 is lacking. Therefore a model
for the three-pion continuum has to be used, which should include the observed resonances
in this channel. Yet the overall normalization of the spectral function modelized in this way,
remains unknown. It has been proposed in Refs. [38,39] to normalize the hadronic model
to the low-energy behavior predicted by standard PT. However, as we have seen in the
309
Fig. 7. The three-pion component of the spectral function 3 (Q2 ) for = 2.16, = 1.074 (solid
line) and for = 4, = 1.16 (dashed line), normalized to the standard PT predictions. The lines
outside the error bands are the tree level results.
previous section, the low-energy behavior of wSA depends very much on the size of the
quark condensate. In Fig. 7 we plot the ratio
(,)
R (,) (Q2 ) =
3 (Q2 )
st (Q2 )
3
(81)
of the 3-pion component of the spectral function for a given value of and divided by the
standard PT prediction. The two bands correspond to the second and third set of values of
Eq. (60); also shown are the tree level results. We see that the low-energy spectral function
increases by a factor of 12 in the extreme case of = 4, and the output of the sum rule for
m
b2 can be expected to increase accordingly. In Ref. [36] the threshold behavior of the same
ratio has been analyzed neglecting M2 in the integration over the Dalitz plot. The latter
approximation is actually not very good near the threshold and overestimates the result:
at tree level, in the extreme case of = 4, the ratio R (,) (9M2 ) was found to be 13.5.
However, this effect is compensated by the increase due to the one-loop corrections.
8. Concluding remarks
The understanding of the mechanism of SB S in QCD requires the knowledge of
the size of the quarkantiquark condensate. G PT is the appropriate tool to pin down
this quantity from low-energy experiments. So far, only a rather limited number of
possible experimental tests of the importance of the two (light)-flavor condensate has been
identified:
310
(i) Low-energy scattering phase shifts and scattering lengths, which although not
easily accessible, can nevertheless be extracted in a model independent way from
high-precision Ke4 -decay experiments and from the + atom studies.
(ii) The reaction + 3 , for which the sensitivity to hqqi
is locally important
close to threshold but is drastically reduced in the average over a low-energy
region [25].
(iii) The decay 3 + analyzed in the present paper.
The point is not to propose a new way of extracting the scattering amplitude from
experiment, the decay 3 + certainly does not provide such a method. The
existence of a relationship between low-energy parameters describing both processes and
their sensitivity to hqqi
is a consequence of chiral symmetry incorporated into the lowenergy effective theory. In the present work, the latter is fully exploited to one-loop
accuracy and it reveals the possibility of two independent determinations of hqqi,
in
scattering and in 3 + decays respectively. The S-wave of the 3 + decays
is proportional to the divergence of the axial current and is an effect of explicit chiral
symmetry breaking. However, due to a kinematical suppression of the P-wave, compared
to the S-wave, the latter shows up as a detectable effect near the threshold, through
the azimuthal leftright asymmetries. At Q2 large enough to allow for an experimental
determination (Q2 0.35 GeV2 ) it turns out that the integrated left-right asymmetry is
larger for the all-charged mode (see Fig. 4). In the case of ultrarelativistic s (relevant, e.g.,
for CLEO) the predictions of G PT for this asymmetry, integrated from threshold up to
Q2 = 0.35 GeV2 , range from (17 2)% (in the standard case) up to (40 2)%, depending
on the size of hqqi.
These errorbars do not take into account the uncertainty coming from
the higher chiral orders. We estimate the latter to be 10% of the total result. Therefore
a measurement significantly larger than 20% would already signal a departure from the
standard picture of large condensate. Unfortunately the number of events expected in this
region is rather small: the branching ratio integrated from threshold to Q2 = 0.35 GeV2 is
of the order of 105 for each charge mode. The presently available statistics (107 +
pairs of CLEO) will allow to measure this asymmetry, but not to distinguish between the
standard and the extreme generalized case. However improvements can be expected from
both theoretical and experimental sides. The theoretical predictions can in principle be
sharpened by an analysis beyond one loop, which should include, in the spin 1 form
factor, the effect of the resonance a1 (cf. Ref. [40]) and, in the spin 0 form factor, the strong
final state interactions of the S-wave (unitarization procedure [37]). From the experimental
point of view an improvement in statistics by a factor 5 10 seems reachable. That would
allow a real measurement of the parameter , related to hqqi,
providing an independent
cross-check of future precise determinations from scattering.
Acknowledgements
It is a pleasure to thank M. Knecht for correspondence and discussions. L.G. wishes
also to acknowledge useful discussions with A. Pich. We would like to thank D. Vautherin
311
for the hospitality at LPTPE, Universit Pierre et Marie Curie, Paris VI, where part of this
work has been done. This work has been partially supported by the EEC-TMR Program,
Contract N. CT98-0169 (EURODA8NE).
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Resummation of singlet parton evolution at small x

Guido Altarelli a,b , Richard D. Ball d,1 , Stefano Forte c,2
a Theory Division, CERN, CH-1211 Geneva 23, Switzerland
b Universit di Roma Tre, Via della Vasca Navale 84, I-00146 Rome, Italy
c INFN, Sezione di Roma Tre, Via della Vasca Navale 84, I-00146 Rome, Italy
d Department of Physics and Astronomy, University of Edinburgh,
Mayfield Road, Edinburgh EH9 3JZ, Scotland, UK

Abstract
We propose an improvement of the splitting functions at small x which overcomes the apparent
problems encountered by the BFKL approach. We obtain a stable expansion for the x-evolution
function (M) near M = 0 by including in it a sequence of terms derived from the one- and twoloop anomalous dimension . The requirement of momentum conservation is always satisfied. The
residual ambiguity on the splitting functions is effectively parameterized in terms of the value of ,
which fixes the small x asymptotic behaviour x of the singlet parton distributions. We derive
from this improved evolution function an expansion of the splitting function which leads to good
apparent convergence, and to a description of scaling violations valid both at large and small x.
PACS: 13.60.Hb; 12.38.-t; 12.38.Bx; 12.38.Cy; 14.20.Dh; 14.70.Dj
1. Introduction
The theory of scaling violations in deep inelastic scattering is one of the most solid
consequences of asymptotic freedom and provides a set of fundamental tests of QCD.
At large Q2 and not too small but fixed x the QCD evolution equations for parton
densities [14] provide the basic framework for the description of scaling violations. The
complete splitting functions have been computed in perturbation theory at order s (LO
approximation) and s2 (NLO) [5,6]. For the first few moments the anomalous dimensions
at order s3 are also known [7,8].
At sufficiently small x the approximation of the splitting functions based on the first
few terms in the expansion in powers of s is not in general a good approximation. If not
1 Royal Society University research fellow.
2 On leave from INFN, Sezione di Torino, Italy.
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 0 3 2 - 8
314
G. Altarelli et al. / Nuclear Physics B 575 (2000) 313329
for other reasons, as soon as x is small enough that s 1, with = log 1/x, all terms
of order s (s )n and s2 (s )n which are present (see, e.g. [9]) in the splitting functions
must be considered in order to achieve an accuracy up to terms of order s3 . In terms
of the anomalous dimension (N, s ), defined as the N th Mellin moment of the singlet
splitting function (actually the eigenvector with largest eigenvalue), these terms correspond
to sequences of the form (s /N)n or s (s /N)n . In most of the kinematic region of HERA
(see, e.g. [10]) the condition s 1 is indeed true. Hence, in principle one could expect
to see in the data indications of important corrections to the approximation [11,12] of
splitting functions computed only up to order s2 and the corresponding small x behaviour.
In reality this appears not to be the case: the data can be fitted quite well by the evolution
equations in the NLO approximation [1214]. Of course it may be that some corrections
exist but they are hidden in a redefinition of the gluon, which is the dominant parton
density at small x. While the data do not support the presence of large corrections in the
HERA kinematic region [1517] the evaluation of the higher order corrections at small
x to the singlet splitting function from the BFKL theory [18,2124] appears to fail. The
results of the recent calculation [2530] of the NLO term 1 of the BFKL function =
s 0 + s2 1 show that the expansion is very badly behaved, with the non leading term
completely overthrowing the main features of the leading term. Taken at face value, these
results appear to hint at very large corrections to the singlet splitting function at small x in
the region explored by HERA [31,32].
In this article we address this problem and propose a procedure to construct a meaningful
improvement of the singlet splitting function at small x, using the information from the
BFKL function. We start by defining an alternative expansion for the BFKL function
(M) which, unlike the usual expansion, is well behaved and stable when going from
LO to NLO, at least for values far from M = 1. This is obtained by adding suitable
sequences of terms of the form (s /M)n or s (s /M)n to s 0 or s2 1 , respectively.
The coefficients are determined by the known form of the singlet anomalous dimension at
one and two loops. This amounts to a resummation [33] of (s log Q2 /2 )n terms in the
inverse M-Mellin transform space. This way of improving is completely analogous to
the usual way of improving [34,35]. One important point, which is naturally reproduced
with good accuracy by the above procedure, is the observation that the value of (M) at
M = 0 is fixed by momentum conservation to be (0) = 1. This observation plays a crucial
role in formulating the novel expansion and explains why the normal BFKL expansion is
so unstable near M = 0, with 0 1/M, 1 1/M 2 and so on. This rather modelindependent step is already sufficient to show that no catastrophic deviations from the
NLO approximation of the evolution equations are to be expected. The next step is to use
this novel expansion of to determine small x resummation corrections to add to the LO
and NLO anomalous dimensions . Defining as the minimum value of , (Mmin ) = ,
and using the results of Ref. [36], a meaningful expansion for the improved anomalous
dimension is written down in terms of 0 , 1 , and . The large negative correction to
0 /s = 0 (1/2) induced by s 1 , that is formally of order s but actually is of order one
for the relevant values of s , suggests that should be reinterpreted as a nonperturbative
parameter. We conclude by showing that the very good agreement of the data with the
315
NLO evolution equation can be obtained by choosing a small value of , compatible with
zero.
2. Alternative expansion for the BFKL function

We consider the singlet parton density

G(, t) = x g(x, Q2 ) + kq q(x, Q2 ) ,
(1)
where = log 1/x, t = log Q2 /2 , g(x, Q2 ) and q(x, Q2 ) are the gluon and singlet quark
parton densities, respectively, and kq is such that, for each moment
Z
G(N, t) =
d eN G(, t),
(2)
the associated anomalous dimension (N, s (t)) corresponds to the largest eigenvalue in
the singlet sector. At large t and fixed the evolution equation in N -moment space is then

d
G(N, t) = N, s (t) G(N, t),
(3)
dt
where s (t) is the running coupling. The anomalous dimension is completely known at
one and two loop level:
(N, s ) = s 0 (N) + s2 1 (N) + .
(4)
As (N, s ) is, for each N , the largest eigenvalue in the singlet sector, momentum
conservation order by order in s implies that
(1, s ) = 0 (1) = 1 (1) = = 0.
(5)
Similarly, at large and fixed Q2 , the following evolution equation for M moments is
valid:
d
G(, M) = (M, s )G(, M),
(6)
d
where
Z
G(, M) =
dt eMt G(, t),
(7)
and (M, s ) is the BFKL function which is now known at NLO accuracy 3 :
(M, s ) = s 0 (M) + s2 1 (M) + .
(8)
In Eq. (6) the coupling s is fixed. The inclusion of running effects in the BFKL theory
is a delicate point. To next-to-leading order in s (i.e., to NLLx), running effects can
3 Note that the normalization conventions for and used here are different from those used in Refs. [25,
0
1
26,36].
316
be included [36,37] by adding to 1 a term proportional to the first coefficient 0 =

11
2
3 nc 3 nf of the -function. Since furthermore the extra term depends on the definition
of the gluon density, it is also necessary to specify the choice of factorization scheme:
here we choose the MS scheme, so that the 1 that we will consider in the sequel is given
by [36]
1 (M) =

1 2
1
nc (M)
0 nc (2 0 (1) 0 (M) 0 (1 M)
+
2
2
4
8
1
2
+ 2 0 (M) ,
4nc
(9)
where the function is defined in the first of Ref. [25,26].

In the region where Q2 and 1/x are both large the t and evolution equations, i.e.,
Eqs. (3), (6), are simultaneously valid, and their mutual consistency requires the validity
of the duality relation [21,38]:

(10)
(N, s ), s = N,
and its inverse

(M, s ), s = M.
(11)
Using Eq. (10), knowledge of the expansion Eq. (8) of (M, s ) to LO and NLO in s at
fixed M determines the coefficients of the expansion of (N, s ) in powers of s at fixed
s /N :
(N, s ) = s (s /N) + s ss (s /N) + ,
(12)
where s and ss contain respectively sums of all the leading and subleading singularities
of (see Fig. 1),
N
0 s (s /N) = ,
s
1 (s (s /N))
.
ss (s /N) = 0
0 (s (s /N))
(13)
(14)
This corresponds to an expansion of the splitting function in logarithms of x. If for example

we write
s (s /N) =
gk(s) (s /N)k ,
(15)
k=1
(where g1(s) = nc /, g2(s) = g3(s) = 0, g4(s) = 2 (3)(nc /)4 , . . .), then the associated
splitting function
c+i
Z
Ps (s )
ci
X g (s)
dN N
k
e s (s /N) =
(s )(k1) ,
2is
(k 1)!
k=1
and similarly for the subleading singularities Pss (s ), etc.
(16)
(a)
317
(b)
Fig. 1. Graphical representation of different expansions of (a) and (b) in powers of s and 1/N
(a) and 1/M (b) to order m and n, respectively, and the different relations between these expansions.
Vertical lines correspond to terms of the same fixed order in s : for example the one loop anomalous
dimension 0 contains terms with m = 1, n = 1, 0, 1, 2, . . . . Diagonal lines correspond to terms
of the same order in s at fixed s /N (a) or s /M (b): for example s (s /N) contains terms with
m = n = 1, 2, 3, . . . . The sum of terms in a vertical line of the plot is related by duality Eqs. (10),
(11) to the sum of terms in a diagonal line in the plot and conversely (marked by the same line
style). The solid lines denote terms of the same order in the envelope or double leading expansion
discussed in the text.
Likewise, the inverse duality Eq. (11) relates the fixed order expansion Eq. (4) of
(N, s ) to an expansion of (M, s ) in powers of s with s /M fixed. If
(M, s ) = s (s /M) + s ss (s /M) + ,
(17)
where now s (s /M) and ss (s /M) contain the leading and subleading singularities
respectively of (M, s ), then
M
0 s (s /M) = ,
s
1 (s (s /M))
.
ss (s /M) = 0
0 (s (s /M))
(18)
(19)
In principle, since 0 and 1 are known, they can be used to construct an improvement
of the splitting function which includes a summation of leading and subleading logarithms
of x. However, as is now well known, the calculation [2530] of 1 has shown that this
procedure is confronted with serious problems. The fixed order expansion Eq. (8) is very
badly behaved: at relevant values of s the NLO term completely overwhelms the LO term.
In particular, near M = 0, the behaviour is unstable, with 0 1/M, 1 1/M 2 . Also,
the value of near the minimum is subject to a large negative NLO correction, which turns
the minimum into a maximum and can even reverse the sign of at the minimum. Finally,
318
if one considers the resulting s and ss or their Mellin transforms Ps (x) and Pss (x) one
finds that the NLO terms become much larger than the LO terms and negative in the region
of relevance for the HERA data [31,32]. We now discuss our proposals to deal with all
these problems.
Our first observation is that a much more stable expansion for (M) can be obtained if
we make appropriate use of the additional information which is contained in the one and
two loop anomalous dimensions 0 and 1 . Instead of trying to improve the fixed order
expansion Eq. (4) of by all order summation of singularities deduced from the fixed
order expansion Eq. (8) of , we attempt the converse: we improve 0 (M) by adding to it
the all order summation of singularities s Eq. (18) deduced from 0 , 1 (M) by adding to
it ss deduced from 1 Eq. (19), and so on. It can then be seen that the instability at M = 0
of the usual fixed order expansion of was inevitable: momentum conservation for the
anomalous dimension, Eq. (5), implies, given the duality relation, that the value of (M)
at M = 0 is fixed to unity, since from Eq. (10) we see that at N = 1

(20)
(1, s ), s = (0, s ) = 1.
It follows that the fixed order expansion of must be poorly behaved near M = 0:
a simple model of this behaviour is to think of replacing s /M with s /(M + s ) =
s /M s2 /M 2 + in order to satisfy the momentum conservation constraint. We thus
propose a reorganization of the expansion of into a double leading (DL) expansion,
organized in terms of envelopes of the contributions summarized in Fig. 1b: each order
contains a vertical sequence of terms of fixed order in s , supplemented by a diagonal
resummation of singular terms of the same order in s if s /M is considered fixed. To
NLO the new expansion is thus

nc s
s
(M, s ) = s 0 (M) + s
M
M

f1
s
f2
+
s
f0 + ,
+ s s 1 (M) + ss
(21)
M
M2 M
where the LO and NLO terms are contained in the respective square brackets. Thus the LO
term contains three contributions: 0 (M) is the leading BFKL function Eq. (8), s (s /M)
Eq. (18) are resummed leading singularities deduced from the one loop anomalous
dimension, and nc s /(M) is subtracted to avoid double counting. At LO the momentum
conservation constraint Eq. (20) is satisfied exactly because 0 (1) = 0 and [0 (M)
nc /M] M 2 near M = 0. At NLO there are again three types of contributions: 1 (M)
from the NLO fixed order calculation (Eq. (9)), the resummed subleading singularities
ss (s /M) deduced from the two loop anomalous dimension, and three double counting
terms, f0 = 0, f1 = nf (13 + 10n2c )/(36 2 n3c ) and f2 = n2c (11 + 2nf /n3c )/(12 2 )
(corresponding to those terms with (m, n) = (1, 0), (2, 1), (2, 2), respectively, in Fig. 1b).
Note that at the next-to-leading level the momentum conservation constraint is not exactly
satisfied because the constant contribution to 1 does not vanish in MS, even though it is
numerically very small (see Fig. 2). It could be made exactly zero by a refinement of the
double counting subtraction but we leave further discussion of this point for later.
319
Fig. 2. Plots of different approximations to the function discussed in the text: the BFKL leading and
next-to-leading order functions Eq. (8), s 0 and s 0 + s2 1 (dashed); the LO and NLO dual s s
and s s + s2 ss of the one and two loop anomalous dimensions (solid), and the double-leading
functions at LO and NLO defined in Eq. (21) (dotdashed). Note that the double-leading curves
coincide with the resummed ones at small M, and with the fixed order ones at large M.
Plots of the various LO and NLO approximations to are shown in Fig. 2. In this and
other plots in this paper we take s = 0.2, which is a typical value in the HERA region,
and the number of active flavours nf = 4. We see that, as discussed above, the usual
fixed order expansion Eq. (8) in terms of 0 and 1 is very unstable. However, the new
expansion Eq. (21) is stable up to M . 0.30.4. Furthermore, in this region, evaluated
in the double leading expansion (21) is very close to the resummations of leading and
subleading singularities Eq. (17) obtained by duality Eqs. (18), (19) from the one and two
loop anomalous dimensions. This shows that in this region the dominant contribution to ,
and thus to , comes from the resummation of logarithms of Q2 /2 with Q2 2 .
Beyond M 0.4, the size of the contributions from collinear singular and nonsingular
terms becomes comparable (after all here Q2 2 ), but the calculation of the latter
(from the fixed expansion Eq. (8)) has become unstable due to the influence of the
singularities at M = 1. No complete and reliable description of seems possible without
some sort of stabilization of these singularities. However, since they correspond to infrared
singularities of the BFKL kernel (specifically logarithms of Q2 /2 with Q2 2 ) this
would necessarily be model dependent. In particular, such a stabilization cannot be easily
deduced from the resummation of the M = 0 singularities: the original symmetry of the
gluongluon amplitude at large s is spoiled by running coupling effects and by unknown
effects from the coefficient function through which it is related to the deep-inelastic
320
structure functions, in a way which is very difficult to control near the photoproduction
limit M 1. We thus prefer not to enter into this problem: rather we will discuss later a
practical procedure to bypass it.
The results summarized in Fig. 2 clearly illustrate the superiority of the new double
leading expansion of over the fixed order expansion, and already indicate that the
complete function could after all lead to only small departures from ordinary two loop
evolution.
3. Improved form of the anomalous dimension

Having constructed a more satisfactory expansion Eq. (21) of the kernel , we now
derive from it an improved form of the anomalous dimension to be used in the evolution
Eq. (3), in order to achieve a more complete description of scaling violations valid both
at large and small x. In principle, this can be done by using the duality relation Eq. (10),
which simply gives the function as the inverse of the function . However, in order to
derive an analytic expression for (N, s ) which also allows us to clarify the relation to
previous attempts we start from the naive double-leading expansion of [34,35] in which
terms are organized into envelopes of the contributions summarized in Fig. 1a in an
analogous way to the double leading expansion (21) of :

nc s
s
(N, s ) = s 0 (N) + s
N
N

e1
s
e2
s
e0 + ,
+
(22)
+ s s 1 (N) + ss
N
N2 N
3
where now e2 = g2(s) = 0, e1 = g1(ss) = nf nc (5 + 13/(2n2c ))/(18 2) and e0 = ( 11
2 nc +
2
nf )/(6nc ). In this equation, the leading and subleading singularities s and ss are
obtained using duality Eq. (10) from 0 and 1 , and summed up to give expressions which
are exact at NLLx. These are then added to the usual one and two loop contributions, and
the subtractions take care of the double counting of singular terms.
It can be shown that the dual of the double leading expansion of Eq. (21) coincides
with this double leading expansion of Eq. (22) order by order in perturbation theory, up
to terms which are higher order in the sense of the double leading expansions. However,
it is clear that these additional subleading terms must be numerically important. Indeed, it
is well know that at small N the anomalous dimension in the small-x expansion Eq. (12)
is completely dominated by ss (s /N) which grows very large and negative, leading to
completely unphysical results in the HERA region [31,32]. It is clear that this perturbative
instability will also be a problem in the double leading expansion Eq. (22). On the other
hand, we know from Fig. 2 that the exact dual of in double leading expansion is stable,
and not too far from the usual two loop result. The origin of this instability problem, and
a suitable reorganization of the perturbative expansion which allows the resummation of
the dominant part of the subleading terms have been discussed in Ref. [36]. After this
resummation, the resulting expression for in double leading expansion will be very close
to the exact dual of the corresponding expansion of .
321
The procedure of Ref. [36] can be interpreted in a simple way whenever the all-order
true function (M, s ) possesses a minimum at a real value of M, Mmin , with 0 <
Mmin < 1 (although the final result for the anomalous dimension will retain its validity
even in the absence of such minimum). Using to denote this minimum value of ,
4nc
s ln 2.
0 s 0 (1/2) =
(23)
(Mmin , s ) = 0 + 1,
The instability turns out to be due to the fact that higher order contributions to must
change the asymptotic small x behaviour from x 0 to x . The starting point of the
proposed procedure consists of absorbing the value of the correction to the value of at
the minimum into the leading order term in the expansion of :
(M, s ) = s 0 (M) + s2 1 (M) +

= s 0 (M) + 1 + s2 1 (M) + ,
(24)
where n (M) n (M) cn , with cn chosen so that n (M) no longer leads to an O(sn )
shift in the minimum. Since the position Mmin of the all-order minimum is not known,
one must in practice expand it in powers of s around the leading order value M = 1/2,
so at higher orders the expressions for the subtraction constants cn can become quite
complicated functions of i and their derivatives at M = 1/2 [36]. However at NLO we
have simply c1 = 1 (1/2), so 1 = s2 1 (1/2) + .
A stable expansion of in resummed leading and subleading singularities can now be
obtained from the duality Eqs. (13), (14), . . . by treating 0 + 1 as the LO contribution
to , and the subsequent terms i as perturbative corrections to it. Of course, since the
reorganization Eq. (24) amounts to a reshuffling of perturbative orders, to any finite order
the anomalous dimension obtained in this way will be equal to the old one up to formally
subleading corrections. Explicitly, we find in place of the previous expansion in sums of
singularities Eq. (12) the resummed expansion

s
s
+ s ss
+ ,
(25)
(N, s ) = s
N 1
N 1
where

1 ( 12 )
s
s
.
(26)
ss
+ 0
ss
s
N 1
N 1
0 (s ( N1
))
In terms of splitting functions this resummed expansion is simply

xP (x, s ) = s e 1 Ps (s ) + s Pess (s ) +

= s e 1 Ps (s ) + s Pss (s ) 1Ps (s ) + .
(27)
The expansion is now stable [36], in the sense that it may be shown that Pess (s )/Ps (s )
remains bounded as : subleading corrections will then be small provided only that
s is sufficiently small. This result may be shown to be true to all orders in perturbation
theory, using an inductive argument.
We can thus replace the unresummed singularities s and ss in Eq. (22) with the
resummed singularities Eq. (25) to obtain a double leading expansion with stable small
x behaviour:
322

nc
s
(N, s ) = s 0 (N) + s
s
N 1
N

e1
s
e2
s
e
+
+ .
+ s s 1 (N) + ss
0
N 1
N2 N
(28)
Momentum conservation is violated by the resummation because s and ss and the

subtraction terms do not vanish at N = 1. It can be restored by simply adding to the
constant e0 a further series of constant terms beginning at O(s2 ): these are all formally
subleading in the double leading expansion. This constant shift in is precisely analogous
to the shift made on in Eq. (23) which generated the resummation.
It is important to recognize that there is inevitably an ambiguity in the double counting
subtraction terms in Eq. (28). For example, at the leading order of the double leading
nc s
c s
we could have subtracted (N1)
, since this differs
expansion instead of subtracting nN
2
only by formally subleading terms: 1 = O(s ), so

s
1
s
=
1
+ .
N
N 1
N 1
(29)
Following the same type of subtraction at NLO, the resummed double leading anomalous
dimension may thus be written as

nc
s
s
(N, s ) = s 0 (N) + s
N 1
(N 1)

nc 1
s
+
+ s s 1 (N) + ss
N 1
(N 1)2

e1
e2
e
s
+
0 + .
(N 1)2 N 1
(30)
The extra term at NLO comes from the first correction in Eq. (29), which is of order s3 /N 2 ,
and thus a subleading singularity. The characteristic feature of this alternative resummation
is that the fixed order anomalous dimensions 0 , 1 are preserved in their entirety, including
the position of their singularities. As with the previous expansion Eq. (28) momentum
conservation may be imposed by adding to e0 a series of terms constant in N and starting
at O(s2 ).
This completes our procedure of inclusion of the most important part of the subleading
corrections, as we shall see shortly by a direct comparison of the resummed expansions (28)
and (30) with the exact dual of evaluated according to Eq. (21). In the sequel we will
discuss the phenomenology based on the two resummed expansions (28) and (30) on an
equal footing, taking the spread of the results as an indication of the residual ambiguity
due to subleading terms. Although formally the differences between the two expansions
are subleading, we will find that in practice they may be quite substantial, because 1 may
be large.
323
4. Results
So far we have constructed resummations of the anomalous dimension and splitting
function which satisfy the elementary requirements of perturbative stability and momentum conservation. This construction relies necessarily on the value of near its minimum, since it is this which determines the small x behaviour of successive approximations
to the splitting function. In order to obtain a formulation that can be of practical use for
actual phenomenology, we will need however to improve the description of (M) in the
central region near its minimum Mmin , since as we already observed, we cannot reliably
determine the position and value of the minimum of without a stabilization of the M = 1
singularity. Indeed, we can see from Fig. 2 that in the central region evaluated in the double leading expansion is dominated by the presumably unphysical M = 1 poles of , and
at NLO this means that it actually has no minimum, becoming rapidly negative. However,
one can use the value of the true at the minimum as a useful parameter for an effective
description of the function around M = 1/2. Indeed, 1 as estimated from its next-toleading order value s2 1 (1/2) turns out to be of the same order as 0 for plausible values
of s , a feature which can be also directly seen from Fig. 2. This supports the idea that
and 1 are not truly perturbative quantities: in general we expect that the overall shift of
the minimum will still be of the order of 0 and negative. It is this order transmutation that
makes the impact of the resummations (28), (30), and the differences between them, quite
substantial.
In Figs. 3 and 4 we display the results for the resummed anomalous dimensions in
the two different expansions (28) and (30) respectively, each computed at next-to-leading
order. In both figures we show for comparison the fixed order anomalous dimension
s 0 (N) + s2 1 (N) Eq. (4). Also for comparison, we show the exact dual of computed
at NLO in the double leading expansion (21), obtained from Eq. (10) by exact numerical
inversion. This curve is thus simply the inverse of the corresponding curve already shown
in Fig. 2.
In Fig. 3 we show the anomalous dimension computed at NLO using the resummation
Eq. (28), for = 0 and = 0. The first value corresponds to the LO approximation
to , while the second value is close to the NLO approximation when s is in the region
s 0.10.2. We might expect the value of as determined by the actual all-order
minimum of to lie within this range. Note that, in general, the resummed anomalous
dimension has a cut starting at N = , which corresponds to the x power rise; for this
reason our plots stop at this value of N . The = 0 curve, corresponding to the next-toleading order approximation to , is seen to be very close to the exact dual of at NLO
in the expansion equation (21), as already anticipated. This is to be contrasted with the
corresponding unresummed anomalous dimension equation (22), which is also displayed
in Fig. 3, and is characterized by the rapid fall at small N discussed already in Ref. [31,32,
36]. This comparison demonstrates that indeed the perturbative reorganization eliminates
this pathological steep decrease. The resummed curve with = 0 and the exact dual of
become rather different for small N . 0.2. However, this is precisely the range of N which
corresponds to the central region of M where we cannot trust the next-to-leading order
324
Fig. 3. Comparison of the anomalous dimension evaluated at NLO in the resummed expansion
Eq. (28) for three different values of (dashed) with the usual fixed order perturbative anomalous
dimension (also at NLO) Eq. (4) (dotted) and that obtained by exact duality from at NLO in the
expansion Eq. (21) as displayed in Fig. 2 (solid). The unresummed Eq. (22) is also shown at NLO.
Notice that the = 0.21 curve is very close to the two loop anomalous dimension down to the branch
point at N = .
Fig. 4. Comparison of the anomalous dimension evaluated at NLO in the resummed expansion
Eq. (30) for two different values of (dashed) with the usual fixed order perturbative anomalous
dimension (also at NLO) Eq. (4) (solid) and that obtained by exact duality from at NLO as in Fig. 3
(dotdash). Notice that the = 0 curve is virtually indistinguishable from the fixed order anomalous
dimension for all values of N .
325
determination of . Finally, we show that we can choose a value of ' 0.21 such that the
resummed anomalous dimension closely reproduces the two loop result down to the branch
point at N = . This shows that the absence of visible deviations from the usual two loop
evolution can be accommodated by the resummed anomalous dimension. However this
is not necessarily the best option phenomenologically: perhaps the data could be better
fitted by a different value of if a suitable modification of the input parton distributions
is introduced. It is nevertheless clear that large values of such as 0 can be easily
excluded within the framework of this resummation, since they would lead to sizeable
deviations from the standard two loop scaling violations in the medium and large x region.
The splitting functions corresponding to the anomalous dimensions of Fig. 3 are
displayed in Fig. 5. The basic qualitative features are of course preserved: in particular, the
curves with small values of = 0 and = 0.21 are closest to the two loop result. However,
on a more quantitative level, it is clear that anomalous dimensions which coincide in a
certain range of N , but differ in other regions (such as very small N ) may lead to splitting
functions which differ over a considerable region in x. In particular, the = 0.21 curve
displays the predicted x growth at sufficiently large (x . 104 ). The dip seen in the
figure for intermediate values of is necessary in order to compensate this growth in such
a way that the moments for moderate values of N remain unchanged. Note that the x
behaviour of the splitting function at small x is corrected by logs [36]: Ps 3/2 x .
If = 0 this logarithmic drop provides the dominant large behaviour which appears in
the figure.
If the anomalous dimensions are instead resummed as in Eq. (30), the results are as
shown in Fig. 4, again for the two very different values of , = 0 and = 0 . When
Fig. 5. The splitting functions corresponding to the anomalous dimensions of Fig. 3.
326
= 0 the resummed anomalous dimension is now essentially indistinguishable from the

two loop result. This is due to the fact that the simple poles at N = 0 which are now
retained in 0 and 1 provide the dominant small N behaviour. The branch point at N =
in s and ss is then relatively subdominant. This remains of course true for all 6 0, and
in practice also for small values of such as . 0.1. When instead = 0 the result does
not differ appreciably from the resummed anomalous dimension shown in Fig. 3, since
now the dominant small N behaviour is given by the branch point at N = 0 , which is not
affected by changes in the double counting prescription. Summarizing, the peculiar feature
of the resummation Eq. (30) is that it leads to results which are extremely close to usual
two loops for any value of 6 0, without the need for a fine-tuning of .
Finally, in Fig. 6 we display the splitting functions obtained from the resummed
anomalous dimensions of Fig. 4. The = 0 case is, as expected, very close to the
corresponding curve in Fig. 5. However the = 0 curve is now in significantly better
agreement with the two loop result than any of the resummed splitting functions of Fig. 5,
even that computed with the optimized value = 0.21. Moreover, this agreement now
holds in the entire range of . This is due to the fact that the corresponding anomalous
dimension is now very close to the fixed order one for all N > 0, and not only for N >
= 0.21. This demonstrates explicitly that one cannot exclude the possibility that the
known small x corrections to splitting functions resum to a result which is essentially
indistinguishable from the two-loop one. This however is only possible if . 0.
To summarise, we find that the known success of perturbative evolution, and in particular
double asymptotic scaling at HERA can be accommodated within two distinct possibilities,
Fig. 6. The splitting functions corresponding to the anomalous dimensions of Fig. 4.
327
both of which are compatible with our current knowledge of anomalous dimensions at
small x, and in particular with the inclusion of corrections derived from the BFKL equation
to usual perturbative evolution. One possibility, embodied by the resummed anomalous
dimension Eq. (30) with . 0, is that double scaling remains a very good approximation
to perturbative evolution even if the x 0 limit is taken at finite Q2 . The other option,
corresponding to the resummation Eq. (28) with a small value of , is that double scaling
is a good approximation in a wide region at small x, including the HERA region, but
eventually substantial deviations from it will show up at sufficiently small x. In the latter
case, the best-fit parton distributions might be significantly differ from those determined at
two loops even at the edge of the HERA kinematic region. Both resummations are however
fully compatible with a smooth matching to Regge theory in the low Q2 region [39].
5. Conclusions
In conclusion, we have presented a procedure for the systematic improvement of
the splitting functions at small x which overcomes the difficulties of a straightforward
implementation of the BFKL approach. The basic ingredients of our approach are the
following. First, we achieve a stabilization of the perturbative expansion of the function
near M = 0 through the resummation of all the LO and NLO collinear singularities derived
from the known one- and two-loop anomalous dimensions. The resulting function is
regular at M = 0, and in fact, to a good accuracy, satisfies the requirement imposed
by momentum conservation via duality. Then, we acknowledge that without a similar
stabilization of the M = 1 singularity it is not possible to obtain an reliable determination of
in the central region M 1/2. However, we do not have an equally model-independent
prescription to achieve this stabilization at M = 1. Nevertheless, the behaviour of in
the central region can be effectively parameterized in terms of a single parameter which
fixes the asymptotic small x behaviour of the singlet parton distribution. This enables us to
arrive at an analytic expression for the improved splitting function, which is valid both at
small and large x and is free of perturbative instabilities.
This formulation can be directly confronted with the data, which ultimately will provide
a determination of along with s and the input parton densities. The well known
agreement of the small x data with the usual Q2 evolution equations suggests that the
optimal value of will turn out to be small, and possibly even negative for the relevant
value of s . Such a value of is theoretically attractive, because it corresponds to a
structure function whose leading-twist component does not grow as a power of x in the
Regge limit: it would thus be compatible with unitarity constraints, and with an extension
of the region of applicability of perturbation theory towards this limit.
Several alternative approaches to deal with the same problem through the resummation
of various classes of formally subleading contributions have been recently presented in the
literature. Specific proposals are based on making a particular choice of the renormalization
scale [40,41], or on a different identification of the large logs which are resummed by
the evolution equation (6), either by a function of itself [42], or by a function
328
of Q2 [33,43,44], or both [45]. The main shortcoming of these approaches is their

model dependence. For instance, in Ref. [43,44] the value of is calculated, and is
supposedly determined for all 0 6 M 6 1. This however requires the introduction of
a symmetrization of , which we consider to be strongly model dependent: indeed, in
Ref. [43,44] it is recognized that their value of only signals the limit of applicability of
their computation. We contrast this situation with the approach to resummation presented
here, which makes maximal use of all the available model-independent information, with
a realistic parameterization of the remaining uncertainties. We expect further progress
to be possible only on the basis of either genuinely nonperturbative input, or through a
substantial extension of the standard perturbative domain.
Acknowledgement
We thank S. Catani, J.R. Cudell, P.V. Landshoff, G. Ridolfi and G. Salam for interesting
discussions. This work was supported in part by a PPARC Visiting Fellowship, and EU
TMR contract FMRX-CT98-0194 (DG 12-MIHT).
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How the change in horizon area drives

black hole evaporation
S. Massar a,1 , R. Parentani b,2
a Service de Physique Thorique, Universit Libre de Bruxelles, CP 225, Bvd. du Triomphe,
B1050 Brussels, Belgium

b Laboratoire de Mathmatiques et Physique Thorique, CNRS UPRES A 6083, Facult des Sciences,
Universit de Tours, 37200 Tours, France

Received 15 January 1998; revised 20 January 2000; accepted 21 January 2000
Abstract
We rephrase the derivation of black hole radiation so as to take into account, at the level of
transition amplitudes, the change of the geometry induced by the emission process. This enlarged
description reveals that the dynamical variables which govern the emission are the horizon area and
its conjugate time variable. Their conjugation is established through the boundary term at the horizon
which must be added to the canonical action of general relativity in order to obtain a well defined
action principle when the area varies. These coordinates have already been used by Teitelboim
and collaborators to compute the partition function of a black hole. We use them to show that the
probability to emit a particle is given by e1A/4 , where 1A is the decrease in horizon area induced
by the emission. This expression improves Hawking result which is governed by a temperature
(given by the surface gravity) in that the specific heat of the black hole is no longer neglected. The
present derivation of quantum black hole radiation is based on the same principles which are used
to derive the first law of classical black hole thermodynamics. Moreover, it also applies to quantum
processes associated with cosmological or acceleration horizons. These two results indicate that not
only black holes but all event horizons possess an entropy which governs processes according to
quantum statistical thermodynamics. 2000 Elsevier Science B.V. All rights reserved.
PACS: 04.70.Dy; 04.60.-m
Keywords: Black hole evaporation; Gravitational backreaction
1. Introduction
There are two possible approaches to the gravitational back reaction to Hawking
radiation. The first is to develop a microscopic theory of quantum gravity and to use it
1 E-mail: smassar@ulb.ac.be
2 E-mail: parenta@celfi.phys.univ-tours.fr
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 0 6 7 - 5
334
S. Massar, R. Parentani / Nuclear Physics B 575 (2000) 333356
to calculate the properties of black holes. This program has been partially realized in the
context of super-string theory [1,2]. The second is to use Hawkings calculation [3] as a
starting point to compute the gravitational corrections to black hole evaporation. Hopefully
these two approaches should meet in some middle ground.
In the second approach, the back reaction has been addressed along two complementary
lines. The first is the semi-classical theory wherein one first computes the mean (quantum
average) energy-momentum tensor of the quantized fields propagating on the background
geometry and then solves the Einstein equations driven by this mean value. The solution
describes an evaporating geometry characterized by the shrinking of the horizon area [46].
In this treatment, the metric remains classical and unaffected by the quantum fluctuations
of the energymomentum tensor.
The second line of attack is to take into account the dynamics of gravity at the level
of transition amplitudes before performing the quantum average over the configurations
of the radiation field. Since Hawking radiation is derived from quantum field theory, the
most natural procedure would be to use Feynman rules. However, the ill-defined ultraviolet
behavior of quantum gravity has so far prevented this approach from being successfully
followed. Thus, one has to resort to less ambitious schemes.
Some interesting insights have been obtained by taking the gravitational back reaction
into account at the classical level, before computing transition amplitudes. To this end, the
matter action Smatter in a given geometry is replaced by the action of matter plus gravity
Smatter+gravity. A concrete model has been developed by Keski-Vakkuri, Kraus and Wilczek
(KKW) [79]. It describes the propagation of a massless spherically symmetric selfgravitating shell in a black hole geometry. Having computed the new action, they postulate
that the wave function of a shell is given by the WKB form eiSm+g . Using these waves, they
derive the black hole emission amplitudes of noninteracting (dilute gas approximation)
shells. A similar approach has been used in a Euclidean framework in [10] following the
techniques developed in [11]. In this case, the probability for the black hole to emit a
particle is expressed in terms of the action Sm+g of a self gravitating instanton.
The striking result of these works is that the probability for a black hole of mass M to
emit a particle of energy is given by
PMM = N(, M) e1A(,M)/4 ,
(1)
where 1A(, M) = A(M)A(M ) is the decrease of the area of the black hole horizon.
N is a phase space (also called grey body) factor which cannot be calculated in these
approximation schemes.
Eq. (1) replaces Hawkings result PMM = N e2/ which is characterized by a
temperature TH = /(2) defined by the surface gravity . To first order in , the first
law [12] of classical black hole thermodynamics dE = (/(8)) dA guarantees that the
two expressions for PMM coincide. This suggests that Hawking radiation and the first
law both stem from the same principle. This is far from obvious since the first law relates
neighboring classical solutions of general relativity whereas black hole radiance is derived
from QFT in a given geometry.
335
The aim of the present work is to reveal their common origin and to establish the
universal validity of Eq. (1). We shall show that both follow from the use of the complete
action Sm+g in place of the matter action in a given geometry. The reason is that the
emission of a matter quantum can now be viewed as the transition between two neighboring
black hole states. In this transition, the energy is transferred from the hole to the radiation,
a feature absent in the derivation of black hole radiance based on Bogoliubov coefficients
evaluated in a given geometry. Moreover, the relevant dynamical quantity governing this
transition is the difference of actions: Sm+g (final) Sm+g (initial). Then, as in deriving the
first law [13], this difference can be reexpressed as a difference of boundary terms at the
horizon. From this, it is easy to show that the dynamical quantity which governs emission
rates is equal to the change in horizon area divided by 4.
To demonstrate this result, we make use of the appropriate coordinate system to describe
processes inducing changes in area. These are the boost parameter and its conjugate
variable, the area of the horizon A/(8). These variables where used by Teitelboim and
collaborators [1317] to compute the partition function of the black hole la Gibbons
Hawking [18] starting from the appropriate classical action. In this case, they showed that
one must add to the canonical action (p dq H dt) a boundary term equal to A/(8). In
our context, it is through this boundary term that we shall obtain Eq. (1) and establish the
relationship with the first law.
We have organized this paper as follows. After a brief review of Hawkings derivation
formulated in a fixed geometry, we introduce the reader to the variables and A and to
their role in boundary terms at the horizon. In particular we emphasize that the particular
form of the boundary term is dictated by the physical process considered. For the emission
of particles by a black hole, the appropriate action is the canonical action Sm+g supplemented by A/(8).
This action is used in Section 4 to compute the transition rates of a detector at a fixed
radius of the black hole. The usefulness of introducing a detector is that the transition amplitudes are expressed in terms of the overlap of the initial and final states of the detector
+ black hole complex. Both are stationary eigenvectors of i with eigenvalue equal to
the area of the black hole. In this setting the ADM mass is fixed and therefore the time at
infinity cannot be used to parameterize the evolution [19]. Instead one must use time. It
is then straightforward to show that the ratio of transition rates of the detector is given by
e1A/4 .
Even though the introduction of a detector is useful, it is not intrinsic to black hole radiation. This is why in Section 5 we reconsider the KKW model which only makes appeal
to the action of the particles emitted by the black hole. By using and A we shall recover
KKWs result in very simple terms and make contact with the former derivation. We shall
also show that Eq. (1) follows directly from the universal form of outgoing trajectories in
the near horizon geometry and the specification that the field configurations be in (Unruh)
vacuum. Thus Eq. (1) applies to all emission processes in the presence of horizons, including charged and rotating black hole, cosmological and acceleration horizons (in the latter
case the horizon area is infinite, but differences are finite and well-defined, see [10,11,20]).
336
The universal validity of this derivation is the main result of this paper. It proves that the
area of all event horizons determines the gravitational statistical entropy available [21] to
these quantum processes. In this we give statistical foundations [22] to the relation between
horizon thermodynamics and Einsteins equations exhibited by Jacobson [23].
2. Hawking radiation
In this section we fix the notations and review two standard derivations of black hole
radiation. In the first derivation, following Unruh [24], we introduce a two level atom
coupled to the radiation field and whose position is fixed. Then, using Einsteins argument,
one determines the distribution of massless quanta from its transition rates. In this way
one only uses basic quantum mechanical rules. The second approach is more intrinsic
and closer to Hawkings derivation [3]. Black hole radiation is established through the
Bogoliubov transformation relating in-modes which determine the state of the radiation
field before the collapse (which shall be taken for simplicity to be in-vacuum) and outmodes which define the particles emerging from the hole and found at infinity.
The metric of a Schwarzschild black hole is

2M
2M 1 2
2
2
dr + r 2 d 2.
(2)
dt + 1
ds = 1
r
r
We introduce the light like coordinates u and v:
v, u = t r ,
r = r + 2M ln |r 2M|,
(3)
and the Kruskal coordinates UK and VK :

1
1
VK = ev ,
(4)
UK = eu ,
where = 1/(4M) is the surface gravity.

For a black hole formed by the collapse of a spherically symmetric star, the outgoing
modes, solutions of the Dalembertian equation have the following form near the horizon,
i.e., for r 2M 2M:
eiUK Ylm ()
.
(5)
lm =
r
4
Further away from the horizon this expression is no longer exact because of the potential
barrier which surrounds the black hole. For simplicity, throughout the article, we shall
neglect the transmission coefficients (also called grey body factors) induced by this barrier
since they cancel out from the ratio of the transition rates which determines the equilibrium
distribution around an eternal black hole, see Eq. (10) below. This cancellation also applies
to charged and rotating black holes when one takes into account the work term exerted
by the electric potential or the angular momentum of the hole, see [25,26].
The modes Eq. (5) are associated with the out-going particles as seen by infalling
observers. Indeed, for r 2M 2M, the proper time lapse of infalling observers is
proportional to 1UK . This is simply seen by reexpressing the Schwarzschild metric in
337
UK , VK coordinates: ds 2 ' dUK dVK + r 2 d2 . Hence near the horizon, for infalling
observers, the modes Eq. (5) have positive frequency.
Using these modes, the field operator can be decomposed as:
X
alm lm + h.c. + ingoing modes.
(6)
=
,l,m
By definition, the in-vacuum state, denoted |0U i, is annihilated by the alm operators. In
the literature it is often called the Unruh vacuum. The fact that it is annihilated by all alm
guarantees that infalling observers experience vacuum conditions as they cross the future
horizon.
Consider now a particle detector at fixed radius R of the black hole and angular
position . It has two levels |ei and |gi of energy Ee and Eg with 1E = Ee Eg > 0.
For simplicity we shall take R to be very large (R 2M). Then t is the proper time of
the detector and 1E is the energy gap as measured from r = . For smaller r, one should
take into account the gravitational red shift.
In the interaction representation, the coupling of the detector to the field is given by

(7)
Hint = (t, R, ) e+i1Et |eihg| + h.c. ,
where is the coupling constant.
When the detector is initially in its ground state, the state of the system (detector plus
radiation field ) is |0U i|gi. In the interacting picture, at late times and to first order in ,
this state becomes:
Z
dt ei1Et (R, , t)|0U i|ei
|g i = |0U i|gi i
XZ
t Ylm ()
alm |0U i|ei

dt ei1Et eiC e
= |0U i|gi i
R
4
lm
X
Bge,,l,m alm
|0U i|ei,
(8)
= |0U i|gi +
lm
where C = (1/) exp[R + 12 ln(R 2M)].

Similarly if the detector was initially in its excited state, the final state would have been
XZ
t Ylm ()
alm |0U i|gi

dt ei1Et eiC e
|e i = |0U i|ei i
R 4
lm
X
Beg,,l,m alm
|0Ui|gi.
(9)
= |0U i|ei +
lm
Since we are interested in determining the population of quanta seen by the detector,
we only need to compute the ratio of the transition rates. By replacing t by t + i/
in the integral governing the transition amplitude Beg,,l,m , one obtains Bge =
e1E/ for all l, m, , see [27,28]. Thus the ratio of the transition probabilities
Beg
is:
2
|Bge,,l,m |2
= e 1E .
|Beg,,l,m |2
(10)
338
This corresponds to the rates in a thermal bath at temperature /(2) = 1/(8M). Then,
using Einsteins argument, one obtains that the quanta of the radiation field are distributed
according to the Planck distribution.
This derivation is equivalent to calculating the Bogoljubov transformation between
Unruh modes, Eq. (5), and the out-modes defined below in Eq. (11). Indeed, the
transition amplitudes Bge,,l=0 and Beg,,l=0 are proportional to the Bogoliubov
coefficients and when 1E = , see [24,27]. This relationship provides a physical
interpretation of Bogoljubov coefficients as transition amplitudes. A concept that we shall
rediscuss below.
We now turn to the second derivation in which the spectrum of emitted particles is
determined only in terms of solutions of the Dalembertian with a given frequency it =
. There are two positive norm modes for each value of which identically vanish either
inside or outside the horizon:
eiu 1
(r 2M), > 0,
,+ =
4 r
e+iu 1
(2M r), > 0.
, =
4 r
(11)
Once more we have neglected the potential barrier outside the black hole and for simplicity
we have considered only s-waves (l = 0).
The modes + define the out-quanta, i.e., those used by a static observer around the black
hole to describe the presence or absence of out-going particles. We can again decompose
the field operator into modes:
X
aout, , + h.c. + ingoing modes.
(12)
=
,
By definition the aout, annihilate the out vacuum, |0outi.

It is now appropriate to introduce a third set of modes , which possess the following
properties. They are eigenmodes of it = and are composed only of positive frequency
modes, Eq. (5), which define Unruh vacuum. The simplest way to implement this last
condition is to express the out-modes in Kruskal coordinates: ' (UK )i/ (UK ).
Since 1UK is proportional to the proper time of an infalling observer, must be the linear
combination of which is analytic and bounded in the lower half of the complex UK
plane. Upon requiring also that the have unit norm, one obtains
+ =
=
1
1 e2/
1
1 e2/
+ + e/
,
> 0,
+ e/ +
,
> 0.
(13)
One can verify by evaluating the overlap of and that the are linear combinations
of the with no component, see, e.g., [28]. One can then decompose the field operator
in terms of these new modes:
X
a , + h.c. + ingoing modes.
(14)
=
,
339
Then, Unruh vacuum is annihilated by the a operators.

The weights in Eq. (13) define the Bogoliubov coefficients and . Their ratio
satisfies
| |2
= e2/ .
(15)
| |2
Since | |2 determines the mean number of out quanta of energy in Unruh vacuum,
Eq. (15) implies that Unruh vacuum is a thermal distribution of out-particles at temperature
/(2), in agreement with Eq. (10).
We will find it convenient below to use the same argument, but rephrased in coordinate
systems which are regular on the future horizon and which lead to a static metric. This
second condition implies that the time parameter is proportional to t at fixed r. An example
is given by the EddingtonFinkelstein coordinates v, r, in which the metric has the form:
ds 2 = (1 2M/r) dv 2 + 2 dv dr + r 2 d 2.
Near the horizon the metric takes the simple form ds 2
(16)
' 2 dv dr + r 2 d 2
which shows that

v, r are inertial coordinates. Moreover, since dr is proportional to dUK , the momentum
pr plays the role of the frequency of Eq. (5) and one can translate the analytical condition
implementing Unruh vacuum in terms of r: to obtain a mode, one analytically continues
+ in the upper half complex r plane to define its value for r < 2M. As shown in [29], one
immediately obtains Eq. (13). In Section 5, it is through the analytical behavior in r of the
modified modes that we shall determine the corrections to Eq. (15).
In conclusion of this section, we wish to emphasize the following point. In the transitions
described in Eq. (8), there is a transfer of energy from the radiation field to the detector but
the black hole mass stays constant. Similarly, upon computing the Bogoliubov coefficients
in Eq. (13), the geometry is unaffected. In these descriptions of black hole radiation, there
is no transfer of energy from the hole into radiation. The notion of black hole evaporation
only arises when the mean energy momentum tensor of the radiated quanta is put on the
r.h.s. of Einsteins equations wherein it drives the shrinking of the horizon area [36].
This artificial two step procedure results from the original sin: to have decided to work
in a given geometry. As we shall see in Sections 4 and 5, upon working with a recoiling
geometry, energy conservation will be taken into account at the level of amplitudes, as in
the Compton effect. Then, the black hole will act as a conventional reservoir of energy:
when delivering heat to the external world it loses the corresponding energy.
3. Boundary terms in the EinsteinHilbert action

In this section, following [1315], we introduce coordinates which have an intrinsic
geometric interpretation near the horizon. These coordinates are the hyperbolic angle ,
i and the radial proper distance from the
the transverse coordinates along the horizon x
horizon . In terms of these coordinates, the metric near the horizon takes the universal
form
j
i
dx .
ds 2 ' 2 d 2 + d 2 + ij dx
(17)
340
For simplicity we have written the metric for a spherically symmetric horizon, for the
R
2 |
general case we refer to [15]. The area of the horizon is A = dx
=0 . In the case
of a Schwarzschild on-shell solution, = t and ' 8M(r 2M), where t is the

proper time at spatial infinity.
The universal form of the metric in these coordinates implies that if we use them to
describe a process near a particular horizon, the description of the same process in the
vicinity of any other horizon will be identical. The developments presented in Sections 4
and 5 for a Schwarzschild black hole thus also apply to charged and rotating holes [16]
and to cosmological and acceleration horizons. Furthermore, because these coordinates
lead to such a simple form for the metric, physical process occurring near the horizon will
be most simply described in these coordinates. In this section, this will be illustrated by
considering the boundary terms at the horizon that arise in the Hamiltonian formulation
of general relativity. In the next sections we shall see that these coordinates are also well
adapted to describe particle production near event horizons.
We start the analysis of the boundary terms in the canonical action for matter and gravity
Zt
Ican =

dt 0 ab g ab + pq NH N i Hi ,
(18)
where gab is the spatial metric, ab its conjugate momentum, q and p the coordinates
and momentum of matter, N and N i the lapse and shift, and H and Hi the energy and
momentum constraints. In what follows, we focus on metrics gab which have two spatial
boundaries. We suppose that at one boundary the metric is asymptotically flat, that is gab
and ab tend to their value in flat space as the proper distance ' r tends to infinity, see
[30] for the precise behavior one imposes. We also suppose that at the other boundary the
metric can be put in the form Eq. (17), see [15] for the precise conditions imposed at this
boundary. Thus we are considering the class of metrics which, on shell and in vacuum, will
correspond to one of the asymptotically flat quadrants of an eternal black hole.
Because these metrics have spatial boundaries, it may be necessary to add boundary
terms to Ican in order for it to be stationary on the solutions of the equations of motion. We
now review these features, starting with the boundary at infinity. Details of the calculations
will not be presented. They can be found in many papers, see for instance [15,17,30,31]. Let
us first emphasize that the following considerations are superfluous for classical physics,
i.e., for the determination of the solutions of the equations of motion. However, when
considering quantum kernels, transition amplitudes or partition functions, they cannot be
ignored since the WKB value of the quantum phase is determined by the action.
To identify the boundary terms, following [14], we compute the total variation of the
action given in Eq. (18). By total variation we mean that we are considering the linear
change of Ican due to an arbitrary change of all its variables. We note that this variation
can be performed around any configuration, i.e., on-shell or off-shell. We nevertheless
impose that the space time is asymptotically flat. In this case, the first order change of Ican
contains three types of terms. First we have the contribution of the bulk, the 4-geometry
interpolating the initial to the final 3-geometry. As usual, this contribution vanishes when
341
the reference configuration is on-shell. Secondly, one has the contributions due to the
change of the initial and final configuration. These determine (as usual) the initial and
final momenta of gravity. Finally, one has an additional contribution arising from spatial
infinity. On shell, it is is equal to
r=
= t MADM ,
Ican
(19)
where t is the (coordinate Rinvariant) proper time at spatial infinity. It is related to the
t
lapse function N(r) by t = 0 dt 0 N (t 0 , r = ). MADM is the change in mass at infinity
which is defined by grr for large r. Eq. (19) shows that Ican is extremal on shell, i.e.,
its variation reduces on shell to ab gab |final
initial , only if MADM = 0, i.e., only if one varies
among the sub-class of metrics for which MADM is kept fixed.
If one wishes to consider the Legendre conjugate ensemble in which the asymptotic
proper time is fixed, one must work with the action S 0 = Ican t MADM . Indeed, the
variation of this new action yields the following asymptotic contribution
0
= t MADM .
Sr=
(20)
This term vanishes when one works among the sub-class of metrics for which t is kept
fixed but MADM is arbitrary.
We now turn to the boundary term at the horizon. The analysis proceeds in parallel
with the preceding one. The form of the boundary term is dictated by the fact that one
requires that, near the horizon, the lapse and shift vanish (or more precisely that at = 0,
the momentum and the derivative of the area of the surfaces of constant , A, vanish,
see [15]) and hence the metric can be put in the form Eq. (17). Upon varying Eq. (18) one
finds a boundary term at the horizon
inner boundary
Ican
= A/(8).
(21)
Here A is the change in horizon area and is the hyperbolic angle defined in Eq. (17).
It is equal to the limit r rhorizon of N 2 (r)t/[2(r rhor )]. For simplicity of writing,
we have again considered only spherically symmetric 3-geometries. For the general case,
see [15]. Notice that is a coordinate invariant quantity, exactly like t in the asymptotic
contribution. Moreover, as pointed out in [13], A/(8) and are conjugate variables
exactly like MADM and t . Eq. (21) shows that Ican is extremal on-shell for the sub-class
of metrics which have fixed horizon area.
When one wishes to work with a fixed opening angle , one must work with the action
S = Ican + A/(8) since its variation yields
S inner boundary = A /(8).
(22)
S is thus extremal on-shell for the class of metrics which have fixed . This action
must be used when working in the Euclidean continuation of the black hole [17]. Indeed,
regularity of the Euclidean manifold at the horizon imposes a fixed Euclidean angle given
by E = 2 . The surface term in the action then contributes a term A/4 to the partition
function which is interpreted as the entropy of the black hole. One of the main advantage of
introducing this boundary term is to clarify the derivation of this partition function which
was first considered by Gibbons and Hawking [18].
342
In brief, upon considering dynamical processes occurring around a black hole, there
are a priori 4 actions which can be considered according to which quantities are fixed in
the variational principle (or in the path integral) and therefore according to the surface
terms. Two however are rather unphysical. Indeed fixing both the ADM mass and the
horizon area is too constraining as can be seen by considering the vacuum spherically
symmetric solutions for which fixing the ADM mass determines the horizon area (in a
path integral, the kernel would vanish). For non empty geometries, this double specification
would impose an unusual non-local constraint on the matter energy repartition. Similarly
fixing both the time at infinity and the hyperbolic angle is also too constraining. Thus one
is left with two possibilities: fixing and MADM or fixing t and A. A more mathematical
reason why these are the only two possibilities (in the absence of matter) is that the
constraints H = 0 and Hi = 0 viewed as differential equations need boundary conditions
in order to yield a unique solution and fixing the ADM mass or the horizon area but not
both provides the required boundary data [15].
The choice among the two remaining possibilities is dictated by physical considerations.
If MADM is not fixed but A is, this means that one is considering configurations in which
the ADM mass is determined by the repartition of matter surrounding the black hole while
leaving the black hole unchanged. On the other hand, if one fixes MADM while letting
A to be determined, one is exploring configurations in which energy can be redistributed
between the black hole and the surrounding matter, but with no change of the ADM mass. 3
Clearly black hole evaporation requires the second situation if one wants to analyze what
happens at finite r. Therefore in the next section, we shall fix the mass at infinity and follow
the evolution in terms of and A. The relevant action in this case is
Zt
S=

dt 0 ab gab + pq NH N i Hi + (t)A/(8).
(23)
In Section 5 we shall also consider the region behind the horizon. Thus the formalism
developed here will not be directly applicable. Nevertheless, it will still be convenient to
keep the ADM mass fixed and to describe the process in terms of and A.
4. Probability for detector transitions in terms of horizon area change

In this section and the following one we calculate the transition rates governing black
hole radiation when the matter action in a fixed geometry is replaced by the sum of matter
and EinsteinHilbert actions. In this new description, the change of the geometry induced
3 To be complete, we should perhaps point out the following difficulty. The horizon is the 2D boundary common
to all 3-surfaces including the initial and the final ones. Hence, its area cannot vary in time. Therefore, in order
to allow A to vary, one must consider a kind of regularized version in which the boundary of the 3-surfaces is
arbitrarily close to the horizon, but does not coincide with it. To our knowledge, the precise procedure has yet
not been completely worked out. We mention here the recent works [3234] in which generalized definitions of
horizon have been proposed, mainly to allow for evolution. However, in what follows, we shall not need an action
governing continuous changes in area. Only states corresponding to constant areas will be used.
343
by the transition process is taken into account through the extremization of the total action.
We start with the description of black hole radiation based on the transitions of a static
detector.
Our aim is to show that it is the change in area associated with the quantum jump of the
detector which determines the transition amplitudes. The detector is assumed to be at r = R
in one of the asymptotically flat quadrants of an eternal black hole. We believe however
that our analysis also applies to black holes formed by collapse and that the mathematical
analysis in the two cases should be identical, see however the last footnote. As in Section 2,
we compute the transition amplitudes in perturbation theory to first order in the coupling
of the detector to the field, see Eq. (7). As before they are given by the overlap of the
three free waves. Here these are the radiation wave function and the two stationary states
of the detector + black hole complex. These two stationary states have two interesting
properties. Firstly, their eigenvalue is the black hole area rather than the detectors energy.
Secondly, since the ADM mass is fixed, each eigenvalue is entangled to the corresponding
detector state. Thus, in the new description, the transitions of the detector lead to quantum
jumps from one horizon area to the other without smooth (classical) interpolation from one
stationary geometry to the other.
We first compute the -time dependence of the wave functions associated with the
two states of the detector when their energy is taken into account in the definition of the
background geometry. This amounts to evaluate twice the on-shell action, Eq. (23). Since
the detector is at r = const, both classical geometries are static. Thus the pq and ab gab
terms in the action vanish. Moreover, on-shell, the constraints also vanish. Hence, at fixed
MADM , the only term contributing to S is the surface term at the horizon. This term is equal
to Ag /(8) or Ae /(8) where Ag (Ae ) is the horizon area when the detector is in the
ground (excited) state. Thus the time dependence of the free (i.e., = 0) wave functions
are
BH+g () = eiAg /(8)BH+g (0),
BH+e () = eiAe /(8) BH+e (0).
(24)
This is certainly correct in a WKB approximation. Moreover, since in the absence

of interactions with the radiation field one deals with stationary area eigenstates, the
exponential form is exact. Of course, in an exact quantum treatment, the eigen-areas may
receive quantum corrections, but this will not affect the exponential behavior.
We now determine the expression for the outgoing modes which replaces Eq. (5). In
this section, we shall not take into account the gravitational deformation induced by these
modes. We shall also neglect the effects that the fluctuations of the geometry [37,38]
might have. The validity of both hypothesis will be discussed after we have presented
the mathematical outcome. In the absence of back-reaction and metric fluctuations, the
modes must be such that they correspond to excitations of the vacuum state defined near
the horizon. From the definition of , its relationship to the inertial light like coordinates
UK , VK (such that ds 2 = dUK dVK + r 2 d2 near the horizon) is of the form dUK =
C e d at fixed r. This universal relation exhibits the exponential Doppler shift which
344
is the hallmark of horizons (except for extremal black holes). Therefore, we make the
hypothesis that the new expression is
(, R) = D eiUK = D eiC e
(25)
iC et
, see Eqs. (8) and (9). D is a constant which plays no role.

in place of e
We now assume that, to first order in and as in Eqs. (8), (9), the transition amplitudes
are given by the time integral of the product of the three waves. Up to the same overall
constant (see the discussion after Eq. (5)), they then are given by
Z
,
Bge+ = d BH+g BH+e
Z
BH+e .
(26)
Beg+ = d BH+g
Using Eqs. (24) and (25) and by replacing by + i in either amplitude, one obtains
|Bge+ |2
= e(Ae Ag )/4 .
|Beg+ |2
(27)
This establishes that (Ae Ag )/4, the difference of the horizon areas if the detector
is excited or not, governs the equilibrium distribution of the detectors states. The new
distribution clearly corresponds to a microcanonical distribution since we are considering
exchanges of energy between the black hole and the detector with no ADM mass change
at spatial infinity. This confirms the interpretation of A/4 as the statistical entropy of the
black hole since eA/4 enters in Eq. (27) as the quantum degeneracy of the initial and final
black hole states. In this we confirm what has been found in [9,11,20].
Eq. (27) replaces the canonical expression of Eq. (10) which is governed by the energy
change Ee Eg and by Hawking temperature /2 . To first order in Ee Eg , energy
conservation and the (static version [12] of the) first law (i.e., dEdetect = dMhole =
dA/(8)) guarantee that the new expression gives back Hawkings result Eq. (10). The
correction to this first order approximation is governed by the specific heat of the black
hole. Thus it is completely negligible for large black holes. Therefore the main changes
from Eq. (10) to Eq. (27) are conceptual. First, energy conservation is now built in through
the use of the extremized total action. Secondly, the thermalization of the detector no longer
reveals that a thermal flux of photons is emitted by the hole but more fundamentally that
the detector is in contact with a reservoir whose entropy is A/4. Thirdly, the geometry
jumps from one stationary situation to another one without smooth (classical) interpolation
between them.
4.1. Discussion
In order to reveal the origin of these qualitative changes and to justify the hypothesis we
made, it is appropriate to rewrite the transition amplitudes in terms of the complete system:
black hole, detector and radiation field.
To quantize the whole system requires to consider the WheelerDeWitt constraints
HBH+detect+ | i = 0.
(28)
345
When t, the lapse of proper time at spatial flat infinity is fixed, the WheelerDeWitt
equation is supplemented [13] by the following equation:
bADM | i.
it | i = M
(29)
Starting from the WDW equation, this shows that one recuperates the notion of a
Schrdingerian evolution in terms of the (coordinate-invariant) time t when one imposes
that the 3-geometries are asymptotically flat. Note also that this equation is the quantum
version of Eq. (20), thereby justifying the classical analysis of that section.
Similarly, in the presence of an inner boundary, when working at fixed opening time ,
the WheelerDeWitt equation is supplemented by another remarkable equation [13]:
b
A
(30)
i | i = | i.
8
b and M
b in these two equations. This is because A
b comes
Notice the different signs of A
b from an outer one. This flip of sign can already be seen
from an inner boundary and M
at the classical level by comparing Eqs. (19) and (21). Indeed, Eq. (30) corresponds to the
quantized version of the HamiltonJacobi equation S = A which follows from Eq. (22).
b is defined from the behavior of the 3-geometries as one reaches
In Eq. (30), the operator A
b parametrically depends on
the horizon. When the local WDW constraints are satisfied, A
the matter and gravitational configurations from the horizon till r = . (A simple example
of this dependence is provided by the solutions (24) of Eq. (30) where the eigenvalue A
depends on the state of the detector.)
In our derivation, we first assume that, in the absence of interactions governed by , the
energy of the radiation field (whether or not it is in an excited state) does not influence the
geometry. This amounts to assume that the wave functions of the initial and final free states
factorize:
|in ()i = |BH+g ()i |0U ()i,
|fin ()i = |BH+e ()i | ()i.
(31)
This factorization is equivalent to postulate in a path integral formulation that the total
action splits as a sum: SBH+det + = SBH+det + S wherein the latter is evaluated in the
background defined by SBH+det . As shown in [35], this approximation means that the recoil
of gravity due to the energy of the radiation field has been taken to account to first order
only. The corrections
to this linear approximation are governed by gravitational interactions
RR
of the form
T GT , where T is the energymomentum tensor of the radiation field
and G the Green function of the background degrees of freedom [36]. These interactions
contain three parts. The first describes the gravitational interactions of the photon and the
detector. Neglecting these is probably legitimate if the detector is far from the black hole.
The second part concerns the gravitational self interactions of the photon. These will be
studied in the context of the shell model of KKW in the next section and will be shown
to confirm Eq. (25). The third part describes the interactions among the quanta present in
Unruh vacuum. In a dilute gas approximation these are neglected.
In brief, under the assumption of factorizable wave functions, the time dependence of
the black hole + detector waves are given by Eq. (24) in virtue of Eq. (30). And Eq. (25)
346
follows from usual Unruh boundary condition. This last assumption also means that we
postulate that the near horizon fluctuations have no significant effect on Unruh vacuum.
One might indeed fear that these fluctuations [37,38] would destroy its characterization.
We are tempted to believe however that this is not the case. First the recent body of works
initiated by Unruh on acoustic black holes [39,40] pleads in favor of this belief. In these
works indeed, it was shown that there is an adiabatic decoupling between the low energy
physics governed by the surface gravity and the high energy regime. This explains why
modifications of the dispersion relation at high frequencies affect neither the low energy
properties of Hawking radiation nor the characterization of Unruh vacuum. That this also
applies to the case of near horizon fluctuations is the subject of current work [41].
The second hypothesis concerns the transition amplitudes. To obtain them, one should
incorporate the interaction Hamiltonian, Eq. (7), in the WheelerDeWitt constraint,
represented here by Eqs. (28) and (30). To first order in , the modified propagation is
expressed in terms of matrix elements of this Hamiltonian sandwiched by the free wave
functions, as usual for first order in the Born series. This is also true when working with
the solutions of the WheelerDeWitt equation. 4 Thus to first order in and up to an
overall factor, the transition amplitude is given by
Z

b
)|eihd| |BH+g i|0U i
Bge+ = i dhBH+e |h | (R,
Z
(32)
' i d ei(SBH+e SBH+g ) eiS .
In the second line, we have written the phase factors in terms of the action of the black hole
+ detector system and that of the radiation field. This is to emphasize that only differences
of actions appear in the integrand. Indeed, in the first factor, the action of the black hole
alone cancels and one is left with the difference due to the change in the detectors state.
Similarly, in the second factor, S is the change in action of the radiation field due to the
insertion of the field operator at R, . Using the stationary character of the states for the
first factor and Unruh boundary condition for the second lead to Eq. (26) and hence to our
central result Eq. (27).
To obtain further insight about Eq. (32), it is interesting to show how it gives back the
conventional amplitude Bge+ obtained in a given background, see Eq. (8). To recover
this expression, it suffices to evaluate the difference in actions appearing in Eq. (32) to first
order in the energy change:
BH+det +
BH+det +
() Sin
() = S () + (Ee Eg )Edet SBH+det ()
Sfin
= UK () + (Ee Eg )t ().
(33)
In deriving this, we have first used the splitting of the total action discussed above and
then HamiltonJacobi equations. Indeed, UK is conjugate to the frequency and t to
4 In fact the derivation of Eq. (32) closely follows that of transition amplitudes in quantum cosmology as
performed in [42]. In both cases the wave functions appearing in matrix elements are WKB solutions of the
WheelerDeWitt equation which govern free propagation. Another useful analogy is provided by the Unruh
effect [24]. In that case, the given trajectory (which plays the role of the classical geometry in black hole physics)
is replaced by WKB waves in order to take into account recoil effects [43].
347
Edetector . It should be stressed that this recovery of the background field phases in the
limit of small energy differences is a generic feature [20,35,43]: Whenever one takes into
account a neglected heavy degree of freedom (here gravity), describes it by WKB waves
and expands the resulting expressions for light transitions to first order in the light change,
one recovers the usual background field expressions in which the heavy variable is treated
classically.
Moreover this first order expansion commutes with the integration over . Thus it
could equally be carried out after having performed the integration. In this second
form, one is expanding the exponential governing transition rates, Eq. (27), to first order
in Ee Eg . In this one recovers the first law of black hole mechanics. This shows that the
first law is nothing but the HamiltonJacobi equation applied to the Euclidean sector in the
absence of conical singularity:
Euclid
= Edet (A/4)|MADM = 2/.
Edet SBH+det
(34)
In view of the generic character of these features, it is clear that our analysis also
applies to charged or rotating holes (see however the remark made after Eq. (5)) and
to cosmological or acceleration horizons. Indeed all that is required is the evaluation of
the phase factors entering Eq. (32). In this expression, the second factor eiS presents no
difficulty: it always encodes vacuum conditions as one crosses the future horizon. The first
factor is more delicate since it requires to solve Einsteins equations driven by the energy
of the detector. However in the case of static Rindler like situations, the on shell action gets
its contribution only from the surface term at the horizon. Moreover, since only differences
appear in transition amplitudes, Eq. (32) also applies to the accelerated cases. Indeed
even though the area of acceleration horizon might be infinite, the change in the horizon
geometry due to a finite change in the matter energy distribution is finite and well defined,
see [11] for an explicit computation. In particular, it is local in the transverse directions
i when the change in the matter energy distribution is localized. This leads to finite and
x
well defined changes in on-shell actions for the gravitydetector system which furthermore
gives back the conventional background field result when linearized in 1Edetect .
5. The KKW model

In the previous calculation the change in area was due to the change of the detector state.
However the existence of a detector is not intrinsic to black hole radiation: the detector
was only used to reveal the existence of the quanta of the radiation field. Therefore we
seek for an intrinsic derivation of black hole radiance in which the change in area is due
to the emission process itself. In this description, the change in area plays the role of the
energy of the emitted quantum in Hawkings derivation. To this end, we must introduce a
model for the emitted quanta which takes into account the deformation of the gravitational
background. The simplest model is that of KKW [79] in which one makes the hypothesis
that in the semi-classical limit and at high frequency the particles are described by self
gravitating spherically symmetric light-like shells.
348
The starting point of the KKW model is the situation analyzed in [44]. It describes the
entire spherically symmetric space time, solution of Einsteins equations, which results
from the propagation of a light like shall. By Birkhoffs theorem, both outside and inside
the shell the geometry is Schwarzschild. As in Section 4 we shall take the outside mass
MADM to be fixed whereas inside the residual mass M() = MADM depends on , the
energy of the emitted shell measured at r = . In both geometries the shell follows an
outgoing light like geodesic, see [44]. In what follows we shall use only the inner metric
to describe the trajectory, the action and the wave function of the shell. This choice will be
justified after having presented the results.
Inside the shell, in EddingtonFinkelstein coordinates the metric is

2M()
2
dv 2 + 2 dv dr + r 2 d 2,
(35)
ds = 1
r
and the trajectory of the shell satisfies
dr
,
1 2M()/rsh

v(rsh ) = 2rsh + 4M() ln rsh 2M() .
dv = 2
(36)
As in the previous section it is a appropriate to introduce a dimensionless time parameter

defined near the horizon. The light like version of is

1
(37)
V = ()v = + ()r + ln r rH () ,
2
where () = 1/[4M()] is the surface gravity and rH () = 2M() is the final radius of
the horizon. We shall also use as energy variable the area of the horizon A = rH2 () rather
then because A/(8) is the conjugate to and to V . In terms of these new variables the
trajectory is

(38)
V (rsh ; A) = ln r rH (A) + 2(A)r ' ln r rH (A) + O r rH (A) .
Close to the horizon the log dominates and the trajectory is expressed only in terms of
quantities locally defined. Therefore this expression characterizes radial trajectories near
all event horizons. As an illustration of this universality one easily verifies that for a
charged nonextremal black hole, the trajectory near the horizon also takes the form V '
ln(r rH ) wherein the surface gravity does not appear. As in the former section, we make
the hypothesis that the near horizon fluctuations do not alter the analytical behavior of this
trajectory.
In order to obtain the modes characterizing the quantum propagation of this shell we
need its action. To obtain the action one could start from scratch, that is from the Einstein
Hilbert plus matter action and extremize it. This is the path followed in [7,8]. However,
since we know the trajectories we can use a short cut to obtain the HamiltonJacobi action,
see also [9].
Since the inside geometry is static, A is a constant of motion. Therefore the action can
be written as
AV
+ f (r, A),
(39)
S(r, V ; A) =
8
349
where f is the Maupertuis action, that is r f = p is the momentum of the shell. The
classical trajectory follows from stationarity of S with respect to A, A S = 0. In the present
case it implies that A f = V (r; A)/(8), where V is given by Eq. (38). After integration
from A to A0 , one obtains
(A A0 )V
+
S(r, V ; A) =
8
ZA0 e
dA
8

e + (A)r
e g(r0 ).
ln r rH (A)
(40)
A
2
. With
A0 is the area of the horizon in the absence of shell, equal to A0 = 4MADM
this choice, in the absence of the shell the action vanishes. This guarantees that to first
order in the shell energy one identically recovers the action of a massless particle in the
background geometry (at this order it can be taken to be either the inner or outer geometry).
Notice also that A0 is larger then A since the area of the horizon decreases when a particle
of positive energy is emitted.
We have also added an r and V independent integration constant
g(r0 ) =
ZA0 e
dA
8

e + (A)r
e 0 .
ln r0 rH (A)
(41)
At fixed A this function enables the initial momentum p0 to be fixed arbitrarily and
determine implicitly the initial radius r0 or conversely to fix r0 and determine implicitly
p0 . Technically this follows from r0 S = p0 (A, r0 ).
The action Eq. (40) is well defined on either side of the smeared horizon, that is for
both r and r0 greater than rH (A0 ) or both less than rH (A). In each region, we can use it to
define (in the WKB approximation) the wave function of self gravitating shells. For r and
r0 greater than rH (A0 ), one has

(42)
1A,+ = eiS(V ,r;1A) r rH (A0 ) .
This describes the classically allowed propagation of a shell outside the horizon. Similarly
we can define a wave function
= eiS(V ,r;1A) rH (A) r

(43)
1A,
living only in the region r, r0 < rH (A). These definitions are in strict analogy with the wave
functions defined in Eq. (11) and reduce to them in the limit 0. In particular the
complex conjugation in Eq. (43) arises because behind the horizon time runs backwards.
Notice that we did not write the prefactors of these waves. To conform ourselves to second
quantized rules, we should have introduced prefactors such that the Wronskian be unity. We
shall not pursue this since the prefactors play no role in what follows, i.e., the determination
of the pair creation probability.
Between rH (A0 ) and rH (A) one needs a prescription to define the logarithm. As
explained at the end of Section 2, the definition of the action can be used to encode the
Unruh boundary condition. The analytical specification imposes that the 1A,+ mode, the
analog of ,+ of Eq. (13),
1A,+ = eiSU (V ,r;1A)
(44)
350
be analytical and bounded in the upper half of the complex r plane at fixed V . This leads
to the globally defined action

SU r, V ; A, r0 > rH (A0 )
(A A0 )V
+
=
8
ZA0 e

dA
e + i rH (A)
e r
ln r rH (A)
8
A

e g(r0 ).
+ O r rH (A)
(45)
Thus as r goes from r > rH (A0 ) to r < rH (A) the action acquires an imaginary part equal
to
A0 A
.
(46)
Im SU =
8
e independent
This simple result is due to the fact that the log in Eq. (40) comes with an A
weight. As emphasized after Eq. (38) the origin of this independence follows from the
universal form of light like outgoing trajectories near a future horizon: V = ln(r rH (A)).
Therefore Eq. (46) universally follows from this behavior and from Unruhs prescription
for the analytical behavior of the modes. This is the essential kinematical result of this
section.
Using this result, we can write 1A,+ as the linear combination
,
1A,+ = 1A,+ + e1A/8 1A,
(47)
has meaning, cf. the above discussion

wherein only the relative weight of 1A,+ and 1A,
about the normalization of the Wronskian. In Section 2, the technique of Bogoliubov
transformation enabled us to identify the square of the ratio of the weights of + and
with the probability to emit a pair, see Eq. (15). In the presence of backreaction, the
same relation still holds for rare and energetic events. Thus we obtain
P1A = e2 Im SU = e1A/4
(48)
in place of Eq. (15) and in agreement with Eq. (27) and [9]. This result can probably be
generalized to rotating holes and to cosmological or acceleration horizons. But this will
require that one refines the procedure so as to take into account the transversal directions.
We hope to return to this problem.
It should be stressed that the justification of the identification of e2 Im SU as the transition
probability is more delicate in the presence of backreaction than in the free field theory.
This point is discussed below.
5.1. Discussions
To prepare the discussion, it is appropriate to compare our treatment with the original
derivation of KKW [79]. A first difference with the calculation of KKW is that we use
A, V instead of , t as energy and time variables. The passage from one to the other is
straightforwardly implemented by using the -dependent Jacobian dA/ d in the action.
351
The advantage of using the A, V variables from the start is that it is then manifest that
the result for the probability of emission P = e1A/4 is no accident, but follows from the
universal form of classical trajectories near a horizon.
A second difference is that KKW work with fixed black hole mass M and with a
varying ADM mass M + . In an empty geometry, this can be shown to be mathematically
equivalent to working as we do with a varying black hole area and fixed ADM mass.
However as discussed in Section 3 the second description reflects better the physics of
the emission process wherein the black hole loses energy to the radiation while the mass
at infinity stays constant. Then, when working at fixed ADM mass, the time at infinity
cannot be used to parameterize the propagation of the shell, see [19] for a general proof
of this super-selection rule. Thus, as in Section 4, it is through the (or V ) dependence
that one recovers the notion of evolution. For non empty geometries, we conjecture that it
will be mandatory to work with a varying horizon area, i.e., to use the variables A, V to
parameterize the process.
Thirdly we have implemented the Unruh boundary condition on the area eigenstates
1A, through the analytical behavior in r as it goes from one side of the horizon to the
other. In [9] instead, the Unruh boundary condition is implemented by fixing the initial
momentum p0 = r0 S at V = 0. These two procedures are equivalent. Indeed, in both
cases, the definition of ln(r rH ) in the action is obtained by imposing positive frequency
in ir across the horizon.
The boundary condition of fixed large positive momentum p0 also shows the
relation with the approach of Section 4. Indeed the action of a self gravitating shell with
initial constant momentum p0 can be shown 5 to be
S(r, V )p0 = [p0 r + h(p0 )] eV .
(49)
The assumption of KKW that in the presence of backreaction modes have the form =
eiSp0 is therefore equivalent to the assumption made in Section 4, see Eq. (25), that the
wave function of particles in Unruh vacuum is proportional to eiC e at constant r.

We now turn to the delicate question of identifying twice the imaginary part of the action
to go from one side of the horizon to the other with the (log of the) probability to emit a pair.
In addressing this question one faces a double problem. First, due to gravity, the emission
process is no longer linear. Indeed when two shells of energy are emitted, their action
is not twice that of one particle. Therefore, probabilities for multi-particle production are
no longer obtainable from those for single particle emission as they are in a linear field
theory. This means that the machinery of Bogoliubov transformations no longer applies.
The second problem is due to the use of WKB approximations for the wavefunctions which
are given in terms of the action of a single shell. Because of this we are certainly not in
5 This is obtained by replacing the equation for the trajectory near the horizon V = ln rrH (A) in the equation
r0 rH (A)
RA A
e
e to obtain p = p0 eV . Integrating the HamiltonJacobi equation
for the momentum p = A 0 d8
[1/(r rH (A))]
r S = p, one finds Sp0 = p0 r eV + F (p0 , V ) where F is an r independent integration constant. Then imposing
that on the equations of motion the action be stationary with respect to variations of p0 , one finds Eq. (49) with
p0 h(p0 ) = rH (r0 , p0 ).
352
a position to describe multi-particle effects, that is higher order effects in the tunneling
amplitude eIm SU .
We shall now sketch how one can deduce, to leading order in eIm SU , the probability
of particle production from the properties of the wave functions, without resorting to
Bogoliubov transformations. To present our method, we first return to the analysis in the
absence of backreaction and consider the following matrix element
Z
1
h0
|
dv eiv (R = +,e
v )(r, v)|0U i
U
2
1
= 2 h0U |aout,+ (r, v)|0U i
(r, v)
= +
(r, v) + (r, v).
(50)
= +
When r > 2M, it has a simple interpretation. It is the amplitude for an out-particle created
at (r, v)R to be found at I + with energy . This is a classical process governed by the
+
dr 0 p (r 0 ), where p = 2/(1 2M/r) is the classical momentum of the
action r
particle. The normalization has been chosen so as to describe one out-particle, i.e., to have
a unit current (Wronskian) for r > 2M. In a linear field theory this normalization can be
calculated exactly and is given by the factors of , see Eq. (13). It is thus proportional to
1 + O(e2/ ). For self-gravitating shells, this normalization might be different but will
remain proportional to 1 + O(e2 Im SU ).
When r < 2M, this matrix element has also a simple interpretation because (r, v)
and aout,+ commute. It defines the amplitude for a pair to be emitted by the black hole.
|0U i/2 .
Indeed, it defines the transition amplitude from |0U i to the state (r, v)aout,+
One member of the pair is outside the horizon and has energy , the other is behind the
horizon at (r, v). From this we deduce that the probability P to create a pair is given by
/ for r < 2M.
the current 2 /2 carried by +
This expression for P can in turn be used to show how P can be expressed in terms
of the classical action. Recall that the prescription
for defining the Unruh mode + for
R
r < 2M is such that its phase, i.e., the action p dr, is obtained by analytically continuing
r 2M in the upper half complex plane at fixed v. This fixes the ratio of the amplitudes
+ on each side of the horizon. Thus the probability P is given by
P =
r>2M

Z
|,+ (r > 2M, v)|2
0
0
=
exp
2
Im
dr
p
(r
)
= e2/ .
|,+ (r < 2M, v)|2
(51)
r<2M
Note that both the normalization and the relativistic prefactors (4)1/2 cancel in this
ratio. This follows from the fact that P is given by the ratio of the currents carried by ,+
on each side of the future horizon.
Upon taking into account the gravitational backreaction, the above argument still applies
if two conditions are met. First the WKB approximation of the wave functions must be
valid. This guarantees that we can use the classical action to evaluate the relative amplitude
of the Unruh modes on each side of the horizon. Secondly, the wave function of the total
353
system, black hole + radiation field, must be (approximately) factorizable 6 into the wave
function of the shell times the rest. Both require that the energy of the shell be large, i.e.,
/ 1.
In quantum mechanics such a factorization is a good approximation whenever there is a
hierarchy in the degrees of freedom: very heavy degrees of freedom that can be treated
in the WKB approximation (the nuclear degrees of freedom in the case of a Rydberg
electron orbiting an atom or molecule, the radius of the universe in quantum cosmology,
the black hole in the present case); moderately energetic degrees of freedom that can also
be treated in the WKB approximation (the Rydberg electron, heavy matter in cosmology,
rare energetic particles emitted by the black hole); and degrees of freedom that must be
treated quantum mechanically (the inner electrons, the other matter degrees of freedom
in cosmology, less energetic particles emitted by the black hole). The very heavy and the
moderately heavy degrees of freedom propagate semi-classically in the mean potential
due to the other degrees of freedom (for a detailed treatment of the BornOppenheimer
approximation in a dynamical context, see [45] for atomic physics and [46] for cosmology).
Moreover, the probabilities of the rare quantum transitions of the moderately energetic
degrees of freedom can be obtained from the sole properties of their wave function. The
reason is that the wave functions of both the heavier and the lighter degrees cancel out from
the bra-kets which represent transition amplitudes. An illustration of such cancellations is
given in Eq. (32) where only the difference in actions due to the process itself enter in the
transition amplitude.
In brief, when both conditions are met, the former analysis performed in the linear theory
applies. This guarantees that to first order in eIm SU , Eq. (48) is correct. This is also what
has been adopted in [79].
6. Conclusion
Let us further discuss the hypothesis we made. First we supposed that, in the presence of
backreaction, physics in the neighborhood of a black hole is described by the total action
Sgravity+matter . Second we supposed that the wave function of the total system factorizes
into a piece describing the emitted particle and the rest describing the black hole and the
other matter degrees of freedom. Finally we supposed that the wave functions governing
heavy degrees of freedom could be approximated by a WKB form.
6 When the shell is very close to the horizon, this factorization probably breaks down because of its momentum
r S (= p (r) in a given background) is arbitrary large (trans-Planckian) since it diverges. In the presence of
backreaction, the new momentum r SU diverges logarithmically as r rH (A), see Eq. (45). However, once
r SU is much smaller than the Planck mass, the factorization should apply. The crucial point is the existence
of an intermediate region in which the log is dominating the action SU , this requires r SU , and in which
the factorization applies, this requires r SU MPlanck . In this region, the usual analytical characterization of
Unruh vacuum still applies [48] and this is sufficient to obtain Eq. (48). It is interesting to notice that the same
logarithmic behavior (in an intermediate region) also explains the absence of modifications to Hawking radiation
when one mutilates the dispersion relation [39,40].
354
The first hypothesis may seem completely evident, but one must recall that there are
scenarios, such as the brick wall model of t Hooft, in which it is not necessarily true.
Furthermore a recent critique of the KKW model [47] does not recover Eq. (1) because
its matter model does not derive from an action principle. The validity of the last two
hypothesis was discussed at the end of the preceding section and in [8].
Upon making these hypothesis one finds that the probability of the black hole of emitting
a particle of energy is given by
PMM = N(, M)e1A(,M)/4 .
(52)
We have emphasized the universal validity of this result by giving two different
derivations. Its importance lies in two facts. First, it provides statistical foundations to
black hole thermodynamics since it applies to every quantum emission and since it is
governed by the induced quantum change (i.e., the recoil) of the horizon area. But,
because we have not identified the microcanonical states, and because we work in a
WKB approximation, it is only valid in a mesoscopic sense discussed below. Secondly,
since the derivation of Eq. (52) also applies to any quantum emission arising in the
presence of an event horizon, this statistical interpretation is also valid for all event
horizons.
To appreciate the first fact, let us recall that the first law [12] of black hole thermodynamics is a purely classical result which is obtained by comparing two slightly different
solutions of Einteins equations. On the other hand Hawkings derivation of black hole
radiation is obtained by quantizing a matter field in a given geometry. Thus, there is no a
priori reason why these two results obtained in so different settings should be related or
even compatible. It turns out however that they are consistent with each other and this is
the basis for the successful thermodynamics of black holes.
The origin of this complementarity can be easily understood from the improved
derivation of Hawking radiation presented here. Since energy conservation is implemented
from the start, one takes into account the change of the black hole geometry due to the
emission itself and one finds that the emission probability is governed by a difference of
matter + gravity actions Sm+g (final) Sm+g (initial) = 1A/4. From this macrocanonical
result one recovers the canonical distribution found by Hawking by expanding this
difference to first order in the energy change . In the same way the first law is also
obtained in [13] by this expansion. It is therefore a mathematical necessity that they be
consistent.
The other important aspect of Eq. (52) is that it indicates that black hole thermodynamics
is not only valid in the mean (in the sense of a large ensemble of processes) but that it
applies to every quantum mechanical process. Recall that quantum mechanics predicts that
ratio of the decay rate to the absorption rate of the same quantum is proportional to the ratio
of the number of final to initial micro-states (at least when the interaction Hamiltonian can
be treated as a constant). When this is the case, Eq. (52) leads to the identification
1A/4 = the change of the ln of the nbr. of horizon states.
(53)
355
Moreover, since Eq. (52) also applies to quantum emissions near all event horizon, Eq. (53)
also applies to all event horizons. The universality of this identification invites three
comments. 7
Firstly, it leads to the notion of entropy density [33,49] per unit horizon area. Indeed,
when considering local creation processes rather than global ones described by s-waves,
i . This means that a finite and
the change in area is local [11] in the transverse directions x
localized set of horizon states are affected by the process.
Secondly, since Eq. (53) applies to acceleration horizons, i.e., to near vacuum
configurations having entropy measured by inertial means that can be very small, one is
lead to conclude that A/4 determines the number of states available to the (accelerated)
system in contact with the event horizon, i.e., with its heat. If this is the case, it implies that
the black hole area should be viewed as a measure of the entropy accessible to the external
world [21,23]. How to define its actual entropy and whether this latter will still be given
by A/4, as is found for extremal black holes in string theory, [1] are important questions.
Thirdly, it should be stressed that the identification expressed by Eq. (53) says nothing
about the microscopic nature of the degrees of freedom which constitute the states of event
horizons entering in the transition amplitudes we computed. All we can say is that when
the three hypothesis we made are valid, the number of horizon states must obey Eq. (53).
Therefore, Eq. (53) must be conceived as a universal mesoscopic [22,51] result, somehow
intermediate between the classical laws of thermodynamics and the ultimate theory of
quantum gravity.
Acknowledgements
The authors would like to thank Roberto Balbinot and Ted Jacobson for enjoyable
discussions. They also thank the referee and R. Brout for their criticisms which helped
to clarify the manuscript. S.M. is a chercheur qualifi du FNRS. He would like to thank
Utrecht university where part of this work was carried out.
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Split dimensional regularization for the Coulomb

gauge at two loops
G. Heinrich, G. Leibbrandt
Department of Mathematics and Statistics, University of Guelph, Guelph, Ontario N1G 2W1, Canada
Received 30 November 1999; revised 2 February 2000
Abstract
We evaluate the coefficients of the leading poles of the complete two-loop quark self-energy (p)
in the Coulomb gauge. Working in the framework of split dimensional regularization, with complex
regulating parameters and n/2 for the energy and space components of the loop momentum,
respectively, we find that split dimensional regularization leads to well-defined two-loop integrals,
and that the overall coefficient of the leading pole term for (p) is strictly local. Extensive tables
showing the pole parts of one- and two-loop Coulomb integrals are given. We also comment on some
general implications of split dimensional regularization, discussing in particular the limit 1/2
and the subleading terms in the -expansion of noncovariant integrals. 2000 Elsevier Science B.V.
All rights reserved.
PACS: 11.15; 11.10.G; 12.38.C; 14.80.D
Keywords: Coulomb gauge; Split dimensional regularization; Two loops; Quark self-energy; Renormalization
1. Introduction
Despite serious efforts during the past twenty years to place the Coulomb gauge on
the same rigorous footing as covariant gauges, we still have no consistent rules for
renormalizing non-Abelian theories in this gauge. There can be little doubt, however, that
the Coulomb gauge is superior to other gauges in at least two respects, namely in the
treatment of bound states and in the study of confinement in QCD. Since these topics play
a crucial role in our understanding of the strong interactions, there is clearly a need to
put this gauge on a sound theoretical basis. To gain a better understanding of the various
advantages, as well as disadvantages, of the Coulomb gauge, we refer the reader to the vast
literature on the subject. (For some recent references see, for example, Refs. [110].)
Unfortunately, progress in the Coulomb gauge continues to be hampered by the operator
ordering problem in the quantum Hamiltonian, as noted by Schwinger in 1962 [11].
The ordering problem was later reexamined by Christ and Lee who demonstrated that
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 0 7 8 - X
360
G. Heinrich, G. Leibbrandt / Nuclear Physics B 575 (2000) 359382
the quantum Hamiltonian differed from the classical Hamiltonian by special Coulomb
interaction terms, labeled (V1 + V2 ) [12]. A few years later, Cheng and Tsai [13] pointed
out that the (V1 + V2 ) -terms are equivalent to a distinct class of integrals, called energy
integrals, which lead to two different types of divergences [13,14]:
(a) Ordinary UV divergences associated with the structure of space-time, and
(b) Divergences characteristic of the Coulomb gauge, arising from the integration over
the energy variable q0 in integrals of the form
Z
dq0
q02
q02 qE 2 + i
It is the divergences from such energy integrals that give rise to ambiguities in the Coulomb
gauge. These ambiguities come as no surprise, since the Coulomb-gauge condition
E A(x)
E
=0
(1)
does not fix the gauge completely, but leaves a residual gauge freedom for gauge
transformations g(t) that do not depend on the space coordinates xE .
In 1987, Doust and Taylor [15,16] came to the conclusion that standard dimensional
regularization is incapable of regulating both types of divergences simultaneously. 1
Renormalization in the Coulomb gauge has recently been examined by Baulieu and
Zwanziger [5], who treated the Coulomb gauge as the singular limit of the Landau
Coulomb interpolating gauge. Zwanziger also exploited the Coulomb gauge in the
study of confinement [6]. Employing a diagrammatic representation, he showed that
the problematic energy integrals cancel, at least to one-loop order. Based on this
observation, he assigned to these integrals the value zero. However, it is not obvious
that this cancellation procedure can also be carried out explicitly beyond one-loop
order [14].
Accordingly, it seems desirable to regulate the Coulomb-gauge integrals on an individual
basis. To this effect, a novel technique called split dimensional regularization was
introduced by one of the authors [17]. The idea is to replace the measure dn q by
d2( +) q = d2 q0 d2 qE ,
(2)
where and are understood as parameters in the complex plane satisfying + = n/2,
and the limits 1/2 and 3/2 are taken only at the end of integration. One may
think of split dimensional regularization as a special form of dimensional regularization,
the special feature being that the dimension of the energy component is explicitly specified
to be non-integer. Whereas in [6] the ambiguous energy integrals were defined to be zero,
in the context of split dimensional regularization these integrals turn out to be zero in a
natural way.
To date, split dimensional regularization has been tested at one loop for the gluon
self-energy [17], and the quark self-energy and quarkgluon three-point function [18].
1 These authors assume that the energy component q is one-dimensional, while qE is (n 1)-dimensional.
0
361
All Coulomb-gauge integrals appearing in these calculations are free of ambiguities and
respect the appropriate Ward identities.
We note in passing that split dimensional regularization has also been applied in the
context of non-relativistic QCD [4].
However, as already alluded to in Ref. [18], the real challenge comes from energy
integrals at two loops and beyond [16]. In order to investigate the associated ambiguities,
we have evaluated the contributions of the leading 1/2 poles of the complete two-loop
quark self-energy. Working in the framework of split dimensional regularization, we find
that all integrals can be calculated consistently.
But, whereas the coefficients of the leading poles can be evaluated explicitly, the
coefficients of the subleading poles are generally more difficult to compute, since many
of the parameter integrals can no longer be expressed in closed form. For this reason, the
subleading poles have not been evaluated in their entirety in this paper.
It is also worth noting at this stage that the subleading poles exhibit the following
interesting feature: the regulators and , characterizing the time and space components,
respectively, appear independently in the various -functions, a clear indication of the
special role played by the time component in the Coulomb gauge. (See Section 2.3 for
more details.) By comparison, in the -functions for the leading poles, the regulators
and always appear in the combination + = n/2.
The paper is organized as follows. In Section 2, we first discuss a specific integral
for which standard dimensional regularization fails to regulate the divergence from the
energy component, if the latter component is assumed to be one-dimensional, and then
show how split dimensional regularization cures the ambiguity. In the second part of
Section 2, we concentrate on two-loop integrals, analyzing in particular the properties of
the subleading poles. Then we comment on some general properties of split dimensional
regularization. We demonstrate that the limit 1/2 after integration is always well
defined and discuss the implications of split dimensional regularization for the subleading
terms in the -expansion of noncovariant integrals. In Section 3, we outline the calculation
of the leading divergence of the two-loop quark self-energy and present our results. The
highlights of this paper are summarized in Section 4. Appendix A contains results for the
pole parts of one-loop integrals (for both integer and non-integer powers of propagators),
while Appendix B shows the results for the leading poles of several two-loop integrals. In
Appendix C and D we give general formulas for Coulomb integrals at one and two loops
in Feynman parameter space.
2. Split dimensional regularization

2.1. Problems with standard dimensional regularization
The gluon propagator in the Coulomb gauge, given by [17]
Gab
(q) =
i ab cou
d (q),
q 2 + i
362

cou
d
(q) = g +
n2
qn
q q 2 (q n + n q ),
qE 2
qE
n = (1, 0, 0, 0),
(3)
is seen to contain the factor 1/E

q 2 . While most Coulomb-gauge integrals can be computed
consistently with standard dimensional regularization, it is no secret that the appearance
of the noncovariant factor 1/E
q 2 in the integrand may, under certain circumstances, lead to
spurious singularities that require special attention. The presence of two or more of these
factors 2 , in combination with powers of q0 in the numerator, is particularly troublesome
and can lead to the ambiguous energy integrals mentioned in Section 1. To illustrate this
point, consider the integral
Z
q q
.
(4)
I = dn q 2 2
q qE (pE qE )2
We shall first show that standard dimensional regularization fails to regulate the singularity
in the energy component of I (i.e., in I00 ), if the energy component q0 of a vector q is
assumed to be one-dimensional. After Feynman parametrization, we obtain
Z1
I = (3)

=

0
,
1
xy
0
dn q
dy y
dx
0
where
Z1
q q
,
[qA1 q 2qP + M 2 ]3

P=

0
,
(1 y)pE
M 2 = (1 y)pE 2 .
(5)
(6)
Integration over n = (4 2)-dimensional momentum space leads to

Z1
I = i
n/2
Z1
dy y|Det A|1/2
dx
0
n

n 3

3 (n/2) (PA) (PA) M 2 PAP 2
n 2 o

1
+ (2 n/2)A M 2 PAP 2
.
(7)
2
The important term in Eq. (7) is Det A. If we assume that the energy component is onedimensional, while the identity matrix contained in A is defined in (n 1) dimensions, we
obtain |Det A|1/2 = (xy)1/2, so that
I = i
n/2
pE

2
Z1
dx x
0
1/2
Z1
dy y 1/2
0

(1 + )(p p0 n )(p p0 n )y 1 (1 y)1

1
1
n n + (g n n ) y (1 y)
+ ()
.
2
xy
(8)
2 Note that in Abelian gauge theories two noncovariant factors containing the same loop momentum cannot
occur if the number of external legs is 6 3, i.e., in self-energy and vertex diagrams.
363
Thus, we see that the energy component I00 is ill defined, since it leads to the parameter
integral
Z1
dx x 3/2 .
The example above demonstrates that the application of standard dimensional regularization in the noncovariant Coulomb gauge leads to unavoidable difficulties, as long as the
energy component q0 is assumed to be one-dimensional. This conclusion raises another
question, namely, how is the dimensionality of q0 defined in standard dimensional regularization? The answer to this question is that in general, the dimension of q0 need not
to be specified. In covariant integrals, we could distribute arbitrary fractions of to the
individual components of a Lorentz vector, as, for example, in
Z
Z
n
d q d0 q0 d1 q1 d2 q2 dn0 1 2 q3 .
Due to covariance, the result will invariably depend only on n. However, in noncovariant
gauges, the situation is quite different. In our example, we could as well have assumed
that the identity matrix contained in A is three-dimensional, thereby leading to an energy
component which is (n 3)-dimensional, so that
|Det A|1/2 = (xy)(n3)/2 = (xy) 2 + .
1
(9)
R1
23 +
, which is well defined by

In that case, the x-integral in I00 is given by 0 dx x
invoking analytic continuation in the context of dimensional regularization. This is exactly
the idea of split dimensional regularization. It asserts that in the noncovariant Coulomb
gauge, the energy component q0 of a Lorentz vector (as a loop momentum) cannot be
treated as one-dimensional. Instead, a nonzero fraction of the regulator in n = 4 2
has to be assigned to the energy component, for instance by defining

c
3
1
,
(10)
= (1 ), = c , = 1
2
2
2
such that + = n/2. The parameter c is arbitrary 3 , as long as we do not set it to zero
before all parameter integrals have been carried out. After integration, we can define the
integral at = 1/2 by analytic continuation, invoking the same arguments as in standard
dimensional regularization.
Thus, the technique of split dimensional regularization imposes the condition that the
energy component q0 must be of non-integer dimension.
Using split dimensional regularization, we find for the integral I :
I = i
n/2
pE

2
Z1
n n ()
dx x
0
+ pi pj -terms + ij -terms;
Z1
dy y (1 y)
i, j {1, 2, 3},
3 Note that in [19], a special version of split dimensional regularization with c = 1/2 has been used.
(11)
364
where ( + ) has been replaced by n/2 = 2 whenever , occur in this particular

combination.
of the result (11) with n n yields for the pole part of I00 =
R n 2 2 Contraction
2
2
d q q0 /{q qE (pE qE ) },

div I00 = div i n/2 pE 2 () Beta(1 , 1 )
1
1/2
(12)
= i 2 (2).
As a crosscheck, we may write

Z
Z
q 2 + qE 2
1
1
div I00 = div dn q 2 2
=
div
dn q 2
= i 2 (2).
2
2
q qE (pE qE )
q (pE qE )
Note that
Z
Z
dn2 qE
2
=0
d q0
qE 2 (pE qE )2
R
in the context of split dimensional regularization, by the same arguments as dn q = 0
in standard dimensional regularization. The breaking of covariance is manifest in Eq. (12)
from the function Beta(1 , 1 ), which contains , rather than + , in the energy
component of I . It is evident from this example that split dimensional regularization
leads to well-defined parameter integrals.
2.2. Subleading poles
In order to extract interesting quantities such as the two-loop renormalization constant
for the quark self-energy in the Coulomb gauge, it is of course necessary to determine
not only the leading (1/2 ) poles, but also the subleading (1/) poles of the two-loop
integrals. Since the expressions for some of the Coulomb integrals occurring in the twoloop quark self-energy are quite involved (as already noted above), the subleading poles of
these integrals can no longer be extracted in the form of analytic functions. Instead, they
have to be expressed as combinations of infinite series and hypergeometric functions. We
shall illustrate the extraction of the subleading poles by means of two examples. The first
example consists of an integral I1 where all integrations can be done in closed form:
Z
1
dn k1 dn k2
I1 = 2 n
i
k 2 (k1 k2 )2 kE22 (pE kE1 )2
Z1
1
dn k1
= n/2
() Beta( 1, 1 )
2
i
k1 (pE kE1 )2 (kE12 )
2
() (2) G(, , ),
= pE 2
(1 ) 2 ( 1) (1 ) (1 2)
,
(13)
(1 + ) ( ) ( 2)
where + = 2 has been used in Eq. (13). But note that and also occur separately
in G(, , ), not only in the combination + . In order to extract the leading and
subleading poles in , we use Eq. (10) and expand 4 in . This yields
G(, , ) =
4 A factor 2 (1 + ) has been extracted in order to avoid the Euler in the expanded result.
E
I1 = pE 2
2

2 (1 + )

2
4
5
c
+
2
log
(2)
+
finite
.
365
(14)
We will comment on the appearance of the parameter c , in the subleading pole term, in
Section 2.3. Note that the breaking of covariance is also manifest in the factor (pE 2 )2 .
As a second example, consider the integral
Z
1
dn k1 dn k2
I2 = 2 n
i
k12 k22 (p k2 )2 (k1 k2 )2 kE22
Z
1
dn k2
= (1) () Beta(1 , 1 ) n/2

i
(k22 )1+ (p k2 )2 kE22
12
(1 + 2)
= p2
() Beta(1 , 1 ) (2)
(1 )
Z1

p2 upE 2
,
du u2 2 F1 1 + 2, 2; 1 ; B(u) ; B(u) = 0 2
p
0
12
1
2 (1 + )
1
"
#
)

X
1
1 p02 m
1
pE 2
1
+ finite . (15)
2
2 F1 m, 1; ; p 2
m p2
2
0
= p2
(
m=1
Using Eq. (10), we obtain

12 2
(1 + )
I2 = p2
"
#
)
(

X
1
1 p02 m
1
1 3 pE 2
3 c
+ finite . (16)
2
2 F1 m, 2 ; 2 ; p 2
m p2
0
m=1
Again, we see that the breaking of Lorentz covariance manifests itself in terms such as
pE 2 /p02 and in the fact that c appears in the subleading pole term.
It should be clear from the result for the subleading poles of I2 in Eq. (16) that a complete
determination of the subleading poles in the two-loop quark self-energy is beyond the scope
of this paper. Afterall, I2 is still a relatively simple Coulomb integral since it has only one
noncovariant denominator.
2.3. Comment on noncovariance in the context of dimensional regularization
In the context of split dimensional regularization, as already explained in Section 2.1,
the dimension d(q0 ) of the energy component of an n-dimensional vector q is given by
d(q0 ) = 2 , where (cf. Eq. (10))
1
c ,
(17)
= (1 ),
2
and serves to regulate the spurious divergences in the energy component, inherent in the
Coulomb gauge. The important point is that the limit 0 in the energy integrals after
integration always exists. This means that the singularities in the energy integrals, which
366
would be unregulated for = 0, are really spurious. They do not show up as poles in
. Only the usual UV and IR poles of Coulomb-gauge integrals appear as poles in =
2 ( + ), whereas the potential singularities in the energy component never show up as
(k(1/2 )), but rather as (1 k ), where k is a positive integer. Hence, the limit
0 with fixed, i.e., the limit c 0, indeed exists. This observation follows from
the expressions in Feynman parameter space for general Coulomb-gauge integrals given in
Appendix C and D. First, consider a scalar one-loop integral with r (r > 0) covariant and
m noncovariant denominators in n = 2( + ) dimensions (cf. Eq. (41)):
Z
r m
dn q Y Y
1
2
i n/2
(q pj ) j (E
q sEl )2l
j =1 l=1
Ir+m (j , l ) =
= (1)
m
Y
j j
((, ) )
Qm
Qr
j =1 (j ) l=1 (l )
1
dyl yl l
xj
j =1
l=1
"
r
X
r
X
m
X
Z1 Y
r
1
dxj xj j
0 j =1
(, ) =
r
X
j +
m
X
j =1
xj
yl
l=1
Pr
j =1
l=1
j =1
r
2
X
j =1 xj p0,j )
2
P
xj p0,j +
+
xj pEj 2

r
x
j =1 j
j =1
j =1
!2 # +(,)
m
r
m
X
X
X
+
yl sEl2
xj pEj +
yl sEl
,
r
X
(18)
l=1
l .
l=1
Concerning the appearance of the parameters and , we see that the overall -function
(which indicates the UV behaviour), as well as the term in square brackets containing the
momentum dependence, always depend on the sum + = n/2. Only the integration
over the Feynman parameters xj (which are associated with the covariant denominators)
leads to the isolated parameter , the reason being that the Feynman parameters yl never
multiply a q0 component.
Referring to Eqs. (37)(39) in Appendix C, we observe that the most dangerous case for
a potential singularity at = 1/2 occurs when r = 1, l > 2, and with factors of q0b in the
numerator, that is, in the following type of integral (for simplicity, we assume l = 1 for
all l, since more general powers l do not spoil the argument):
(b)
() =
I1+m
m
q0b
dn q Y
i n/2
(q p)2 (E
q sEl )2
l=1
= (1)
ib
Z1
dx x
()
0
Z Y
m
l=1
dyl 1 x
m
X
l=1
!
yl
dz z
0
a4
+m n2 1
b
"
exp z x pE +
2
m
X
l=1
yl sEl2

1 a42
exp a4 p4
.

zx 4
a4 =0
x pE +
367
m
X
!2 #)
yl sEl
l=1
(19)
Carrying out the derivative with respect to a4 , we see that the resulting x-integral will be
of the form

Z1
b/2
for b even,
dx x 1 f (x, yl ), where =
(20)
(b 1)/2 for b odd,
0
such that is always an integer. The function f (x, yl ) corresponds to the term in square
brackets in Eq. (19) and will, after integration over z, always contain the sum + in the
exponent. Since f (x, yl ) in general does not contribute to the leading behaviour for x 0,
it is irrelevant for our considerations. 5
Note that values of > 1 actually improve the behaviour for x 0 in Eq. (20). By
contrast, it is the more severe ultraviolet behaviour, induced by powers of q0b (b > 0) in the
numerator, that can render the integral over x singular unless the parameter is complex. 6
Generalization of the above arguments to r > 1 is straightforward. If r is the number of
covariant propagators, b the power of q0 in the numerator and l > 2, then integration over
one of the Feynman parameters xi requires a complex value of , provided r b/2 6 0 is
P
fulfilled (or, respectively, rj =1 j b/2 6 0 for general propagator powers).
Summarizing, we conclude from the analysis above that all parameter integrals are well
defined if contains the regulator , as in = (1 c )/2, and that the limit c 0 after
integration is non-singular, since the exponents and in Eq. (20) are never half-integers.
At two loops, the situation is similar, as may be seen from the expressions in
Appendix D. If c1 is the number of covariant denominators containing q, but not k, and
c2 is the number of covariant denominators containing k, but not q, and if, furthermore, b1
and b2 are the powers of q0 and k0 in the numerator, respectively, and iB is defined as in
Eq. (48), then a non-integer dimension of the energy components q0 , k0 is mandatory in
the following cases (i {1, 2}):
ci bi /2 + iB 6 0
ci bi /2 6 0
for c1 and c2 6= 0,
for iB = 1 and c1 or c2 = 0.
(21)
As an example, consider the case iB = 0, 1 = 1, 1 = 1, i = 0 for i > 1, j = 0 for j > 1,

and all l , u = 1 in Eqs. (42)(49). (More general propagator powers do not change the
arguments.) In that case, we have

x1 0
,
(Det M4 )1/2 = (x1 x2 ) .
M4 =
0 x2
5 In the special cases where f (x, y ) does contribute to the leading behaviour for x 0 (for example, if l = 1,
l
r = 1, p = 0), it also provides a regulator for the exponent of x and thus is harmless.
6 By complex we mean that has to be understood as a parameter in the complex plane in order to define the
analytic continuation of the corresponding -function.
368
Analogous to the one-loop case, additional powers of q0 or k0 in the numerator lead to

more negative powers of x1 or x2 , as can be seen from Eqs. (47). For example, two powers
of q0 or k0 in the numerator lead to terms such as

(ij )
(j )
Jl [1]
(Det M4 )1/2 Jl l4(i) l4 (Det M4 )1/2 M1
4
Z1
ij
dxi xi1 ,
i, j {1, 2}.
(22)
Although higher powers of q0 or k0 in the numerator will lead to even more negative
1
, the parameter can never be half-integer. As a result, the
powers of xi , such as xi
parameter integral is well defined for complex values of , and the limit 1/2 after
integration exists due to the analytic properties of the -function.
These arguments and the conclusion that will never be half-integer, can be generalized
to L loops by using the same formalism as in Appendix D, with the objects l4 , N4 , . . . and
E NE , . . . being defined in L 2 and L 2 dimensional space, respectively. Hence, it
l,
follows that a troublesome -function of the form (k(1/2 )) never arises.
The arbitrariness in the choice of c is not problematic, since it is just the noncovariant
version of the arbitrariness in the definition of the subtraction scheme in the context of
renormalization. To illustrate this point, consider a simple one-loop integral T (p) in split
dimensional regularization:
Z
1
dn q
T (p) =
(2)n (p q)2 qE 2
Z
1
1
=
d2 q0 dn2 qE
(2)n
(p q)2 qE 2

i n/2 2 n2 2
=
2 n2 Beta n2 1, n2 1 .
(23)
pE
(2)n
Using n = 4 2cn , together with Eq. (17), and expanding in , we arrive at

c
i
1
2 cn
+
4
2
ln(2)
+
ln(4)
p
E
T (p) = 2
E .
(4)2
cn
cn
(24)
The factor of 1/cn in the pole part is irrelevant since it will be removed by renormalization.
As the terms ln(4) and E , in the subleading part of the -expansion, are always present
as an artifact of standard dimensional regularization, the additional term c /cn is just
another aspect of the arbitrariness inherent in renormalization, caused by the breaking
of covariance. The freedom in the definition of the finite part merely reflects the fact that
renormalization schemes need to be specified. The procedure of dealing with the parameter
c during renormalization (i.e., whether or not it is subtracted together with the terms
ln(4) E ) defines a specific noncovariant renormalization scheme in the context of
split dimensional regularization.
Of course, the easiest option would be to set c to zero after having evaluated the
integral, since, as explained above, the operation of setting c = 0 after integration is
q)=n1
well defined, and is the natural choice as it corresponds to d(q0 ) = 1 and d(E
369
in standard dimensional regularization. Nevertheless, it may be advantageous to keep

the parameter c as a useful check when computing gauge invariant quantities, since c
obviously has to cancel out in any physical quantity.
3. Leading divergence of the two-loop quark self-energy

There are two methods of determining the overall divergence of the two-loop quark selfenergy, namely by:
1. Direct calculation of the two-loop integrals corresponding to the graphs shown in
Fig. 1;
2. Computing the counterterm diagrams shown in Fig. 2 by first extracting the UVdivergent parts of the corresponding one-loop subgraphs, and then calculating the
divergence of the overall diagram containing these one-loop insertions.
We have used both of these methods in order to check the consistency of our results.
Note that method (1) requires us to keep the full -dependence from the first integration
if the momentum integrations are performed sequentially (this procedure is sometimes
called the nested method [20]). Since it may not always be possible to maintain, without
expansion, the full -dependence, the majority of our two-loop integrals has been computed
by integrating over both loop momenta simultaneously (also referred to as the matrix
method [20]), as outlined in Appendix D.
It is worth emphasizing that the (spurious) infrared divergences are more severe in the
Coulomb gauge than they are, for example, in the Feynman gauge, the severity being
caused by the noncovariant factor 1/E
q 2 in the gluon propagator. A partial list of the
noncovariant integrals used in our calculation is given in the tables in Appendix A and B.
Fig. 1. Contributions to the two-loop quark self-energy.
370
Fig. 2. Counterterms for the two-loop quark self-energy. The grey circles denote the UV divergent
part of the corresponding one-loop insertions given below.
The number of integrals per graph obtained by method (1) is typically of the order of a few
hundred. The algebra has been performed by using the symbolic manipulation program
FORM [21].
Application of method (2) requires insertion of the following one-loop counterterms [17,18] (cf. Fig. 2):
s 1
6 p,
4

(a) = T a (b) + (c) ,

Nc s 1
(b)
( ),
= i CF
2 4
(p) = iCF
371
Nc s 1
( ),
2 4

4 qn
8 q2
G,ab
ab s 1
2
(q n + q n ) +
n n ,
q g q q
(q) = iNc
4
3 n2
3 n2

4
s 1
F,ab
(q) = iTf ab
q 2 g q q ,
4
3

1
Tf = TR nf = nf .
(25)
CF = Nc2 1 /(2Nc );
2
(c) = i
Note that (p) and satisfy the Ward identity

p0 p (b) + (c) = (p) p0 ,
(26)
and that the divergent part of the ghost contributions, discussed in Ref. [17], is zero.
The two-loop corrections to the quark self-energy shown in Fig. 1 are given by the
expressions in Eqs. (29) to (31), where we use the following short-hand notations:
c1 = k12 + i;
c3 = (p k1 )2 + i,
c2 = k22 + i;
c4 = (p k2 )2 + i,
c5 = (k1 k2 )2 + i,
(27)
and
2 3
V3g1

(q1 , q2 , q3 ) = g 1 2 q1 3 q2 3 + g 2 3 q2 1 q3 1 + g 3 1 q3 2 q1 2 ,
cou
(q) = g +
d
n2
qn
q q 2 (q n + n q ).
qE 2
qE
(28)
The rainbow graph, diagram (a), is given by

Z
ig 4
6 k1 (6 k1 6 k2 ) 6 k1
(a)
2
n
n
C
k
d
k
d
(p) =
1
2
F
(2)2n
c12 c2 c3 c5
cou
cou
d
(p k1 ) d
(k2 ),
(29)
while the graphs with the Abelian and non-Abelian vertex subgraphs have the form
Z

ig 4
CF Nc
6 k1 (6 k1 6 k2 ) (6 p 6 k2 )
2
dn k1 dn k2
C
(b) (p) =
F
2n
(2)
2
c1 c2 c3 c4 c5
cou
cou
d
(p k1 ) d
(k2 ),
Z
ig 4 CF Nc
(6 p 6 k1 ) (6 p 6 k2 )
dn k1 dn k2
(c) (p) =
2n
(2)
2
c1 c2 c3 c4 c5
cou
cou
cou
d
(k1 ) d
(k1 k2 ) d
(k2 ) V3g
(k1 , k2 , k2 k1 ).
The gluon self-energy insertion reads

Z
cou
dcou
g 2 Nc
(k) d (k q)
,G
n
k
d
ab (q) =
ab
(2)n 2
k 2 (k q)2
V3g (q, k, k q) V3g (q, k, q k),
372
such that
(d) (p) =
ig 2
T aT b
(2)n
Z
dn k1
(6 p 6 k1 ) cou
,G
cou
d (k1 )ab (k1 ) d
(k1 ).
c12 c3
(30)
The fermion loop insertion in diagram (e) is trivial (it does not contain a gluon propagator
in the inner loop), and is given by
2

2 (2 )
s
(4) ()
8 q 2
q g q q ,
4
(4 2)
Z
2
(6 p 6 k )
ig
1
,F
cou
cou
T a T b dn k1
d
(k1 )ab (k1 ) d
(k1 ). (31)
(e) (p) =
(2)n
c12 c3
,F
ab
(q) = iTf ab
We would like to point out that (d) and (e) contain the double noncovariant denominator
(k1 ). In diagram (e), those double
1/(kE12 )2 stemming from the two terms of dcou
1 2
noncovariant denominators are reduced to single ones by corresponding terms in the
numerator, whereas no such cancellation occurs in diagram (d). The integrals for graph
(d) containing a factor 1/(kE12 )2 are those given in Table 3 for = 2.
After inserting the appropriate integrals and performing various crosschecks, as outlined
above, we obtain the following results for the leading poles:

2

2
s
CF Nc
1
1 6p
6p
(a)
2 s
(b)
2
,
(p) = i CF
,
(p) = iCF
2
4
2
2
2
2 4

CF Nc s 2 1 6 p
,
(c) (p) = i
2
2
2 4

2
8 pn
1
s
41
(d)
6n ,
6p+
(p) = iCF Nc
2
2
36
9 n2

2
1
s
6p
.
(32)
(e) (p) = iCF Tf

2
2
3
Note that the Ward identity (26) manifests itself in the equation
(a) + (b) + (c) = 0.
(33)
G,ab (q), is not transverse in the

We also recall that the one-loop gluon self-energy,
Coulomb gauge, since it satisfies the Ward identity [17]

G,ab
(q) + q 2 g q q H ab = 0,
(34)
q
where H ab is a non-vanishing ghost term. It should come as no surprise, therefore, that

the final expression for (d) in Eqs. (32) still contains the vector n .
Finally, we should like to draw the readers attention to the complete absence of nonlocal factors in any of the leading-pole expressions, Eqs. (32). The absence of terms such as
p02 /pE 2 , pE 2 /p2 , etc., which implies the cancellation of all spurious infrared divergences,
is certainly remarkable in view of the ubiquitous appearance of nonlocal terms at intermediate stages of the calculation. Of course, the trend was already set at the one-loop level,
where the divergent parts of both the gluon self-energy and the quark self-energy were
shown to be local [17,18].
373
4. Conclusion
In this paper we have tested the technique of split dimensional regularization by
calculating the leading divergence of the two-loop quark self-energy (p) in the Coulomb
gauge. We find that the application of split dimensional regularization enables us to
compute all two-loop integrals consistently, and that the final expressions for the leading
poles of each graph are local, despite the presence of nonlocal terms at intermediate steps
of the calculation.
The leading pole parts of noncovariant integrals at one and two loops, used in the present
calculation, can be found in Tables 25 (Appendix A, B). We have also derived general
expressions, in Feynman parameter space, for both one- and two-loop Coulomb-gauge
integrals (Appendix C, D).
The latter expressions are useful in analyzing some general properties of the technique
of split dimensional regularization. First of all, these expressions allow us to identify the
class of integrals for which a complex regulator of the form = (1 c )/2 is mandatory
in order that these integrals be at all well defined. Furthermore, it turned out that the leading
pole of a typical Coulomb-gauge integral, evaluated with split dimensional regularization,
depends only on the sum of the regulating parameters, i.e., on + = n/2, whereas the
subleading pole generally contains the parameter c . The latter stems from the isolated appearance of the regulator and is a direct consequence of breaking covariance. Finally, we
have demonstrated that the limit c 0 after integration always leads to non-singular expressions, thus establishing the consistency of split dimensional regularization in general.
Acknowledgements
We should like to thank Jimmy Williams for several discussions. This research was
supported in parts by the Natural Sciences and Engineering Research Council of Canada
under Grant No. A8063.
Appendix A. Divergent parts of one-loop integrals

In the Tables 15 we give the results in Minkowski space for the poles of the one-loop
integrals entering in the calculation. All tables have to be read as follows: The result for
the pole part of an integral
Z
A
1
d2( +) q
2
i
B
is listed such that the denominator B is given in the first row and the corresponding
numerators A in the first column. All entries are implicitly multiplied by (). Note that
the poles which are of an infrared nature have a negative mass dimension (for example,
a coefficient proportional to 1/(p2 )a , or 1/(pE 2 )a , where a > 0). The symbol means
that the corresponding integral does not occur in our calculation and hence has not been
computed.
q 2 (pE qE )2
374
Table 1
Pole terms of one-loop integrals. All entries have to be multiplied by the overall factor ()
q 2 (p q)2 qE 2
1+
2+
1+
2+
1/(2p2 )
2/p2
1/p2
[1 + 4pE 2 /(3p2 )]/p4
A
1
q0
p0 /p4
0
0
0
0
pi /(3p4 )
0
qi
qi q0
4pi /3
0
2pi /3
0
0
0
q02
2pE 2 /3
pE 2 /3
1/2
1/2
2pE 2 /3
(16/15)pi pj
pE 2 /3
(8/15)pi pj
1/2
(1/6)ij
1
(1/3)ij
1/2
(1/6)ij
+(2/15)pE 2 ij
+(1/15)pE 2 ij
qE 2
qi qj
q 2 qE 2 (pE qE )2
1+
2/pE 2
0
0
0
2
1/(2p2 )
1/(2p2 )
q 2 (p q)2
2+
1+
2+
1/pE 2
0
0
0
1
p0 /2
pi /2
pi p0 /3
1/2
p0 /4
pi /4
pi p0 /6
1/(2p2 )
0
0
0
p02 /3 p2 /12
p02 /6 p2 /24
1/8
p2 /4 + pE 2 /3
p2 /8 + pE 2 /6
3/8
(2/3)ij
(1/3)ij
(p2 /12)ij + pi pj /3
(p2 /24)ij + pi pj /6
(1/8)ij
A
1
q0
qi
qi q0
q02
qE 2
qi qj
375
Table 2
Pole terms of one-loop integrals in Minkowski space
B
q 2 (p q)2 qE 2 (pE qE )2
q 2 (p q)2 (k q)2 qE 2
(p q)2 (k q)2 qE 2
4/(p2 pE 2 )
2p0 /(p2 pE 2 )
2pi /(p2 pE 2 )
2pi p0 /(p2 pE 2 )
2p02 /(p2 pE 2 )
2pi pj /(p2 pE 2 )
2/(p2 k 2 )
0
0
0
0
0
0
0
0
0
1
(1/3)ij
A
1
q0
qi
qi q0
q02
qi qj
Table 3
Pole terms of one-loop integrals with non-integer denominator powers
(p q)2 qE 2
q 2 (p q)2 qE 2
q 2 (pE qE )2 qE 2
1
1+
1
2
1+
2
[4 + 16 pE 2 /(3p2 )]/p4
q0
qi
0
0
p0
pi /3
0
0
0
0
2p0 /p4
0
0
0
2pi /3
q02
p2 /3 4p02 /3
2pE 2 /15
q03
q04
6p0
2p2 14p02
A
1
Appendix B. Leading poles of two-loop integrals

The integrals listed are of the form
Z
A
1
d2( +) k1 d2( +) k2 ,
2
4
i
B
where the denominator B is given in the first row and the corresponding numerators A
in the first column. For the denominators, the short-hand notations defined in Eq. (27), as
well as k3 = p k1 , have been used. Note that k0 = k 0 , p0 = p0 . All entries are implicitly
multiplied by 1/ 2 .
Appendix C. General formula for one-loop integrals in the Coulomb gauge

Here, we give the expression in Feynman parameter space for scalar one-loop integrals
in the Coulomb gauge with an arbitrary number and arbitrary powers of propagators.
376
Table 4
Leading pole terms of two-loop integrals with two noncovariant denominators
B
c1 c2 c3 c4 kE22 kE32
c2 c3 c5 kE22 kE32
c1 c3 c5 kE22 kE32
c1 c2 c5 kE22 kE32
c1 c2 c4 kE22 kE32
4/p2
4/p2
4/p2
1/pE 2
4/p2
p0
2p0
2p02
A
1
k20 k30
(pk2 )k20
(pk2 )k20 k30
(k2 k3 )k20 k30
2p0 /p2
p0
p02
c3 c5 kE22 kE32
c1 c4 kE22 kE32
c1 c5 kE22 kE32
A
1
k20
2p0
4p0
k30
k20 k30
4p0
2p0
(2/3)pE 2
pk3
4p02
(4/3)(p2 + 2p02 )
(2/3)(p2 + 2p02 )
Table 5
Leading pole terms of two-loop integrals with one noncovariant denominator. An overall factor 1/ 2
is implicit
c1 c2 c3 c4 kE22
c1 c2 c3 c5 kE22
c1 c2 c4 c5 kE22
c2 c3 c4 c5 kE22
2/p2
1/p2
1/p2
2/p2
k20
k20 k30
1/4
1/4
p0
p0 /2
p0 /2
p0 /2
p0 /4
p0 /4
B
A
(pk2 )k20
(pk3 )k20
(k2 k3 )k20
B
p0 /2
c2 c3 c5 kE22
c1 c3 c4 kE22
c3 c4 c5 kE22
A
1
k20
2p0
p0
k20 k30
p02
2
2p /3 4p02 /3
p2
p2 /3 2p02 /3
pE 2 /3
pk2
pk3
p2 /2
1/6 pE 2
377
We also outline how to obtain expressions in Feynman parameter space for the tensor
integrals.
Consider a scalar integral with r covariant and m noncovariant denominators in n
dimensions:
Z
r m
dn q Y Y
1
(35)
Ir+m (j , l ) =
j l ,
n/2
i
j =1 l=1 Bj Cl
2
Cl = qE sEl .
Bj = (q pj )2 ,
Going to Euclidean space and introducing Feynman parameters in the usual way, we find
that the integral Ir+m (j , l ) is given by
Z n Y
m
r Y
P
d qE
1
j
j
Ir+m (j , l ) = (1)
j
l
n/2
j =1 l=1 BE,j Cl
= (1)
j j
m
Y
((, ))
Qr
Qm
j =1 (j ) l=1 (l )
1
dyl yl l
r
X
xj
j =1
l=1
m
X
Z1 Y
r
dxj xj j
0 j =1
!Z
yl
l=1
dn qE (,)
D
,
n/2
where
qE2 = q42 + qE 2 ,
(, ) =
r
X
j =1
D = qE +
2
r
X
xj q42
2q4
j =1
r
X
j =1
xj pj2 +
r
X
j =1
m
X
j +
m
X
l ,
l=1
xj p4,j 2E
q
r
X
j =1
xj pEj +
m
X
!
yl sEl
l=1
yl sEl2 .
l=1
In order to obtain a formula for general tensor integrals, we first define

Z
r m
dn q Y Y eaq
Ir+m (a, j , l ) =
j l ,
i n/2
j =1 l=1 Bj Cl
(36)
where a is an arbitrary Lorentz vector in Euclidean space, and then derive the tensor
integrals by differentiation with respect to a:
Z
r m
dn q Y Y q 1 . . . q s
1 ...s
Ir+m (j , l ) =
j l
i n/2
j =1 l=1 Bj Cl

s
= (1)
Ir+m (a, j , l ) .
(37)
a1
as
a=0
Carrying out the momentum integration in Ir+m (a, j , l ), we obtain
378

P
(1) j j
Qm
Ir+m (a, j , l ) = Qr
j =1 (j ) l=1 (l )
m
Y
l=1
1
dyl yl l
"
exp z
Z1 Y
r
0 j =1
r
X
xj
j =1
r
X
2
xj p4,j
Pr
j =1
m
X
yl sEl2
r
X
j =1 xj
r
X
g(E
a ) = aE
a4
r
X
xj p4,j
j =1
xj pEj +
j =1
m
X
!
yl sEl
l=1
! Z
yl
l=1
xj pEj +
!
xj
j =1
dz z(,) 1
j =1 xj p4,j )
Pr
j =1 xj

a) ,
exp f (a4 ) exp g(E
f (a4 ) = Pr
m
X
j =1
l=1
r
X
1
dxj xj j
m
X
r
X
xj pEj2
j =1
!2 #)
yl sEl
l=1
(38)
1 a42
,
z 4
(39)
1 aE 2
.
z 4
(40)
a ) depend on z, leading to more severe UV divergences for higher

Note that f (a4 ) and g(E
rank tensor integrals.
For a scalar integral, we can immediately set a = 0, carry out the z-integration and go
back to Minkowski space to get
Ir+m (j , l ) = (1)
m
Y
j j
((, ) )
Qm
Qr
j =1 (j ) l=1 (l )
1
dyl yl l
m
X
1
dxj xj j
0 j =1
j =1
xj
yl
j =1
l=1
P
r
( rj =1 xj p0,j )2 X
Pr
+
xj pEj2
j =1 xj
j =1
m
X
r
X
l=1
"
r
X
Z1 Y
r
r
X
l=1
2
xj p0,j
+
yl sEl2
j =1
xj pEj +
m
X
r
X
!
xj
j =1
!2 # +(,)
yl sEl
(41)
l=1
Appendix D. General formula for two-loop Coulomb gauge integrals

A general two-loop integral in the Coulomb gauge, with r +m+1 covariant and a +b +1
noncovariant denominators, is of the form
Z
Jr,m,a,b =
379
r r+m a a+b
dn q dn k Y Y Y Y
i2 n
i=1 j =r+1 l=1 u=a+1
1
(q k)2 (E
q kE )2 (q pi )2i (k pj )2j (E
q sEl )2l (kE sEu )2u
(42)
The general exponents i , j , l and u have been introduced in order to account for
certain denominators such as ((q p)2 )2 , occurring for example in the gluon self-energy
correction.
Going to Euclidean space and introducing Feynman parameters xj for the covariant
denominators and yl for the noncovariant denominators, where x0 and y0 are associated
E 2 , respectively, we find that
q k)
with (q k)2 and (E
P
Jr,m,a,b = Qr
Qr+m
i=1
j =r+1
Z1 Y
r
r+m
X
xj
j =0
where
r+m
Y
a+b
X
a
1 Y
dxj xj j
j =r+1
0 i=0
j j +1
u=a+1 (i ) (j ) (l ) (u )
l=1
dxi xii 1
(1) i i +
Qa Qa+b
l=0
dyl yll 1
a+b
Y
dyu yuu 1
u=a+1
! Z
dz z(r,m,a,b)+1Jl [1],
yl
l=0
(43)

d2n l
E lE 2N4 l4 2N lE + R
exp z l4 M4 l4 + lM
2
n
i
Z

exp{zR}
d4 l4 exp z l4 M4 l4 2N4 l4
= 2( +)
Z

E lE 2N lE ,
(44)
d4 lE exp z lM

q4
qE
l4 =
,
lE = E ,
k4
k
Pr

x
x0
j =0 j
P
,
M4 =
x0
x0 + r+m
j =r+1 xj
Pa

Pr
x0 y0
j =0 xj +
l=0 yl
,
M=
Pr+m
Pa+b
x0 y0
x0 + y0 + j =r+1 xj + l=a+1 yl
P

r
j =1 xj p4,j
,
N4 = Pr+m
j =r+1 xj p4,j
!
Pa
Pr
j =1 xj pEj +
l=1 yl sEl
,
N = Pr+m
Pa+b
j =r+1 xj pEj +
l=a+1 yl sEl
Jl [1] =
R=
r+m
X
j =1
xj pj2 +
a+b
X
l=1
yl sEl2 ,
380
(r, m, a, b) =
r
X
r+m
X
i +
j +
j =r+1
i=1
a
X
a+b
X
l +
l=1
u ,
0 = 0 = 1.
u=a+1
Observe that for the generic case i = j = l = u = 1, (r, m, a, b) = r + m + a + b.

Integration over l in (44) leads to
Jl [1] = z2( +) (Det M4 )1/2 (Det M)1/2

1
exp z R N4 M1
4 N4 N M N ,
where
"
Det M4 = x0
"
r+m
X
r
X
xj +
j =1
!
xj
j =1
Det M = (x0 + y0 )
r+m
X
j =1
xj +
a
X
l=1
!
yl
!#2
xj
(46)
j =r+1
xj +
j =1
r
X
r+m
X
(45)
a+b
X
yl
l=1
r+m
X
j =r+1
xj +
a+b
X
!#2
yl
l=a+1
By differentiating the integral (44) repeatedly with respect to N4 and/or N , we may

easily derive the appropriate expression for any tensor integral.
(i)
(i) (j )
Denoting the integrals with non-trivial numerators by Jl [l4 ], Jl [lE(i) ], Jl [l4 l4 ], . . .
E and applying result (45), we get:
etc., where l4(1) = q4 , l4(2) = k4 , lE(1) = qE , El (2) = k,
(i)
N4

(i)
Jl [1] = 2zl4(i) Jl [1] = 2z Jl l4(i) = 2z N4 M1
Jl [1].
4
The procedure for other integrals is similar, leading to expressions such as

(i)
(i)
Jl [1],
Jl l4 = N4 M1
4
(i)

(i)
Jl lE = N M1 Jl [1],
(i)

(i)
(j )
N M1 Jl [1],
Jl l4 El (j ) = N4 M1
4
o
n

(i)
1
(j )
1 (j )
1 (ij )
M
+
M
Jl [1],
Jl l4(i) l4 = N4 M1
N
4
4
4
4
2z
o
n

(i)
(j )
(ij )
1
M1
+
Jl [1],
N M1
Jl lE(i) El (j ) = N M1
2z
n
(i) (j )
(i)
(j )
(k)
N4 M1
N M1
Jl l4 l4 lE(k) = N4 M1
4
4
(ij )
o
1
1 (k)
M1
+
Jl [1],
N
M
4
2z
..
.
(47)
E 2 , is absent in the basic

q k)
To cope with integrals in which either the factor (q k)2 , or (E
integral (42), we proceed by first introducing the indicator functions

iB =
381
if (q k)2 is present,
if (q k)2 is not present,

(
2
1 if qE kE is present,
iC =
2
0 if qE kE is not present,
0
and

ind(iB ) =

ind(iC ) =
(x0 )
1
for iB = 0,
for iB = 1,
(y0 )
1
for iC = 0,
for iC = 1,
(48)
E 2 is absent.
q k)
such that x0 is set to zero if (q k)2 is absent, and y0 is set to zero if (E
After integration over z, the most general formula for the scalar (basic) integral (43) is then
given by
Jr,m,a,b = (1)
i i +
j j +iB
((r, m, a, b) + iB + iC 2 2)
Qr+m Qa Qa+b
i=1 j =r+1 l=1 u=a+1 (i ) (j ) (l ) (u )
Qr
Z1 Y
r
j =r+1
0 i=0
r+m
Y
dxi xii 1
r+m
X
j =0
xj
a+b
X
a
1 Y
dxj xj j
!
a+b
Y
dyu yuu 1
u=a+1
yl ind(iB ) ind(iC )(Det M4 )1/2 (Det M)1/2
l=0
R N4 M1
4 N4
l=0
dyl yll 1
N M1 N
2 +2(r,m,a,b)iB iC
(49)
The result in Minkowski space is obtained by making the replacements ip4 p0 and
2 p2 .
pE
Although the expressions given above look somewhat complicated, since they are
intended to represent all types of integrals that may occur in a two-loop calculation, they
can be easily implemented into an algebraic manipulation program in order to yield the
parameter representations of the various integrals.
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Counterterms for linear divergences in real-time

classical gauge theories at high temperature
B.J. Nauta 1
Institute for Theoretical Physics, University of Amsterdam, Valckenierstraat 65, 1018 XE Amsterdam,
The Netherlands
Received 21 June 1999; revised 28 December 1999; accepted 3 February 2000
Abstract
Real-time classical SU(N) gauge theories at non-zero temperature contain linear divergences. We
introduce counterterms for these divergences in the equations of motion in the continuum and on
the lattice. These counterterms can be given in terms of auxiliary fields that satisfy local equations
of motion. We present a lattice model with 6+1D auxiliary fields that for IR-sensitive quantities
yields cut-off independent results to leading order in the coupling. Also an approximation with 5+1D
auxiliary fields is discussed. 2000 Elsevier Science B.V. All rights reserved.
PACS: 11.10 Gh; 11.10 Wx; 11.15 Ha; 11.15 Kc
1. Introduction
In recent years there has been a considerable interest in the calculation of the Chern
Simons diffusion rate in the symmetric phase of the electroweak theory. By the chiral
anomaly this diffusion rate is related to the rate of baryon number non-conservation [1]
and therefore it is an important parameter in electroweak baryogenesis scenarios; see for
reviews, e.g., [2,3]. It was originally suggested by Grigoriev and Rubakov [4] that such
infrared sensitive quantities could be determined from a classical theory. Their idea was
that field configurations at momenta k T are expected to behave classically:
n(k) =
1
1
= ncl (k).
1 k
ek
(1)
Since the diffusion of ChernSimons number is dominated by soft fields with typical
momenta k g 2 T , it was expected that it could be calculated in a classical theory [5,
6]. Later, it was argued by Arnold, Son and Yaffe [7] that this picture is not complete,
1 E-mail: nauta@wins.uva.nl
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 0 8 0 - 8
384
B.J. Nauta / Nuclear Physics B 575 (2000) 383396
because soft field configurations are sensitive to (particle-like) thermal fluctuations with
hard momenta k T , that are not correctly reproduced by the classical theory. These hard
modes introduce Landau damping and slow down the dynamics of nearly static magnetic
fields at momenta k g 2 T . Including these hard modes leads to an estimate of a typical
time-scale t (g 4 T )1 of these fields. Bdeker [8] showed that also semi-hard modes
at momentum scale gT contribute to leading order, and even a logarithmic correction t
(g 4 T log g1 )1 to the time-scale is obtained. This logarithmic correction has been calculated
in various approaches [915].
To calculate the ChernSimons diffusion rate in an (effective) classical theory with cutoff , the corrections of the hard modes and semi-hard modes have to be incorporated. For
the semi-hard modes this requires that the cut-off is large enough, gT . To include
the hard modes basically two approaches can be taken. One approach is that one uses the
classical hard modes to mimic the effect of the hard modes in the quantum theory [16].
These classical hard modes introduce linear divergences in the theory [7,17] and if one
takes the (continuum) cut-off T , the classical hard modes generate the (classical) hard
thermal loops and with a proper matching this incorporates Landau damping in the correct
way.
A different approach is to include the hard thermal loops in the classical theory [1822].
This can be done in an economic way by including an induced source in the equations of
motion for the fields and to solve for the dynamics of the induced source in the presence
of the classical fields. In that case one also has the problem of the linear divergences
introduced by the classical hard modes. In the continuum these can be accounted for by
adjusting the strength of the induced source [20,23].
On the lattice both these approaches have the problem that the linear divergences
are not rotationally invariant [17]. Therefore, the classical hard modes cannot correctly
mimic the continuum hard thermal loop effects, like Landau damping, nor can these be
to accounted for by adjusting the strength of the (continuum) induced source. The lattice
spacing dependence of the classical theory has been studied in [24,25]
The aim of this paper is to investigate the inclusion of counterterms for the linear
divergences on a lattice. Via a continuum model (Section 2) and a lattice model (Section 3)
suitable for perturbative calculations only, we arrive at two models that may be used for
non-perturbative calculations on a lattice.
In Section 4.1 the first non-perturbative model is discussed, it contains the exact
counterterms for the linear divergences on a lattice with lattice spacing aL . The
counterterms are generated by 6+1D auxiliary fields that satisfy local equations of motion.
The finite finite renormalization is chosen such that the theory is matched to a quantum
lattice theory, with a smaller lattice spacing aS . For very small couplings g, the lattice
spacing aS can be chosen to be small compared to the inverse temperature and continuum
results can be obtained.
The second model is presented in Section 4.2, it contains the counterterms in the
approximation that the external momenta of a divergent diagram are strongly space-like
(p0 |pE |). This model requires 5+1D auxiliary fields and g is unrestricted.
385
2. Continuum
In this section we review the HTL equations of motion in the continuum and show how
the counterterms for the linear classical divergences may be obtained. It is convenient to
use the local formulation of the HTL equation of Blaizot and Iancu [26]. They showed that
the HTL equation is equivalent to a set of linearized kinetic equations. The first equation
describes classical gauge fields in the presence of an induced source

(x),
(2)
D , F (x) = jind
with the covariant derivative D = + igA and field strength F = A A +
ig[A , A ]. The induced current can be written as an integral over four-momentum K of
the source density j (K, x)
Z
d4 K
j (x, K).
(3)
jind (x) = g
(2)4
The source density satisfies the equation

(K),
(4)
K D , j (x, K) = 2gNK K F (x)K
with N the number of colors and (K) the free symmetric two-point correlation function
of the fields that have been integrated out to obtain Eqs. (2)(4). The factor 2 accounts
for the spin degrees of freedom. Eqs. (2)(4) are equivalent to the HTLs calculated with
propagator (K).
The kinetic Eqs. (2)(4) are derived under the assumptions that the theory is weakly
coupled and that x is a slowly varying variable, K T . Since we are interested in
the divergences of the theory the loop momenta can be taken of the order of the cut-off
k which is much larger than the fixed external momentum Q . In the continuum
the two-point function takes the form

(5)
(K) = (K0 ) (K0 ) (K 2 )N(K0 ),
with N(K0 ) the equilibrium distribution function of the fluctuations. The -function in (5)
E Inserting the
forces the fluctuations on-shell with dispersion relation K 0 = k, k = |k|.
propagator (5) in (4), the solution for the source density can be written as

(6)
j (x, K) = 2NK (K 2 ) (K0 )N(x, kE ) (K0 )N(x, kE ) .
The function N(x, kE ) may be interpreted as a particle distribution function, because it
satisfies the kinetic equation

(7)
v D , N(x, kE ) = gv F0 N 0 (k),
E and N 0 (k) the derivative of the equilibrium
with the velocity v = (1, vE ) and vE = k/k
distribution function to the energy.
The induced source is proportional to the deviation from equilibrium of the density of
particles in the plasma
Z
d3 k
v N(x, kE ),
(8)
jind (x) = g
(2)3
with g the gauge coupling.
386
Our task is to specify what we mean by the particles of the plasma. If we would
consider QED, the particles would be the fermions and the equilibrium particle distribution
function would be the FermiDirac distribution function. In the SU(N ) gauge theory that
we consider here, the particles are gauge field excitations. If the gauge fields in (2) and (7)
would be interpreted as mean fields then the particles can be identified with the thermal
fluctuations and N(k) would be the BoseEinstein distribution function nBE (k) [26].
However we consider the Eqs. (2)(7) as the equations of motion of a classical statistical
theory, where still a thermal average over the initial fields has to be taken. The particles in
this case are the quantum fluctuations with distribution function
N(k) = nBE (k) T /k,
(9)
as can be derived from separating off the classical fields from the path integration and
calculating the two-point function of the remaining fields [27] which appears in Eq. (4).
Eqs. (2)(7) may be simplified by introducing the field

E gN 0 (k) 1 .
(10)
W (x, vE ) = N(x, k)
It follows from (7) that W is independent of the energy k, assuming this is consistent with
the initial data. The kinetic Eq. (7) in terms of this field reads

E
(11)
v D , W (x, vE ) = vE E(x).
The induced current (8) can be written as
Z
Z
dk 2 0
d
v W (x, vE ),
(x) = 2g 2 N
k
N
(k)
jind
2
4
2
(12)
where the angular integration is over the direction of vE. As usual the k-integration
decouples from the angular integration in the HTL approximation.
Due to the subtraction in N(k) (9), the integration over k introduces a linear divergence.
This divergence acts as a counterterm for the linear divergences in the classical theory [28].
Let us argue why this is correct. The argument used in [28] is one of consistency: since the
full quantum correlation functions cannot contain classical linear divergences, the quantum
corrections to the classical equations should provide the correct counterterms. Another
argument is that integrating out the classical fluctuations around a given background
field generates the classical induced source in the effective equations for the background
field. Since the classical induced source (in the HTL approximation) is precisely what is
subtracted in (12), the equations of motion for the background field do not contain linear
divergent terms. The logarithmic divergences of the classical theory are more complicated
and are not considered here.
If we use dimensional regularization, the subtraction does not contribute, since linear
divergences are set equal to zero. We then have
Z
d
2
v W (x, vE ),
(13)
jind (x) = 3pl
4
2 = g 2 NT 2 /9.
with the plasmon frequency pl
387
As a different regularization scheme that makes the linear divergence explicit, we may
restrict the subtraction to momenta k < :
T
(14)
N (k) = nBE (k) ( k).
k
The result of the k-integration in the induced source yields then
Z
dk 2 0
2
2
k N (k) = 3pl
2 g 2 NT ,
(15)
2g 2 N
2
2
where we see an explicit linear divergence. The inclusion of a linear dependence on the cutoff in the plasmon frequency as in (15) was proposed in [20,23]. The derivation presented
here and in more detail in [28] shows how such a cut-off dependence arises in a continuum
theory as a consequence of the subtraction in the distribution function (9) for the quantum
fluctuations.
From the point of view of renormalization the situation is quite remarkable: there is an
infinite set of linearly divergent diagrams that are all non-local (or momentum-dependent)
but the renormalized equations of motion can be brought in a local form and the linear
divergence is introduced in just one parameter. Note also that the usual HTLs are just a
finite renormalization.
3. Perturbative renormalization on a lattice

Before turning to the HTL equations of motion, we shortly review the static classical
theory on a lattice, as far as the linear divergences are concerned. The only linear
divergence in the static theory occurs in the Debye mass. A counterterm for this divergence
may be introduced in the mass of the temporal gauge field [29,30]
m2 = m2D m2cl ,
with the continuum HTL contribution
Z
d3 k 0
1
2
2
n (k) = g 2 NT 2 ,
mD = 2g N
3
(2)3
and the classical mass (for a simple cubic lattice with lattice spacing a)
Z
d3 p 0
n (pE ) 0.51 g 2NT a 1 ,
m2cl = 2g 2 N
(2)3
where pE is restricted to the first Brillouin zone |pi | 6 /a and the energy pE is

py a
4
px a
pz a
+ sin2
+ sin2
.
p2E = 2 sin2
a
2
2
2
(16)
(17)
(18)
(19)
The mass (18) is the linear divergent contribution to the Debye mass on the lattice, its
subtraction in (16) ensures that no linear divergences are present in the static theory with
the mass counterterm included. The continuum HTL contribution (17) to the counterterm
mass (16) provides the finite renormalization, which is chosen such the a 0 limit yields
the continuum result.
388
We want to extend this approach to the real-time classical theory. We consider again the
the equation for the gauge fields (2), but with a lattice regularization; time is continuous
but space is a simple cubic lattice with lattice spacing a. Similar to the mass counterterm
(16) in the static case, we want the source to contain a continuum HTL contribution with
a classical lattice contribution subtracted. To this end, we introduce two particle densities
E and pE , respectively. The
N(x, kE ) and Nct (x, pE ) for particles with energies EkE = |k|
idea is that the particle density Nct generates the counterterms for the linear divergences
and N generates the correct finite renormalization , the good HTL contributions. Then
these particle densities satisfy the equations

E = gv F0 (x)n0BE (k),
(20)
v D , N(x, k)

0
(21)
vlat D , Nct (x, pE ) = gvlat F0 (x)ncl (pE ).
Here and in the following, we persist in using a continuum notation although we use a
E is Eq. (7)
lattice regularization for the UV-divergences. The kinetic equation for N(x, k)
with the BoseEinstein distribution function as equilibrium distribution function. In the
kinetic equation for Nct (x, pE ) the velocity on the lattice is vlat = (1, vElat ) with [16]
i
= pi pE =
vlat
1
sin(api ),
apE
(22)
and |E
vlat | 6= 1 in general. The induced current in the classical equations of motion for the
gauge fields then read
Z
Z
d3 k
d3 p
E 2gN
v
N(x,
k)
v Nct (x, pE ).
(23)
jind (x) = 2gN
(2)3
(2)3 lat
Here the integration over pE is restricted to the first Brillouin zone |pi | < /a.
As in the continuum, a field W (x, vE ) may be defined that satisfies (the lattice version
of) Eq. (11). Since the lattice velocity (22) is not restricted to the speed of light, we have
to allow for general velocities vE in (11). The induced current (23) reads
Z
Z
d
d3 p
2
b2 v W (x, vElat )
v W (x, vE ) 2g 2 NT a 1
(x) = 3pl
(24)
jind
4
(2)3 pE lat
bpE = apE and the integration restricted to
with the dimensionless quantities p i = api ,
|p i | < . The first term on the r.h.s. of (24) is the continuum contribution for which the
k-integration decouples, as in (12), and has been performed. In the second term on the
r.h.s. of (24) the integration cannot be simplified since the velocity not only depends on
the direction of the momentum p,
E but also on its magnitude. For the calculation of the
continuum contribution to the induced current a field W (x, vE ) depending on the direction
of vE only is sufficient, however the lattice contribution requires fields that depend also on
the magnitude of the velocity |E
vlat | < 1. In Section 4.2 we will study the question if, for the
calculation of the ChernSimons diffusion rate, we may approximate the induced current
with fields that only depend on the direction of the velocity.
We note that the induced current (24) is covariantly conserved [D , jind ] = 0.

Just as the usual HTL equations, Eqs. (2), (11) and (24) (or equivalently (2), (20),
(21) and (23)) define a perturbation theory. Taking retarded initial conditions the retarded
389
propagator (and higher-order retarded vertex functions) can be obtained, as in [26]. The
classical KMS condition then fixes the entire propagator, including its thermal part [31].
Using perturbation theory we may verify that also the time-dependent counterterms are
correct, we calculate the retarded propagator to one-loop order. In a general gauge it takes
the form

1
(25)
Dcl (Q) = g Q2 Q Q + F F + cl (Q) + ind (Q) ,
with F the gauge fixing vector and cl the classical self-energy and ct the
counterterm self-energy introduced in the induced source (24). The classical self-energy
to one-loop order reads [17,24]

Z

vlat vlat
q0
d3 p 0
0 0
,
(26)
n
(
)
+
cl (Q) = 2g 2 Na 1
pE
q0 + i vElat qE
(2)3 cl
at this order the classical self-energy contains no contribution from the induced source.
The linearized induced source
Z
(27)
jind (x) = d4 x 0 ind (x, x 0 )A (x 0 )
defines the retarded self-energy
ind (Q) = HTL (Q) cl (Q),

with the continuum HTL self-energy

Z
v v
d
2
.
0 0 +
HTL (Q) = 3pl
4 q0 + i vE qE
(28)
(29)
Inserting the counterterm self-energy (28) in the propagator (25), we see that the linear
divergent classical self-energy and the linear divergent part of the counterterm self-energy
cancel. The resulting self-energy in the propagator (25) is the correct (continuum) HTL
self-energy. Finally we note that in the static limit the self-energy (28) reduces to the
counterterm mass (16), as it should.
Unfortunately the system (2), (11), (24) is unsuitable for numerical implementation [32].
This can be seen from the conserved energy of the system

Z
Z

d b
3 1
b 2
b 2
2
E
E
W (x, vE )W b (x, vE )
+ B
+ 3pl
E
E= d x
2
4

Z
d3 p
2 b
2
1
b
b
W (x, vElat )W (x, vElat ) ,
(30)
2g NT a
(2)3 pE
with BE the chromo-magnetic field and b the adjoint index. The energy is unbounded from
below and this means that the system is unstable. In an ideal world the effect of the
counterterm particle density is precisely compensated by the hard modes of the classical
gauge fields. however in practice the evolution of the particle density and the hard modes
will differ, which means that after some time the (wrong) effect of the counterterm particle
density is no longer compensated by the hard modes, and the fields will (exponentially)
blow up.
390
4. Two models with a bounded energy

4.1. Model with lattice dispersion relation
The goal is to obtain a model that is defined on the lattice, that is stable and that can be
used to calculate IR-sensitive real-time properties of a non-Abelian plasma without linear
divergences. Such a model should meet the following three requirements:
(1) In the small lattice spacing limit the continuum HTL equations of motion should be
obtained.
(2) Counterterms for the linear divergences (on the lattice) should be included.
(3) The energy must be bounded from below.
The model considered in the previous section failed to have bounded energy. To obtain a
model with a bounded energy one can consider a model where the modes inducing the finite
renormalization have the same dispersion relation as the counterterm modes. In this section
we focus on a model where both the counterterm modes and the modes generating the finite
renormalization satisfy a lattice dispersion relation. The other possibility of enforcing the
continuum dispersion relation on the counterterm modes is considered in the next section.
To obtain HTL equations where the both types of modes satisfy a lattice dispersion
relation, we do not match to a continuum quantum theory as in the previous section, but to
a quantum theory on the lattice, with a (small) lattice spacing aS . The HTL equations (in
the A0 = 0 gauge) may then be written as
Z

d3 p e
(x) = 2gN
v N (x, p),
(31)
D , F (x) = jind
(2)3 lat

e(
e p)
E N
e(x, p)
E
bp ),
vElat D,
= g vElat E(x)
bp N
(32)
t N(x,
with x = (t, xE ), where the time t is continuous and the position xE is an element of a cubic
lattice with (large) lattice spacing aL . The dimensionless momentum
qPp is restricted to the
2
bp = 2
first Brillouin zone |pi | < , the dimensionless energy
i sin(p i /2) and the
i =
b
velocity vlat
p i p .
The lattice spacing has been scaled out of the above equations and enters only in
e. The distribution function N
e should contain a
the equilibrium distribution function N
contribution that, after solving (32), generates the quantum HTL source and a contribution
that generates the counterterms for the classical divergences. The important step is now
to allow for different lattice spacings aL , aS in the the different parts of the equilibrium
distribution function
bp ) a 2 nLcl (
bp ),
e(
bp ) = a 2 nSBE (
N
L
S
(33)
with
bp ) =
nSBE (
1
bp /(aS T )
e
bp ) = T aL ,
nLcl (
bp
with T the temperature of the system.
(34)
391
To see that the model (31) and (32) contains the counterterms for the linear divergences
it is useful to introduce the field
e(x, p)
N
e (x, p)
,
(35)
W
=
0
e
b
g N (p )
which satisfies the equation

e (x, p)
E W
e (x, p)
E
vElat D,
= vElat E(x).
t W
(36)
The source can be split into a part generating the finite quantum HTL source and a part
subtracting the linear divergent classical source
= jfin
jct .
jind
e these sources read

In terms of the field W
Z 3
d pS 0
e (x, pES aS ),
= 2g 2 N
v n (S )W
jfin
(2)3 lat BE
Z 3
d pL 0
e (x, pEL aL ),
v n (L )W
jct = 2g 2 N
(2)3 lat cl
(37)
(38)
(39)
bp and similar for pEL , L . Both sources (38) and (39) are
S = aS1
with pES = aS1 p,
covariantly conserved.
Written in dimensionfull quantities we recognize the source jct (39) as the classical HTL
source on a lattice with lattice spacing aL . The difference with the perturbative model of
the previous section is the choice of the finite renormalization. The source jfin (38) is the
quantum HTL source on a lattice with lattice spacing aS . To extract continuum results from
this model we should require aS1 T . Also aL cannot be too large, since the relevant field
configurations for the sphaleron rate have size (g 2 T )1 , we should at least require aL1
g 2 T . However, as Bdeker [8] has shown, modes of spatial size (gT )1 give corrections
of O(1), to take these corrections into account requires a smaller lattice spacing aL1 gT
To ensure the stability of the model (31) and (32) we demand that the energy,

Z
Z

d3 p eb
3 1
b 2
b 2
b
0 b
E
E
e
e
E
+ B
2N
N (x, p)
N (x, p)/
N (p ) , (40)
E= d x
2
(2)3
is bounded from below. This leads to the requirement
e0 (
bp ) > 0.
N
(41)
For p = 0, this requirement implies aS < aL , which is in accordance with the general idea
that the classical theory is matched to a quantum theory with a smaller lattice spacing.
e0 (
bp ), with aS < aL , decreases from plus infinity at
bp = 0, to
The function N
its minimum below zero, after which it increases andasymptotically reaches zero. The
bp = 2 3. Demanding that
maximum value of the dimensionless energy is

e0 2 3 > 0,
(42)
N
In this way, we obtain a
together with aS < aL is sufficient for (41) to hold for any p.
maximum value for aS1 given the ratio aL /aS . In Table 1 some results are listed. We see
392
Table 1
The maximum value of aS1 /T given the ration aL /aS from the requirement that the energy is
bounded from below
aL /aS
max(aS1 )/T
1.1
0.31
1.5
0.64
2
0.86
5
1.36
10
1.68
20
1.97
25
2.06
50
2.33
100
2.59
1000
3.42
that in order to obtain continuum-like HTL contributions, the ratio aL /aS should be very
(exponentially) large.
Since we want aL1 gT , the coupling g should be chosen extremely small. For
instance, if we fix aS1 = 2.59 T , then stability requires aL /aS > 100, so aL1 6 2.59
102 T and g 2.59 102 .
To complete the model we specify the average over the initial fields, that has to be taken
to calculate classical correlation functions. The initial conditions are
E in , xE ) = EEin (E
x ),
E(t
E in , xE ) = AEin (E
x ),
A(t
= Nin (E
x , p).
N(tin , xE , p)
Following [20,33], we include the auxiliary field in the average over initial fields
Z
Z = DEin DAin DNin (Gin ) exp (E) ,
(43)
(44)
with Gin = 0 Gauss law at the initial time. We have verified that the phase space measure
is invariant under time evolution.
We may conclude that the model given by (32), (43), (44) describes a real-time quantum
theory on lattice to leading order in g without cut-off dependence. For very small coupling
the lattice spacing aS of the quantum theory can be taken small compared to the inverse
temperature and the model describes a quantum continuum theory. It can be used to
calculate IR-sensitive quantities without lattice spacing dependence. Consider for instance
the ChernSimons diffusion rate, which in the small coupling limit takes the form [8]

1
(45)
= 1 log + 2 g 10 T 4 .
g
A calculation of with the model given by (32), (43), (44) at fixed lattice spacing aS ,
gives an aL -independent result for both coefficients 1 and 2 , for aL1 gT .
4.2. Model with a continuum dispersion relation
The other approach that we want to investigate is a model where we enforce the
continuum dispersion relation on the counterterm modes. Such a model has the advantage
that instead of a 6+1D field N a 5+1D auxiliary field W (x, vlat ), that depends only on
vlat |, can be used. The counterterms that we obtain
the direction of the velocity vlat = vElat /|E
in this model are not exact, but for the calculation of the ChernSimons diffusion rate the
model provides a reasonable approximation.
393
The model that we consider is given by the replacement of the induced source (12) by
the expression
Z
d
2
v W (x, vE )
japp (x) = 3pl
4
Z
d3 p
2
1
b2 |E
vlat |vlat
W (x, vlat ),
(46)
2g NT a
(2)3 pE
= (1, v ). We choose this expression since it reproduces the induced vector
with vlat
lat
current for a field configuration with W (x, vlat ) = W (x, vElat ), and the vector current is
essential in the dynamics of the soft fields. The density is then determined by requiring
0
in (24)
current conservation [D , japp ] = 0. As a consequence the induced density jind
0
is not correctly reproduced by the density japp . This can be easily understood, changing
the velocity of the particles and requiring current conservation either the vector current
or the density can remain unaltered. The expression (46) is the lattice equivalent of the
approximation for the induced source in [20].
We may also write (46) as
Z
d 2
m (E
(x) =
v )v W (x, vE ),
(47)
japp
4
with the velocity dependent mass
Z
d3 p
2
b2 |E
v ) = 3pl
2g 2 NT a 1
vlat | S (E
v vlat ).
(48)
m2 (E
(2)3 pE
The second term contains a linear divergence in the direction

vE = (1, 1, 1)/ 3 [32]
and logarithmic divergences in directions vE = (1, 1, s)/ 2 + s 2 with 1 < s < 1 (and
directions related by symmetry). Therefore the mass and the energy are not strictly positive.
To obtain a bounded energy some averaging over the direction of the velocity vE should be
performed. This can be achieved by expanding the field W (x, vE) in spherical harmonics
X
Wlm (x)Ylm (E
v ),
(49)
W (x, vE ) =
lm
and keeping a finite number terms. The induced source can then be written as
X
(x) =
alm
Wlm (x),
japp
(50)
lm
with coefficients
Z
d 2
m (E
v )v Ylm (E
v ).
(51)
alm =
4
Given the lattice spacing a, the requirement that the energy is bounded from below puts
an upper bound lmax on allowed values of l. It was found in [22] that the ChernSimons
diffusion rate is insensitive to lmax for even lmax . In the following we will therefore focus
on the approximation made in (46).
As was already mentioned the approximation (46) changes the charge density. For
0 , we have
instance for the coefficient a00
Z
d3 p
0
b2 |E
= m2D 2g 2 NT a 1
vlat |.
(52)
a00
(2)3 pE
394
Comparing (52) with (18), we see that the expression (46) does not correctly reproduce the
counterterm for the Debye mass. This implies that the current is not suitable to describe
the behaviour of fields at length scale (gT )1 .
To see whether the approximation (46) is valid for fields at the length scale (g 2 T )1 ,
we consider the spatial components of the counterterm self-energy generated by the
source (46) (for lmax )
ij
ij
ij
ct (q0 , qE ) = HTL (q0 , qE ) app (q0 , qE ),
(53)
with
app (q0 , qE ) = 2g 2 NT a 1
ij
i v q
vlat
d3 p b2
lat 0
,
|E
v
|
lat
(2)3 pE
q0 + i vlat qE
(54)
which should be compared with the classical self-energy (26).

It is important to realize that the relevant fields for the ChernSimons diffusion rate
we are interested in, have typical momenta of order q0 g 4 T , q g 2 T . For the gauge
q | and neglecting q0 in the
fields relevant for the ChernSimons diffusion rate q0 |E
denominator of the counterterm (54) and the classical self-energy (26), we note that these
are equal and that they cancel. For these fields the effective theory is finite and reproduces
the HTL contributions.
However, it was realized by Bdeker that interactions between semi-hard and soft fields
give corrections to the dynamics of the soft fields that are not suppressed by powers of
g. On the contrary, even log(1/g) enhanced contributions arise. The counterterms in the
approximated source (46) and the classical HTLs do not cancel for the semi-hard modes
(with momenta q0 , q gT ), therefore the semi-hard modes are sensitive to the cut-off a 1 .
The leading log contribution arises from the IR-sensitive part of the contribution of
the semi-hard modes with momenta k0 k and g 2 T an IR cut-off. For these
momenta the approximation is correct to leading order, therefore a calculation of the
ChernSimons diffusion rate with approximation (46) produces the correct leading log
contribution, the coefficient 1 in (45) is independent of the lattice spacing.
The O(1) correction from the semi-hard modes does depend on the cut-off. An estimate
of the cut-off dependence can be obtained from a comparison of the classical HTL selfenergy (26) with the counterterm (54). To be explicit, we compare the diagonal components
at zero spatial momentum
Z
d3 p
ii
2
1
b2 |E
vlat |2 = 0.26 g 2NT a 1 ,
(55)
cl (q0 , qE = 0) = 2g NT a
(2)3 pE
Z
d3 p
ii
b2 |E
(q0 , qE = 0) = 2g 2 NT a 1
vlat | = 0.34 g 2NT a 1 .
(56)
app
(2)3 pE
Comparing the difference between (45) and (46) with the HTL self-energy at zero spatial
ii
2 = g 2 T 2 /3, we obtain an estimate for the maximal
(q0 , qE = 0) = 3pl
momentum HTL
error of about 25% for a 1 = T /h . However, the semi-hard modes that give the O(1)
q | [14]. For these modes we expect (54) to be a
correction have space-like momenta q0 < |E
better approximation of the classical self-energy (26).
395
Besides the mismatch between classical HTLs and the counterterms from (46), the
lattice spacing dependence of 2 depends on the magnitude of the O(1) correction from
the semi-hard modes. Especially when the soft modes dominate the contribution to 2 this
model is suitable for a calculation of the ChernSimons diffusion rate.
5. Conclusion
In this paper, we studied the linear divergences in classical SU(N ) gauge theories at
finite temperature. Counterterms for these divergences can be incorporated in an (induced)
source. Although the divergences are non-local the equations of motion including these
counterterms can be given in a local form by introducing auxiliary fields. In the continuum
these auxiliary fields depend only on the direction of the velocity vE, whereas on the lattice
they necessarily also depend on the magnitude of the velocity. We have presented two
lattice models with a bounded energy. The first describes a real-time quantum lattice theory
with a small lattice spacing aS . The requirement that the energy is bounded presents a
lower bound on aS given the lattice spacing aL of the classical model. It is shown that for
very small coupling g the lattice spacing aS can be taken small compared to the inverse
temperature, which implies that continuum results can be obtained.
In the second model we argued that the restriction to auxiliary fields depending on the
direction of the velocity allows for a reasonable approximation (46) for the calculation of
quantities dominated by fields with momenta (q0 , q) (g 4 T , g 2 T ), such as the Chern
Simons diffusion rate.
Acknowledgements
I thank Gert Aarts, Dietrich Bdeker, Kari Rummukainen, Mischa Sall, Jan Smit and
Chris van Weert for useful discussions. I also like to thank Guy Moore for correspondence
on the previous version of this paper.
References
[1]
[2]
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D. Bdeker, Phys. Lett. B 426 (1998) 351.
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D. Bdeker, L. McLerran, A. Smilga, Phys. Rev. D 52 (1995) 4675.
C. Hu, B. Mller, Phys. Lett. B 409 (1997) 377.
G.D. Moore, C. Hu, B. Mller, Phys. Rev. D 58 (1998) 045001.
E. Iancu, Phys. Lett. B 435 (1998) 152.
A. Rajantie, M. Hindmarsh, Phys. Rev. D 60 (1999) 096001.
D. Bdeker, G. Moore, K. Rummukainen, hep-ph/9907545.
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Matter 97, Eger, 1997.
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G.D. Moore, K. Rummukainen, hep-ph/9906259.
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B.J. Nauta, Ch.G. van Weert, Phys. Lett. B 444 (1999) 463.
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K. Farakos, K. Kajantie, K. Rummukainen, M. Shaposhnikov, Nucl. Phys. B 442 (1995) 317.
G.D. Moore, Nucl. Phys. B 523 (1998) 569.
G. Aarts, J. Smit, Nucl. Phys. B 511 (1998) 451.
G. Moore, private communication.
E. Iancu, in: Proceedings of the 5th International Workshop on Thermal Field Theories and
Their Applications, Regensburg, Germany, 1998; hep-ph/9809535.

Minimal supersymmetric CPN models

K.J. Barnes
Department of Physics & Astronomy, University of Southampton, Southampton, SO17 1BJ, United Kingdom
Received 30 June 1999; accepted 17 January 2000
Abstract
Supersymmetric CPN models based on underlying bosonic Kahler manifolds have not been
thought to arise directly from constrained linear ones. A counterexample for N = 4 is presented
using improved understanding of membranes in superstring theories leading to crucial central terms
modifying the algebra of supercharge densities. The example has an immediate extension to all
higher N. 2000 Elsevier Science B.V. All rights reserved.
PACS: 11.10.Lm; 11.25.-w; 11.30.Pb; 11.30.Rd
Keywords: Supersymmetry; Kahler; Superstrings; Membranes; Central terms
It has recently been established that CP2 can be realised as a non-linear supersymmetric
model as the result of constraining a linear supersymmetric model [1]. Massless Goldstone
bosons arise from components of global symmetries which are spontaneously broken.
There is no extra symmetry for Goldstone bosons in supersymmetry. Instead the
supersymmetry forces complexification of scalars. This leads to an increased number of
massless excitations in general, with complete doubling of the original number in some
cases. Despite previously believed theorems to the contrary by Lerche [2] and Shore [3],
the CP2 case was established as a counterexample. The key contribution leading to
this possibility was that of Hughes and Polchinski [4], which showed that the original
anticommutator for supersymmetric charges had to be generalised to include a central term
at the underlying current density level. This is a direct result of the more modern viewpoint
that supermembranes are just as fundamental as elementary particles in string theory. The
key point seems to be that this is a case where the symmetry of the hamiltonian is larger
than the symmetry of the S-matrix. When the anticommutator algebra for supersymmetric
charges is generalised to local form as
(1)
T jA (x)jB (y) = 2( ) T 4 (x y)AB + 2( ) CAB 4 (x y)
the appearance of the central terms CAB is crucial. The authors take advantage of the
fact that T is not the only unique conserved symmetric tensor since T + C is
kjb@phys.soton.ac.uk; Tel.: +44-1703-592097
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 0 6 2 - 6
398
K.J. Barnes / Nuclear Physics B 575 (2000) 397400
also conserved. Thus Eq. (1) is clearly finite and Lorentz invariant, and from it follow the
usual consequences of degenerate multiplets for unbroken supersymmetries and Goldstone
fermions for those that are broken. In momentum space, with CAB diagonal and hT i =
, this gives

(2)
q jA (q)jA = 2( ) ( + CAA ) + 0(q),
where there is no sum over A. For those A such that + CAA 6= 0, Eq. (2) implies a
1/ 6 q singularity in the two current correlation; jA couples the vacuum to a massless

fermion with coupling strength [2( + CAA )]1/2 , where + CAA > 0. It is now clear
how to evade the extra unwanted Goldstone bosons where the underlying coset manifold
is indeed Kahler. The crucial point of extending the underlying algebra of supercharge
current densities by central terms has to be combined not merely with a Kahler G/H , but
that manifold has to be reexpressed as a quotient of the complexified G (denoted as GC )
by a maximally extended complexification of H (denoted H ). By following the elegant
treatment of Itoh, Kugor and Kunitoma [5], this method will display an explicit mapping
manifesting the homeomorphism between G/H and GC /H . Since the bosonic coset space
for CP4 is
SU3
G
=
,
(3)
H
SU2 U1
a convenient starting point for the appropriate notation is given by the original Gell-Mann
matrices [6]. Note that 8 and 3 are in the Cartan subalgebra, and that the raising operators
are E1 = 1/2(1 + i2 ), E2 = 1/2(4 + i5 ) and E3 = 1/2(6 + i7 ), with E1 = E1 ,
E2 = E2 and E3 = E3 as the lowering operators. It is clear that all the raising and
lowering operators are nilpotent in this representation. This feature obviously extends to
larger N and ensures that constructing the Kahler potential is essentially immediate in all
cases. Following Ref. [5] a projection operator with its only entry a one in the bottom
right hand corner is defined by
r
1
1
8 ,
(4)
= 1
3
3
and the complex subgroup H specified by the relationship
= h.
(5)
This implies that the generators of H are 8 , 3 , E1 , E1 , E2 and E3 , and that E2 and
E3 are the four elements of the algebra spanning GC /H .
Extending the notation of Ref. [1], the original (unconstrained) supersymmetric action
is constructed from nine (complex) chiral superfields. In components, with
y m = x m + i m ,
(6)
these have the form
= (y) + 2 (y) + 2 F (y),

(x, , )
= 8 (y) + 2 8 (y) + 2 F8 (y),

8 (x, , )
(7)
(8)
= 3 (y) + 2 3 (y) + 2 F3 (y),

3 (x, , )
= 1A (y) + 2 A (y) + 2 FA (y),

1A (x, , )
399
(9)
(10)
where A = (1, 1),
= 2 (y) + 2 2 (y) + 2 F1 (y),

12 (x, , )
= 3 (y) + 2 3 (y) + 2 F3 (y),

13 (x, , )
= (y) + 2 (y) + 2 F (y),

(x, , )
(11)
(12)
(13)
where = (2, 3), m (1, a ), and the a are the Pauli matrices (a = 1, 2, 3). The chiral
superfields transform under SU3 as indicated by the index structure, including which is
a singlet. The most general supersymmetric action is then written as
Z

+ 8 8 + 3 3 + 1
A 1A + 1
2 12 + 1
3 13 +
I = d 8 z
Z
Z
(14)
+ d 6 s W + d 6 s W ,
where the superpotential W is a functional of chiral superfields only. Combining the eight
non-singlet SU3 superfields with their respective matrices into the matrix
M = 8 8 + + E ,
(15)
reveals that, under chiral SU3 SU3 , M transforms as

M LMR ,
(16)
where the 5 structure is suppressed, and taking

W = k det M,
(17)
where k is a constant, ensures that the model reduces to the usual bosonic (Kahler) model
below the symmetry breaking scale. This starting action now yields the potential
V = F F + F8 F8 + F3 F3 + FA FA + F2 F2 + F3 F3 + F F

= 4k 2 8 8 + 3 3 + A A + 2 2 + 3 3 +

+ k 2 82 + 32 + A A + 3 3 + A+2

82 + 32 + A A + 3 3 + A+2 .
In the formal limit as k , the action becomes
Z

,
I = d 8z
4
(18)
(19)
as the constraints are satisfied by the superfield conditions

8 = 3 = 1A = 13 = 3 = 0.
(20)
The superfield can again be ignored as a non-interacting spectator. Notice that the pair
of complex superfields are all that remain in the action, and they are not constrained.
400
In this notation the complex coset space is written in the form [5]

i
i
2 E2 exp
3 E3 ,
L = exp
2
2
(21)
and this gives an explicit mapping of the homeomorphism between G/H and GC /H .
Following Ref. [5] the Kahler potential is given by

i 2 E 2
i2E2
i3 E3
i 3 E 3
exp
exp
exp
, (22)
K = ln det exp
2
2
2
2
where the notation indicates that the determinant is to be taken in the bottom right hand of
the matrix in this representation. This reveals at once that

,
(23)
K = ln 1 +
4
which is the desired result. Notice how this presentation deals with the main objections
which arose when it was claimed in Ref. [1] that the generalisation directly to CPN
was possible. It is not necessary to find special co-ordinates for the manifold in order
to demonstrate that it is Kahler. The CPN manifolds are already known to be Kahler. It
is time that having a general co-ordinate system in the CP2 case was very useful from a
descriptive viewpoint, but it is now clear that it was not really needed. Of course it was
very convenient to use the nilpotency of + and in the CP2 case, but far from being
restricted to that case it is now obvious that the number of nilpotent matrices rises with N .
Finally, there was the well established feature that there is an increasing number of Kahler
potentials with rising rank of G, and each introduces an extra arbitrary constant. Of course
this current presentation just gives one particular combination, but as is always the case
with counterexamples one is sufficient.
The author is grateful to Professor D.A. Ross for raising his interest in this type of work.
This work is partly supported by PPARC grant number GR/L56329.
References
[1] K.J. Barnes, Avoiding the theorem of Lerche and Shore, hep-th/9906212, submitted for
publication.
[2] W. Lerche, Nucl. Phys. B 238 (1984) 582.
[3] A.C.W. Kotcheff, G.M. Shore, Int. J. Mod. Phys. A 4 (1989) 4381.
[4] J. Hughes, J. Polchinski, Nucl. Phys. B 278 (1986) 147.
[5] K. Itoh, T. Kugo, H. Kunitomo, Nucl. Phys. 263 (1986) 295.
[6] M. Gell-Mann, Y. Neeman, in: The Eightfold Way, Benjamin, New York, 1964, p. 11.

Open descendants of non-diagonal invariants

L.R. Huiszoon, A.N. Schellekens, N. Sousa
NIKHEF Theory Group, P.O. Box 41882, 1009 DB Amsterdam, The Netherlands
Received 13 December 1999; revised 3 February 2000; accepted 4 February 2000
Abstract
The open descendants of simple current automorphism invariants are constructed. We consider the
case where the order of the current is two or odd. We prove that our solutions satisfy the completeness
conditions, positivity and integrality of the open and closed sectors and the Klein bottle constraint
(apart from an interesting exception). In order to do this, we derive some new relations between the
tensor Y and the fixed point conformal field theory. Some non-standard Klein bottle projections are
considered as well. 2000 Elsevier Science B.V. All rights reserved.
PACS: 11.25.Hf
Keywords: Open strings; Conformal field theory; Simple currents
1. Introduction
After a ten year period of neglect, open strings have received more interest recently for
a variety of reasons: their rle in the duality picture, the discovery of D-branes and the
appearance of non-commutative geometry, and recent developments in phenomenological
string theory, such as brane world scenarios and large extra dimensions. It is therefore
worthwhile to explore open string vacua in more detail.
A first step in the classification of open string theories is a classification of closed
string theories. This amounts to classifying all possible modular invariants. There exists
a systematic way of building modular invariants using simple currents [3]. This turns
out to be very powerful: apart from the charge conjugation invariant and a few sporadic
exceptions, all modular invariants can be built with the use of simple currents.This suggests
the possibility that also in the open string case simple currents should play a crucial rle
in a systematic approach. Furthermore simple current properties are not specific for one
particular type of conformal field theories (such as WZW models), but they are generic. It
is precisely a generic CFT description of open strings that we are after.
A modular invariant can be of automorphism type or extension type or products
thereof. The first ones are permutations of the primary fields that leave the fusion
rules invariant. Among them are the diagonal and charge conjugation invariant. Theories
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402
L.R. Huiszoon et al. / Nuclear Physics B 575 (2000) 401415
described by an extension invariant always contain extra currents that extend the chiral
algebra. The modular invariant of this extension is then again of automorphism type. This
extension procedure does not raise any new problem in open string theories. Therefore we
only need to consider pure automorphism invariants.
A second ingredient in the construction of open descendants is the classification of
boundary conditions for a given bulk theory. A bulk theory is specified by a chiral
algebra and a particular modular invariant that describes the pairing between left- and
rightmoving representations of this algebra. The boundary conditions are encoded in the
boundary coefficients Bb . These have the following intuitive interpretation. When a
field b approaches a boundary , it gets reflected to its charge conjugate bc with a strength
proportional to Bb . Throughout this letter, we will assume that the boundaries leave the
bulk symmetry invariant.
In the case that all fields couple to their charge conjugate, Cardy [4] conjectured
the boundary coefficients for a generic conformal field theory. We will refer to this as
the C-diagonal case. In general, the boundary coefficients are constrained by sewing
constraints [5,6]. Unfortunately, these constraints require knowledge of OPE-coefficients
and duality (fusing and braiding) matrices, which are only known in a limited number of
cases, such as SU(2) WZW models. The authors of [6,7] found the boundary coefficients
for the Dodd automorphism invariants of SU(2) WZW models by solving these sewing
constraints. Furthermore, they postulated very restrictive conditions for the annulus
coefficients (open string state multiplicities) known as the completeness conditions.
These conditions have the advantage that they do not involve duality matrices, so that
they are applicable in all cases. Fuchs and Schweigert [8] generalized this to the boundary
coefficients for an arbitrary order 2, half-integer spin simple current invariant. They
constructed the corresponding annulus coefficients and showed that these were integer and
satisfied the completeness conditions.
A third ingredient in the construction of open descendants are the Klein bottle and
Mbius strip amplitudes. In short, the Klein bottle projects the closed string spectrum,
described by the torus, to an unoriented one and the Mbius strip does the same with
the open spectrum, which is described by the annulus. The description of Klein Bottle
and Mbius strip requires the introduction of another set of quantities, the crosscap
coefficients b , which together with the boundary coefficients Bb form the set of
data needed for a complete description of open string spectra. The introduction of
crosscaps to the string worldsheet leads to extra sewing constraints, the so-called crosscap
constraints [9]. These again require knowledge of the in general unknown duality
matrices. Since general formulas for duality matrices are not likely to be available soon,
any attempt to arrive at a generic CFT description will have to be less ambitious. Instead of
trying to solve all consistency conditions we will focus here on a non-trivial but accessible
subset. This is somewhat analogous to the situation with closed string construction.
Although in principle one would have to check duality of the four-point function on the
sphere, in practice it is usually sufficient, and much simpler, to check modular invariance
on the torus. The conditions we will consider in this paper are the aforementioned
completeness conditions, positivity and integrality of the open and closed string partition
403
functions, and a Klein bottle constraint, formulated in [10], as an alternative to the

crosscap constraint. We require these constraints to be satisfied for any CFT, thus focusing
on those solutions that are most likely to survive the full set of sewing constraints. Since
our solutions are simple current related there may in fact be a chance that simple current
relations among the duality matrices are sufficient to prove that all sewing conditions are
satisfied, if they are satisfied in the C-diagonal case.
Until now, only in the C-diagonal case there exists a general prescription to construct
open descendants. This is based on the conjecture of Cardy, extended with a conjecture for
the crosscap. It was generalized to a class of simple current related crosscap coefficients,
and it was shown that all consistency conditions mentioned in the previous paragraph
are satisfied. In this letter we will provide the prescription for the construction of open
descendants in case of pure automorphism modular invariants built from odd order and
order 2 simple currents.
The rest of this paper is organized as follows: In Section 2 we review the method of
open descendants. In Section 3 we present solutions of the consistency conditions for
automorphism invariants built from odd order simple currents. This case is relatively
simple because of the absence of short orbits. Non-standard Klein bottle projections are
discussed in a subsection. Section 4 is devoted to the construction of open descendants of
order 2 simple current automorphism invariants. Due to the possibility of fixed points, this
case is harder to deal with and we find that the correct crosscap coefficient requires a subtle
sign choice. In some rare cases, the naive version of the Klein bottle constraint is violated
and we comment on a possible solution. Some essential relations involving various types
of generalized fusion coefficients are derived in Appendix A.
2. Open descendants
In this section we review the method of open descendants, based on the original work
of [1,2,4,10]. The closed sector is described by a modular invariant torus partition function
X
Zij i j ,
(1)
T=
ij
where the index i labels the (primary) fields and the matrix Zij is the modular invariant
that commutes with the modular transformations S and T . We will only be interested in
the case where Zij is a pure automorphism, so that it has entries that are 0 or 1. A bar on
the characters i denotes anti-holomorphic. We will introduce a name for the fields that
couple to their charge conjugate in the torus: transverse channel fields, or transverse fields
for short, and denote them by a, b. This name is justified since only these fields can survive
near a crosscap or boundary, and therefore only these fields can propagate in the transverse
channels.
The closed oriented theory is projected to an unoriented theory by the Klein bottle
partition function K. This partition function, or direct channel amplitude, is related by
e
a channel transformation S to the transverse channel K:
404
K=
e=
Ki i K
S
i2 i ,
where Ki =
Sbi b b .
(2)
The Klein bottle has to satisfy two consistency conditions. The first condition guarantees
that the closed string sector (T + K)/2 has positive, integral state multiplicities:
Ki = i Zii ,
(3)
where i = 1 for Zii = 1 and i = 0 for Zii = 0. These signs have to satisfy an additional
constraint, namely
i j k Nijk > 0,
(4)
where Nijk are the fusion coefficients given by Verlindes formula [12]. This condition,
which we will refer to as the Klein bottle constraint, guarantees that states that are projected
out by the Klein bottle cannot re-appear as intermediate states in tree diagrams.
The open sector is described by the direct annulus channel A and direct Mbius
e
e
channel M. They are related to the transverse channels
M by a channel
A and
2
transformation, which is S in case of the annulus and P = T ST S T for the Mbius
strip:
X
X
e =
Ai i A
Bb Bb b ,
A =
S
where Ai =
M =
Sbi Bb Bb ,
e =
Mi i M
where Mi =
(5)
X
b Bb b ,
(6)
Pbi Bb b ,
where the hatted characters are defined by i = ( Ti )1 i . The indices , label the
boundary conditions. To ensures that the open sector, given by (A + M)/2 has nonnegative, integer state degeneracies, the annulus and Mbius strip coefficients have to
satisfy
|Mi | 6 Ai
and Mi = Ai mod 2.
(7)
We will refer to this condition as the positivity and integrality condition. Furthermore,
the annulus coefficients have to satisfy the completeness conditions of [6]. This is
automatically the case if the reflection coefficients Rb = Bb Sb0 satisfy [13]

X
X
Rb Rb
= ;
Rb Rc
= bc .
(8)
b
These conditions will not be considered anymore, since they do not involve the crosscap
coefficients. That they are satisfied follows from the results of [8], from which we obtain
our boundary coefficients.
To summarize: In the construction of open descendants, for a given modular invariant
and consistent Klein bottle projection, we have to find the correct annulus and Mbius
405
coefficients. This amounts to finding a set of boundary labels and coefficients Bb and b
such that Eqs. (3), (4), (7) and (8) are satisfied. Let us present the only model-independent
solution that is presently known, in its most general form. It holds for charge conjugation
invariants, the so-called C-diagonal [4] case. The relevant coefficients are in this case [11]
Sb
,
Bb =
SbL
Ki = YiLLc ,
PbL
b =
,
SbL
Ai = NLc i, ,
(9)
Mi = YLc ,Li ,
(10)
where L is a simple current and the tensor Y is defined as

Yijk =
X Smi Pmj P k
Sm0
A crucial relation, derived in [11] using results from [14], is

k
Y 6 N k and Y k = N k mod 2.
ii
ii
i0
i0
(11)
(12)
In [11] it was shown that this relation implies that all constraints are satisfied.
3. Z odd simple current invariants

First we review some facts about simple currents [3,15]. An important quantity is the
(monodromy) charge of a field i with respect to J
QJ (i) = hJ + hi hJ i mod 1,
(13)
where the hi are the conformal weights of i. The order of a simple current is the smallest
integer N for which J N = 0. The charge of a simple current with respect to itself is
QJ (J ) = r/N mod 1 where r is the monodromy parameter. In [3] it is explained how we
can construct modular invariant partition functions with simple currents 1 . The result for
odd N can be summarized as follows: the modular invariant is of pure automorphism type
if and only if the monodromy parameter r and the order N do not have common factors.
All primaries in a theory with such a current are organized in orbits of length N . The
charges of these fields with respect to J are multiples of r/N , and every charge appears
precisely once on a given orbit. We will denote the charge-zero fields by i0 .
The following torus is modular invariant [3]:
T=
N
XX
[J n i0 ] [J n i0c ] .
(14)
i0 n=1
Note that the charge-zero fields are the transverse fields. The diagonal part of this partition
function is
Zii = Ci0 i0 ,
(15)
1 We multiply the modular invariants found in [3] by the charge conjugation matrix C . The result is of course
ij
a modular invariant as well.
406
where C denotes the charge conjugation matrix. So a field i appears diagonally in the torus
when the charge-zero field on the orbit it lies on is self-conjugate.
As an ansatz for the boundary and crosscap coefficients we take 2
Sb
Pb0
Bb = N ,
b = N ,
(16)
Sb0
Sb0
where b labels the transverse fields and the index the boundary conditions, which
are in one-to-one correspondence with the orbits. Note that the boundary coefficient is
independent of a representative, since b is chargeless and so Sb,J t = Sb for any t. It is
straightforward to compute the other coefficients
Ki =
N
X
YJ n i,00 ,
Ai =
n=1
N
X
NJ n i, ,
Mi =
n=1
N
X
YJ n ,0i .
(17)
n=1
Note that in all three expressions only one term contributes. For instance the Klein bottle
coefficient can be written as Ki = Yi0 00 , so it equals the FrobeniusSchur indicator of the
orbit to which i belongs. We will postulate that nonzero FrobeniusSchur indicators are
conserved in fusion. Possible violations of this postulate and possible consequences will
be discussed in Section 4.3. If the postulate holds the Klein bottle constraint (4) is satisfied.
With Eq. (12) it is straightforward to check positivity and integrality of the open sector,
Eq. (7). Furthermore it may be shown that the annulus coefficient respects the completeness
conditions. This is strong evidence for the correctness of our ansatz (16).
3.1. Non-standard Klein bottles
In [11] we developed a method for constructing non-trivial Klein bottles with the use of
simple currents in the C-diagonal case. Simple current Klein bottles can be constructed for
Zodd simple current invariants as well. Let L be an order M simple current with arbitrary
spin. Then
Ki[L] = e2iQL (i0 ) Yi0 00 = Yi0 LLc
(18)
is a consistent Klein bottle. Reality of this Klein bottle follows from the observation that
QL (i0 ) is (half-)integer when i0 is real. When i0 is complex, a possible imaginary phase
factor is killed by the FrobeniusSchur indicator. The Klein bottle constraint (4) follows
from the conservation of QL in fusion. The other coefficients are
[L]
=
Bb
A[L]
i =
Sb
N
,
SbL
N
X
n=1
N[J n Lc i],, ,
b[L] =
[L]
Mi
=
PbL
N
,
SbL
N
X
Y[J n Lc ],L,i .
(19)
(20)
n=1
It is straightforward to show that the various consistency conditions are satisfied.

2 This is a straightforward generalization of the results of [8]. The classifying algebra is in our case just the
charge-zero subalgebra of the fusion rules.
407
4. Z 2 simple current invariants

In this section we discuss the open descendants of modular invariants built from order 2
simple currents. Only when the spin of the current is half-integer is the resulting invariant a
pure automorphism [3]. There are three kinds of orbits: length 2 orbits that contain chargezero fields i0 , length 2 orbits that contain charge-one-half fields i1 and length 1 orbits (fixed
points) that contain charge-one-half fields f . Let J denote such a half-integer spin, order
2 simple current. The following torus is modular invariant [3]:
X
X
X
i0 i0c +
i1 (J i1 )c +
f f c .
(21)
T=
i0
i1
The authors of [8] were able to find the boundary coefficients:

Sbf
Sb
1
, Bb,f =
,
for Q(b) = 0,
Bb = 2
Sb0
Sb0
2

Sbf
1
Bb,f =
, for J b = b,
Bb = 0,
Sb0
2
(22)
(23)
where, in the case of WZW-models, S is the S-matrix of the fixed point conformal field
theory (FCFT) [3], or, more generally, the orbit Lie-algebra [19]. In Section 4.2 we will
comment on its definition in general conformal field theories. Note that there is one
boundary coefficient for every length 2 orbit and two boundary coefficients f for every
fixed point. As an ansatz for the crosscap coefficient we take
1 [Pb0 + J,m PbJ ]
,
b =
Sb0
2
(24)
where J,m = ei[hJ + 2 ] = 1, whose appearance will become clear later. The odd
integer m is defined in Section 4.2. The Klein bottle becomes

(25)
Ki = 12 Yi00 + YiJ J + 2J,m Yi0J .
m+2
Using relations from the appendix of [11] one can show that for chargeless fields the Klein
bottle is Yi00 and for charged fields (including fixed points) it is J,m Yi0J . There are cases
(although rare) where (25) violates the Klein bottle constraint (4). In Section 4.3 we will
comment on this issue and propose a slightly weaker version of the Klein bottle condition
that is satisfied by all models. The annulus [8] and Mbius coefficients become

Aif g = 12 Nifg + N ifg ,
(26)
Ai = Ni + NJ i, ,

1
Aif g = 2 Nifg N ifg ,
(27)
Aif = Nif ,

1
Mif = 2 Yf 0i + J,m Yf J i ,
(28)
Mi = Y0i + YJ i ,
where N ifg is defined in Eq. (59). The annulus coefficients satisfy [8] the completeness
conditions of [6]. The positivity and integrality condition for boundary coefficients that are
not fixed points follows from Eq. (12). For boundary coefficients that are fixed points, we
have to prove
408

+ J,m Yf J i 6 12 Niff + N iff ,

1

1
2 Yf 0i + J,m Yf J i = 2 Niff + Niff mod 2.

1
2 Yf 0i
(29)
(30)
Due to the appearance of the N , Eq. (12) is not applicable in this case. However, note that
for i = (i1 , f ) the above relations are easily satisfied, since both sides vanish by charge
conservation. In Appendix A we prove the above positivity and integrality condition for
i = i0 . Note that without the sign J,m in Eq. (24), the positivity and integrality condition
will be violated for theories with J,m = 1.
4.1. A non-standard Klein bottle
In this section we include a non-standard Klein bottle to our solution. Let L denote an
arbitrary simple current. Consider
Ki[L] = e2iQL (i) Ki .
(31)
Note that not every L is allowed. We have to require that 2QL (i) = 0 mod 1 when Ki 6= 0,
otherwise the Klein bottle coefficient is not real. Recall [3] that the charge of a field with
respect to any simple current is (half-)integer when the field is self-conjugate. So the Klein
bottle coefficient of a charge-zero field i0 and a fixed point f is a sign for any L, since
these fields only appear in the direct Klein bottle when they are self-conjugate. From
the torus (21), we see that charge-one-half fields i1 propagate in the direct Klein bottle
when they satisfy i1 = J i1c , which implies, by charge conservation, QL (J ) = 2QL (i1 ). We
conclude that Eq. (31) is a consistent Klein bottle if QL (J ) = 0 mod 1. Note that there is at
least one L that satisfies this requirement, namely L = J . Let us focus on this case. Then
Eq. (31) becomes

(32)
Ki[J ] = 12 Yi00 + YiJ J 2J,m Yi0J .
The crosscap coefficient is
1 [Pb0 J,m PbJ ]
.
b[J ] =
Sb0
2
(33)
As an ansatz for the boundary coefficients, we take Eqs. (22) and (23) and replace Sb0 by
SbJ as in [11]. The annulus and Mbius coefficients that change relative to the standard
Klein bottle projection are

]
]
= 12 Nifg N ifg ,
= 12 Nifg + N ifg ,
A[J
(34)
A[J
if g
if g

[J ]
(35)
Mif = 12 Yf 0i J,m Yf J i .
Miraculously, the positivity and integrality condition in the open sector for fixed point
boundary indices now becomes

1

1

(36)
2 Yf 0i J,m Yf J i 6 2 Niff Niff ,

1
1
(37)
2 Yf 0i J,m Yf J i = 2 [Niff Niff mod 2,
which we prove in Appendix A.
409
4.2. The matrix S

In WZW-models the matrix S is the modular transformation matrix of the orbit Lie
algebra, and it differs by a known phase from the fixed point resolution matrix S J . The
fixed point resolution matrices are explicitly known for WZW-models [16,17] and extended
WZW models [18]. The generalization of S beyond WZW-models is not straightforward,
since orbit Lie algebras are related to foldings of Dynking diagrams, a concept that has
no obvious CFT generalization. One could try to define S as the transformation matrix of
the twining characters (as defined in [19]), but their definition does not straightforwardly
generalize either. Even if such a generalization is possible, we do not know if the twining
characters are always well-behaved under modular transformations, nor the relation
between S and S J . We will postulate here that S exists and that it is related to S J in a
similar way as in WZW-models. Thus we take as the definition of S
S = e6i 24 S J .
m
(38)
For (half)-integer spin currents of WZW-models the number m (which is defined modulo
24 and is related to a phase-shift in the matrix T ) is known, and it is an even (odd) integer
for integer (half-integer) spin currents. This is what we will assume in general. Note that
for half-integer spin currents there are twelve possible values for m, resulting in four
Without further information S is then known up
possible phases in the definition of S.
to a factor 1 or i. In our case a sign change is irrelevant, since this only determines the
choice between f + and f . A change by a factor i changes the sign of J,m and N . These
sign changes can be flipped by choosing the opposite Klein bottle projection, as explained
above, so that finally there is no genuine ambiguity left. This definition of S appears to be
adequate in all cases with the possible exception of the Klein bottle constraint violations
mentioned in the next subsection.
4.3. The Klein bottle constraint
In this section we discuss the Klein bottle constraint for open descendants of order 2
automorphism invariants. This condition reads
Nijk Ki Kj Kk > 0,
(39)
where the Klein bottle for the various fields is

Ki0 = Yi0 00 ,
Ki1 = m,J Yi1 0J ,
Kf = m,J Yf 0J = f Yf 00 ,
(40)
where in the last step (63) was used.

Since the charges with respect to any simple current are conserved (mod 1) in fusion,
there are four sectors where the fusion coefficients are non-zero. We will discuss the Klein
bottle constraint in these sectors one by one.
The coupling between three charge-zero fields.
Since the Klein bottle in this sector is just the FrobeniusSchur indicator (in the
original theory), the Klein bottle constraint is satisfied trivially.
410
The coupling between a charge-zero field and two fixed points.

From Eq. (40) we find that the Klein bottle coefficient for a fixed point is equal to
its FrobeniusSchur indicator times a sign, f . If f does not depend on f the Klein
bottle constraint is satisfied (assuming it holds in the C-diagonal case). In case when
two self-conjugate fixed points f and g with f 6= g have a nonzero coupling with a
charge-zero field i0 , the Klein bottle constraint is violated! We will comment on this
below.
For the remaining two cases we make use of the extended tensor product method of
Appendix A. We tensor the theory under consideration with a second one, also with a
half-integer spin current, and extend the chiral algebra by the product of the half-integer
spin currents of the two theories. It is convenient to tensor with a series of theories, namely
SO(2N + 1) level 1. In these theories Yf0 J = (1)N Yf0 0 N , which is a sign. Then we
derive from Eqs. (52), (53) and (54)
Yie 0e 0e = Yi0 00 ,

Yje 0e 0e = N Yj1 00 + (1)N J Yj1 0J ,

Yfe, 0e 0e = 12 N Yf 00 + (1)N J Yf 0J = 12 N Kf f + J (1)N J,m ,
(41)
(42)
(43)
where J = ei[hJ + 2 ] . Furthermore we have

Nikeeje = Nik01j1 + NJk1i0 ,j1 ,
Niee,
je = Ni0 j1 .
(44)
Now we use the Klein bottle constraint in the extended tensor product theory to deal with
the last two cases.
The coupling between a charge-zero field and two charge-one-half fields.
We wish to prove
Nik01j1 Ki0 Kj1 Kk1 > 0.
(45)
From the torus (21), we know that a charge-one-half field j1 propagates in the direct
Klein bottle when j1c = Jj1 . So these fields must be complex, i.e., have a vanishing
FrobeniusSchur indicator Yj1 00 . From Eqs. (42) and (40), we see that the Klein
bottle coefficient for these fields becomes Kj1 = (1)N J,m N J Yje 0e 0e . However,
the signs are irrelevant, since they do not depend on j1 and cancel between the two
charge-one-half fields. Then the Klein bottle constraint follows from the (proposed)
conservation of FrobeniusSchur indicators in the extended tensor theory
Nikeeje Yie 0e 0e Yje 0e 0e Yke 0e 0e > 0
(46)
and the fact that Nikeeje > Nik01j1 , as a consequence of Eq. (44).
The coupling between a charge-zero field, a charge-one-half field and a fixed
point.
We can always choose N in (43) such that the two terms do not cancel. For that choice
of N we have then Kf = (1)N J,m N J Yfe, 0e 0e , exactly the relation we found in
the previous case. Then the fixed point behaves like an ordinary charge-one-half field,
and the rest of the argument is completely analogous to the previous case.
411
4.4. Violations of the Klein bottle constraint

Let us first give an example of a conformal field theory in which the Klein bottle
constraint is violated. Consider the minimal N = 1 superconformal field theory realized
by the coset SU(2)4 SU(2)2 /SU(2)6 . In [18] it was shown that this theory has field
dependent coefficients . The field 3 (0, 0, 6) is an order 2 simple current of halfinteger spin. There are six couplings that violate the crosscap constraint, each with
Nijk Ki Kj Kk = 2. An example is the coupling between the fixed points (1, 2, 5) and
(2, 1, 1) (which have opposite values) and the charge zero field (1, 1, 2).
This violation may be resolved in several ways. It is possible that for these automorphisms there does not exist a consistent Klein bottle projection or that in this special case
there is something wrong with the general formalism developed here. In the examples
where the violation occurs we always have to use the conjectured relation (38) to com This may cast some suspicion on this conjecture. However, there is a more interestpute S.
2 = C . This
ing possibility. The violation is due to different signs f in the relation Sfg
f fg
splits the set of fixed points into two sets, one with f = 1 and one with f = 1. Conjugation closes on each set. It is easy to show that Sfg must have vanishing matrix elements
between fields of different sets. This then implies that N ifg = 0. This immediately implies
that Nifg must be even, since the average of both coefficients must be an integer [8]. This is
indeed what we observed in the example above. This may point towards a possible solution
of the puzzle.
It is instructive to consider the postulate of Section 3 regarding conservation of the
FrobeniusSchur indicator in fusion. The FS-indicator is the generalization to CFT of
the notion of real (R, FS = 1), pseudo-real (P , FS = 1) or complex representations
(C, FS = 0) [14]. This property is preserved in simple Lie-algebra tensor products:
schematically R R = R, P P = R and P R = P , where on the left-hand side
we consider two irreducible representations and on the right-hand side we have a direct
sum of irreducible representations, which may consist out of complex conjugate pairs.
Strictly speaking the latter already violate FS-conservation, but since their indicator is 0
such a violation does not affect the Klein bottle constraint. By analogy with FS-indicator
of simple Lie-algebra representations, we expect the FS-indicator to be preserved in fusion
unless the fusion produces a pair of complex conjugate representations (which together
can form a real or pseudo-real representation) or an even number of real or pseudo-real
representations. The latter possibilities are logically possible (for example for two pseudoreal representations one can choose a real basis), but they never occur in WZW-fusion
or simple Lie-algebra tensor products because there always exists a conserved simple
current charge which is 0 on real representations, 1/2 on pseudo-real ones and anything
on complex representations. The conservation of this charge then enforces conservation of
the FS-indicator in the sense described above. However, in general CFTs we may expect
violations of the conservation rule, leading to a violation of the Klein bottle constraint (4)
by negative, even integers. We do not know of any CFT where such a violation occurs for
3 The numbers are SU(2) Dynkin-labels. Please note that in [18] the last two labels are interchanged.
412
the FS-indicators (i.e., for the Klein bottles of the C-diagonal models), but remarkably we
find precisely such a violation for the Klein bottles of certain off-diagonal models.
This leads one to suspect that perhaps violations by even negative integers are allowed.
Consider for example two fields with Klein bottle coefficients K1 = K2 = 1 and a third
with K3 = 1. The existence of a closed string coupling of the first two fields to the
third implies a coupling of two symmetrically projected unoriented string fields to the
symmetric projection of the third one. But if K3 = 1 the symmetric projection is an
unphysical state, since the Klein bottle produces an anti-symmetric projection. However,
if the coupling has multiplicity two (or even) it is possible for fields 1 and 2 to couple to
a symmetric combination of two anti-symmetrically projected (hence physical) states 3.
This is precisely the reason why a violation of FS-conservation was argued to be possible
in principle, and is presumably how these Klein bottle constraint violations should be
interpreted as well. If this interpretation is correct there is no inconsistency, and the
formulation of the Klein bottle constraint must be weakened as explained above. To show
that this possibility is indeed realized, one should compute the couplings between the
offending fields in full detail, which is beyond the scope of this paper.
5. Conclusions and outlook

In this paper we have presented natural and general candidates for crosscap coefficients
belonging to theories with a non-trivial automorphism invariants in the bulk. Although we
do not pretend to have proved that the resulting open string theories are fully consistent, at
least we have demonstrated that our solution passes a number of non-trivial checks. In rare
cases there may be a problem with the Klein bottle constraint, but we have argued that the
fact that the violation is always by even integers may provide a way out of the problem,
and that perhaps a slightly weaker form of the constraint might be acceptable.
The crosscap coefficients are an essential ingredient in the tadpole cancellation
conditions, which can now be studied for open descendants of a much larger class of bulk
theories.
Nevertheless there are still several classes of automorphism invariants for which the
crosscap coefficients remain unknown. Obvious extensions of our results can be made to
automorphisms generated by Z2n simple currents and to non-cyclic simple current groups.
One may in fact hope for one general formula covering all cases. We expect to address this
question in the near future. Another interesting direction is the study of diagonal invariants
(i.e., a charge conjugation invariant of a C-diagonal theory) and exceptional invariants
such as the E7 invariant of SU (2) level 16. Furthermore the entire formalism should be
extended to the case of boundaries that break bulk symmetries.
Appendix A. Inequalities from tensoring

In this appendix we obtain some useful relations among the quantities N, N and Y ,
which are needed for proving integrality, positivity and the Klein bottle constraint.
413
The strategy is as follows. We will show that the Klein bottle coefficient of Section 4 can
be related to the FrobeniusSchur indicator of a different theory. The conservation of this
indicator will translate into the Klein bottle constraint. Similarly, Eq. (12), which holds in
this theory, turns out to prove positivity and integrality in the open sector.
More explicitly, we tensor the theory of interest with another theory that contains a halfinteger spin simple current. We then extend the chiral algebra of this tensor theory with the
products of the half-integer spin simple currents. We label the fields in the tensor product
and the fields in the extended tensor product by ie . In particular, Jt = (J, J)
by it = (i, i)
is a simple current and when f is a fixed point of J and f a fixed point of J, ft = (f, f)
is a fixed point of Jt .
The matrices S, T and P and the coefficients Nij k and Yij k of the tensor theory are
related to those of its components in a straightforward way. To deal with the extension
we make use of the results of [16,17] to resolve the fixed points of Jt . This then gives us
the matrix S of the extended theory in terms of the matrices S and S J (the fixed point
resolution matrix) of the components. We then compute P , N and Y .
that are chargeless under Jt exist, so
In the extended theory only fields it = (i, i)
Furthermore, these fields are grouped by the action of the simple
QJ (i) = QJ (i).
current Jt . For every fixed point in the tensor theory there are two fields in the extension [3],
which we label by , = (1, 2).
The matrices S, T and P of this extension are related to those of the unextended theory,
which is the tensor theory. For the matrix S we have for instance
Sie je = 2Sit jt ,
Sie fe, = Sit ft .
(47)
When the indices are two fixed points the result is

Sfe, ge, = Sft gt E + SfJt gt F ,
(48)
where the matrices E and F are given by

1 1
1 1
E=
,
F=
.
1 1
1 1
(49)
The matrix P in the extension, is given by

Pie je = 2Pit jt ,
Pfe, je = Pft jt ,
Pfe, ge, = 0,
where the orbit averaged P -matrix is (x = it , ft )

s

Tjt jt
1
PxJjt .
Pxjt = Pxjt +
2
TJjt ,Jjt
(50)
(51)
We can now relate the tensor Y of the extended theory to the tensors Y of the components
of the tensor product. We will be particularly interested in the FrobeniusSchur indicators
+ (J i0 , J), je = (j1 , f) + (Jj1 , f) and fe = (f, f). The subscripts 0 and
of ie = (i0 , 0)
1 were introduced in Section 4, and refer to the charges of the fields. A straightforward
calculation shows
414
Yie 0e 0e = Yi0 00 Y0 0 0 + J,J Yi0 0J Y0 0 J = Yi0 00 ,
(52)
Yje 0e 0e = Yj1 00 Yf0 0 + J,J Yj1 0J Yf0 J ,

Yfe, 0e 0e = 12 Yf 00 Yf0 0 + J,J Yf 0J Yf0 J ,
(53)
(54)
where J,J = ei[hJ +hJ ] = 1. In the first line we used |Y0 0 J | 6 N0J0 = 0 (see Eq. (12)).
The fusion coefficients in the extended theory can also be related to those of the
components of the tensor theory. We have for example:
f
Nikeeje = Nik01j1 N0 f + NJk1i0 j1 NJf ,

f
Niee,
je = Ni0 j1 N0 f ,
(56)
where ke = (k1 , f) + (J k1 , f).

One can also show that

Yfe, 0e ie = 12 Yf 0i0 Yf0 0 + J,J Yf J i0 YfJ0
and
Nie fe, ge, =
1
2
(55)

1

Ni0 fg N 0 fg ,
Ni0 fg N0 fg + e 2 i(m+m)
(57)
(58)
where
N ifg =
X Shi Shf Shg

,
Sh0
N 0fg = f Cfg ,
(59)
h,J h=h
where f is a sign. The phase factor in (58) is due to the fact that we have expressed the
fixed point resolution matrices S J (which appear naturally in fixed point resolutions for
integer spin currents) in terms of S using (38). In the tensor theory mt is an even integer,
where m and m
are odd.
which decomposes as mt = m + m,
In WZW-models this sign is in fact independent of f , but in extended WZW-models
examples are known where it is not [18] 4 . In the extended tensor theory, Eq. (12) must
hold. So for instance

Yf 0 i 6 Ni f f .
(60)
e, e e
e e, e,
We now make a specific choice for the bar-theory, namely the Ising model with fields
0 = 0, f = and J = . Eq. (60) then becomes

1

1

(61)
2 Yf 0i0 J,m Yf J i0 6 2 Ni0 ff Ni0 ff ,
where J,m is defined in the main text. Note that the above equations are the positivity
conditions in the open sector where the boundary labels are fixed points for the two Klein
bottle projections of Section 4. Integrality can be proved in a similar way. It is not hard to
convince oneself that the above bound is independent of the chosen bar-theory. Another
consequence of this inequality can be seen by taking i = 0. With the use of Eq. (59) we get

1
1

(62)
2 Yf 00 J,m Yf J 0 6 2 Cff f Cff .
4 Note that is defined here in terms of the square of S,
not the square of S J as in [16,17]. If (38) holds,
f = 1.
415
Note that this implies

Yf 00 = f m,J Yf 0J .
(63)
Acknowledgements
A.S. would like to thank Christoph Schweigert and Jrgen Fuchs for discussions. L.H.
would like to thank the Samenwerkingsverband Mathematische Fysica for financial
support and N.S. would like to thank Fundao para a Cincia e Tecnologia for financial
support under the reference BD/13770/97.
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[18] A.N. Schellekens, Fixed point resolution in Extended WZW models, Nucl. Phys. B 558 [PM]
(1999) 484.
[19] J. Fuchs, A.N. Schellekens, C. Schweigert, From Dynkin diagram symmetries to fixed point
structures, Commun. Math. Phys. 180 (1996) 39.

The two-loop scalar and tensor Pentabox graph

with light-like legs
C. Anastasiou 1 , E.W.N. Glover 2 , C. Oleari
Department of Physics, University of Durham, Durham DH1 3LE, UK
Received 19 December 1999; revised 12 January 2000; accepted 3 February 2000
Abstract
We study the scalar and tensor integrals associated with the pentabox topology: the class of twoloop box integrals with seven propagators five in one loop and three in the other. We focus on
the case where the external legs are light-like and use integration-by-parts identities to express the
scalar integral in terms of two master-topology integrals and present an explicit analytic expression
for the pentabox scalar integral as a series expansion in = (4 D)/2. We also give an algorithm
based on integration by parts for relating the generic tensor integrals to the same two master integrals
and provide general formulae describing the master integrals in arbitrary dimension and with general
powers of propagators. 2000 Elsevier Science B.V. All rights reserved.
PACS: 12.38.Bx; 12.20.Ds; 11.10.Kk
Keywords: Scalar integrals; Tensor reduction; Two-loop integrals; Pentabox; Dimensional regularisation
1. Introduction
Scattering processes are one of the most important sources of information on short
distance physics and have played a vital role in establishing the properties of the
fundamental interactions of nature. At the one-loop level, box integrals are a key
ingredient in the comparison of perturbative predictions with experimental data, such as
wide-angle jet production in hadron collisions or Bhabha scattering in electronpositron
annihilation. Recent improvements of experimental measurements demand even more
precise theoretical predictions and there is significant interest in determining 2 2
scattering rates at the two-loop order. Achieving this goal requires the evaluation of twoloop graphs such as the planar double-box graph [1,2], the non-planar double-box graph [3]
or some one-loop box integrals with bubble insertions on one of the propagators [4].
Corresponding author. E-mail: Carlo.Oleari@durham.ac.uk
1 E-mail: Ch.Anastasiou@durham.ac.uk
2 E-mail: E.W.N.Glover@durham.ac.uk
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 0 7 9 - 1
C. Anastasiou et al. / Nuclear Physics B 575 (2000) 416436
417
Fig. 1. The pentabox topology. The propagators are labelled according to Eq. (2.3) and are each
raised to the i power.
In addition, we also need to study the particular type of planar box graph shown in
Fig. 1. Owing to the particular shape of this diagram, we name this topology pentabox. It
is the purpose of this paper to provide analytic expressions for the scalar pentabox with unit
powers of the propagators using dimensional regularisation for the light-like (or on-shell)
case, p12 = p22 = p32 = p42 = 0, in terms of generalised polylogarithms. This type of integral
is much simpler than the planar double-box [1] and the non-planar double-box [3] because
of the presence of the triangle sub-graph which allows the use of integration-by-parts
identities [5,6] to relate the most general scalar integral to two types of simpler integrals
with fewer propagators, which we denote master topologies. We give expressions for these
simpler integrals and use them to derive an analytic expression for the pentabox graph
with unit propagators as a series expansion in = (4 D)/2. We also give algorithms for
evaluating all the associated tensor integrals. These are directly related to scalar integrals
with higher powers of the propagators in higher dimension. As with the scalar integral, the
integration-by-parts identities allow the tensor integrals to be obtained in terms of the two
master-topology integrals.
Our paper is organised as follows. In Section 2 we establish the basic notation we will
use for two-loop integrals. Analytic expressions for the scalar pentabox integral, together
with algorithms for reducing the integral to the simpler master topologies, are given in
Section 3, while the tensor integrals are described in Section 4. Details of the master
topologies and algorithms relating them are given in Section 5. Explicit expansions in
= (4 D)/2 are computed in terms of generalised polylogarithm functions. Useful
relations amongst the polylogarithms are collected in Appendix 6. Finally, our findings
are summarized in Section 6.
2. Notation
We denote the generic two-loop integral in D dimensions with n propagators Ai raised
to arbitrary powers as

J D {i }; {Q2i } 1; k1 ; k2 ; k1 k1 ; k1 k2 ; . . .
Z D Z D
d k1
d k2 [1; k1 ; k2 ; k1 k1 ; k1 k2 ; . . .]
,
(2.1)
=
i D/2
i D/2
A11 Ann
418
where the external momentum scales are indicated by {Q2i }. When the numerator
in Eq. (2.1) is unity, J D ({i }; {Q2i })[1] J D ({i }; {Q2i }), we have the scalar integral that forms the basic underlying skeleton of the graph. The tensor integrals
J D ({i }; {Q2i })[k1 ; . . .], which naturally arise in Feynman diagrams, are usually related
to combinations of the scalar integral with different powers of propagators and/or different
values of D [7]. Evaluation of two-loop matrix elements for physical processes requires a
knowledge of both tensor and scalar integrals.
In this paper we focus on the specific two-loop box graph shown in Fig. 1, whose analytic
expression is
J D (1 , 2 , 3 , 4 , 5 , 6 , 7 ; s, t)
Z D Z D
1
d k2
d k1
,
=
i D/2
i D/2 A11 A22 A33 A44 A55 A66 A77
(2.2)
together with the associated tensor integrals, where the propagators are given by
A1 = k12 + i0,
A2 = (k1 + p1 )2 + i0,
A3 = (k1 + p1 + p2 )2 + i0,
A4 = (k1 + p1 + p2 + p3 )2 + i0,
A5 = (k2 + p1 + p2 + p3 )2 + i0,
A6 = k22 + i0,
A7 = (k1 k2 )2 + i0.
(2.3)
With this momentum assignment we see that the loop momentum k1 circulates in five
of the propagators while k2 circulates in only three. All of the external momenta are ingoing and are taken to be light-like: p12 = p22 = p32 = p42 = 0. The only momentum scales
present in the problem are therefore the usual Mandelstam variables s = (p1 + p2 )2 and
t = (p2 + p3 )2 , together with u = s t.
3. The scalar pentabox integral

The generic scalar pentabox integral, J D (1 , 2 , 3 , 4 , 5 , 6 , 7 ; s, t), with arbitrary
powers of propagators in D dimension is always reducible to a finite set of simpler mastertopology integrals. In fact, applying the integration-by-parts method [5,6] to the following
two integrals
Z D Z D
[(k2 p4 ) ; k2 ]
d k2
d k1
= 0,
(3.1)
i D/2
i D/2 k2 A11 A22 A33 A44 A55 A66 A77
we find that

(D 25 6 7 )J D = 6 6+ 5 + 7 7+ 5 7 7+ 4 J D ,

(D 5 26 7 )J D = 5 5+ 6 + 7 7+ 6 7 7+ 1 J D ,
(3.2)
(3.3)
419
where J D = J D (1 , 2 , 3 , 4 , 5 , 6 , 7 ; s, t) and the symbols i+ and i are shorthand

notation for raising and lowering of powers of propagator i
i J D (. . . , i , . . .) = J D (. . . , i 1, . . .).
(3.4)
As usual, each raising operator is always accompanied by a factor of i so that it is

impossible to raise the power of the propagator if it is not already present, i.e., i 6= 0.
By repeated application of Eq. (3.2), we can reduce either of 4 or 5 to zero. Similarly,
by applying Eq. (3.3) we can lower (and eventually eliminate) the power of either 1 or 6 .
This produces a pinched graph of the form
J D (1 , 2 , 3 , 4 , 0, 0, 7 ; s, t) = 0,
(3.5)
J (1 , 2 , 3 , 0, 5 , 0, 7 ; s, t) = A (1 , 2 , 3 , 5 , 7 ; s, t),
(3.6)
J (0, 2 , 3 , 4 , 0, 6 , 7 ; s, t) = B (2 , 3 , 4 , 6 , 7 ; s, t),
(3.7)
J (0, 2 , 3 , 0, 5 , 6 , 7 ; s, t) = C (2 , 3 , 5 , 6 , 7 ; s, t),
(3.8)
where, diagrammatically,
AD (1 , 2 , 3 , 5 , 7 ; s, t)
B D (2 , 3 , 4 , 6 , 7 ; s, t)
C D (2 , 3 , 5 , 6 , 7 ; s, t)
AD , B D and C D constitute our set of master-topology integrals. Due to the particular

symmetry of these diagrams, they satisfy some additional identities:
The basic AD and B D integrals are related by exchanging s and t according to
B D (2 , 3 , 4 , 6 , 7 ; s, t) = AD (2 , 3 , 4 , 6 , 7 ; t, s),
(3.9)
420
and AD has the additional symmetries

AD (3 , 2 , 1 , 5 , 7 ; s, t) = AD (1 , 2 , 3 , 5 , 7 ; s, t),
AD (1 , 2 , 3 , 7 , 5 ; s, t) = AD (1 , 2 , 3 , 5 , 7 ; s, t).
Similarly, the basic
CD
(3.10)
integral has the properties
C (6 , 5 , 3 , 2 , 7 ; t, s) = C D (2 , 3 , 5 , 6 , 7 ; s, t),
D
C D (3 , 2 , 6 , 5 , 7 ; t, s) = C D (2 , 3 , 5 , 6 , 7 ; s, t).
(3.11)
Application
We consider here the specific case of the scalar integral with all the propagators equal to
one. Applying Eqs. (3.2) and (3.3) we obtain
J D (1, 1, 1, 1, 1, 1, 1; s, t)
D
1
2C (1, 1, 1, 1, 3; s, t)
=
(D 5)(D 4)
2AD (1, 1, 1, 1, 3; s, t) AD (1, 1, 1, 2, 2; s, t)

2B D (1, 1, 1, 1, 3; s, t) B D (1, 1, 1, 2, 2; s, t) .
(3.12)
The explicit form for the master-topology integrals with arbitrary powers of propagators
and arbitrary dimension are collected in Section 5. Making a series expansion in =
(4 D)/2, we find that the general structure of the scalar integral can be written
0(1 )3 0(1 + 2)
3
(1 + 3)
0(1 3)
4 4 (1 + )(1 + 2)

(s)2
(t)2
R(s,
t)
+
R(t,
s)
.
(3.13)
st 2
ts 2
(1) In the physical region s > 0, t < 0 we have

s +t
+ 23 + 62 3
R(s, t) = 1 + + 22 2 + 4 S1, 2
s

s +t
s +t
s +t
8 S1, 3
+ 8 S1, 2
+ 12 S2, 2
s
s
s

s +t
+ 63 514 4
+282 Li2
s

s+t
2 3
+ 4 i (s, t) Li2
s

s+t
s+t
s+t
+ 3 Li3
+ 2 Li2
2 S1, 2
3 22 4
s
s
s
J D (1, 1, 1, 1, 1, 1, 1; s, t) =
+ O( 5 ).
(3.14)
The generalised polylogarithms (defined in Section A.1) that appear in Eq. (3.14),
and then in Eq. (3.13), have arguments (s + t)/t and (s + t)/s, which are always
less than unity in this region. The function (t, s) assumes values
(s, t) = (t, s) = 1.
(3.15)
421
The imaginary parts associated with the prefactor can be simply obtained by
recalling the +i0 prescription associated with the external kinematic scales
(s)2 |s|2 exp(2 i),
(t)
|t|
(3.16)
(3.17)
(2) In the other physical region s < 0, t < 0, we use the analytic continuation formulae
of Section A.2, and we find

s +t
s
s
+ 4 log
Li2
R(s, t) = 1 + + 22 2 + 4 Li3
s +t
s
s +t

s +t
s +t
s
2
+ 2 2 log
4 S1, 2
+ 63 + 2 3
+ log3
3
s
s
s +t

s+t
s
s
s
+ 4 S2, 2
+ 8 S1, 3
8 log
+ 1 S1, 2
s +t
s +t
s
s+t

s +t
5
s
s
s+t
+ 4 2 log
Li3
+ log4
16 Li4
s+t
s
s+t
6
s

s+t
4
s+t
s
s +t
+ 2 log
2 Li2
+ log3
+ 4 log2
s
s
s +t
3
s

s +t
8
s +t
+ 12[3 + 22 ] log
+ 143 + 314 4
+ 2 log2
3
s
s
+ O(5 ).
(3.18)
Notice that, in this region, the scalar pentabox integral of Eq. (3.13) has no
imaginary part, as expected.
4. The generic tensor integrals
In this section, we want to deal with the generic tensor integral, J D ({i }; {Q2i })[k1 ; . . .],
using the pentabox just as an example of how to reduce the tensor integral to a set of simpler
scalar integrals.
A method to reduce tensor integrals constructing differential operators that change the
powers of the propagators as well as the dimension of the integral was presented in Ref. [7].
However, it is in our view simpler to obtain the tensor integrals directly from the Schwinger
parameterised form of the integral. In fact, in its most general form, the integrand can be
rewritten as
!
Z
n
X
1
= Dx exp
xi Ai ,
(4.1)
A11 . . . Ann
i=1
where
Z
Dx =
Z
n
Y
(1)i
i=1
0(i )
0
dxi xi i
(4.2)
422
and
n
X
xi Ai = a k12 + b k22 + 2 c k1 k2 + 2 d k1 + 2 e k2 + f,
(4.3)
i=1
P
where a, b, c, d , e and f are directly readable from the actual graph: a(b) = xi ,
P
where the sum runs over the legs in the k1 (k2 ) loop, and c = xi with the sum running
over the legs common to both loops. Specifically, in the pentabox graph we have
a = x1 + x2 + x3 + x4 + x7 ,
b = x5 + x6 + x7 ,
c = x7 ,
d = x2 p1 + x3 p12 + x4 p123 ,
e = x5 p123 ,
f = x3 s,
(4.4)
where p12 = p1 + p2 and p123 = p1 + p2 + p3 . In all cases, the a, b, c, d , e and f are

linear in the xi .
With the change of variables
cK2
+ X ,
a
k2 K2 + Y ,
k1 K1
(4.5)
(4.6)
where
X =
ce bd
,
P
Y =
cd ae
,
P
(4.7)
and
P = ab c2 ,
(4.8)
we can diagonalise Eq. (4.3), so that

n
X
i=1
xi Ai = aK12 +
P 2 Q
K + ,
a 2 P
(4.9)
with
Q = a e2 b d 2 + 2 c e d + f P.
The scalar loop integral can be cast in the form

Z
Z D
Z D

d K1
P 2 Q
d K2
2
K
,
exp
aK
+
+
J D {i }; {Q2i } [1] = Dx
1
i D/2
i D/2
a 2 P
and the Gaussian integrals over the shifted loop momenta are evaluated to
Z

J D {i }; {Q2i } [1] = DxI,
(4.10)
(4.11)
(4.12)
the integrand I being given by

Q
1
.
I = D/2 exp
P
P
423
(4.13)
Similarly, the tensor integrals can be easily obtained by using identities such as
Z D

d K1
K1 exp aK12 = 0,
D/2
i
Z D

1
1
d K1
K1 K1 exp aK12 = g D/2 ,
D/2
i
2a
a
Z D

d K1
2
K
K
K
K
exp
aK
1
1
1
1
1
i D/2
1
1
= 2 g g + g g + g g D/2 .
4a
a
To give a concrete example, we consider the tensor integral associated with k1

Z
Z D
Z D

cK2
d K1
d K2
+
X
J D {i }; {Q2i } [k1 ] = Dx
K
1
i D/2
i D/2
a

P
Q
exp aK12 + K22 +
a
P
Z
= DxX I.
(4.14)
(4.15)
(4.16)
(4.17)
Recalling the definition (4.7), we see that X consists of the ratio of a set of bilinears
in xi divided by P. We can therefore absorb the factors of xi into Dx (see Eq. (4.2)) by
increasing the power to which the ith propagator is raised
1
(1)i +1 xi i
(1)i xi i
xi i
i i+ ,
0(i )
0(i + 1)
while the factor P can be absorbed into I (see Eq. (4.13))
1
1 1
(D+2)/2 ,
D/2
P
P
P
so that 1/P acts as a dimension increaser
1
d+ ,
P d ,
P
where

d J D {i }; {Q2i } = J D2 {i }; {Q2i } .
(4.18)
(4.19)
(4.20)
(4.21)
In this way, each xi in the numerator increases by one the power of the associated
propagator, and each power of P in the denominator (numerator) increases (decreases)
the space-time dimension D by two. Schematically we have
X

i j pk J D+2 {. . . , i+1 , . . . , j +1 , . . .}; {Q2i } [1], (4.22)

J D {i }; {Q2i } [k1 ] =
where the summation runs over the elements of (ce bd ) which fix the values of i, j
and pk .
424
For the case of the pentabox, where a, . . . , f are given in Eq. (4.4), we have from
Eq. (4.7)
x7 x5 p123 (x5 + x6 + x7 )(x2 p1 + x3 p12 + x4 p123 )

P
so that Eq. (4.17) becomes

J D [k1 ] = 5 5+ 7 7+ p123 5 5+ + 6 6+ + 7 7+

2 2+ p1 + 3 3+ p12 + 4 4+ p123 d+ J D ,
X =
JD
= J D ({i }; {Q2i }).
(4.23)
(4.24)
where we have used the shorthand notation

By applying the integration-by-parts identities (3.2) and (3.3) we can now write this
tensor integral directly in terms of the set of simpler integrals.
For generic four-point integrals, we need tensor integrals with up to four free indices,
each associated with a Lorentz index of an external leg. Integrals with higher powers of the
loop momenta are of course possible, but must yield dot products with other momenta when
the available free Lorentz indices are saturated. In many cases, these dot products can be
immediately expressed in terms of the propagators and canceled through (see Eq. (4.38)).
Nevertheless, the procedure previously described can be iterated ad libitum and we
can express every tensor integrals in terms of scalar ones with increased powers of the
propagators and dimension D. For example, we have
Z

(4.25)
J D k2 = DxY I,

Z

b
g
J D k1 k1 = Dx X X
I,
(4.26)
2P

Z

c
g
I,
(4.27)
J D k1 k2 = Dx X Y +
2P

Z

a
g
I,
(4.28)
J D k2 k2 = Dx Y Y
2P

Z

b

g X + g X + g X I, (4.29)
J D k1 k1 k1 = Dx X X X
2P

Z

b
D
g Y
J k1 k1 k2 = Dx X X Y
2P

c

I,
(4.30)
+
g X +g X
2P

Z

a

g X
J D k1 k2 k2 = Dx X Y Y
2P

c

+
g Y +g Y
I,
(4.31)
2P

Z

a

g Y + g Y + g Y I, (4.32)
J D k2 k2 k2 = Dx Y Y Y
2P

Z

b2
D
g g + g g + g g
J k1 k1 k1 k1 = Dx X X X X +
2
4P
425
b
g X X + g X X + g X X + g X X
2P

+ g X X + g X X I,
(4.33)

Z

b
g X + g X + g X Y
J D k1 k1 k1 k2 = Dx X X X Y
2P

c

g X X + g X X + g X X
+
2P

bc

g g +g g +g g
I,
(4.34)
4P 2

Z

a
b
g X X
g Y Y
J D k1 k1 k2 k2 = Dx X X Y Y
2P
2P

c
g X Y + g X Y + g X Y + g X Y
+
2P

c2
ab

g g +
g g +g g
I,
(4.35)
+
4P 2
4P 2

Z

a
g Y + g Y + g Y X
J D k1 k2 k2 k2 = Dx X Y Y Y
2P

c
g Y Y + g Y Y + g Y Y
+
2P

ac

g
+
g
g
+
g
g
g
I,
(4.36)
4P 2

Z

a 2
D
g g + g g + g g
J k2 k2 k2 k2 = Dx Y Y Y Y +
4P 2
a
g Y Y + g Y Y + g Y Y + g Y Y
2P

+ g Y Y + g Y Y I.
(4.37)
Note that these expressions are valid for arbitrary two-loop integrals and to use them all
that needs to be done is to identify a, b, c, d , e and f , which can easily be read off from
the graph, and to construct X and Y . The powers of xi and P can then be exchanged
for scalar integrals with higher i and higher D. This procedure is straightforward to
implement in an algebraic program.
Of course, rewriting the tensor integrals in this way is only useful if the relevant
scalar integrals in higher D and with arbitrary powers of the propagators are known.
For the pentabox, this is the case since repeated application of the integration-by-parts
identities (3.2) and (3.3) can always be used to reduce the integrals to one of the mastertopology integrals of Eqs. (3.6)(3.8), for which general results are given in the next
section.
However, there is one further simplification of note. When in the numerator we have
a dot product that can be rewritten in terms of the difference of propagators, it is easiest
to directly cancel off one of the propagator powers. For example, if we have to deal with
426
Fig. 2. One-loop self-energy insertion into a one-loop triangle. The propagators are labelled
according to Eq. (2.3) and are each raised to the i power.
k1 p1 , it is more efficient to make the replacement

2k1 p1 = (k1 + p1 )2 k12 = A2 A1 2 1 .
(4.38)
The integration-by-parts identities (3.2) and (3.3) can still be used to further reduce the
powers of 1 , 4 , 5 and 6 .
Following this procedure, we can pinch completely the second propagator, so that we
immediately obtain self-energy insertions to one-loop triangle graphs of the type shown in
Fig. 2. These can be written directly in terms of 0 functions

(4.39)
J D (1 , 0, 3 , 0, 5 , 0, 7 ; s, t) = D (5 , 7 )I3D 5 + 7 D2 , 1 , 3 ; s ,

D
D
D
D
(4.40)
J (0, 0, 3 , 4 , 0, 6 , 7 ; s, t) = (6 , 7 )I3 4 , 6 + 7 2 , 3 ; s ,

D
D
D
D
(4.41)
J (0, 0, 3 , 0, 5 , 6 , 7 ; s, t) = (3 , 7 )I3 5 , 3 + 7 2 , 6 ; s ,
where the self-energy factor is given by
D
D (1 , 2 ) = (1) 2
0(1 + 2 D/2)0(D/2 1 )0(D/2 2 )

,
0(1 )0(2 )0(D 1 2 )
(4.42)
and the one-loop triangle integral with arbitrary powers and with one external mass scale
Q2 is given by (see, for example, [8])
I3D (1 , 2 , 3 ; Q2 )
= (1) 2 (Q2 ) 2 123
D
0(D/2 12 )0(D/2 13 )0(123 D/2)

,
0(2 )0(3 )0(D 123 )
(4.43)
where we have introduced the shorthand ij = i + j , ij k = i + j + k , etc.
5. The master topologies

In this section, we collect the explicit expressions in terms of hypergeometric functions
for the general master-topology integrals AD (B D ) and C D , with arbitrary powers of
propagators and general dimension D. We also show how to relate these to simpler pinched
integrals and we compute explicitly the integrals that we need to evaluate all the tensor
integrals in a closed analytical form and as an expansion in (D = 4 2).
427
Fig. 3. The master topology A. The propagators are labelled according to Eq. (2.3) and are each
5.1. Topology A
The master-topology integral AD (1 , 2 , 3 , 5 , 7 ; s, t) is shown in Fig. 3 and, with
respect to the propagator factors of Eq. (2.3), is defined as
Z D Z D
d k1
1
d k2
.
(5.1)
AD (1 , 2 , 3 , 5 , 7 ; s, t) =
i D/2
i D/2 A11 A22 A33 A55 A77
This integral is related by a factor to the ordinary one-loop box integral
AD (1 , 2 , 3 , 5 , 7 ; s, t) = D (5 , 7 ) I4D 1 , 2 , 3 , 5 + 7
D
2 ; s, t
where D (5 , 7 ) is given in Eq. (4.42) and

Z D
d k1
1
I4D (1 , 2 , 3 , 4 ; s, t) =
1 2 3 4 .
D/2
i
A1 A2 A3 A4
(5.2)
(5.3)
Expressions for the one-loop box integral with general powers of the propagators are easily
obtained [4,8,9]. In the kinematic region |t| < |s| we find [4]
I4D (1 , 2 , 3 , 4 ; s, t) = (1) 2 s 2 1234

0(1234 D/2)0(D/2 234 )0(D/2 124 )
0(1 )0(3 )0(D 1234)

D
3 F2 2 , 4 , 1234 D2 , 1 + 234 D2 , 1 + 124 D2 , st

0(234 D/2)0(D/2 34 )0(3 1 )0(D/2 23 )
+
0(2 )0(3 )0(4 )0(D 1234 )
D 234
t 2
D
D
3 F2 1 , 2 34 , 2 23 , 1 + 1 3 , 1 +
s
0(124 D/2)0(D/2 14 )0(1 3 )0(D/2 12 )
+
0(1 )0(2 )0(4 )0(D 1234 )
D 124
2
t
D
D
3 F2 3 , 2 14 , 2 12 , 1 + 3 1 , 1 +
s
D
2
234 , st
D
2
124 , st

.
(5.4)
428
Expressions for I4D valid for |s| < |t| can be obtained by the exchanges 1 2 , 3 4
and s t in Eq. (5.4).
Although these integrals appear with a variety of integer values for 1 , 2 and 3 in
dimensions higher than D = 4 2, we can systematically relate them to simpler integrals
by the integration-by-parts identities. In fact, we can derive

(5.5)
s 1 1+ d+ I4D = D + 2 1234 d+ I4D + 3 I4D ,
+ D
+ + D
D
(5.6)
t 2 2 d I4 = D + 2 1234 d I4 + 4 I4 ,
+ D
+ + D
D
(5.7)
s3 3 d I4 = D + 2 1234 d I4 + 1 I4 ,
where we have used the shorthand notation I4D = I4D (1 , 2 , 3 , 4 ; s, t).
Repeated application of these identities reduces 1 , 2 and 3 to unity together with
integrals where one of the propagators is pinched out, yielding a one-loop triangle (see
Eq. (4.43))
I4D (1 , 2 , 0, 4 ; s, t) = I3D (1 , 2 , 4 ; t),
(5.8)
I4D (0, 2 , 3 , 4 ; s, t) = I3D (3 , 2 , 4 ; t).
(5.9)
Subsequent application of

t 4 4+ d+ I4D = D + 2 1234 d+ I4D + 2 I4D
(5.10)
can be used to control the power of 4 and form the pinched triangle integral
I4D (1 , 0, 3 , 4 ; s, t) = I3D (4 , 1 , 3 ; s).
(5.11)
The only remaining one-loop box graphs have 1 = 2 = 3 = 1 and both 4 and D
arbitrary and may written in terms of Gaussian hypergeometric functions as [4]
D 0(2 + 4 D/2)0(D/2 1 4 )0(2 D/2)
I4D (1, 1, 1, 4; s, t) = (1) 2
0(D 3 4 )0(3 D/2)

D
0(D/2 2)
D
s+t
t 2 34
2 F1 1, 1, 2 1, t
0(4 )

D
.
(5.12)
+ s 2 34 0 D2 1 4 2 F1 1, 4 , D2 1, s+t
s
Using Eq. (5.10) we can select a particular value of 4 , for example, 4 = . The
hypergeometric functions have one-dimensional integral representations and in D = 4 2
can be expanded around = 0 in terms of generalised polylogarithms. The necessary
integrals are easily written

1
1 + Li2 (x)2 + Li3 (x) S1, 2 (x) 3
2 F1 (1, 1, 1 , x) = (1 x)

+ Li4 (x) + S1, 3 (x) S2, 2 (x) 4 + O(5 ) ,
(5.13)

2
1 + log(1 x) + Li2 (x) + log2 (1 x) 2
2 F1 (1, , 1 , x) = (1 x)

2
3
+ Li3 (x) 2 S1, 2(x) + log (1 x) 3
3
429

1
+ Li4 (x) + 4 S1, 3(x) 2 S2, 2 (x) + log4 (1 x) 4
3

+ O(5 ) .
(5.14)
The corresponding hypergeometric functions in higher dimensions or for different values
of 4 can be obtained using Gausss relations between contiguous hypergeometric
functions
(c b 1)
(c 1)
2 F1 (1, b, c, x),
b (1 x)
b (1 x)
c
c (1 x)
2 F1 (1, b, c + 1, x) =
2 F1 (1, b, c, x),
(c b)x
(c b)x
2 F1 (1, b + 1, c, x) =
(5.15)
(5.16)
which provide expansions in for D = 6 2, D = 8 2, or higher. Note that the

integration-by-parts relation of Eqs. (5.10) and (5.15) both perform the reduction of powers
of 4 .
5.2. Topology C
The diagonal-box master-topology integral is shown in Fig. 4 and with respect to the
propagator factors of Eq. (2.3) is defined as
Z D Z D
d k1
1
d k2
(5.17)
C D (2 , 3 , 5 , 6 , 7 ; s, t) =
2 3 5 6 7 .
D/2
D/2
i
i
A2 A3 A5 A6 A7
For this graph, it is easy to read off the values of Q and P of Eqs. (4.8) and (4.10)
Q = x3 x6 x7 s + x2 x5 x7 t,
(5.18)
P = x7 (x2 + x3 + x5 + x6 ) + (x2 + x3 )(x5 + x6 ).
(5.19)
The integral can be written as a single MellinBarnes integral (see, for example, Refs. [2,
3])
(1)D s D23567
0(2 )0(3 )0(5 )0(6 )0(7 )
0(D/2 7 )0(D/2 56 )0(D/2 23 )
0(D 237 )0(D 567 )0(3D/2 23567)

Zi
d
0()0(D + 2 23567 )
2 i
C D (2 , 3 , 5 , 6 , 7 ; s, t) =
0(D + 5 23567 )0(23567 D + )0(3 + )0(6 + )

t
, (5.20)
s
where the path of integration over must be chosen so that to separate the poles coming
from 0( ) from those coming from 0( + ). In the kinematic region |t| < |s| the
contour at the infinity must be closed to the right, and the expression we obtain is
430
Fig. 4. The master topology C. The propagators are labelled according to Eq. (2.3) and are each
C D (2 , 3 , 5 , 6 , 7 ; s, t) = (1)D s D23567
0(D/2 23 )0(D/2 56 )0(D/2 7 )
0(7 )0(3D/2 23567)

0(23567 D)0(D 2367 )0(D 3567)
0(2 )0(5 )0(D 567 )0(D 237 )

3 F2 3 , 6 , 23567 D, 1 D + 2367 , 1 D + 3567 , st

0(2 5 )0(D 267 )0(2367 D) t D2367
+
0(2 )0(3 )0(6 )0(D 567 )
s

3 F2 5 , D 267 , D 237 , 1 + D 2367 , 1 + 5 2 , st

0(5 2 )0(D 357 )0(3567 D) t D3567
+
0(3 )0(5 )0(6 )0(D 237 )
s

t
3 F2 2 , D 357 , D 567 , 1 + D 3567 , 1 + 2 5 , s .
(5.21)
The solution valid when |s| < |t| can be obtained from Eq. (5.21) by the exchanges
s t,
2 3 ,
5 6 .
(5.22)
The expression for the diagonal box (5.21) has an apparent singularity when 2 5 is an
integer which cancels in the actual evaluation of the diagram.
In addition, although in principle we need to know this integral for arbitrary powers and
arbitrary dimension, further simplifications occur. Integration by parts yields the following
relations (C D = C D (2 , 3 , 5 , 6 , 7 ; s, t))

(5.23)
(D 2 223 ) 2 2+ + 3 3+ C D = (D 2 27 )7 7+ C D ,
D
+
+
+ D
(5.24)
(D 2 256 ) 5 5 + 6 6 C = (D 2 27 )7 7 C ,
so that we can reduce either 2 or 3 to unity at the expense of increasing the other, together
with 7 . Similarly, we can reduce either of 5 or 6 to unity. For example, if we choose to
reduce both 3 and 5 to unity, the remaining integrals have 2 , 6 and 7 greater than one.
These can be simplified using the integration-by-parts identity
Z
Z
dD+2 k2
dD+2 k1
i (D+2)/2
i (D+2)/2
+
+
+
+ (k2 + p1 ) 7 7+
k1 + p1 ) (5 5 + 6 6 + 7 7
k1
k2
1
2 3 5 6 7 = 0,
A2 A3 A5 A6 A7
431
(5.25)
and Eq. (5.19) written in the form

P = 7 7+ 2 2+ + 3 3+ + 5 5+ + 6 6+

+ 2 2+ + 3 3+ 5 5+ + 6 6+ d ,
(5.26)
to obtain
s 6 6+ 7 7+ d+ C D = 3 C D
(3D + 2 223567)(D 567 )

7 7+ d+ C D .
D 256
(5.27)
We can derive three other identities similar to the previous one, using the symmetry of the
diagram. For our purposes, only one is useful
t 2 2+ 7 7+ d+ C D = 5 C D
(3D + 2 223567)(D 237 )

7 7+ d+ C D ,
D 223
(5.28)
which, together with Eq. (5.27), can be used to reduce 2 and 6 and to introduce the
simpler pinched integrals

C D (2 , 0, 5 , 6 , 7 ; s, t) = D (2 , 7 ) I3D 6 , 5 , 2 + 7 D2 ; t ,

(5.29)
C D (2 , 3 , 0, 6 , 7 ; s, t) = D (6 , 7 ) I3D 2 , 3 , 6 + 7 D2 ; s ,
where the self-energy factor D is defined in Eq. (4.42) and the one-loop triangle I3D is
given by Eq. (4.43).
Finally, we also have the relation
7 (7 + 1) 7++ d+ C D =
(D 223 )(D 256 )

CD ,
(D 2 27 )(3D 223567)
(5.30)
which we can use to exchange higher dimension integrals for lower dimension integrals
with fewer powers of diagonal propagators.
To summarize, we actually only need to know C D (1, 1, 1, 1, 7; s, t) rather than the
more general case. With the propagator powers equal to unity, all of the 3 F2 functions of
Eq. (5.21) reduce to 2 F1 . To deal with the pole in (2 5 ) we proceed as in Ref. [8]: we
set 2 = 5 + , and, after performing an appropriate analytical continuation, we take the
limit 0. The final expression is given by
0(D/2 7 )0(2 + 7 D)0(D/2 2)2
C D (1, 1, 1, 1, 7; s, t) = (1)D
0(7 )0(3D/2 7 4)

t D47 2 F1 1, 1, D 1 7 , s+t
t

D47
s+t
.
+s
2 F1 1, 1, D 1 7 , s
(5.31)
432
We can make a series expansion in with 7 = 2 using Eq. (5.13) with the replacement
2. Once again, expansions for other values of 7 and higher dimension can be
obtained using Eq. (5.16) together with
2 F1 (1, b, c 1, x) =
(c b 1)x
1
2 F1 (1, b, c, x).
(1 x) (c 1)(1 x)
(5.32)
As in the previous section, this relation is completely equivalent to the integration-byparts identity (5.30) which reduces D at the expense of increasing 7 . Note that for 7 =
1, the prefactor indicates that the integral diverges as 1/3 . However, in this case, the
hypergeometric functions conspire to remove the leading divergence and we reproduce the
result for C D (1, 1, 1, 1, 1; s, t) quoted in Ref. [2].
6. Conclusions
Finally we summarize what we have accomplished in this paper. The pentabox with
light-like external legs is one of the two-loop box graphs needed for the evaluation of
Feynman diagrams for physical 2 2 scattering processes, the others being the recently
evaluated planar double-box graph [1,2] and non-planar double-box graph [3] as well
as one-loop box integrals with bubble insertions on one of the propagators [4]. Using
integration by parts identities, we have derived explicit analytic expressions for the scalar
pentabox graph J D (1, 1, 1, 1, 1, 1, 1; s, t) in terms of two simpler box integrals (A and
C) with fewer propagators and given an explicit expansion in in terms of polylogarithm
functions (see Eq. (3.13)).
In Section 4 we demonstrated how generic two-loop integrals could be expressed directly
in terms of integrals in higher dimension with shifted propagator powers. Similar results
have been given by Tarasov [7] using differential operators; however we believe our method
based on completing the square and Gaussian integration to be more direct and simpler to
apply to generic integrals where the quantities a, b, c, d , e and f (see Eq. (4.3)) can
easily be read off from the graph and used to construct the vectors X and Y (defined in
Eq. (4.7)), which therefore are linear in both the external momenta and the xi . As detailed
in Section 4, the powers of xi and P present in Eqs. (4.22) and (4.25)(4.37) can then be
straightforwardly exchanged for scalar integrals with higher i and higher D.
In the case of the pentabox, the tensor integrals can also be written in terms of the same
master-topology integrals as the scalar pentabox, but with different powers of propagators
and in higher dimension. We give quite general analytic formulae for the master-topology
integrals with arbitrary dimension and propagators. For the A topology we quote the results
of [4] while for the C topology we employ the MellinBarnes integral representation. Other
methods would also suffice. In fact, it is not necessary to know the master integrals in
their full generality since further integration-by-parts identities relate the various integrals.
Explicit expressions for topology A and C are given in Eqs. (5.12) and (5.31) respectively,
together with instructions on how to apply them to more general integrals.
Finally, we note that the recurrence relations necessary for the complete reduction of
tensor integrals for the planar-box graph were described in Ref. [2]. However, the situation
433
for the non-planar box is less well developed. At present only one master integral is known,
and the solution of the recurrence relations for that topology is an open problem.
Acknowledgements
We thank J.V. Armitage, J.B. Tausk, M.E. Tejeda-Yeomans, J.J. van der Bij and
M. Zimmer for assistance and useful suggestions and D. Broadhurst for his encouragement.
C.A. acknowledges the financial support of the Greek Government and C.O. acknowledges
the financial support of the INFN. We gratefully acknowledge the support of the British
Council and German Academic Exchange Service under ARC project 1050.
Appendix A. Polylogarithms
The purpose of this appendix is to define the generalised polylogarithms that occur in the
expansion in of the pentabox scalar and tensor loop integrals and to give useful identities
amongst the polylogarithms. In Section A.1 we give the definitions of the polylogarithm
functions Sn, p (x). These functions are real when x 6 1 but they develop an imaginary
part for x > 1. Analytic continuation formulae are given in Section A.2. Finally, useful
identities between polylogarithms are listed in Section A.3.
A.1. Definition
The generalised polylogarithms of Nielsen are defined by
(1)n+p1
Sn, p (x) =
(n 1)!p!
Z1
dt
logn1 (t) logp (1 xt)

,
t
n, p > 1,
x 6 1. (A.1)
For p = 1 we find the usual polylogarithms

Sn1, 1 (x) Lin (x).
(A.2)
The Sn,p s with argument x, 1 x and 1/x can be related to each other via [10]
"
#
p1
n1
X
X (1)r
logs (1 x)
r
Sns, p (1)
log (x) Spr, ns (x)
Sn, p (1 x) =
s!
r!
s=0
r=0
(1)p
logn (1 x) logp (x),
+
n! p!
Sn, p

p1
s
X
X
n+s r 1
(1)r
1
= (1)n
logr (x)
(1)s
Sn+sr, ps (x)
x
r!
s r
s=0
n1
X
r=0
with
(A.3)
r=0
(1)n
(1)r+p
logr (x) Cnr, p +
logn+p (x),
r!
(n + p)!
(A.4)
434
Cn,p = (1)n+1
p1
X
(1)pr
r=1

n+r 1
Sn+r, pr (1)
r

+ (1) 1 (1)n Sn, p (1).
p
(A.5)
The usual binomial coefficient is defined as

a
a!
.
=
b!(a b)!
b
(A.6)
We also need the definition of the Riemann Zeta functions

n =
X
1
,
sn
(A.7)
s=1
and in particular
2 =
2
,
6
3 = 1.20206 . . .,
4 =
4
.
90
(A.8)
A.2. Analytic continuation formulae

For x > 1, the following analytic continuations should be used

2
1
1
+ i log(x),
(A.9)
log2 (x) +
Li2 (x + i0) = Li2
x
2
3

i
2
1
1
log(x) +
log2 (x),
(A.10)
Li3 (x + i0) = Li3
log3 (x) +
x
6
3
2

1
2
4 i
1
log4 (x) +
log2 (x) +
+
log3 (x), (A.11)
Li4 (x + i0) = Li4
x
24
6
45
6

1
1
1
+ Li3
+ log(x) Li2
,
S1, 2 (x + i0) = S1, 2
x
x
x
2
1
log3 (x)
log(x) + 3
6
2
2

1
1
Li2
log2 (x)
+ i
6
x
2

1
1
1
1
+ S2, 2
+ log(x)S1, 2
Li4
S1, 3 (x + i0) = S1, 3
x
x
x
x

1
1
1
log2 (x) Li2
log(x) Li3
x
2
x

2
2
1
19 4
1
Li2
log4 (x) +
log2 (x)
+
2
x
24
4
360

1
1
1
S1, 2
+ log(x) Li2
+ i Li3
x
x
x

2
1
3
log(x)
+ log (x)
6
6
+
(A.12)
(A.13)
S2, 2 (x + i0) = S2, 2
435

1
1
1
2 Li4
log(x) Li3
x
x
x
2
1
log4 (x)
log2 (x) + 3 log(x)
24
4

1
2
1
4
+ i Li3
log3 (x) +
log(x) 3 .
+
45
x
6
6
(A.14)
A.3. Useful identities

For the expansions of hypergeometric functions given in this paper, the argument of the
polylogarithms is always either (s + t)/s or (s + t)/t, which are related by the following
identities

1
x
= Li2 (x) log2 (1 x),
(A.15)
Li2
x1
2

1
x
= Li3 (x) + S1, 2 (x) + log(1 x) Li2 (x) + log3 (1 x), (A.16)
Li3
x1
6

x
= Li4 (x) + S2, 2 (x) S1, 3 (x) + log(1 x) Li3 (x)
Li4
x1
log(1 x) S1, 2(x)
1
1
log4 (1 x),
(A.17)
log2 (1 x) Li2 (x)
2
24

1
x
(A.18)
= S1, 2 (x) log3 (1 x),
S1, 2
x1
6

1
x
= S1, 3(x)
log4 (1 x),
(A.19)
S1, 3
x1
24

x
= S2, 2 (x) 2 S1, 3(x) log(1 x) S1, 2(x)
S2, 2
x1
1
log4 (1 x).
(A.20)
+
24
References
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[2] V.A. Smirnov, O.L. Veretin, Analytical results for dimensionally regularized massless on-shell
double boxes with arbitrary indices and numerators, hep-ph/9907385.
[3] J.B. Tausk, Non-planar massless two-loop Feynman diagrams with four on-shell legs, hepph/9909506.
[4] C. Anastasiou, E.W.N. Glover, C. Oleari, Application of the negative-dimension approach to
massless scalar box integrals, Nucl. Phys. B 565 (2000) 445.
[5] F.V. Tkachov, Phys. Lett. B 100 (1981) 65.
[6] K.G. Chetyrkin, F.V. Tkachov, Nucl. Phys. B 192 (1981) 159.
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[8] C. Anastasiou, E.W.N. Glover, C. Oleari, Scalar one-loop integrals using the negative-dimension
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Nuclear Physics B 575 [FS] (2000) 439484

Chirally stabilized critical state in marginally

coupled spin and doped systems
P. Azaria a , P. Lecheminant b
a Laboratoire de Physique Thorique des Liquides, Universit Pierre et Marie Curie, 4 Place Jussieu,
75252 Paris, France

b Laboratoire de Physique Thorique et Modlisation, Universit de Cergy Pontoise, 5 Mail Gay-Lussac,
Neuville sur Oise, 95301 Cergy Pontoise Cedex, France

Abstract
We study a class of one-dimensional models consisting of a frustrated (N + 1)-leg spin ladder,
its asymmetric doped version as a special example of a Luttinger liquid in an active environment,
and the N-channel KondoHeisenberg model away from half-filling. It is shown that these models
exhibit a critical phase with generally a non-integer central charge and belong to the class of chirally
stabilized spin liquids recently introduced by Andrei, Douglas, and Jerez [Phys. Rev. B 58 (1998)
7619]. By allowing anisotropic interactions in spin space, an exact solution in the N = 2 case is found
at a Toulouse point which captures all universal properties of the models. At the critical point, the
massless degrees of freedom are described in terms of an effective S = 1/2 Heisenberg spin chain and
two critical Ising models. The Toulouse limit solution enables us to discuss the spectral properties, the
computation of the spinspin correlation functions as well as the estimation of the NMR relaxation
rate of the frustrated three-leg ladder. Finally, it is shown that the critical point becomes unstable
upon switching on some weak backscattering perturbations in the frustrated three-leg ladder. 2000
PACS: 75.10.Jm; 75.40.Gb
1. Introduction
One-dimensional quantum spin systems exhibit fascinating physical properties. Most
of the striking features observed in these systems are pure quantum effects and give rise
to many exotic ground-states or unconventional excitation spectra that are not accessible
by traditional approaches like spin-wave or perturbation theory. A famous example is the
prediction made by Haldane [1] that half-integer antiferromagnetic spin chains are gapless
whereas those with integer spin have a finite energy gap in its spectrum.
The different one-dimensional spin gapped phases are usually characterized by the
nature of the broken discrete symmetries (lattice translational symmetry for instance) in
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 1 1 5 - 2
440
P. Azaria, P. Lecheminant / Nuclear Physics B 575 [FS] (2000) 439484
the ground-state, the quantum numbers associated with the massive excitations, and the
structure of the dynamical magnetic susceptibility. Many different spin gapped phases have
been identified. The spin-1 Heisenberg chain is certainly the most famous example of a
spin liquid with a gap. It is characterized by a hidden topological order [2,3] related to the
breakdown of a hidden Z2 Z2 symmetry [4]. The spin excitations are optical magnons
carrying spin S = 1 and display a single peak near q = in the dynamical magnetic
susceptibility. The low-lying excitations of a massive phase can also have fractional
quantum numbers as in the J1 J2 S = 1/2 Heisenberg chain for a sufficiently large value
of J2 : The ground-state is spontaneously dimerized with a two-fold degeneracy and the
fundamental excitations are massive S = 1/2 solitons (spinons) separating the two ground
states [5,6]. Another scenario can also be realized in a two-leg spin ladder coupled by a four
spin exchange interaction where the elementary excitation is neither an optical magnon nor
a massive spinon but rather a pair of propagating triplet or singlet solitons connecting the
two spontaneously dimerized ground states [7,8]. This special structure of the excitation
will reveal itself in the dynamical magnetic susceptibility which displays a two-particle
threshold instead of a sharp single magnon peak near q = as in the S = 1 spin chain.
This incoherent background in the dynamical structure factor gives rise to a new onedimensional spin liquid state: the so-called non-Haldane spin liquid [7].
Clearly, the general classification of all possible one-dimensional spin gapped phases is
still lacking. However, the integrability of some special field theoretical models has given
a lot of insight and has been employed to extract the degeneracies, quantum numbers of
low-energy excited states of spin liquid phases and to provide sometimes the computation
of the leading asymptotics of correlation functions. This program has been realized
for the sine-Gordon model associated with the low-energy description of the S = 1/2
Heisenberg chain with alternating exchange [9,10] and the Cu benzoate [1113] and also
for the O(N ) (N = 4, 6, 8) GrossNeveu model for the description of a special frustrated
two-leg ladder [14], weakly two-leg Hubbard ladder [1518], (N, N ) armchair Carbon
nanotubes [16,17], and spin-orbital model [19].
The situation is totally different for critical one-dimensional quantum spin systems like
the spin-1/2 Heisenberg chain where Conformal Field Theory (CFT) allows a complete
classification of one-dimensional quantum systems or finite temperature two-dimensional
classical systems [20,21]. The low-energy spectrum of the lattice model with a continuous
symmetry is described in terms of representations of a certain current algebra [22]. This
affine symmetry determines the operator content of the theory and all possible scaling
dimensions of the operators are in turn fixed by the conformal invariance of the underlying
WessZuminoNovikovWitten (WZNW) model built from the currents of the affine
symmetry with the Sugawara construction [22]. The knowledge of the scaling dimensions
allows the computation of correlation functions and the scaling behaviour of the energies
of the ground-state and low-lying states as a function of the size of the system [23]. The
different critical phases are labeled, in particular, by the central charge (c) of the underlying
Virasoro algebra of the WZNW CFT which fixes the low-temperature behaviour of the
specific heat of the model [24,25].
441
A simple example of this description is the Luttinger liquids, a general class of onedimensional interacting electron models whose infrared (IR) behaviour is governed by the
Luttinger model [26], which have an U(1) affine KacMoody (KM) symmetry and a central
charge c = 1. The Luttinger liquids are usually described in a bosonized form with the
introduction of one gapless bosonic field (c = 1 CFT) and are characterized by singleparticle correlation functions having branch cuts with non-universal exponents [27,28].
Such state provides an example of non-Fermi liquid behaviour [27,28]. The critical theory
of quantum spin systems with non-Abelian continuous symmetries can also be analyzed on
the basis of their SU(2)k affine KM algebra [2931]. Examples of such representation are
the critical theory of half-integer spin antiferromagnets described by the SU(2)1 WZNW
model whereas the family of integrable Hamiltonian of arbitrary spin S [3234] belongs to
the SU(2)2S universality class [30,31]. This approach has also been employed to describe
the low-energy physics of Heisenberg antiferromagnets with a larger symmetry group like
a SU(N ) symmetry [35] on the basis of the SU(N)1 WZNW model [30,31,3638].
In a recent paper, Andrei, Douglas, and Jerez [39] identified a new non-Fermi-liquid
class of fixed points, the so-called chiral spin fluids, describing the IR behaviour of onedimensional interacting chiral fermions. The chiral spin liquid (CSL) behaviour appears
as a stable critical state of one-dimensional interacting fermions with unequal numbers
of right-moving and left-moving particles. The phenomenological Hamiltonian, in the
continuum limit, corresponding to this state reads:
!
fR
fL
X
X
Rr x Rr
Ll x Ll + gJ R J L ,
(1)
HCSL = ivF
r=1
l=1
(respectively Ll ) is the creation operator of a right-moving (respectively

where Rr
left-moving) fermion with spin index = , and flavor index r (respectively l): r =
1, . . . , fR (respectively l = 1, . . . , fL ). The interaction affects only the spin degrees of
freedom and consists of a marginal relevant (g > 0) currentcurrent term where the spin
currents write in terms of the fermions as follows:
R
1X
a
Rr
Rr ,
2
JRa =
JLa =
1
2
r=1
fL
X
a
Ll
Ll ,
(2)
l=1
a (a = x, y, z) being the Pauli matrices and JRa (respectively JLa ) belongs to the SU(2)fR
(respectively SU(2)fL ) KM algebra. The Hamiltonian (1), in the spin sector, describes
thus two SU(2)fR and SU(2)fL WZNW models marginally coupled by a currentcurrent
interaction. For fR 6= fL , i.e., breakdown of the R L symmetry implying breakdown
of the time-reversal symmetry, the Hamiltonian (1) belongs to a new class of problems
not encountered in the above mentioned problems of one-dimensional physics. By a
combination of CFT argument and Bethe Ansatz techniques, the authors of Ref. [39]
showed that the Hamiltonian (1) for fR 6= fL flows in the IR limit to an intermediate fixed
442
point (chiral fixed point) characterizing by universal exponents in the leading asymptotic
of the electronic Greens functions. From the electronic point of view, such a state provides
a non-trivial example of a non-Fermi-liquid state which differs from the Luttinger liquids:
the CSL state. A typical example of possible realizations of CSL, given in Ref. [39], is a
contact between the edges of two integer quantum Hall effect systems with different filing
factors: L = fL 6= R = fR .
In this paper, we shall consider another route where the total Hamiltonian (H) of a
possible realization of CSL is time-reversal invariant. Indeed, in the continuum limit, the
leading part of the Hamiltonian that imposes the strong coupling behaviour decomposes
into two commuting marginal chirally asymmetric parts H1 and H2 :
H = H1 + H2 ,
[H1 , H2 ] = 0,
(3)
where H1 and H2 are not separately time-reversal invariant but they transform into each
other under the symmetry t t. The model (3) as a whole will display a CSL behaviour
in the IR limit. Such scenario suggests that other realizations of this state can be found
in ladder problems. However, in the continuum limit of spin ladders, one has, apart from
marginal currentcurrent interactions, backscattering terms na nb (na being the staggered
magnetizations of a chain of index a) which have scaling dimension 1 at the ultraviolet
(UV) fixed point and thus represent strongly relevant perturbations. Therefore, one has
clearly to kill this contribution to have a marginal perturbation and thus to find some
specific realizations of the CSL state. We shall follow, in this paper, two different routes to
find some CSL behaviour in the IR limit of ladder problems. On the one hand, frustration
may play its role either by suppressing geometrically the backscattering contribution as
in zigzag ladders [4044] or by allowing several independent coupling constants and the
possibility to eliminate the unwanted term by a fine tuning mechanism [14,45]. In that case,
as we shall see later, the CSL found at this special point will be destabilized upon switching
on weak backscattering contributions but there will exist an intermediate low-energy region
governed by the CSL behaviour. On the other hand, doping effects can also be useful
to suppress the backscattering term by some incommensurate effects: In the continuum
limit, the unwanted contribution will become a strongly oscillating perturbation that can
be ignored in the long distance limit.
The remainder of the paper is organized as follows: Different possible realizations of the
CSL state are introduced in Section 2: the (N + 1)-chain cylinder model, its asymmetric
doped version, and the N -channel KondoHeisenberg model away from half-filling. The
nature of the IR fixed point (chiral fixed point) for these models is determined in Section 3.
In Section 4, we present a Toulouse point solution in the N = 2 case that captures all
universal properties of the chiral fixed point. In that case, the massless degrees of freedom
are described in terms of an effective S = 1/2 Heisenberg spin chain and two critical
Ising models. A brief summary of this approach has already been published [45]. We shall
provide here and in Section 5 the technical details of the Toulouse point solution and in
particular the determination of the physical properties of the 3-chain cylinder model. The
nature of the phase diagram of the doped models in the N = 2 case will be addressed in a
forthcoming publication [46]. In Section 6, the stability of the chiral fixed point of the 3-
443
chain cylinder model is analyzed under the presence of weak backscattering perturbations.
Finally, our concluding remarks are presented in Section 7. Three Appendices (A, B, C)
give further technical details necessary for the computation of the leading asymptotics of
the correlation functions occurring in Section 5 whereas in the last one the stability of the
Toulouse limit solution is studied.
2. Possible realizations of chiral spin liquid behaviour

In this section, we shall present some lattice models that are described in the continuum
limit by an Hamiltonian with only marginal currentcurrent interactions. In the next
section, we shall show that the low-energy physics of this Hamiltonian is governed by
the chiral fixed point and thus represents some specific realizations of a CSL state.
2.1. The (N + 1)-chain cylinder model
The first model that we consider below can be visualized as follows. It consists of N
identical S = 1/2 antiferromagnetic Heisenberg chains on the surface of a cylinder parallel
to each other and to the axis of the cylinder. An additional S = 1/2 Heisenberg chain, that
will be called the zeroth chain or central chain in the following, resides inside the cylinder
along its axis. The surface chains do not interact with each other but all of them are coupled
to the central one by on-rung interchain interaction (J ) and an interchain interaction along
diagonals of the elementary plaquettes (J ). The Hamiltonian corresponding to this model
is given by:
H=
N
X
Ha0 + Hint ,
(4)
a=0
where Ha0 is the Hamiltonian of a S = 1/2 antiferromagnetic Heisenberg spin chain of

index a:
X
S a,j S a,j +1 , Jk > 0,
(5)
Ha0 = Jk
j
S a,j being S = 1/2 spin operators on each site j of the chain of index a = 0, 1, . . . , N .
These Heisenberg chains are coupled with the interaction:
Hint = J
N
XX
j a=1
S 0,j S a,j + J
N
XX

S a,j S 0,j +1 + S a,j +1 S 0,j .
(6)
j a=1
The model for N = 2, i.e., the 3-chain cylinder model, is displayed in Fig. 1. In the
following, it will be assumed that all interchain exchange interactions are positive and
weak: 0 < J , J Jk to describe the model by a continuum limit approach. Due to
the presence of the plaquette interaction J , the cylinder model belongs to the class of
frustrated spin ladders. For N = 1, this model has been investigated by several groups [14,
444
Fig. 1. the 3-chain cylinder model.
4749] and reveals no CSL state. As it will be discussed in Section 3, the (N + 1)-chain
cylinder model with N > 1 is a better candidate for displaying non-trivial CSL physics.
Let us first consider the continuum limit of the (N + 1)-chain cylinder model. The
continuum description of the S = 1/2 antiferromagnetic Heisenberg spin chain is based
on the Sugawara representation of the SU(2)1 WZNW model with a marginal irrelevant
perturbation [2931]:

2v
J aR J aR + J aL J aL + J aR J aL , a = 0, 1, . . . , N
(7)
Ha0 =
3
with < 0 and J aR,L are the right and left spin currents belonging to the SU(2)1 KM
algebra [21,22,50,51] and verify the following operator product expansion (OPE):
i ab
ab
JaL (w) +
,
2(z w)
8 2 (z w)2
i ab
ab
JaR (w)
(z)JbR (w)

+
,
JaR
2(z w)
8 2 (z w)
2
(z)JbL (w)
JaL
(z)JbR (w)
0,
JaL
, = x, y, z,
a, b = 0, 1, . . . , N,
(8)
where z = v + ix, being the imaginary time, and v Jk a0 denotes the spin velocity on
each chain (a0 being the lattice spacing).
The next step to achieve the continuum limit of the Hamiltonian (4) is to use the
continuum representation of the spin densities of each chain [30,31]:
S a,j
S a (x) = J a (x) + (1)x/a0 na (x), a = 0, 1, . . . , N,
(9)
a0
with x = j a0 and J a , na denote respectively the uniform and staggered part of the spin
density. The smooth part J a can be expressed as:
J a = J aR + J aL ,
(10)
whereas the na field is the vector part of the primary field of the SU(2)1 WZNW model
transforming according to the fundamental representation of SU(2). Assuming weak
interchain couplings J , J Jk , one can perform the continuum limit of the cylinder
model using Eq. (7) and the continuum description (9) to obtain:
445

2v X
J aR J aR + J aL J aL
3
N
H=
a=0
N
X
J aR J aL + gn
0 n+ + gJ 0 I ,
(11)
a=0
where we have discarded all irrelevant operators and oscillatory terms. In Eq. (11), I
(respectively n+ ) is the sum of all uniform (respectively staggered) magnetizations of the
surface chains:
I=
N
X
J a,
n+ =
a=1
N
X
na .
(12)
a=1
Moreover, the bare coupling constants in (11) are given by:

g = a0 (J + 2J ),
g = a0 (J 2J ).
(13)
The interacting terms in (11) are of different nature. A first one with the coupling
constant g is a relevant perturbation of scaling dimension d = 1 and corresponds to the
usual interchain interaction of non-frustrated spin ladders. A second one with the coupling
g describes an interaction between the total spin current of the surface chains and that of
the central chain. This interaction is marginal relevant and, as long as g is not too small,
can be discarded. As a result, for generic values of g and g, the low-energy physics of
the model will be essentially governed by the backscattering contribution. In that case,
frustration will play no role except for renormalization of spin velocities and mass gaps
of the modes that will become massive in the IR limit. However, it is important to stress
that, in contrast with non-frustrated spin ladders, the two coupling constants g,
g can vary
independently in the model, and there exists a vicinity of the line J = 2J (g = 0) where
frustration shows up in a nontrivial way. Along this line, the low-energy properties of the
model are mainly determined by currentcurrent interactions:
H=
X

2v X
J aR J aL + gJ 0 I ,
J aR J aR + J aL J aL +
3
N
a=0
a=0
(14)
which displays in the IR limit CSL physics as it will be shown in Section 3.

2.2. The (N + 1)-chain cylinder model with doped central chain
As already stated in the Introduction, the effect of doping might be useful to suppress the
backscattering perturbation in the long distance limit. In particular, one can, for example,
consider the previous (N + 1)-chain cylinder model where some concentration of holes
are introduced in the central chain. Clearly, the very assumption that there can exist such
model with only one chain doped needs justification. Probably, the simplest one would
be to assume that the intrasite single-electron energies on the central (0 ) and surface
(S ) chains are much larger than the interchain hopping amplitude: t |0 S | so that
different chains are out of resonance. Anyway, we shall assume in the following that one
446
can dope the central chain only. In that case, this special model belongs to the class of
one-dimensional electron liquid in an antiferromagnetic environment [5255] made by the
surface chains.
Due to the presence of doping, the continuum description of the spin density of the
central is no longer given by Eq. (9) but takes now the following form (see, for instance,
Chapter 16 of Ref. [51]):

(15)
S 0 (x) = J 0 (x) + cos 2kF,0 x + 2 c (x) n0 (x),
where c is a bosonic field associated with the charge degrees of freedom, kF,0 being
the Fermi momentum of the central chain. In the continuum limit, the backscattering
contribution (n0 n+ ) acquires now an oscillating factor exp(i(2kF,0 )x) and thus
becomes suppressed in the long distance limit if the concentration of holes is sufficiently
high. As a result, the Hamiltonian of this asymmetric doped model in the spin sector is
given by Eq. (14) with only currentcurrent interactions.
2.3. The multichannel KondoHeisenberg model away from half-filling
The last example that we shall give in this paper is the so-called KondoHeisenberg
model with N -channel. This model consists of N identical Hubbard chains (HU )
interacting via a Kondo coupling with a periodic array of localized spins described by
the spin-1/2 operator S 0,i [40,5658]. The Hamiltonian of this system reads as follows:
X
X
S 0,i S c,i + JH
S 0,i S 0,i+1
(16)
H = HU + JK
i
with:
HU = t
X
n,,i
X
cn,i+1 + H.c. + U
cn,i cn,i cn,i
cn,i ,
cn,i
(17)
n,i
where cn,i denotes the electron annihilation operator on the site i, and =, , n = 1,
. . . , N are respectively the electron spin and channel indices. The conduction electron spin
operator S c,i at the ith site is defined by:
1 X
a
cn,i
cn,i , a = x, y, z.
(18)
S ac,i =
2
n,,
In Eq. (16), the interaction between the electronic degrees of freedom and the localized
spin is made by a Kondo coupling with the constant JK > 0. The Hamiltonian (16) can
also be viewed as a generalization of the multichannel Kondo lattice with an exchange
interaction JH > 0 between the impurities spins (simple RKKY interaction).
In the weak coupling limit when JK , U t, JH , this Hamiltonian can be represented in
a bosonized form following the same route as in Refs. [40,56] for N = 1. The continuum
description of the localized spin operator (S 0,i ) is still given by Eq. (9) whereas that of the
conduction spin density operator can be expressed in terms of N bosonic fields ac and N
SU(2)1 spin currents J aR,L :
S c (x) =
N
X
J aR (x) + J aL (x) + cos 2kF x +

2 ac (x) na (x) .
447
(19)
a=1
With these relations at hand, one can derive the continuum limit of the Hamiltonian (16)
away from half-filling (incommensurate filling). In that case, the 2kF oscillation of the spin
conduction operator becomes incommensurate with the alternating localized spin operator
so that far away from half-filling, only marginal currentcurrent interaction survives in the
Kondo interaction in the long distance limit:
H=
N
2v0

2vs X
J 0R J 0R + J 0L J 0L
J aR J aR + J aL J aL +
3
3
a=1
+ gJ 0 I +
N
X
J aR J aL + 0 J 0R J 0L ,
(20)
a=1
P
0
where I = N
a=1 J a , vs 2ta0 U a0 /(2), v0 JH a0 , g JK a0 , and , < 0
(U, JH > 0). Therefore, the multichannel version of the KondoHeisenberg model away
from half-filling belongs to the class of models with marginally coupled currentcurrent
interactions. One should note that it is more transparent to use a different basis, a spin
chargeflavor decomposition [2931], to single out the charge degrees of freedom. In that
case, the continuum description of the Hamiltonian of the N -channel KondoHeisenberg
model away from half filling reads as follows in the spin sector:

2vs
2v0
(I R I R + I L I L ) +
J 0R J 0R + J 0L J 0L
Hs =
N +2
3
N
X
J aR J aL + 0 J 0R J 0L .
(21)
+ gJ 0 I +
a=1
3. Identification of the infrared fixed point

We investigate now the IR properties of the Hamiltonian (14) with only currentcurrent
interactions which represents the continuum limit of several lattice models as seen in the
previous section. In particular, the nature of the IR fixed point that governed the low-energy
physics of these models for N > 1 will be identified and belongs to the universality class
of chirally stabilized fluids introduced in Ref. [39].
Let us first look at the problem from a perturbative point of view near the UV fixed point
[SU(2)1 ]N+1
where all chains are decoupled so that the model has the [SU(2)1 ]N+1
R
L
symmetry. It is conformally invariant with a total central charge: cUV = N + 1 (N + 1
gapless bosonic modes). The one-loop renormalization group (RG) equations for the
coupling constants g and are given by:
2
dg
g2
d
=
,
=
.
(22)
d ln L 2v
d ln L 2v
The bare coupling constant is negative in all the models presented in Section 2, so that
P
the perturbation a J aR J aL is marginally irrelevant and can therefore be neglected:
448
it leads to logarithmic corrections. On the other hand, the effective interchain coupling
g increases upon renormalization (g > 0). Usually, the development of a strong coupling
regime (g(L) +) is accompanied by a dynamical mass generation and the loss of
conformal invariance as for the non-linear sigma model or the GrossNeveu model in 1 + 1
dimensions. This is indeed the case for N = 1 which represents a continuum version of
the two-leg zigzag ladder [4042] in the absence of the so-called twist perturbation [43].
However, for N > 2, the interaction flows to an intermediate fixed point (g < ) where
the system displays critical properties with a smaller (and generally non-integer) central
charge than cUV according to the Zamolodchikov c-theorem [59].
To this end, let us rewrite the Hamiltonian (14) in terms of the leading part which governs
the strong coupling behaviour:
N

2v1 X
J aR J aR + J aL J aL
H=
3
a=1

2v0
J 0R J 0R + J 0L J 0L + g J 0R I L + J 0L I R
(23)
+
3
where we have omitted the marginal irrelevant contribution and the interaction between
the currents of the same chirality whose effect will be effectively taken into account by
allowing the surface chains velocity (v1 ) to be different from that of the central chain (v0 ).
We shall explicitly check for N = 2, in Appendix D, by our Toulouse point approach that
all these discarded interactions will not destabilize the intermediate fixed point.
The structure (23) for N > 1 suggests that some degrees of freedom do not participate
to the interaction and thus will decouple and remain massless. Indeed, the free part of
the Hamiltonian (23) is a sum of (N + 1) critical SU(2)1 WZNW models whereas the
interaction describes a coupling between the SU(2)1 spin current of the central chain
(J 0R,L ) and the total surface current (I R,L ) which is a SU(2)N current being the sum
of N SU(2)1 currents (see Eq. (12)). To identify the nature of the non-interacting degrees
of freedom, we use the following decomposition:
N
Y

SU(2)1 i = SU(2)N GN ,
(24)
i=1
where GN is some piece. The central charge of the critical model with symmetry GN is:
N(N 1)
3N
=
,
(25)
N +2
N +2
where we have used that the central charge of the SU(2)k WZNW model is: c = 3k/
(k + 2) [22]. Though it requires a proof, for N = 2m, GN can be viewed as a direct
product of m Z2m -symmetric critical models [60] whereas for N = 2m + 1, it is the
product of m Z2m -symmetric critical models and the minimal model MN+1 . We recall
here that the central charge of the minimal model series Mp with p > 2 is: cp = 1 6/
[p(p + 1)] [20,21]. The previous identification reproduces the value of the central charge
and also all primary fields have the correct scaling dimensions but it is not sufficient to
prove the previous CFT embedding. Anyway, in this work, we only need the actual value
cGN = N cSU(2)N = N
449
of the central charge (25) of the critical model with symmetry GN which one can note that
it coincides with the sum of the central charge of the N 1 first minimal models:

N+1
N(N 1) X
6
=
.
(26)
1
c GN =
N +2
m(m + 1)
m=2
The actual model under consideration simplifies thus in the following way:
H = HGN + H,
(27)
where HGN is the Hamiltonian corresponding to the critical degrees of freedom with
symmetry GN that decouple from the interaction. All non-trivial physics is incorporated
in the current dependent part of the Hamiltonian (H) which can be decomposed into a sum
of two commuting and chirally asymmetric parts:

H = H1 + H2 [H1 , H2 ] = 0 ,
(28)
where
2v1
2v0
IR IR +
J 0L J 0L + gI R J 0L ,
N +2
3
2v1
2v0
IL IL +
J 0R J 0R + gI L J 0R .
H2 =
N +2
3
H1 =
(29)
The Hamiltonian H1 thus describes two marginally coupled [SU(2)N ]R and [SU(2)1 ]L
WZNW models and H2 is obtained from H1 by interchanging the indices R and L.
The properties of chirally asymmetric models with the structure of H1 in Eq. (29) but
with a more general symmetry group [SU(2)fR ]R [SU(2)fL ]L (fR > fL ) have been
studied by Andrei et al. [39] (see Eq. (1)). These authors argued that such models flow
in the IR limit to an intermediate fixed point g (chiral fixed point) whose symmetry is
determined by a WZNW coset [61]:

SU(2)fL SU(2)fR fL
.
(30)
SU(2)fR fL R
SU(2)fR
L
This fixed point has been found by the authors of Ref. [39] using the fact that the differences
between the chiral components of the central charge (cR cL ) and the KM levels (fR fL )
are preserved under the RG flow. Moreover, since the total central charge (cR + cL )
always decreases upon renormalization according to the Zamolodchikov c-theorem [59],
the identification of the IR fixed point is equivalent to find a conformally invariant model
with the lowest total central charge consistent with the fixed values of cR cL and fR fL .
It turns out that the solution for this problem is given by the coset model (30). The structure
of this fixed point has also been checked by the computation of the low temperature
behaviour of the specific heat from the Thermodynamical Bethe ansatz approach [39] since
this physical quantity is a direct probe of the value of the central charge of the IR fixed
point [24,25].
Using the result (30), one can immediately deduce the structure of the IR fixed point of
the Hamiltonian (28):
450
"

#

SU(2)1 SU(2)N1
SU(2)N1 R
SU(2)N
L
"

#

SU(2)1 SU(2)N1
,
SU(2)N1 L
SU(2)N
R
(31)
where the first (respectively second) part is the symmetry of the IR fixed point associated
with H1 (respectively H2 ). The central charge in the IR limit (cIR ) corresponding to the
model described by the Hamiltonian (H) of Eq. (28) is thus given by:
2(N 1)(2N + 5)
.
(32)
cIR (N) =
(N + 1)(N + 2)
From this result, we deduce the value of the total central at the IR fixed point of the
original Hamiltonian (23) taking into account the contribution of the massless degrees of
freedom (25) that do not participate to the interaction:
(N 1)(N 2 + 5N + 10)
.
(33)
(N + 1)(N + 2)
In summary, the low-energy physics of the (N + 1)-chain cylinder model, its asymmetric
doped version, and the multichannel KondoHeisenberg model away from half-filling, are
governed by an intermediate IR fixed point displaying CSL behaviour with a central charge
which is not integer but rational for a generic value of N . The first two models, in the spin
sector, have a central charge given by Eq. (33) whereas the gapless modes corresponding to
the spin sector of the N -channel KondoHeisenberg model are fixed by Eq. (32). Moreover,
from Eqs. (32), (33), one can notice that the central charges vanish for N = 1 as it should
be (spin gap phase) whereas for N = 2 one has the simple values: cIR (2) = 3/2, cIR (2) = 2
which means that a simple and independent approach should be possible in that case.
In the following, we shall focus on this N = 2 special case by presenting an exact
solution of the U(1) version of the N = 2 problem using a Toulouse point solution. This
approach has been extremely fruitful especially in quantum impurity problems and gives a
simple description of the two-channel Kondo model and also of the Kondo lattice [6264].
In particular, for the two-channel Kondo problem, Emery and Kivelson [62] identified the
residual zero point entropy stemming from the decoupling of a Majorana fermion degrees
of freedom using a mapping of the model onto free fermion theory for a very special
value of the interaction (Toulouse point). Although the position of the solvable point is
non-universal, the Toulouse limit solution captures the physical and universal properties of
the low-temperature behaviour of the model. In our problem, the Toulouse point approach
provides a direct and transparent reading of the spectrum of the model for N = 2. It also
gives a non-perturbative basis from which all leading asymptotics of spinspin correlations
for the 3-chain cylinder model can be determined.
cIR (N) = cIR (N) + cGN =
4. The Toulouse point solution in the N = 2 case

In this section, we present the solution, by a Toulouse point approach, of the model (23)
with N = 2:
H=

2v1
J 1R J 1R + J 1L J 1L + J 2R J 2R + J 2L J 2L
3

2v0
J 0R J 0R + J 0L J 0L + g I R J 0L + I L J 0R .
+
3
451
(34)
4.1. Decoupling of a Z2 non-magnetic excitation

As discussed in Section 3.1, the structure of the interaction of Eq. (34) suggests an
alternative representation of the two SU(2)1 WZNW models of the surface chains in a
SU(2) Z2 way reflecting the global spin rotational symmetry as well as the discrete
Z2 related to the interchange symmetry (1 2). The critical model with the symmetry
group G2 in the description (24) for N = 2 identifies with a single critical Ising model (or a
free Majorana fermion in the continuum limit) since on has from the GoddardKentOlive
construction [61]:
SU(2)1 SU(2)1 SU(2)2 Z2 .
(35)
A simple way to take into account this non-magnetic Z2 excitation (Ising degrees of
freedom) is to use the representation of two SU(2)1 spin currents in terms of four Majorana
fermions 0 and E [51,65,41,42]:
i
I = J 1 + J 2 = E E ,
2
J 1 J 2 = iE 0 ,
= R, L,
= R, L,
(36)
where the four right and left moving Majorana fermions have the following anticommutation relations (a, b = 0, 1, 2, 3):

a
b
(y) = ab (x y),
R,L (x), R,L

a
(37)
R (x), Lb (y) = 0,
and are normalized according to:
ab
,
2(z )
ab
,

Ra (z)Rb ()
2(z )
La (z)Lb ()
Ra (z)Lb () 0.
Using the correspondence (36), the Hamiltonian (34) simplifies as

v1 0
R x R0 L0 x L0 + H [I , J 0 ],
H = i
2
(38)
(39)
where the first part is the free Hamiltonian of the Majorana fermion 0 with central charge
c = 1/2 and

v1
IR IR + IL IL
H=
2

2v0
J 0R J 0R + J 0L J 0L + g I R J 0L + I L J 0R .
(40)
+
3
452
All non-trivial physics is incorporated in the current dependent part of the Hamiltonian (H)
which decomposes into a sum of two commuting and chirally asymmetric parts as in Eqs.
(28), (29) for N = 2:

H = H1 + H2 [H1 , H2 ] = 0 ,
(41)
v1
2v0
IR IR +
J 0L J 0L + gI R J 0L ,
2
3
v1
2v0
IL IL +
J 0R J 0R + gI L J 0R .
H2 =
2
3
H1 =
(42)
4.2. Identification of the Toulouse point

We consider now the SU(2) broken version of model (41) (g gk , g ) where we allow
gk to be different from g :

v1
2v0
g +
z
IR IR +
J 0L J 0L + gk IRz J0L
IR J0L + H.c.
+
(43)
2
3
2
and H2 is obtained from H1 by inverting chiralities of all the spin currents.
In this section, we present an exact solution of the Hamiltonian (43) using Abelian
bosonization. The solution is based on a mapping onto Majorana fermions and exploits
the existence of a Toulouse-like, exactly solvable point, at a special value (though nonuniversal) of gk where the fermions are free.
The scaling equations for the model (43) are of the KosterlitzThouless form:
H1 =
2
g
dgk
=
,
d ln L (v1 + v0 )
gk g
dg
=
,
d ln L (v1 + v0 )
(44)
indicating the increase of the coupling constants upon renormalization for gk > |g |.
Since both the exactly solvable point and the isotropic strong-coupling separatrix gk = |g |
occur within this range, the exact solution of the anisotropic model (43) is expected to
exhibit generic properties of the original, SU(2) symmetric, model (42).
The starting point of our approach is the Abelian bosonization of the component of the
SU(2)1 current J 0 associated with the spin excitation of the central chain. We introduce a
massless bosonic field and write (see for instance Appendix A of Ref. [66] or Chapter 13
of Ref. [51]):
1
z
= x R ,
J0R
2
1
z
= x L ,
J0L
2
J0R
=
1
ei 8R ,
2a0
J0L
=
1
ei 8L .
2a0
(45)
It is a simple matter to show that the representation (45) indeed reproduces the OPEs (8)
of the SU(2)1 WZNW model
On the other hand, the SU(2)2 current I can be expressed in terms of a triplet of massless
Majorana fermions a , a = 1, 2, 3 (see Eq. (36)). Since we consider the U(1) Z2 symmetric version of the model, it is natural to discriminate ( 1 , 2 ) from the 3 field.
453
The two Majorana fields ( 1 , 2 ) can be combined to form a single Dirac field which
can in turn be bosonized with the introduction of a massless bosonic field :
R2 + iR1
=
ei 4R ,
2a0
2
2
1
+ i
ei 4L ,
(46)
L = L L =
2a0
2
where the anticommutation relation between R and L is insured by the choice
[R , L ] = i/4. On the other hand, to take into account the correct anticommutation with
the third Majorana fermion 3 , one needs to introduce an additional real fermionic degree
of freedom ( 2 = 1). Using Eqs. (36), (46), the components of the SU(2)2 spin current I
transform to:
1
i
IR =
R3 ei 4R ,
IRz = x R ,
a0
1
i
z
(47)
IL =
L3 ei 4L .
IL = x L ,
a0
R =
The chiral asymmetric parts of the total Hamiltonian H (41) can then be written in the
following bosonized form:
v1
H1 = v0 (x L )2 + v1 (x R )2 i R3 x R3
2

gk
ig
3
+ x L x R +
(48)
3/2 R cos 4 R + 8 L
2
2 a0
and
v1 3
x 3
2 L L

gk
ig
+ x R x L +
L3 cos 4 L + 8 R .
(49)
3/2
2(a0 )
2
One can eliminate the cross terms x x by performing a canonical transformation:

ch sh
2L
L
=
(50)
R
1R
sh ch
H2 = v0 (x R )2 + v1 (x L )2 + i
and
L
R

=
ch
sh
sh
ch

1L
2R

(51)
with
gk
.
th 2 =
2 (v1 + v2 )
Under the transformation (50) and (51), the arguments of the cosines in Eqs. (48),
become:

4 R + 8 L 4
2ch + sh 2L + ch + 2 sh 1R ,

4 L + 8 R 4
2 ch + sh 2R + ch + 2 sh 1L .
(52)
(49)
(53)
(54)
454
We immediately observe that for a special value of given by

1
(55)
th = ,
2
we are at the free fermion point where the two cosine terms acquire respectively conformal
weights (0, 1/2) and (1/2, 0) and can be expressed in terms of the left and right
components of a single Dirac fermion . When satisfies both Eqs. (52), (55), gk takes a
special positive value gk (the Toulouse point):
gk =
4
(v1 + v0 ),
3
and the total Hamiltonian (H) reads as follows:

u1
2
2
iv1 3
R x R3 L3 x L3 +
x 1 + x 1
H=
2
2
2
2

ig
u2
x 2 + x 2 +
R3 cos 4 2L
+
3/2
2
2(a0 )

ig
L3 cos 4 2R ,
+
3/2
2(a0 )
(56)
(57)
where we have reestablished the complete bosonic fields a = aL + aR (a = 1, 2) and

their dual counterpart a = aL aR . The associated velocities u1 and u2 are given at
the Toulouse point by:
2v1 v0
2v0 v1
,
u2 =
.
(58)
3
3
The Toulouse point solution is thus stable provided that all the velocities of the modes are
positive, i.e., 1/2 6 v0 /v1 6 2. Since we are at the free fermion point, we can refermionize
the two cosine terms in Eq. (57). Introducing a pair of Majorana fields and and using
the correspondence:
u1 =
R,L + iR,L
ei 4 2R,L ,
=
2a0
the two cosine terms become simply:
cos 4 2R,L = R,L .
a0
R,L =
(59)
(60)
Therefore, the Hamiltonian (H) takes the following final form:

2
2 iu2
iv1 3

u1
x 1 + x 1
R x R L x L
R x R3 L3 x L3
2
2
2

3

iu2
3
R x R L x L + im R L R L
(61)
2
with m = g /2a0 . Taking into account the contribution of the Z2 Majorana fermion
0 which has decoupled from the beginning, the original Hamiltonian (39) reads at the
Toulouse point:
H=
H=
455
2
2 iu2
iv1 0

u1
x 1 + x 1
R x R L x L
R x R0 L0 x L0
2
2
2
iu2

iv1 3
3
3
3
R x R L x L
R x R L x L + im R3 L R L3 . (62)
2
2
At the Toulouse point, the massless degrees of freedom are thus described in terms of an
effective S = 1/2 Heisenberg spin chain associated with the 1 field and two decoupled
critical Ising models ( 0 , ) so that the total central charge in the IR limit is: cIR = 2 in full
agreement with Eq. (33) for N = 2. One should also notice that the nature of the critical
fields found in the Toulouse limit approach reproduces, for N = 2, the structure of the
symmetry group (31) of the fixed point corresponding to the Hamiltonian (H). Indeed,
substituting the value N = 2 in Eq. (31), we see using Eq. (35) that this symmetry group
simplifies as:
SU(2)1

R

[Z2 ]L SU(2)1 L [Z2 ]R
(63)
which is in full agreement with the structure of the Hamiltonian (61) at the Toulouse point.
The remaining part of the Hamiltonian (62) has a spectral gap and describe the
hybridization of the Majorana 3 and fields with different chiralities. Indeed, it can be
written as a sum of two commuting part H+ + H with

iv1 3
iu2
im
x 3
R x R
R L3 L3 R ,
2 L L
2
2

iv1 3
iu2
im 3
R x R3 +
L x L +
R L L R3 .
H =
2
2
2
H+ =
(64)
The resulting spectrum is given by:

s

v1 + v0 2
+ m2 ,
3
s

v1 + v0 2
2
+ m2 ,
E (k) = ku1 k
3
E+ (k) = ku1
k2
(65)
(66)
which, apart from the velocity anisotropy, is reminiscent of the structure of excitations
found in the Majorana approach for the Kondo lattice [67]. One should stress that each
Majorana fermion hybridizes with the other with the opposite chirality and that there
is no coupling between Majorana fermion of the same chirality. This reflects the chiral
nature of the fixed point. One should finally note that our solution contains the SU(2) point
when g = gk and the mass at the Toulouse point reads in that case: m = gk /(2a0 ) =
2(v1 + v0 )/(3a0).
The exact solution based on the existence of a Toulouse point allows us to get a simple
understanding of the structure of the critical elementary excitations and to estimate the
leading asymptotics of the correlation functions. In the following, we shall realize this
program by directly focusing on the physical properties of the 3-chain cylinder model.
456
5. Physical properties of the 3-chain cylinder model

In this section, the spectral properties of the 3-chain cylinder model are discussed and we
compute the leading asymptotics of all spinspin correlation functions at the chiral fixed
point. To this end, we first express the smooth and staggered magnetization of each chain
in terms of the suitable fields describing the long distance physics at the chiral fixed point.
5.1. Representation of the spin currents and staggered spin fields at the Toulouse point
In this subsection, the spin currents (J aR,L ) and staggered spin fields (na ) of the chain
a = 0, 1, 2 are related to the two critical Majorana fermions ( 0 , ) and the massless
bosonic field ( 1 ) at the Toulouse point. To get a better insight in the structure of
excitations, we introduce the smooth part (J a ) and staggered part (N a ) corresponding
to the effective S = 1/2 Heisenberg spin chain described by the bosonic 1 field. Using
Eq. (45), one has the following correspondence:
1
JRz = x 1R ,
2
1
ei 8 1R ,
JR =
2a0
1
JLz = x 1L ,
2
1
JL =
ei 8 1L .
2a0
(67)
The staggered part of a SU(2) spin density can also be expressed in terms of the bosonic
1 and its dual field 1 by (see Ref. [66] or Chapter 13 of Ref. [51]):
sin 2 1 ,
a0
i2 1
e
N =
a0
Nz =
(68)
where is non-universal constant related to the band gap for the charge excitations of the
underlying Hubbard model. The WZNW primary operator g transforming according to the
fundamental representation then writes:
(69)
g = + NE E ,
2
where = cos( 2 1 )/(a0 ) is the dimerization operator. With the bosonic representation (67), (68), one can check that the primary field g (69) verifies the following OPE:
a
1
g(, ),
2(z ) 2
a
1
g(, )

JRa (z)g(, )
2(z )
2

JLa (z)g(, )
(70)
(71)
which corresponds (up to the normalization factor 1/2 ) to the definition of a WZNW
primary operator of Ref. [21] (Chapter 15).
457
5.1.1. Representation of the spin currents

We begin our analysis by considering the SU(2)1 spin currents J 0R,L of the central
chain. Using the canonical transformation (50, 51) with the special value (55), we obtain:
R = 1L + 2 2R ,
(72)
L = 2 2L 1R ,
from which together with Eq. (45) we deduce the transformation of the spin currents of the
central chain at the Toulouse point:
1
z
z
= JL,R
+ x 2R,L ,
J0R,L
= JL ei
J0R
16 2R
= JR ei 16 2L ,
J0L
(73)
where we have used (67) to express the spin currents of the central chain in terms of
the physical current J a . Using the correspondence (59), x 2R,L can be related to the
Majorana fermions R,L and R,L :
(74)
x 2R,L = i R,L R,L .
Consequently, at the Toulouse point, we deduce the expression of the z-part of the spin
current of the central chain:
z
= JLz + iR R ,
J0R
z
= JRz + iL L .
J0L
(75)
Since the bilinear fields R,L R,L are short-ranged, we can simplify further (75) and
obtain the following correspondence valid for the estimation of the leading contribution
of correlation functions:
z
z
JL,R
.
J0R,L
(76)
Notice that the chiralities of the central chain and the physical spin current are opposite. We
shall return to this important point when discussing the nature of
elementary excitations of
the model. For the transverse part, the bosonic operator exp(i 16 2R,L ) has a nonzero expectation value, one thus obtains ignoring short-ranged pieces:
+
R JL+ ,
J0R
+
J0L
L JR+ ,
R JL ,
J0R
J0L
L JR ,
where R,L are defined as:

i16
2R,L =
e
R,L .
(77)
(78)
The actual value of R,L is computed in Appendix A where one can show that R = L =
m and m is real. One thus concludes that:
m JL,R
.
J0R,L
(79)
458
The representation of the SU(2)1 spin currents of the surface chains (J aR,L , a = 1, 2)
proceeds in the same way. To each chain a, we associate a massless bosonic field a and
its dual fields a to write the currents as in Eq. (45):
1
z
= x aR ,
JaR
2
1
z
= x aL ,
JaL
2
JaR
=
1
ei 8 aR ,
2a0
JaL
=
1
ei 8 aL .
2a0
(80)
To relate these fields to the bosonic field of Eq. (47), let us introduce the symmetric and
antisymmetric combinations:
1
1
= (1 2 ),
(81)
= (1 2 ),
2
2
so that
1
z
= (x +R,L + a x R,L ),
JaR,L
2
=
ei 4 +R eia 4 R ,
JaR
2a0
=
ei 4 +L eia 4 L ,
(82)
JaL
2a0
where 1 = 1 and 2 = 1. Moreover, since we have the relation:
+ J2
,
I = J1
= R, L,
(83)
and the expressions (47) for the bosonization of the SU(2)2 current I , we obtain the
following correspondence:
+R,L = R,L ,

cos 4 = a0 i3 ,
= R, L.
(84)
The difference between the SU(2)1 currents of the surface chains can also be expressed in
terms of the Majorana fermions a , a = 0, 1, 2, 3 (see Eq. (36)). Using Eqs. (46), (82),
one thus finds the identification:
x = i 3 0 , = R, L,

sin 4 R = a0 iR0 ,
(85)
sin 4 L = a0 iL0 .
With these relations at hand, we can now relate the spin currents of the surface chains (82)
as a function of the Majorana fermions 0 , 3 and the bosonic field :
1
i
z
3
0
= x R,L + a R,L
R,L
,
JaR,L
2
2

1
=
ei 4 R iR3 a R0 ,
JaR
2 a0

1
=
ei 4 L iL3 a L0 .
JaL
2 a0
(86)
459
Under the canonical transformation (50), (51), the Majorana fermions 0 , 3 remain
unchanged while the chiral bosonic fields R,L transform at the Toulouse point according
to:
R = 2 1R 2L ,
(87)
L = 2 1L 2R .
Therefore, using the relation (74) between the Majorana fields , and the bosonic
field 2 , we obtain for the z-component:

i
L L a R3 R0 ,
2

i
z
z
JaL = JL R R a L3 L0 ,
2
and ignoring the short-ranged contributions, we get:
z
= JRz
JaR
z
z
JR,L
.
JaR,L
(88)
(89)
In the same way, the transverse parts of the spin currents of the surface chains simplify as
follows:
= a0 JR iL R3 L R3 a L R0 ia L R0 ,
JaR
= a0 JL iR L3 R L3 a R L0 ia R L0 .
(90)
JaL
3
3
and R,L
are short-ranged and from
Majorana bilinears, in this equation, built from R,L
the hybridization (64), the only non-zero vacuum expectation values are:
3

L,R .
(91)
R,L = ia0 R,L
The value of this expectation value is estimated in Appendix A and one finds: R = L
= m (m being real). With the same accuracy than in Eq. (79), the transverse spin currents
of the surface chains are thus given by:
JR m + ia0 a L R0 ,
JaR
JL m + ia0 a R L0 .
(92)
JaL
5.1.2. Representation of the staggered spin fields
Let us first analyze the staggered spin field of the central chain n0 . As in Eq. (68), this
field can be expressed in terms of the bosonic field and its dual field :
nz0 =
sin 2 ,
a0
n
0 =
i2
e
.
a0
(93)
Using the transformation of the chiral bosonic fields (72), one finds at the Toulouse point:
= 2 2 1,
(94)
= 2 2 + 1.
We deduce then the following result:
460

i
h
sin 4 2 cos 2 1 sin 2 1 cos 4 2 ,
a0
i2 1 i4 2
e
e
.
n0 =
a0
nz0 =
(95)
One can simplify these expressions using the correspondence (59) to obtain the relations:

cos 4 2 = ia0 (R L + R L ),

sin 4 2 = ia0 (R L + R L ),
ei
4 2
= ia0 (R L iR L iR L + R L ),
(96)
from which, we deduce the leading part of the representation of the staggered spin fields
n0 associated with the central chain at the Toulouse point:
nz0 ia0 R L N z ,
n
0 ia0 R L N
(97)
where NE corresponds to the staggered magnetization of the effective S = 1/2 Heisenberg

spin chain (see Eq. (68)).
The same correspondence for the staggered magnetizations (na ) of the surface chains
is more difficult to obtain. The reason for this is that it involves nonlocal strings of the
Majorana fermions a , and . As we shall see, the trick will be to relate all these
quantities to the order and disorder parameters of the underlying Ising models present in
the problem. The Appendix B gives a review of the basic definitions for the bosonization
of two Ising models and introduces also the different fields which will be useful in this
subsection.
The staggered part (na , a = 1, 2) of the spin density of the surface chains can be
expressed in terms of the bosonic field a and its dual a as in Eq. (93):
i2 a
sin 2 a ,
e
.
(98)
n
nza =
a =
a0
a0
Introducing the symmetric and antisymmetric combinations (81) of the bosonic fields, we
get:

i
h
sin cos + a cos sin ,
nza =
a0
i ia
=
e
e
,
(99)
n
a
a0
where we have used the fact that +R,L identifies to the bosonic fields R,L . According to
the canonical transformation (87) at the Toulouse point, the bosonic fields , transform
as:
= 2 1 2,
(100)
= 2 1 + 2,
whereas the fields , are not affected by this transformation. Using Eqs. (B.8), (B.9)
of the Appendix B, one can then relate the staggered spin fields na of the surface chains to
the different orderdisorder operators of the underlying Ising models of the problem:
nza =
n
a =
461

h
sin 2 1 (5 4 3 0 + a 5 4 3 0 )
a0
i

+ cos 2 1 (5 4 3 0 + a 5 4 3 0 ) ,
i2 1
e
a0
(5 4 3 0 a 5 4 3 0 i5 4 3 0 ia 5 4 3 0 ).
(101)
The Ising models labeled 3, 5 are non-critical due to the hybridization (64) of the
Majorana fermions , 3 at the Toulouse point. As shown in Appendix C, the order
disorder operators (3,5 , 3,5 ) of the corresponding Ising models are short-ranged and have
the following vacuum expectation values:
h3 5 i = h3 5 i = 6= 0,
h3 5 i = h3 5 i = 0.
(102)
Consequently, ignoring short-ranged contribution in Eq. (101), we finally obtain the

correspondence between the staggered magnetization of the surface chains and the critical
fields at the chiral fixed point:
nza N z (4 0 + a 4 0 ),
n
a N (4 0 a 4 0 ).
(103)
Let us summarize our results obtained in this subsection. Using our Toulouse point
approach, the spin currents and staggered fields of the three chains have been expressed
in terms of the critical fields at the Toulouse point. Up to short-ranged pieces, the spin
currents are given by:

z
z
JL,R
,
JaR
JR m + ia0 a L R0 ,
J0R,L
m JL,R
,
JaL
JL m + ia0 a R L0 ,
J0R,L
z
z
JR,L
,
JaR,L
(104)
whereas the staggered magnetizations of the different chains write as follows

nz0 ia0 R L N z ,
n
0 ia0 R L N ,
nza N z (4 0 + a 4 0 ),
n
a N (4 0 a 4 0 ).
(105)
These results enable us to discuss the spectral properties of the 3-chain cylinder model as
well as the computation of the leading asymptotics of the spinspin correlation functions
at the chiral fixed point as described in the following section.
5.2. Spectral properties
There are two different kinds of massless elementary excitations at the Toulouse point:
magnetic excitation described by the field 1 , and non-magnetic, singlet, excitations
associated with the two Majorana fermions 0 and . These two groups of excitations
are decoupled at the chiral fixed point. Let us first discuss the nature of the magnetic
excitations.
462
5.2.1. Magnetic excitations

The magnetic elementary excitations of the system correspond to the spinons of the
effective S = 1/2 Heisenberg chain described by the bosonic field 1 . These spinons
appear only in pairs in all physical states and carry a spin S = 1/2. It is very important
to notice that, due to the mixing of different degrees of freedom reflected in the canonical
transformation (50), (51), the physical spinons, i.e., those defined as /2-kinks of the
field 1 should not be misleadingly identified as the spinons of the central chain. To get
a better understanding of the structure of the spin excitations at the chiral fixed point, let
z
and J0z in terms of the physical
us recall the expressions (75), (88) of the currents J1,2
z
current J = (1/ 2)x 1 at the Toulouse point obtained in the previous subsection:

i
z
z
3
0
= JR(L)
L(R) L(R) R(L)
R(L)
,
J1R(L)
2

i
z
z
3
0
= JR(L)
L(R) L(R) + R(L)
R(L)
,
J2R(L)
2
z
z
= JL(R)
+ iR(L) R(L).
(106)
J0R(L)
At energies || m, where all Majorana fields can be considered as massless, Eqs. (106)
transform back to the standard definitions of the currents of the three decoupled chains.
In this UV limit, one has a picture of three groups of independently propagating
spinons. However, in the IR limit (|| m), all Majorana bilinears in Eq. (106) are
characterized by short-ranged correlations (since the Majorana fermions and 3 are
massive), implying that strongly fluctuating parts of the currents of individual chains are no
longer independent. The spinons of the individual chains turn out to be strongly correlated
in the IR limit to participate at the formation of a single, physical, current J z . In fact, the
physical spinon represents a chirally asymmetric, strongly correlated state of three spinons.
Indeed, consider, for instance, a right-moving /2-kink of the field 1 , representing a

physical spinon with the spin projection S z = 1/2. According to the exact relation
z
z
z
z
= J1R(L)
+ J2R(L)
+ J0L(R)
,
JR(L)
(107)
following from Eq. (106), such an excitation is a combination of two right-moving spinons
of the surface chains, each carrying the spin S z = 1/2, and a left-moving antispinon of
the central chain, with S z = 1/2. The rigidity of such a state is ensured by a finite mass
gap in the ( 3 ) sector of the model. Therefore, in physical excitations, two spinons of
the surface chains form a bound state with an antispinon of the central chain. Otherwisely
stated, the polarization of the long-wavelength magnetic excitations of the surface chains
is always the same but opposite to the polarization of the central chain. This peculiar
structure of the elementary spin excitations at the chiral fixed point is clearly reflected
by the expression for the spin velocity u1 of the bosonic field 1 : u1 = (2v1 v0 )/3.
These excitations correspond to the magnetic excitations of the model since a uniform
magnetic field H along the z direction only couples to the 1 field. Indeed, in the
continuum limit, this magnetic field couples to the smooth part of the total spin density
of the three chains:
H
(108)
HH = (x 1 + x 2 + x 3 ),
2
463
and performing the Toulouse transformation (94), (100), one obtains:

H
(109)
HH = x 1 .
2
The uniform susceptibility of the model corresponds thus to that of a single Heisenberg
S = 1/2 spin chain and it is given by (in units of gB ):
=
3
1
.
=
2u1 2(2v1 v0 )
(110)
Notice that due to the non-trivial structure of the spinon at the Toulouse point, the uniform
susceptibility of each chain does not add in the case of a truly uniform field. In contrast,
the susceptibilities would add coherently if one considers a staggered magnetic field (Ha )
in the transverse direction: Ha = H (a1 + a2 a0), a being the chain index. In that case,
one finds the contribution:
3
stag
.
(111)
=
2u1
5.2.2. Pseudo-charge degrees of freedom
Apart from the non-trivial nature of the spinon, the chiral fixed point manifests itself
in the existence of massless Z2 singlet excitations. A first non-magnetic excitation stems
from the Majorana fermion 0 that decouples from the rest of the spectrum. This Majorana
fermion describes collective excitations of singlet pairs formed on the surface chains. The
nature of the other massless Majorana fermion at the chiral fixed point is less transparent:
It is a highly nonlocal object when expressed in terms of the original spin operators.
A simple way to understand the role of these singlet excitations is to combine the Majorana
0 and fields into a single Dirac c fermion and then bosonize it with the introduction of
ec :
a bosonic field
R0 + iR
1
e
=
ei 4 cR ,
2a0
2
0 + iL
1
e
=
ei 4 cL .
(112)
cL = L
2a
2
0
ec resembles the scalar field describing the
The corresponding massless bosonic field
charge degrees of freedom in the one-dimensional SU(2) Hubbard model away from halffilling in the limit U = . This analogy can be seen by looking at the representation (105)
of the staggered fields at the Toulouse point. Using the bosonization result of two Ising
models (B.6), the total staggered magnetization n+ of the surface chains reads as follows
ec :
in terms of the bosonic field
cR =
n+ = n1 + n2 24 0 NE
ec NE .
cos
(113)
This bosonized version of n+ is reminiscent of the staggered magnetization of the

Hubbard model away from half-filling at U = (Kc = 1/2 in that case, see for instance
Refs. [50,51]). Apart from a velocity anisotropy (v0 6= u2 ), the fermionic fields 0 and
464
plays the role of the charge degrees of freedom in the corresponding Hubbard model. We
shall hence refer to the gapless Majorana fermions 0 and as pseudo-charge excitations
which account for the central charge c = 1 at the IR fixed point. The spin and pseudocharge separation is already manifest at the Toulouse point in the Hamiltonian (62) since
these fermions fields are decoupled from the magnetic excitations described by the bosonic
field 1 . This separation of the different modes will also be clearly seen in the expression
of the leading asymptotics of correlations functions that we now estimate.
5.3. Spinspin correlation functions at the chiral fixed point
We are in position to compute the leading asymptotics of the spinspin correlation
functions of the 3-chain cylinder model at the chiral fixed point. Let us begin our analysis
by considering the spinspin correlation functions between the central spins.
5.3.1. Correlation functions between the central spins
Since the SU(2) symmetry is broken to an U(1) symmetry in our Toulouse point
approach (gk 6= g ), we shall discriminate between the z and perpendicular components of
the correlation function:

z

z
z
(x, )J0R
(0, 0) + (R L)
S0 (x, )S0z (0, 0) = J0R

(114)
+ (1)x/a0 nz0 (x, )nz0 (0, 0) ,

+

S0 (x, )S0 (0, 0) = J0R (x, )J0R (0, 0) + (R L)

(115)
+ (1)x/a0 n+
0 (x, )n0 (0, 0) .
Using the representation (104), (105) of the uniform and staggered parts of the spin density
of the central chain at the Toulouse point, we get the following leading behaviours:

z
S0 (x, )S0z (0, 0) JRz (x, )JRz (0, 0) + (R L)

+ (1)x/a0 2 a02 N z (x, )N z (0, 0)

(116)
R (x, )R (0, 0) L (x, )L (0, 0)
and
S0+ (x, )S0 (0, 0) m2 JR+ (x, )JR (0, 0) + (R L)

+ (1)x/a0 2 a02 N + (x, )N (0, 0)

R (x, )R (0, 0) L (x, )L (0, 0) .
(117)
Accordingly, the estimation of these correlations simply reduces to the computation of twopoint functions of a massless bosonic field 1 and a massless Majorana fermion . The
final expressions for the leading asymptotics of the correlation functions between spins in
the central chain at the chiral fixed point are thus

z
1
1
1
+
S0 (x, )S0z (0, 0) 2
8 (x + iu1 )2 (x iu1 )2
+ (1)x/a0
1
2 a0
1
,
8 2 (x 2 + u22 2 ) (x 2 + u21 2 )1/2
(118)
465

2
1
1
+
S0+ (x, )S0 (0, 0) m2
4 (x + iu1 )2 (x iu1 )2
+ (1)x/a0
1
2 a0
1
.
4 2 (x 2 + u22 2 ) (x 2 + u21 2 )1/2
(119)
5.3.2. Correlation functions between spins of the surface chains

Let us now compute the spinspin correlation functions between the surface chains:

z

z
z
(x, )JbR
(0, 0) + (R L)
Sa (x, )Sbz (0, 0) = JaR

(120)
+ (1)x/a0 nza (x, )nzb (0, 0) ,

+
+
(x, )JbR
(0, 0) + (R L)
Sa (x, )Sb (0, 0) = JaR

x/a0 +
(121)
na (x, )n
+ (1)
b (0, 0) ,
where a, b = (1, 2) is the chain index. We shall follow the same route as for the central
chain by using the expression of the uniform and staggered spin fields (104, 105) at the
Toulouse point:

z
Sa (x, )Sbz (0, 0) JRz (x, )JRz (0, 0) + (R L)

+ (1)x/a0 2 N z (x, )N z (0, 0)

4 (x, )4 (0, 0) 0 (x, )0 (0, 0)

(122)
+ a b 4 (x, )4 (0, 0) 0 (x, )0 (0, 0) ,
where we recall that 1 = 1, 2 = 1 and the perpendicular part reads

+
Sa (x, )Sb (0, 0)

JR+ (x, )JR (0, 0)

m2 + a b a02 L (x, )L (0, 0) R0 (x, )R0 (0, 0) + (R, L)

(L, R) + (1)x/a0 2 N + (x, )N (0, 0)

4 (x, )4 (0, 0) 0 (x, )0 (0, 0)

+ a b 4 (x, )4 (0, 0) 0 (x, )0 (0, 0) .
(123)
The Ising models labeled by 0 and 4 associated with respectively the Majorana fermion
0 and are decoupled and critical at the chiral fixed point. The correlation functions of
the order and disorder operators 0,4 , 0,4 are known exactly. In the long time and long
distance limit they are given by (see Appendix B):

0 (x, )0 (0, 0) = 0 (x, )0 (0, 0)

1/4
a0
(x 2 + v12 2 )1/8
(124)
466

4 (x, )4 (0, 0) = 4 (x, )4 (0, 0)
1/4
a0
(x 2 + u22 2 )1/8
(125)
This enables us to obtain the result for the asymptotics of the correlation functions between
spins of the surface chains:

z
Sa (x, )Sbz (0, 0)

1
1
1
+
2
8 (x + iu1 )2 (x iu1 )2
+ (1)x/a0 ab
2 2
1
1
1
, (126)
2
2
2
2
2
1/2
2
2
1/8
2
a 0 (x + u1 )
(x + v1 )
(x + u22 2 )1/8

Sa+ (x, )Sb (0, 0)

1
1
m2
+
2
4 (x + iu1 )2 (x iu1 )2

a 2 a b
1
1
1
0 4
16
(x iu1 )2 (x iv1 ) (x + iu2 )

1
1
1
+
(x + iu1 )2 (x + iv1 ) (x iu2 )
+ (1)x/a0 ab
22 2
1
1
1
. (127)
2 a 0 (x 2 + u21 2 )1/2 (x 2 + v12 2 )1/8 (x 2 + u22 2 )1/8
Here again, the leading contribution of the uniform part of the correlation functions is that
of a single S = 1/2 Heisenberg spin chain. The other critical modes manifest themselves in
subleading contributions in the uniform part and directly in the staggered part. In particular,
the contributions of the Majorana fermions 0 and in the staggered part show up through
their corresponding order and disorder Ising operators.
5.3.3. Correlation functions between spins of the surface chains and of the central chain
The last spinspin correlation functions to estimate at the chiral fixed point consists in
correlation between a spin of the surface chain S a (a = 1, 2) and a spin of the central
chain S 0 . Using the representation (104), (105) of the different spin fields at the Toulouse
point, we obtain following the same route as for the previous correlation functions:

z
1
1
1
+
,
(128)
Sa (x, )S0z (0, 0)
8 2 (x + iu1 )2 (x iu1 )2

+
m m
1
1
+
.
(129)
Sa (x, )S0 (0, 0)
4 2 (x + iu1 )2 (x iu1 )2
It is interesting to notice that the staggered parts of these correlation functions are shortranged at the chiral fixed point. This result stems from the very special structure of the
spectrum of the Hamiltonian at the Toulouse point discussed above.
We end this section by estimating the NMR relaxation rate 1/T1 at low temperature.
The slowest correlation functions of the model at the chiral fixed point correspond to the
467
staggered correlations between the spins of the surface chains [see Eqs. (126), (127)]. We
emphasize that the exponents occuring in these correlation functions are universal and
characterize a new universality class in spin ladders. We deduce from these correlation
function (126), (127) the low-temperature dependence of the NMR relaxation rate:
1
T
(130)
T1
in contrast with the S = 1/2 Heisenberg spin chain where 1/T1 const [50,51]. Finally,
we remark that the result (130) corresponds to the leading behaviour of the NMR relaxation
rate of the one-dimensional Hubbard model away from half-filling at U = [50,51]. The
main reason for this stems from the presence of the pseudo-charge degrees of freedom
0 , in the correlation function (126), (127) that enter through their corresponding Ising
orderdisorder operators (0,4 , 0,4 ) with scaling dimension 1/8.
6. Stability of the chiral fixed point of the 3-chain cylinder model

In Sections 4 and 5, we have carefully analyzed the Hamiltonian consisting in only
currentcurrent interaction describing two marginally coupled SU(2)2 and SU(2)1 WZNW
models. The model with only currentcurrent interaction has been solved exactly using a
Toulouse point approach. At the strong coupling fixed point, this Hamiltonian belongs to
the chiral stabilized liquids universality class with central charge c = 2. The critical fields at
the chiral fixed point consist of two decoupled gapless modes: a magnetic sector described
by an effective S = 1/2 Heisenberg chain associated with the bosonic field 1 and the
pseudo-charge degrees of freedom stemming from the two Majorana fermions 0 and .
Moreover, the Toulouse point solution captures all universal properties of the chiral fixed
point as shown in Appendix D.
The next step of our approach is to analyze the stability of this chiral fixed point.
The non-perturbative basis provided by the Toulouse point approach enables us to
investigate the stability of the chiral fixed point under several operators such as
backscattering contributions. In particular, we shall first investigate the effect of the
interchain backscattering operator to deduce the nature of the low energy physics of the
3-chain cylinder model in the vicinity of the line g = 0.
6.1. Effect of the interchain backscattering perturbation at the chiral fixed point
Let us begin by studying the effect of the interchain coupling in the 3-chain cylinder
model in the vicinity of the chiral fixed point:
0 n+ .
Hb = gn
(131)
From Eq. (13), we see that the coupling constant g is independent from the coupling g of
the currentcurrent interaction. One can thus always suppose that g is small to investigate
the backscattering term (131) as a weak perturbation at the chiral fixed point: |g|
1.
Using the bosonized form of the staggered spin fields given by Eqs. (93), (98), we have:
468
Hb =

2g
2h
cos cos 2
2
2 a0

i
+ cos sin 2 sin ,
(132)
so that in terms of the different fields at the Toulouse point, the backscattering term (131)
reads as follows:

1

2g
2h
cos cos 2 cos cos 2
Hb =
2
2
2 a0

i
1
(133)
+ cos cos 3 2 8 1 .
2
Using the Ising dictionary (see Appendix B), it can be shown that the contribution in
the magnetic sector of Eq. (133) is irrelevant. The backscattering term affects mostly the
pseudo-charge sector. Indeed, using the results (C.9) from the structure of the massive
modes at the Toulouse point, one finds the following estimate at the chiral fixed point:
Hb
2 g
2 a02
0 4 .
(134)
We thus conclude that the backscattering operator opens a gap, c , in the pseudo-charge
sector but has no effect on the magnetic (spinons) excitations. Standard scaling arguments
give an estimate of the mass gap since the operator (134) has scaling dimension 1/4 and
thus c g 4/7 . The chiral fixed point is thus unstable in the far IR limit, and one expects
that the system will flow to the c = 1 fixed point of the standard three-leg spin ladder [69
72]. Of course, the very applicability of the perturbative approach to the chiral fixed point
requires that c m, the condition which can always be satisfied for sufficiently small g.
Under this condition, there exists an intermediate but still low-energy region c E m
where the c = 2 behaviour caused by frustration is dominant. The physics in this region is
universal and cannot be understood without having recourse to the chiral fixed point. At
lower energies, E c , the system will eventually cross over to the conventional critical
c = 1 behaviour.
6.2. Effect of a weak interaction between surface chains at the chiral fixed point
In this subsection, we investigate the stability of the chiral fixed point against a weak
interaction between the spins of the surface chains:

(135)
O12 = g12 S 1 S 2 ' g12 n1 n2 + J 1 J 2 .
Such a term accounts for periodic transverse boundary condition in the 3-chain cylinder
model and may change drastically the physics of the chiral fixed point. In Eq. (135), the
coupling constant g12 is independent of the coupling g of the currentcurrent interaction
of the model so that on can always consider O12 as a weak perturbation at the chiral fixed
point: |g12 | 1.
Let us first analyze the n1 n2 contribution at the chiral fixed point. Using the
bosonized form (98) of the staggered magnetizations of the surface chains and the Toulouse
basis (100), one finds:
n1 n2 =
469
2
2 2 a02
h

i
cos 4 + 2 cos 4 cos 8 1 4 2 . (136)
Using the refermionization formula (84), (85), (96), this operator can be expressed in terms
of the different fields occuring in the Toulouse point solution:

i2 h 3 3
R L + 3R0 L0 (R L + R L ) cos 8 1
n1 n2 =
2a0
i
(137)
(R L R L ) sin 8 1 .
Since the Majorana fermions 3 and are short-ranged fields, we can drop their
contribution so that:
i
i2 h 0 0
3R L R L cos 8 1 .
(138)
n1 n2 '
2a0
The two terms in this equation are of different nature. One the one hand, the first
contribution is a relevant perturbation (with scaling dimension 1) which identifies with
the energy density operator of the Ising model corresponding to the Majorana fermion 0
and drives the latter model out-of criticality. On the other hand, the second operator in
Eq. (138) is a naively irrelevant contribution with scaling dimension 3 but, as we shall
see below, it is crucial to keep it since it couples degrees of freedom of different nature:
Magnetic ones described by the bosonic field 1 and a half of the pseudo-charge degrees
of freedom stemming from the Majorana fermion R,L .
The same analysis can be made for the currentcurrent contribution in Eq. (135). In
particular, using the results (88), (90), the leading part of this perturbation at the chiral
fixed point affects mostly the magnetic degrees of freedom:
J 1 J 2 ' 2JRz JLz

m2
cos 8 1 ,
2a0
(139)
which can be rewritten at the SU(2) point (m2 = 1, see Appendix A) in a rotationally
invariant form:
J 1 J 2 ' 2JER JEL .
(140)
With the two results (138), (140) at hand, we are now in position to investigate the
stability of the chiral fixed point upon switching on a weak interaction between the surface
chains. The effective interaction (135) at the chiral fixed point writes:
i
g12 i2 h 0 0
3R L R L cos 8 1 .
(141)
O12 ' 2g12 JER JEL +
2a0
Due to the first term, the effect of the operator (O12 ) on the chiral fixed point strongly
depends on the sign of the coupling g12 .
For an antiferromagnetic interaction (i.e., g12 > 0), we expect the succession of two
transitions in that case. A first one (Ising transition), as soon as the coupling g12 is
switched on, the model is still critical but with a smaller central charge c = 3/2 since, as
470
already emphasized, the Majorana fermion 0 acquires a mass. As a consequence, the Z2

symmetry with respect to the interchange of the two surface chains is now broken. When
g12 increases, there is a critical value when 2g12 exceeds the coupling constant < 0 of the
marginal irrelevant currentcurrent interaction of the effective S = 1/2 Heisenberg chain
associated with the bosonic field 1 . In that case, the magnetic sector becomes massive and
in this massive phase,
enters in a dimerized phase as in the J1 J2 problem [5]. Moreover,
locked and the operator cos( 8 1 ) acquires a non-zero

the bosonic field 1 becomes
expectation value: hcos( 8 1 )i 6= 0. As a consequence, the magnetic excitation affects

indirectly the pseudo-charge degrees of freedom by giving a mass
term for the Majorana
fermion due to the third term in Eq. (141): g12 i2 hcos( 8 1 )iR L /(2a0 ).
Therefore, in the dimerized phase, all degrees of freedom are massive. In summary, the
chiral fixed point is unstable against the presence of an antiferromagnetic interaction
between the surface chains. There are two distinct Ising transitions in the pseudo-charge
sector whereas the spin part spontaneously dimerized for a sufficiently strong value of the
interaction g12 .
For a ferromagnetic interaction (g12 < 0), the Majorana fermion 0 still acquires a mass
but now the bosonic field 1 and the Majorana fermion remain massless excitations
so that the resulting model has central charge c = 3/2. One should note that a pseudocharge fractionalization occurs in this c = 3/2 phase: A half of the degrees of freedom,
described by the Majorana fermion 0 , in the pseudo-charge sector becomes massive by an
Ising transition whereas the other (i.e., the Majorana fermion ) is still critical. A similar
phenomenon for the charge degrees of freedom of a one dimensional model has been
reported in Ref. [78]. The fractionalization manifests itself in the spinspin correlation
functions in this phase. The asymptotics of the correlation between spins of the central
chain are still given by Eqs. (118), (119). The only modifications occur in the calculation of
the correlation functions for the surface chains. For a ferromagnetic interaction (g12 < 0),
one observes from Eq. (141) that the mass m0 of the Majorana fermion 0 is positive
(m0 = 32 g12 /(2a0 )) so that the corresponding Ising model is in its disordered phase:
h0 i = 0 and h0 i 6= 0. Using Eqs. (122), (123), one deduces the following estimate for the
leading asymptotics of the correlation functions:

z
1
1
1
+
Sa (x, )Sbz (0, 0) 2
8 (x + iu1 )2 (x iu1 )2
1
1
,
(142)
+ (1)x/a0 A 2
2
2
1/2
2
(x + u1 )
(x + u22 2 )1/8

+
m2
1
1
+
Sa (x, )Sb (0, 0) 2
4 (x + iu1 )2 (x iu1 )2
1
1
,
(143)
+ 2(1)x/a0 A
2
2
2
1/2
2
(x + u1 )
(x + u22 2 )1/8
where A is a non-universal constant. In this c = 3/2 phase, the slowest correlations still
correspond to the correlator of the staggered magnetization of the surface chains and the
low-temperature dependence of the NMR relaxation rate is now given by:
1
T 1/4
T1
471
(144)
in contrast with the estimate (130) obtained at the chiral fixed point.
7. Concluding remarks
In this work, we have studied some specific models which display in the long distance
limit some CSL physics and belongs to a new non-Fermi-liquid class of fixed points
describing the IR behaviour of one-dimensional interacting chiral fermions. The possible
realizations of this CSL state, proposed in this paper, belong to several topics of the
one-dimensional quantum magnetism: the (N + 1)-chain cylinder as a special frustrated
spin ladder, its asymmetric doped version with a doped central chain as an example of a
Luttinger liquid in an active environment, and finally the KondoHeisenberg model with
N channels away from half-filling as a generalized multichannel Kondo lattice.
The common feature of all these models stems from the fact that their Hamiltonians in
the continuum limit have the same structure consisting of two marginally coupled SU(2)N
and SU(2)1 WZNW models with only currentcurrent interactions. In particular, this
Hamiltonian decomposes into two commuting chirally asymmetric parts which transform
into each other under the time-reversal symmetry. Each part flows to an intermediate fixed
point where the system as a whole displays critical properties characterized by a non-trivial
symmetry group belonging to the universality class of the CSL state [39]. All the possible
lattice realizations are expected to exhibit critical properties in the IR limit with, in general,
non-integer central charge.
For the N = 2 case, by allowing anisotropic interactions in spin space, the model of
two marginally coupled WZNW models can be solved using a Toulouse point approach.
It provides a direct reading of the spectrum by identifying the nature of the massive
and massless degrees of freedom in the IR limit. Moreover, the Toulouse limit solution
captures all universal properties of the model including the SU(2) symmetric case. At
the strong coupling fixed point, the massless degrees of freedom with central charge c =
2 consist of an effective S = 1/2 Heisenberg spin chain and two critical Ising models
which act as pseudo-charge degrees of freedom. The special nature of the chiral fixed
point identified by the Toulouse point approach reveals itself in two important facts for the
3-chain cylinder model. On the one hand, the magnetic excitations consist of a strongly
correlated bound-state made by two spinons of the surface chains and an antispinon of the
central chain. On the other hand, the slowest spinspin correlation functions corresponds to
the staggered magnetizations contribution of the surface chains with an unusual exponent
which characterizes a new universality class in spin ladders and manifest itself in physical
quantity such as the low-temperature behaviour of the NMR relaxation rate: 1/T1 T .
The Toulouse limit solution provides also a non-perturbative basis to investigate
the stability of the chiral fixed point under the presence of several operators such as
backscattering contributions. In particular, the interchain backscattering term of the 3-chain
cylinder model destabilizes the chiral fixed point and the system will cross over to a fixed
472
point with central charge c = 1 which is expected to be the one for the non-frustrated
3-leg spin ladder with open transverse boundary conditions. However, there still exists
an intermediate low-energy region governed by the chiral fixed point. This fixed point
becomes also unstable upon switching on a weak interaction between the surface chains.
For a ferromagnetic interaction, the system exhibits an interesting critical phase with a
smaller central charge c = 3/2 where a half of the pseudo charge degrees of freedom
becomes massive by an Ising transition and the low temperature behaviour of the NMR
relaxation rate is now: 1/T1 T 1/4 . In the case of antiferromagnetic interaction (frustrated
periodic transverse boundary conditions), we expect the succession of two Ising transitions
with an intermediate c = 3/2 phase followed by a massive phase where the magnetic sector
is spontaneously dimerized.
Regarding perspectives, it is clearly of interest to further explore the phase diagram of the
(N +1)-chain cylinder model in the vicinity of the chiral fixed point. The experience gained
by the Toulouse approach for N = 2 leads us to expect, though it requires a proof, that the
intermediate fixed point will become unstable and the system may cross over to a fixed
point presumably characterized by a central charge c = 1. A Toulouse limit solution for
the general N is thus clearly desirable to shed light on this problem. Using a parafermionic
description of the SU(2)N spin current [60], one can readily find a Toulouse limit for every
N with the decoupling of a bosonic field corresponding to the bosonic field 1 in the N =
2 case. Unfortunately, the other critical and massive degrees of freedom strongly interact
with each other: The resulting effective theory cannot mapped onto Majorana fermions
as in N = 2 case. Otherwisely stated, when N exceeds two, the Toulouse limit does not
correspond to a theory of free particles. The simplest case is the N = 4 case which is
currently under study. With this respect, the situation is in close parallel to the multichannel
Kondo problem since when the number of channels exceeds two, the Toulouse limit is
described by a non-trivial field theory [79,80].
This analogy leads us to expect that the simple model of a Luttinger liquid in an antiferromagnetic environment considered in this work and the multichannel KondoHeisenberg
model away from half-filling should exhibit a non-Fermi-liquid low-temperature behaviour with enhanced composite pairing correlations (odd-frequency pairing) as in the two
channel Kondo problem [62] or the one-dimensional Kondo lattice [63,64]. This question
in the N = 2 case will be addressed by the Toulouse point approach in a forthcoming
publication [46]. We hope that the chirally stabilized liquid state with all its physical properties will be observed in numerical simulations and in further experiments on spin ladder
systems.
Acknowledgements
The authors are indepted to A. A. Nersesyan for important contributions related to
this work. We would like also to thank D. Allen and A. O. Gogolin for very interesting
discussions. One of us (P. L.) would like to thank the I.C.T.P. (Trieste) for hospitality during
the completion of this work. This paper is dedicated to Meli.
473
Note added
When this work was completed, we became aware of a work by N. Andrei and E.
Orignac [81] who have also determined the low energy theory of the one dimensional
multichannel KondoHeisenberg lattice away from half filling and found that composite
order parameters induce the dominant instabilities for a number of channels less than 4.
Recently, we have shown in Ref. [46] that the two doped models investigated in
this paper exhibit a non-Fermi liquid behaviour with strong enhanced composite pairing
correlations.
Appendix A. Estimation of m and m
In this Appendix, we shall compute the constants m , m that appear in the representation (104) of the different spin current fields in terms of the current JE of the effective
S = 1/2 Heisenberg spin chain at the Toulouse point.
A.1. Estimation of m
Let us first consider the following vacuum expectation values:

R = exp i 16 2R ,

L = exp i 16 2L .
(A.1)
In the following, we shall show that R = L = m , m being real and expresses in terms
of the mass m of the massive modes at the Toulouse point.
Using the definition (59) of the chiral bosonic field 2R,L , we have:
R,L = : cos 16 2R,L :
(A.2)
R,L = : sin 16 2R,L :
where we have used for commodity the normal ordered form of an exponential of chiral
bosonic fields:

2 /8
exp i 2R,L .
(A.3)
: exp i 2R,L : = a0
The next step is to express the previous exponential bosonic fields with scaling dimensions
2 in terms of the different Majorana fields. This can be done by considering the following
OPE from (A.2):

1
2R 2 :
4(z )
:

R (z)R ()
2(z )

z
: cos 16 2R :
+
2

1
2R 2 :
4(z )
:

R (z)R ()
2(z )

z
: cos 16 2R :
(A.4)
474
where the fields in the second part of the previous equations are only function of .
On the
other hand, since , are Majorana fermions, they satisfy the following OPEs:
1
R:
(z )
: R
2(z )
1
R:
(z )
: R

R (z)R ()
2(z )

R (z)R ()
(A.5)
Comparing the two short distance expansions (A.4), (A.5), we end with the equivalence:

(A.6)
cos 16 2R = a02 i(R x R + R x R ),
R = ix R (z = u2 + ix). One can do the same
since for instance, in our convention,
computation for the left sector to find:

(A.7)
cos 16 2L = a02 i(L x L L x L ).
we get:
In the same way, considering the OPE R (z)R (),

sin 16 2R,L = 2ia02x R,L R,L .
(A.8)
since at the chiral fixed point is a free and massless

This proves that R,L is real
Majorana fermion so that hsin( 16 2R,L )i = 0. Therefore, using Eqs. (A.6), (A.7) and
the definition (A.1), we obtain the following correspondence:

(A.9)
R,L = a02 i hR,L x R,L i hR,L x R,L i .
The contribution of the massless Majorana fermion is easy to find:
Z
Z
+
dk
d ikei0
hR,L x R,L i =
2
2 i u2 k
Z
i2
i
dk k =
=
2
4
(A.10)
where we have used a simple cut-off regularization to cure the UV singularity. To estimate
hR,L x R,L i, we need to know the Greens function of the Majorana fermion that comes
from the massive part of the Hamiltonian at the Toulouse point describing the hybridization
between the Majorana fermions 3 and :

iv1 3
iu2
im
x 3
R x R
R L3 L3 R ,
2 L L
2
2

iv1 3
iu2
im 3
R x R3 +
L x L +
R L L R3 .
H =
2
2
2
The Greens functions corresponding to H+ are given by:

R (k, )R (k, )
R (k, )L3 (k, )
G+ (k, ) =
L3 (k, )L3 (k, )
L3 (k, )R (k, )
H+ =
with
(A.11)
(A.12)
G1
+ (k, ) =
i u2 k
im

im
,
i + v1 k
whereas the ones associated with H read as follows:

3
R (k, )R3 (k, )
R3 (k, )L (k, )
G (k, ) =
L (k, )L (k, )
L (k, )R3 (k, )
with
G1
(k, ) =
i v1 k
+im

im
.
i + u2 k
The Majorana Greens function for the field is thus given by:

i v1 k
,
R,L (k, )R,L (k, ) =
( iku1 )2 + E 2 (k)
475
(A.13)
(A.14)
(A.15)
(A.16)
where E 2 (k) = u2 k 2 + m2 and u = (v0 + v1 )/3. Integrating over the frequency, we obtain
the following estimate:
iu
hR,L x R,L i =
2
Z
dk
0
'
i2
4
k2
E(k)

im2
2u
ln
.
4u2
|m|
(A.17)
Substituting (A.17) and (A.10) into (A.9), we find the value of m at the Toulouse point:

m2 a02
2u
ln
.
(A.18)
m = R,L '
4u2
|m|
A.2. Estimation of m
The next vacuum expectation values to compute is
3

L,R .
R,L = ia0 R,L
Using the previous expression of the fermionic Greens function G , we have:

3
im
.
R,L (k, )L,R (k, ) =
( iku1 )2 + E 2 (k)
Integrating over , the value of R,L can easily be determined:
ma0
R,L =
2
dk
,
E(k)
(A.19)
(A.20)
(A.21)
and thus
m = R,L '

ma0
2u
ln
.
2u
|m|
(A.22)
Let us conclude this appendix by discussing the SU(2) invariance of the spinspin
correlation functions between the central spins and also between the surface chains at the
476
chiral fixed point. Using the Toulouse point value (56): gk = 4u and expressing the
values of m , m in terms of the ratio = g /gk , we have:

a0
a0
2
,
m ' ln
.
(A.23)
m ' ln
||
||
In the continuum limit, the value of the physical mass is fixed. This gives the dependence
of g in terms of the short distance cut-off a0 . The ratio of the couplings g /gk is also
fixed to some physical value which is a RG invariant flow of the equation (44). The two
physical parameters emerging from the renormalized theory are precisely m and apart
from the different velocities of the problem. At the SU(2) point when = 1, we must
have m2 = m2 = 1 so that the correlation functions of the central chain (118), (119) are
rotational invariant. Using Eq. (A.23), this fixes the value of the product a0 to e.
Appendix B. Basic facts about the bosonization of two Ising models

In this Appendix, we briefly review some basic materials on the relation between two
Ising models and a free bosonic field in order to fix notations for the computation of the
spinspin correlation function between spins of the surface chains (Section 5).
It is well known that a theory of free massless Majorana fermion with central charge
c = 1/2 describes the long distance properties of the critical two-dimensional Ising model.
Two Ising models can be mapped onto the Gaussian model with central charge c = 1 (see
for a review Chapter 12 of Ref. [51]). This procedure of doubling the Ising models has
been very fruitful for the computation of the correlation function of the Ising model [73
75,77], for the problem of random impurities in the Ising model [76], and also for the
calculation of the structure factor of the two-leg spin ladder [66]. This mapping stems
from the fact that the two Majorana fields say 1,2 can be combined into a single Dirac
fermion which can be in turn be expressed in terms of a bosonic field by Abelian
bosonization:
1
1R + i2R
=
ei 4 R ,
2a0
2
1
1L + i2L
=
ei 4 L ,
L =
2a0
2
R =
(B.1)
with [R , L ] = i/4 to insure the anticommutation relation between R and L . The

Majorana fermions 1,2 can therefore be expressed directly in terms the field as follows:

1
cos 4 R ,
1R =
a0

1
sin 4 R ,
2R =
a0

1
cos 4 L ,
a0

1
sin 4 L .
2L =
a0
1L =
(B.2)
The energy density operator a = iaR aL , a = 1, 2, which is a mass term for the
Majorana fermion and drives the model out of criticality, can also be written down as a
function of the bosonic field and its dual :

4 = ia0 (1R 1L + 2R 2L ),

cos 4 = ia0 (1R 1L + 2R 2L ),
477
cos
(B.3)
and one can also relate all bilinears involving 1R,L and 2R,L to the bosonic field and
its dual :

sin 4 = ia0 (2R 1L 1R 2L ),

(B.4)
sin 4 = ia0 (2R 1L + 1R 2L ),
and
x = i (1R 2R + 1L 2L ),
x = i (1R 2R + 1L 2L ).
(B.5)
The Ising model labeled 1, for instance, contains apart from the Majorana fields 1R,L
that have conformal dimensions (1/2, 0) and (0, 1/2) and the energy density operator,
two other fields, with conformal dimensions (1/8, 1/8): the order and disorder operators
1 and 1 . These fields are non local when expressed in terms of the Majorana fermion
1R,L [73,74,77]. The KramersWannier duality transformation maps the order operator
1 onto the disorder field 1 . In the ordered phase (T < Tc ), h1 i 6= 0, h1 i = 0 whereas
in the disorder phase (T > Tc ), we have h1 i = 0, h1 i 6= 0. At T = Tc , both fields have
a zero vacuum expectation value. At T = Tc , the products 1 2 , 1 2 , 1 2 and 1 2
have scaling dimension 1/4 and can be related to the bosonic exponentials exp(i ),
exp(i ) [66,77]:

1 2 cos ,
1 2 cos ,

1 2 sin ,
(B.6)
1 2 sin ,
this correspondence should also hold at small deviations from criticality. These operators
are very useful for practical computation since the correlation functions of the order and
disorder fields are known exactly even out of criticality. For T = Tc , we have the following
power law in the long distance-long time limit:

(x, )(0, 0) = (x, ) (0, 0)
1
,
(B.7)
2
(x + v 2 2 )1/8
v being the velocity of the Majorana fermion. The description of spin chains in terms
of orderdisorder parameters of the underlying Ising models has been used by Shelton
et al. [7,66] for the two-leg spin ladder and by Allen and Snchal [41,42] for the twoleg zigzag ladder in the absence of the twist term [43]. This approach allows a simple
description of the excitations of the system and is very useful for the computation of the
correlation functions and the dynamic structure factors in a massive phase.
In our problem, we shall use this approach for the computation of the spinspin
correlation functions of spins of the surface chains and for the study of the stability of the
chiral fixed point perturbed by some operators. One has to express, at the Toulouse point,
all the orderdisorder operators of the underlying Ising models. First of all, the bosonic
478
field = (1 2 )/ 2 is not affected by the canonical transformation (50), (51) and

is built from the two Majorana fermions 0 , 3 . The two corresponding Ising models are
labeled 0 and 3 respectively, and using Eq. (B.6) with the identification (84), (85), we
have:

3 0 cos ,
3 0 cos ,

3 0 sin .
(B.8)
3 0 sin ,
A second couple of Ising models (noted 4 and 5) stems from the two Majorana
fermions , respectively, and are associated with the 2 bosonic field (see Eq. (59)).
In that case, the correspondence (B.6) gives

5 4 cos 2 ,
5 4 cos 2 ,

5 4 sin 2 .
(B.9)
5 4 sin 2 ,
Since the 0 field is decoupled from the interaction from the beginning and the Majorana
fermion is massless at the Toulouse point, the Ising models noted 0 and 4 decouple
from the other and remains critical. The correlation function of their orderdisorder
operators are therefore given by Eq. (B.7). However, the two Ising models 3 and 5
strongly interact with each other due to the hybridization of the Majorana 3 and
fields at the Toulouse point (see Eq. (64)). As shown by the spectra (65), (66), these
two Ising models are non-critical and the orderdisorder operators have short-ranged
correlation functions characterized by the mass m of the massive modes at the Toulouse
point.
Appendix C. Hybridized Ising models

The aim of this appendix is to describe more precisely the consequence of the
hybridization between the Majorana fermions 3 and on their corresponding order
disorder (3,5 , 3,5 ) Ising operators. In particular, we shall prove, in the following, that
at the Toulouse point, one has
h3 5 i = h3 5 i = 6= 0,
h3 5 i = h3 5 i = 0.
(C.1)
Let us begin by recalling the effective Hamiltonian associated with the massive modes
at the Toulouse point:

iv1 3
R x R3 L3 x L3
2

iu2
(R x R L x L ) + im R3 L R L3 .
(C.2)
2
For the computation of ground-state expectation values, we notice that the velocity
anisotropy present in the Hamiltonian (C.2) can be ignored for several reasons. On the
one hand, we have two phenomenological parameters in our approach: v1 and v0 . One
Hhyb =
479
can always choose v0 = v1 /2 so that all spin velocities u1 , u2 (58) of the modes remain
positive and v1 = u2 . We expect that the results for the vacuum expectation values (C.1)
obtained with this particular fine-tuning represent the generic situation. On the other hand,
one can justify further this proposition by studying the structure of the equal-time fermionic
Greens functions of the Majorana fermions. The nice thing is that the equal-time Greens
functions corresponding to the Hamiltonian (C.2) are in fact equal to that of a model with
a single spin velocity (the average spin velocity):

ehyb = iu 3 x 3 3 x 3
H
R
R
L
L
2

iu
(R x R L x L ) + im R3 L R L3 ,
(C.3)
2
where u is the average of the velocities v1 and u2 : u = (v1 + u2 )/2 = (v1 + v0 )/3.
The very reason for this equivalence on the equal-time Greens functions stems from
the fact that both Hamiltonian (C.2), (C.3) have the same eigenvectors although different
spectra. Therefore, there is a one-to-one correspondence between the static ground-state
correlation functions of the model (C.2) and that of the Hamiltonian (C.3). The velocity
anisotropy will be important when considering dynamical properties. Consequently, our
problem is reduced to the computation of the ground-state expectation values (C.1)
e and its
with the Hamiltonian (C.3). To this end, let us introduce a bosonic field
e
dual :
R3 + iR
1
e
=
ei 4 R ,
2a
2
0
L3 + iL
1
e
=
ei 4 L .
(C.4)
2a0
2
Using the results (B.6) of the Appendix B, the different products of order and disorder
Ising operators can be expressed in terms of the bosonic fields:

e ,
e,
3 5 cos
3 5 cos

e ,
e.
3 5 sin
(C.5)
3 5 sin
The Hamiltonian (C.3) can also be rewritten in the following bosonized form:

m
ehyb = u x
e 2 + x
e2
e .
sin 4
H
2
a0
Using the substitution:
e
e
,
+
4
e ,
e
(C.6)
(C.7)
ehyb identifies with the conventional form of a sine-Gordon model at 2 = 4 :

H

ehyb = u x
e .
e 2 + x
e 2 m cos 4
(C.8)
H
2
a0
e is locked such as hi
e = 0 (m > 0). Consequently,
In this model, the bosonic field
e
e
we have hcos( )i 6= 0 and hsin( )i = 0 whereas the dual field exponents
480
e have zero vacuum expectation values. Using Eq. (C.5) and the substituexp(i )
tion (C.7), we thus obtain the above mentionned result (C.1):
h3 5 i = h3 5 i = 6= 0,
h3 5 i = h3 5 i = 0.
(C.9)
Appendix D. Stability of the Toulouse point solution

The consistency of the Toulouse approach to describe the universal properties of the
chiral fixed point is investigated in this Appendix.
We first begin by analysing the effect of the operators that we have neglected from
the beginning in the Toulouse point approach. These operators are the currentcurrent
interaction of same chirality and the in-chain marginal irrelevant contribution that appears
in the continuum limit of each S = 1/2 Heisenberg spin chain (see Eq. (7)):

Occ = J 0R J 1R + J 2R + R L,
Oic = J 0R J 0L + J 1R J 1L + J 2R J 2L .
(D.1)
Let us first consider the currentcurrent interaction of same chirality (Occ ). Using the
bosonization of a SU(2)1 spin current (45), we can express the operator (Occ ) in terms of
the bosonic fields associated with each chain of the model:
1
Occ = (x R x R + x L x L )
2

1
8
cos
cos
+
R
L
.
(D.2)
+
R
R
R
2 2 a02
Using the canonical transformation (50), (51), the currentcurrent operator can then be
written as a function of the different fields of the Toulouse point solution:
1
3x 2R x 1R + 3x 2L x 1L
Occ =
2

2 2 x 1L x 1R 2 2 x 2L x 2R

1
cos 4 R cos 8 1 cos 16 2R + 4 2L
+
2
2
2 a0

+ cos 4 R sin 8 1 sin 16 2R + 4 2L

+RL .
(D.3)
The next step of the calculation is to extract the leading contribution of this operator in
terms of the different critical fields at the chiral fixed point. Using Eqs. (59), (84), the
non-zero expectation values (78), (91), and the hybridization (64) of the massive fields, the
leading part of the currentcurrent operator of same chirality (D.1) at the chiral fixed point
is given by:

2
m m
cos 8 1
(D.4)
Occ x 1L x 1R +
2
2 a0
481
up to contributions that will give renormalization of mass and spin velocities. One can
express the operator (D.4) in terms of the physical spin current (JE ) associated with the
bosonic field 1 (see Eq. (67)):

m m +
z z
JR JL + H.c. .
(D.5)
Occ 4 JR JL +
2
At the SU(2) point, one has m m = 1 (see Appendix A) and the expression (D.5) can be
recasted in a full rotational form:
Occ 4JER JEL .
(D.6)
The operator (D.6) coincides thus with the usual marginal irrelevant term of the continuum
limit of the effective S = 1/2 Heisenberg spin chain corresponding to the bosonic field 1 .
The contribution (D.6) gives logarithmic corrections in the spinspin correlation functions
at the chiral fixed point.
The second operator that we have neglected in our Toulouse solution is the marginally
irrelevant in-chain currentcurrent interaction:
Oic = J 0R J 0L + J 1R J 1L + J 2R J 2L .
(D.7)
We proceed in the same way as for the previous operator by first rewritting Oic in terms of
the different bosonic fields of each chain:
Oic =

1
1
1
(x )2 (x )2 +
(x )2 (x )2 +
(x )2 (x )2
8
8
8

1
1
cos 8
cos 4 cos 4 .
(D.8)
2
2
2
2
4 a0
2 a0
At the Toulouse point, this operator takes the following form:

Oic =

2
2
1
3
(x )2 (x )2 +
x 1 x 1
8
8
2
2
1
1
3
x 2 x 2
x 1 x 2
x 1 x 2
+
8
2
2

1
cos 8 1 cos 16 2
2
2
4 a0

1
sin 8 1 sin 16 2
2
2
4 a0

1
cos
8
cos
cos
1
2
2 2 a02

1
sin 8 1 sin 4 2 cos 4 .
2
2
2 a0
(D.9)
Using Eqs. (59), (84), and the non-zero expectation values (78), (91), the leading
contribution of the operator (Oic ) is at the chiral fixed point up to short-ranged parts and
terms giving a renormalization of the spin velocities:
482
Oic

3
( 2 + 2m2 )
x 1L x 1R m
cos 8 1
2
2
4 2 a0
(D.10)
and at the SU(2) symmetric point when m2 = m2 = 1 (see Appendix A), it can be reduced
to the simple following form:
Oic 3JER JEL .
(D.11)
Since the original coupling constant of the in-chain currentcurrent interaction (Oic ) is
negative, the effective operator (D.11) gives additional logarithm corrections of the spin
spin correlation at the chiral fixed point.
The next check of the correctness of the Toulouse solution is to investigate the
effect of small deviation of the coupling constant gk from its Toulouse-point value:
gk = 4(v0 + v1 )/3. In that case, the Hamiltonian (61) at the Toulouse point picks up
an extra term:
gk
(D.12)
Hcor = (x L x R + x R x L )
2
with gk = gk gk . Using the canonical transformation (50), (51), this operator transforms
into:
2
2
2
2 i
gk h
x 1L + x 1R + x 2L + x 2R
Hcor =

3gk
x 1L x 2R + x 1R x 2L .
(D.13)
+
2
Neglecting the renormalization of the velocities u1,2 , we end with using Eq. (74):

3gk
(D.14)
i x 1L R R + x 1R L L .
Hcor
2
Since the field is massive, the expansion in gk does not introduce new IR singularities,
implying that the long-distance behaviour of the correlation functions will not be modified
except for velocities and mass renormalization. Therefore, we can conclude that the
solution at the Toulouse point captures all universal properties of the chiral fixed point.
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Magnetic properties of doped Heisenberg chains

Holger Frahm a , Nikita A. Slavnov b
a Institut fr Theoretische Physik, Universitt Hannover, D-30167 Hannover, Germany
b Steklov Mathematical Institute, Moscow 117966, Russia
Received 17 December 1999; revised 21 January 2000; accepted 28 January 2000
Abstract
The magnetic susceptibility of systems from a class of integrable models for doped spin-S
Heisenberg chains is calculated in the limit of vanishing magnetic field. For small concentrations xh
of the mobile spin-(S 1/2) charge carriers we find an explicit expression for the contribution of the
gapless mode associated to the magnetic degrees of freedom of these holes to the susceptibility which
exhibits a singularity for xh 0 for sufficiently large S. We prove a sum rule for the contributions
of the two gapless magnetic modes in the system to the susceptibility which holds for arbitrary hole
concentration. This sum rule complements the one for the low temperature specific heat which has
been obtained previously. 2000 Elsevier Science B.V. All rights reserved.
1. Introduction
Essential insights into the properties of low-dimensional correlated electron systems
have been gained based on studies of integrable models. Exact results on the low
energy spectrum of the one-dimensional Hubbard and tJ models have made possible
their identification as microscopic realizations of so-called TomonagaLuttinger liquids
allowing a complete classification of their critical exponents [13]. Recently, the tJ
model introduced to describe the effect of hole doping on an S = 1/2 Heisenberg
antiferromagnet has been generalized to larger values of S [4,5] giving the framework
for detailed studies of quantum effects in the double exchange (DE) model. Fine tuning
of the coupling constants in these models describing spin-S chains doped with mobile
spin-S 0 = (S 1/2) carriers (called holes below) an exactly solvable model has been
constructed [6,7] which interpolates smoothly between the spin-S (spin-S 0 ) Takhtajan
Babujian chain [810].
The analysis of this integrable lattice model allows for a complete classification of the
low energy/low temperature properties at this point in the space of coupling constants
which in principle allows to identify effective field theories describing these systems [6,7,
11,12]. Once this continuum theory is understood the effect of perturbations corresponding
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 0 7 0 - 5
486
H. Frahm, N.A. Slavnov / Nuclear Physics B 575 [FS] (2000) 485503
to the differences to the DE model can be studied in this framework. In the limit of low hole
concentration the low temperature specific heat indicates that the two gapless magnetic
modes found for vanishing magnetic field can be described in terms of a level-2S SU(2)
WessZuminoWitten (WZW) model (which is the effective field theory of the undoped
TakhtajanBabujian spin-S chain [810]) and the minimal model M2S+1 , respectively [6,
7]. Upon variation of the doping a continuous transition to a product SU(2)2S1 SU(2)1
satisfying a sum rule in the coefficients of the low temperature specific heat is observed
[7]. Based on the thermodynamic properties at low doping a field theoretical description
of these degrees of freedom has been proposed [6] for the S = 1 system which is based on
four Majorana fermions (see also [11,12]). However, to determine the coupling constants
present in this continuum theory and the relation between the fields and quantities in
the microscopic model additional insight into the physical properties of the massless
excitations, in particular their response to an external magnetic field, is necessary.
In this paper we analyze the Bethe ansatz equations to compute the zero temperature
magnetic susceptibility of the integrable doped Heisenberg chains in the limit of vanishing
magnetic field H 0. Below we briefly review the thermodynamic Bethe ansatz for the
model to provide the foundation for the subsequent analysis. In Section 3 we concentrate on
the limit of small magnetic fields and derive a particular sum rule for the contributions 1
and 2S of the two gapless magnetic excitations to the susceptibility, similar to the one for
the specific heat mentioned above. In Section 4 we formulate a matrix RiemannHilbert
problem (RHP) whose solution determines 1 and 2S individually. It is shown that the
symmetries of this RHP immediately imply the sum rule mentioned above. In Section 5
we present the main result of this paper which is the explicit calculation of 1 and 2S in
the limit of small hole concentration.
The Hamiltonians considered in this paper are of the form
H(S) =
L
X

(S)
(S)
+ Xn,n+1
Tn,n+1
.
(1.1)
n=1
(S)
(S)
Here Tij and Xij describe the hopping of the holes and the (antiferromagnetic) exchange
between sites i and j of the lattice, respectively. Similar Hamiltonians arise as effective
spin models obtained from the double exchange (DE) model [13,14] in the limit of strong
ferromagnetic Hunds rule coupling between the spins of the itinerant electrons and the
local moments with spin-S 0 [4,5]. In the basis of the relevant spin multiplets the kinetic
part of the Hamiltonian reads
(S)
Tij
= Pij QS (Si Sj ),
(1.2)
where Si is a spin-S (S 0 ) operator describing the particle (hole) on site i. The operator
Pij permutes the states on sites i and j thereby allowing the holes to move and QS (x)
is a polynomial of degree 2S 1 leading to a hopping amplitude depending on the total
spin ST = 12 , 32 , . . . , 2S 12 on sites i and j . In the DE model these hopping amplitudes
favour the formation of a ferromagnetically ordered state, this feature is not shared by
the integrable chains [6,7]. In terms of a microscopic model the electronic hopping has to
487
be dressed by bilinears in the localized magnetic moments, similar to bond-charge type

interactions considered in generalizations of the Hubbard model.
As a consequence of SU(2) invariance the exchange operators X (S) can also be written
as a polynomial in Si Sj , the precise form of these polynomials depends on the local
configuration, i.e., particleparticle, holehole and particlehole exchange are different.
As mentioned above, the pure limits are the integrable spin-S and S 0 TakhtajanBabujian
chains determining the two former processes.
2. Bethe ansatz for the doped spin-S chain

Starting from the ferromagnetically polarized eigenstate of the undoped chain we
consider excitations obtained by adding Nh holes and in addition lowering N spins.
The spectrum of these states can be studied using the algebraic Bethe ansatz. They are
parameterized in terms of Nh real numbers and Nh + N complex numbers j solving
the Bethe ansatz equations (BAE) [6,7]

Nh +N
Nh
Y j k + i Y
j i/2
j + iS L
, j = 1, . . . , Nh + N ,
=
j iS
j k i
j + i/2
k6=j
Nh +N
1=
=1
Y k + i/2
,
k i/2
= 1, . . . , Nh .
(2.1)
k=1
In the thermodynamic limit L general solutions of these equations are known to

(n)
consist of real hole rapidities and complex n-strings of spin-rapidities n,k
j = j +
(n)
(n + 1 2k), k = 1, . . . , n with real centers j . Considering solutions of (2.1) built

from Nh hole rapidities and Mn -strings of length n we can rewrite the BAE in terms of
(n)
the real variables and j . Taking the logarithm of (2.1) we obtain
i
2
Nh
Mm
X
X
X

(n)
(n)
(m)
+
n (n)
=
2J
Ln,2S (n)
nm
j
j
j
k
j ,
m=1 k=1
0 = 2I
Mn
X
X
=1

n (n)
j ,
(2.2)
n=1 j =1
where n (x) = 2 arctan(2x/n) and

nm (x) = m+n1 (x) + m+n3 (x) + + |mn|+1 (x),
nm (x) = n+m (x) + 2n+m2 (x) + + 2|nm|+2 (x)
+(1 nm )|nm| (x).
(2.3)
(n)
From Eqs. (2.2) the allowed values of the quantum numbers I and Jj
(tnm = min(n, m) nm /2)
|I | 6
1X
Mn ,
2
m=1
are found to be
488
X
(n) 1
1
J 6 L min(n, 2S)
tnm Mm + (Nh 1).
j
2
2
(2.4)
m=1
A given choice of these numbers the solution of (2.2) uniquely determines a particular
eigenstate of the system with energy

Mn
X
X
(0) (n)

1
(2.5)
n j + nH + H Nh LSH
E=
2
n=1 j =1
and magnetization
z
= LS
Stot
X
n=1
1
nMn + Nh .
2
(2.6)
In Eq. (2.5) H is the external magnetic field, is the chemical potential

for the holes

and the bare energies of the -strings are n(0) (x) = 2 An,2S s (x) with s(x) =
1/(2 cosh x) and
1 0
(x) + nm (x)
(2.7)
2 nm
((f g)(x) denotes a convolution).
In the thermodynamic limit L with Nh /L and Mn /L held fixed one can introduce
densities (x) for the hole rapidities and n (x) for the -strings of length n. The BAE (2.2)
turn into linear integral equations for these functions
X
(Anm m )(x) + (an )(x),
n (x) = (An,2S s)(x)
Anm (x) =
X
(an n )(x).
(x) + (x)
(2.8)
n (x) are the densities associated

Here, 2an (x) = n0 (x) = 4n/(4x 2 + n2 ), and (x),
(n)
with the distribution of vacancies of quantum numbers I and Jj in the intervals (2.4),
respectively. Similarly, the energy (2.5) and magnetization (2.6) expressed in terms of these
densities read
Z
Z
E X
(0)
z
=
,
(2.9)
dx n (x)n (x) dx (x) H Stot
L
n=1
and 1
X
1 z
Stot = S
n
L
n=1
Z
dx n (x) +
1
2
Z
dx (x) =
1
lim
2 n
Z
dx n (x).
(2.10)
Analysis of these equations shows that the ground state configuration of the system at
temperature T = 0 consists of up to three condensates formed by the hole rapidities and
-strings of length 1 and 2S only. These Fermi seas are characterized by their end points
1 The second expression is obtained by integrating Eq. (2.8) over all x.
489
Q for (x) and j for j (x), j = 1, 2S. In the following we drop the distinction of particle
and vacancy densities by identifying (x) with (x) + (x)
and similar for the densities

n (x) of the -strings. This is possible since

(x) for |x| < Q,
(x) + (x)
(2.11)
(x)
for |x| > Q.

Using Mj = 0 for j 6= 1, 2S in Eqs. (2.4) and (2.6) one can express the magnetization in
terms of 2S only
1 z
S =
L tot
Z
dx 2S (x).
(2.12)
2S
3. Thermodynamic properties in a small magnetic field

For vanishing magnetic field one can show that j . Hence, in the limit of a small
magnetic field H which we are interested in below one has j Q allowing to eliminate
the j from the integral equation for the density of hole rapidities [7]. This results in
ZQ
dyR(x y)(y) = (a2S s) (x).
(x)
(3.1)
Q
1
The kernel of this integral
R Q equation is R(x) = a2 (1 + a2 ) and the concentration of the
holes is xh = Nh /L = Q dx(x). In this regime the boundaries of integration or Fermi
points Q are a function of the hole chemical potential alone: they are determined
through the condition 0 (Q) = 0 for the dressed energy ( x) of the excitations associated
with the hole rapidities which in turn is given as solution of a linear integral equation
similar to (3.1)
ZQ
0 (x)

dyR(x y)0 (y) = 2a2S s(x) + .
(3.2)
Excitations with charge rapidities near Q are massless. The effective low energy theory
for the charge mode has been identified as that of a free boson. The velocity of the charge
mode can be obtained from the dispersion (3.2)

0
1
.
(3.3)
v=
2(Q) x x=Q
The integral equations for the relevant densities of -strings 1 and 2S can be rewritten
as
Z
ZQ
1 (x) =
Q
dy s(x y)(y) +
|y|>1
dy K11 (x y)1 (y)
490
Z
+
dy K12 (x y)2S (y),

|y|>2S
2S (x) = s(x) +
dy K21 (x y)1 (y) +
|y|>1
dy K22 (x y)2S (y).
(3.4)
|y|>2S
The kernels of the integral operators are easiest given in terms of their Fourier transforms
b(S) () =
K
2 cosh
12 )

sinh(S 1)
sinh 12
.
(3.5)
||
sinh(S 1) + e 2 sinh(S 12 )
sinh 12
Note that for any given positive x the contributions from the intervals
y <R j in
R
Eqs. (3.4) can be neglected in the limit H 0. After replacing |y|>j by j these
equations are a system of WienerHopf (WH) integral equations. Furthermore, the
replacement of the driving terms by the large-x asymptotics will not change the behaviour
of the solutions of these equations near the Fermi points x j 1 which contains all
the relevant information for the low energy properties of the system. Hence we arrive at
the following set of equations for the densities of the -strings valid for x 1
1
2 sinh(S
1 (x) = Be|x| +
2S (x) = e|x| +
Z
dy K11 (x y)1 (y) +
1
Z
2S
Z
dy K21 (x y)1 (y) +
RQ
dy K12 (x y)2S (y),
dy K22 (x y)2S (y)
(3.6)
2S
with B = Q dx exp(x)(x). In the same spirit we obtain a system of WH equations for

the dressed energies of the magnetic excitations
1 (x) = 2Ae
|x|
Z
+
Z
dy K11 (x y)1 (y) +
2S
1
2S (x) = H 2e|x| +
2
RQ
dy K12 (x y)2S (y),
Z
dy K21 (x y)1 (y) +
dy K22 (x y)2S (y) (3.7)
2S
with 2A = Q dy exp(x)0 (y). The solution of (3.7) determines the values of j as

a function of the external magnetic field H by the condition j (j ) = 0.
Both magnetic modes 1 (x) and 2S (x) allow for massless excitations near these Fermi
points, in the limit H 0 their velocities are
0 (x)
2S
10 (x)
A
,
v1 = lim
= .
(3.8)
x 22S (x)
x 21 (x)
B
Their critical properties have been studied using the thermodynamic Bethe ansatz. In
the limiting cases of the undoped (completely doped) model where the model reduces
v2S = lim
491
to the integrable spin-S (spin-(S 1/2)) TakhtajanBabujian spin chains, respectively,

2S (x) reduces to the massless spinon mode of these models which can be described by a
SU(2) level-2S (level-(2S 1)) WZW model. For arbitrary doping the contribution of the
magnetic modes to the low temperature specific heat has been found to be [6,7]

T c2S
c1
+
,
(3.9)
C ' C2S + C1
3 v2S
v1
where the parameters cj satisfy the sum rule
4S 1
(3.10)
2S + 1
independent of the doping, i.e., the values of the parameters A, B in Eqs. (3.6) and (3.7).
In the limiting cases mentioned above c2S becomes the conformal central charge of the
SU(2)2S and the SU(2)2S1 WZW models, respectively. From the other parameter, c1 , the
low energy theory for 1 is identified as the minimal unitary model M2S+1 in the limit of
vanishing holeconcentration (xh 0) and a free boson with c1 = 1 and compactification
radius R = 1/ 2 as xh 1 [7]. The latter is equivalent to the level-1 SU(2) WZW model.
The magnetic field dependent part of ground state energy of the system for small H
expressed in terms of the solutions of (3.7) is
!
Z
Z
1
1
1
x
x
dx e
2S (x) +
dx Ae
1 (x)
es E = 2
L
v2S
v1
c2S + c1 2
2S
1
(3.11)
= H 2 .
2
This implies, that the zero field magnetic susceptibility will have contributions from both
massless magnetic modes very similar to the feature found for the specific heat (3.9)
= 2S + 1 .
(3.12)
A sum rule for the contributions j can be obtained by considering formally the case
A = B which implies v1 = v2S = : then the solutions of the integral equations (3.6) and
(3.7) are related through
1 j (x)
.
(3.13)
j (x) =
2 2 x
Using this relation with the asymptotic behaviour limx 2S (x) = 2SH in (2.12) one
immediately finds 2
S
(3.14)
v2S 2S + v1 1 = .
From the known susceptibilities for the limiting cases of the spin-S and spin-(S 1/2)
TakhtajanBabujian spin [10] chains we expect that (v2S 2S ) decreases continuously from
S/ for vanishing hole concentration xh to (S 1/2)/ for xh = 1. This implies v1 1 = 0
for xh = 0. However, since v1 vanishes in this limit as well, these simple considerations do
not rule out a finite or even singular contribution 1 to the susceptibility (3.12).
2 Note that these arguments are easily extended to the case of non-zero temperatures.
492
4. Calculation of the susceptibility

To calculate j we have to analyze the WienerHopf equations (3.7) for the dressed
energies in the limit H 0. In terms of the functions fj (x) = j (j + x) the WH
equations can be rewritten as (t 2S 1 )
f1 (x) = 2Ae
|1 +x|
Z
+
dy K11 (x y)f1 (y)

0
Z
dy K12 (x y t)f2S (y),
+
0
1
f2S (x) = H 2e|2S +x| +
2
Z
dy K21 (x y + t)f1 (y)
0
Z
dy K22 (x y)f2S (y).
(4.1)
Again, the j have to be determined such that fj (0) = 0. By Fourier transformation of

(4.1) we obtain
b+ () F
b () = T ().
GT ()F
b are the two-component vectors
Here, F
Z
ix
f1 (x)
dx e
b () =
F
Z0
dx eix f2 (x)
(4.2)
(4.3)
of analytical functions of in the upper (lower) half-planes, respectively. G() is a matrix

given by

b(S) () U (),
G() = U 1 () I K
det G() = 1 + e||
2
(1 e|| )
(1 e(2S1)|| )
(4.4)
(here U () = diag(exp(i1 ), exp(i2S )) and I is the 2 2 unit matrix) and T ()

is the vector

A
0
4 2
(),
()
=
U
()
.
(4.5)
T () = H ()
2
+ 2
1
1
Now the solution of the equation (4.2) can be given in terms of the one of the regular
matrix RiemannHilbert problem (RHP):
Z() I,
Z()
493
is analytical for
/ R,
Z () = Z+ ()G(),
(4.6)
R.
Here and below the subscripts denote the limit values of functions from the left (right)
of the contour.
If the solution of the RHP (4.6) is found, then Eq. (4.2) can be written in the form
1
T
1
T
1
T
b+ () Z
b () = Z
() F
() T (),
(4.7)
Z+ () F
which is evidently solved by
T
b+ () = 1 Z+
()
F
2i
Z
du
T (u)]1 T (u)
[Z
.
u +
(4.8)
Now we can substitute here the explicit form (4.5) of T (). The integration of -function
is trivial. For the second term one can shift the integration contour in (4.8) to the lower
half-plane. Then the only singularity of the integrand is simple pole at the point u = i
and we obtain

T 1 0
T
1
2i
T
T
b+ () = iH Z+
Z+
() Z
(0)
() Z
(i) (i). (4.9)
F
2+
+ i
1
b+ () = 0. Hence the boundaries of
The condition fj (x = 0) = 0 implies i lim F
integration j are given as a function of the magnetic field H and the parameter A by

T 1 0
H T
Z (i) Z
(0)
.
(4.10)
(i) =
4
1
Similarly, the ground state energy (3.11) is now
e2S
es = 2
v2S
Z
e
Ae1
f2S (x) +
v1
= 2(i)
Z
e
f1 (x)
b+ (i),
V 1 F
(4.11)
(V = diag(v1 , v2S ) is a diagonal matrix containing the Fermi velocities (3.8) of the
magnetic modes). Using (4.10) in (4.9) we can express F+ (i) through the solution of
the RHP

T 1 0
T
b+ (i) = H Z+
(i) Z
(0)
F
(4.12)
4
1
and finally have the magnetic susceptibility in terms of Z as
1
T 1 o
1 n
T
Z (0) Z (i)V 1 Z+
(i) Z
(0)
.
=
22
4
(4.13)
The symmetries the matrix G() allow to deduce some general properties of the
solution Z of the matrix RiemannHilbert problem (4.6). As a consequence of the identity
494
(a)
(b)
Fig. 1. Magnetic susceptibility of the doped S = 1 (a) and S = 3 (b) system as a function of the
concentration xh of holes (full line). The broken line is the contribution of the background mode
2S to .
T () = I . This allows to rewrite the expression (4.13)
GT () = G() one has Z+ ()Z
in terms of Z+ (0) and Z+ (i) alone
1 T
1 T
1 o

1 n 1
G (0) Z+ (0) Z+
(i)V 1 Z+ (0) Z+
(i)
.
(4.14)
=
22
4
Eqs. (4.4) and (3.5) yield

1
2s 1
,
G(0) =
2(2s 1) 1 1
G1 (0) = 2
1 1
1 2s

.
(4.15)
Replacing V by a unit matrix this immediately reproduces the susceptibility sum rule
(3.14). In Fig. 1 we present numerical results from the integration of Eqs. (4.1) for S =
1 and S = 3, respectively. In the limiting cases xh 0 and xh 1 corresponding to
undoped spin-S and spin-(S 1/2) chains, the velocity v1 vanishes. The singular behaviour
495
of the susceptibility near xh = 1 is a consequence of the contribution 1 1/(2v1 ) to the

susceptibility.
5. Susceptibility at low doping

Interestingly, however, the dependence of the susceptibility on the hole concentration is
found to depend strongly on the value of S for xh 0: for all values of S the velocity v1
vanishes with xh . In fact, since xh 1 corresponds to small Q in the integral equations
(3.1) and (3.2) for the densities and dressed energies of the charge excitations, the latter
can be solved by iteration giving ((x) and (2) (x) are the digamma and polygamma
functions, respectively)
A=
2 (2) [(2S + 3)/4] (2) [(2S + 1)/4] 3

xh
12 [(2S + 3)/4] [(2S + 1)/4]
(5.1)
and v1 = A/xh xh2 . As discussed above, we expect v1 1 0 in the limit xh 0 which

agrees with numerical findings. The contribution 1 of the minimal mode 1 (x) alone to
the susceptibility, however, is singular for sufficiently large value of S.
In general, however, we have v1 6= v2S and to find the susceptibility we need to solve
matrix RHP (4.6). As in the studies of the low temperature thermodynamics [6,7] we make
use of the fact that we have A 1 for small hole concentration xh : for small H one finds
one has 0 1 2S in this regime. Thus, the jump matrix G() (4.4) contains the large
parameter t +. This allows to find the solution of the RHP (4.6) asymptotically and
thus to determine the susceptibility as a function of A. Since the treatment for S = 1 and
S > 1 differs in we present the main results of this asymptotic analysis separately below.
Further technical details are presented in the Appendix.
5.1. S = 1
To solve the RHP (4.6) we factorize its solution into a product of two matrices

1
0
Z() = ()
.
0 ()
(5.2)
Here the function () is analytical for

/ R, () 1 as , and solves the
regular scalar RHP on the real axis:
() = + () det G()
= + () 1 + e||
2
for R.
(5.3)
It is easy to see that

+ () =
1
i
2
2e
( 2 2 )
2
i/
,
1
(). In particular, we have + (0) = 2 and + (i) = /e.
and () = +
(5.4)
496
From (4.6) we find that the matrix () in (5.2) is analytical for

/ R, it approaches
identity at and its boundary values on the real axis are related by
() = + ()G (),
The matrix
G () =
R.
(5.5)
() it
e
2 cosh 2
1 + e||
(5.6)
+ () it
e
2 cosh 2
can be factorized into the product G () = M+ ()M () with ( are Pauli matrices)
1 () it
+ () it
M () = I
+ .
(5.7)
e ,
e
2 cosh /2
2 cosh /2
Obviously M () are analytical in the strip 0 < = < . In particular M () can be
analytically continued into the strip 0 < = < a for some a (0, ), where the offdiagonal entries of M vanish in the limit t . Following the asymptotic analysis of
a similar problem in Ref. [15] we introduce a deformation of the RHP (5.5) which can
be solved in terms of a absolutely convergent series in exp (t). In Appendix A.1 the
asymptotic behaviour of the matrix () in the points = i, 0 is computed from this
deformed RHP (p and q are functions of t defined in Eq. (A.17))

1 + p2 (q + 1)
p
(5.8)
+ o(p2 ),
+ (i) =
qp
1 p2

1 + 2p 2p2
2p
(5.9)
+ o(p2 ).
+ (0) =
1 2p 2p2 1 2p2

Using Eqs. (4.10), (4.14) we obtain A = 2p2 + o p2 which finally gives the zero field
limit of the magnetic susceptibility for small doping (or, equivalently, A 1)

1 1
+
,
(5.10)
=
v2
v1
where

A
A
+ 2C + o(A).
(5.11)
log
=
2
2
This result refines the estimate given in Ref. [6]. In terms of the hole concentration the
contribution 1 to the magnetic susceptibility is
3xh
(log xh + 0.217927 . . .)
(5.12)
1 =
2 3
which is in excellent agreement with the numerical data in Fig. 1(a).
M+ () = I
5.2. S > 1
Similar to the case S = 1 the solution of the corresponding RHP is given by the product
of two matrices

0
1 ()
,
(5.13)
Z() = ()
0
2 ()
497
where j () solve scalar regular RHPs with canonical normalization condition and
1 () = 1+ ()G11 (), R,
det G()
, R.
2 () = 2+ ()
G11 ()
(5.14)
Below, we will need only the ratio 2 ()/1 () (S) (), which is equal to

iS
i
1
i
i
) ( 2
(2S 1))
i
(2S 1) 2 (2S1)+ 2 ( 2
(S)
.
+ () =
2iS
2e
2 ( iS
(2S) +1
)
(S)
(5.15)
(S)
As before + () () = 1 and in particular

S1
(S)
(S) i
S ,
+
=
+ (0) = 2S,
S
e sin /(2S)
= (2S 1)1/2 . (5.16)
The asymptotic analysis of the RHP for () is again based on the factorization of
the corresponding jump-matrix G () and subsequent deformation of the original jumpcontour (see Appendix A.2 for details). The matrices + (0) and + (i) needed for the
calculation of the susceptibility are

1 + u1 p u21 p2 /2
u1 p
+ o p2 ,
(5.17)
+ (0) =
1 u21 p2 /2
(1 u21 p2 /2) u1 p
and
u21 p2
u1 p
u2 p 2
2(S 1)
S + 1 S + 2 + o p 2 .
+ (i) =
2
u21 p2
u2 p
u1 p
1
S 1 S 2
2(S + 1)
Here we have used the following notations

1 (S) ik
k
sin
,
p = et/S .
uk = +
S
2S
1+
In the case S = 2 the entry 21+ (i) should be replaced by

(S)
21+ (i) = u1 p u2 p2 t iz log + (z)z=i + o p2 ,
(5.18)
(5.19)
S = 2.
(5.20)
This difference, however, does not affect the final results for A which is
A=
(S)

(i) (S1)/S S+1
S+
p
+ o pS+1 .
(S + 1)e
For susceptibility of the spin-S model at small hole concentration we obtain

S 1
+
,
=
v2S
v1
(5.21)
(5.22)
with
=

S2
(u1 p)2 + o p2 .
1
S2
(5.23)
498
Fig. 2. The jump-contour for the new RHP (A.2).
Substituting here u1 from (5.19) and p from (5.21) we finally obtain

2
S1
S+1
S+1
2
2
2 (S)
2S 1
1
A S+1 + o A S+1 .
=
S 1 (1/2) (S 1/2)
4S 2 (S + 1)
(5.24)
As a function of the hole concentration the contribution of the minimal mode 1 to the
2 2S
susceptibility is 1 xh S+1 , which will give a singularity for S > 2. For S = 3, the case
depicted in Fig. 1(b), 1 diverges as 1/ xh for small xh .
6. Summary and conclusions

In this paper we have studied the magnetic properties of a class of integrable models
for doped spin-S Heisenberg chains in the limit of very small magnetic field. Of
particular interest was the singular behaviour of the susceptibility as a function of the
hole concentration for small xh . The response of the two magnetic modes present in these
systems to an external field is essential for the proper identification of an effective field
theoretical description of the system which in turn will allow for analytical investigations of
the properties of the metallic phases of quasi-one dimensional transition metal oxides. The
susceptibility due to the background mode 2S (x), which interpolates smoothly between
the spinons of the spin-S and spin-(S 1/2) TakhtajanBabujian models when the hole
concentration is varied between xh = 0 and xh = 1, decreases monotonically from S/ to
(S 1/2)/ as a function of xh . At small doping this allows to proceed in analogy to the
higher spin Heisenberg models (see, e.g., Ref. [16] for S = 1).
An interesting feature is the appearance of a new gapless magnetic mode 1 (x) due
to the doping. This is observed also in experiments on a quasi one-dimensional doped
nickel oxide [17]. Our results allow to single out the contribution 1 of this mode to the
susceptibility. We find that 1 can be singular near xh = 0, 1 as a consequence of the
vanishing of the corresponding Fermi velocity. For xh 1, where few spin-S particles
propagate in a background of the spin-(S 1/2) holes this singularity may be understood in
499
Fig. 3. Wilson ratio (6.1) as a function of the hole concentration xh for the S = 1 and S = 3 system.
a similar way as for an underscreened Kondo impurity (although the net impurity moment
vanishes in the ground state). For small doping the effect of the doping on the susceptibility
is more subtle. Our analysis shows that limxh 0 1 is non-zero only for S > 2. The effect
of the (non-universal) velocities on the singular behaviour of the susceptibility (3.12) and
the specific heat (3.9) can be eliminated by introducing a Wilson ratio for the relative
contributions of the two magnetic modes
RW =
1 /2S
.
C1 /C2S
(6.1)
With this definition the contribution from 2S is interpreted as that of the host while
associating the mode 1 with the impurities which is certainly justified in the limits xh
0, 1. In these limits we find
3S(2S + 1)
, xh 0,
(6.2)
RW ' (S + 2)(2S 1)
3 ,
xh 1,
2S + 1
6/(S+1)
where according to (5.11) and (5.24) vanishes as xh3 log xh for S = 1 and as xh
for S > 1. Extending the interpretation of the two magnetic modes to arbitrary hole
concentration one finds a continuous change of RW with xh (see Fig. 3): as was to be
expected from the low temperature specific heat (3.9) the ratio defined in (6.1) is not
universal.
Note that our results are the leading contributions to the susceptibility for small magnetic
field. Due to approximations such as that of Eqs. (3.4) by (3.6) additional terms 1/ log H
500
to the susceptibility have been neglected. For the undoped systems the precise form of
these contributions (which should coincide with the ones present in limxh 0 2S ) is given
in Ref. [10].
Finally, we mention that the solution of the matrix RiemannHilbert problem (4.6)
presented in this paper opens the possibility to study the critical exponents in the
asymptotics of correlation functions in the H = 0 phase of the doped Heisenberg chains.
In the case of a simple TomonagaLuttinger liquid the spin part of correlation functions is
completely determined by the SU(2) symmetry and only the compactification radius of the
boson related to the charge mode gives rise to anomalous exponents [1]. In the doped spinS chains considered here one should expect an additional doping dependence of the critical
exponents due to the presence of two magnetic modes: in spite of the SU(2) invariance of
the system a subtle balance between these modes is preserved which is manifest in the sum
rules for the low temperature specific heat (3.10) and the zero field magnetic susceptibility
(3.14). Further investigations are also necessary to eludicate the relation of these quantities
in the finite field phase and the one with vanishing magnetic field.
Acknowledgements
We would like to thank A.R. Its for useful discussions. This work has been supported by
the Deutsche Forschungsgemeinschaft under Grant No.Fr 737/2.
Appendix A. Asymptotic analysis of the RHP for large t

A.1. S = 1
Using the factorization of the jump matrix G () in Eq. (5.5) we follow Ref. [15] by
defining a new matrix U () as
|=| > a,
(),
(A.1)
U () = ()M+ (), 0 < = < a,
1
(), a < = < 0,
()M
where a (0, ) (see Fig. 2). Then U () solves the following regular RHP:
U () I, ,
U () is analytical for
/ ,
U () = U+ ()GU (), ,
where we have introduced

M+ (), + ,
GU () =
1
(), .
M
(A.2)
(A.3)
The contour = + is shown in Fig. 2 (the arrows show positive direction). It is

easy to see that U () has no cut on the real axis. Thus U () can be analytically continued
inside the strip |=| < a. Similarly, U+ () is analytical in the remaining domain |=| > a,
501
where it coincides with the matrix () (more precisely U+ () = + () for = > a, but
U+ () = () for = < a).
From the explicit expression (5.7) we have M I eat on the contour . This
implies

(A.4)
U () = I + o eat , t ,
for the solution of Eq. (A.2), where a is arbitrary from the interval (0, ). Thus, for t
the asymptotic behaviour of the solution to (5.5) is

() = I + O et , |=| > ,

(A.5)
() = I + O e0 t , 0 < |=| = 0 6 .
This accuracy, however, is not sufficient to calculate the leading doping dependence of
the susceptibility. In particular this estimate can not be used to determine (0) entering
Eqs. (4.10) and (4.14). To obtain the subleading contributions we can use singular integral
equations equivalent to the RHP Eq. (A.2). Note that only + (i) = U+ (i) and + (0)
are needed for the susceptibility.
From (5.6) we find det G () = 1 and G () = GT (), hence we conclude that
T
() = I.
+ ()
(A.6)
11+ (i) = U11+ (i) = U22+ (i),

21+ (i) = U21+ (i) = U12+ (i),
12+ (i) = U12+ (i) = U21+ (i),
22+ (i) = U22+ (i) = U11+ (i)
(A.7)
det () = 1,
Hence we have
at = i while ( = 0) is parameterized by a single parameter

cos + sin sin
+ (0) =
cos sin cos
as a consequence of Eq. (A.6) together with jump condition (5.5).
Consider now the singular integral equation for U+ ():
Z
1
U+ (z)(GU (z) I )
dz,
U+ () = I
2i
z +
(A.8)
(A.9)
where + means that is shifted from the integration contour to the left. In components,
the equations for the entries U21+ () and U22+ () read:
Z
1
U22+ (z)+ (z)eizt dz
,
U21+ () =
2i
2 cosh 2z
z +
+
1
U22+ () = 1
2i
U21+ (z)eizt
dz
.
z
2 (z) cosh 2 z +
(A.10)
Let in the first of Eq. (A.10). Then shifting the integration contour into the upper
half-plane, we obtain
502
U21+ () = i
X
k=0
(1)k
U22+ (i(2k + 1))+ (i(2k + 1))et (2k+1)

.
i(2k + 1)
(A.11)
Since U22+ () 1 and + () 1 at , the series (A.11) is absolutely convergent

in the domain = < , and we arrive at

U22+ (i)+ (i)et
+ O e3t , = < .
(A.12)
i
Substituting Eq. (A.12) into the equation for U22+ , putting = i and shifting the
integration contour to the lower half-plane, we obtain
U21+ () = i
U22+ (i) = U11+ (i)

1
+ o e2t ,
= 1 + U22+ (i)e2t 2 t + +
2
2
(A.13)
where (C 0.57721 . . . is Eulers constant)

1
(log 2 C).
Similarly, we analyze the equations for U11+ and U12+ and obtain
= iz log + (z)|z=i =

1
U11+ (i) = U22+ (i) = 1 U12+ (i)et 1 + o e2t ,
2

U12+ (i) = U21+ (i) = et 1 (t + ) + o e2t .
Finally, using relations (A.7) with Eqs. (A.12), (A.13) and (A.15) we find

1 + p2 (q + 1)
p
+ o p2 ,
U+ (i) = + (i) =
2
qp
1p
(A.14)
(A.15)
(A.16)
where p and q are defined as

1
q = 2t + 2(log 2 C).
(A.17)
p = et 1 ,
2
Since the estimate (A.12) is uniform in the domain = < , we have with Eq. (A.1)

(A.18)
21 (0) = U21+ (0) = U22+ (i)et 1 + O e3t .
Comparing with (A.8) and using (A.16) we find sin = 2p, and thus we arrive at (5.9).
A.2. S > 1
The asymptotic analysis of the RHP (4.6) for S > 1 is quite similar to the case S = 1.
Now the boundary values of the matrix () introduced in (5.13) on the real axis satisfy
() = + ()G (),
with
G () =
1
sinh /2 it
(S)
e
+
()
sinh S
(A.19)
sinh /2 it
e
sinh S
.
sinh
S
||/2
e
sinh (S 1/2)
(S)
()
(A.20)
503
As for S = 1 this matrix can be factorized into the product of matrices M+ and M , which
now are
sinh /2 it
(S)
e ,
()
M+ () = I +
sinh S
sinh /2 it
1
e
+
(A.21)
M () = I (S)
() sinh S
The following considerations almost completely repeat the corresponding part of the
subsection S = 1. First, we again come to the new RHP on the contour . The only
difference is that now a (0, /S). Thus we obtain that () I up to exponentially
small corrections everywhere exept R. In order to improve this estimate we use
the corresponding singular integral equations. Now the asymptotic behaviour of () is
defined by residues of the integrands in the points = i
S k. Respectively, the solution of
k}.
Note
also that just like in the case
the RHP is given by the asymptotic series of exp{ t
S
S = 1 the matrix (0) can be parametrized by a single parameter. The explicit expression
now has the form

cos + sin
sin
.
(A.22)
+ (0) =
cos sin
cos
References
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[4]
[5]
[6]
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[15]
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Self-consistent tensor product variational

approximation for 3D classical models
T. Nishino a , K. Okunishi b , Y. Hieida c,d , N. Maeshima d , Y. Akutsu d
a Department of Physics, Faculty of Science, Kobe University, Kobe 657-8501, Japan
b Department of Applied Physics, Graduate School of Engineering, Osaka University, Suita 575-0871, Japan
c Computer Center, Gakushuin University, Toshima-ku, Tokyo 171-8588, Japan
d Department of Physics, Graduate School of Science, Osaka University, Toyonaka 560-0043, Japan
Received 12 January 2000; revised 22 February 2000; accepted 1 March 2000
Abstract
We propose a numerical variational method for three-dimensional (3D) classical lattice models.
We construct the variational state as a product of local tensors, and improve it by use of the
corner transfer matrix renormalization group (CTMRG), which is a variant of the density matrix
renormalization group (DMRG) applied to 2D classical systems. Numerical efficiency of this
approximation is investigated through trial applications to the 3D Ising model and the 3D 3-state
Potts model. 2000 Elsevier Science B.V. All rights reserved.
PACS: 05.10.-a; 05.10.Cc; 05.50.+q; 64.60.Cn
Keywords: DMRG; CTMRG; Variational formulation
1. Introduction
The density matrix renormalization group (DMRG) [1,2] has been widely applied to
one-dimensional (1D) quantum systems and two-dimensional (2D) classical systems [3,4].
A frontier in DMRG is to extend its numerical algorithm to higher dimensional systems,
chiefly for 2D quantum and 3D classical systems. As far as the finite system algorithm is
concerned, decomposition of higher-dimensional clusters to 1D chains proposed by Liang
and Pang works efficiently [5]. On the other hand, we have not obtained any satisfactory
answer to extend DMRG toward infinite-size systems in higher dimension. Nishino and
Okunishi proposed a way of extending DMRG to 3D classical systems, which they call
the corner tensor renormalization group (CTTRG) [6], as a 3D generalization of both
the transfer matrix DMRG [3,7] and the corner transfer matrix renormalization group
(CTMRG) [8,9] for 2D classical systems. Two major problems are found in CTTRG when
it is applied to the 3D Ising model. One is that the calculated transition temperature Tc
is much higher than one of the most reliable Tc obtained with the Monte Carlo (MC)
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 1 3 3 - 4
T. Nishino et al. / Nuclear Physics B 575 [FS] (2000) 504512
505
Fig. 1. Two representative constructions of the tensor product variational state: (a) the IRF type and
(b) the vertex type. The white circles denote spin (or field) variables, and the black squares denote
auxiliary variables. We consider the simplest example of the (a)-type product state in this paper.
simulations [10,11]. The other problem is the very slow decay of the the density-matrix
eigenvalues [12], that spoils the numerical efficiency of the block-spin transformation.
Another way of generalizing DMRG to higher dimensions is to investigate the
variational structure of DMRG, where the variational state for the transfer matrix or
the Hamiltonian is written in a product of orthogonal matrices [13]. Two types of 2D
tensor product states have been considered as higher-dimensional extensions of this matrix
product state. One is the interaction round a face (IRF) type product states shown in
Fig. 1(a) [14], and the other is the vertex type one in Fig. 1(b) [15,16]. For a 2D tensor
product state V , the variational energy and the variational partition function, respectively,
is written as
hV | T |V i
hV | H |V i
and
,
(1)
=
hV |V i
hV |V i
where H and T denotes a Hamiltonian for a 2D quantum system and a transfer matrix
for a 3D classical system. Let us call such a variational estimation as the tensor product
variational approximation (TPVA) in the following. Calculation of have been performed
by MC simulation [15], product wave function renormalization group (PWFRG) [16]
or CTMRG [18]. A key point in TPVA is to find a good variational state V . So far,
they assumed a specific form of V , which contains several variational parameters, and
tried to find out the best V by way of the parameter sweep. For example, Okunishi
and Nishino [18] investigated TPVA for the 3D Ising model, assuming V in the form
of the KramersWannier (KW) approximation [17]. Their variational state contains two
adjustable parameters, and the best V is obtained through a two-parameter sweep. Such an
intuitive construction of V is, however, not always applicable; for example, we dont know
how to extend the KW approximation for the 3D Potts models [19]. How can we obtain the
best V automatically for higher-dimensional systems? We find an answer for 3D classical
systems.
In this paper we propose a self-consistent improvement for the tensor product state V by
way of CTMRG. We choose the 3D Ising model as an example of the 3D classical systems,
and formulate our self-consistent method in terms of the Ising model. In the next section,
we introduce the simplest 2D tensor product state, and give the formal expression of the
variational partition function in Eq. (1). We then obtain the self-consistent equation for
V in Section 3, considering the variation /V . In Section 4 we propose a numerical
506
algorithm to solve the self-consistent equation. In Section 5 we check the numerical

efficiency and stability of this algorithm when it is applied to the 3D Ising model and
the 3-state (q = 3) 3D Potts model. Conclusions are summarized in Section 6.
2. Tensor product variational state
We briefly review the variational formulation of TPVA that was used for the KW
approximation of the 3D Ising model [18]. Let us consider the 3D Ising model on the
simple cubic lattice of the size 2N 2N to X, Y and Z directions, respectively,
where open (or fixed) boundary conditions are assumed for both X and Y directions. We are
interested in the bulk property of this model, and therefore suppose that the system size 2N
is sufficiently large. Suppose that the neighboring Ising spins and 0 have ferromagnetic
interaction J 0 . The transfer matrix T from a 2N 2N spin layer
1 1 . . . 1 N . . . 1 2N
..
..
..
..
..
.
.
.
.
.
(2)
[ ] N 1 . . . N N . . . N 2N
..
..
..
..
..
.
.
.
.
.
2N 1 . . . 2N N . . . 2N 2N
to the next layer [ ] is then expressed as a product of local factors
T [ | ] =
2N1
Y 2N1
Y
i=1
j =1
Xij
Xij ,
(3)
ij
where Xij represents the Boltzmann factor for a local cube

Xij = exp K4 i 0 j ij + ij 0 ij + i 0 j 0 i 0 j + i 0 j 0 ij 0 + ij ij + i 0 j i 0 j

+ ij 0 ij 0 + i 0 j 0 i 0 j 0 + i 0 j ij + ij 0 ij + i 0 j 0 i 0 j + i 0 j 0 ij 0
i0
(4)
j0
parameterized by K = J /kB T . We have used the notation = i + 1 and = j + 1 (see

Fig 2). We define T [ | ] so that it is symmetric, because the symmetry simplifies the
following formulation.
The variational state in TPVA is a uniform product of local tensors. In this paper, we
focus on the simplest construction of the tensor product state
Y ij ij 0
Y
Wij =
W
,
(5)
V [ ] =
0j
0j 0
i
i
ij
ij
where the local tensor Wij does not contain auxiliary variables, which are shown by black
squares in Fig. 1(a) [14,16]; to include the auxiliary variables is straightforward, but makes
the following equations rather lengthy. The tensor product state V [ ] is uniform in the
sense that Wij is position independent. The local tensor Wij has 16 parameters, but not all
of them are physically independent [20]. For the book keeping, let us use the notation

ij ij 0
(6)
{ij }
i 0 j i 0 j 0
507
Fig. 2. Positions of the spin variables. The plaquett spin {ij } in Eq. (6) consists of 4 neighboring
spins, where i 0 = i + 1 and j 0 = j + 1, and the cube spin {ij } in Eq. (15) consists of a stack of two
plaquett spins { ij } and {ij }.
for the plaquett spin, and write the local tensor Wij simply as W {ij }. In the same manner,
let us write Xij as X{ ij |ij } (see Fig. 2).
Using T [ | ] and V [ ] thus defined, the variational partition function per layer is
expressed as
P
Q
P
ij }X{ ij |ij }W {ij }
]T [ | ]V [ ]
[ ][ ] ij W {
[ ][ ] V [
P
P Q
=
=
2
2
(V
[
])
[ ]
[ ] ij (W {ij })
P
Q
1 | }
ij ij
Z1
[ ][ ] ij G {
P Q
=
,
(7)
0
Z0
[ ] ij G {ij }
where we have defined G0 and G1 as
2
G1 { ij |ij } = W { ij }X{ ij |ij }W {ij }.
G0 {ij } = W {ij } ,
(8)
is a partition function of an IRF model [20] on 2N 2N square,

It should be noted that
and Z 1 is that of a 2-layer lattice model of the same size.
Z0
3. Self-consistent relation for the variational state

Now we explain the self-consistent equation for the variational state V [ ], the equation
which is satisfied when in Eq. (7) is maximized. Let us consider the variation of with
respect to the variations of local tensors
X
(9)
V
Wij
ij
under the condition that the system size 2N is sufficiently large and the boundary effect
is negligible. Then most of the terms in the r.h.s. are almost the same, and it is sufficient
to consider the variation of with respect to the local change WNN WNN + WNN at
the center of the system, where WNN represents the local tensor at the center (see Eqs. (2)
and (5)).
The variation /WNN can be explicitly written down by use of two matrices. One is
the diagonal matrix
X Y
G0 {ij },
(10)
A{NN } =
[ ]0 (ij )6=(NN)
508
P
where [ ]0 denotes spin configuration sum for all the spins in the layer [ ] except for
the spin plaquett {NN } at the center; we interpret A{NN } as a 16-dimensional matrix
M{ NN |NN } where M{NN |NN } = A{NN } and is zero when { NN } 6= {NN }. From
P
the definition, Z 0 in Eq. (7) is equal to {NN } G0 {NN }A{NN }. The other matrix is
Y
X
G1 { ij |ij },
(11)
B{ NN |NN } = X{ NN |NN }
P
[ ]0 [ ]0 (ij )6=(NN)
which is related to Z 1 as Z 1 = { NN }{NN } W { NN }B{ NN |NN }W {NN }. By use of

A{NN } and B{ NN |NN } thus created, we can write down as
P
}B{ | }W { }
Z1
{ }{ } W {
,
(12)
= 0 = P
Z
W
{
}A{ }W { }
{ }
where we have dropped the subscripts from {NN } and { NN } for book keeping. The
condition /W {NN } = 0 draws the eigenvalue problem
X 1
B{ | }W { } = W { }
(13)
A{ }
{ }
between the matrix A1 B and W ; here we regard W { } as a 16-dimensional vector. This

is the self-consistent equation that an optimized tensor product state V [ ] should satisfy.
4. Numerical algorithm of the self-consistent TPVA

To use the self-consistent relation Eq. (13), we have to obtain A{ } and B{ | } for very
large N . Though it is impossible to obtain A{ } and B{ | } exactly, the CTMRG [8,9]
enables us to numerically obtain them very accurately. Let us introduce a new notation

(14)
ij ij , ij ,
which groups a pair of adjacent spins ij and ij . Using ij , we can rewrite the stack of
two plaquett spins { ij |ij } as

ij ij 0
,
(15)
{ij } =
i 0 j i 0 j 0
X{ ij |ij } as X{ij }, and G1 { ij |ij } as G1 {ij } (see Fig. 2). We drop the subscripts from
{ij } to write it as {} when its position is apparent.
The matrices A{ } and B{} = B{ | } can be expressed as a combination of the corner
transfer matrices (CTMs) and the half-row transfer matrices (HRTMs), that appears when
we apply CTMRG to both the denominator and the numerator of Eq. (7) to obtain Z 0 and
Z 1 [18]. Let us write the CTM used for the calculation of Z 0 and Z 1 , respectively, as
C 0 ( 0 ) and C 1 ( 0 ), where , 0 , , and 0 are m-state block-spin variables. Also let
us write HRTM as P 0 ( 0 0 ) and P 1 ( 0 0 ) in the same manner. Note that C 0 ( 0 )
and P 0 ( 0 0 ) are created from G0 { }, and C 1 ( 0 ) and P 1 ( 0 0 ) are from G1 {}.
Combining these CTMs and HRTMs, A{ } and B{} are constructed as
509
Fig. 3. Positions of the spin variables in Eqs. (16). The four white circles denote the plaquett spin
{ } or {} at the center, and the black squares denote the block-spin variables used in CTMRG.
A{ } =
P 0 (1 a b 2 )C 0 (2 b 3 )P 0 (3 b c 4 )C 0 (4 c 5 )
1 ,...,8
P 0 (5 c d 6 )C 0 (6 d 7 )P 0 (7 d a 8 )C 0 (8 a 1 ),
X
P 1 (1 a b 2 )C 1 (2 b 3 )P 1 (3 b c 4 )C 1 (4 c 5 )
B{} = X{}
1 ,...,8
P (5 c d 6 )C 1 (6 d 7 )P 1 (7 d a 8 )C 1 (8 a 1 ),
1
(16)
where the positions of the spin variables are shown in Fig. 3. In principle, we can use A{ }
and B{} thus constructed to solve the self-consistent Eq. (13).
To make the self-consistent improvement for W { } more efficiently, we employ a
numerical algorithm that simultaneously performs the extension of the system size in
CTMRG and the self-consistent improvement by Eq. (13). The numerical procedures are
as follows:
(a) Create G0 { } and G1 {} from X{} defined in Eq. (5) and the initial W { }:
2
(17)
G0 { } = W { } ,
G1 {} G1 { | } = W { }X{ | }W { }.
The choice of the initial W { } is not so relevant, since it is improved afterward.
(b) Create the initial C 0 ( 0 ) and the initial P 0 ( 0 0 ) from G0 { }, following
the standard initialization procedure in CTMRG [8,9]. Also create C 1 ( 0 ) and
P 1 ( 0 0 ) from G1 {} in the same way.
(c) Obtain the matrices A{ } and B{} = B{ | } using Eqs. (16).
(d) Improve W { } by multiplying A1 B
X 1
B{ | }Wold { },
(18)
Wnew { } =
A{ }
{ }
where is an arbitrary constant which determines the normalization of Wnew { }.

We choose the normalization
X
2
(19)
Wnew { } = 1.
{ }
Note that when W { } is optimized and W { }new = W { }old is satisfied, is equal

to in Eq. (7) under the normalization Eq. (19).
510
Fig. 4. Extension of CTM and HRTM [8,9]. The local factor G is created from the improved local
tensor in Eq. (18).
(e) Recreate G0 { } and G1 {} by substituting Wnew { } into Eqs. (17).

0 and P 1 , respectively, by joining the recreated
(f) Extend P 0 and P 1 to obtain Pext
ext
0
1
G and G as shown in Fig. 4; the numerical details are shown in Ref. [8,9]. Also
0 and C 1 .
extend C 0 and C 1 to obtain Cext
ext
(g) Create density matrices from the extended CTMs, and diagonalizing them to obtain
the RG transformations old new and old new , where and are m-state
0 , P 1 , C 0 and C 1 .
block-spins. Then apply the RG transformations to Pext
ext
ext
ext
(h) Go to (c), and repeat (c)(g) to improve W { } iteratively, and stop when W { }
reaches its fixed point.
To summarize, we put three additional steps (a), (c) and (d) to the standard CTMRG
algorithm.
5. Numerical results
Let us check the numerical efficiency and stability of the self-consistent TPVA through
trial applications to the 3D Ising model and the ferromagnetic q = 3 Potts model. Fig. 5
shows the spontaneous magnetization h i at the center of the 2N 2N system, where
the curve, cross marks, and triangles, respectively, represent the result of the MC simulation
by Tarpov and Blte [10], the KW approximation [18], and the self-consistent TPVA. We
calculate h i after repeating the iteration (c)(g) in the last section for N = 10000 times at
most, keeping m = 10 to m = 20 states for the block-spin variables; the convergence with
respect to m is very fast, where we obtain almost the same h i for the cases m = 10 and
20. The self-consistent improvement by Eq. (18) is monotonous in the whole parameter
range, and no oscillatoryinstability is observed. The calculated magnetization behaves
approximately as 6.372 K 0.2188 around the calculated transition point KcTPVA =
0.2188, and the observed phase transition is mean-field like. The transition point KcTPVA =
0.2188 is about 1.3% smaller than the MC result KcMC = 0.2216544. The transition point
obtained with the KW approximation KcKW is 0.2184, [18] and thus KcTPVA is slightly
larger than KcKW ; in summary, KcKW = 0.2184 < KcTPVA = 0.2188 < KcMC = 0.2216544.
It turns out that the spontaneous magnetization calculated with the KW approximation
is quite close to that calculated with the self-consistent TPVA. This suggests that the
best variational state obtained with the KW approximation is quite close to that obtained
with the self-consistent TPVA. We have actually confirmed that the local tensor in the
KW approximation is very close to the W { } in the self-consistent TPVA in the whole
511
Fig. 5. Calculated spontaneous magnetization of the 3D Ising model.
Fig. 6. Energy per bond h(, 0 )i of the ferromagnetic 3D q = 3 Potts model.
parameter region. Note that the computational time required for the KW approximation is
several times larger than the self-consistent TPVA, because the former finds the partition
function extremum via 2-parameter sweep.
Fig. 6 shows the energy per bond E = h(, 0 )i of the ferromagnetic 3D q = 3 Potts
model, which is calculated by TPVA keeping m up to 15. The self-consistent improvement
by Eq. (18) is again monotonous, and N = 1000 is sufficient to get the converged data; we
need smaller N for the Potts model than Ising model, because the phase transition of the
Potts model is first order. The calculated energy per bond jumps from E + = 0.5173 to
E = 0.5933 at the calculated transition point Kc = 0.54956, where the calculated free
energy of the disordered phase coincides with that of the ordered phase. The calculated
transition point is about 0.18% smaller than one of the most reliable MC result KcMC =
0.550565 0.000010 [21]. The latent heat l = 3(E + E ) = 0.22769 is about 41% larger
than the MC result l = 0.16160 0.00047 [21].
512
6. Conclusion
We have proposed a self-consistent TPVA, which gives the optimized tensor product
state for 3D classical systems, by way of the self-consistent improvement of the local
tensors. Since the method finds out the best variational state without using a priori
knowledge of the system, the self-consistent TPVA is applicable for various 3D models
described by short range interactions.
To generalize the self-consistent TPVA to 2D quantum systems is a next subject that one
might consider. This generalization is not trivial, since we have used the specific property
of 3D classical systems when we obtain the self-consistent equation.
Acknowledgements
T.N. thank to G. Sierra and M.A. Martn-Delgado for the discussion about the tensor
product state at CSIC. K.O. is supported by JSPS Research Fellowships for young
scientists. This work was partially supported by the Research for the Future program
from the Japan Society for the Promotion of Science (JSPS-RFTF97P00201) and by the
Grant-in-Aid for Scientific Research from Ministry of Education, Science, Sports and
Culture (No. 09640462 and No. 11640376). Most of the numerical calculations were done
by Compaq Fortran on the HPC Alpha21264 Linux workstation.
References
[1] S.R. White, Phys. Rev. Lett. 69 (1992) 2863.
[2] S.R. White, Phys. Rev. B 48 (1993) 10345.
[3] I. Peschel, X. Wang, M. Kaulke, K. Hallberg (Eds.), Density-Matrix Renormalization A New
Numerical Method in Physics, Lecture Notes in Physics, Springer-Verlag, 1999.
[4] K. Hallberg, cond-mat/9910082.
[5] S. Liang, H. Pang, Phys. Rev. B 49 (1994) 9214.
[6] T. Nishino, K. Okunishi, J. Phys. Soc. Jpn. 68 (1999) 3066.
[7] T. Nishino, J. Phys. Soc. Jpn. 64 (1995) 3598.
[10] A.L. Talapov, H.W.J. Blte, J. Phys. A, Math. Gen. 29 (1996) 5727.
[11] A.M. Ferrenberg, D.P. Landau, Phys. Rev. B 44 (1991) 5081.
[12] I. Peschel, M.-C. Chung, cond-mat/9906224.
[13] S. stlund, S. Rommer, Phys. Rev. Lett. 75 (1995) 3537; Phys. Rev. B 55 (1997) 2164.
[14] G. Sierra, M.A. Martn-Delgado, cond-mat/9811170.
[15] H. Niggemann, A. Klmper, J. Zittartz, Z. Phys. B 104 (1997) 103.
[16] Y. Hieida, K. Okunishi, Y. Akutsu, New J. Phys. 1 (1999) 7.
[17] H.A. Kramers, G.H. Wannier, Phys. Rev. 60 (1941) 263.
[18] K. Okunishi, T. Nishino, cond-mat/9909097.
[19] R.B. Potts, Proc. Camb. Phil. Soc. 48, 106.
[20] R.J. Baxter, Exactly Solved Models in Statistical Mechanics, Academic Press, London, 1982.
[21] W. Janke, R. Villanova, Nucl. Phys. B 489 (1997) 679.

Exact solution of the six-vertex model

on a random lattice
Ivan K. Kostov ,1
C.E.A. - Saclay, Service de Physique Thorique F-91191 Gif-Sur-Yvette, France
Received 18 November 1999; accepted 1 February 2000
Abstract
We solve exactly the 6-vertex model on a dynamical random lattice, using its representation as a
large N matrix model. The model describes a gas of dense nonintersecting oriented loops coupled
to the local curvature defects on the lattice. The model can be mapped to the c = 1 string theory,
compactified at some length depending on the vertex coupling. We give explicit expression for the
disk amplitude and evaluate the fractal dimension of its boundary, the average number of loops and
the dimensions of the vortex operators, which vary continuously with the vertex coupling. 2000
PACS: 05.50.+q; 04.60.Kz
Keywords: Random; Matrix; Surface; String; Vortex; Curvature
1. Introduction
The correspondence between the critical phenomena on flat and random lattices has
been very useful in various problems related to random geometry. Especially interesting
from this point of view are the O(n) model [15] and the q-state Potts model [610],
which allow a neat geometrical interpretation in terms of a gas of loops or clusters with
fugacity depending on the continuous parameter n or q. Considered on a flat lattice, these
statistical models can be mapped onto the 6-vertex model [11], whose infrared behavior is
that of a compactified boson. The continuous parameters n and q are then related to the
compactification radius. The mapping [12], known as Coulomb gas picture, also prescribes
to install a background electric charge at infinity.
On an irregular lattice, the background electric charge, which is in fact coupled to the
local curvature, should be distributed all over the lattice, which can be achieved only by
Member of CNRS.
1 E-mail: kostov@spht.saclay.cea.fr
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 0 6 0 - 2
514
I.K. Kostov / Nuclear Physics B 575 [FS] (2000) 513534
introducing nonlocal operators at all points with curvature. The mapping does not hold
any more, which means that, when considered on a random lattice, the 6-vertex model
describes a new type of critical phenomena, in which the local curvature of the lattice is
involved.
More concretely, let us consider the representation [11] of the 6-vertex model as a gas
of oriented loops. The fugacity of each loop is given by a phase factor, the phase being
proportional to the geodesic curvature along the loop. On the flat lattice, the geodesic
curvature is always 2 and all loops have the same fugacity. On the contrary, on a
lattice with defects, the geodesic curvature can take any value between /2 and , and the
fugacity of the loop depends on the local curvature of the lattice. In this way, the 6-vertex
model on a random lattice allows to study extended objects coupled to the local curvature,
unlike all previously considered statistical models.
The 6-vertex model on a random lattice is also interesting from the string theory point
of view, because it gives a dual definition of the compactified c = 1 string, in which
the vortices can be constructed explicitly as local operators. As such, it was considered
first by P. Ginsparg [13], who formulated the corresponding matrix model. The relation
between the 6-vertex model on a random lattice and the c = 1 string theory has been further
elucidated by S. Dalley [14], who in particular identified the compactification radius as a
function of the vertex coupling.
In this paper we present the exact solution of the 6v model defined on a planar random
lattice of any finite size. The solution is obtained using the equivalence with a special
Hermitian matrix model, which is a generalization of the O(2) matrix model [1]. We
will calculate the disk amplitude and investigate its scaling behavior. We will evaluate
the fractal dimension of the boundary of the random surface as well as the average number
of loops per unit area. We will also calculate the dimensions of the m-vortex operators
(m > 1), which in the loop gas representation are the sources of m equally oriented vortex
lines. Our results agree with the correspondence between the 6-vertex model on a random
surface and the compactified c = 1 string theory, where vortices represent discontinuities
on the world sheet.
The paper is organized as follows. In Section 2 we remind the definition of the 6v
model on a flat and random lattices as well as the correspondence with a compactified
boson, respectively with the compactified c = 1 string theory. The model defined on a
random lattice depends on two coupling constants: the vertex coupling [0, 1] and the
cosmological constant 1/T coupled to the number of squares of the lattice. Then we
formulate the partition function of the model as a matrix integral, making one step further
than the original definition by P. Ginsparg [13]. In Section 3 we formulate and solve the
saddle point equations for the resolvent of the random matrix for all allowed values of
the two couplings. In Section 4 we analyze the the scaling limit of the solution near the
critical coupling where the size of the random lattice explodes. In Section 5 we give a
discussion and a summary of the results. The three appendices contain the proof of the
exact correspondence between the 6v matrix model and the compactified c = 1 string
theory (A), the technical details of the calculation (B), and the solution of the O(2) matrix
model obtained as the 0 limit of our general solution (C).
515
While this manuscript was being prepared, we received the interesting paper by Paul
Zinn-Justin [15], in which some of our results concerning the critical behavior are derived
using a different technique.
2. The 6-vertex model on a dynamical random lattice

2.1. Review of the 6-vertex model on a flat square lattice: F -model, loop gas, vortices,
mapping to a compactified boson
The degrees of freedom of the 6-vertex model on a square lattice [11] represent arrows
associated with the links of the lattice. The admitted configurations of arrows do not contain
sources and sinks, so that there is an equal number of arrows that begin and end at each
vertex. The partition function is defined as the sum over all arrow configurations, with
Boltzmann factor, which is a product of the statistical weights associated with the vertices
of the lattice. On the dual lattice, the arrows go across the edges and the vertices are
associated with the squares. There are 6 possible vertices, which can be divided into two
types depicted in Fig. 1, the vertices of each type being related by /2-rotations.
For a special value of the spectral parameter the weights of the vertices of each class have
the same Boltzmann weight. This specialization of the 6v model is known as the F -model.
The weights of the two distinct vertices (a) and (b) of the F -model can be parametrized as
(a) a = b = 1,
(b) c = 2 cos(),
(2.1)
where the parameter will be assumed to belong to the interval [0, 1]. Following the
standard argument of Baxter [11] , we decompose the vertices into couples of line segments
making left or right turn as is shown in Fig. 2. The weights (2.1) are then obtained
by assigning a Boltzmann factor ei/2 to each line segment, where the sign is positive
(negative) if the line makes a left (right) turn.
(a)
(b)
Fig. 1. The two types of vertices of the 6v model.
(a)
(b)
Fig. 2. Decomposing the vertices as pairs of line segments.
516
The sum over vertex configurations on each surface can be thus put in the form of a sum
over fully packed closed nonintersecting loops. The Boltzmann weight of each loop L is
the product of all phase factors along it,
Y i
e 2 = ei (L),
(2.2)
L
where is the geodesic curvature along the loop
(2.3)
(L) = (# left turns # right turns).
2
By the GaussBonnet formula, on the flat lattice = 4 and the weight of each loop (after
summing over both orientations) is 2 cos(2). In the 6-vertex model one can introduce
vortex operators of vorticity m, representing sources of m equally oriented lines. On the
flat lattice m is restricted to be a multiple of 4. The 8-vertex model represents a deformation
of the 6-vertex model obtained by adding vortices with m = 4 with finite fugacity d.
The 6-vertex model can be rewritten as a solid-on-solid (SOS) model by assigning a
variable Z to the sites of the dual lattice in such a way that the adjacent heights differ
by /4. The oriented loops are then interpreted as domain walls of height /4. The
m-vortex operator creates a discontinuity m/4 at a site.
At large distances the height variable renormalizes to a free massless boson compactified
on a circle of length = 2R [12]. If we choose the scale so that the duality transformation
acts as
R
1
R
or
4 2
then the conformal dimensions of the magnetic operators are

1 m 2
vortex
vortex
= m
=
.
m
4 2
(2.4)
(2.5)
Comparing the singularity of the free energy obtained from the exact solution of the 8, one finds
vertex model [11] with the conformal dimension vortex
4
(2.6)
= 1 2.
The KosterlitzThouless point is at = , where the lowest vortex operator (m = 4)
becomes marginal.
2.2. The 6-vertex model on a dynamical random lattice: loops, vortices, mapping to the
compactified c = 1 string theory
Since the weights of the F -model are invariant with respect to /2-rotations, the model
can be considered on any irregular square lattice S. The partition function can be again
reformulated as a sum over loop configurations (Fig. 3), each loop L weighted by the
geodesic curvature (2.3)
Y
X
ei (L) .
(2.7)
F (S) =
loop configurations loops L
517
Fig. 3. A piece of the random lattice covered by oriented loops.
In this case the geodesic curvature (2.3) depends on the geometry of the lattice through the
Gaussian curvature (the total deficit angle) R(L) enclosed by the loop L
(L) = 2 R(L).
(2.8)
Therefore (L) can be any integer (positive or negative) times /2.

We define the partition function F (T , , N) of the F -model on a dynamical random
lattice as the average of the partition function (2.7) in the ensemble of all connected abstract
lattices obtained by gluing squares along their edges. The partition function depends on the
cosmological constant T coupled to the area (# squares) A(S) and the string coupling
constant 1/N coupled to the genus g(S) of the lattice:
X
N 22g T A Z(S).
(2.9)
F (T , N, ) =
S
It is natural to expect that the critical behavior of this statistical model is described by a
compactified boson interacting with a Liouville field. Indeed, as it was shown in [14], the
exponential Z = eF can be identified with the partition function of a c = 1 string theory
compactified at length = 2R, related to the vertex coupling as
R=
1
2
or = (1 ).
(2.10)
Here the scale is fixed again by adopting the convention (2.4), according to which the
self-dual radius is R = 1 ( = 2 ). For completeness, we give a short prove of the
correspondence in Appendix A. Note that this is not the same correspondence as on the
flat lattice and there is no reason that it should be the same.
A vortex with vorticity m again represents a source of m equally oriented lines meeting
at a point. However, since the lowest vortex charge is m = 1, an m-vortex operator creates a
discontinuity mon the world sheet. It is necessarily accompanied by a conical singularity
with curvature R = 4 (4 m).
518
The scaling dimension of an m-vortex operator is obtained from the corresponding flat
dimension 2 (2.5) by the KPZ rule [16] and reads
vertex
=
m
1
m/(2)
=m
.
2
4
(2.11)
The scaling dimensions of vortex operators with m = 1, 2, 3, 4 are always smaller that one,
which means that the interval 0 < < is deep in the vortex plasma phase. However, this
is not a problem because in our model the fugacities of all vortices are strictly zero.
3. The 6v matrix model

3.1. From a complex matrix integral to a Coulomb gas system
Ginsparg noticed in [13] that the exponential of the partition function (2.9) can be
identified with the perturbative expansion of the following matrix integral
Z

ZN eF (T ,N,) = dX dX exp N tr T XX + X2 X2 cos (X X)2
Z
dX dX e
T N tr XX
1
,
(3.1)
where the integration goes over all N N complex matrices X.

At the point = ( = 0), this matrix integral describes the dense phase of the O(2)
model on a random triangulation [1], or equivalently the compactified c = 1 string at the
KosterlitzThouless point = . The correspondence with the compactified string for any
has been worked out by S. Dalley [14]. For readers convenience we give the proof in
Appendix A.
The vortex operators are introduced by adding a source term to the matrix potential,
namely
Svortices = N
X dm

tr Xm + tr Xm .
m
(3.2)
m>1
The model (3.1) in presence of vertices (the random-surface analog of the 8-vertex model)
has been solved in two particular cases: = 0, d1 and d2 6= 0 [14] and c = 0, d4 = b [17].
The complex matrix integral (3.1) becomes Gaussian at the price of introducing an
auxiliary Hermitian matrix A:
Z
ZN dA dX dX eW (X,A) ,

1
(3.3)
W (X, A) = N tr A2 + iAXX ei/2 iAX X ei/2 T X X .
2
2 Of course, the length is now given by (2.10) and not by (2.6).
519
The result of the integration over X is a matrix integral which can be viewed as a 6=
deformation of the O(2) matrix model
1
Z
2
e 2 N tr A
.
(3.4)
ZN dA
| det[ T 1 1 i ei/2 A 1 + i ei/2 1 A)]|
The integrand depends only on the eigenvalues a1 , . . . , aN of the matrix A. After a liner
change of variables, we write the partition function as

Z Y
N

ai aj
dai NV (ai ) Y

e
(3.5)
ZN

ei/2 ai ei/2 aj
ai
i6=j
i=1
where

a
T
2
a +
.
V (a) =
2
sin /2
(3.6)
In the following we will use the more convenient exponential parametrization

a = e ,
(3.7)
in which the partition function (3.5) looks like

ZN
Z Y
N
di eN V (i )
i=1
sinh 12 (i j )
i6=j
sinh 12 (i j + i)
(3.8)
where
e() V ( e ).
V
(3.9)
Note that when N is finite, the partition functions (3.5) and (3.8) do not coincide, because
the parametrization (3.7) assumes that a is negative. However, the two partition functions
lead to the same 1/N expansion of the free energy and the observables.
3.2. The saddle point equations as difference equations for the resolvent
We are interested in lattices with spherical topology, and therefore by the large N limit
of the integral (3.8). In this limit the spectral density
() =
N
1 X
( i )
N
(3.10)
i=1
can be considered as a classical function, supported by some real interval [b, a], where
b < a. It is determined by the saddle point equation
e()
dV
=
d
Za
d
b
( 0 )
tanh( 0 )/2

(1/2)( 0 )
(1/2)( 0 )
tanh( 0 + i)/2 tanh( 0 i)/2
(3.11)
520
For a time being we will consider a general potential of the form

X
e() =
tn en
V
(3.12)
and later will

t1 =
T
,
2 sin /2
t2 =
T
.
2
(3.13)
Following the same logic as in [18], we will introduce the complex variable 3
z = + it,
(3.14)
and formulate the saddle point equation (3.11) as a set of conditions on the resolvent
1
W (z) =
2
Za
b
d ()
,
tanh(z )/2
(3.15)
which is a holomorphic function on the cylinder z + 2i z cut along the interval [b, a].
The coefficients of the expansion of W (z) at infinity
W (z) =
1
+ W1 ez +W2 e2z +
2
(3.16)
are equal to the moments of the spectral density

Za
Wn =
d () en .
(3.17)
The spectral density is equal to the discontinuity of the resolvent along the cut
W ( + i0) W ( i0) = 2i()
(3.18)
and the integral equation (3.11) implies the following functional equation for the resolvent
W ( + i0) + W ( i0) W ( + i) W ( i) =
e()
dV
,
d
(3.19)
where it is assumed that [b, a].

The normalization condition for the density can be written also as an integral along a
contour C surrounding the interval [b, a]:
I
Za
d () =
1=
b
dz
W (z).
2i
(3.20)
3 In the context of the 2D string theory, the complex z-plane represents the target space of the string. In terms
of the c = 1 noncritical string, the real and imaginary parts of z are interpreted correspondingly as the Liouville
and target-space directions. See, for example, the argument given in [19].
521
3.3. Geometrical meaning of the saddle point equations

Let us introduce the new potential
X
tn enz
U (z) =
2 sin n(/2)
n
(3.21)
related to the old one by

e(z) = U (z + i/2) U (z i/2) ,
V
i
and consider the meromorphic function

J (z) = i W (z + i/2) W (z i/2) + U 0 (z).
(3.22)
(3.23)
The function J (z) is completely determined by the following four conditions:

(1) It is periodic with period 2i : J (z + i) = J (z i);
(2) It has two cuts {Re z [b, a], Im z = i/2} in the strip | Im z| 6 , and satisfies
along the cuts a two-term functional equation
J ( + i/2 i0) = J ( i/2 i0),
[b, a];
(3.24)
+ 2 sin(/2) W1 ez + 2 sin W2 e2z + ,
(3.25)
(3) Its series expansion at z + is

t1
t2
e2z +
ez
J (z) =
sin
2 sin /2
where Wn are the moments of the spectral density defined by (3.17);
(4) It satisfies the normalization condition (3.20): if C1 is a contour surrounding the
upper cut, then
I
dz
J (z) = 1.
(3.26)
2
C1
The first two conditions mean that the function J (z) is a single valued analytic function
on the torus obtained from the strip | Im z| 6 by cutting it along the intervals {Re z
[b, a], Im z = i/2}, then identifying its two edges (Im z = ) as well as the upper
(lower) edge of the first cut with the lower (upper) edge of the other one. The two main
cycles of this torus are homotopic to the contour C1 surrounding the upper cut, and the
contour C2 connecting the two cuts.
The variable J is periodic along both cycles while the variable z is periodic along the
cycle C1 and has discontinuity i along the cycle C2 . Therefore, if we find a canonical
parametrization
z = z(u),
J = (u),
(3.27)
for which the contours C1 and C2 are the images of the periods 1 and 2 of a flat rectangle,
then the functions z(u) and (u) will satisfy the following periodicity conditions
z(u + 1 ) = z(u),
(u + 1 ) = (u),
z(u + 2 ) = z + i,
(u + 2 ) = (u).
(3.28)
522
Therefore, once the elliptic parametrization is found, the problem is essentially

resolved. 4 The parameters of the solution are fixed by the normalization condition for
the spectral density and the behavior of the function J (z) at z , which is determined
by the potential U (z).
Let u be the point in the periodic rectangle corresponding to z . The map is
assumed to be regular, which means that ez(u) can be Taylor expanded at u = u .
Therefore ez(u) (u u )1 and the third condition (3.25) says that the function (u)
has a second-order pole at u = u and fixes the singular part of its Laurent expansion in
u u .
3.4. Explicit solution in the elliptic parametrization
We will identify the two periods of the torus with the standard quarter-periods of the
Jacobi elliptic functions 1 = 2K and 2 = 2iK 0 . The z-cylinder with the two cuts is
parametrized by the rectangle
| Im u| 6 K 0 .
| Re u| 6 K,
(3.29)
The function (z) is periodic with periods 2K and 2iK 0 and its only singularity in the
rectangle (3.29) is a double pole at u = u . The residue of this pole is zero, since otherwise
there would be another pole somewhere in the rectangle. The generic function with such
properties (the Weierstrass elliptic function) depends on two constants A and B
(u) = A + B
1
.
sn2 (u u )
(3.30)
The function z(u) (a + b)/2 is antisymmetric in u, which means that ez(u) has one simple
pole at u = u and one simple zero at u = u . It is therefore natural to look for it as a
ratio of Jacobi theta functions. One can easily check that the function
ez(u) = e(a+b)/2
H (u + u)
H (u u)
(3.31)
satisfies the periodicity condition (3.28) if the parameter u is related to the period 2K by
1+
2
K=
K.
(3.32)
2
2
The function (3.31) gives the desired regular map between the strip with two cuts in the z
plane and the rectangle (3.29), as is shown in Fig. 4.
The two horizontal edges of the u-rectangle are mapped to the two cuts in the zstrip. Its two vertical edges are mapped to the line made of the segments [i/2, i] and
[i, i/2]. The function z(u) along the upper (lower) cut is given by
u =
z(iK 0 + y) =
(u + y)
a+b
i + ln
.
2
2
(u y)
(3.33)
4 Our method is a natural generalization of the method applied by J. Hoppe, V. Kazakov, the author and N.
Nekrasov to resolve technically similar problems [20,21], and which was originally proposed by J. Hoppe [23].
523
(a)
(b)
Fig. 4. The domains of the variables z and u.
The endpoints of the cuts are the four branch points of the inverse map u = u(z),
determined by the condition dz/du = 0. The symmetry of the map (3.31) allows to
determine the four branch points through a single parameter ub [0, K]:
a i/2 = z(ub iK 0 ),
b i/2 = z(ub iK 0 ).
(3.34)
The parameter ub is determined from

Z(u + ub ) + Z(u ub ) = 0,
(3.35)
where Z(u) = 0 (u)/(u) = E(u) (E/K)u is the Jacobi Zeta function [24]. In
particular, if = , then u = ub . Finally, the length of the cut is given, according
to (3.34), by
a b = ln
(u + ub )
.
(u ub )
(3.36)
Note the following symmetry, of the solution, which reflects the symmetry 2
(or ) of the original matrix integral
2 ,
z(u) z(K u),
(u) (K u).
524
Now we have to fix, using the asymptotics (3.25) and the normalization condition (3.26),
the four parameters of the solution, namely,
the coordinate of the middle point of the cut (a + b)/2,
the coefficients A and B,
the elliptic nome k 2 , which determines the two periods K and K 0 .
The asymptotics at infinity gives three independent conditions, which together with the
normalization determine completely the four parameters. A relatively simple calculation
(see Appendix B) gives
e(a+b)/2 =
B=
cot /2 H 0 (0)
,
2
H 0 (2u )
(3.37)
T H 2 (2u )
,
T H 02 (2u )
(3.38)
Z(2u )
(K E)[Z(2u ) + cndn(2u )] K sn(2u
T
)
=
.
2
T
[Z(2u ) + cndn
(2u
)]
sn
(3.39)
Here we introduced the critical value of T

T = 16
sin3 /2
cos /2
(3.40)
for which K 0 /K 0. The latter coincides with the critical coupling b = 1/T obtained
by P. Zinn-Justin [15].
4. The scaling limit

4.1. Explicit form of the solution in the scaling limit
We would like to explore the scaling behavior near the critical point T T , where
0, which in our parametrization corresponds to the limit K , K 0 /2. In this
limit the solution can be expanded in the dual modular parameter
eb
q = eK/K .
(4.1)
The expansion takes simpler form if we rescale slightly the variable u to
u,
v=
2K 0
(4.2)
which belongs to the domain | Im v| 6 2 , | Re v| 6 12 ln q1 .

Our solution (3.10)(3.31) expands as a series in q as follows:
"
#
X
2
q 2n cosh 2n(v v )
1
E0
+
8n
, (4.3)
(u) = A B 0 B
K
4K 02 sinh2 (v v )
1 q 2n
n=1
z(v) = ln
a+b
(1 + )v
2
525
+ ln
X q 2n sinh 2nv sinh 2nv

sinh(v + v)
+4
,
sinh(v v)
n
1 q 2n
(4.4)
n=1
where
v =
1+ 1
ln .
2
q
In order to find the q 0 asymptotics of (4.3) and (4.4), we need the explicit
expressions for the parameters T , a, b, B as functions of q. In the following we will use
the symbol for equal up to subleading terms in q. From Eqs. (3.36)(3.39) we get
T T 1 1 1
q
ln ,
T
q
tan /2 (12)/4
(a+b)/2
e
q
,
4
(1 + )(1+)/2(1 )(1)/2 (12)/4
e(ab)/2
q
,
2
T
.
B
T ( + q 1 )2
(4.5)
We see that indeed the position of the left cut tends to

eb q (1
2 )/2
0,
(4.6)
while the right cut has a finite limit at q 0

tan ()/2
(1 + )(1+)/2(1 )(1)/2.
(4.7)
8
Now we are ready to determine the scaling behavior of the solution (4.3)(4.4). The
interesting scaling behavior is associated with the vicinity of the left pair of branch points
of J (z), that is at

.
b i = z vb i
2
2
ea
It is therefore convenient to introduce a new parameter

= v + vb ,
(4.8)
such that the two left branch points occur at = /2. From (3.35) we get
1 1+
ln
,
2 1
and the point + of the z-plane corresponds to
vb v
1 1+
ln
.
2 1
Assuming that | | and neglecting the subleading terms we get

4 1+ 1 2
1 1 + 2
e
e
q
+q
,
( )
1+
1

ez( ) C (1 + ) e(1) (1 ) e(1+) ,
(4.9)
2v
(4.10)
(4.11)
526
where
2
q (1 )/2
tan /2
.
4
(1 + )(1)/2 (1 )(1+)/2
(4.12)
4.2. The scaling behavior of the spectral density. Critical exponents associated with the
entropy of the loops
Let us first check that the string susceptibility" exponent str is zero for all . Consider
the first momentum of the spectral density, whose singular behavior is that of a sphere with
one puncture
ln Z
constant + (another constant) 1str .
The singular behavior is that of the coefficient B, which is given by the third Eq. (4.5):
B B q 1 . On the other hand, by the first equation (4.5)
W1
q 1
ln 1/
(4.13)
which implies that indeed str = 0 and the free energy has logarithmic singularity
ln Z
2
.
ln 1/
Then we look for the scaling behavior of the spectral density and the resolvent. The
spectral density is related to the function (v) by
(v + i/2) + (u i/2)
2
and the resolvent (3.15) is obtained by inverting the relation (3.23)

+i
i
.
W (i + ) = W (i ) =
2
2
(z) =
(4.14)
(4.15)
It is easy to see that the function W (z) has only one cut on the physical sheet (the strip
| Im z| 6 ), which goes along the interval z > b. On the other sheets there is an infinite
number of cuts (at least for irrational ), placed at Im z = in , n Z.
At distances ez eb , the relation between z and has two branches

2z
(4.16)
(z) q (1)/2 exp
1
associated with the asymptotics at e 1 and e 1. It is the smaller exponent which
is the relevant one, but in the limit 0 the two exponents coalesce and produce the
observed logarithmic behavior of the spectral density the O(2) model. Correspondingly,
the -factor in the resolvent (4.15) becomes 2 in this limit (see Eq. (3.41) of [25]). The
limit 0 of the solution is worked out in Appendix C.
Now let us find the scaling of an important observable: the typical length L of a loop on
the world sheet. It is characterized by the critical exponent [26]
L A1/(2).
(4.17)
527
A related quantity is the average number N of loops on a worldsheet of area A. Since A is

the total length of all loops,
A
A(21)/(2).
(4.18)
L
To follow the analysis of [26] and [25], it is convenient to return to the original variable
a = e and consider the density
N=
(a) = e () a (1)/(1+)
(4.19)
1
i as a function of the complex variable w = ez
and the resolvent W (w) = hTr wA
W (w) = ez W (z) w(1)/(1+) ln w.

The resolvent W (w) has a cut along the interval < w < M, where
(1+)/2

b
(12 )/2
M =e q
ln 1/
(4.20)
(4.21)
gives the scale for the length of the boundary. Since A and L 1/M (for detailed
arguments see [25]), we conclude that
=
1
.
1+
(4.22)
and the number of loops grows with the area of the world sheet as
N A(1)/2.
(4.23)
Let us also mention that the exponent determines also the fractal dimension of the e
boundary of the disk amplitude, which is equal to 1/(2).
Finally, let us calculate the dimensions of the m-vortex operators representing sources
of m equally oriented lines. The correlation function of two such operators is obtained
by calculating the watermelon configuration made of m nonintersecting lines relating
the two points, as the one shown in Fig. 5. The singular behavior of such an amplitude is
vertex of the m-vortex operator as
related to the scaling dimension m
m 2m str .
(4.24)
Proceeding in the same way as in Section 4 of Ref. [26], one can extract the scaling
dimension of the m-vortex operator from the scaling behavior of the spectral density (a)
(Eq. (4.19)). The amplitude corresponding to a configuration with m open lines is given
Fig. 5. A line configuration for the correlator of two 3-vortices.
528
(up to the phase factors ei associated with the m lines, which can be neglected) by the
convolutive integral in Eq. (4.28) of Ref. [26], and has the following singular behavior
1+
m M 1 m
1
2 m
(4.25)
Compared it with (4.24), we find the same dimensions (2.11)

1
,
(4.26)
4
which confirms the interpretation of the m-vortex operator as a discontinuity m on the
world sheet.
vertex
=m
m
5. Summary and discussion

In this paper we gave the exact solution of the 6-vertex model on a dynamical random
lattice with spherical topology. The model describes a gas of densely packed loops whose
weights are coupled to the local curvature of the lattice. We have calculated the partition
function of the disk with given length L and area A. For any value of the vertex coupling ,
the critical singularity of the free energy corresponds to a theory with central charge c = 1,
but the fractal dimension of the boundary of the disk changes continuously from 1/2 to
1. The limiting value is achieved at = 1, where the boundary has the same dimension
as the bulk. This reminds what happens in the dense phase of the O(n) model, where at
n 0 the world sheet is all eaten by the boundary. Indeed, the exponent (1 )/2 for the
growth of the number of loops vanishes when 1, which means that in this limit the
effective fugacity of the loops renormalizes to zero due to the fluctuations of the curvature.
We also calculated the scaling dimensions of the m-vortex operators, representing sources
of m equally oriented open lines on the world sheet.
All our results agree with the interpretation of the 6-vertex model as a special realization
of the compactified c = 1 string theory. From the string theory point of view the model
is interesting with the possibility to treat very explicitly the vortex operators, which are
difficult to construct in the standard realizations of the c = 1 string.
The 6-vertex matrix model describes the c = 1 string theory compactified at length <
, which is less than 1/4 of the KosterlitzThouless length = 4 , associated with the
most relevant vortex operator (m = 1). In order to describe a theory compactified at length
up to p , it is sufficient to consider a chain of p coupled matrices. The diagonalization
can be performed in a similar way and one obtains a chain of integral equations of the
type (3.11), which seems to be exactly solvable as well.
The loop gas formulation of the c = 1 string theory places a bridge between the
description with continuous target space via matrix quantum mechanics [27] and the matrix
models [28] for the strings with discrete target space (the ADE models on a random lattice)
[29], which describe all minimal conformal theories coupled to 2d gravity. In particular, it
is clear why the string diagram technique based on a world sheet surgery [25] works only
for strings with discrete target space. A discrete target space without loops, i.e., a Dynkin
graph of ADE type, can (and should) be immersed in the continuum by placing its adjacent
529
points at distance = , for which the curvature defects do not produce phase factors for
the domain walls. In the case of the c = 1 string compactified at length , this diagram
technique works only at the point = 1 (the O(2) model).
The nonperturbative equivalence with the c = 1 string theory means that the 6v matrix
model is exactly solvable in the so called double scaling limit [3032]. The integrability
of this model follows also directly from the fact that the partition function (3.8) is a function of the KP hierarchy. Using the scaling properties of the partition function integral,
one can convert the KP equation into an ordinary differential equation, as it has been done
in Ref. [20].
Acknowledgments
The author is grateful to J. Hoppe and V. Kazakov, who participated in an early project
related to this work, and to P. Zinn-Justin and J.-B. Zuber for critical reading of the
manuscript. This research is supported in part by European TMR contract ERBFMRXCT96-0012 and EC Contract FMRX-CT96-0012.
Appendix A. Equivalence to the c = 1 compactified string
Let us integrate with respect to the angular variables in the original matrix integral (3.1).
We decompose
XX = U xU 1
with U SU(N) and x = diag(x1 , . . . , xN ), and perform the U (N) integration with the
help of the HarishChandraItzyksonZuber formula. Using the Cauchy identity, the
integrand can be written as a determinant, and the partition function takes the form
Z
(A.1)
ZN = dx1 . . . dxN det K(xi , xj )
ij
with

N
T (x + x 0 ) + 2xx 0 (x 2 + x 02 ) cos .
2T
We get rid of the linear term by shifting the integration variable
K(x, x 0 ) = exp
(A.2)
y = cx y
with

T T
y = 2N(1 + )
=
c = N sin /T ,
,
(A.3)
T
after which the kernel becomes identical (up to normalization) to that of the inverse
oscillator
2yy 0 cos (y 2 +y 02 )
1 2 1 2
1
2 sin
e
= y e( 2 y + 2 y ) y 0 ,
(A.4)
K(y, y 0 ) =
2 sin
p
530
and the integration is to be done in the semi-infinite interval

y < y < .
Hence the partition function (A.1) describes a system of N nonrelativistic fermions in
inverse oscillator potential, stabilized by a wall at distance y from the origin 5 , at
temperature = (1 ). The wall should be sufficiently far, so that
the level of the
Fermi sea is below the top of the potential. The critical distance is y0 = 2N , which
corresponds to = 0. The system of N fermions on a circle of length gives a nonperturbative definition of the c = 1 string theory compactified at length . The partition
function of this system, calculated in Ref. [33], is invariant under the duality transformation
2
.
2
Appendix B. Fixing the parameters of the solution

B.1. The three conditions following from the asymptotics at z
Using the explicit form (3.31) of z(u), we rewrite (3.25) as a series expansion in u u :

1
t2 ea+b H (2u ) 2
(z) =
sin
H 0 (0)
(u u)2
(a+b)/2

ea+b t2 H (2u )H 0 (2u )
H (2u )
t1 e
1
+2
0
0
2
2 sin /2 H (0)
sin
u u
[H (0)]
+C
+ O(u u),
(B.1)
where
t1 =
T
,
2 sin /2
t2 =
T
,
2
(B.2)
and the constant C is certain function of the elliptic modulus, whose explicit form will
not be needed. This is to be compared with the first three terms in the Laurent expansion
of (3.30)
(u) =
B
(u u)2
+0
1 + k2
B
+A+
3
+O(u u),
(B.3)
which gives
5 The restriction y > is in fact imposed only on the trace, but it leads to a rapid exponential decay of the
wave function of the fermions when y < .
t12 H 2 (2u )
,
8t2 H 02 (2u )
cot /2 H 0 (0)
e(a+b)/2 =
,
2
H 0 (2u )
1 + k2
B.
A=C
3
531
B = cot(/2)
(B.4)
B.2. The normalization condition

The normalization (3.20) means that the integral of J (z) along the contour C1
surrounding its upper cut is equal to one. In terms of the variable u, this integral takes
the form
1
2
K+iK
Z 0
du z0 (u) (u) = 1.
(B.5)
K+iK 0
Writing (using the standard notation Z(u) = 0 (u)/(u))

z0 (y + iK 0 ) = Z(u + y) + Z(u y)
(y + iK 0 ) = A + Bk 2 sn2 (u y),
we arrive at the following integral
1
1=
2
ZK

dy Z(u + y) + Z(u y) A + Bk 2 sn2 (u y) .
With the help of the addition formula [34, 17.4.35] we write it in the form
1=

Bk 2
Z(2u )I1 + sn(2u )I2 ,
2
where
ZK
I1 =
dv sn2 v =
2(K E)
,
k2
ZK
I2 = k
dv sn(2u v) sn3 v.
2
K
The second integral can be decomposed as

I2 =
cndn
(2u )[I1 I2 ],
sn
where
I2 =
ZK
dv
sn2 v
1 k 2 sn2 (2u ) sn2 v
(B.6)
532
is a standard elliptic integral [24, 435.02]:

I2 =
2KZ(2u )
.
2
k sncndn(2u )
Substituting this in (B.6) yields

Z(2u )
2
= 2(K E) Z(2u ) + cndn(2u ) 2K
.
B
sn(2u )
(B.7)
Appendix C. The special case =

Here we check that the solution of the O(2) matrix model with quadratic potential is
obtained as the limit (or 0) of our general solution (3.30)(3.31). This limit is
quite subtle and does not commute with the scaling limit q 0. In this limit we have
T T k 02 K 2
eb = k 0 ea .
ea =
=
,
,
(C.1)
2
T
8E
E
At = 0 we have more symmetry because the special points of the map coincide with the
quarter of the period, u = ub = K/2, and the function ez(u) becomes a Jacobi elliptic
function

K
K
z(u)
a
0
a cn
e
u
.
(C.2)
= i e dn u iK = e
2
sn
2
T = 32,
The function (u) is analytic in z at = 0

(u) = A +
B
= A + B B e(a+b) e2z(u),
sn2 (u K/2)
(C.3)
but the coefficient B tends to infinity as 1/

T /T
.
(C.4)
E2
Therefore, in order to take the limit 0, we should first subtract the diverging analytic
piece of . The finite, nonanalytic piece is then given by

1
d
,
(C.5)
(u) = B
d sn2 (u K/2 K/2) =0
B=
where

+
.
d
z u
Further we write

cndn
1
K
d
,
= K 2( u)z
u
d sn2 (u K/2 K/2) =0
2
sn3
0

H sncn
K
K 2( u)z = 2K
u+
.
H dn
2
Since k 0 [sn/cn](u + K/2) = eza , we can write (u) as

K
KT 2z(u)
e
ln H u +
.
(u) =
u
2
533
(C.6)
The corresponding spectral density

(u + iK 0 ) + (u iK 0 )
2
coincides with the one obtained by solving directly the saddle point equations for the O(2)
model [35].
(z) =
References
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Thermodynamic Bethe ansatz of the homogeneous

sine-Gordon models
O.A. Castro-Alvaredo a,1 , A. Fring b,2 , C. Korff b,3 , J.L. Miramontes a,4
a Departamento de Fsica de Partculas, Facultad de Fsica, Universidad de Santiago de Compostela, E-15706
Santiago de Compostela, Spain

b Institut fr Theoretische Physik, Freie Universitt Berlin, Arnimallee 14, D-14195 Berlin, Germany
Received 22 December 1999; accepted 9 March 2000
Abstract
We apply the thermodynamic Bethe ansatz to investigate the high energy behaviour of a class of
scattering matrices which have recently been proposed to describe the Homogeneous sine-Gordon
models related to simply laced Lie algebras. A characteristic feature is that some elements of the
suggested S-matrices are not parity invariant and contain resonance shifts which allow for the
formation of unstable bound states. From the Lagrangian point of view these models may be viewed
as integrable perturbations of WZNW-coset models and in our analysis we recover indeed in the
deep ultraviolet regime the effective central charge related to these cosets, supporting therefore the
S-matrix proposal. For the SU(3)k -model we present a detailed numerical analysis of the scaling
function which exhibits the well known staircase pattern for theories involving resonance parameters,
indicating the energy scales of stable and unstable particles. We demonstrate that, as a consequence
of the interplay between the mass scale and the resonance parameter, the ultraviolet limit of the
HSG-model may be viewed alternatively as a massless ultravioletinfrared flow between different
conformal cosets. For k = 2 we recover as a subsystem the flow between the tricritical Ising and the
Ising model. 2000 Elsevier Science B.V. All rights reserved.
PACS: 11.10.Kk; 11.55.Ds; 05.70.Jk; 05.30.-d; 64.60.Fr; 11.30.Er
1. Introduction
The thermodynamic Bethe ansatz (TBA) is established as an important method which
serves to investigate off-shell properties of 1 + 1 dimensional quantum field theories.
Originally formulated in the context of the non-relativistic Bose gas by Yang and Yang
1 castro@fpaxp1.usc.es
2 fring@physik.fu-berlin.de
3 korff@physik.fu-berlin.de
4 miramont@fpaxp1.usc.es
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 1 6 2 - 0
536
O.A. Castro-Alvaredo et al. / Nuclear Physics B 575 [FS] (2000) 535560
[1], it was extended thereafter by Zamolodchikov [2] to relativistic quantum field theories
whose scattering matrices factorize into two-particle ones. The latter property is always
guaranteed when the quantum field theory in question is integrable. Provided the Smatrix has been determined in some way, for instance via the bootstrap program [35]
or by extrapolating semiclassical results, the TBA allows to calculate the ground state
energy of the integrable model on an infinite cylinder whose circumference is identified as
compactified space direction. When the circumference is sent to zero the effective central
charge of the conformal field theory (CFT) governing the short distance behaviour can
be extracted. In the case in which the massive integrable field theory is obtained from a
conformal model by adding a perturbative term which breaks the conformal symmetry, the
TBA constitutes therefore an important consistency check for the S-matrix.
The main purpose of this manuscript is to apply this technique to a class of scattering
matrices which have recently been proposed [6] to describe the Homogeneous sine-Gordon
models (HSG) [7,8] related to simply laced Lie algebras. The latter have been constructed
as integrable perturbations of WZNW-coset theories [1014] of the form Gk /H , where
G is a compact simple Lie group, H G a maximal abelian torus and k > 1 an integer
called the level. These models constitute particular deformations of coset-models [10
14], where the specific choice of the groups ensures that these theories possess a mass gap
[15]. The defining action of the HSG-models reads
Z

m2
x )1 g(E
x) .
(1)
d2 x + , g(E
SHSG [g] = SCFT [g] +
2
x ) a group valued
Here SCFT denotes the coset action, h , i the Killing form of G and g(E
bosonic scalar field. are arbitrary semisimple elements of the Cartan subalgebra
associated with H , which have to be chosen not orthogonal to any root of G and play
the role of continuous vector coupling constants. The latter constraints do not restrict the
parameter choice in the quantum case with regard to the proposed S-matrix which makes
sense for every choice of . They determine the mass ratios of the particle spectrum as
well as the behaviour of the model under a parity transformation. The parameters m and
2 = 1/k + O(1/k 2 ) are the bare mass scale and the coupling constant, respectively. The
x )1 g(E
x )i
non-perturbative definition of the theory is achieved by identifying h+ , g(E
with a matrix element of the WZNW-field g(E
x ) taken in the adjoint representation, which
is a spinless primary field of the coset-CFT and in addition exchanging 2 by 1/k and
m by the renormalized mass [15]. Some of the conformal data of SCFT [g], which are in
principle extractable from the TBA analysis are the Virasoro central charge c of the coset
and the conformal dimensions , of the perturbing operator in the massless limit
k1
h
k dim G
`=
h`,
= =
.
(2)
k+h
k+h
k+h
Here ` denotes the rank of G and h its Coxeter number. Since we have < 1 for all
allowed values of k, the perturbation is always relevant in the sense of renormalization. 5
c Gk =
5 We slightly abuse here the notation and use c

Gk instead of cGk /U (1)` . Since we always encounter these type
of coset in our discussion, we can avoid bulky expressions in this way.
537
The simplest example of a HSG theory is the complex sine-Gordon model [8,9,1619]
associated with the coset SU (2)k /U (1). As we will argue below, more complicated HSG
theories can be viewed as interacting copies of complex sine-Gordon theories. The classical
equations of motion of these models correspond to non-abelian affine Toda equations [7,20,
21], which are known to be classically integrable and admit soliton solutions. Identifying
these solutions by a Noether charge allows for a semiclassical approach to the quantum
theory by applying the BohrSommerfeld quantization rule. The integrability on the
quantum level was established in [15] by the construction of non-trivial conserved charges,
which suggests the factorization of the scattering matrix. Based on the assumption that the
semiclassical spectrum is exact, the S-matrix elements have then been determined in [6]
by means of the bootstrap program for HSG-models related to simply laced Lie algebras.
The proposed scattering matrix consists partially of ` copies of minimal su(k)-affine
Toda field theories (ATFT) [22], whose mass scales are free parameters. The scattering
between solitons belonging to different copies is described by an S-matrix which violates
parity [6]. These matrices possess resonance poles and the related resonance parameters
which characterize the formation of unstable bound states are up to free choice. In the
TBA-analysis these resonances lead to the staircase patterns in the scaling function,
which have been observed previously for similar models [2325]. However, in comparison
with the models studied so far, the HSG models are distinguished in two aspects. First they
break parity invariance and second some of the resonance poles can be associated directly
to unstable particles via a classical Lagrangian.
One of the main outcomes of our TBA-analysis is that the suggested [6] scattering matrix
leads indeed to the coset central charge (2), which gives strong support to the proposal.
In addition, we present a detailed numerical analysis for the SU(3)-HSG model, but
expect that many of our findings for that case are generalizable to other Lie groups. The
presence of two parameters, i.e., the mass scale and the resonance parameter allow, similar
as for staircase models studied previously, to describe the ultraviolet limit of the HSGmodel alternatively as the flow between different conformal field theories in the ultraviolet
and infrared regime. We find the following massless flow
UV SU(3)k /U (1)2 SU(2)k /U (1) SU(2)k /U (1) IR.
(3)
We also observe the flow (SU(3)k /U (1)2 )/(SU(2)k /U (1)) SU(2)k /U (1) as a subsystem inside the HSG-model. For k = 2 this subsystem describes the flow between the tricritical Ising and the Ising model previously studied in [26]. In terms of the HSG-model
we obtain the following physical picture: The resonance parameter characterizes the mass
scale of the unstable particles. Approaching the extreme ultraviolet regime from the infrared we pass various regions: At first all solitons are too heavy to contribute to the offcritical central charge, then the two copies of the minimal ATFT will set in, leading to
the central charge corresponding to IR in (3) and finally the unstable bound states will
start to contribute such that we indeed obtain (2) as the ultraviolet central charge of the
HSG-model.
The two values of the resonance parameter 0 and are special, corresponding in
the classical theory to a choice of the vector couplings in (1) parallel to each other or
538
orthogonal to a simple root, respectively. In the former case parity is restored on the
classical as well as on the TBA-level and the central charge corresponding to UV in (3)
is also recovered, whereas in the latter case the two copies of the minimal ATFT are
decoupled and unstable bound states may not be produced leading to the central charge
IR in (3).
Our manuscript is organized as follows: In Section 2 we briefly recall the main features
of the two-particle HSG S-matrix elements stating them also newly in form of an integral
representation. In particular, we comment on the link between unstable particles and
resonance poles as well as on the loss of parity invariance. In Section 3 we introduce the
TBA equations for a parity violating system and carry out the ultraviolet limit recovering
the expected coset central charge. In Section 4 we present a detailed study for the SU(3)k HSG model. We discuss the staircase pattern of the scaling function and illustrate how
the UV limit for the HSG-model may be viewed as the UVIR flow between different
conformal models. We extract the ultraviolet central charges of the HSG-models. We study
separately the case when parity is restored, derive universal TBA-equations and Y-systems.
In Section 5 we present explicit examples for the specific values k = 2, 3, 4, . Our
conclusions are stated in Section 6.
2. The homogeneous sine-Gordon S-matrix

We shall now briefly recall the main features of the proposed HSG scattering matrix in
a form most suitable for our discussion. Labeling the solitons by two quantum numbers,
we take the two-particle scattering matrix between soliton (a, i) and soliton (b, j ), with
1 6 a, b 6 k 1 and 1 6 i, j 6 `, as a function of the rapidity difference to be of the
ij
general form Sab ( ). The particular structure of the conjectured HSG S-matrix makes it
suggestive to refer to the lower indices as main quantum numbers and to the upper ones as
colour. In [6] it was proposed to describe the scattering of solitons which possess the same
colour by the S-matrix of the Zk -Ising model or equivalently the minimal su(k)-ATFT [22]
ii
( ) = (a
Sab
+ b) (|a b|)
Z
= exp
min(a,b)1
Y
(a + b 2n)2
(4)
n=1

1
t
t
dt
2 cosh
2 cosh
I
eit .
t
k
k
ab
(5)
1
x
Here we have introduced the abbreviation (x) = sinh 12 ( + i x
k )/ sinh 2 ( i k ) for
the general building blocks and denote the incidence matrix of the su(k)-Dynkin diagram
by I . We rewrote the above S-matrix from the block form (4) into a form of an integral
representation (5), since the latter is more convenient with respect to the TBA analysis. This
calculation may be performed by specializing an analysis in [27,28] to the particular case
at hand. The scattering of solitons with different colour quantum numbers was proposed to
be described by
ij
Sab ( ) = (ij )ab
min(a,b)1
Y
ij
n=0
= (ij )
Kij 6= 0, 2

1
t
dt
2 cosh
I
eit (+ij ) ,
t
k
ab
ab

|a b| 1 2n + ,
exp
Kij 6= 0, 2,
539
(6)
(7)
with K g denoting the Cartan matrix of the simply laced Lie algebra g. Here the ij = ji
are arbitrary kth roots of 1 taken to the power a times b and the shifts in the rapidity
variables are functions of the vector couplings ij , which are antisymmetric in the colour
ij
values ij = j i . Due to the fact that these shifts are real, the function Sab ( ) for i 6=
j will have poles beyond the imaginary axis such that the parameters j i characterize
resonance poles. An important feature is that (6) is not parity invariant, where parity is
broken by the phase factors as well as the shifts . As a consequence, the usual relations
ii
ii
ii
( ) = Sba
( ) = Sab
( )
Sab
ii
ii
and Sab
( )Sab
( ) = 1
(8)
satisfied by the parity invariant objects (4), are replaced by

Sab ( ) = Sba ( )
ij
ji
ij
ji
and Sab ( )Sba ( ) = 1
(9)
for the scattering between solitons with different colour values. Important to note is that
the first equality in (8) has no analogue in (9). Thus, instead of being real analytic, as
ij
ii
( ), the parity violation forces Hermitian analyticity of Sab ( ) for i 6= j . Antiparticles
Sab
are constructed in analogy to the ATFT, that is from the automorphism which leaves the
su(k)-Dynkin diagram invariant, such that (a, i) = (k a, i). The colour of a particle and
its antiparticle is identical. The crossing relation of the S-matrix then reads
ij
ij
ji
Sab
( ) = S(ka)b ( ) = Sba (i ).
(10)
For a general and more detailed discussion of these analyticity issues see [2931] and
references therein.
Analyzing the above S-matrix we have the following picture concerning the formation
of bound states: Two solitons with the same colour value may form a bound state of the
same colour, whilst solitons of different colour with Kij 6= 0, 2, say (a, i) and (b, j ), may
whose lifetime and energy scale are characterized
only form an unstable state, say (c,
k)
by the parameter by means of the BreitWigner formula, see, e.g., [32,33], in the form
2
Mck
2
1 k 2
j 2
j
c = Mai + Mb + 2Mai Mb cosh cos
4
(11)
Mck ck = 2Mai Mb sinh | | sin ,
(12)
ij
where the resonance pole in Sab ( ) is situated at R = i and ck denotes the decay
width of the unstable particle with mass Mck . In the case a = b these unstable states can
be identified with solitons in the semiclassical limit [6,45]. When becomes zero, (12)
shows that the unstable particles become stable, but are still not at the same footing as the
other asymptotically stable particles. They become virtual states characterized by poles on
the imaginary axis beyond the physical sheet.
540
How many free parameters do we have in our model? Computing mass shifts from
renormalization, we only accumulate contributions from intermediate states having the
same colour as the two scattering solitons. Thus, making use of the well known fact that
the masses of the minimal su(k)-affine Toda theory all renormalize with an overall factor
[34,35], i.e., for the solitons (a, i) we have that Mai /Mai equals a constant for fixed colour
value i and all possible values of the main quantum number a, we acquire in principle `
different mass scales m1 , . . . , m` in the HSG-model. In addition there are `1 independent
parameters in the model in form of the possible phase shifts ij = j i for each i, j such
g
that Kij 6= 0, 2. This means overall we have 2` 1 independent parameters in the quantum
theory. There is a precise correspondence to the free parameters which one obtains from
the classical point of view. In the latter case we have the 2` independent components of
at our free disposal. This number is reduced by 1 as a result of the symmetry + c+
and c1 which introduces an additional dependence as may be seen from the
explicit expressions for the classical mass ratios and the classical resonance shifts
s
s
(i + )(j )
Mai
(i + )(i )
mi
,
ij = ln
.
(13)
= j =
mj
(j )(j + )
(i )(j + )
Ma
Here the i are simple roots.
In comparison with other factorizable scattering matrices involving resonance shifts,
studied in the literature so far, the proposed HSG scattering matrices differ in two aspects.
First of all, they are not parity invariant and second they allow to associate a concrete
Lagrangian description. The latter fact can be used to support the picture outlined for the
full quantum field theory by a semiclassical analysis. In [45] the semiclassical mass for the
soliton (a, i) was found to be
mi
a
,
(14)
sin
Mai =
2
k
where is a coupling constant and the mi are the ` different mass scales.
3. TBA with parity violation and resonances

In this section we are going to determine the conformal field theory which governs the
UV regime of the quantum field theory associated with the S-matrix elements (4) and
(6). According to the defining relation (1) and the discussion of the previous section, we
expect to recover the WZNW-coset theory with effective central charge (2) in the extreme
ultraviolet limit. It is a well established fact that such high energy limits can be performed
by means of the TBA. Since up to now such an analysis has only been carried out for parity
invariant S-matrices, a few comments are due to implement parity violation. The starting
point in the derivation of the key equations are the Bethe ansatz equations, which are the
outcome of dragging one soliton, say of type A = (a, i), along the world line. For the time
being we do not need the distinction between the two quantum numbers. On this trip the
formal wave-function of A picks up the corresponding S-matrix element as a phase factor
when meeting another soliton. Due to the parity violation it matters, whether the soliton is
541
moved clockwise or counter-clockwise along the world line, such that we end up with two
different sets of Bethe ansatz equations
Y
SAB (A B ) = 1,
eiLMA sinh A
B6=A
eiLMA sinh A
SBA (B A ) = 1,
(15)
B6=A
with L denoting the length of the compactified space direction. These two sets of equations
are of course not entirely independent and may be obtained from each other by complex
conjugation with the help of relation (9). We may carry out the thermodynamic limit of
(15) in the usual fashion [2] and obtain the following sets of non-linear integral equations
X
AB L+
(16)
A+ ( ) +
B ( ) = r MA cosh
B
A ( ) +
BA L
B ( ) = r MA cosh .
(17)
As usual we let the symbol denote the rapidity convolution of two functions defined by
Z
d 0
f ( 0 )g( 0 ).
f g( ) :=
2
Here r = m1 T 1 is the inverse temperature times the overall mass scale m1 of the lightest
particle and we also redefined the masses by Mai Mai /m1 keeping, however, the same
notation. As very common in these considerations we also introduced the so-called pseudo
A
() ). The kernels
energies A+ ( ) = A ( ) and the related functions L
A ( ) = ln(1 + e
in the integrals carry the information of the dynamical interaction of the system and are
given by
d
ln SAB ( ).
(18)
d
The statistical interaction is chosen to be of fermionic type. Notice that (17) may be
obtained from (16) simply by the parity transformation and the first equality in
(18). The main difference of these equations in comparison with the parity invariant case is
that we have lost the usual symmetry of the pseudo-energies as a function of the rapidities,
such that we have now in general A+ ( ) 6= A ( ). This symmetry may be recovered by
restoring parity.
The scaling function, which can also be interpreted as off-critical Casimir energy, may
be computed similar as in the usual way
AB ( ) = BA ( ) = i
Z

3r X
+
MA d cosh L
c(r) = 2
A ( ) + LA ( ) ,
(19)
once the equations (16) have been solved for the A ( ). Of special interest is the deep
UV limit, i.e., r 0, of this function since then its value coincides with the effective
central charge ceff = c 12(0 + 0 ) of the conformal model governing the high energy
542
behaviour. Here c is the Virasoro central charge and 0 , 0 are the lowest conformal
dimensions related to the two chiral sectors of the model. Since the WZNW-coset is unitary,
we expect that 0 , 0 = 0 and ceff = c. This assumption will turn out to be consistent with
the analytical and numerical results.
3.1. Ultraviolet central charge for the HSG model
In this section we follow the usual argumentation of the TBA-analysis which leads to the
effective central charge, paying, however, attention to the parity violation. We will recover
indeed the value in (2) as the central charge of the HSG-models. First of all we take the
limits r, 0 of (16) and (17). When we assume that the kernels AB ( ) are strongly
peaked 6 at = 0 and develop the characteristic plateaus one observes for the scaling
models, we can take out the L-functions from the integral in the equations (16), (17) and
obtain similar to the usual situation
Z
X
1
NAB LB (0) = 0 with NAB =

d AB ( ).
(20)
A (0) +
2
B
Having the resonance parameter present in our theory we may also encounter a situation
in which AB ( ) is peaked at = . This means in order for (20) to be valid, we have
to assume A (0) = A ( ) in the limit r 0 in addition to accommodate that situation.
For the last assumption we will not provide a rigorous analytical argument, but will justify
it instead for particular cases from the numerical results (see, e.g., Fig. 1). Note that in (20)
we have recovered the parity invariance.
For small values of r we may approximate, in analogy to the parity invariant situation,
rM A cosh by (r/2)MA exp , such that taking the derivative of the relations (16) and (17)
thereafter yields
Z
A ( )
1 X
AB ( 0 ) dB ( 0 ) r
+
d 0
' MA exp .
d
2
2
1 + exp(B ( 0 )) d 0
B
(21)
The scaling function acquires the form

Z

3r X
+
M
d exp L
for r ' 0
c(r) '
A
A ( ) + LA ( )
2
2
(22)
in this approximation. Replacing in (22) the term (r/2)MA exp by the l.h.s. of (21) a few
manipulations lead to
6 That this assumption holds for the case at hand is most easily seen by noting that the logarithmic derivative
of a basic building block (x) of the S-matrix reads

X
sin( k x)
d
sin
ln(x) =
=
2
x en| | .
d
cosh cos( k x)
k
n=1
From this we can read off directly the decay properties.

p
3
lim c(r) '
r0
2 2
A ()
X X Z
p=+, A
p
dA

p
ln 1 + exp(A ) +
p
A (0)
543
A
1 + exp(A )

.
(23)
Upon the substitution yA = 1/(1 + exp(A )) we obtain the well known expression for the
effective central charge

6 X
1
.
(24)
L
ceff = 2
1 + exp(A (0))
A
Here we used the integral representation for Rogers dilogarithm function
1
L(x) =
2
Zx
0

dy ln

1y
y
ln
,
y 1
y
and the facts that A+ (0) = A (0), yA+ () = yA () = 0. This means we end up precisely
with the same situation as in the parity invariant case: Determining at first the phases of
the scattering matrices we have to solve the constant TBA-equation (20) and may compute
the effective central charge in terms of Rogers dilogarithm thereafter. Notice that in the
ultraviolet limit we have recovered the parity invariance and (24) holds for all finite values
of the resonance parameter.
For the case at hand we read off from the integral representation of the scattering
matrices
1
ij
g
(25)
Nab = ij ab Kij K su(k) ab .
ij
With Nab in the form (25) and the identifications

Qia =
k1
Y
K 1

1 + exp bi (0) ab
b=1
the constant TBA-equations are precisely the equations which occurred before in the
context of the restricted solid-on-solid models [3640]. It was noted in there that (20) may
be solved elegantly in terms of Weyl-characters and the reported effective central charge
coincides indeed with the one for the HSG-models (2).
It should be noted that we understand the N -matrix here as defined in (20) and not as the
difference between the phases of the S-matrix. In the latter case we encounter contributions
from the non-trivial constant phase factors . Also in that case we may arrive at the same
answer by compensating them with a choice of a non-standard statistical interaction as
outlined in [43].
We would like to close this section with a comment which links our analysis to structures
which may be observed directly inside the conformal field theory. When one carries out a
saddle point analysis, see, e.g., [41,42], on a Virasoro character of the general form
1
E
m
E t +m
E BE
X
q 2 m(1N)
,
(q) =
(q)1 (q)(k1)`
m=0
E
(26)
544
Q
k
with (q)m = m
k=1 (1 q ), one recovers the set of coupled equations as (20) and the
corresponding effective central charge is expressible as a sum of Rogers dilogarithms as
(24). Note that when we choose g A1 the HSG-model reduces to the minimal ATFT and
(26) reduces to the character formulae in [44]. Thus the equations (20) and (24) constitute
an interface between massive and massless theories, since they may be obtained on one
hand in the ultraviolet limit from a massive model and on the other hand from a limit inside
the conformal field theory. This means we can guess a new form of the coset character, by
substituting (25) into (26). However, since the specific form of the vector BE does not enter
in this analysis (it distinguishes the different highest weight representations) more work
needs to be done in order to make this more than a mere conjecture. We leave this for
future investigations.
4. The SU(3)k -HSG model

We shall now focus our discussion on G = SU(3)k . First of all we need to establish how
many free parameters we have at our disposal in this case. According to the discussion in
Section 2 we can tune the resonance parameter and the mass ratio
:= 21 = 12
and m1 /m2 .
(27)
It will also be useful to exploit a symmetry present in the TBA-equations related to

SU(3)k by noting that the parity transformed equations (17) turn into the equations (16)
when we exchange the masses of the different types of solitons. This means the system
remains invariant under the simultaneous transformations
m2
m1
.
(28)
and
m2
m1
For the special case m1 /m2 = 1 we deduce therefore that a(1)( ) = a(2) ( ), meaning that
a parity transformation then amounts to an interchange of the colours. Furthermore, we see
from (17) and the defining relation = 21 = 12 that changing the sign of the rapidity
variable is equivalent to . Therefore, we can restrict ourselves to the choice > 0
without loss of generality.
4.1. Staircase behaviour of the scaling function
We will now come to the evaluation of the scaling function (19) for finite and small
scale parameter r. To do this we have to solve first the TBA equations (16) for the pseudoenergies, which up to now has not been achieved analytically for systems with a non-trivial
dynamical interaction due to the non-linear nature of the integral equations. Nonetheless,
numerically this problem can be controlled relatively well. In the UV regime for r 1
one is in a better position and can set up approximate TBA equations involving formally
massless particles 7 for which various approximation schemes have been developed which
7 The concept of massless scattering has been introduced originally in [26] as follows: The on-shell energy of a
right and left moving particle is given by E = M/(2 e ) which is formally obtained from the on-shell energy
545
depend on the general form of the L-functions. Since the latter is not known a priori,
one may justify ones assumptions in retrospect by referring to the numerics. In Section 5
we present numerical solutions for the equations (16) for various levels k showing that
the L-functions develop at most two (three if m1 and m2 are very different) plateaus in
the range ln 2r < < ln 2r and then fall off rapidly (see Fig. 1). This type of behaviour is
similar to the one known from minimal ATFT [2,57], and we can therefore adopt various
arguments presented in that context. The main difficulty we have to deal with here is to find
the appropriate massless TBA equations accommodating the dependence of the TBA
equations on the resonance shifts .
We start by separating the kernel (18) into two parts
Z h
1 i it
ii
t
I
,
(29)
e
2
cosh
ab ( ) = ab ( ) = dt ab 2 cosh t
k
k
ab
Z
1 it
ij
, i 6= j.
(30)
ab ( ) = ab ( + j i ) = dt 2 cosh t
k I ab e
Here ab ( ) is just the TBA kernel of the su(k)-minimal ATFT and in the remaining
kernels ab ( ) we have removed the resonance shift. Note that , do not depend on the
colour values i, j and may therefore be dropped all together in the notation. The integral
representations for these kernels are obtained easily from the expressions (5) and (7). They
are generically valid for all values of the level k. The convolution term in (16) in terms of
, is then rewritten as
k1
` X
X
ij
ab
j
Lb ( ) =
j =1 b=1
k1
X
ab Lib ( ) +
k1
` X
X
ab Lb ( j i ).
(31)
j =1 b=1
j 6=i
b=1
These equations illustrate that whenever we are in a regime in which the second term in
(31) is negligible we are left with ` non-interacting copies of the su(k)-minimal ATFT.
We will now specialize the discussion on the su(3)k -case for which we can eliminate the
dependence on in the second convolution term by performing the shifts /2
in the TBA equations. In the UV limit r 0 with 1 the shifted functions can be
approximated by the solutions of the following sets of integral equations
a ( ) +
k1
X
ab L
b ( ) +
b=1
k1
X
0
ab L
b ( ) = r Ma e ,
(32)
0
ab L
b ( ) = r Ma e ,
(33)
b=1
a ( ) +
k1
X
b=1
where we have introduced the parameter r 0 = r e/2 /2 familiar from the discussion
+/
(1)/(2)
= Ma
. The relationship between the
of massless scattering and the masses Ma
solutions of the massless system (32), (33) and those of the original TBA-equations is
given by
of a massive particle E = m cosh by the replacement /2 and taking the limit m 0, while
keeping the expression M = m e +/2 finite. It is these on-shell energies we will encounter in our analysis.
546

(1)/(2)
a
( ) = +/ ( /2) for
(1)/(2)
( ) = /+ (
a
/2) for
ln(r/2) ln(r/2) + ,

min ln(2/r), ln(r/2) + ,
(34)
(35)
where we have assumed m1 = m2 . Similar equations may be written down for the generic
(1)
case. To derive (35) we have neglected here the convolution terms (ab Lb )( + )
(2)
(2)
(1)
and (ab Lb )( ) which appear in the TBA-equations for a ( ) and a ( ),
respectively. This is justified by the following argument: For | | ln(2/r) the free on-shell
energy term is dominant in the TBA equations, i.e., ai ( ) rMia cosh and the functions
Lia ( ) are almost zero. The kernels ab are centered in a region around the origin = 0
outside of which they exponentially decrease, see footnote in Section 3.1 for this. This
means that the convolution terms in question can be neglected safely if ln(r/2) +
and ln(2/r) , respectively. Note that the massless system provides a solution for
the whole range of for non-vanishing L-function only if the ranges of validity in (34)
and (35) overlap, i.e., if ln(r/2) min[ln(2/r), ln(r/2) + ], which is always true in the
limit r 0 when 0. The solution is uniquely defined in the overlapping region. These
observations are confirmed by our numerical analysis below.
The resulting equations (33) are therefore decoupled and we can determine L + and L
individually. In contrast, the equations (32) for L
a are still coupled to each other due to the
presence of the resonance shift. Formally, the on-shell energies for massive particles have
been replaced by on-shell energies for massless particles in the sense of [26], such that if
we interpret r 0 as an independent new scale parameter the sets of equations (32) and (33)
could be identified as massless TBA systems in their own right.
Introducing then the scaling function associated with the system (32) as
k1 Z

3 r0 X
0

(36)
d Ma+ e L+
co (r ) = 2
a ( ) + Ma e La ( )
a=1
and analogously the scaling function associated with (33) as

k1 Z

3 r0 X

d Ma+ e L +
co (r 0 ) = 2
a ( ) + Ma e La ( )
(37)
a=1
we can express the scaling function (19) of the HSG model in the regime r 0, 1
approximately by
c(r, ) =
Z
k1

3 re/2 X X i
M
d e Lia ( /2) + e Lia ( + /2)
a
2
2
i=1,2 a=1
co (r 0 ) + co (r 0 ).
(38)
Thus, we have formally decomposed the massive SU(3)k -HSG model in the UV regime
into two massless TBA systems (32) and (33), reducing therefore the problem of
calculating the scaling function of the HSG model in the UV limit r 0 to the problem of
evaluating the scaling functions (36) and (37) for the scale parameter r 0 . The latter depends
on the relative size of ln(2/r) and the resonance shift /2. Keeping now 0 fixed, and
letting r vary from finite values to the deep UV regime, i.e., r = 0, the scale parameter r 0
547
governing the massless TBA systems will pass different regions. For the regime ln(2/r) <
/2 we see that the scaling functions (36) and (37) are evaluated at r 0 > 1, whereas for
ln(2/r) > /2 they are taken at r 0 < 1. Thus, when performing the UV limit of the HSG
model the massless TBA systems pass formally from the infrared to the ultraviolet
regime with respect to the parameter r 0 . We emphasize that the scaling parameter r 0 has
only a formal meaning and that the physical relevant limit we consider is still the UV
limit r 0 of the HSG model. However, proceeding this way has the advantage that we
can treat the scaling function of the HSG model by the UV and IR central charges of the
systems (32) and (33) as functions of r 0

0 ln(2/r) /2,
c + cIR ,
0
0
(39)
c(r, ) co (r ) + co (r ) IR
cUV + cUV , /2 ln(2/r).
Here we defined the quantities cIR := limr 0 co (r 0 ), cUV := limr 0 0 co (r 0 ) and cIR , cUV
analogously in terms of co (r 0 ).
In the case of cIR + cIR 6= cUV + cUV , we infer from (39) that the scaling function
develops at least two plateaus at different heights. A similar phenomenon was previously
observed for theories discussed in [23], where infinitely many plateaus occurred which
prompted to call them staircase models. As a difference, however, the TBA equations
related to these models do not break parity. In the next subsection we determine the central
charges in (39) by means of standard TBA central charge calculation, setting up the socalled constant TBA equations.
4.2. Central charges from constant TBA equations
In this subsection we will perform the limits r 0 0 and r 0 for the massless
systems (32) and (33) referring to them formally as UV- and IR-limit, respectively,
keeping however in mind that both limits are still linked to the UV limit of the HSG model
in the scale parameter r as discussed in the preceding subsection. We commence with the
discussion of the UV limit r 0 0 for the subsystem (32). We then have three different
rapidity regions in which the pseudo-energies are approximately given by
0
for ln r 0 ,
r M
ae ,
P
P
0
0
a ( ) b ab L
b ab Lb ( ), for ln r ln r , (40)
b ( )
P
0
for ln r .
b ab Lb ( ),
We have only kept here the dominant terms up to exponentially small corrections. We
proceed analogously to the discussion as may be found in [2,57]. We see that in the
first region the particles become asymptotically free. For the other two regions the TBA
equations can be solved by assuming the L-functions to be constant. Exploiting once more
that the TBA kernels are centered at the origin and decay exponentially, we can similar
as in Section 3.1 take the L-functions outside of the integrals and end up with the sets of
equations
xa =
k1
Y
b=1
1 + xb
N ab
1 + xb
N 0
ab
for
ln r 0 ln r 0 ,
(41)
548
xa =
k1
Y
(1 + xb )Nab
ln r 0 ,
for
(42)
b=1
for the constants xa = ea (0) and xa = ea () . The N-matrices can be read off directly
from the integral representations (29) and (30)
Z
Z
1
1
1
1
and N 0 :=
(43)
= 1 2 K su(k)
= K su(k) .
N :=
2
2
Since the set of equations (42) has already been stated in the context of minimal ATFT
and its solutions may be found in [57], we only need to investigate the equations (41).
These equations are simplified by the following observation. Sending to the constant
L-functions must obey the same constant TBA equation (41) but with the role of L+
a and
interchanged.
The
difference
in
the
masses
m
,
m
has
no
effect
as
long
as
m
L
1
2
1 m2
a
0
0
since the on-shell energies are negligible in the central region ln r ln r . Thus,
we deduce xa+ = xa =: xa and (41) reduces to
xa =
k1
Y
(1 + xb )Nab
with N = 1 (K su(k) )1 .
(44)
b=1
Remarkably, also these set of equations may be found in the literature in the context of
the restricted solid-on-solid models [37]. Specializing some of the general Weyl-character
formulae in [37] to the su(3)k -case a straightforward calculation leads to
xa =
(a+2)
sin (a+1)
k+3 sin k+3
a
sin k+3
sin (a+3)
k+3
1,
x a =
(a+1)
k+2
(a+2)
a
k+2 sin k+2
sin2
sin
1.
(45)
Having determined the solutions of the constant TBA equations (41) and (44) one can
proceed via the standard TBA calculations along the lines of [2,26,57] and compute the
central charges from (36), (37) and express them in terms of Rogers dilogarithm function

k1
6 X
xa
xa
2L
L
,
(46)
cUV = lim co (r 0 ) = 2
1 + xa
1 + xa
r 0 0
a=1
co (r 0 ) =
cUV = lim
0
r 0

k1
6 X
xa
L
.
1 + xa
2
a=1
Using the non-trivial identities

k1
xa
k1
6 X
,
L
=3
2
1 + xa
k+3
a=1
(47)

k1
6 X
xa
k1
L
=2
2
1 + xa
k+2
(48)
a=1
found in [58] and [36], we finally end up with

cUV =
(k 1)(4k + 6)
(k + 3)(k + 2)
and cUV = 2
k1
.
k+2
(49)
For the reasons mentioned above cUV coincides with the effective central charge obtained
from su(k) minimal ATFT describing parafermions [10] in the conformal limit. Notice that
cUV corresponds to the coset (SU(3)k /U (1)2 )/(SU(2)k /U (1)).
549
The discussion of the infrared limit may be carried out completely analogous to the
one performed for the UV limit. The only difference is that in case of the system (32) the
constant TBA equations (41) drop out because in the central region the free energy terms
becomes dominant when r 0 . Thus in the infrared regime the central charges of both
systems coincide with cUV ,
cIR = lim co (r 0 ) = cIR = lim co (r 0 ) = 2
r 0
r 0
k1
.
k+2
(50)
In summary, collecting the results (49) and (50), we can express equation (39) explicitly in
terms of the level k,
k1
for 1 2/r Mck ,

4
k
k+2
(51)
c r, Mc
k1
6
for Mck 2/r.
k+3
We have replaced the limits in (39) by mass scales in order to exhibit the underlying
physical picture. Here Mck is the smallest mass of an unstable bound state which may
for K g 6= 0, 2. We also used that the
be formed in the process (a, i) + (b, j ) (c,
k)
ij
BreitWigner formula (11) implies that Mck e/2 for large positive .
First one should note that in the deep UV limit we obtain the same effective central
charge as in Section 3.1, albeit in a quite different manner. On the mathematical side
this implies some non-trivial identities for Rogers dilogarithm and on the physical (51)
exhibits a more detailed behaviour than the analysis in Section 3.1. In the first regime the
lower limit indicates the onset of the lightest stable soliton in the two copies of complex
sine-Gordon model. The unstable particles are on an energy scale much larger than the
temperature of the system. Thus, the dynamical interaction between solitons of different
colours is frozen and we end up with two copies of the SU(2)k /U (1) coset which do
not interact with each other. As soon as the parameter r reaches the energy scale of the
unstable solitons with mass Mck , the solitons of different colours start to interact, being
now enabled to form bound states. This interaction breaks parity and forces the system to
approach the SU(3)k /U (1)2 coset model with central charge given by the formula in (2)
for G = SU(3).
The case when tends to infinity is special and one needs to pay attention to the order
in which the limits are taken, we have
4
k1
k1
= lim lim c(r, ) 6= lim lim c(r, ) = 6
.
r0
k + 2 r0
k+3
(52)
One might enforce an additional step in the scaling function by exploiting the fact that
the mass ratio m1 /m2 is not fixed. So it may be chosen to be very large or very small.
This amounts to decouple the TBA systems for solitons with different colour by shifting
one system to the infrared with respect to the scale parameter r. The plateau then has an
approximate width of ln |m1 /m2 | (see Fig. 2). However, as soon as r becomes small
enough the picture we discussed for m1 m2 is recovered.
550
4.3. Restoring parity and eliminating the resonances

In this subsection we are going to investigate the special limit 0 which is equivalent
to choosing the vector couplings in (1) parallel or antiparallel. For the classical theory
it was pointed out in [7] that only then the equations of motion are parity invariant. Also
the TBA-equations become parity invariant in the absence of the resonance shifts, albeit
the S-matrix still violates it through the phase factors . Since in the UV regime a small
difference in the masses m1 and m2 does not effect the outcome of the analysis, we can
restrict ourselves to the special situation m1 = m2 , in which case we obtain two identical
copies of the system
a ( ) +
k1
X
(ab + ab ) Lb ( ) = rMa cosh .
(53)
b=1
(1)
(2)
(1)
(2)
Then we have a ( ) = a ( ) = a ( ), Ma = Ma = Ma
given by the expression
c(r, = 0) =
Z
k1
6r X
M
d La ( ) cosh .
a
2
and the scaling function is
(54)
a=1
The factor two in comparison with (19) takes the two copies for i = 1, 2 into account. The
discussion of the high-energy limit follows the standard arguments similar to the one of the
preceding subsection and as may be found in [2,57]. Instead of shifting by the resonance
parameter , one now shifts the TBA equations by ln(r/2). The constant TBA equation
which determines the UV central charge then just coincides with (41). We therefore obtain

k1
12 X
xa
k1
.
(55)
L
=6
lim lim c(r, ) = 2
r0 0
1 + xa
k+3
a=1
Thus, again we recover the coset central charge (2) for G = SU(3), but this time without
breaking parity in the TBA equations. This is in agreement with the results of Section 3.1,
which showed that we can obtain this limit for any finite value of .
4.4. Universal TBA equations and Y-systems
Before we turn to the discussion of specific examples for definite values of the level k,
we would like to comment that there exists an alternative formulation of the TBA equations
(16) in terms of a single integral kernel. This variant of the TBA equations is of particular
advantage when one wants to discuss properties of the model and keep the level k generic.
By means of the convolution theorem and the Fourier transforms of the TBA kernels
and , which can be read off directly from (29) and (30), one derives the set of integral
equations
j
ai ( ) + k La ( j i ) =
k1
X
b=1

Iab k bi + Lib ( ).
(56)
551
We recall that I denotes the incidence matrix of su(k) and the kernel k is found to be
k ( ) =
k/2
.
cosh(k/2)
(57)
The on-shell energies have dropped out because of the crucial relation [60]
k1
X
Iab Mbi = 2(cos /k)Mai ,
(58)
b=1
which is a property of the mass spectrum inherited from affine Toda field theory. Even
though the explicit dependence on the scale parameter has been lost, it is recovered from
the asymptotic condition
ai ( ) rMai e .
(59)
The integral kernel present in (56) has now a very simple form and the k dependence is
easily read off.
Closely related to the TBA equations in the form (56) are the following functional
relations also referred to as Y-systems. Using complex continuation (see, e.g., [27] for a
similar computation) and defining the quantity Yai ( ) = exp(ai ( )) the integral equations
are replaced by
Y

k1
I
j
1 + Ybi ( )1 ab .
Yai ( + i/k)Yai ( i/k) = 1 + Ya ( j i )
(60)
b=1
The Y-functions are assumed to be well defined on the whole complex rapidity plane where
they give rise to entire functions. These systems are useful in many aspects, for instance
they may be exploited in order to establish periodicities in the Y-functions, which in turn
can be used to provide approximate analytical solutions of the TBA-equations. The scaling
function can be expanded in integer multiples of the period which is directly linked to the
dimension of the perturbing operator.
i
Noting that the asymptotic behaviour of the Y-functions is lim Yai ( ) erMa cosh ,
we recover for the Y-systems of the su(k)-minimal ATFT derived originally in
[56]. In this case the Y-systems were shown to have a period related to the dimension of
the perturbing operator (see (84)). We found some explicit periods for generic values of
the resonance parameter as we discuss in the next section for some concrete examples.
5. Explicit examples
In this section we support our analytical discussion with some numerical results and in
particular justify various assumptions for which we have no rigorous analytical argument
so far. We numerically iterate the TBA-equations (16) and have to choose specific values
for the level k for this purpose. As we pointed out in the introduction, quantum integrability
has only been established for the choice k > h. Since the perturbation is relevant also for
smaller values of k and in addition the S-matrix makes perfect sense for these values of k,
552
it will be interesting to see whether the TBA-analysis in the case of su(3)k will exhibit any
qualitative differences for k 6 3 and k > 3. From our examples for the values k = 2, 3, 4
the answer to this question is that there is no apparent difference. For all cases we find the
staircase pattern of the scaling function predicted in the preceding section as the values of
and x sweep through the different regimes. Besides presenting numerical plots we also
discuss some peculiarities of the systems at hand. We provide the massless TBA equations
(32) with their UV and IR central charges and state the Y-systems together with their
periodicities. Finally, we also comment on the classical or weak coupling limit k .
5.1. The SU(3)2 -HSG model
This is the simplest model for the su(3)k case, since it contains only the two selfconjugate solitons (1, 1) and (1, 2). The formation of stable particles via fusing is not
possible and the only non-trivial S-matrix elements are those between particles of different
colour
11
22
= S11
= 1,
S11
12
(
S11
21
) = S11
(

1
i
.
+ ) = tanh
2
2
(61)
Here we have chosen 12 = 21 = i. One easily convinces oneself that (61) satisfies
indeed (9) and (10). This scattering matrix may be related to various matrices which
occurred before in the literature. First of all when performing the limit the
scattering involving different colours becomes free and the systems consists of two
free fermions leading to the central charge c = 1. Taking instead the limit 0 the
expressions in (61) coincide precisely with a matrix which describes the scattering of
massless Goldstone fermions (Goldstinos) discussed in [26]. Apart from the factor i,
21 ( )|
the matrix S11
=0 was also proposed to describe the scattering of a massive particle
[6365]. Having only one colour available one is not able to set up the usual crossing
and unitarity equations and in [6365] the authors therefore resorted to the concept of
anticrossing. As our analysis shows this may be consistently overcome by breaking the
parity invariance. The TBA-analysis is summarized as follows
1
6
7
= cUV + cUV =
+ ,
5
10 2
1 1
no unstable particle formation: 2csu(2)2 = 1 = cIR + cIR = + .
2 2
It is interesting to note that the flow from the tricritical Ising to the Ising model which was
investigated in [26], emerges as a subsystem in the HSG-model in the form cUV cIR .
This suggests that we could alternatively also view the HSG-system as consisting out of a
massive and a massless fermion, where the former is described by (36), (32) and the latter
by (37), (33), respectively.
Our numerical investigations of the model match the analytical discussion and justifies
various assumptions in retrospect. Fig. 1 exhibits various plots of the L-functions in the
different regimes. We observe that for ln(2/r) < /2, 6= 0 the solutions are symmetric
unstable particle formation: csu(3)2 =
553
Fig. 1. Numerical solution for L(1) () of the su(3)2 related TBA-equations at different values of the
scale parameter r and fixed resonance shift and mass ratio.
in the rapidity variable, since the contribution of the kernels responsible for parity
violation is negligible. The solution displayed is just the free fermion L-function, Li ( ) =
i
ln(1 + erM cosh ). Approaching more and more the ultraviolet regime, we observe that
the solutions Li cease to be symmetric signaling the violation of parity invariance. The
second plateau is then formed, which will extend beyond = 0 for the deep ultraviolet
(see Fig. 1). The staircase pattern of the scaling function is displayed in Fig. 2 for the
different cases discussed in the previous section. We observe always the value 6/5 in the
deep ultraviolet regime, but depending on the value of the resonance parameter and the
mass ratio it may be reached sooner or later. The plateau at 1 corresponds to the situation
when the unstable particles can not be formed yet and we only have two copies of su(3)2
which do not interact. Choosing the mass ratios in the two copies to be very different, we
can also switch them on individually as the plateau at 1/2 indicates.
The Y-systems (60) for k = 2 read
j
Y1i ( + i/2)Y1i ( i/2) = 1 + Y1 ( j i ),
i, j = 1, 2,
i 6= j.
(62)
For = 0 they coincide with the ones derived in [26] for the massless subsystem.
Shifting the arguments in (62) appropriately, the periodicity

5 i
j
i
+ j i = Y1 ( )
(63)
Y1 +
2
554
Fig. 2. Numerical plots of the scaling function for su(3)k , k = 2, 3, 4 as a function of the variable
log(r/2) at different values of the resonance shift and mass ratio.
is obtained after few manipulations. For a vanishing resonance parameter (63) coincides
with the one obtained in [2,26]. These periods may be exploited in a series expansion of
the scaling function in terms of the conformal dimension of the perturbing operator.
This model consists of two pairs of solitons (1, 1) = (2, 1) and (1, 2) = (2, 2). When
the soliton (1, i) scatters with itself it may form (2, i) for i = 1, 2 as a bound state. The
two-particle S-matrix elements read

(2)
(1)
ii
,
S ( ) =
(1)
(2)

S ij ( ij ) =
ij (1)
ij2 (2)
ij2 (2)
ij (1)
555

.
(64)
Since soliton and antisoliton of the same colour obey the same TBA equations we can
exploit charge conjugation symmetry to identify i ( ) := 1i ( ) = 2i ( ) leading to the
reduced set of equations
i ( ) + Li ( ) Lj ( j i ) = rM i cosh ,
4 3 cosh
.
( ) =
1 + 2 cosh 2
The corresponding scaling function therefore acquires a factor two,
Z
6r X i
M
d cosh Li ( ).
c(r, ) = 2
(65)
(66)
This system exhibits remarkable symmetry properties. We consider first the situation = 0
with m1 = m2 and note that the system becomes free in this case
M (1) = M (2) =: M (1)( ) = (2) ( ) = rM cosh ,
(67)
meaning that the theory falls apart into four free fermions whose central charges add up
to the expected coset central charge of 2. Also for unequal masses m1 6= m2 the system
develops towards the free fermion theory for high energies when the difference becomes
negligible. This is also seen numerically.
For 6= 0 the two copies of the minimal A2 -ATFT or equivalently the scaling Potts
model start to interact. The outcome of the TBA-analysis in that case is summarized as
6 4
+ ,
5 5
8
4 4
no unstable particle formation: 2csu(2)3 = = cIR + cIR = + .
5
5 5
As discussed in the previous case for k = 2 the L-functions develop an additional plateau
after passing the point ln(2/r) = /2. This plateau lies at ln 2 which is the free fermion
value signaling that the system contains a free fermion contribution in the UV limit as
soon as the interaction between the solitons of different colours becomes relevant. Fig. 2
exhibits the same behaviour as the previous case, we clearly observe the plateau at 8/5
corresponding to the two non-interacting copies of the minimal A2 -ATFT. As soon as the
energy scale of the unstable particles is reached the scaling function approaches the correct
value of 2.
The Y-systems (60) for k = 3 read
unstable particle formation: csu(3)3 = 2 = cUV + cUV =
i
i
i
( + i/3)Y1,2
( i/3) = Y1,2
( )
Y1,2
1 + Y1,2 ( + ij )
i
1 + Y1,2
( )
i, j = 1, 2,
i 6= j. (68)
Once again we may derive a periodicity

j
i
( + 2i + j i ) = Y1,2 ( )
Y1,2
by making the suitable shifts in (68) and subsequent iteration.
(69)
556

This model involves 6 solitons, two of which are self-conjugate (2, 1) = (2, 1), (2, 2) =
(2, 2) and two conjugate pairs (1, 1) = (3, 1), (1, 2) = (3, 2). The corresponding twoparticle S-matrix elements are obtained from the general formulae (4) and (6)
(3) (1)
(2)
(2)
(2)2
(3) (1)
(70)
S ii ( ) = (3) (1)
(2)
(3) (1)
(2)
for solitonsoliton scattering with the same colour values and
ij (1)
ij2 (2)
ij3 (3)
S ij ( ij ) = ij2 (2) (3) (1) ij2 (2)
ij3 (3)
ij2 (2)
ij (1)
(71)
for the scattering of solitons of different colours with 12 = ei/4 . In this case the numerics
becomes more involved but for the special case m1 = m2 one can reduce the set of six
(2)
coupled integral equations to only two by exploiting the symmetry L(1)
a ( ) = La ( )
and using charge conjugation symmetry, Li1 ( ) = Li3 ( ). The numerical outcomes, shown
in Fig. 2 again match, with the analytic expectations (51) and yield for ln(2/r) > /2 the
coset central charge of 18/7. In summary we obtain
18
11
= cUV + cUV =
+ 1,
7
7
no unstable particle formation: 2csu(2)4 = 2 = cIR + cIR = 1 + 1,
unstable particle formation: csu(3)4 =
which matches precisely the numerical outcome in Fig. 2, with the same physical
interpretation as already provided in the previous two subsections.
5.4. The semiclassical limit k
As last example we carry out the limit k , which is of special physical interest since
it may be identified with the weak coupling or equivalently the classical limit, as is seen
from the relation h
2 = 1/k + O(1/k 2 ). To illustrate this equivalence we have temporarily
reintroduced Plancks constant. It is clear from the TBA-equations that this limit may not
be taken in a straightforward manner. However, we can take it in two steps, first for the onshell energies and the kernels and finally for the sum over all particle contributions. The
on-shell energies are easily computed by noting that the mass spectrum becomes equally
spaced for k
i
=
Mai = Mka
mi
a
ami ,
sin
k
2
k
a< .
2
(72)
For the TBA-kernels the limit may also be taken easily from their integral representations

su(k) 1
,
ab ( ) 2( ) ab 2 Kab
k
su(k) 1
,
(73)
ab ( ) 2( ) Kab
k
557
when employing the usual integral representation of the delta-function. Inserting these
quantities into the TBA-equations yields
ai ( ) rami cosh
k1
X
ab 2
su(k) 1
Kab
k1

X
su(k) 1 j
i
Lb ( ). (74)
Lb ( )
Kab
b=1
b=1
We now have to solve these equations for the pseudo-energies. In principle we could
proceed in the same way as in the case for finite k by doing the appropriate shifts in
the rapidity. However, we will be content here to discuss the cases 0 and ,
which as follows from our previous discussion correspond to the situation of restored parity
invariance and two non-interacting copies of the minimal ATFT, respectively. The related
constant TBA-equations (42) and (44) become
:
0:
(a + 1)2
1,
k a(a + 2)
(a + 1)(a + 2)
1.
xa
k
a(a + 3)
xa
(75)
The other information we may exploit about the solutions of (74) is that for large rapidities
they tend asymptotically to the free solution, meaning that

(76)
0, : Lia ( ) ln 1 + erami cosh .
We are left with the task to seek functions which interpolate between the properties (75)
and (76). Inspired by the analysis in [62] we take these functions to be

sinh2 ( a+1
i
2 rmi cosh )
,
(77)
: La ( ) = ln
sinh( a2 rmi cosh ) sinh( a+2
2 rmi cosh )

a+2
sinh( a+1
2 rmi cosh ) sinh( 2 rmi cosh )
.
(78)
0: Lia ( ) = ln
sinh( a2 rmi cosh ) sinh( a+3
2 rmi cosh )
The expression (77) coincides with the expressions discussed in the context of the breather
spectrum of the sine-Gordon model [62] and (78) is constructed in analogy. We are now
equipped to compute the scaling function in the limit k
2 Z
k1
X
3r X
Mai Lia ( ).
d cosh
c(r, ) = lim 2
k
i=1
(79)
a=1
Using (72), (77) and (78) the sum over the main quantum number may be computed
directly by expanding the logarithm. We obtain for k
2 Z

6r X
= 2
d mi cosh ln 1 ermi cosh ,
=

c(r)
i=1
(80)
2 Z

6r X
= 2
d mi cosh ln 1 ermi cosh + ln 1 er2mi cosh . (81)
=0

c(r)
i=1
558
Here we have acquired an additional factor of 2, resulting from the identification of

particles and antiparticles which is needed when one linearizes the masses in (72). Taking
now the limit r 0 we obtain
no unstable particle formation: 2 csu(2) = 4,
(82)
unstable particle formation: csu(3) = 6.
(83)
The results (80), (82) and (81), (83) allow a nice physical interpretation. We notice
that for the case we obtain four times the scaling function of a free boson.
This means in the classical limit we obtain twice the contribution of the non-interacting
copies of SU(2) /U (1), whose particle content reduces to two free bosons each of them
contributing 1 to the effective central charge which is in agreement with (2). For the case
0 we obtain the same contribution, but in addition the one from the unstable particles,
which are two free bosons of mass 2mi . This is also in agreement with (2).
Finally it is interesting to observe that when taking the resonance poles to be R =
i/k the semiclassical limit taken in the BreitWigner formula (11) leads to m2 =
k
(mi + mj )2 . On the other hand (81) seems to suggest that mk = 2mi , which implies that the
mass scales should be the same. However, since our analysis is mainly based on exploiting
the asymptotics we have to be cautious about this conclusion.
6. Conclusions
Our main conclusion is that the TBA-analysis indeed confirms the consistency of the
scattering matrix proposed in [6]. In the deep ultraviolet limit we recover the Gk /U (1)` coset central charge for any value of the 2` 1 free parameters entering the S-matrix,
including the choice when the resonance parameters vanish and parity invariance is
restored on the level of the TBA-equations. This is in contrast to the properties of the
S-matrix, which is still not parity invariant due to the occurrence of the phase factors ,
which are required to close the bootstrap equations [6]. However, they do not contribute
to our TBA-analysis, which means that so far we can not make any definite statement
concerning the necessity of the parity breaking, since the same value for the central charge
is recovered irrespective of the value of the s. The underlying physical behaviour is,
however, quite different as our numerical analysis demonstrates. For vanishing resonance
parameter the deep ultraviolet coset central charge is reached straight away, whereas for
non-trivial resonance parameter one passes the different regions in the energy scale. Also
the choice of different mass scales leads to a theory with a different physical content, but
still possessing the same central charge. To settle this issue, it would therefore be highly
desirable to carry out the series expansion of the scaling function in r and determine the
dimension of the perturbing operator. It will be useful for this to know the periodicities
of the Y-functions. We conjecture that they will be

j
(84)
Yai + i(1 )1 + j i = Ya ( ),
559
which is confirmed by our su(N)-examples. For vanishing resonance parameter and the
choice g = su(2), this behaviour coincides with the one obtained in [56]. This means the
form in (84) is of a very universal nature beyond the models discussed here.
We also observe from our su(N)-example that the different regions, i.e., k > h and k 6
h, for which quantum integrability was shown and for which not, respectively, do not show
up in our analysis.
It would be very interesting to extend the case-by-case analysis of Section 5 to other
algebras. The first challenge in these cases is to incorporate the different resonance
parameters.
Acknowledgments
A.F. and C.K. are grateful to the Deutsche Forschungsgemeinschaft (Sfb288) for
financial support and would also like to thank the Departamento de Fsica de Partculas,
Universidad de Santiago de Compostela for kind hospitality. O.A.C. and J.L.M. thank
CICYT (AEN99-0589), DGICYT (PB96-0960), and the EC Commission (TMR grant
FMRX-CT96-0012) for partial financial support. We are grateful to J. Snchez Guilln
for useful discussions and A. Kuniba for providing informations concerning one of his
preprints.
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The exact solution of the SU(3) Hubbard model

Boyu Hou a, , Dantao Peng a,1 , Ruihong Yue a,b,c,2
a Institute of Modern Physics, P.O. Box 105, Northwest University, Xian 710069, PR China
b Institute of Theoretical Physics, Academica Science, Beijing 100080, PR China
c CCAST (World Laboratory), P.O. Box 8730, Beijing 100080, PR China
Received 13 October 1999; revised 17 January 2000; accepted 9 February 2000
Abstract
The Bethe ansatz equations of the 1-D SU(3) Hubbard model are systematically derived by
diagonalizing the inhomogeneous transfer matrix of the XXX model. We first derive the scattering
matrix of the SU(3) Hubbard model through the coordinate Bethe ansatz method. Then, with the
help of the quantum inverse scattering method we solve the nested transfer matrix and give the
eigenvalues, the eigenvectors and the Bethe ansatz equations. Finally, we obtain the exactly analytic
solution for the ground state. 2000 Elsevier Science B.V. All rights reserved.
PACS: 05.20.-y; 05.50.+q; 04.20.Jb; 03.65.Fd
Keywords: Coordinate Bethe ansatz; Lattice models
1. Introduction
Strongly correlated electron systems have been an important research subject in
condensed matter physics and mathematical physics. One of significant models is the
1-D Hubbard model for which the exact solution was first given by Lieb and Wu [1].
Based on the Bethe ansatz equations (LiebWus equations), the excited spectrum (spin
excitation and charge excitation) was discussed in Refs. [26]. The magnetic properties
of the 1-D Hubbard model at zero temperature were investigated in Refs. [79], and
the thermodynamics of the model was studied in Refs. [1012] with the help of string
hypothesis. The critical exponents of the system was found in Refs. [13,14]. All physical
properties can be discussed in the framework of Bethe ansatz equations. Although there
are lots of works on the Hubbard model, the integrability was shown until 1986 by
Shastry [15], Olmedilla and Wadati [16]. Moreover, the eigenvalue of the transfer matrix
byhou@phy.nwu.edu.cn
1 dtpeng@phy.nwu.edu.cn
2 yue@phy.nwu.edu.cn
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 0 9 4 - 8
562
B. Hou et al. / Nuclear Physics B 575 [FS] (2000) 561578
related to the Hubbard model was suggested in Ref. [15] and proved through different
method in Ref. [17,18]. Besides, the integrability and the exact solution of the 1-D Hubbard
model with open boundary condition have been investigated by several authors [1921].
Recently, based on the Lie algebra knowledge, Maassarani and Mathieu constructed
the Hamiltonian of the SU(n) XX model and shown its integrability [22]. Considering
two coupled SU(n) XX models, Maassarani succeeded in generalizing Shastrys method
to construct the SU(n) Hubbard model [23]. Furthermore, he found the related R-matrix
which ensures the integrability of the one-dimensional SU(n) Hubbard model [24]. (It was
also proved by Martins for n = 3, 4 [25], and by Yue and Sasaki [26] for general n in
terms of Lax-pair formalism.) However, the eigenvalue and the eigenvectors of the SU(n)
Hubbard model have not been given yet.
In this paper, we first apply the coordinate Bethe ansatz method to construct the wave
function and the scattering matrix of the SU(3) Hubbard model in Section 2, then with the
help of the YangBaxter relation we list the algebra consisting the elements of the transfer
matrix in Section 3, which is the key relations for finding the solution of the nested transfer
matrix. In Section 4 we use the algebraic Bethe ansatz method to obtain the eigenvalue and
the Bethe ansatz equations of the model. Then the exact solution of the SU(3) Hubbard
model was given out. Under the thermodynamical limit, the explicitly analytic form of the
ground state energy is given in Section 5. In Section 6, we make some conclusions and list
some questions to be considered.
2. The coordinate Bethe ansatz

The Hamiltonian of the SU(n) Hubbard model is
H=
n1
L X
X
n n
n n
n n
n n
E,k+1 + E,k
E,k+1 + E,k
E,k+1 + E,k
E,k+1
E,k
k=1 =1
L
U n2 X
C,k C,k ,
4
(1)
k=1
where U is the Coulumb coupling constant, and Ea,k (a = , ) is a matrix with zeros
everywhere except for an one at the intersection of row and column :
.
(E )lm = l m
(2)
The subscripts a and k stand for two different E operators at site k (k = 1, . . . , L). The
P
n n diagonal matrix C is defined by C = <n E E nn . We have also assumed the
periodic boundary condition Ek+L = Ek .

It was shown that the Hamiltonian (1) has a (su(n 1) u(1)) (su(n 1) u(1))
symmetry. The generators are
Ja =
n
X
k=1
Ea,k
(3)
563
and
Ka =
L
X
Ca,k ,
, = 1, . . . , n 1,
a = , .
(4)
k=1
It is worthy to point out that the system enjoys the SO(4) symmetry when n = 2 [29]. But
the generator are different from Eq. (3). In this paper, we just limit our attention on the
SU(3) model.
Before proceeding the coordinate Bethe ansatz approach, we first begin by introducing
some notations of our analysis. In SU(3) Hubbard model, there are two types of particle
named and , and each type of particles can occupy one of two possible states. We
denote |0ij the vacuum state of the j th site, |1ij and |2ij the two particle states of j th site
respectively. Under the appropriate basis

1
0
0
|2ij = 1 ,
|0ij = |3ij = 0 ,
(5)
|1ij = 0 ,
0 j
0 j
1 j
we can prove that Ej3 and Ej3 act as a creating and a destroying operators of |ij state
particle, respectively.
In the coordinate Bethe ansatz method, the eigenstates of the Hamiltonian can be
assumed as
L
X
|N0 i =
1 2 N
x1 ,x2 ,...,xN0 =1
N 3
f1 2 N00 E11x31 E22x32 EN00xN0 |0i,
here |0i is the vacuum state of the total chain defined by |0i =
1 2 N
f1 2 N00 =
Q1 Q2 QN
P Q AQ1 Q2 QN 0 kP1 , kP2 , . . . , kPN0
P ,Q
xQ1 6 xQ2 6 6 xQN0 exp i
1,
(x1 6 x2 6 6 xN0 ) = 12 ,
0,
QL
j =1 |0ij
and
with
(6)
N0
X
!
k Pj x Q j ,
(7)
j =1
x1 < x2 < < xN0 ,

xi = xj ,
i 6= j,
i, j = 1, 2, . . . , N0 ,
(8)
others.
Here i = 1, 2 (i = 1, 2, . . . , N0 ) stands for the different particle states, xi the position of

the particle, i = , the type of ith particle. The summation P and Q are taken over all
permutations of N0 momenta kj and N0 coordinates xj , respectively. The symbols P and
Q are the parities of two kinds of permutations. Substituting the wave function into the
Schrdinger equation
H |N0 i = E|N0 i,
(9)
564
we can get
..., , ,...
..., , ,...
A...,ii ,jj ,... (. . . , ki , kj , . . .) = Siijj (sin ki , sin kj )A...,jj ,ii ,... (. . . , kj , ki , . . .)
(10)
with Siiij (sin ki , sin kj ) being the two-particle scattering matrix:
Siijj (sin ki , sin kj ) =
sin ki sin kj + i Piijj

sin ki sin kj + i
(11)
where = 9U/2, Piijj is the direct product of two kinds of permutation operators
and permutes the particle styles and particle states simultaneously. The energy of the
Hamiltonian on this state is
E=2
N0
X
i=1
cos ki +
(L 2N0 ).
2
(12)
The detailed calculation for N0 6 2 is given in Appendix A.

It is worthy to point out that the above Bethe ansatz states are not complete. This
can be seen from a simple example: the state |0i and the states without any |3ij are
all the eigenstates of the Hamiltonian (1) with the same eigenvalue E0 = 2 L = 9U
4 L.
The degeneracy is 22L + 1. Similar problem also appeared in SU(2) model. Based on the
generators of SO(4) group, Essler, Korepin and Schoutens have shown the completeness
of the extended Bethe ansatz states in SU(2) model [27]. But it is not clear to us how to
apply such method into the SU(n) Hubbard model.
..., , ,...
For the convenience, we denote by 0 the amplitude A...,jj ,ll,... (. . . , kj , kl , . . .). When
the j th particle moves across the else particle, it gets an S-matrix Sj l (qj ql ). Here qj =
sin kj . The periodic boundary condition leads the following constrains on the amplitude 0
Sjj +1 Sjj +2 Sj N0 Sj 1 Sj 2 Sjj 1 0 = eikj L 0 .
(13)
Eq. (13) is similar with the Yangs eigenvalue problem [28]. Its solution will give out the
Bethe ansatz equations.
3. The fundamental commutation rules

In the above section, we have obtained the scattering matrix. It can be proved that they
satisfy the YangBaxter equation [28]
Sj l (qj , ql )Sj k (qj , qk )Slk (ql , qk ) = Slk (ql , qk )Sj k (qj , qk )Sj l (qj , ql ).
(14)
Define = (Sjj +1 Sjj +2 Sj N0 )1 0 , we can rewrite the eigenvalue problem (13) as

Sj 1 Sj 2 Sj N0 = Xj = (qj ).
(15)
We introduce an auxiliary space and Sj = Sj (q qj ), and define the monodromy

matrix
T (q) = S 1 S 2 S N0 .
(16)
565
Obviously, Sj (qj ) = Pj and

tr T (qj ) = Xj .
(17)
Since S i satisfies the YangBaxter equation, we can easily prove that the monodromy
matrix T (q) also satisfies the YangBaxter relation
S 0 (q, q 0 )Tj (q, qj )T 0 j (q 0 , qj ) = T 0 j (q 0 , qj )Tj (q, qj )S 0 (q, q 0 ).
(18)
From the point of view of a vertex model, we can interpret the matrix Sj as the vertex
operator, the matrix S 0 as the R-matrix. So the R-matrix is an 16 16 matrix
Rj l (qj , ql ) =
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2
0
0
3
0
0
0
0
0
0
0
0
0
0
0
0
0
2
0
0
0
0
0
3
0
0
0
0
0
0
0
0
0
0
2
0
0
0
0
0
0
0
0
3
0
0
0
0
3
0
0
2
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2
0
0
3
0
0
0
0
0
0
0
0
0
0
0
0
0
2
0
0
0
0
0
3
0
0
0
0
3
0
0
0
0
0
2
0
0
0
0
0
0
0
0
0
0
0
0
0
3
0
0
2
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2
0
0
3
0
0
0
0
3
0
0
0
0
0
0
0
0
2
0
0
0
0
0
0
0
0
0
0
3
0
0
0
0
0
2
0
0
0
0
0
0
0
0
0
0
0
0
0
3
0
0
2
0
0
0
0
, (19)
0
0
1
where
1 (qj , ql ) = 1,
3 (qj , ql ) =
2 (qj , ql ) =
qj ql
,
qj ql + i
i
.
qj ql + i
(20)
The vertex operator is

Lj (q qj ) = Sj (q qj )

= 2 (q, qj ) + 3 (q, qj ) 12 1 + z jz + + j + j+

12 1 + z jz + + j + j+ ,
(21)
where j , j are two different kinds of Pauli matrixes on j th space.

In addition to the L-operator and the R-matrix the existence of a local reference state
is another important object in the quantum inverse scattering method. In our case, we can
define the local reference state by

1
1
(1)
= |ij |ij .
|0ij =
0
0
j
The action of L-operator on this state has the following property:
566
|0i(1)
j
|ij
q
|0i(1)
q + i j
0
(1)
Lj (q)|0ij =
0
|ij
|ij
q
(1)
|0i
q + i j
0
(22)
q
(1)
|0i
q + i j
The global reference state |0i(1) is then defined by the tensor product of local reference
Q 0
(1)
(1)
states, i.e., |0i(1) = N
j =1 |0ij . (Here we use the superscript (1) to distinguish |0i
with |0i appeared in the above section.) This state is an eigenstate of the transfer matrix
which is the trace of monodromy matrix (16). In order to construct the other eigenstates, it
is necessary to seek for an appropriate representation of the monodromy matrix. By this we
mean a structure which is able to distinguish creation and annihilation operators as well as
possible hidden symmetries. The property of L-operator suggests the monodromy matrix
to take the following form [17]
B(q) B(q) F (q)

,
(23)
T (q) = C(q) A(q) B (q)
C(q) C (q) D(q) 44
0
where B(q), C (q) and B (q), C(q) are two component vectors with dimensions 1 2 and
2 1 respectively. The operator A(q) is a 2 2 matrix and we shall denote its elements by
Aab (q). The remaining operators B(q), C(q), F (q), D(q) are scalars.
In the framework of the above partition the eigenvalue problem for the transfer matrix
becomes
#
"
2
X
Aaa (q) + D(q) |i = (q)|i,
(24)
B(q) +
a=1
where (q) and |i correspond to the eigenvalue and the eigenvector respectively. From
Eq. (22), we know the action of the monodromy matrix on the reference state:
B(q)|0i(1) = |0i(1),
D(q)|0i(1) = (q)|0i(1) ,
Aab (q)|0i(1) = ab (q)|0i(1),

(1)
C(q)|0i
= 0,
a, b = 1, 2,
(1)
C (q)|0i
= 0,
C(q)|0i(1) = 0,
(25)
where the function (q) is defined by

(q) =
N0
Y
j =1
q qj
.
q qj + i
(26)
The operator B(q) and F (q) play the role of creation operators over the reference state
|0i(1) .
To make further progress we have to recast the YangBaxter algebra in the form of
commutation relations for the creation and annihilation operators. We shall start our
discussion by the commutation rule between the operators B(q) and B(p):

B(q) B(p) = B(p) B(q) r (q, p),
(27)
where r (q, p) is an auxiliary 4 4 matrix given by
1
0
0
0
p) 0
0 a(q,
p) b(q,
r (q, p) =
0 b(q,
p) a(q,
p) 0
0
567
(28)
p) are defined by
and the functions a(q,
p) and b(q,
a(q,
p) =
3 (q, p)
,
1 (q, p)
p) = 2 (q, p) .
b(q,
1 (q, p)
(29)
We can see that this auxiliary matrix r(q, p) is precisely the rational R-matrix of the
isotropic 6-vertex model or the XXX spin chain. It is very easy to see out that
p).
a(q,
p) = 1 b(q,
(30)
To solve the eigenvalue problem (24) we need several other commutation rules,
especially the commutation rules between the diagonal and the creation operators. The
commutation relations between the diagonal and creation operator B(q) are

3 (q, p)
1 (q, p)
B(p) A(q) r (q, p)
B(q) A(p),
2 (q, p)
2 (q, p)
3 (p, q)
1 (p, q)
B(p)B(q)
B(q)B(p),
B(q)B(p) =
2 (p, q)
2 (p, q)
3 (q, p)
3 (q, p)
F (p)C (q)
F (q)C (p).
D(q)B(p) = B(p)D(q) +
2 (q, p)
2 (q, p)
A(q) B(p) =
(31)
(32)
(33)
We also need the following commutation rule

1 (q, p)
3 (q, p)
B(p) C (q) r (q, p)
B(q) C (p). (34)
C (q) B(p) =
2 (q, p)
2 (q, p)
We have set up the basic tools to construct the eigenvectors of the eigenvalue problem
(24). In the next section we will show how this problem can be solved with the help of the
commutations rules (27), (28), (31)(34).
4. The eigenvectors and eigenvalue construction

The purpose of this section is to solve the eigenvalue problem for the transfer matrix. We
shall begin by considering the construction of an ansatz for the corresponding eigenvectors.
4.1. The eigenvalue problem
The eigenvectors of the transfer matrix are in principle built up in terms of a linear
combination of the products of many creation operators acting on the reference state, which
are characterized by a set of rapidities parameterizing the creation operators. First, we
define the eigenvector for an arbitrary N1 -particle state:

N ({pl }) = N (p1 , p2 , . . . , pN ) F |0i(1) ,
(35)
1
1
1
568
where the mathematical structure of the vector N1 (p1 , p2 , . . . , pN1 ) will be described in
terms of the creation operators. We denote the components of vector F by F a1 aN1 which
will be determined later on, where the index ai runs over two possible values ai = 1, 2.
To construct the eigenvectors of the transfer matrix, it is sufficient to look for
combinations between the operators B(q) and F (q). The experience on constructing a
few particle states suggests us the eigenvector of N1 -particle to be
N1 (p1 , . . . , pN1 ) = B(p1 ) N1 1 (p2 , . . . , pN1 ).
(36)
Here we have formally identified 0 with the unity vector. The detailed construction for
less than 3 particles was given in Appendix B. This vector has the following symmetry:
N1 (p1 , . . . , pj 1 , pj , . . . , pN1 )
= N1 (p1 , . . . , pj , pj 1 , . . . , pN1 ) rj 1j (pj 1 , pj ),
(37)
where the subscripts in rj 1j (pj 1 , pj ) emphasize the positions in the N1 -particle space
V1 Vj 1 Vj VN1 on which this matrix acts non-trivially. Here we have
already assumed that the (N1 1)-particle state was already symmetrized.
Applying the diagonal elements of the monodromy matrix (16) on this eigenstate, we
can get
N1

Y

1 (pi , q)
N1 ({pl })
B(q)N1 ({pl }) =
2 (pi , q)
(38)
i=1
N1
X
3 (pi , q)
i=1
2 (pi , q)
N1
Y
k=1, k6=i

D(q)N1 ({pl }) = (q)N1 ({pl }) .
2
X

Aaa (q)N1 ({pl }) = (q)
a=1
N1
Y
i=1
(39)

1 (q, pi ) (1)
(q, {pl })N1 ({pl })
2 (q, pi )
N1
3 (q, pi ) Y
1 (pi , pk ) (1)
(q, {pl })
2 (q, pi )
2 (pi , pk )
i=1
k=1, k6=i
(1)

(40)
N1 1 (q, pi , {pl }) .
N1
X

1 (pk , pi ) (1)
(q, pi ; {pl }) .
2 (pk , pi ) N1 1
(pi )
Here
(1)

N1 1 (q, pi , {pl })
b (pi , {pl }) F |0i(1)
= B(q) N1 1 (p1 , . . . , p i , . . . , pN1 )O
i
(1)
(41)
and
b(1)(pi , {pk }) =
O
i
i1
Y
rk,k+1 (pk , pi ),
k=1
where the symbol p i means that the rapidity pi is absent from the set {p1 , . . . , pN1 }.
(42)
569
The terms proportional to the eigenvector |N1 ({pl })i are denominated the wanted terms
because they contribute directly to the eigenvalue. From Eqs. (38)(42), we can directly get
the eigenvalue of N1 -particle state
(q, {pl }) =
N1
Y
1 (pi , q)
i=1
2 (pi , q)
+ (q) + (q)
N1
Y
1 (q, pi )
i=1
2 (q, pi )
(1) (q, {pl }).
(43)
The remaining ones are called unwanted terms and can be eliminated by imposing further
restrictions on the rapidities pi . These restrictions, known as the Bethe ansatz equations,
are
1
=
(pi )
N1
Y
k=1, k6=i
2 (pk , pi ) (1)
(pi , {pl }),
2 (pi , pk )
i = 1, . . . , n.
(44)
In fact, the undeterminated eigenvalue (1)(q, {pl }) must satisfy the following auxiliary
problem
b1 bN
T (1) (q, {pl })a1 aN11 F b1 bN1 = (1)(q, {pl })F a1 aN1 ,
(45)
where the inhomogeneous transfer matrix T (1) (q, {pl }) is

b1 bN
dN
1 bN1
T (1) (q, {pl })a1 aN11 = rac11db11 (q, p1 )rad21db22 (q, p2 ) raN11c1
(q, pN1 ).
(46)
This result is the direct extensions of that obtained from the two-particle state. The Bethe
ansatz equations and the eigenvalue still depend on this additional auxiliary eigenvalue
problem.
4.2. The eigenvalues and the nested Bethe ansatz
The purpose of this subsection is the diagonalization of the auxiliary transfer matrix
T (1)(q, {pl }). First, we write the transfer matrix T (1)(q, {pl }) as the trace of the following
monodromy matrix:
(1)
(1)
T (1) (q, {pl }) = LA(1) N (q, pN1 )LA(1) N
1 1
(1)
(q, pN1 1 ) LA(1) 1 (q, p1 ),
(47)
(1)
where A(1) is the auxiliary space. The L-operator LA(1) i (q, pi ) is related to the auxiliary
matrix r (q, pi ) by a permutation operator
1
0
0
0
pi ) a(q,
0 b(q,
pi ) 0
(48)
(q,
p
)
=
L(1)
i
(1)
0 a(q,
A i
pi ) 0 .
pi ) b(q,
0
Comparing with 6-vertex model, one can find that this problem is equivalent to the
6-vertex model. So we can take the results of Ref. [17] directly. The eigenvalue of the
auxiliary problem (45) is:
(1) (q, {pl }{sk }) =
N2
Y
k=1 b(sk , q)
N1
Y
l=1
pl )
b(q,
N2
Y
1
b(q, sk )
k=1
(49)
570
and the parameters {sk } satisfy the following restrictions:

N1
Y
k , pl ) =
b(s
N2
Y
k , si )
b(s
,
i , sk )
b(s
k = 1, . . . , N2 .
(50)
i=1,i6=k
l=1
Now we use the auxiliary eigenvalue expression to rewrite our previous results for the
eigenvalues and the Bethe ansatz equations. Substituting the expression (49) in Eqs. (43),
(44) and using the relation (29) we obtain
(q, {pl }, {sk })
=
N1
Y
(pl q + i )
N0
Y
0
Y
(q qj )
(q qj )
+
(q qj + i )
(q pj + i )
(pl q)
j =1
j =1
)
(N
N
N2
1
2
Y
(q pl + i ) Y
(sk q + i ) Y
(q sk + i )
+
.
(q pl )
(sk q)
(q sk )
l=1
l=1
k=1
(51)
k=1
In terms of the above eigenvalue, the periodic boundary condition (13) implies
eikj L = (qj , {pl }, {sk }) =
N1
Y
(sin kj pl i 2 )
.
(sin kj pl + i 2 )
(52)
l=1
The second set of Bethe ansatz equations Eq. (44) for the rapidities pl changes into
N0
N1
N2
Y
(p l sin kj + i 2 ) Y
(p l sk + i 2 )
(pl pi + i ) Y
=
,
)
(pl pi i )
(p l sk i 2 )
i=1, i6=l
j =1 (p l sin kj i 2 ) k=1
l = 1, 2, . . . , M,
(53)
and the third set of Bethe ansatz equations Eq. (50) for the rapidities sk is
N1
Y
(sk p l i 2 )
sk pl + i 2) )
l=1 (
N2
Y
i=1, i6=k
(sk si i )
,
(sk si + i )
k = 1, 2, . . . , N2 .
(54)
Here we have used the shifted parameters pl = pl i 2 and sk = sk i to bring our

equations to more symmetric forms.
5. The ground state

In the proceeding section, we have obtained three sets of Bethe ansatz equations and the
energy spectrum of the SU(3) Hubbard model. In this section, we will use them to analyse
the ground state property of the model.
By taking the logarithm of the Bethe ansatz Eqs. (52)(54), we can get the following
three sets of equations (in this section, we assume U > 0):
kj L = 2Ij + 2
N1
X
l=1
tan

sin kj p l
,
/2
(55)

N1
X
2Jl + 2
tan1
i=1, i6=l
=2
N0
X
tan
j =1
N1
X
tan1
l=1
p l pi
p l sin kj
/2
sk pl
/2

=2
571

+2
N2
X
tan
k=1
N2
X
tan1
i=1, i6=k

p l sk
,
/2
sk si
(56)

+ 2Pk ,
(57)
where Ij , Jl , Pk are integers or half-odd integers. Under the thermodynamic limits the
Bethe ansatz equations for the ground state change into
ZB
2(k) = 1 cos k
B
ZB
2 () +
B
ZQ
=
Q
4 ()
d,
2 + 4(sin k )2
2 (0 )
d0
+ ( 0 )2
4(k)
dk +
2
+ 4( sin k)2
ZE
4 (0 )
d0 ,
2 + 4( 0 )2
ZE
2 () +
E
(58)
2 (0 )
d0 =
2 + ( 0 )2
ZB
4 (0 )
d0 ,
2 + 4( 0 )2
(59)
(60)
where Q,B and E are determined by the conditions

ZQ
(k) dk =
N0
,
L
(61)
() d =
N1
,
L
(62)
(0 ) d0 =
N2
.
L
(63)
ZB
B
ZE
E
The function (k), (), (0 ) are the distribution functions of real parameters kj , pl and
sk respectively. Eqs. (58)(63) have a unique solution which is positive for all allowed Q,
B and E. The Ni /L, (i = 0, 1, 2) is a increasing function of Q, B and E respectively. Thus
the ground state is characterized by Q = , B = E = .
After taking Fourier transforms of the above equations we can obtain the result of the
distribution functions
572
cos k
1
(k) =
2
2
1
() =
2
(0 ) =
1
2
1 + e ||
ei sin k J0 () d,
1 + 2 cosh( ||)
2 cosh( 2 ||)
4 cosh2 ( 2 ||) 1
1
J0 ()ei d,
J0 ()e
4 cosh2 ( 2 ||) 1
i0
d.
(64)
(65)
(66)
From Eqs. (61)(66) we have N0 = L, this means that all lattice site is filled by one
particles, N1 = 23 N0 , and N2 = 13 N0 .
The ground state energy then is given by
Z
(k) cos k dk
E = 2L
Z
= 2L
L
2
1 + e ||
J0 ()J1 () d L,
[1 + 2 cosh( ||)]
2
(67)
where J0 () and J1 () are the zeroth and first Bessel functions respectively.
6. Conclusions
The main purpose of this paper is to investigate the eigenvalue of the SU(3) Hubbard
model. We have succeeded in finding the eigenvalue of the Hamiltonian (1) under n = 3
and arriving at three sets of Bethe ansatz equations. Based on the Bethe ansatz equations,
we have found the explicit expression of the energy and the distribution functions of the
rapidities corresponding to the ground state for positive U . All calculations are based on
the bosonic basis and periodic boundary condition.
In principle, we can consider the same system with twisted boundary condition, similar
as done in SU(2) Hubbard model. The Bethe ansatz equations and energy will pick up an
appropriate factor which related to twisted angles. On the other hand, we can also study this
model based on the fermionic basis, which can be obtained by using the JordanWigner
transformation from bosonic one, but the boundary condition will be changed. Generally,
the bosonic SU(n) model with periodic boundary will correspond to a fermionic one with
twisted boundary and vice versa, the fermionic system in the presence of periodic boundary
corresponds to a twisted bosonic version. This is a direct generalization of discussions
given in Ref. [18]
For the general SU(n) Hubbard model, we can also use the same method given in this
paper. The derived R-matrix in the first coordinate Bethe ansatz step is given by (11),
but the dimension will be (2(n 1))2 (2(n 1))2 , and the related L-operator is a
2(n 1) 2(n 1) matrix. Applying the algebraic Bethe ansatz method, we can reduce
573
them to a (2(n 2))2 (2(n 2))2 R-matrix and a 2(n 2) 2(n 2) L-operator.
Repeating the same procedure (n 2) times, we can get the final results. Therefore, we
have n sets of Bethe ansatz equations. The detail results will be given in other paper [30].
One important question is to study the excitation spectrum and the low temperature
thermodynamics for both positive and negative U . The Bethe ansatz equations given in
present paper will play a key role. As we know, the negative U has a distinguished
properties from the positive U case. The solution structure of Bethe ansatz equations
corresponding to the ground state and excited states for attractive case (U < 0) are different
from those for repulsive case. It is worthy to be studied in future.
In present paper, we have given energy spectrum of the Hamiltonian (1). As a completely
integrable model, it is also important to find the eigenvalue of infinit number of conserved
laws. In Ref. [24], the L-operator and R-matrix were given, therefore, one can define
the transfer matrix as done in usual Hubbard model (SU(2) case). But how to find the
eigenvalue of the transfer matrix is unknown. It may be solved by using the method
proposed in Ref. [17]. We will consider this problem late.
Acknowledgement
This work is supported by the Climbing Project of China. R.Y. is supported by the
National Nature Science Fund of China and the Natural Fund of NWU.
Appendix A
First the one-particle eigenstate can be assumed to be
|1 i =
L
X
f11 (x)E11x3 |0i.
(A.1)
x=1
Applying the Hamiltonian (1) into this ansatz, we can obtain

Ef11 (x) = f11 (x + 1) + f11 (x 1) +
9U
(L 2)f11 (x),
4
1 < x < L.
(A.2)
The solution of above equation is

f11 (x) = A11 eikx ,
(A.3)
with the eigenvalue

E = 2 cos k +
9U
(L 2).
4
(A.4)
The periodic boundary condition governs the momentum to be

kj =
2j
,
L
j = 0, . . . , L 1.
(A.5)
574
For the two-particle state, the eigenstate is assumed as

|2 i =
L
X
x1 ,x2 =1
f1122 (x1 , x2 )E11x31 E22x32 |0i.
(A.6)
From the Schrdinger equation (9) we have

Ef1122 (x1 , x2 ) = f1122 (x1 + 1, x2) + f1122 (x1 1, x2 )
9U
(L 4)f1122 (x1 , x2 ) + f1122 (x1 , x2 + 1)
+
4
+ f1122 (x1 , x2 1), x1 6= x2 ,
Ef1122 (x1 , x1 ) = f1122 (x1 + 1, x1) + f1122 (x1 1, x1 )
9U 1 2
Lf1 2 (x1 , x1 ) + f1122 (x1 , x1 + 1)
+
4
+ f1122 (x1 , x1 1), x1 = x2 .
We assume the wave function f1122 (x1 , x2 ) to be
( 1 2
A1 2 (k1 , k2 )eik1 x1 +ik2 x2 A1122 (k2 , k1 )eik2 x1 +ik1 x2 ,
1 2
f1 2 =
A2211 (k1 , k2 )eik1 x2 +ik2 x1 + A2211 (k2 , k1 )eik2 x2 +ik1 x1 ,
(A.7)
x1 < x2 ,
(A.8)
x1 > x2 .
Substituting the above ansatz into the first equation of (A.7), we can obtain the eigenvalue
of the Hamiltonian (1)
9U
(L 4).
4
Imposing the continuity condition of the wave function
E = 2(cos k1 + cos k2 ) +
lim f1122 (x1 , x2 ) = lim f1122 (x1 , x2 ),
x2 x1+
x2 x1
(A.9)
(A.10)
we have
A1122 (k1 , k2 ) = S1122 (sin k1 , sin k2 )A2211 (k2 , k1 ),
(A.11)
where
S1122 (sin k1 , sin k2 ) =
sin k1 sin k2 + i P1122

sin k1 sin k2 + i
(A.12)
is the scattering matrix of two particles with labels (1 , 1 ) and (2 , 2 ), and = 9U/2,
P1122 is the direct product of two kinds of permutation operators.
Appendix B
Following the procedure of Ref. [17], the one-particle eigenstate is
|1 (p1 )i = B(p1 ) F |0i(1) = Ba (p1 )F a |0i(1) ,
where the repeated index means sum.
(B.1)
575
With the help of commutations (31)(33) and the properties (27), (28), we find that the
one-particle state satisfies the following relations
1 (p1 , q)
3 (p1 , q)
|1 (p1 )i
B(q) F |0i,
2 (p1 , q)
2 (p1 , q)
D(q)|1 (p1 )i = (q)|1 (p1 )i,
B(q)|1 (p1 )i =
2
X
Aaa (q)|1 (p1 )i = (q)
a=1
(B.2)
(B.3)
1 (q, p1 ) a1 b1
r
(q, p1 )Bc1 (p1 )F b1 |0i
2 (q, p1 ) c1 a1
(p1 )
3 (q, p1 )
B(q) F |0i.
2 (q, p1 )
(B.4)
The terms proportional to the eigenvector |1 (p1 )i denominate the eigenvalue

(q, p1 ) =
1 (q, p1 ) (1)
1 (p1 , q)
+ (q) + (q)
(q, p1 ),
2 (p1 , q)
2 (q, p1 )
(B.5)
where (1) (q, p1 ) is defined by the one-particle auxiliary eigenvalue problem

T (1) (q, p1 )ac11ab11 F b1 = rca11ab11 (q, p1 )F b1 = (1) (q, p1 )F c1 .
(B.6)
The remaining ones will be eliminated by imposing the Bethe ansatz equation
(p1 ) = 1.
(B.7)
The two-particle state should be a composition of two single hole excitations and a local
hole pair. The former is made by tensoring two creating operators B(q) while the latter
represented by F (q). Thus, we construct the two-particle vector as:
(0)
2 (p1 , p2 ) = B(p1 ) B(p2 ) + F (p1 )B(p2 )g0 (p1 , p2 ),
(B.8)
where g0(0) (p1 , p2 ) is an arbitrary function to be determined. The vector plays the role of
an exclusion principle, forbidding two same particles at the same site.
Putting the diagonal elements of transfer matrix on this state, we find that the function
(0)
g0 (p1 , p2 ) must be zero such that the two-particle state is the eigenstate of the transfer
matrix. In other words, using the definition (35) we have
|2 (p1 , p2 )i = Bi (p1 )Bj (p2 )F j i |0i(1).
(B.9)
The diagonal operators acting on this state gives the following relations:

B(q)2 (p1 , p2 )
=
2
2
Y
X
1 (pi , q)
3 (pi , q)
2 (p1 , p2 )
2 (pi , q)
2 (pi , q)
i=1
i=1
2
Y

1 (pk , pi ) (1)
1 (q, pi ; {pl }) .
2 (pk , pi )
k=1, k6=i

D(q)2 (p1 , p2 ) = (q)2 (p1 , p2 ) ,
(B.10)
(B.11)
576

2
X

Aaa (q)2 (p1 , p2 )
a=1
= (q)
2
Y
1 (q, pi )
i=1
2
3 (q, pi ) Y 1 (pi , pk ) (1)
(pi , {pl })
2 (q, pi )
2 (pi , pk )
i=1
k=1, k6=i
(1)

1 (q, pi , {pl }) ,
2
X
2 (q, pi )

(1) (q, {pl })2 (p1 , p2 )
(pi )
(B.12)
where we have used the two-particle auxiliary relation

T (1) (q, {pl })ab11 ab22 F a2 a1 = rbc11da11 (q, p1 )rbd21ca12 (q, p2 )F a2 a1
= (1) (q, {pl })F b2 b1 ,
and
(B.13)
(1)

(q, pi , {pl }) = B(q) 1 (pk )O
b(1)(pi , {pk }) F |0i(1) ,
i
k 6= i.
(B.14)
The vanishing of unwanted terms gives us the Bethe ansatz equation

1
=
(pi )
2
Y
k=1, k6=i
2 (pk , pi ) (1)
(pi , {pl }),
2 (pi , pk )
i = 1, 2.
(B.15)
Finally, from Eqs. (B.10)(B.12) we can directly read the eigenvalue of two-particle state
(q, {pl }) =
2
Y
1 (pi , q)
i=1
2 (pi , q)
+ (q) + (q)
2
Y
1 (q, pi )
i=1
2 (q, pi )
(1) (pi , {pl }).
(B.16)
Before constructing the general multi-particle state, let us first analyse the symmetry of
the two-particle state. From the above analysis, it is easy to prove the two-particle vector
satisfying the following exchange property
2 (p1 , p2 ) = 2 (p2 , p1 ) r (p1 , p2 ).
(B.17)
In principle, such symmetrization mechanism can be implemented to any multi-particle

state. This indeed help us to handle the problem of constructing a general multi-particle
state ansatz. We construct the three-particle state as
3 (p1 , p2 , p3 ) = B(p1 ) B(p2 ) B(p3 ),
(B.18)
satisfying
3 (p1 , p2 , p3 ) = 3 (p1 , p3 , p2 ) r2,3 (p2 , p3 ).
(B.19)
We also can rewrite the three-particle state in terms of the following recurrence relation:
3 (p1 , p2 , p3 ) = B(p1 ) 2 (p2 , p3 ).
(B.20)
This expression is rather illuminating, because it suggests that a general N1 -particle state
can be expressed in terms of the (N1 1)-particle state via a recurrence relation. This
577
recursive way not only help us to better simplify the wanted terms but also makes it possible
to gather the unwanted terms in rather closed forms. The action of diagonal operators on
the three-particle state is

B(q)3 (p1 , p2 , p3 )
3
3
3
Y
X
1 (pi , q)
3 (pi , q) Y 1 (pk , pi )
3 (p1 , p2 , p3 )
2 (pi , q)
2 (pi , q)
2 (pk , pi )
i=1
i=1
k=1, k6=i
(1)

2 (q, pi , {pl }) ,

D(q)3 (p1 , p2 , p3 ) = (q)3 (p1 , p2 , p3 ) ,
2
X
(B.21)
(B.22)

Aaa (q)3 (p1 , p2 , p3 )
a=1
= (q)
3
Y
1 (q, pi )
i=1
3

X
3 (q, pi )
(1) (q, {pl })3 (p1 , p2 , p3 )
(pi )
2 (q, pi )
2 (q, pi )
3
Y
k=1, k6=i
i=1
(1)

1 (pi , pk ) (1)
(pi , {pl })2 (q, pi , {pl }) .
2 (pi , pk )
(B.23)
In general, the knowledge of the 2-particle and the 3-particle results suggests the
behaviour of the N1 -particle state. By using the mathematical induction we are able to
determine the general structure for the multi-particle states to be Eq. (35).
References
[1]
[2]
[3]
[4]
[5]
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J. Carmelo, P. Horsch, A.A. Ovchinnikov, Phys. Rev. B 45 (1992) 7899.
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(1988) 57.
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preparation.

The effective potential of N-vector models:

a field-theoretic study to O(3)
Andrea Pelissetto a,1 , Ettore Vicari b,2
a Dipartimento di Fisica dellUniversit di Roma I and I.N.F.N., I-00185 Roma, Italy
b Dipartimento di Fisica dellUniversit di Pisa and I.N.F.N., I-56126 Pisa, Italy
Abstract
We study the effective potential of three-dimensional O(N) models. In statistical physics the
effective potential represents the free-energy density as a function of the order parameter (Helmholtz
free energy), and, therefore, it is related to the equation of state. In particular, we consider its smallfield expansion in the symmetric (high-temperature) phase, whose coefficients are related to the zeromomentum 2j -point renormalized coupling constants g2j . For generic values of N, we calculate
g2j to three loops in the field-theoretic approach based on the -expansion. The estimates of g2j ,
j 1
or equivalently of r2j g2j /g4 , are obtained by a constrained analysis of the series that takes
into account the exact results in one and zero dimensions. 2000 Elsevier Science B.V. All rights
reserved.
PACS: 05.70.Jk; 64.60.Fr; 05.50.+q; 75.10.Hk; 11.10.Kk; 11.15.Tk
Keywords: Field theory; Critical phenomena; O(N ) models; Effective potential; Equation of state; n-Point
renormalized coupling constants; -Expansion
1. Introduction
According to the universality hypothesis, most features of continuous phase transitions
do not depend on the microscopic details of the systems, but only on their global
properties such as the dimensionality and the symmetry of the order parameter (see,
e.g., Ref. [1]). The O(N )-symmetric universality classes describe many three-dimensional
systems characterized by short-range interactions and an N -component order parameter.
We mention the liquid-vapour transition in classical fluids (N = 1), the -transition in
superfluid helium (N = 2), the critical properties of isotropic ferromagnetic materials (N =
3) and of long polymers (N 0). The case N = 4 is relevant for high-energy physics: it
1 E-mail: Andrea.Pelissetto@roma1.infn.it
2 E-mail: vicari@mailbox.difi.unipi.it
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 0 8 5 - 7
580
A. Pelissetto, E. Vicari / Nuclear Physics B 575 [FS] (2000) 579598
should describe the critical behavior of finite-temperature QCD with two flavours at the
chiral-symmetry restoring phase transition [2]. Universality implies that critical exponents,
as well as other universal quantities, are the same for all models belonging to the same
O(N )-symmetric class. Thus, the universal results obtained for a representative of a given
class, such as the O(N )-symmetric 4 Hamiltonian, can be used to predict the critical
behavior of all systems in the same class.
The effective potential (Helmholtz free energy) is related to the (Gibbs) free energy of
the model. Indeed, if Ma ha i is the magnetization and H the magnetic field, one defines
1
(1)
F (M) = MH log Z(H ),
V
where Z(H ) is the partition function (the dependence on the temperature is understood).
The global minimum of the effective potential determines the value of the order parameter
which characterizes the phase of the model. In the high-temperature or symmetric phase
the minimum is unique with M = 0, while in the low-temperature or broken phase F (M)
presents a flat region around the origin [3], i.e., F (M) is constant for |M| 6 M0 , where M0
is the magnetization at the coexistence curve.
In the high-temperature phase the effective potential admits an expansion around M = 0:
X
1
a2j M 2j .
(2)
1F F (M) F (0) =
(2j )!
j =1
The coefficients a2j can be expressed in terms of renormalization-group invariant

quantities. We introduce a renormalized magnetization
(t, H = 0)2 M(t, H )2
,
(3)
(t, H = 0)
where t is the reduced temperature, and are respectively the magnetic susceptibility
and the second-moment correlation length obtained from the two-point function of the
order parameter , i.e.,

a (0)b (x) ab G(x),

R
Z
1 dx x 2 G(x)
R
.
(4)
= dx G(x),
2 =
2d
dx G(x)
Then one may write
X
1
1
g2j 2j .
mdj (d2)
(5)
1F = m2 2 +
2
(2j )!
2 =
j =2
Here m = 1/ , g2j are functions of t only, and d is the space dimension. In field theory
is the expectation value of the zero-momentum renormalized field. For t 0 the quantities
g2j approach universal constants (which we indicate with the same symbol) that represent
the zero-momentum 2j -point renormalized coupling constants. A simpler parametrization
of the small-field expansion of the effective potential can be obtained by performing a
further rescaling
=
m(d2)/2
z,
g4
(6)
581
which allows us to write the free energy as

1F =
md
A(z),
g4
(7)
where
X 1
1
1
r2j z2j ,
A(z) = z2 + z4 +
2
4!
(2j )!
(8)
j =3
and
r2j =
g2j
j 1
g4
j > 3.
(9)
The function A(z) is related to the equation of state. Indeed one can show that z t M,
and that the equation of state can be written in the form
A(z)
.
(10)
z
The small-field expansion of the effective potential provides the starting point for the
determination of approximate representations of the equation of state that are valid in
the whole critical region. This requires an analytic continuation in the complex t-plane
in order to reach the coexistence curve from the symmetric phase [1,4]. This can be
achieved by using parametric representations [57], which implement in a rather simple
way the known analytic properties of the equation of state (Griffiths analyticity). This
idea was successfully applied to the Ising model, for which one can construct a systematic
approximation scheme based on polynomial parametric representations [4] and on a global
stationarity condition [9], leading to an accurate determination of the critical equation of
state and of the universal ratios of amplitudes that can be extracted from it [4,8,9]. In
view of an application of such an approach to O(N ) models 3 with N > 1, we decided to
improve the estimates of the coefficients r2j appearing in Eq. (8). It is worth mentioning
that a better determination of the equation of state, and therefore of the universal ratios
of amplitudes such as the ratio of the specific heat amplitudes A+ /A , is particularly
important in the case N = 2, which describes the -transition in 4 He. A recent Space
Shuttle experiment [10] made a very precise measurement of the heat capacity of liquid
helium to within 2 nK from the -transition, obtaining extremely accurate estimates of the
exponent and of the ratio A+ /A . These results represent a challenge for theorists, who,
until now, have not been able to compute universal quantities at the same level of accuracy
(see, e.g., Refs. [8,1113] for recent theoretical estimates of and A+ /A ).
Several approaches can be employed to investigate the O(N )-vector models, such as
field-theoretical methods starting from the 4 formulation of the theory

Z
1
1
1
(11)
H = dd x (x) (x) + r 2 + g0 ( 2 )2 ,
2
2
4!
H t
3 For N > 1, this approach is more difficult because of the presence of the Goldstone singularity at the
coexistence curve, which must be somehow taken into account by the approximate parametric representations
considered.
582
lattice techniques performing high- and low-temperature expansions, Monte Carlo simulations, etc. In order to study the small-field expansion of the effective potential, we consider
the field-theoretic approach based on the 4 d expansion [14]. We extend the series of
r2j to O(3 ) (corresponding to a three-loop calculation) for generic values of N , and obtain
new estimates from their analysis. Earlier estimates of r2j based on the -expansion [15]
were obtained using O( 2 ) series for generic values of N and O(3 ) series for the Ising
model, which were derived from the scaling equation of state known to O(2 ) for generic
values of N [16] and to O( 3 ) for the Ising model [17,18].
Since the -expansion is asymptotic, one needs to perform a resummation of the series
in order to obtain reliable estimates. This can be efficiently done by exploiting its Borel
summability and the knowledge of the large-order behavior [19]. Moreover, one may
exploit exact results for low-dimensional models and perform constrained analyses of
the -series. The basic assumption is that the zero-momentum 2j -point renormalized
couplings g2j , and therefore the ratios r2j , are analytic and quite smooth in the domain
4 > d > 0 (thus 0 < < 4). This can be verified in the large-N limit [15,20]. One may
then perform a polynomial interpolation among the values of d where the constants r2j are
known, and then analyze the series of the difference. As we shall see, the analysis of the
O( 3 ) series of r2j leads to a substantial improvement of the estimates of the first few r2j
with respect to earlier results obtained from their O(2 ) series [15]. As a by-product of our
analysis we also obtain new estimates for the first few r2j in the two-dimensional O(N )
models.
The zero-momentum four-point coupling g g4 plays an important role in the fieldtheoretic perturbative expansion at fixed dimension [21], which provides an accurate
description of the critical region in the symmetric phase. In this approach, any universal
quantity is obtained from a series in powers of g (g-expansion), which is then resummed
and evaluated at the fixed-point value of g, g (see, e.g., Refs. [1]). Accurate estimates of g
have been obtained by calculating the zero of the CallanSymanzik -function associated
to g (see, e.g., Refs. [1,8,19,2226]). These results have been substantially confirmed
by computations using different approaches, such as -expansion [20], high-temperature
expansion (see, e.g., Refs. [9,27] and references therein), Monte Carlo simulations [28
30], etc. In this paper we reconsider the determination of g from its -expansion. In
Ref. [20] we calculated it to O(4 ), but unfortunately the series published there contains
a numerical mistake. 4 For this reason, we report here the correct series and the results of
the new analysis. We anticipate that the changes with respect to the estimates reported in
Ref. [20] are very small.
The field-theoretic method based on the g-expansion at fixed dimension has been
recently considered in the calculation of the zero-momentum couplings g2j with j > 2:
for the Ising model five-loop series [4,8,32] are available, while for generic values of N ,
g6 and g8 have been determined to four and three loops, respectively [3335]. The effective
potential has also been studied by approximately solving the exact renormalization4 The numerical expressions for the Feynman graphs appearing in Ref. [20] have been checked in Ref. [31] All
numerical estimates are in agreement, except that of the constant H . The correct value is given in Appendix A.
583
group equations, providing some estimates of the coefficients g2j [36]. For the Ising
model accurate estimates have been obtained from the analysis of lattice high-temperature
expansions, see, e.g., Refs. [9,37,38]. For N > 1, which is the case considered in this paper,
only the high-temperature of g6 has been computed [39]: however, the results of its analysis
are rather imprecise.
The paper is organized as follows. In Section 2 we present the O(3 ) series of r2j that we
have calculated. In Section 3 we give the results of the analyses of the series of r2j , which
are then compared with the available estimates obtained in other approaches. The appendix
is dedicated to the calculation of the three-loop integrals involved in the computation of the
zero-momentum n-point irreducible functions.
2. Expansion of r2j to O(3 )
In the framework of the -expansion we have calculated, to three loops, the one-particle
irreducible correlation functions at zero momentum
)
(0, . . . , 0).
2j (2j
1 1 j j
(12)
The number of diagrams one has to evaluate to compute 2j increases with increasing j .
For example, the three-loop one-vertex irreducible diagrams necessary to compute 6 , 8 ,
10 are 16, 36, 64, respectively. In our calculation we employed a symbolic manipulation
package developed in M ATHEMATICA. It generates the diagrams using the algorithm
described in Ref. [40], performs the necessary index contractions to determine the N
dependence of each diagram, and compute the corresponding integral according to the
procedure described in Appendix A.
The coefficients r2j of the expansion of A(z) in powers of z can be written in terms of
2j as
j 2
r2j
g2j
(N + 2)j 2 2j 2
(2j )!
=
.
Q
g j 1 2j 3j 1 j ! j 1 (N + 2i) j 1
i=2
(13)
From the three-loop expansion of 2j , one can derive the series of r2j to O(3 ). In the
following we report the series of the first few r2j , i.e., r6 , r8 and r10 , that we will analyze
in the following section. Writing
X
r2j,i i ,
(14)
r2j =
i=1
we find
5(26 + N)
,
6(8 + N)
98 + 33N + 4N 2 40(8 + 7N + N 2 )
+
,
r6,2 =
(8 + N)3
3(8 + N)3
5(17264 + 9968N + 2574N 2 + 319N 3 + 7N 4 )
r6,3 =
6(8 + N)5
r6,1 =
584
5(2176 172N + 152N 2 + 9N 3 )
20(Q1 + E )(N 1)
+
3(8 + N)4
3(8 + N)2
640(N 1)Q2 20(682 + 49N 2N 2 )(3)
+
+
,
(8 + N)3
(8 + N)4
+
35(80 + N)
,
18(8 + N)
35(31904 + 7610N + 578N 2 + 3N 3 )
(15)
r8,1 =
r8,2 =
r8,3 =
5600(8 + 7N + N 2 )
54(8 + N)3
27(8 + N)3
35(259712 112232N 16204N 2 422N 3 + 13N 4 )
+
18(8 + N)5
35(105472 + 72528N 384N 2 469N 3 )
2800(Q1 + E )(1 N)
81(8 + N)
27(8 + N)2
85120(1 N)Q2 70(29824 3010N + 29N 2 )(3)
+
+
,
9(8 + N)3
9(8 + N)4
4
(16)
35(242 + N)
,
3(8 + N)
35(2083280 + 453428N + 28580N 2 + 63N 3 )
r10,2 =
108(8 + N)3
162400(8 + 7N + N 2 )
+
,
27(8 + N)3
35(157284800 + 62464976N + 8716080N 2 + 388468N 3 110N 4 + 27N 5 )
r10,3 =
108(8 + N)5
140(739808 822816N 35058N 2 + 3359N 3)
+
81(8 + N)4
81200(Q1 + E )(N 1) 1433600(N 1)Q2
+
+
27(8 + N)2
9(8 + N)3
2
140(463924 + 65932N + 1585N )(3)
+
,
(17)
9(8 + N)4
where
r10,1 =
= 1.171953619344729445 . . .,
Q1 = 2.695258053506736953 . . .,
(18)
Q2 = 0.400685634386531428 . . ..
For N = 1 the above expressions reproduce the O(3 ) series that can be derived from
the O( 3 ) equation of state calculated in Refs. [17,18]. We could also have computed the
O(3 ) series of r2j for some additional j > 5. Since, as we shall see, with increasing j ,
longer and longer series are necessary to obtain acceptable three-dimensional estimates
from their analysis, we decided not to go beyond r10 .
585
We now report the series of the fixed-point values of the zero-momentum four-point
coupling g g4 , which corrects that given in Ref. [20], which was plagued by a numerical
mistake in one of the three-loop integrals. In the framework of the -expansion, we found
convenient to consider the rescaled coupling g,
defined by

(N + 8)
1
2 d2 g,
(19)
g
3
2(4)d/2
and expand it in powers of . Due to the O(1 ) factor multiplying g in the definition of g,
the O( 4 ) of g corresponds to the O(3 ) of g . The -expansion of g to O(3 ) is given
by
X
gk k ,
(20)
g () =
k=0
with
g0 = 1,
3(14 + 3N)
,
g1 =
(8 + N)2
1224 + 520N + 58N 2 2N 3 12(22 + 5N) (3) (62 + 13N)
,
g2 =
(8 + N)4
(8 + N)3
3(8 + N)2
341312 + 225312N + 57572N 2 + 5404N 3 99N 4 + 4N 5 (22 + 5N) 4
g3 =
8(8 + N)6
15(8 + N)3
2(3880 772N + 431N 2 + 90N 3 )(3) 40(186 + 55N + 2N 2 )(5)
+
+
(8 + N)5
(8 + N)4
(6500 + 2700N + 327N 2 + 4N 3 ) (Q1 + E )(62 + 13N)
2(8 + N)4
6(8 + N)2
8(62 + 19N)Q2 8H (22 + 5N)
,
(21)
(8 + N)3
(8 + N)3
where
H = 2.155952487340794361 . . . .
(22)
Finally we report the exact results in d = 1 and d = 0 that we will use in our constrained
analyses of the -series. In d = 1 we have [15]
5N(N 1)2 (8N + 7)
,
(N + 1)(N + 4)(4N 1)2
175 35N(N 1)2 (256N 3 + 3037N 2 + 1705N 588)
,
r8 =
3
3(N + 1)(N + 4)(N + 6)(4N 1)3
r6 = 5
r10 = 1225 175N(N 1)2 (N + 1)2 (N + 3)1 (N + 4)2 (N + 6)1 (N + 8)1

(4N 1)4 (149184 886968N 690826N 2 + 4219985N 3
+ 6283975N 4 + 2913758N 5 + 552223N 6 + 44405N 7 + 1664N 8 ),
for N > 1, and
(23)
586
r6 = 5,
175
,
r8 =
3
r10 = 1225,
(24)
for N 6 1. In d = 0 we have
10(N + 8)
,
3(N + 4)
70(N 2 + 14N + 120)
,
r8 =
3(N + 4)(N + 6)
280(10752 + 3136N + 256N 2 + 30N 3 + N 4 )
,
r10 =
(N + 4)2 (N + 6)(N + 8)
r6 =
(25)
for N > 1. It is not clear how to determine the value of r2j for N = 0. Similarly to the
d = 1 case, one may conjecture that their values are independent of N for N 6 1, and
therefore equal to those for N = 1.
3. Analyses of the series

Since the -expansion is asymptotic, it requires a resummation to get estimates for d = 3,
i.e., = 1, which is usually performed assuming its Borel summability. The analysis of the
series in powers of can be performed by using the method proposed in Ref. [19], which
is based on the knowledge of the large-order behaviour of the series. It is indeed known
that the nth coefficient of the series behaves as (a)n (n + b0 + 1) for large n. The
constant a, which characterizes the singularity of the Borel transform, does not depend
on the specific quantity; it is given by [41,42] a = 3/(N + 8). The coefficient b0 depends
instead on the quantity at hand.
Consider a generic quantity R whose -expansion is
X
Rk k .
(26)
R() =
k=0
According to Ref. [19], one generates new series Rp (, b; ) according to

Rp (, b; ) =
p
X
Z
Bk (, b)
k=0
dt t b et
u(t)k
,
[1 u(t)]
(27)
where
1 + ax 1
.
u(x) =
1 + ax + 1
(28)
The coefficients Bk (, b) are determined by the requirement that the expansion in of

Rp (, b; ) coincides with the original series. For each , b and p an estimate of R is
simply given by Rp (, b; = 1).
587
We follow Ref. [20] to derive the estimates and their uncertainty. We determine an
integer value of b, bopt , such that
RK (, bopt ; = 1) RK1 (, bopt ; = 1),
(29)
for < 1, where K is the highest order of the known terms in the series. In a somewhat
arbitrary way we consider as our final estimate the average of RK (, b; = 1) with
1 < 6 1/2 and 2 + bopt 6 b 6 2 + bopt . The error we report is the variance of the
values of RK (, b; = 1) with 1 < 6 1/2 and bbopt /3 1c 6 b 6 d4bopt/3 + 1e.
This procedure was already discussed and tested in Refs. [15,20]. It seems to provide
reasonable estimates and error bars, at least when a sufficiently large number of terms is
known. Nonetheless, the method is ad hoc, and its reliability may depend on the quantity at
hand. It is therefore important to check the accuracy of the error estimates for each quantity
considered, for example by comparing, when it is possible, results obtained from different
series representing the same quantity.
It has been noted that, if one assumes a sufficiently large analytic domain in d for the
quantity at hand, the estimates from its -expansion can be improved using its known value
in lower dimensions [15,20,4347]. One can check explicitly in the large-N limit that the
zero-momentum couplings g2j are analytic for 0 < d < 4. One may then conjecture that
the analytic properties of g2j emerged in the large-N limit are also valid for finite fixed
values of N . This point was already discussed in Refs. [15,20].
Suppose that the values of the generic quantity R are known for a set of dimensions
1 , . . . , k . In this case one may use as zero-order approximation the value for = 1 of the
polynomial interpolation through = 0, 1 , . . . , k and then use the series in to compute
the deviations. More precisely, let us suppose that exact values Rex (1 ), . . . , Rex (k ) are
known for the set of dimensions 1 , . . . , k , k > 2. Then define
"
#
k
k
X
Rex (i ) Y
1
(i j )
,
(30)
Q() =
( i )
j =1,j 6=i
i=1
and
S() = Qk
R()
i=1 ( i )
Q(),
(31)
and finally
k

Y
( i ).
Rimp () = Q() + S()
(32)
i=1
The resummation procedure is applied to S() and the final estimate is obtained by
computing Rimp ( = 1). If the polynomial interpolation in d is a good approximation,
one should find that the -series which gives the deviations has smaller coefficients than
the original one. Consequently one expects that also the errors in the resummation are
reduced. In the cases considered, we find that, as expected, the coefficients of the series
S() decrease in size with k, the number of exact values that are used to constrain the
series.
588
Table 1
Three-dimensional estimates of g from an unconstrained analysis, unc., and constrained analyses
in various dimensions. For the analyses which use the estimates in d = 2 we report two errors: the
first one gives the uncertainty of the resummation of the series, the second one expresses the change
in the estimate when the two-dimensional result varies within one error bar
N
0
1
2
3
4
8
16
24
32
48
unc.
d =1
d = 0, 1
d =2
d = 1, 2
d = 0, 1, 2
1.38(7)
1.40(8)
1.39(7)
1.39(7)
1.37(7)
1.31(5)
1.210(26)
1.160(17)
1.129(14)
1.091(10)
1.42(2)
1.44(3)
1.42(3)
1.40(3)
1.38(3)
1.30(3)
1.203(17)
1.155(12)
1.125(9)
1.089(6)
1.41(3)
1.43(2)
1.41(2)
1.38(2)
1.30(2)
1.200(12)
1.151(9)
1.122(7)
1.087(4)
1.407(18 + 2)
1.424(22 + 0)
1.426(19 + 6)
1.410(19 + 1)
1.384(21 + 5)
1.301(19 + 1)
1.202(12 + 0)
1.152(9 + 0)
1.122(7 + 0)
1.087(4 + 0)
1.396(16 + 4)
1.408(19 + 1)
1.427(10 + 11)
1.420(7 + 2)
1.389(10 + 11)
1.304(9 + 1)
1.201(7 + 0)
1.150(5 + 0)
1.120(4 + 0)
1.085(3 + 0)
1.408(12 + 1)
1.425(8 + 16)
1.426(7 + 2)
1.393(5 + 16)
1.307(4 + 2)
1.202(4 + 0)
1.150(4 + 0)
1.119(3 + 0)
1.085(2 + 0)
Table 2
Two-dimensional estimates of g obtained from analyses constrained at d = 1 and at d = 0, 1
N
d =1
d = 0, 1
0
1
2
3
4
8
16
24
32
48
1.72(4)
1.84(6)
1.80(7)
1.73(8)
1.66(9)
1.46(6)
1.29(4)
1.21(3)
1.17(3)
1.12(2)
1.76(5)
1.82(3)
1.75(3)
1.67(4)
1.46(3)
1.28(2)
1.20(2)
1.16(1)
1.11(1)
To begin with, we present the results of the analyses of the series for four-point coupling
g , cf. Eq. (21). Table 1 shows the three-dimensional results for various constrained
analyses, using the exact results in d = 1 and d = 0 and the accurate estimates for twodimensional models [20]. Note that, for each N , the results of the various constrained
analyses are consistent with each other. The two-dimensional estimates used in the
constrained analyses are those already considered in Ref. [20], except for N = 3. In this
case we used the recent two-dimensional estimate g = 1.7778(45) obtained from a formfactor bootstrap approach [48], which should be more reliable than the high-temperature
result g = 1.724(9) considered in Ref. [20]. For comparison, we note that for the twodimensional O(3) model our new estimate from the -expansion is g = 1.75(3). In
Table 2 we present the two-dimensional results obtained by analyses constrained in d = 1
589
Table 3
Three-dimensional estimates of g g (N + 8)/(48). The two results of Ref. [27]
are relative to the cubic and bcc lattice, respectively
N
-exp.
d = 3 g-exp. [8]
0
1
2
3
4
1.396(20)
1.408(13)
1.425(24)
1.426(9)
1.393(21)
1.413(6)
1.411(4)
1.403(3)
1.391(4)
1.377(5)
HT [27]
1.388(5),
1.408(7),
1.411(8),
1.409(10),
1.392(10),
1.387(5)
1.407(6)
1.406(8)
1.406(8)
1.394(10)
IHT
1.402(2) [9]
1.396(4) [49]
and d = 0.
Tables 1 and 2 supersede the corresponding ones, i.e., Tables 1 and 2 of Ref. [20]. The
changes are small, so that the discussion presented there remains valid. In Table 3 we report
the additional recent estimates which appeared after Ref. [20]. These results have been
obtained from: (i) a reanalysis of the six-loop -function in the framework of the fixeddimension g-expansion [8]; (ii) the analyses of the high-temperature expansions (HT) of
O(N ) -models on the cubic and bcc lattices [27]; (iii) high-temperature expansions of
improved Hamiltonians (IHT) for which the leading scaling corrections are suppressed [9,
13,49]. The agreement among the various estimates is globally good. Let us only note
that for N = 3 the error we obtained from our analysis of the -series seems to be
underestimated. A more complete list of references presenting estimates of g can be found
in Refs. [8,9,20].
Since the series of r2j begins with a term of order , we analyzed the O(2 ) series of the
quantity r2j /. The constrained analyses were performed using the exact results of r2j for
d = 1 and d = 0. We mention that in the case of the Ising model (N = 1) one may also use
the precise two-dimensional estimates obtained from the analyses of the available hightemperature series for the Ising model on the square and triangular lattice [50,51]. These
results were exploited in the analysis of the O( 3 ) series of the Ising model presented in
Ref. [15], allowing us to further improve the estimates of r2j . A discussion of the large-N
limit of r2j can be found in Ref. [15].
Tables 4 and 5 show respectively our three- and two-dimensional results for r6 . There we
report the estimates obtained from an unconstrained analysis and from analyses constrained
in various dimensions. Like the case of g , the results of the various analyses are consistent
with each other and the error decreases when additional lower dimensional values are used
to constrain the analysis, supporting the estimate and the error obtained by the d = 0, 1
constrained analyses.
Tables 6 and 7 present respectively our three- and two-dimensional results for r8 . In
this case, the results of the different analyses are not in complete agreement, indicating a
possible underestimate of the uncertainty. Therefore, we believe that the final estimates of
r8 obtained from the d = 0, 1 constrained analyses have an error larger than what is given
by our algorithmic procedure. In Table 8, where we report our final estimates, we multiply
the errors by a factor of two: this quoted uncertainty should be more realistic.
590
Table 4
Three-dimensional estimates of r6 for various values of N from an unconstrained analysis of the -expansion and constrained analyses in d = 1 and d =
0, 1. The result in brackets for N = 0 has been obtained using our conjectured
value for r6 at d = 0, see Eq. (25)
N
unc.
d =1
d = 0, 1
0
1
2
3
4
8
16
32
48
2.180(80)
2.077(69)
1.980(65)
1.889(63)
1.812(66)
1.580(78)
1.333(38)
1.125(13)
1.036(10)
2.148(22)
2.057(31)
1.955(28)
1.859(21)
1.778(23)
1.546(25)
1.310(17)
1.117(4)
1.033(2)
[2.146(15)]
2.065(18)
1.969(12)
1.867(9)
1.780(8)
1.537(15)
1.300(18)
1.110(9)
1.029(4)
Table 5
Two-dimensional estimates of r6 for various values of N from constrained analyses in d = 1 and d = 0, 1. The result in brackets for N = 0
has been obtained using our conjectured value at d = 0
N
d =1
d = 0, 1
0
1
2
3
4
8
16
32
48
3.745(47)
3.671(68)
3.494(58)
3.308(41)
3.155(44)
2.747(45)
2.368(34)
2.074(10)
1.950(4)
[3.740(23)]
3.691(28)
3.530(18)
3.328(12)
3.159(12)
2.721(19)
2.335(24)
2.052(13)
1.937(6)
In the case of r10 , the analyses, even those constrained, of its O(3 ) series do not provide
satisfactory estimates, but give only an order of magnitude. This may be explained by
looking at the coefficients of the series of r2j : they increase rapidly with j , and, for r10 ,
they are already much larger than its final three-dimensional estimate. We just mention that
the d = 0, 1 constrained analyses give r10 = 29(34) for N = 2, r10 = 16(24) for N = 3,
r10 = 9(17) for N = 4, where the reported errors are those obtained from our algorithmic
procedure.
Let us compare our results with the available estimates from other approaches. For N 6=
1 there are not many published results: we are only aware of the estimates of g6 and g8
presented in Refs. [33,36,39] (from which we can derive estimates of r6 and r8 using their
results for g4 ). Table 8 presents a summary of the available estimates of r6 , r8 and r10 for
several values of N . For the sake of completeness, we report also the results for N = 1
591
Table 6
Three-dimensional estimates of r8 for various values of N from an unconstrained analysis of the -expansion and constrained analyses in d = 1 and
d = 0, 1. The result in brackets for N = 0 has been obtained using our conjectured value for r8 at d = 0
N
unc.
d =1
0
1
2
3
4
8
16
32
48
0.1(2.3)
0.4(1.9)
0.8(1.7)
1.2(1.5)
1.4(1.1)
1.8(4)
1.7(4)
1.3(1)
0.97(5)
2.19(1.16)
1.76(80)
0.75(75)
0.01(48)
0.50(31)
1.39(18)
1.57(7)
1.23(3)
0.96(1)
Table 7
Two-dimensional estimates of
constrained analyses in d =
brackets for N = 0 has been
value for r8 at d = 0
d = 0, 1
[3.13(53)]
2.75(39)
2.08(45)
0.97(28)
0.19(23)
1.18(9)
1.54(4)
1.24(2)
0.969(4)
r8 for various values of N from

1 and d = 0, 1. The result in
obtained using our conjectured
d =1
d = 0, 1
0
1
2
3
4
8
16
32
48
24.6(2.3)
23.8(1.3)
19.7(1.4)
16.1(1.0)
13.5(8)
8.1(4)
5.0(2)
3.87(5)
3.71(2)
[27.0(9)]
26.5(5)
23.2(6)
18.8(4)
15.4(3)
8.7(2)
5.1(1)
3.82(2)
3.64(1)
although the three-loop series were already known and no new results we have obtained in
this work (a more complete list of results for the Ising model can be found in Ref. [9]).
In Ref. [33] g6 and g8 were estimated from a PadBorel resummation of their d = 3 gexpansion, calculated to four and three loops respectively. The authors of Ref. [33] argue
that the uncertainty on their estimates of g6 is approximately 0.3%, while they consider
their values for g8 much less accurate. These results are in good agreement with ours,
especially those for r6 . We have also redone the analysis of the four-loop series of r6
calculated in Ref. [33] using the same method employed here for the -expansion (the
results are reported in Table 8). In Table 8 we also show some results for the N = 2 model
obtained from the analysis of the 20th-order high-temperature expansion of an improved
lattice Hamiltonian [49]: r6 is in good agreement with the - and g-expansion, while for
592
Table 8
Three-dimensional estimates of r6 and r8 . When the original reference reports only estimates of g2j
the errors we quote for r2j have been calculated by considering the estimates of g2j as uncorrelated
-exp.
N = 0 r6
2.148(22) [this work]

2.1(3) [15]
d = 3g-exp.
HT
ERG
2.11(9) [this work]
r8
2(1) [this work]

6(5) [15]
N = 1 r6
2.058(11) [15]
2.12(12) [4,8]
2.053(8) [4,8]
2.060 [33]
2.048(5) [9]
1.99(6) [37]
2.157(18) [38]
1.92 [36]
r8
2.48(28) [15]
2.42(30) [4,8]
2.47(25) [4,8]
2.496 [33]
2.28(8) [9]
2.7(4) [37]
2.18 [36]
r10 20(15) [15]

12.0(1.1) [4,8]
N = 2 r6
25(18) [4,8]
13(4) [9]
10(2) [9]
4(2) [37]
1.969(12) [this work]

1.94(11) [15]
1.967 [33]
1.970(40) [this work]
1.951(14) [49]
2.2(6) [39]
1.83 [36]
r8
2.1(0.9) [this work]

3.5(1.3) [15]
1.641 [33]
1.36(9) [49]
1.4 [36]
N = 3 r6
1.867(9) [this work]

1.84(9) [15]
1.880 [33]
1.884(32) [this work]
2.1(6) [39]
1.74 [36]
r8

2.1(1.0) [15]
0.975 [33]
N = 4 r6
1.780(8) [this work]
1.803 [33]
1.75(7) [15]
1.809(27) [this work]

1.2(1.0) [15]
0.456 [33]
r8
0.84 [36]
1.9(6) [39]
1.65 [36]
0.33 [36]
r8 IHT seems to give the most precise estimate. We also mention that Ref. [36] uses a
renormalization-group approach (ERG) in which the exact RG equation is approximately
solved (no estimates of the errors are presented there). Concerning r10 , the result for N = 2
can be compared with the estimate coming from IHT: r10 = 13(7) [49].
As already mentioned in the introduction, the estimates of the first few r2j that we have
presented in this work may be very useful for the determination of the whole critical
593
equation of state in O(N ) models with N > 1. Work is indeed in progress [49]. This
approach was already successfully applied to the Ising model. In the cases N > 1 the
presence of the Goldstone singularity requires a more careful treatement.
Acknowledgements
We thank Jin-Mo Chung for useful correspondence.
Appendix A. Three-loop diagrams

In the three-loop calculations of the zero-momentum irreducible 2j -point functions one
deals with four families of integrals:
Z d
d k1 dd k2
(k1 )n1 (k2 )n2 (k1 + k2 )n3 ,
(A.1)
B2 (n1 , n2 , n3 )
(2)d (2)d
Z d
d k1 dd k2 dd k3
(k1 )n1 (k2 )n2 (k3 )n3
B3 (n1 , n2 , n3 , n4 )
(2)d (2)d (2)d
(k1 + k2 + k3 )n4 ,
(A.2)
Z d
d
d
d k1 d k2 d k3
(k1 )n1 (k2 )n2 (k3 )n4
G(n1 ; n2 , n3 ; n4 , n5 )
(2)d (2)d (2)d
(k1 + k2 )n3 (k1 + k3 )n5 ,
(A.3)
Z d
d k1 dd k2 dd k3
(k1 )n1 (k1 + k2 )n2
M(n1 , n2 , n3 ; n4 , n5 , n6 )
(2)d (2)d (2)d
(k1 + k3 )n3 (k2 k3 )n4 (k3 )n5 (k2 )n6 ,
(A.4)
where (k) is the massive propagator,
(k)
k2
1
.
+1
(A.5)
In order to compute these integrals, we have used an algorithm that expresses each
quantity in terms of four basic integrals: B2 (1, 1, 1), B3 (1, 1, 1, 1), G(1, 1, 1, 1, 1) and
M(1, 1, 1, 1, 1, 1). The algorithm is based on the integration-by-parts technique [5254].
The reduction of the integrals of type B3 is accomplished using the method presented in
Ref. [55], noting that these integrals are related to BN (0, 0, n1, n2 , n3 , n4 ), as defined in
Ref. [55]. The integral B3 (1, 1, 1, 1) can be expressed in terms of the constant B4 defined
in [55] since
4
14 (1 /2) (1 + )2 (1 + 3/2)
(1
3)
5
34
(1 + /2)2 (1 + 2)
(1 )(4 3)(2 3) 3
Nd B3 (1, 1, 1, 1)
+
2 (2 )2
(1 /2)3 (1 + /2)3 ,
B4 =
(A.6)
594
where d = 4 and
2
.
(A.7)
Nd
d/2
(4) (d/2)
Using the expansion of B4 in powers of reported in [55], we obtain

5
1
103 5 2
2
+
+ O() .
(A.8)
B3 (1, 1, 1, 1) = Nd3 3 + 2 + (1 + 2 2 )
6
8
96
48
Let us now describe the algorithm for the other three cases. Let us begin with
B2 (n1 , n2 , n3 ). The basic relations are

(A.9)
(d 2n1 n3 )B2 = 2n1 1+ n3 3+ + n3 3+ 1 2 B2 ,

+
+
+
(A.10)
(d n1 n2 n3 )B2 = n1 1 + n2 2 + n3 3 B2 ,
where 1 B2 (n1 , n2 , n3 ) = B2 (n1 1, n2 , n3 ) and so on. Using (A.9) and the relation
obtained interchanging 2 and 3 we can reduce each B2 (n1 , n2 , n3 ) to integrals of the
form B2 (m1 , 1, 1) and to B2 (m1 , m2 , 0). The latter terms are the product of two one-loop
integrals. To deal with the former ones, sum to (A.9) the relation obtained interchanging
2 and 3 in (A.9). Then, use Eq. (A.10) to eliminate the terms (n2 2+ + n3 3+ )B2 and
(n2 2+ + n3 3+ )1 B2 . The new relation can be used to express each B2 (m1 , 1, 1) in terms
of B2 (1, 1, 1) and of the product of one-loop integrals. The integral B2 (1, 1, 1) has been
computed exactly in any dimension, obtaining [56,57]:
B2 (1, 1, 1) =
2Nd2
(1 + /2)2 (2 /2)2
2
(1 )(2 )

3
()
(1
)
31/2/2
+
F
(1,
/2;
3/2;
1/4)
.
(A.11)
2 1
(/2)2 2
Expanding in powers of we obtain

3 3 2
3
3
2
+
B2 (1, 1, 1) = Nd 2
2
4 4
4
8

2
3
3
+ ( + E + Q1 ) + O(2 ) ,
(A.12)
+
4 16 8
where
2
1
2 2
3
3
F1 +
(E + log 3) = Cl2 (/3) = 0 (1/3)
, (A.13)
4
6
3
9
3
3
3
3
2
F2
(E + log 3)
,
(A.14)
Q1
4
12
24
(x) is the logarithmic derivative of the -function and Cl2 (x) is Clausens polylogarithm
[58]. Here F1 and F2 are the following sums:
F1
F2
1 X (n + 1)(n + 1) n
4 ,
2
(n + 3/2)
1
4
n=0
X
n=0

(n + 1)
0 (n + 1) + (n + 1)2 4n .
(n + 3/2)
(A.15)
(A.16)
595
Let us now discuss the integrals G(n1 ; n2 , n3 ; n4 , n5 ). First of all, note that if one of the
indices is zero, G can be written as a B3 integral or as a product of a B2 and of a one-loop
integral. We will now show that any G(n1 ; n2 , n3 ; n4 , n5 ) can be expressed in terms of
G(1; 1, 1; 1, 1) and of G-integrals in which one of the indices is zero. Using the integrationby-parts technique, we obtain the following relations:

(d 2n1 n3 n5 )G = 2n1 1+ + n3 3+ + n5 5+

(A.17)
+ n3 3+ 1 2 + n5 5+ 1 4 G,

(d 2n4 n5 )G = 2n4 4+ + n5 5+ n5 5+ 1 4 G,

3d
n1 n2 n3 n4 n5 G
2

= n1 1+ + n2 2+ + n3 3+ + n4 4+ + n5 5+ G,

n5 n4 + n4 4+ n5 5+ + n4 4+ 5 1 n5 5+ 4 1 G = 0.
(A.18)
(A.19)
(A.20)
First we consider Eq. (A.17) and sum to it the three relations obtained interchanging
(2 3), (23 45), and (23 54). Then, we use Eq. (A.19) eliminating (n2 2+ +
n3 3+ + n4 4+ + n5 5+ )G and (n2 2+ + n3 3+ + n4 4+ + n5 5+ )1 G. Replacing n1 by n1
1, we obtain a relation which (for n1 > 2) expresses G(n1 ; n2 , n3 ; n4 , n5 ) in terms of
G(m1 ; m2 , m3 ; m4, m5 ) with m1 < n1 . Therefore, in a finite number of steps we express
the original integrals in terms of G(1; n2 , n3 ; n4 , n5 ) and of integrals in which one of the
indices is zero. Then, we consider Eq. (A.17) and use the relation obtained previously to
eliminate 1+ G. The new relation can be used to reduce n3 to 1. Interchanging 2 and 3 we
can similarly reduce n2 to 1. We end up with G(1; 1, 1; n4, n5 ) and with terms in which
one index is zero. To further reduce the integrals we consider Eq. (A.18). Replacing n4
by n4 1 we obtain a relation which reduces each integral to the form G(1; 1, 1; 1, n5).
Finally, we consider (A.20) and use Eq. (A.18) to eliminate the terms 4+ G and 4+ 5 G,
obtaining a relation that reduces n5 to 1. We should now compute G(1; 1, 1; 1, 1). Using
the integration-by-parts technique we first obtain the exact relation
G(1; 1, 1; 1, 2) = G0 (1; 1, 1; 1, 2) M0 (1, 1, 1; 1, 1, 1).

2
(A.21)
The integral G0 (n1 ; n2 , n3 ; n4 , n5 ) is given by Eq. (A.3) replacing (k2 )n2 with 0 (k2 )n2
and M0 (n1 , n2 , n3 ; n4 , n5 , n6 ) by Eq. (A.4) replacing (k2 k3 )n4 with 0 (k2 k3 )n4 ;
0 (k) is the massless propagator 1/k 2 . For our purposes we only need the divergent part
of M0 (1, 1, 1; 1, 1, 1) (the next contribution is reported in [59]):
M0 (1, 1, 1; 1, 1, 1) = Nd3

(3)
1 + O() .
2
(A.22)
The integral G0 (1; 1, 1; 1, 2) can be computed exactly using the MellinBarnes technique
[60,61]. We obtain:

Nd3
1 1
(2 )2
3
, , 1; 1 , + ;
G0 (1; 1, 1; 1, 2) =
3 F2
32 sin3 (/2) (1 )
2
2 2 2 4
596

( 1+
1
3 1
2 ) 21 2 1
+
+ (1 )2 F1 1, ; ;
2
1
3
2
2 2 4
( 2 )

1+
( 3
1
3 1
2 ) ( 2 ) (1 2 )
;
+
;
F
. (A.23)
,
2
2 1
2 2
4
( 2 ) ( 12 + )
Using these expressions, we obtain finally for 0,

4
1
25 3 2
1
+
G(1; 1, 1; 1, 1) = Nd3 3 2 +
12
2
8
7
19 2 3
+ (Q1 + E + 2) 3Q2 + (3)
6
6
4
4
+ O(),

(A.24)
where
X

(n)2 4n
(n + 1/2) (n + 1) + 2 log 2 +
.
Q2
4
(n + 1/2) n!
n
(A.25)
n=1
Finally we consider M(n1 , n2 , n3 ; n4 , n5 , n6 ). Again we will assume all indices to be

positive: if one is zero, the integral can be rewritten as an integral of the G family. The
basic relations we need are

(d 2n6 n1 n5 )M = 2n6 6+ + n1 1+ + n5 5+

(A.26)
+ n5 5+ 6 4 + n1 1+ 6 2 M,

+
+
+
n5 n3 n5 5 + n3 3 + n5 5 1 3

(A.27)
n3 3+ 1 5 + n4 4+ 2 + 5 6 3 M = 0.
To compute this family of integrals we rewrite Eq. (A.27) as

n3 3+ M = n5 5+ + . . . M.
Then, replacing n3 by n3 1, we obtain a relation that reduces each integral to
M(n1 , n2 , 1; n4, n5 , n6 ), or to Ms in which one index is zero, and that, therefore, can
be rewritten as G-integrals. Using the relations that are obtained replacing (123456)
(312645) and (123456 321654) in Eq. (A.27), we can similarly reduce n4 and n5
to 1. To further simplify the integrals, we consider Eq. (A.27) replacing (123456
231564) and rewrite it as M = 1 (n6 6+ + . . .)M/(n1 1). If we apply this relation
to M(n1 , n2 , 1; 1, 1, n6) we obtain three types of terms: (a) M(m1 , m2 , 1; 1, 2, m6) with
m1 + m2 + m6 + 1 < n1 + n2 + n6 ; (b) M(m1 , m2 , 1; 1, 1, m6) with m1 + m2 + m6 <
n1 + n2 + n6 ; (c) M(m1 , m2 , 1; 1, 1, m6) with m1 + m2 + m6 = n1 + n2 + n6 and m1 < n1 .
Terms of type (a) can be eliminated applying repeatedly the relation we used to reduce n5 ,
generating terms of type (b). Repeating the procedure, we end up with integrals in which
either one index is zero or n1 is 1. An analogous procedure can be used to reduce n2 to 1. At
the end of this reduction we should only consider M(1, 1, 1; 1, 1, n6). We now consider Eq.
(A.26) and use the relations we considered in the reduction of n5 and n1 to eliminate 5+ M
and 1+ M. Then, replacing n6 by n6 1, we obtain M = 6 (. . .)M/(n6 1). This relation
597
generates integrals of type G and 1+ 6 6 M, 5+ 6 6 M, and 6 M. The first two terms

can be eliminated by applying repeatedly previous relations. At the end of the procedure
any integral M is expressed in terms of M(1, 1, 1; 1, 1, 1) and of integrals of type G. The
former integral has been computed in [59] obtaining in d = 4 ,

3 1
(3) + H + O() ,
(A.28)
M(1, 1, 1; 1, 1, 1) = Nd
2
where

17 4 2
1
1
1 2
+ 2 Li4
log2 2 +
log4 2,
H = Cl2
2
3
2
720
12
12
(A.29)
and Cl2 (x) and Li4 (x) are polylogarithms [58]. A numerical determination of H was given
in Ref. [20], rewriting
H =
3
4 3
b,
+ (3) log + 3H
80 4
2
(A.30)
b is the integral appearing in Eq. (B.19) of Ref. [20]. Numerically H

b
where H
0.4346277, so that H 2.155953, in agreement with the numerical results of [59].
b 0.04346277a factor of ten smaller
Unfortunately, in Ref. [20], we used H
obtaining an incorrect estimate of H .
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Finite size scaling of the balls in boxes model

P. Bialas a,b , L. Bogacz c , Z. Burda c,d , D. Johnston e
a Institute of Computer Science, Jagellonian University, 30-072 Krakw, Poland
b Fakultt fr Physik, Universitt Bielefeld, 33501 Bielefeld, Germany
c Institute of Physics, Jagellonian University, 30-059 Krakw, Poland
d Laboratoire de Physique Theorique (Mixte de Recherche 8627), Universit de Paris Sud,
91405 Orsay Cedex, France

e Department of Mathematics, HeriotWatt University, Edinburgh EH14 4AS, Scotland, UK
Abstract
We discuss the finite size behaviour in the canonical ensemble of the balls in boxes model. We
compare theoretical predictions and numerical results for the finite size scaling of cumulants of the
energy distribution in the canonical ensemble and perform a detailed analysis of the first and third
order phase transitions which appear for different parameter values in the model. 2000 Elsevier
PACS: 04.60.Nc; 05.70.Fh
Keywords: Phase transition; Condensation; Scaling
1. Introduction
The balls in boxes model is a simple statistical model describing an ensemble of balls
distributed in boxes subject only to a single global constraint. In some circumstances the
model undergoes a phase transition driven by a condensation of the balls into a single box.
The model has been introduced as a mean field approximation to lattice gravity [1,2].
Despite its simplicity, the model captures the main features of the phase transition observed
in lattice Euclidean quantum gravity models (i.e., dynamical triangulations) such as the
discontinuity of the transition [3,4] and the appearance of singular structures [58].
Variations of the phase transition of the balls in boxes type can be found in many areas
of physics including the thermodynamics of hadrons or strings [9,10], branched polymers
[11,12] and percolation. 1 The balls in boxes model is also closely related to urn models
[13,14] and the spherical model [15].
1 The appearance of a percolating cluster in percolation theory can be translated into the condensation of balls
in one box, which after condensation contains an extensive number of balls.
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 1 1 4 - 0
600
P. Bialas et al. / Nuclear Physics B 575 [FS] (2000) 599612
The model has an interesting phase structure: by tuning a single parameter one can
change the order of the transition or make the transition disappear entirely [2,16]. This
sort of phase transition was discovered in the spherical model by Berlin and Kac [15]. The
nature of the transition is quite different from other, more standard phase transitions in
the theory of critical phenomena which result from the appearance of long range spatial
correlations. Here the transition does not refer to any correlations in space, but is rather
a kinematic condensation which comes about when a fugacity in the series representing
the partition function hits the radius of convergence. This fugacity sticks to the radius
of convergence and cannot move, at which point the corresponding physical system enters
the condensed phase. From this point of view the mechanism of the transition is very
similar to BoseEinstein condensation. The basic difference between the balls in boxes
condensation and the BoseEinstein variant is that in the latter the system condenses into
an energetically favoured ground state, while in the former balls condense into a box
which is indistinguishable from the remaining ones. The balls in box condensation thus
spontaneously breaks the permutation symmetry of the boxes.
The thermodynamic limit of the balls in boxes model and the relation to lattice gravity
has been discussed in a series of papers [1,2,16]. Here we discuss finite size effects and
confront theoretical predictions with numerical analysis. The numerical analysis is done
using an exact algorithm which recursively generates partition functions for systems of
moderate size up to a few thousand boxes.
2. The model and thermodynamic limit

In this section we briefly recall the model [2,16]. The model describes N balls distributed
in M boxes. Each box has a certain weight p(q) which depends only on the number, q,
of balls it contains. The functional form of the weights p(q) is the same for all boxes. For
a given partition of balls in boxes {q1, q2 , . . . , qM }, the total weight of the configuration
is equal to the product p(q1 ) p(qM ) i.e., the boxes are almost independent. They
are not entirely independent due to the constraint q1 + + qM = N . It is this constraint
which makes the model nontrivial. The model is defined as a sum over all partitions of N
balls in M boxes weighted by the product weight. This is a fixed density ensemble, with
density = N/M. In the thermodynamic limit M with constant, the behaviour
of the system depends on the density . For some choices of weights p(q), there exists
a critical value cr above which a condensation of balls takes place, which means that a
finite fraction of the balls is contained in one box. The phase transition in corresponding
to this condensation is of third or higher order [2].
This fixed ensemble is a kind of microcanonical ensemble. One can also consider
ensembles with varying density. There are two natural candidates for such canonical
ensembles: for a fixed M one can allow for varying N by introducing a conjugate coupling
to N . In this formulation the boxes decouple and we are left with M copies of a single urn
model. Alternatively, for fixed N one can allow for a varying M, which corresponds to the
ensembles studied in lattice gravity [1] and will be the subject of our investigations here.
601
The partition function for this canonical ensemble reads:

Z(N, ) =
=
X
M=1
eM
p(q1 ) p(qM )q1 ++qM ,N
(1)
q1 ,...,qM
eM z(N, M).
(2)
M=1
The canonical partition function can formally be treated as the discrete Laplace transform
of the microcanonical partition function z(N, M) as the second line of the equation above
shows. Analogously, we can introduce the grand-canonical partition function as the discrete
Laplace transform of the canonical one:
Z(, ) =
eN Z(N, ).
(3)
N=1
Since each box is assumed to contain at least one ball the sum in the last equation starts at
N = 1.
The weights p(q) are a priori independent parameters which we assume to be nonnegative. In order that the large N limit be well defined the weights cannot grow faster than
exponentially with q. On the other hand a purely exponential growth factor is irrelevant
from the point of view of the critical behaviour of the model, since if one changes weights
as:
p(q) p0 (q) = e0 e0 q p(q),
(4)
where 0 and 0 are some constants, the partition functions change as:
z(N, M) z0 (N, M) = e0 N0 M z(N, M),
Z(N, ) Z 0 (N, ) = e0 N Z(N, 0 ),
(5)
Z(, ) Z (, ) = Z( 0 , 0 ).
A change in the exponential factor in the weights merely causes a shift of the coupling
constants and , so only sub-exponential factors affect the critical behaviour. Here we
restrict ourselves to the power law weights:
p(q) = q ,
q = 1, 2, . . . ,
(6)
which capture a variety of essential phase transitions in the model. Some remarks on the
behaviour for more general weights can be found in [16].
In the large N limit the model can be solved analytically [16]. The free energy:
() = lim
1
log Z(N, )
N
(7)
has a singularity in at cr = log () (where () is the Riemann Zeta function) for

(1, ) and has no singularity otherwise. The phase with > cr is called fluid, and
for < cr condensed.
602
The order parameter for the transition is the first derivative of the free energy with respect
to which corresponds to the inverse average density of balls per box:
hMi
=
.
(8)
N
It vanishes in the condensed phase, i.e., for < cr . The average above, h. . .i, is taken with
respect to the canonical ensemble (2).
The order of the transition depends on . For in the range (2, ) the transition
+ approaches the critical point the order parameter goes to a
is first order. When cr
nonzero constant rdisc = ()/ ( 1) corresponding to the discontinuity of the order
parameter at the critical point. If one treats M in the partition function (2) as the energy
of the system, then the discontinuity of r corresponds to the latent heat. For 2 the
latent heat vanishes and the transition becomes continuous. For in the range (1, 2],
r has a branch point singularity at cr . In this case, the order parameter vanishes when one
approaches the critical point 1 = cr 0+ :
r = (1) () =
r = (1) 1 x1 ,
where x1 =
2
.
1
(9)
n
+
The transition is nth order for ( n+1
n , n1 ]. When approaches one ( 1 ) the
transition becomes softer (n ) until it eventually disappears at = 1. For < 1 the
system has only a fluid phase and displays no phase transition.
3. Finite size scaling

Let us denote the most singular term in the free energy by sing() and the related
exponent by x0 :
sing 1 x0 .
(10)
To match it with the scaling (9) for (1, 2), we must have:
x0 =
1
.
1
(11)
For large but finite N one expects that this behaviour will be replaced by a double scaling
law with two exponents which we denote by A0 and B (see [18] and references therein):

(12)
sing(1, N) = N A0 f 1N B ,
where f ( ) is a certain universal function of one argument = 1N B . When 1 is fixed
and N goes to infinity one expects to asymptotically recover the thermodynamic singularity
sing(1, N ) 1 x0 independent of N . This means that the universal function must
have the following large behaviour: f ( ) x0 and:
x0 = A0 /B.
(13)
The singular part of the free energy mixes with less singular and analytic parts. While
sing will eventually dominate over less singular parts for 1 0 it can still itself be
603
dominated by the analytic part elsewhere. It is therefore difficult to extract the scaling part
sing directly from the function . Instead, one does it by calculating the nth derivative of
for n large enough that the exponent xn , defined by the most singular part of the nth
(n)
() 1 xn is negative. Thus we trivially have xn = x0 n. The first value
derivative sing
of n = 1, 2, . . . , for which xn is negative gives the order of the transition and for this n the
singular part of the nth derivative blows up at cr and dominates the analytic part. In this
case one can therefore skip the subscript sing when writing a scaling formula analogous
to (12) for the divergent derivatives:
(n) (1, N) = N An f (n) (1N B ) +
with
An = nB + A0 ,
(14)
keeping in mind that there are corrections (denoted by dots), which may be important for
finite N . Asymptotically for N they are negligible in comparison to the displayed
part.
The knowledge of the exponent x0 does not suffice to calculate A0 and B. In a
standard finite size scaling analysis the value of the exponent B can be obtained by
a simple argument [17,18]. There are two relevant length scales in a d-dimensional
system undergoing a continuous phase transition: the linear extension L = N 1/d and the
correlation length , diverging as (1T ) , when 1T = T Tcr goes to zero. Critical
behaviour sets in when these lengths become comparable:
L
(15)
giving:
1
.
(16)
d
Alternatively one can say that critical properties of the system depend on the dimensionless
ratio /L. We can use similar reasoning here by extracting characteristic scales from the
distribution of the box occupancy number (q), the probability that a box has q balls:

X
M
p(q) e Z(N q, )
1
.
(17)
(qi q) =
(q) =
M
Z(N, )
1T N 1/(d) B =
i=1
In the large N limit the distribution has the form:

(q) p(q) e(1)q
(18)
as can be seen from (7). There are two scales which govern this distribution when the
critical point is approached from the fluid phase: the damping scale factor [(1)]1 and
the system size N . Thus, in analogy to (15) one expects that the dimensionless combination
of the scales which defines the universal critical properties of the system is: [(1)]1/N .
Using the relation (10) we eventually get:
B = x01 = 1
and A0 = 1.
(19)
Inserting this into (14) we obtain An = nB 1, which is a sort of Fisher scaling relation. 2
2 In standard considerations of second order phase transitions in the theory of critical phenomena the exponent
B = 1/(d) and A2 = /(d). The exponent is the specific heat exponent, i.e., the second cumulant of energy.
Thus, the relation A2 = 2B 1 corresponds to = 2 d, known as Josephsons or Fishers law.
604
Various thermodynamic inequalities follow directly from the Fisher relation. Firstly, one
can see that B must be greater than zero, B > 0, in order that there exist n such that An > 0.
Otherwise there would be no transition. This inequality is in accordance with the inequality
> 1 which gives the condition for existence of the transition in this model, as discussed in
the text after (9). Secondly, A2 = 2B 1 must be smaller than one, A2 < 1, which amounts
to B 6 1. This is because the second cumulant may not grow faster than 14 N as can be seen
from (22) below by taking into account that values of M lie in the range [1, N]. In fact
the limiting value B = 1 corresponds to trivial first order scaling which follows from the
presence of a non-vanishing latent heat, 3 i.e., rdisc > 0. This holds for all 6 2. In this
range of the exponents A2 = B = 1 are constant, while the discontinuity rdisc changes
with .
Formula (14) gives a practical way of computing the most relevant singularity of the
partition function from the finite size analysis of numerical data. Namely, one computes
divergent derivatives, estimates the exponents An , B from these and using the relation
An = A0 + nB one calculates:
xn = An /B = x0 n.
(20)
Numerically, the derivatives (n) of the free energy are computed as cumulants of the
canonical distribution for M (2):
hMi
,
N
hM 2 i hMi2
,
(2) =
N
hM 3 i 3hM 2 ihMi + 2hMi3
.
(3) =
N
..
.
(1) =
(21)
(22)
(23)
For finite N the first cumulant (1) (, N) grows monotonically from zero to one as a
function of , while the higher order cumulants (n) have n 1 extrema. If a cumulant
is divergent, the leftmost maximum corresponds to the scaling, critical part described by
the formula (14). The remaining extrema lie in the fluid phase and come from the nonscaling part. In the thermodynamic limit the leftmost maximum of a divergent cumulant
gives the singularity: (n) () 1 xn .
As an example consider Fig. 1 where derivatives of (, N) are plotted for = 1.4. In
this case the system undergoes a third order phase transition at cr = log (1.4). When
approaches the critical value 1 = cr 0+ the first and second derivatives of
() vanish as (1) 1 3/2 and (2) 1 1/2 , whereas the third derivative diverges
as (3) 1 1/2 . The second derivative has a maximum which lies in the fluid phase
far from the transition point. For finite N the third derivative (3) (, N) has a maximum
and a minimum. As N goes to infinity, the position of the maximum tends to cr and its
3 In the standard theory of critical phenomena B = 1/(d) = 1 gives the canonical exponent = 1/d.
605
Fig. 1. The second and third derivatives of (, N) at = 1.4 in thermodynamic limit for two
different system sizes. The critical value at cr 1.133, the position of the maximum of the second
cumulant at max 0.865, and the minimum of the third cumulant at min 0.449 are indicated
by dashed vertical lines.
height grows according to the finite size scaling (14), whereas the position of the minimum
approaches a value min which lies in the fluid phase far from the critical region.
For higher order cumulants the number of such non-critical extrema increases with the
order of the derivative. It may even happen that for a given system size the height of a
non-critical maximum is larger than that of the pseudocritical one. Generally, to determine
An and B one should analyze only the scaling of the leftmost maximum of the appropriate
cumulant, where the information about the singularity of (n) is encoded.
In the next sections we will present a numerical analysis of the finite size data for
the different ranges of . Before doing this, let us briefly describe the algorithm used
to generate the finite size partition function Z(N, ).
We calculate the partition function Z(N, ) in two steps. First we compute values of the
microcanonical partition function z(N, M) for all M in the range [1, N] by the following
recurrence relation:
z(N, M) =
N
X
z(N q, M 1)p(q),
(24)
q=1
with the initial condition z(q, 1) = q . Inserting the numbers z(N, M) directly to the
definition (2) we obtain Z(N, ). The maximum size N which can be reached by this
procedure is a few thousand. It is limited by floating point instabilities accumulated in the
recurrence relation (24). To test the stability we checked whether the results stay intact (up
to a shift in ) under the change of weights in (4).
606
Fig. 2. The probability distributions of the energy r = M/N for pseudocritical values of cr (N) at
= 2.6 for N = 256, 512, 1024, 2048.
Fig. 3. The probability distributions of the energy r = M/N for pseudocritical values of cr (N) for
N = 2048 at = 2.2, 2.4, 2.6, 2.8, 3.0.
4. Finite size analysis results

4.1. First order phase transition
We start the finite size analysis with the range > 2. According to the discussion above,
the phase transition should be first order. A typical signal of a first order phase transition
is a double peak in the distribution of the energy corresponding to the coexistence of two
phases at the transition with the latent heat being the separation between peaks. Let us
look for this signal in our case. In Fig. 2 we plot the pseudocritical distributions of the
607
Fig. 4. The pseudocritical value cr (N) versus 1/N for = 3.0. The curve going through the data
points corresponds to the best fit = cr + (a/N)(1 + b/N).
energy density r = M/N for different system sizes N for = 2.6 at values of cr (N) for
which the both peaks have equal heights. These values can be taken as the pseudocritical
ones. The position of the left peak tends to zero as N tends to infinity, while the right
peak tends to rdisc () = ()/ ( 1) = 0.571 as predicted by analytic calculations in
the thermodynamic limit. When changes the position of the right peak moves (Fig. 3).
For large , the discontinuity rdisc goes to one, while for 2 it disappears and the two
peaks merge. The depth of the valley between the peaks increases with N which means
that the configurations which do not belong to either of phases become more and more
suppressed. The suppression becomes more visible for larger (Fig. 3). On the contrary,
for close to 2 the valley is small or even absent. In this case the size of the system must
be increased sufficiently for the valley to be visible.
The range of for which two peaks coexist is called the pseudocritical region. For
in this region the relative heights of the peaks vary. The extent of the region is inversely
proportional to the size of the system, N . Outside the pseudocritical region only one peak
survives. If changes within the pseudocritical region, the average of the distribution
r = hMi/N moves rapidly between the two peaks. The slope of the curve r() grows
linearly with N , and eventually becomes infinite when N is sent to infinity, leading to the
discontinuity rdisc at cr . The slope of the curve corresponds to the second derivative, which
is the specific heat. Because the specific heat grows linearly with N , the system has a latent
heat corresponding to the energy needed to move states of the system from one peak to the
other. Another characteristic signal of a first order phase transition which can be read off
from the formula (14) is that the position of the maximum of the second cumulant should
asymptotically lie on a curve 1N = const, which means that (N) = cr + const/N . As
an example we show in Fig. 4 the behaviour of cr (N) versus N . The data points are fitted
to a formula with next-to-leading corrections of the standard form:
608
(N) = cr +

a
b
1+
.
N
N
The fit gives 4 cr = 0.185(1), a = 15.9(3) and b = 24(2). The coefficient b of the
correction term is large. Skipping the correction b/N in the fit would decrease the quality
of the fit and would significantly change the estimate of the cr which agrees with the
analytic result cr = log (3) = 0.184 with the correction term.
To summarize, the standard signals and finite size scaling characteristic of a first order
transition are observed in the range (2, ) as expected.
4.2. Continuous phase transition
For (3/2, 2) the linear growth of the maximum of the second cumulant of the
first order phase transition changes to a sublinear behaviour N A2 , where 0 < A2 < 1,
corresponding to a second order phase transition. There is no double peak signal in the
distribution of M. The pseudocritical point is defined by the value of at which the second
cumulant of the distribution of M assumes its maximum. Second order phase transitions
have been extensively analyzed numerically in many papers, so we prefer here to go
directly to the third order phase transition, (4/3, 3/2), where some new ingredients like
the presence of non-scaling extrema appear on top of the standard finite size effects known
from second order transitions. As an example, we consider the case = 1.4 discussed
before, for which we expect that the second cumulant does not diverge, while the third
cumulant does with the exponent x3 = 1/2. We will concentrate our attention on the
leftmost maximum of the third cumulant, which signals the appearance of the divergence
in the thermodynamic limit. For N going to infinity, the height of the maximum is expected
to grow as a power N A3 (14), possibly with some deviations for finite N coming from the
non-scaling part denoted by dots in (14). Indeed, it turns out that in the range of N from
16 to 4096 which we have covered by the recursive method (24) the corrections to the
asymptotic formula are strong, as can be seen in Fig. 5, where the height of the maximum
of the third cumulant versus N in a loglog scale is plotted. This is clearly non-linear
and we define the effective exponent A3 (N) as the slope of the line fitted through three
consecutive points with N standing for the biggest size N of the three points used in the
linear fit. The effective exponent is clearly far from reaching an asymptotic N -independent
value (Fig. 6). To be able to find the asymptotic value A3 = A3 (N ) from this data,
one would have to know the explicit form of subleading terms. Since we do not, we propose
here a phenomenological approach. We postulate a phenomenological form for corrections
to the running effective exponent
A3 (N) = A3 + bN c .
(25)
4 To estimate the errors of the fit parameters we use the following procedure. The data consists of n points
for different volumes. We successively omit one of them and fit the formula to the remaining ones obtaining
n different fits. Having done this, for each parameter of the fit we have a distribution of n values. We find the
average and the width of the distributions which we take as the mean and the error of the parameters. In doing
this we assume that all the data points are equally important, which is the simplest possible assumption. This
procedure is not a statistical analysis, but merely a way of presenting data.
609
Fig. 5. The data points represent the maximum of the third cumulant for different N . They are plotted
in a loglog scale.
Fig. 6. The effective exponent A3 (N) calculated as a slope of the lines in the previous figure.
It turns out that this formula gives a good fit (Fig. 6) with the values A3 = 0.16(1), b =
1.58(1) and c = 0.27(1), estimated by the same procedure as discussed in the earlier
footnote. From the fit one can make a qualitative estimate of the subleading corrections. A
simple calculation shows that N must be of order of 106 in order that the running exponent
differ from the asymptotic value A3 , say, by 0.04. It is of course a rough estimate, but
illustrates how slowly the corrections change with N .
The standard method of measuring the exponent B relies on tracing the position of the
maximum for different sizes. For large N it approaches an asymptotic value. This value
610
Fig. 7. The linear fit of the exponents An for n = 3, 4, 5, 6. The slope of the line corresponds to the
exponent B.
corresponds to the critical temperature. One can in principle compute B from the shift
in the pseudocritical values of for finite N , since (N) = cr + const/N B , but due to
the strong subleading corrections this method does not give a good estimate in our case.
Instead we propose an alternative. Unlike standard Monte Carlo simulations, the cost of
computing cumulants does not grow with the order of the cumulant in our case. We use
this fact to compute the growth exponents An for higher order, divergent cumulants with
n = 3, 4 . . . . We then use the formula for linear growth: An = A0 + nB, which allows
us to compute the exponent B as the slope of the line. As an input for An we take the
asymptotic values An with the errors, for n = 3, 4, 5, 6 estimated by the method discussed
above. The fit is shown in Fig. 7. It gives: A0 = 1.005(42), B = 0.387(12) and 2 /dof =
0.45. The errors quoted correspond to the 99.7% confidence level. 5 The deviation from
the theoretical values A0 = 1.0 and B = 0.4 predicted from the Fisher relation are rather
small: less than 1% for A0 and 4% for B. The former value agrees within the errors with
the theoretical one, while the latter one is a little outside the error bars.
However, when one inserts those values to the formula x3 = (A0 /B) 3 and assumes
the maximal correlation between A0 and B, the errors are strongly enhanced and one
obtains x3 = 0.403(40). This is 20% out from the theoretical value x3 = 0.5 and twice
as much beyond the estimated errors. The assumption about strong correlations is dictated
by the covariance matrix for the fit. On the other hand, if we assume instead that the Fisher
relation indeed holds, as suggested by both the analytical and experimental evidence, we
can set A0 = 1 and in this case we have only the one parameter relation x3 = 1/B 3
which leads to x3 = 0.416(80).
5 For a cross-check we have also done a fit assuming equal errors on each A and using condition 2 /dof = 1.
n
The results A0 = 1.017(48) and B = 0.389(10) are consistent with the ones obtained before.
611
In interpreting the results one has to remember that they depend on the phenomenological fit (25) extrapolated over several orders of magnitude. Such a fit gives meaningful
results only due to the fact that the small volume data points are exact, but on the other
hand one has to keep in mind that in general such a procedure may introduce a systematic
error which is hard to quantify.
Reduction of the error would require either a knowledge of the form of the next-toleading correction or pushing the computations to system sizes a few orders of magnitude
larger.
5. Discussion
The balls in boxes model provides a useful laboratory for testing finite size scaling.
On one hand one can predict critical exponents theoretically, on the other hand one can
calculate exactly the finite size partition function. In this respect the model is exceptional,
since most numerical analysis must rely on noisy Monte Carlo data. A comparison of the
asymptotic form (14) and the finite size results indicates the presence of strong corrections
to scaling. The corrections come from the analytic and less singular part of the partition
function. The corrections seem to be a very slowly varying function of the system size as
Fig. 6 demonstrates. The phenomenological approach employed to estimate the next-toleading corrections and the limiting asymptotic value of the effective exponent is possible
because unlike the Monte Carlo data, our data points have no statistical uncertainties.
The finite size analysis results support the hypothesis that the critical properties of the
model are encoded in the one box probability (q). The universal scaling properties are
obtained from comparing the two scales present in the model: the inverse of an exponential
fall-off parameter of the effective probability distribution (q) and the system size N .
The former one measures the extent of fluctuations of the number balls in a box and the
latter one serves as a natural cut-off of those fluctuations. As mentioned in the introduction
this type of transition plays an important role in many physical systems. In particular it is
relevant for understanding the transition in lattice gravity models. 6
We have seen that the model provides a nice example of the finite size pattern for a first
order phase transition. The results for the distribution are exact and easily reproducible so
one can measure all relevant quantities and quickly test any new ideas. Thus, we hope, the
model may also prove useful for studying generic properties of first order transitions.
Acknowledgments
We thank J. Jurkiewicz, A. Krzywicki and B. Petersson for discussions. This work
was partially supported by the PolishBritish Joint Research Collaboration Programme
under the project WAR/992/137, by the FrenchGerman Joint Research Collaboration
6 In lattice gravity the transition seems to be generically of first order, and so far no continuous transition has
been observed.
612
Programme PROCOPE under the project 99/089 and by the EC IHP network Discrete
Random Geometries: From Solid State Physics to Quantum Gravity HPRN-CT-1999000161 and the ESF network Geometry and Disorder: From Membranes to Quantum
Gravity.
P.B. was supported by the Alexander von Humboldt Foundation. L.B. thanks the August
Witkowski Foundation for the scholarship. D.A.J. was partially supported by a Royal
Society of Edinburgh/SOEID Support Research Fellowship.
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Academic Press, 1983.

Supersymmetry on a lattice and Dirac fermions

in a random vector potential
Ikuo Ichinose 1
Institute of Physics, University of Tokyo, Komaba, Tokyo, 153-8902 Japan
Received 24 August 1999; revised 17 January 2000; accepted 3 March 2000
Abstract
We study two-dimensional Dirac fermions in a random non-Abelian vector potential by using
lattice regularization. We consider U (N) random vector potential for large N. The ensemble average
with respect to random vector potential is taken by using lattice supersymmetry which we introduced
before in order to investigate phase structure of supersymmetric gauge theory. We show that a phase
transition occurs at a certain critical disorder strength. The ground state and low-energy excitations
are studied in detail in the strong-disorder phase. Correlation function of the fermion local density of
states decays algebraically at the band center because of a quasi-long-range order of chiral symmetry
and the chiral anomaly cancellation in the lattice regularization (the species doubling). In the present
study, we use the lattice regularization and also the Haar measure of U (N) for the average over
the random vector potential. Therefore topologically nontrivial configurations of the vector potential
are all included in the average. Implication of the present results for the system of Dirac fermions
in a random vector potential with noncompact Gaussian distribution is discussed. 2000 Elsevier
PACS: 72.15.Rn; 73.20.Jc; 11.15.Ha
Keywords: Localization; Supersymmetry; Lattice gauge theory; Random system
1. Introduction
Random disordered systems are one of the most important problems in condensed matter
physics. Especially in one and two dimensions effects of random disorders are so strong
that almost all states are localized by random potentials. Nonperturbative methods are
required in order to investigate random disordered systems in low dimensions. Recently
there appeared important studies on Dirac fermions with random-varying mass and/or in a
random vector potential.
1 ikuo@hep1.c.u-tokyo.ac.jp
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 1 5 4 - 1
614
I. Ichinose / Nuclear Physics B 575 [FS] (2000) 613626
Study of the Dirac fermions in a random vector potential was revived in Ref. [1] in the
context of quantum Hall plateau transition. Non-Abelian generalization was introduced in
Ref. [2] in the context of a d-wave superconductor. After that, there appeared a number of
interesting papers [38].
There are two technical problems for studying the system:
(i) Normalization of states before the ensemble average over random variables;
(ii) Integration over the white-noise random vector potential.
For the first one, replica trick and supersymmetric (SUSY) methods are often used. The
second problem is how to regularize the integral over the vector potential which has
no spatial correlations. Sometimes specific parameterization of vector potential is used
especially for the non-Abelian case [6,8]. There only topologically trivial configurations
are integrated over. By using those technologies, critical lines in the system are observed.
Among various interesting properties of the random disordered systems, one of the most
important problems is a disorder-induced phase transition. For the Dirac fermions in an
Abelian random vector potential, a weak-strong disorder transition was found in Ref. [4]
by studying multifractal scaling exponents of the critical wave function which is obtained
exactly (see also Ref. [7]). Instability of the critical line is also seen by the existence of an
infinite set of operators with negative scaling dimensions [1,5,6] and very recently solution
to the negative dimension problem was suggested by Gurarie [9]. For the case of nonAbelian random vector potential, existence of operators with negative scaling dimensions
was discussed in Ref. [6] and a termination mechanism was given in Ref. [8] for the SU(2)
case. As a related system with the Dirac fermion in a random vector potential, random XY
model in two dimensions was studied in Refs. [10,11].
In all the above previous studies, integral region of the vector potential A is
noncompact, i.e., A (, +), and the probability distribution for it is taken to be
Gaussian. However in the network models by Chalker and Coddington [12] and their
field-theory representation [13,14], the random vector potential corresponds to the random
AharonovBohm phase for electron which moves in a random potential. Therefore the
random variables are eiA U (1), and the range of the vector potential is compact, i.e.,
A [, +]. In the weak-disorder case, the above compact distribution of the vector
potential might be approximated by the noncompact Gaussian distribution, but at the strong
disorder substantial differences in the properties of the system are expected to appear.
In this paper, we shall study random Dirac fermions by employing a lattice regularization
to define the system without any ambiguity. The two-dimensional (2D) Dirac fermions in
a random vector field is formulated on the lattice and the integral measure of the vector
potential is compact as in the original network models [12,13]. Therefore topologically
nontrivial configurations of the vector potential are all included. We consider U (N) vector
potential for large N . Because of the compactness of the group U (N), the one-link integral
is evaluated exactly for large N in a closed form. Concerning with the above problem
(i), we shall use the lattice SUSY (LSUSY) methods which we introduced before for the
investigation on the SUSY gauge theory [15]. Formulation of the LSUSY is an important
but still unsolved problem. However the LSUSY given in Ref. [15] is suitable for the
present study.
615
For the one-link integral over U (N) for large N , it is known that there are two regimes
or phases, the weak-coupling and strong-coupling regimes. More precisely in the present
context, the one-link integral exhibits a third-order phase transition as the disorder strength
is increased. Then one can expect that there is a genuine phase transition corresponding to
these two regimes in the thermodynamic limit. In this paper we study the system in both the
weak and strong-disorder cases and investigate the properties of both phases. Especially
as the strong-disorder limit acquires lots of interest recently, we study the strong-disorder
phase in detail.
This paper is organized as follows. In Section 2, the model and the LSUSY are explained.
In Section 3, the weak-disorder regime is studied and an effective action is obtained by
integrating over the random vector potential. In Section 4, the strong-disorder regime is
considered. Properties of the ground state and low-energy excitations are clarified. It is
shown that there exists a quasi-long-range order and correlation of the local density of
states decays algebraically. Section 5 is devoted for discussion. Implication of the result
for other interesting cases is discussed. Especially relation between the properties of the
present model and results of the previous studies is examined. Physical picture of the result
is explained.
2. Model and LSUSY

We shall study 2D Dirac fermions in a U (N) random vector potential by employing the
lattice regularization. Action of the Dirac fermion a (a = 1, . . . , N ) on the square lattice
is given by

1 X
+ ) U (x)(x) ,
(x)
(2.1)
SD =
U (x)(x + ) (x
2
where x = (x0 , x1 ) denotes lattice site, = (0, 1) is the direction index, U (x) is U (N)
field on the link (x, x + ) U (x) = (U (x))ab U (N) and we set the lattice spacing
aL = 1. The random U (N) vector potential A, (x) ( is the U (N) index) is related with
U (x) as follows,
U (x) = eiaL
T A, (x)
(2.2)
are generators of the U (N) = U (1) SU (N) Lie algebra. In the (naive)
where
continuum limit aL 0, we can expand U (x) as
X
T A, (x) +
U (x) = 1 + iaL
T s
and recover the usual action of the Dirac fermion in the continuum. The two-dimensional
-matrices are explicitly given by the Pauli matrices as 0 = x , 1 = y and 5 = z .
In order to take the ensemble average over the vector potential as random variables, we
shall introduce boson field in a SUSY manner. To this end we shall slightly rewrite SD in
Eq. (2.1). By the following transformation,
(x) = T (x)(x),
(x),
(x)
= (x)T
(2.3)
616
with T (x) = (0 )x0 (1 )x1 and using the identities like ( )2 = 1 and (0 )n 1 =
()n 1 (0 )n (n is an integer),

1 X
(x) (x)U (x)(x + ) (x + ) (x)U (x)(x)
SD =
2
X
b
=
(x)
D(x),
(2.4)
where 0 (x) = 1, 1 (x) = ()x0 , and

1 X
b
(x)U (x)(x + ) (x )U (x )(x ) .
D(x)
=
2
(2.5)
The fields and are two-component spinors but their spinor indices are diagonal in the
action (2.4). We add the following mass term to the action which measures deviation
from the band center or critical line,
X
(x)
SM = M
5 (x)
X

+ + ,
(2.6)
=M
where = (+ , )t and = ( , + )t . The specific form of the above mass term comes
from merely a technical reason which becomes clear shortly. We are interested in the limit
M 0.
We introduce a complex scalar field (x) whose action is given by
X
X
b (x)D(x)
b
D
+ m2
(2.7)
(x)(x).
S =
b does not contain the -matrices, the same D
b can be
As the modified Dirac operator D
applied for the scalar field . This is an essential point in the present construction of the
SUSY lattice model. It can be shown that in the classical continuum limit the action S in
Eq. (2.7) reduces to the usual action of the scalar field in the continuum, and the integral
over the scalar fields is well-defined because the action is positive-definite.
The total action of the system is given by
S = S + S ,
S = SD + SM
X
X

b + D
b + +M
+ D
+ + .
=
(2.8)
It is seen that the partition function is just unity if M = m for an arbitrary fixed
configuration of the vector potential because of the cancellation of the fermion and boson
determinants. Actually
Z

b 2 + m2 ,
D D eS = det 1 D

Z
b+M

S
D
0
= Det
D D e
bM
0
D

2
2
b M ,
(2.9)
= det D
where Det is the determinant of the spinor and real spaces and det is that of the real space.
617
Moreover, the action S is invariant under the following LSUSY transformation for M =
m,
= + + + ,
= + + + ,
b ,
= M D
b ,
= M D
(2.10)
where are anticommuting spinor variables with chirality 5 = .

The bosonic part of the action can be rewritten into more symmetric form
X
X
X

b + D
b +m
D
+ m
,
S S =
(2.11)
where and are complex boson fields. By integrating over (x) (or (x)), one can
easily verify the equivalence of S and S .
The lattice Dirac action (2.1) has exact chiral symmetry for M = 0. This means that
there appear multi-flavour Dirac fermions with opposite chirality in the continuum limit,
i.e., the species doubling. S with M = 0 is therefore invariant under the following chiral
U (1) U (1) symmetry on the lattice,
+ (x) V(x)+ (x),
(x) W(x) (x),
(x) (x)V(x)
,
+ (x) + (x)W(x)
,
(2.12)
where (x) = ()x0 +x1 and V , W U (1). This symmetry plays a very important role in
the discussion on the phase structure as we shall see later on.
Expectation value of physical quantity X is given by the following functional integral,
Z

(2.13)
hXi =
DU D D D D P [U ]eS X,
where the probability distribution for the random vector potential is given by

X

N
Tr U (x) + U (x) ,
(2.14)
P [U ] = exp
g x,
Q
[DU ] = link dU (x) is the Haar measure of U (N) and g is a parameter which controls
the disorder strength. As we explained in the introduction, the random vector potentials are
taken to be compact random variables. This is in contrast with the previous studies where
the vector potential is taken to be noncompact and the probability distribution is taken to be
Gaussian. Since in the weak-disorder case, i.e., the case of small g, the compact distribution
(2.14) can be approximated as (here we show the Abelian case for notational simplicity)
e
2N
g
cos A
, A [, ] e
Ng A2 +
, A (, +)
(2.15)
g0
one may expect that the both compact and noncompact systems give similar results at least
qualitatively. 2 However in the strong-disorder case, substantial difference will appear.
2 Actually this expectation is too naive. The compactness of the vector potential plays a very important role for
the correlation functions in which singular configurations of A give dominant contribution. See discussion in
Section 5.
618
Because of the regularization by the lattice, topologically nontrivial configurations are all
included in the integral. This is in contrast with the discussion in terms of the conformal
field theory (CFT) [6,8].
In the subsequent sections we shall perform U (N)-integral in (2.13). It is known that
there are two phases for this one-link integral, i.e., weak-coupling phase for small g
and strong-coupling phase for large g. Result of the integral exhibits a third-order phase
transition at a certain critical value of g [16]. This is merely a matter of kinematics of the
integral over the group U (N) for large N . However we think that there exists a genuine
phase transition in the system of the random Dirac fermions from weak to strong-disorder
phases, i.e., disorder-induced phase transition.
3. Weak-disorder regime
Expectation values of physical quantities are given by (2.13) and (2.14). We shall
first perform the functional integral of the vector potential U . Then let us consider the
following one-link integral,
Z

(3.1)
eW (D,D) = dU exp Tr D U + U D .
In the present case,
N a
,
g b
N
D (x)ab = A (x)ab + ba ,
g

(x)
b (x + ) a (x) + b (x + ) a (x) + b (x + )a (x) ,
A (x)ab =
2
(x)
b (x) a (x + ) + b (x) a (x + ) + b (x)a (x + ) . (3.2)
A (x)ab =
2
Let us introduce a parameter s by
D (x)ab = A (x)ab +
s=
N
1 X 1/2
1/2 ,
xa
= Tr(DD)
N
(3.3)
a=1
In Ref. [16], it is shown that there are two

where the xa s are eigenvalues of N12 DD.
regimes for the above integral (3.1), i.e., weak-coupling regime for s < 2 and strongcoupling regime for s > 2. For Dba = Ng ba , we can estimate the critical value of g as gc = 2
from (3.3). In the present case there are extra factors A and A in D and D and then precise
value of gc cannot be determined. However we can expect that for sufficiently small (large)
g the system is in the weak- (strong)-coupling regime.
Let us consider the weak-disorder phase first, i.e., the phase of small g. In this case the
result of the U (N)-integral is given as [16]
)
(
X
X 1/2

1
1/2
1/2
D) = N 2
xa
log xa + xb
.
(3.4)
W (D,
2N
a
a,b
619
From (3.2)
D D (x)
a
=
b
N
g
2
ba +
N a
N
A + A a + A ac Acb .
g b g b
(3.5)
1/2 in powers of g/N ,

It is straightforward to obtain (DD)

1/2,a = N a + 1 Aa + A a g Aac + A ac Ac + A c
(DD)
b
b
b
b
b
b
g
2
8N

g a c
Ac Ab + O (g/N)2 .
(3.6)
+
2N
Evaluation of the second term of the formula (3.4) is also not so difficult. As matrices D
and D have both large diagonal matrix elements N/g, we can use the Taylor expansion for
a regular function f (x, y),

X 1
X
1
f (xa , xb ) =
f
+
w
,
+
w
a
b
g2
g2
a,b
a,b

X 1
1
1 n
DD
1 m
DD
(n,m) 1
f
,
2 Tr
2 ,
Tr
=
n!m!
g2 g2
N2
g
N2
g
n,m
2 1/g 2 ). Leading-order terms are obtained as,
where wa s are eigenvalues of (DD/N

X
g g a b

g
1/2
1/2
A A + O (g/N)2 .
log xa + xb = Aaa + A aa +
(3.7)
2
2 N b a
a,b
From (3.6) and (3.7), the effective theory which appears after the integration over the
U (N) field for small g is a SUSY extension of the GrossNeveu model. 3 Detailed study
of this model will be given elsewhere [17]. However here we mention that the four-Fermi
coupling in the interaction term A ab Aba has the sign which indicates instability of the
Dirac fermion at the band center or on criticality. By the usual 1/N expansion, it is
expected that the chiral condensation hi

6= 0 occurs in the present system. However
the system under study is invariant under the chiral U (1) U (1) transformation (2.12),
and therefore it is expected that only a quasi-long-range order exists as in the Kosterlitz
Thouless phase, though careful study is required because of the existence of the bosons. If
this expectation is correct, then excitations are massless pions, their SUSY partners and
the Dirac fermions [17].
Closely related model appears in the case of 2D Dirac fermion in a random noncompact
Abelian vector potential, i.e., a SUSY Thirring model. This is not surprising because in the
weak-disorder limit the compact measure of the vector potential is well approximated by
the noncompact Gaussian distribution, as we explained before. In Ref. [5], it is shown that
there exist an infinite number of relevant operators with negative scaling dimensions. Very
recently Gurarie suggested a possible solution to this problem [9]. In this argument, some
ad hoc cutoff regularization is used for the functional integral over the noncompact vector
3 More precisely, Dirac fermions in this theory has flavour degrees of freedom as a result of the species
doubling.
620
potential. On the other hand in the present system, the compact Haar measure is used for
the integration over the vector potential and therefore it is expected that a cutoff appears
in a natural way. We shall show that this is the case. Relation between Guraries argument
and the present lattice model will be discussed later on.
Physical picture of the above phenomenon will be discussed rather in detail in Section 5
after investigation of the strong-coupling regime. In the following section, we shall study
the strong-disorder phase which is the main subject of the present paper.
4. Strong-disorder regime
D) is given by the following
In the strong-coupling regime of the U (N)-integral, W (D,
formula [16],
(
X
D) = N 2 3 c + 2
(c + xa )1/2
W (D,
4
N a
)

1 X
1/2
1/2
2
log (c + xa ) + (c + xb )
,
(4.1)
2N
a,b
where xa s are again eigenvalues of

1=
1
DD
N2
and a constant c is given by
1 X
(c + xa )1/2 .
2N a
(4.2)
As we explained above, the formula (4.1) is suitable for large g. The limit g + is
nothing but the strong-coupling limit of the SUSY lattice gauge theory which was studied
in Ref. [15]. There we showed that the condensations like hi,
h i, etc. occur, whereas
h i = h i = 0. Here we assume a similar pattern of condensations for large g. Then

it is not so difficult to calculate the effective action from (4.1) by the 1/g-expansion. Here
again the Taylor expansion is useful to convert the summation over the eigenvalues xa into
the trace of the matrix DD.

After some calculation, we obtain (for details of this calculation see [18])
1
D)
W (D,
N2
X

1
F ( ) F ( ) F ( )
=
N

(x) a
(x) a (x + )G() a (x)a (x + )G( ) a (x)a (x + )G( )
gN 2

(x) a
(x + ) a (x)G() a (x + )a (x)G( ) a (x + )a (x)G( )
2
gN

(4.3)
+ O 1/(g 2 N) ,
+
where , etc. are composite fields of , etc., and they are explicitly given by
= (x) = m (x)m (x + ),
= (x) = (x)(x + ),
1 X a
(x)a (x),
(x) =
N a
m (x) =
621
1 X a
(x) a (x),
N a
= (x) = (x)(x + ),
1 X a
(x) =
(x)a (x).
N a
Functions F (x) and G(x) are given by

1
1 + (1 x)1/2 ,
F (x) = 1 (1 x)1/2 + log
2

1/2 1
.
G(x) = 1 + (1 x)
(4.4)
(4.5)
Actually there are additional terms of composites like a (x)a (x), but they do not have
nonvanishing expectation values and give only higher-order corrections in 1/N to the
effective action of m (x) etc.
We expect that the 1/g-expansion in (4.3) has a finite convergence radius. Then it is
easily verified that the effective action can be written in terms of the composites m(x), (x)
and (x), or more precisely (x), (x) and (x). 4 Then we can introduce elementary
fields corresponding to the composite fields in the path-integral formalism. First for the
composite meson field m (x), we have identity like (up to an irrelevant constant),
Z
Z0F (J )
Z2
d de
Jm
=J
N

d
ei
exp Jei
2
dM MN exp(J M).
(4.6)
Equation (4.6) means that the path integral of the elementary meson fields M is defined
by the above contour integral and the radius should be taken for the angle integral to be
well-defined, i.e., should be a maximum or saddle point of the effective potential.
On the other hand for the boson-composite field (x), we can prove the following
identity,
Z
Z0B (J )
d d e
=J
Z+
=
d(ln ) N exp(J ).
(4.7)
In a similar way we introduce elementary field (x) for the composite field (x).
From (4.1), (4.3) and (4.7), the effective action in the strong-disorder phase is obtained
as

X
X
1
1
Seff =
(M+ M )
F ( (x)) log (x) M
N
4
x
x,,

X
X
1
F ( (x)) log (x) + m

+
4
x,
x
4 Strictly speaking, here we assume that the U (N ) symmetry is not spontaneously broken.
622

X
X

1
+ O 1/g 2 ,
F ( (x)) log (x) + m
4
x,
x
(4.8)
where
(x) = M (x)M (x + ),
(x) = (x) (x + ),
(x) = (x)(x + ).
Terms of O(1/g 2 ) have a similar structure to the leading-order terms.

Then it is straightforward to study the structure of the ground state and low-energy
excitations. For vanishing masses M = m = 0, the ground state is parameterized as follows,

vU0 at even sites,

(4.9)
M (x) =
at odd sites,
vU0

at even sites,
ve 1
(4.10)
(x) =
ve2 at odd sites,

at even sites,
ve 2
(4.11)
(x) =
ve1 at odd sites,
where U0 U (1), i s (i = 1, 2) are real numbers and v is obtained from the stationary
condition of the effective potential,
1
dV (v 2 ) dF (v 2 )
=
2 = 0,
dv 2
dv 2
4v
with the following solution
v 2 = 3/4.
(4.12)
(4.13)
The mass terms lift the above degeneracy and determine the expectation values as hM+ i =
hM i and 1 = 2 = 0. Obviously the ground state preserves the SUSY [15].
For vanishing masses, there exist the degeneracies of the ground state parameterized by
U0 and i which originate from the chiral symmetry (2.12) and its SUSY counterpart
for and . By the ColemanMerminWagner theorem, in two dimensions continuous
symmetry is not spontaneously broken and there exists no long-range order. Therefore
we cannot expect the condensations hM i 6= 0, etc. Instead the ground state exists in
the KosterlitzThouless phase with gapless excitations. In fact we can explicitly show
the existence of massless modes which destroy the off-diagonal long-range order. These
excitations are described by the pion fields,

vU (x) = vei (x)
at even sites,
(4.14)
M (x) =
vU (x) = vei (x) at odd sites,
and similar SUSY excitations for (x) and (x). From (4.10) and (4.11), it is obvious that
these low-energy excitations are nothing but density wave of the SUSY bosons which is
commensurate with the lattice structure.
Effective action of (x) is obtained as follows from (4.8) and (4.14),
2
N X
(x + ) (x) ,
S = C
2
1
C = F 00 (v)v 4 + ,
v 2 = 3/4.
4
Therefore, the correlator of M (x) exhibits a power-law decay

(x)
(0)
= M (x)M (0) |x|1/(2NC).
623
(4.15)
(4.16)
Corrections of O(1/g 2 ) can be calculated systematically and the scaling dimension of M

acquires correction of O(1/g 2 ).
There appear no signs of instability of the ground state. Low-energy excitations in the
boson sector are given by local fluctuations of i (i = 1, 2) in Eqs. (4.10) and (4.11).
They are SUSY counterparts of (x) and stable. All correlation functions in the fermion
sector have nonsingular behaviour like Eq. (4.16). This is in sharp contrast with the
previous results which show that fermion composite operators (as well as boson composite
operators) have negative scaling dimensions [1,5,6]. We think that the compactness of
the functional-integral measure of the vector potential plays a very important role for the
stability. This important point will be discussed in the following section.
From the discussion given so far, it is obvious that the algebraic decay of the correlation
functions in the strong-disorder phase comes from the exact chiral symmetry on the lattice
which is a result of the species doubling. In the single-flavour case in the continuum, there
exists anomaly in the chiral symmetry because of the coupling with the vector potential,
and therefore the genuine condensation h i 6= 0 is possible even in two dimensions just
as in the Schwinger model. 5
5. Discussion
In this paper we studied Dirac fermions in a random U (N) vector potential. We
employed the lattice regularization and the compact Haar measure in order to make
the functional integral over U (N) vector potential well-defined. In this formalism
topologically nontrivial configurations are all integrated over. This is in sharp contrast
with the approaches given so far. The ensemble average over the random vector potential
was taken by introducing bosons in a SUSY way. We think that this approach is important
because there appeared some evidences that there exists a disorder-induced phase transition
in the present system. In order to investigate this problem, a well-defined formalism is
indispensable.
For the one-link U (N) integral, it is known that there are two regimes, i.e., the weak
and strong-coupling regimes, which correspond to the weak and strong-disorder cases,
respectively. We obtained effective theory by integrating over the vector potential in both
regimes. In the weak-disorder phase, the effective theory is a SUSY extension of the Gross
Neveu model. We call this regime phase A. Detailed studies on the effective field theory of
the phase A will be reported elsewhere, but sign of the effective coupling constant of the
four-Fermi interaction indicates instability of the ground state to the state with the chiral
5 In other words, the would-be NambuGoldstone boson acquires a mass by the chiral anomaly, and it generates
no severe infrared singularities.
624
condensation. From the investigation of the GrossNeveu model by the 1/N expansion,
we expect that there appears the chiral condensation with a quasi-long-range order.
Then we studied the strong-disorder phase rather in detail. We call this regime phase B.
We showed that in the phase B the density operator of the fermion has the quasi-long-range
order and low-energy excitations are the pions and density wave of the bosons whereas
no Dirac fermions with the original U (N) quantum number appear. This result stems from
not only the strong-disorder properties of the vector potential but also the exact chiral
symmetry and its SUSY counterpart on the lattice, i.e., anomaly cancellation by the species
doubling. Therefore, the result indicates that genuine condensation of the fermion density
operator occurs in the single-flavour case with chiral anomaly just as in the Schwinger
model. Anyway, we expect the existence of the phase transition at a certain critical value
of the disorder strength gc from the phase A to B. 6
Let us discuss physical picture of the above phenomena. Coupling with the vector
potential reduces the effective hopping of fermions which is simply given by teff = t
hU (x)i, where t is the original hopping parameter. Obviously as increasing the disorder
strength g, teff decreases and fermionic states tend to localize. Study in this paper shows
that in the present system that localization phenomenon occurs with the chiral condensation
of fermions which makes the fermions massive. As g is increased further more, even a local
hopping of a single fermion cannot occur anymore and movement of a fermion always
accompanies the same movement of an anti-fermion for fluctuations of the vector potential
in the hopping cancels out with each other, i.e., hU (x)i = 0 but hU (x)U (x)i = 1. That
is, only a bound state of fermion and anti-fermion pair can move in this phase. Then
condensation of fermion density operator is generated. This phase (the phase B) is more
or less similar to the conventional confinement phase of the strong-coupling gauge theory.
From this picture, disorder-induced phase transition is naturally understood.
Finally let us discuss relation between the results in this paper and previous studies. For
both the Abelian and non-Abelian cases, it is known that there exist an infinite number
of relevant operators with negative dimensions if the noncompact Gaussian distribution
is used for the vector potential. It indicates some instability of the critical line. On the
other hand in the present study, no signs of instability appear at least in the effective
action obtained by integrating over the vector potential. 7 We think that this stability stems
from the compactness of the integral measure of the vector potential. Actually as recently
Gurarie discussed [9] and the study on the random XY model shows [11], the instability
comes from the noncompactness of the vector potential. More explicitly in the discussion
in the continuum, the vector potential A is parameterized as follows (we here consider
the Abelian case for simplicity 8 ),
A = + ,
01 = 10 ,
(5.1)
6 Order of this phase transition can be of third-order as the one-link integral indicates.
7 Strictly speaking, the correlation function in the boson sector h(x) (0)i tends to diverge for |x| .
However correlators in the fermion sector, which are physical quantities in the present system, exhibit no singular
behaviour.
8 For the Abelian case, similar discussion of the strong-disorder case is possible. See Ref. [19].
625
where (x) and (x) are scalar fields and (x), (x) (, +). The instability and
the negative dimensions of the relevant operators essentially come from the following
correlation function of (x) [11],
c(x ) c(x )
1 e
2 ,
(5.2)
e
where c is a real number and the above expectation value is evaluated with the following
probability distribution,

Z
1
d2 x( )2 .
(5.3)
P [ ] exp
g
Then it is not difficult to show that the operator ec(x) has a negative dimension and the
correlator in Eq. (5.2) tends to diverge for large |x1 x2 |. However it is obvious that if
the integral region of (x) is compact, this divergence does not occur. This is an essential
point of Guraries argument [9].
Gurarie used some ad hoc cutoff regularization for the functional space of (x). On the
other hand in this paper, we use the Haar measure which is compact, and therefore we
expect that a similar cutoff appears naturally in the present formalism. Actually we can

parameterize the vector potentials U (x) in terms of two U (1) fields u(x) and v(x + 0+2 1 )
1)
is the unit vector of the 0(1) direction], where u(x) is defined on the sites of the
[0(

original lattice and v(x + 0+2 1 ) is on the sites of the dual lattice,

0 + 1
0 1
v x+
,
(5.4)
U0 (x) = u(x + 0) u (x) v x +
2
2
and similarly for U1 (x) where u (x) is the complex conjugate to u(x), etc. It is not difficult
Q
Q
to show that if we impose the conditions like x u = x v = 1, then there is no ambiguity
in this parameterization. It is obvious that (x)((x)) in the continuum expression (5.1) is

related to v(x + 0+2 1 )(u(x)) in (5.4) as follows,
ln v,
ln u.
(5.5)
Therefore, the integral region of (x) is compact in the present formalism, (x)
[, +], i.e., there exists the natural cutoff. Please notice that this compact region of
(x) remains the same even if we recover the lattice spacing aL .
In the sense explained above, the model in the present paper is different from those with
noncompact random vector potential which were studied in the previous papers. Our model
is close to the network models by Chalker and Coddington [12] and their field-theory
models [13,14]. Then it is not so surprising that the stable ground state appears and the
low-energy excitations are the massless pions, etc., as in the KosterlitzThouless phase
even at the strong-disorder limit. Also we can conclude that the disorder-induced phase
transition which we found in this paper is a new one. This phase transition is expected to
be of a topological nature of the vector potential but it is not definitive at this stage.
Acknowledgement
The author is grateful to H. Mukaida for useful discussion.
626
Note added
After submitting this paper, we got acquainted with the paper by Altland and Simons
[20] which also studies the random flux model on a lattice.
References
[1] A.W.W. Ludwig, M.P.A. Fisher, R. Shanker, G. Grinstein, Phys. Rev. B 50 (1994) 7526.
[2] A.A. Nersesyan, A.M. Tsvelik, F. Wenger, Phys. Rev. Lett. 72 (1994) 2628; Nucl. Phys. B 438
(1995) 561.
[3] I. Kogan, C. Mudry, A.M. Tsvelik, Phys. Rev. Lett. 77 (1996) 707.
[4] C. de C. Chamon, C. Mudry, X.-G. Wen, Phys. Rev. Lett. 77 (1996) 4194.
[5] C. de C. Chamon, C. Mudry, X.-G. Wen, Phys. Rev. B 53 (1996) R7638.
[6] C. Mudry, C. de C. Chamon, X.-G. Wen, Nucl. Phys. B 466 (1996) 383.
[7] H.E. Castillo, C. de C. Chamon, E. Fradkin, P.M. Goldbart, C. Mudry, Phys. Rev. B 56 (1997)
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[8] J.S. Caux, N. Taniguchi, A.M. Tsvelik, Phys. Rev. Lett. 80 (1998) 1276; Nucl. Phys. B 525
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[10] M. Rubinstein, B. Shraiman, D.R. Nelson, Phys. Rev. B 27 (1983) 1800.
[11] C. Mudry, X.-G. Wen, Nucl. Phys. B 549 (1999) 613.
[12] J.T. Chalker, P.D. Coddington, J. Phys. C 21 (1988) 2665.
[13] D.-H. Lee, Phys. Rev. B 50 (1994) 10788.
[14] M.R. Zirnbauer, J. Math. Phys. 38 (1997) 2007.
[15] I. Ichinose, Phys. Lett. B 122 (1983) 68.
[16] E. Brezin, D.J. Gross, Phys. Lett. B 97 (1980) 120.
[17] I. Ichinose, work in progress.
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[19] I. Ichinose, Ann. Phys. 175 (1987) 143.
[20] A. Altland, B.D. Simons, Nucl. Phys. B 562 (1999) 445.

On the quantum inverse scattering problem

J.M. Maillet , V. Terras 1
Laboratoire de Physique, Groupe de Physique Thorique, ENS Lyon, 46 alle dItalie
69364, Lyon Cedex 07, France 2
Received 10 November 1999; accepted 8 February 2000
Abstract
A general method for solving the so-called quantum inverse scattering problem (namely the reconstruction of local quantum (field) operators in term of the quantum monodromy matrix satisfying
a YangBaxter quadratic algebra governed by an R-matrix) for a large class of lattice quantum integrable models is given. The principal requirement being the initial condition (R(0) = P , the permutation operator) for the quantum R-matrix solving the YangBaxter equation, it applies not only to
most known integrable fundamental lattice models (such as Heisenberg spin chains) but also to lattice models with arbitrary number of impurities and to the so-called fused lattice models (including
integrable higher spin generalizations of Heisenberg chains). Our method is then applied to several
important examples like the sln XXZ model, the XYZ spin- 12 chain and also to the spin-s Heisenberg
chains. 2000 Elsevier Science B.V. All rights reserved.
PACS: 71.45G; 75.10Jm; 11.30Na; 03.65Fd
Keywords: Integrable models; Inverse scattering problem; Correlation functions
1. Introduction
One of the main challenging problems in the theory of quantum integrable models,
after diagonalizing the corresponding Hamiltonians, is to find explicit and manageable
expressions for their correlation functions. This is well known to be a very hard problem
in general situations, even for quantum integrable models in two dimensions, and in fact
besides the models which can be connected to free fermions or which are in the conformal
field theory class, very few explicit solutions to this problem have been obtained so far.
This work is supported by CNRS (France), the EC-TMR contract FMRX-CT96-0012 and MENRT (France)
fellowship AC 97-2-00119.
jean-michel.maillet@ens-lyon.fr
1 veronique.terras@ens-lyon.fr
2 UMR 5672 du CNRS, associe lEcole Normale Suprieure de Lyon.
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 0 9 7 - 3
628
J.M. Maillet, V. Terras / Nuclear Physics B 575 [FS] (2000) 627644
For example, in the case of the Heisenberg spin- 21 chain [1], while the method
for diagonalizing the Hamiltonian was designed in 1931 by H. Bethe [2] (for the
isotropic XXX case), the first manageable expressions for its correlation functions (in the
thermodynamic limit) have been given only in 1992 (in the massive regime) [3] and then
in 1996 (in the gapless regime) [4] by Jimbo, Miwa and their collaborators, however based
on some hypothesis, in particular on the symmetry structure of the infinite chain.
Motivated by this problem, it was shown for the first time in [5] that the explicit solution
of the quantum inverse scattering problem (namely the reconstruction of any local spin
operator at any site of the chain in terms of the elements of the quantum monodromy matrix
satisfying a YangBaxter algebra, and containing creation/annihilation operators of Bethe
eigenstates of the Hamiltonian) can be solved for this XXZ spin- 21 model in a very simple
(multiplicative) way. Moreover, using the algebraic Bethe ansatz framework [6,7], it was
then used in [8] to derive explicit and simple expressions for the correlation functions of
this model, even in the presence of a non-zero magnetic field. In the thermodynamic limit
(the limit of infinite chain) it leads to multiple integral representations of these correlation
functions. In the zero magnetic field limit, this approach gives then a complete proof of
results and conjectures previously obtained in [3,4].
The elementary nature of the answer to the quantum inverse scattering problem, in this
very representative example among the models solvable by means of the algebraic Bethe
ansatz method, was quite unexpected. The algebraic Bethe ansatz method, also called
quantum inverse scattering method, appeared 20 years ago as a quantum analogue of the
classical inverse scattering problem approach to non-linear wave equations having soliton
solutions, in order to solve quantum integrable models in two dimensions. The essential
tools of this method are the quantum monodromy matrix satisfying quadratic commutation
relations (YangBaxter algebra) which structures constants are given by an R-matrix
solving the YangBaxter (cubic) equation [9,10]. It has been designed to diagonalize the
corresponding Hamiltonians simultaneously with their associated commuting family of
integrals of motion [6,7]. It is the quantum analogue of the direct part of the classical
inverse scattering problem method in its Hamiltonian formulation [11], in which the Lax
matrix is used to construct the monodromy matrix containing the action-angle variables
which linearize the dynamics. However, the inverse scattering problem part of the classical
theory, namely, the reconstruction of the local classical field variables contained in the Lax
matrix in terms of the elements of the monodromy matrix (and hence in terms of the actionangle variables) using the GelfandLevitanMarchenko equations [1214], being already
a quite difficult problem to solve, it was not at all obvious to find a direct way to extend it
to the quantum situation, although the motivations (form factors and correlation functions)
were very clear from the very beginning [1517].
The very remarkable feature of the solution to this problem given in [5] was not only
that the quantum inverse scattering problem can be solved explicitely, but also that both its
resulting expressions (reconstruction of the local spin operators at any site of the chain in
terms of a simple product of the quantum monodromy matrix elements) and their proofs
are very elementary. In turn, it essentially relies on the fact that the quantum R-matrix
R(, ) solving the YangBaxter equation reduces to the permutation operator when the
629
two spectral parameters and are equal.

This fact being almost a consequence of the YangBaxter equation itself, and hence
satisfied for very generic cases, it immediately suggested that the quantum inverse
scattering problem can indeed be solved for almost all known quantum integrable (lattice)
models. 3 This is to be compared to the tentatives of solving the corresponding problem
directly for the continuum quantum integrable field theories such as the SineGordon
model, using a quantum version of the GelfandLevitanMarchenko equations, where
it appeared to be an extremely difficult problem to handle, due in particular to the presence
of boundstates [19,20].
The results we will present here show that for lattice models at least (whatever
complicated is the corresponding spectrum) this problem admits a simple and purely
algebraic solution.
More precisely, let us consider a quantum lattice model associated to the finite
dimensional representations of some quantum algebra A [21,22], and let Wr (), where
r + 1 is the dimension, be such representations depending on a spectral parameter
(here we have in mind for example the finite dimensional evaluation representations of
some quantum affine algebra). Let us suppose that the corresponding quantum R-matrix
R(, ) is invertible in any irreducible tensor product End(Wrn () Wrn ()) and reduces
to the permutation operator for equal spectral parameters. Then, let the quantum Lax
operator Ln () at site n defining this lattice model be obtained as some finite dimensional
representations of the quantum R-matrix in End(V () Wrn (n )) as
V Wrn
Ln ( n + 0 ) L0n
( n + 0 )
V Wrn
= R0n ( n ) End

V () Wrn (n ) ,
where the auxiliary space V () (labelled by subscript 0) is for example a fundamental

(evaluation) representation of A, Wrn (n ) is the quantum local space at site n, and n is
an inhomogeneity parameter attached to the site n, the space of states of the model being
given by
H ' Wr1 (1 ) WrN (n ).
Let Ln () be chosen moreover such that we can associate to it an auxiliary quantum Lax
operator Ln () obtained by fusion [21,2325] of Ln () (meaning that its operator matrix
elements are functions of the ones contained in Ln ()) and given by the quantum R-matrix
in End(Wrn () Wrn (n )). Then, even in the general situation where the local quantum
space of states Wrn (n ) are different from one site to another, it is possible to give an
explicit and elementary solution of the reconstruction of the local operators at any site n of
the lattice in terms of elements of the quantum monodromy matrix associated to Ln (). In
fact the resulting expressions for these local operators reconstructions and their proofs are
very direct generalizations of the ones given for the Heisenberg XXZ case in [5] which is
quite generic in this respect.
3 This idea was given by the authors in various conferences, including the Sminaire de Mathmatiques
suprieures held in Montral in the summer 1999 [18].
630
From a more universal point of view, which will be useful when considering the
extension of our results to the field theory case for which infinite dimensional representations should be considered, the solution of the quantum inverse scattering problem relies in
turn to the very simple fact that the associated universal R-matrix is the canonical (identity)
element in the corresponding double Hopf algebra D(A) [26].
The main purpose of this article is to give a simple and general solution to the quantum
inverse scattering problem for any quantum integrable lattice model of the above type
solvable by means of the algebraic Bethe ansatz method [6]. This result applies to most
known quantum lattice integrable models, even with arbitrary number of impurities at
different lattice sites, since our method takes into account the possibility to have any
chosen (finite dimensional) representation for the local space of states at each site which
could be different for different sites. We will also give explicit formulas for several known
interesting examples including not only the so-called fundamental lattice models (such as
XYZ spin- 21 or sln XXZ models, for which the result is essentially a direct copy of the
case described in [5]), but also for the more general cases of fused lattice models (such as
the higher spin generalizations of the Heisenberg chains). In that last interesting situation,
we will also discuss the implications of these results for the classical inverse scattering
problem.
The application of these results to the actual computation of correlation functions of the
above models will be considered in forthcoming publications.
This article is organized as follows. In Section 2, we first recall the results for the
spin- 21 XXZ Heisenberg spin chain as given in [5], which will be a guideline all along
the article. Then the results are extended in a quite direct way to a large class of lattice
quantum integrable models in Section 3. In Section 4, we apply these results to the socalled fundamental lattice models for which the quantum Lax operator is given essentially
by the corresponding quantum R-matrix, namely, for which in particular the auxiliary
and quantum spaces are isomorphic. In Section 5, we consider the so-called fused lattice
models, with the example of the XXX spin-s model. Some conclusions and comments are
given in the last section.
2. Solution of the quantum inverse problem for the Heisenberg spin- 12 chain
In this section, we recall the solution of the quantum inverse problem which was given
in [5] in the case of the XXZ spin- 21 Heisenberg chain.
The XXZ Heisenberg chain of length N corresponds to the following Hamiltonian:
HXXZ =
N
X

y y
z
x
+ m m+1 + 1 mz m+1
1 ,
mx m+1
(1)
m=1
where m , = x, y, z, are the Pauli matrices acting in the two-dimensional space Hm at

site m, 1 = cosh is the anisotropy parameter, the particular case 1 = 1 corresponding to
the XXX chain. We impose periodic boundary conditions.
In the algebraic Bethe ansatz framework, the corresponding quantum R-matrix is
1
0
0
0
0 b(, ) c(, ) 0
R(, ) =
0 c(, ) b(, ) 0 ,
0
631
(2)
where
( )
,
( + )
()
,
c(, ) =
( + )
b(, ) =
with the function defined as

,
in the XXX case,
() =
sinh(), in the XXZ case.
(3)
(4)
(5)
(6)
The R-matrix is a linear operator in the tensor product of two two-dimensional linear
spaces V1 V2 , where each Vi is isomorphic to C2 , and depends generically on (the
difference of) two spectral parameters 1 and 2 associated to these two vector spaces. It
is denoted by R12 (1 , 2 ) or by R12 (1 2 ). Such an R-matrix satisfies the YangBaxter
equation,
R12 (1 , 2 ) R13 (1 , 3 ) R23 (2 , 3 ) = R23 (2 , 3 ) R13 (1 , 3 ) R12 (1 , 2 ).
(7)
Moreover, it is unitary, except for a finite number of values of the spectral parameter (such
that b(1 , 2 ) = c(1 , 2 )),
R12 (1 2 ) R21 (2 1 ) = 1,
(8)
and reduces to the permutation operator for a particular value of the spectral parameter,
R12 (0) = P12 .
Identifying one of the two linear spaces in the R-matrix with the quantum local space
Hn at site n, one obtains the quantum L-operator of the model at site n as
Ln (, n ) = R0n ( n ),
(9)
where n is an arbitrary (inhomogeneity) parameter depending on the site n. The

Hamiltonian (1) corresponds to the homogeneous case where all the inhomogeneity
parameters n are equals. The subscripts mean here that R0n acts on the tensor product of
the auxiliary space V0 ' C2 by the quantum space Hn at site n. The quantum monodromy
matrix of the total chain is then defined as the ordered product of all L-operators along the
chain,
T0 () T0,1...N (; 1 , . . . , N ) = R0N ( N ) R01 ( 1 ),
and can be represented in the auxiliary space V0 as a 2 2 matrix,

A() B()
T () =
,
C() D()
(10)
(11)
632
whose matrix elements A, B, C, D are linear operators on the quantum space of states of
the chain H = N
n=1 Hn . Their commutation relations are given by the following relation
on C2 C2 :
R12 (, ) T1 () T2 () = T2 () T1 () R12 (, ),
(12)
with the usual tensor notations T1 () = T () Id and T2 () = Id T ().

In the algebraic Bethe ansatz framework, the matrix elements of the monodromy
matrix are used to construct the eigenstates of the Hamiltonian. In particular, the transfer
matrices t (), which are the trace A() + D() of the corresponding monodromy matrices
(11), commute with each other for different values of the spectral parameter , and the
Hamiltonian (1) can be obtained from these transfer matrices (in the homogeneous case)
by means of trace identities. In this context, B and C are used respectively as creation and
annihilation operators of Bethe eigenstates. The common eigenstates of the Hamiltonian
and the commuting transfer matrices are constructed by successive actions of operators
B(j ) on a reference state | 0 i, which in this case is the ferromagnetic state with all spins
up, for any set of n spectral parameters {j , 1 6 j 6 n} solution of the Bethe equations.
The quantum inverse problem consists in reconstructing the local operators, which here
are the local spin operators S = S x iS y , S z at a given site i of the chain, with S = 12 ,
= x, y, z, being the standard Pauli matrices, in terms of the matrix elements A, B,
C, D of the monodromy matrix used to construct the eigenstates of the Hamiltonian. This
was done in [5], where we obtained the following result:
( i1
)
( i
)1
Y
Y
(A + D)( ) B(i )
(A + D)( )
,
(13)
Si =
=1
Si+ =
( i1
Y
)
(A + D)( ) C(i )
=1
Siz
( i1
Y
=1
i
Y
)1
(A + D)( )
=1
1
(A D)(i )
(A + D)( )
2
=1
i
Y
(14)
)1
(A + D)( )
(15)
=1
0 ,
In other words, the elementary operators Enn n , n0 , n {1, 2}, acting on the local quantum
0
space Hn ' C2 at site n as the 2 2 matrix Eij , = i,0 j, , 1 6 i, j 6 2, are reconstructed
in the following way in terms of the matrix elements Tn ,n0 of the quantum monodromy
matrix (11):
( n1
)
( n
)1
Y
Y
n0 ,n
=
(A + D)( ) Tn ,n0 (n )
(A + D)( )
.
(16)
En
=1
=1
Note that the expressions (13)(16), which are given here in the more general case with
inhomogeneity parameters j , are in particular valid in the homogeneous limit where all
parameters j are set equal to zero.
These formulae were used in [5] to obtain explicit determinant representations for the
form factors of the finite chain, and in [8] to derive integral representations for general
correlation functions of the chain in a magnetic field in the thermodynamic limit.
633
The proof of (13)(15) proposed in [5] was very simple. It relies essentially on the fact
that these formulae can be easily proven, using that R(0) = P , for an operator acting on
the first site on the chain (cf. Lemma 4.2 of [5]), and that the problem can be reduced to
this case by means of a propagator, which is a shift operator from site 1 to site i, and which
is given as some product of R-matrices or as a product of transfer matrices (cf. Eqs. (4.3)
and (4.4) of [5]). In [5], the propagator was also expressed in terms of factorizing F matrices, but it is clear that its properties rely actually only on its expression (Eq. (4.3)
of [5]) as a product of R-matrices. Thus, the proof proposed in [5] is quite general, and
can be extended to a large class of lattice integrable models, as it will be shown in the
next sections. In particular, its generalization to fundamental models is quite obvious (see
Section 4 for some other interesting examples), but we will also show that one can obtain an
explicit reconstruction for fused lattice models as well, such as for example the Heisenberg
chains of higher spins (see Section 5).
3. General solution for lattice models

In this section, we show that the resolution of the quantum inverse problem given in [5]
in the case of the XXZ spin- 21 Heisenberg chain is quite general and can be extended to a
large class of lattice models.
Let A be a Hopf algebra, for example a Yangian or a quantum affine algebra, which
admits a family of finite dimensional evaluation representations Wr (), where r + 1 is the
dimension, depending on a spectral parameter . Suppose that, for any irreducible tensor
product of two such representations Wr () Ws (), there exist a corresponding R-matrix
R Wr Ws ( ) solving the YangBaxter equation, and which is unitary (except for a finite
number of values of the spectral parameter). Suppose moreover that the matrix R Wr Wr (),
acting on the tensor product of any two spaces with same dimension r + 1, reduces to a
permutation operator for a particular value of the spectral parameter:
R Wr Wr (0) = P Wr Wr .
(17)
For notation conveniences, we will consider the additive spectral parameter case. However,
it will be clear all along the results and proofs that, our method being purely algebraic,
it extends to more general situations as well. Let us also suppose that there exists some
fusion rules which allow the explicit construction, from the R-matrices R V V () associated
to fundamental representations V (), of the R-matrices associated to higher dimensional
representations:

(18)
R Wr Ws () = F Wr Ws ,V R V V () .
Then let us consider a quantum lattice model, solvable by means of algebraic
Bethe ansatz, whose space of states is isomorphic to a tensor product of evaluation
representations:
H ' Wr1 (1 ) WrN (n ).
634
Here, Wrn (n ) is the quantum local space at site n, and n is an inhomogeneity parameter
attached to the site n. Let us define the quantum L-operator of the model at site n by
V Wrn
Ln ( n + 0 ) L0n
( n + 0 )
V Wrn
= R0n ( n ) End

V () Wrn (n ) ,
where 0 C, the auxiliary space V () (labelled by subscript 0) being a fundamental

(evaluation) finite dimensional representation of A. The monodromy matrix, whose matrix
elements are used to create eigenstates of the Hamiltonian in the framework of algebraic
Bethe ansatz, is given by the ordered product of these L-operators along the chain:
T0,1...N () = L0N ( N + 0 ) L01 ( 1 + 0 ).
(19)
In this context, the quantum inverse problem consists in reconstructing local operators
En , 1 6 6 (rn + 1)2 , which generate the local quantum space End(Wrn ) at any given site
n of the chain, in terms of the operator entries of the monodromy matrix (19).
The idea of this reconstruction, for an operator En acting at a given site n of the chain,
is to consider an auxiliary quantum L operator for which the dimension of the auxiliary
space W is equal to the dimension of the local quantum space Wrn at site n, and such that
this Lax operator at site n reduces to the permutation operator (17) in a particular value of
the spectral parameter. Thus, we define the following auxiliary Lax operator for any site i
of the chain, with an auxiliary matrix space W isomorphic to the space of states Wrn , for a
given n,
W Wri
(rn )
( i + 0 ) = R0i
L0i
( i ),
acting in the tensor product W Wri ' Wrn Wri , and such that it can be obtained
by fusion from our starting quantum Lax operator Ln . Here and in the following, the
upperscript (rn ) means that the auxiliary space chosen to construct the corresponding
object is isomorphic to Wrn . For this special choice of the auxiliary space, let us denote
T (rn ) () and t (rn ) () the corresponding monodromy and transfer matrices:
(rn )
(rn )
(rn )
() = L0N
( N + 0 ) L01
( 1 + 0 ),
T (rn ) () T0,1...N

(rn )
(rn )
() = tr0 T0,1...N
() .
t (rn ) () t1...N
(20)
(21)
We have the following proposition:

Proposition 1. An operator En End(Wrn ) in a given site n of the chain can be expressed
(rn )
(n ) constructed with
in the following way in terms of the monodromy matrix T0,1...N
an auxiliary space W ' Wrn and of the transfer matrices constructed with the different
auxiliary spaces isomorphic to the different quantum local spaces of states Wri for any site
index i, t (ri ) (i ), 1 6 i 6 n:
( n1
)
( n
)1
Y
Y
(ri )
(rn )
(ri )
t (i ) tr0 E0 T0,1...N (n )
t (i )
,
(22)
En =
i=1
where
E0
denotes the operator
i=1
En
acting in the auxiliary space W ' Wrn .
635
Proof. It comes directly from the two following lemmas.

Lemma 1. The product of the above defined transfer matrices (which all commute among
themselves due to the YangBaxter relation),
T1n =
n1
Y
t (ri ) (i ),
i=1
is an invertible shift operator from site 1 to site n, whose action on the monodromy matrix
( for any choice of the auxiliary space labelled by 00 ) is given by
1
= T00 ,n...N1...n1 ().
T1n T00 ,1...N () T1n
(23)
Proof. The expression (23) can be proved by induction on n. The transfer matrix
(rn )
(n ) constructed with auxiliary space W isomorphic to Wrn can be expressed as a
t1,...,N
product of R-matrices:
WW
W Wr
WW
r
(rn )
(n ) = tr0 R0N N (n N ) R0 n+1n+1 (n n+1 ) P0n rn
t1...N

W Wr
W Wr
R0 n1n1 (n n1 ) R01 1 (n 1 )

Wrn Wr
Wr Wr
WW
= tr0 P0n rn Rn n1 n1 (n n1 ) Rn1 n 1 (n 1 )

Wrn Wr
Wr Wr
RnNn N (n N ) Rn n+1 n+1 (n n+1 )
Wrn Wrn1
= Rn n1
Wr Wr1
(n n1 ) Rn1 n
Wr Wr
RnNn N (n
(n 1 )
Wrn Wr
N ) Rn n+1 n+1 (n
n+1 ),
W Wrn
where we used the cyclicity of the trace and the fact that, as W ' Wrn , R0n
(0) is the
WW
P0n rn
of the auxiliary space W and the quantum local space at site n, Wrn .
permutation
Using also the expression of the monodromy matrix, for an auxiliary space W 0 of arbitrary
dimension, as a product of R-matrices,
W 0 Wr
W 0 Wr1
T00 ,n...N1...n1 () = R00 n1n1 ( n1 ) R00 1
( 1 )
W 0 Wr
W 0W
R00 N N ( N ) R00 n rn ( n ),
one can easily show, by using successively the YangBaxter equation

Rni (n i ) R00 i ( i ) R00 n ( n ) = R00 n ( n ) R00 i ( i ) Rni (n i ),
for i = n + 1, . . . , N, 1, . . . , n 1 that,
(rn )
(rn )
(n ) T00 ,n...N1...n1 () = T00 ,n+1...N1...n () t1...N
(n ),
t1...N
for any n, which achieves the proof. 2

Lemma 2. If the auxiliary space W has same dimension as the quantum space Wr1 at
site 1, one has the following identity, for any operator E End(Wr1 ' W ):

(r1 )
(r1 )
(1 ) = E1 t1...N
(1 ).
tr0 E0 T0,1...N
636
(r1 )
Proof. Starting from the expression of T0,1...N
(1 ) as a product of R-matrices, on uses the
W Wr
fact that R01 1 (0) is the permutation operator P01 , which acts in the following way on
E0 : P01 E0 = E1 P01 . 2
It should be noted that we have considered here the general inhomogeneity case, but of
course, our result applies and simplifies for the homogeneous case where all parameters n
are equal.
Proposition 1 gives thus the reconstruction of local operators at site n in terms of the
matrix elements of the monodromy matrix the auxiliary space of which has the same
dimension as the quantum space of states at site n. But the creation and annihilation
operators used when solving the model by means of algebraic Bethe ansatz are elements
of the monodromy matrix T0,1...N () (19) the auxiliary space of which is a fundamental
representation of the algebra A. One can use then the fusion rules (18) to reexpress the
matrix elements of the monodromy matrix (20), which appear in the expression (22) of
Proposition 1 in terms of those of (19), solving the problem. We will see some examples
in the next sections.
4. Fundamental lattice models

In this section, we apply the general formula of Section 3 in the special case of
fundamental lattice models. Fundamental lattice models are characterized by the fact
that the quantum space of states at any site n of the lattice is given by the fundamental
representation of the corresponding quantum algebra and is isomorphic to the auxiliary
matrix space. Hence, the Lax operator is just given by the quantum R-matrix in the tensor
product of the fundamental representation by itself and indeed reduces to the permutation
operator in this tensor product when the spectral parameter is equal to zero,
Ln (, n ) LV0nVn ( n )

VV
( n ) End V () V (n ) ,
= R0n
where V is a fundamental representation. The space of states is here

H ' V (1 ) V (N ).
The quantum monodromy matrix is given by
T0,1...N () = L0n (, n ) L01 (, 1 ),
and the transfer matrix is defined as usual by its trace in auxiliary space V0 ,

t1...N () = tr0 T0,1...N () .
As a consequence, the formula (22) of Proposition 1 applies directly to give the
reconstruction of any local operator En acting at a given site n of the chain,
( n
( n1
)
)1
Y
Y
t (i ) tr0 E0 T0,1...N (n )
t (i )
,
(24)
En =
i=1
i=1
637
where E0 denotes the operator En acting in the auxiliary space. Note that the homogeneous case is obtained as usual by putting all inhomogeneity parameters n to zero in the
above formula.
Let us stress here that it is a very direct copy of our original formula (16) given in [5]
for the case of the XXZ spin- 21 chain, which is completely generic in this respect. This
formula is of course valid for both inhomogeneous and homogeneous models which are
obtained simply in the limit where all inhomogeneity parameters n are set equal to zero.
4.1. The sln+1 XXZ model
The quantum R-matrix of this model, solving the YangBaxter equation and associated
to a fundamental representation of Uq (sln+1 ), is defined by the following (n + 1)2
(n + 1)2 matrix [2729],
(n)
e R(n) e R
, (q = e )
(25)
R (n) () =
e q e q 1
with
X
X
X
E E + q
E E + (q q 1 )
E E ,
R(n) =
6=
(n)
+q
6=
<
(q q
E E ,
>
where E is the elementary (n + 1) (n + 1)-matrix with only one non-zero element,
Eij = i, j, . Note that R(0) = P , the permutation operator. For homogeneous models,
the quantum Lax operator being directly equal to this R-matrix, the quantum monodromy
matrix is given by
(n)
(n)
(n)
(n)
T0,1...N () = R0N () R02 ()R01 ().
(26)
(n)
tr0 T0,1...N
()
commute among themselves for arbitrary

The transfer matrices t (n) () =
values of the spectral parameters , and one can define the local quantum Hamiltonian by
means of trace identities,

d
ln t (n) ()
N(q + q 1 ).
(27)
H(n) = (q q 1 )
d
=0
The simultaneous diagonalization of the transfer matrix and of the Hamiltonian is given by
the so-called nested Bethe ansatz [30,31]. The solution of the quantum inverse scattering
problem consists in reconstructing the local operators
0 ,p
Epp
1 6 p0 , p 6 n + 1,
acting in the local quantum space at site p, Hp ' Cn+1 , as the elementary matrices
0 ,p
(n)
(),
Eijp = i,p0 j,p , in terms of the elements of the quantum monodromy matrix T0,1...N
whose elements T1j (), 2 6 j 6 n + 1 are used in particular to create Bethe eigenstates.
We have directly, from the above formula,

p1

p
0 ,p
0 ,p (n)
tr0 E0p T0,1...N
(0) t (n) (0)
,
(28)
Epp = t (n) (0)
638
(n)
where the trace can be computed in terms of the matrix elements (T0,1...N
(0))p ,p0 of the
quantum monodromy matrix (26) to give finally,
0 ,p
Epp

p1 (n)

p

= t (n) (0)
.
T0,1...N (0) p ,0 t (n) (0)
(29)
This expression (29) gives the reconstruction of the quantum local operators for the
homogeneous chain and is a direct generalization of (16). It is clear from the general
formulas of the preceding section that it is also possible to write a similar formula for
the inhomogeneous case as well.
4.2. The XYZ spin- 21 model
The XYZ model for spin- 21 defined on a chain of length N is given by the following
Hamiltonian operator,
HXYZ =
N
X

y y
z
x
+ Jy m m+1 + Jz mz m+1
Jx mx m+1
.
(30)
m=1
This model is associated to a quantum R-matrix of elliptic type, given by [32],
1
0
0
d( )
0
b( ) c( )
0
,
R(, ) =
0
c( ) b( )
0
d( )
(31)
with
sn(u)
,
sn(u + )
sn()
,
c(u) =
sn(u + )
d(u) = k sn() sn(u),
b(u) =
(32)
(33)
(34)
where sn(u) sn(u; k) is the Jacobi elliptic function of modulus k, 0 6 k 6 1. The

constants in the Hamiltonian are related to the parameters as
Jx = 1 + k sn2 (),
(35)
Jy = 1 k sn (),
(36)
Jz = cn() dn().
(37)
Then it is obvious that this R-matrix reduces to the permutation operator P for
u = 0. Moreover it is unitary up to a numerical factor that can be taken into account in
all our computations. Defining the quantum Lax operator as being the R-matrix itself,
all the requirements for applying our above general formula are satisfied. Hence, we just
obtain the reconstruction of any spin operator at site n to be given by the same formula
as in the XXZ case where we have just to replace the operators A, B, C, D in (16) by the
corresponding ones from the XYZ model.
639
5. Quantum inverse problem for higher spin XXX chains

In this section, we consider the integrable generalization of the XXX model with local
spin variables Sn realizing a representation of sl2 of dimension l + 1 (spin l/2). This
(1)
model is given by a Lax operator L0n (), acting on the tensor product of a 2-dimensional
auxiliary space V0 by the local quantum space Hn ' Cl+1 at site n,

1
+ ( 12 + Snz )
Sn
(1)
.
(38)
L0n () =
Sn+
+ ( 12 Snz )
+ l+1
2
spin- 21
case, the corresponding monodromy matrix, given by the ordered product

As in the
of these L-operators with 2-dimensional auxiliary space along the chain,
(1)
(1)
() = L(1)
T0,1...N
0N () L01 (),
can be written on the auxiliary space V0 as a 2 2 matrix,

A() B()
(1)
,
T0,1...N () =
C() D()
(39)
(40)
whose matrix elements are used to construct eigenstates of the Hamiltonian. The
commutation relations (12) of these matrix elements are given by the same R-matrix (2) as
in the spin- 21 case.
The Hamiltonian of this model is given by means of trace identities involving the transfer
matrices t (l) () constructed from L-operators L(l)
0n () with (l + 1)-dimensional auxiliary
space. This Hamiltonian describes nearest-neighbour interactions, which follows from the
(l)
(s)
fact that L0n (0) reduces to the permutation P0n . The L-operators L0n () with higher
dimensional (s + 1)-auxiliary space can be constructed from (38) by the fusion procedure
[23]. More precisely, if Pa+1 ,...,as is the projector (symmetrizer) onto the (s +1)-dimensional
subspace V(a1 ,...,as ) of the tensor product Va1 Vas of s auxiliary spaces Vai ' C2 ,
one has

s1
+
(1)
()
=
P
L
+
L(s)
a1 ,...,as a1 ,n
(a1 ,...,as ),n
2

s
+
1
2j
s1
(1)
L(1)
Pa+1 ,...,as . (41)
aj ,n
as ,n
2
2
Remember that, in all this section, the dimension of the local quantum spaces is fixed to be
l + 1, and that the upperscript (s) labels only the dimension of the auxiliary space (to be
s + 1).
The quantum inverse problem consists here in reconstructing the local spin operators
Sn in terms of the matrix elements A, B, C, D of the monodromy matrix (40) with 2dimensional auxiliary space. From Proposition 1, we know how to reconstruct them in
terms of the matrix elements of the monodromy matrix T (l) () with auxiliary space of
dimension l + 1:

n1

n
(l)
tr0 S0 T0,1...N (0) t (l) (0)
.
(42)
Sn = t (l) (0)
The problem is thus to express the quantities

(s)
(s)
() = tr0 S0 T0,1...N ()
(43)
640
for any component of the spin operator and for any integer s 6 l. To do this, one uses the
(s)
with (s + 1)-dimensional auxiliary space can be
fact that the monodromy matrix T0,1...N
(1)
obtained by fusion in terms of the monodromy matrix T0,1...N with 2-dimensional auxiliary
space, similarly as in (41):

s1
+
T(a(s)1 ,...,as ),1...N () = Pa+1 ,...,as Ta(1)
1 ,1...N
2

s + 1 2j
(1)
Taj ,1...N +
2

s 1
Pa+1 ,...,as .
Ta(1)
(44)
s ,1...N
2
This fusion procedure enables us to formulate the following lemma:
(s)
Lemma 3. For any integer s 6 l, the quantity () defined by Eq. (43) has the following
(1)
expression in terms of the elements () of the monodromy matrix (40) and of the
0)
(s
transfer matrices t () corresponding to (s 0 + 1)-dimensional auxiliary spaces (s 0 6 s):
(s)
(u) =
s
X
k=1

k
2k s 1 (k1)
ks1
t
.
t (sk) u + (1)
u+
u+
2
2
2
(45)
Proof. We will prove the formula (45) by recursion on s, for s 6 l. First, note that it is
satisfied for s = 1. Moreover, it can be easily shown also for s = 2.
Suppose now that it is satisfied until a given s < l. When fusioning a spin- 2s with spin- 21
representation, one has the following block-triangular decomposition for the product of the
corresponding monodromy matrices [25,33]:

s +1
(1)
Ta(s)
(u)
Ta1 ,1...N u +
2 ,1...N
2

(s+1)
0
T(a1 a2 ),1...N (u + 2 )
,
(46)
=
(u
fl (u + 2s )Tha(s1)
a
i,1...N
2
1 2
where the block structure is in accordance with the decomposition
Va1 Va2 ' V(a1 a2 ) Vha1 a2 i ,
V a 1 ' C2 ,
Va2 ' Cs+1 ,
V(a1 a2 ) ' Cs+2 ,
Vha1 a2 i ' Cs ,
and where the function fl (u) is the quantum determinant of the monodromy matrix (40).
Taking the trace in (46), one obtains the well-known fusion equation for the transfer
matrices:

s +1
(1)
(s)
(s+1)
(s1)
t (u) = t
+ fl u + t
.
(47)
u+
u+
u
t
2
2
2
2
641
In the same way, decomposing the component of the spin Sa1 a2 = Sa1 + Sa2 into S(a
+
1 a2 )
Sha1 a2 i on V(a1 a2 ) Vha1 a2 i , one can take the trace of the quantity

s +1
Ta(s)
(u)
u
+
Sa1 a2 Ta(1)
1 ,1...N
2 ,1...N
2
in (46), which leads to the following recursion relation for (s)

(u):

s+1
s +1
t (s) (u) + t (1) u +
(s)
u+
(1)
(u)
2
2

(s1)
+
f
.
u
+
u
+
u
= (s+1)
l
2
2
2
(s)
(48)
(s1)
(u) by the corresponding

One can then easily show, replacing (u) and
expressions (45) in (48), and using the recursion relation (47) to reconstruct the transfer
matrices which appear in each term of the sum, that one obtains also the expression (45)
(s+1)
(u). 2
for
Consequently, the solution of the quantum inverse problem for local spin operators is
given by the following proposition:
Proposition 2. The local spin operators Snz , Sn = Snx iSn at site n have the following
expressions in terms of the matrix elements of the monodromy matrix (40):

i1
Si = t (l) (0)
( l

)

X
(l) i
2k l 1
(lk) k
(k1) k l 1
B
t
t (0) , (49)
t
2
2
2
k=1

i1
Si+ = t (l) (0)
( l

)

X
(l) i
2k l 1
(lk) k
(k1) k l 1
C
t
t (0) , (50)
t
2
2
2
k=1
(l) i1
z
Si = t (0)
( l

)

X
1
2k l 1
(lk) k
(k1) k l 1
(A D)
t
t
2
2
2
2
k=1

i
t (l) (0) .
(51)
y
Note that the above formulae can be easily generalized to an inhomogeneous model.
Remark 1. The transfer matrices t (s) (u) can be expressed (using (47)) in terms of t (1) (u)
and the quantum determinant (see [25,33,34]).
Remark 2. The proof given here being quite general and relying essentially on the
recursion relation (46) with respect to the dimension of the auxiliary space, similar results
can be obtained for XXZ and XYZ higher spin chains.
642
It is quite interesting to examine the quasi-classical limit of the above formulas. This
amounts to consider the limit in which the quantum parameter goes to zero while the
spin s of the quantum representation space goes to infinity, their product (the classical spin)
being kept fixed. In the above formulas, the sum on spin and shifts becomes an integral in
this limit.
In this context, it is worth mentioning that while the solution to the quantum inverse
scattering problem admits a very simple solution (essentially as a product of elements
of the quantum monodromy matrix), the semi-classical limit of this expression (which
is equivalent to the GelfandLevitanMarchenko equations) is more involved. This is
in particular due to the fact that while every term in the multiplicative reconstruction
formula for the quantum model becomes in this limit a function of the classical spin, and
commutes with any other term in this expression, there is an accumulation of such terms
which number becomes of the order s (i.e., of order 1 in the limit 0). Hence, this
gives non-trivial contribution (coming from non-commutative effects) in the classical limit,
explaining in some sense why the classical case seems a priori much more involved than
the quantum one. These effects results in effective universal Backlund transformations
coming from the multiple dressing of the A, B, C, D operators in the quantum formulas by
transfer matrices. It also sheds some light on the reason why the direct quantization of the
GelfandLevitanMarchenko equations is a priori a very difficult problem to deal with,
since it would be very hard to guess the multiplicative quantum formula from it. We expect
to discuss this classical limit in a separate publication.
6. Conclusion
We have shown in this article that the quantum inverse scattering problem can be solved
for almost all known quantum integrable lattice models with arbitrary finite dimensional
local space of states (which could be different from one site to another). Our derivation
relies on the unitarity of the quantum R-matrix, its initial condition, R(0) = P , and on the
existence of fusion rules relating quantum Lax operators associated to different auxiliary
spaces. Hence, our results apply not only to the fundamental lattice models (such as the
Heisenberg spin chains and their higher rank algebra generalizations) but also to lattice
models with arbitrary number of impurities and to the so-called fused lattice models, like
the higher spin integrable generalizations of Heisenberg chains. We would like to stress that
besides some elementary technical details, the fundamental lattice model situation, both in
the result and in its proof, is a very direct copy of our original derivation for the XXZ spin1
2 case [5]. For other more general models, fusion should be used, leading to nice dressed
formulas such as (49)(51). Another interesting case, that we have not considered here,
concerns quantum integrable lattice field theory models, such as the SineGordon model.
In this context, we will have to deal with auxiliary quantum Lax operators having infinite
dimensional representation auxiliary space, and also to define a trace operation for such
representations. We expect the resulting reconstruction expressions for the local quantum
643
fields to be given by formulas very similar to the infinite spin limit of the above result for
spin-s Heisenberg chains.
These results can now be applied to the computation of form factors and correlation
functions of these models along the line we described in [8].
As a last remark, we note that after the completion of this manuscript, a paper, strongly
inspired by our original work [5], and the seminar given by one of us [18], appeared in the
hep-th/preprint archive (hep-th/9910253), also dealing with the quantum inverse problem,
however only in the particular case of fundamental graded lattice models.
Acknowledgements
We would like to thank N. Kitanine for several useful discussions and remarks. We also
would like to thank O. Babelon, A. Izergin, N.Yu. Reshetikhin, E.K. Sklyanin, F. Smirnov
and all our colleagues of the Theory Group in ENS Lyon for discussions and for their
interest in this work. We also thank the CRM in Montral for hospitality during the
Sminaire de Mathmatiques Suprieures in JulyAugust 1999, and where the results
of Section 5 were obtained.
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Matter correlations in branched polymers

Piotr Bialas a,b
a Fakultt fur Physik, Universitt Bielefeld, 33615 Bielefeld, Germany
b Institute of Comp. Science, Jagellonian University, 30-072 Krakow, Poland
Received 31 January 2000; accepted 27 March 2000
Abstract
We analyze correlation functions in a toy model of a random geometry interacting with matter.
We show that in general the connected correlator will contain a long-range scaling part. This result
supports the previously conjectured general form of correlation functions on random geometries. We
discuss the interplay between matter and geometry and the role of the symmetry in the matter sector.
PACS: 04.60.+v; 05.50.+q; 02.10.Eb
1. Introduction
In theories with fluctuating (quantized) geometry it is non-trivial to define the concept of
a connected correlation function. This is especially apparent in the approaches like dynamical triangulation (DT) which are formulated in a non-perturbative, coordinate-free way
and permit to go beyond the flat background expansion. In such formulations the distance
itself is a dynamical and a highly non-local object. This leads to conceptual and technical
difficulties when trying to generalize the standard fixed-geometry definitions [1,2].
Due to the non-locality the correlation functions are very difficult to study and very few
analytic results exist [3,4]. A growing body of numerical evidence suggests, however, the
existence of a simple structure common to all correlators in various ensembles of random
geometries [3]. This structure can be studied with toy models.
In this contribution we analyze a simple model of random geometry interacting with
matter which permits the detailed analytical analysis of the connected and disconnected
correlators.
The structure of this paper is as follows: we first introduce the model, then we derive its
thermodynamical properties and general structure of the correlation functions in grandcanonical and canonical ensembles. As an application of the developed formalism we
then investigate the case of Ising spins in magnetic field. We compare our results with
the Monte-Carlo simulations.
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 2 0 2 - 9
646
P. Bialas / Nuclear Physics B 575 [FS] (2000) 645660
2. Branched polymers
Branched Polymers (BP) provide a very simple but non-trivial example of a random
geometry ensemble [5]. Moreover they exhibit a wide range of properties in common with
higher dimensional DT systems [6].
By Branched Polymers we understand the ensemble of planar, labeled trees (T ) [5,7].
Each tree T is weighted with a factor (T , X) depending on the geometry and possibly on
the additional matter fields X living on the vertices of the tree. Partition function of the
model is thus defined to be:
XX
en (T , X),
(1)
Z() =
T T X
where n = n(T ) denotes the number of vertices in the given tree. Considering the most
general form of two-point actions for geometry and matter fields we take to be:
Y
Y
pqi ,xi
gqi ,xi ;qj ,xj .
(2)
(T , X) =
hi,j i
Here qi and xi denote respectively the number of branches emerging from the vertex i and
the value of the matter field(s) in this vertex, hi, j i denotes the set of all nearest neighbors
pairs. Non-negative coefficients pq,x and gq,x;q 0 ,x 0 are parameters of the model. The only
restriction is that we assume gq,x;q 0 ,x 0 to be symmetric, i.e., gq,x;q 0 ,x 0 = gq 0 ,x 0 ;q,x . The
canonical partition function Zn is related to (1) through the discrete Laplace transform:
Z() =
en Zn .
(3)
n=1
All the properties of this ensemble can be obtained from the partition function of the
ensemble Tpl of rooted, planted trees, i.e., the trees with one point (root) marked with the
condition that this marked vertex has only one branch [7,8]. This vertex thus constitutes
a handle by which planted trees can be glued together. It is convenient to assign to this
vertex a dummy number of branches q0 and matter field x0 . In this way we obtain a whole
set of partition functions for the planted ensemble:
Zq0 ,x0 () =
X X
T Tpl X
n
Y
i=1
pqi ,xi
gqi ,xi ;qj ,xj .
(4)
hi,j i
Here n denotes the number of vertices not including the root. The sum over all neighbors
includes the root (denoted by index zero).
Critical behavior of the model is characterized by singularities of the functions Zq,x ().
To find them we first observe that those functions fulfill a set of equations (see Fig. 1)[5]:
X
q 0 1
gq,x;q 0 ,x 0 pq 0 ,x 0 Zq 0 ,x 0 ().
(5)
Zq,x () = e
q 0 ,x 0
Expanding Zq,x () around :

Zq,x ( + 1) Zq,x () + Zq,x ()1
(6)
647
Fig. 1. Recursive construction of the partition function Zq,x () of the ensemble of rooted, planted
trees.
and inserting into (5) we obtain

X
0
q,x;q 0 x 0 Mq,x;q 0 ,x 0 () Zq 0 ,x 0 () = Zq,x (),
(7)
q 0 ,x 0
where operator M is defined by:

q 0 2
Mq,x;q 0 ,x 0 () = e gq,x;q 0 ,x 0 pq 0 ,x 0 (q 0 1)Zq 0 ,x 0 ().
(8)
Linear system (7) has an unique solution provided that the operator 1 M() is invertible.
The condition
1 M(0 )
is not invertible
(9)
defines the critical point 0 and is equivalent to the statement that operator M(0 ) has an
eigenvalue (0) = 1. As we will see later, this corresponds to an elongated or tree phase [9].
Around point 0 expansion (6) is not valid. Going beyond the linear approximation, the
first non-vanishing term will be in general a quadratic form 1 leading to:
p
(10)
Zq,x (0 + 1) Zq,x (0 ) 1Zq,x (0 ) 1.
As we show in the Appendix A, 1Zq,x (0 ) is the eigenvector associated with the
eigenvalue (0) = 1. We have chosen the sign in (10) as to make the 1Zq,x (0 ) positive.
This is ensured by the fact that Zq,x () decreases as is increased as seen from (4).
Condition (9) is not the only way the singularity of the partition function can arise. The
function of Zq,x () defined by possibly infinite series on the right-hand side of (5) can
develop singularities. This singularities will depend on the asymptotic behavior of ps.
This scenario corresponds to crumpled or bush phase. When both conditions are met
simultaneously, i.e., (0) = 1 and right-hand side of (5) is singular we may have a marginal
phase [8,9].
To calculate expectation values of a given operator A we introduce another kind of a
partition function:
XX
X
en (T , X)
Aqi ,xi ,
(11)
GA () =
T T X
iT
1 Allowing negative values for ps it is possible to make also higher term of the expansion vanish and by this
tune the system to the multicritical point where the corrections depend on 11/k [10].
648
Fig. 2. Rooted ensemble.
which can be viewed as the partition function of the ensemble of trees with one point (root)
marked, with operator A inserted at the root:
X X
en (T , X)Aq0 ,x0 .
(12)
GA () =
T Troot X
We can express GA () by the functions Zq,x () (see Fig. 2 and Ref. [7] for the relation
between planted and rooted ensembles):
GA () =
XX
Aq,x
x q=1
1
q
pq,x Zq,x ().
q
(13)
Assuming that we are in the elongated phase we can expand the above expression
using (10) to obtain:

XX
1Zq,x (0 ) p
1
q
A
Aq,x pq,x Zq,x (0 ) 1 q
1
G ()
q
Zq,x (0 )
x q=1
(14)

XX
1Zq,x (0 ) p
1
q
Aq,x pq,x Zq,x (0 ) exp q
1 .
q
Zq,x (0 )
x
q=1
Performing the inverse Laplace transform we obtain the large n behavior of the canonical
function:
C 0 n X X
q1
e
Aq,x pq,x Zq,x (0 )1Zq,x (0 ).
(15)
GA
n
n3/2
x
q=1
P
We get the expectation value of operator hAin = n1 h i Aqi ,xi in in canonical ensemble by
normalizing the function GA
n:
P P
q1
GA
x
q=1 Aq,x pq,x Zq,x (0 )1Zq,x (0 )
n N
.
(16)
hAin = 1
P P
q1
Gn
pq,x Zq,x (0 )1Zq,x (0 )
x
q=1
3. Correlation functions
We define the integrated (unnormalized) correlation functions of operators A and B as:
XX
X
(T , X)
Aqi ,xi Bqj ,xj d(i,j ),r .
(17)
GAB
(r) =
T T X
i,j T
649
Fig. 3. Correlation function.
The distance d(i, j ) is the geodesic distance, i.e., the length of the shortest path between
points i and j . In our case this definition is especially simple as only one path exists
between two points on a tree.
To calculate the functions (17) we consider the chain of r + 1 points along the path
joining points i and j and we sum over all possible values of the coordination numbers
and matter fields values in each vertex (see Fig. 3). This can be done by the transfer matrix
technique. In addition to one-point weight each vertex inside the chain with coordination
number q has q 2 trees attached to it. Those trees can be arranged in q 1 ways relatively
q2
to the chain. This gives an additional (q 1)Zq,x () factor per vertex [10,11]. If in
constructing the transition matrix we assign the one-point weights to the right-hand side,
we end up with a matrix that is identical to the operator M defined by (8) except that the
first row and column are zero as vertices with order one cannot appear inside the chain (see
e
Fig. 3). We will call this truncated matrix M.
e
In terms of matrix M the correlation function (17) can be expressed as:
GAB
(r) =
XX
q,x q 0 ,x 0

e r2 M
Zq,x (A) M M
q,x;q 0 x 0
Zq 0 ,x 0 (B)
q 0 2
(q 0 1)Zq 0 ,x ()
(18)
with
Zq,x (A) = e1/20 Aq,x pq,x Zq,x ().
q1
(19)
The functions Zq,x (A) account for the end-point effects and the apparent asymmetry is
e The above expression can be expanded
compensated by the asymmetry of matrix the M.
in the basis of the eigenvectors of the matrix M (see Appendix B for details):
X
X
r X
(k)
(k)
Zq,x (A) vq,x
Zq 0 ,x 0 (B) vq 0 ,x 0 .
(20)
(k)
GAB
(r) =
k
q,x
q 0 ,x 0
The vectors v(k) are the right eigenvectors of the matrix M(). They normalization is
defined through the relations (57) and (60) in Appendix B.
The formula (20) is exact and valid for any BP system with weights defined by (2).
We will now expand this expression around 0 assuming that we are in elongated phase.
From (10) we expect:
p
(k)
(k)
k 0 1 1,
(21)
X
p
(k)
(k)
Zq,x (A)vq,x
A(k)
1.
0 A1
q,x
650
(0)
As we have shown in the previous section, in elongated phase, (0)
0 = 1 and vq,x
(0)
(0)
1Zq,x (0 ). Comparing (21) with (15) and (16) we find that A0 = 10 hAi (by 1 we
denote a constant operator equal to unity: 1q,x = 1).
Inserting (21) into (20) and using approximation (1 x)r exr we finally obtain the
structure of an arbitrary correlation function in the elongated phase in the limit 1 0
with 1 r = const . 1:
(0)
(0)
(0)
(0) 2
hAihBi ea (r+A +B ) 1
GAB
(r) 10
X (k) (k) (k) r
(k)
(k)
(k)
A0 B0 0
ea (r+A +B ) 1 ,
+
(22)
k>0
where
a (k) =
(k)
1
(k)
0
(k)
and A =
(k)
1 A1
a (k) A(k)
0
(23)
At this stage we want to make two remarks:
(0)
+ B(0) ) 1
(i) The first term in (22) is a function of only one variable x = (r + A
and so the distance scale is set by 1/ 1. As we approach the critical value 0

(thermodynamic limit) the size of the system becomes infinite. This justifies the name
elongated phase. In this phase Hausdorff dimension dH = 2 (this will be more apparent in
(0)
can be neglected but they
the canonical formulation). In thermodynamic limit shifts A(B)
are necessary to maintain the scaling at any finite volume. This fact was first observed in
MC simulations of 2D random surfaces [12].
(0)
(ii) If there exists a finite gap between 0 = 1 and the next eigenvalue =
(k)
lim supk>0 0 then the first term will dominate at large distances:
eff
+ Beff
GAB (r) hAihBiG11 r + A
for r
1
log
(24)
with
(0)
(0)
eff
= A 1 .
A
(25)
The function G11 (r) G(r) contains no operator insertions. Properly normalized it
gives average volume of the spherical shell of radius r. As such it encodes the general
information about the average shape and size of the system. The formula (24) states that
the whole effect of inserting operators is limited to multiplicative factors and shifts of the
argument. The shifts are additive which means they depend on each operator separately.
(k)
(k)
(k)
Obviously the formulas (22) and (23) are valid only when A0 , 0 and 1 are
non-zero. We will assume that this is the case for s and discuss the case of A(k)
0 = 0.
Expanding (21) to the next order:
X
p
(k)
Zq,x (A)vq,x
A(k)
1 + A(k)
(26)
1
2 1,
q,x
we find the corresponding term in the sum (22) to be:

p
A(k)
1 p
(k)
2
1 exp a
1
r + (k) (k)
A1 a

(k)
A2
1
1 p
(k)
exp
a
1
.
r
+
= A(k)
1
(k) (k)
a (k) r
A1 a
651
(k)
A1
(27)
We will use this result in the next section when discussing the connected correlators.
4. Connected correlators
To study the connected correlators we switch now to the canonical ensemble. Connected
correlation functions GAB
n (r) are defined in the same way as grand-canonical ones, but now
summation in (17) is restricted to the canonical ensemble. Additionally we now normalize
P
correlation functions so that r G11
n (r) n. Taking the inverse Laplace transform off (22)
we obtain:

(0)
(0)
(0)2
(0) r + A + B
(r)
2
n
1
hAihBig
a
GAB
n
0
2 n

(k)
X (k) (k) (k) r
r + A
+ (k)
B ,
(28)
A0 B0 0 g a (k)
+2 n
2 n
k=1
x 2
where g(x) = x e . The structure of the correlation functions is thus the same as for the
grand-canonical ensemble with n playing the role of 1/1 and g(x) substituted for ex .
In particular the asymptotic form (24) is also valid in this ensemble.
We define the connected correlator by 2 :
GAB conn = GA
n
conn Bconn
(r) = G(AhAi)(BhBi)
(r)
n
1B
1A
11
= GAB
n (r) hAiGn (r) hBiGn (r) + hAihBiGn (r).
The operator Aconn

q,x = Aq,x hAi has a zero average. It is easy to check that:
(
(k) conn
(k)
(k)
A0
= A0 hAi10 ,
(1) conn
(0) (0)
eff
= a 10 hAiA and
A1
conn
(k)
= A(k)
A(k)
1
1 hAi11 ,
(29)
(30)
and thence from formula (27) we obtain:

conn
(r)
GAB
n

eff eff
A
r +
(0) 2
B 10 hAihBia02 g 00 a (0)
2 n
2 n

(k)
(k)
X (k)2 A0
B0
hAi
hBi
10
+2 n
(k)
(k)
10
10
k=1

(k) (k)
(k) r
(k) r + A + B
g a
.
0
2 n
2 See [1] and [2] for discussion of other possible definitions.
(31)
652
(0)
(k)
The dots stand for the shifts which depend on A(0)
2 and B2 (see (27)). The shifts A(B) are
obtained by inserting (30) into (23).
A more intuitive way of obtaining this results is to insert (28) into the expanded
expression for the connected correlator (29) [3,13].
Comparing (31) with (28) we see that the scaling long-range part is suppressed by factor
of n. We will call this weak long-range correlations. 3 The non-scaling terms remain of
the leading-order in n and for any finite r will eventually dominate in the thermodynamic
limit. However, when considered as functions of the scaling variable x = r/ n they will
vanish in this limit.
The weak long-range correlations can be further suppressed by using an improved
version of the connected correlator [3]:

conn
1B
eff
eff
(r) = GAB
r + A
hBiG1A
GAB
n
n (r) hAin G
n r + B

eff
eff
(32)
+ hAihBiG11
n r + A + B .
Inserting (28) into (29) and omitting the shifts we obtain:

1
conn
000
(0) r
C
g
(r)
a
GAB
n
n
2 n

(k)

X 2 A(k)
B0
(k) eff
(k) Beff
0
1k,0 (k)
hAi 0 A
hBi
+2 n
0
10
1(k)
k
0

r
(k) r
.
(33)
g
a
(k)
0
2 n
We see that the scaling term is further suppressed by a factor n while the non-scaling
terms remain of the leadingorder.
5. Ising model
In this section we consider the Ising model on BP as defined in [15]. This corresponds to
0
the choice of gq,s;q 0 s 0 = ess and pq,s = pq ehs . Spins take values 1. Because we have
no geometric interactions, partition function Zq,x () does not depend on q. Summing the
right-hand side of (5) over q 0 we obtain [15]:

Z+ () = e e eh F Z+ () + e eh F Z () ,

(34)
Z () = e e eh F Z+ () + e eh F Z () ,
where
F (Z) =
p(q)Z q1 .
(35)
q=1
3 This is in analogy with the model of spins interacting with infinite range forces but with strength diminishing
with the system size and leading to similar behavior of the connected correlation functions Gconn
n (r)
f (r)/n [14].
The critical point condition (9) is now:

1 = e0 e eh F 0 Z+ (0 ) + eh F 0 Z (0 )

e20 2 sinh(2)F 0 Z+ (0 ) F 0 Z (0 ) .
653
(36)
e and M as we no longer have the

The transfer matrix M (there is no distinction between M
dependency on q) is:

h 0
e F 0 (Z )
e e F (Z+ )
.
(37)
M = e
e F 0 (Z+ ) e eh F 0 (Z )
From (31) we have:

1
AB conn
00
(0) r +
(r) XAB g a
Gn
2 n
2 n

(1) r
(1) r +
.
(38)
g a
+ 2 n YAB 0
2 n
We will refer to the first term of the above expression as to scaling term and to the
other as to non-scaling one. The expressions for X(Y )AB can be readout from (31). The
qq
case of the curvaturecurvature correlator 4 Gn (r) is special (operator q is defined by
11
qu,x = u). We can obtain it directly from Gn (r) using the relations:
GAq (r) = GA1 (r + 1) + GA1 (r),
GAq (0) = GA1 (1)
r > 0,
(39)
and hqi = 2,
that are satisfied on any tree. Inserting the above relations into (29) we obtain:
qq conn
Gn
(r) = G11 (r + 2) 2G11 (r + 1) + G11 (r) G
00 11
(r + 1).
(40)
When h = 0 the symmetry implies Z+ () = Z () and the equations (5) decouple. The
only effect of the presence of Ising spins is to renormalize the chemical potential [15]. This
leads to:
ss conn
(r) = (tanh )r Gn11 (r)
Gss
n (r) = Gn
(41)
where
r2
Gn11 (r) C n r ea n
(42)
is the pointpoint correlation function of the pure (without spins) BP model. The
correlation functions of the operators depending only on the geometry remain unaffected
by the presence of spins. We see that in this special case matter and geometry sectors do
not interact:
Xss = 0 and Yqq = 0.
(43)
The vanishing of Xss is actually a general feature: whenever symmetry enforces the
condition Zq,x () = Zq () the mattermatter correlators will not contain the long-range
scaling part: Xxx = 0 (see Appendix C for the proof).
4 In DT the curvature is related to the number of D-simplices incident on a (D 2)-simplex.
654
Table 1
Fitted values of shifts and average spin values
n
range
hsi
theor.
0.6980
0.6533
250
1080
0.6961(3)
0.6962(3)
0.647(4)
0.625(4)
0.20 103
0.90 104
1000
10160
0.6979(1)
0.6979(1)
0.644(1)
0.652(1)
0.10 102
0.15 103
4000
10200
0.69798(7)
0.69799(7)
0.649(1)
0.652(1)
0.56 104
0.26 103
seff
E2
When h 6= 0 the symmetry is explicitly broken and we have to investigate the full
system (34), (36). Those equations cannot be solved analytically even for the simplest
choices of ps. They are, however, not difficult to solve numerically. Once 0 and Z (0 )
are known one can calculate other necessary quantities. To obtain the 1 order terms
the standard perturbation theory can be used.
For simplicity we have chosen the weights p1 = p2 = p3 = 1 and all others equal to
zero. The inverse temperature and magnetic field were set to = 1.0 and h = 0.1. For those
(1)
values we obtained 0 0.5709 corresponding to spinspin correlation length 1.785.
For a (0) and and a (1) we obtained respectively 1.1795 and 0.5760. We have compared those
theoretical large n limit predictions with the results of MC simulations of the systems with
250, 1000 and 4000 vertices.
First we have tested the validity of the approximation (24). For r we expect

(44)
G1s (r) hsiG r + seff and Gss (r) hsiGs r + seff
In the Table 1 we list the measured shifts and mean magnetization obtained by fitting
ss
the formula above to the measured values of G1s
n (r) and Gn (r). The fitting was done by
interpolating the functions by cubic splines and then minimizing the error function:
X

1B
eff 2
(45)
GAB
E2 =
n (r) hAiGn r A
r
and hAi as free parameters. As we can see the formulas (44) are very well satisfied
already for the small system sizes.
For the connected spinspin correlator we obtain:
eff
with A
Xss = 0.1414 and Yss = 0.555.
(46)
The MC results for this correlator are plotted in the Fig. 4. As expected at short distances
it is dominated by non-scaling correlations. The line denotes the non-scaling part of (38)
in the limit of n . In the inlay we have emphasized the scaling part by plotting the
655
Fig. 4. Spinspin correlation function. In the inlay the rescaled functions n Gss
n (r) are plotted as the
r . The lines denote the theoretical predictions respectively
function of the scaling variable x =
2 n
for non-scaling and scaling parts.
correlators scaled by 2 n as the function of the scaling variable x =

the scaling part of (38).
For connected curvaturecurvature correlator we obtain:
Xqq = 0.6861 and Yqq = 0.0070.
. The line denotes

2 n
(47)
We see that in this case the non-scaling part is strongly suppressed. This can be seen on
the Fig. 5 where we have again shown the rescaled functions. The non-scaling part can be
seen only by looking at small r and large n. In the inlay we show the small r region. The
continuous line denotes the non-scaling part of the expression (38) in the n limit.
As we increase the size we clearly see the emerging signal of the short range correlations
which approaches the theoretical curve.
6. Mattergeometry interactions
At the first sight the appearance of the long-range component in correlation functions
of non-critical fields is surprising. It is, however, clear that it is mediated through the
geometry. To see this more explicitly we consider an example of fields non-interacting
with themselves: gq,x;q 0 ,x 0 = 1 but interacting with the geometry through the term pq,x .
This example can be easily solved by introducing new weights and operators:
656
qq
Fig. 5. Curvaturecurvature correlation function. In the main part rescaled functions n Gn (r)
r
are plotted as the function of the scaling variable x = . The inlay shows unmodified functions.
2 n
The lines denote the theoretical predictions respectively for scaling and non-scaling parts.
pq =
px,q
eq =
and A
P
x Ax pq,x
P
.
x pq,x
(48)
eq with new weight p are identical to the

The correlation functions of the operators A
correlation functions of the operator Ax with old weights p. We see that in this case matter
operators behave as geometric operators and although matter is non-interacting they pick
up long range correlations through coupling to geometry.
To see if the effects described in previous section can be explained by the above
mechanism we assume that the spins are independent and interact only with the geometry.
The effective coupling term pq,s can be read from (16):
q1
esh Zq,s (0 )1Zs (0 )

.
pq,s = P sh
s e F (Zs (0 ))1Zs (0 )
(49)
The effective shift is then given by:

hqi
1
hsqi hqihsi
.
seff =
2
2
2 hq i hqi
hsi
(50)
On the Fig. 6 we have plotted for comparison 5 hsi s and hsi s . While we see a clear
correlation, there is no quantitative agreement. The real effect is much more pronounced.
5 hsi eff where = (s + 1)/2. This corresponds to the definition used in [3].
s
657
Fig. 6. Comparison of interacting (continuous line) and non-interacting (dotted line) spins.
This is due to the non-zero spinspin correlation length. As a results we have an area
area like interactions rather then pointpoint like as we assumed. When h is increased the
correlation length decreases and the two values begin to agree as expected (see Fig. 6).
Probably the proper way to proceed in this case is to use renormalization group analysis.
Blocking the spins would eventually leave us with a non-interacting model and one could
expect that the shift would be then given by the formula (50). It is so far unclear how to
perform this blocking on the BP geometry. However, a prescription that works for Ising
model on 2D random surfaces could provide a testing ground for this hypothesis [16].
7. Discussion
We have analyzed in detail a simple model of random geometry and derived the general
structure of the correlation functions. We observe that in general every connected correlator
contains a weak-long-range scaling term. This term is present even in the correlators
of non-critical matter fields. The appearance of this term is a direct consequence of the
asymptotic behavior (24) of the disconnected correlation functions. This behavior has a
geometric origin and is picked up by the matter fields that effectively couple locally to
the geometry. As we have shown in the Appendix C this coupling is suppressed in the
presence of the symmetry. This is intuitively clear: When h = 0 the probability of the spin
being up or down must be equal independently of the surrounding geometry. When h 6= 0
658
probability of spin being up is dependent on the vertex number q. This can be seen for
example from the fact that in this case hsqi 6= hsihqi.
The long-range scaling term can be strongly suppressed by the use of a slightly modified
definition of connected correlator (32). This form of improved correlator postulated in [3]
is here supported by analytical calculations.
Conversely also purely geometric correlators pick up the non-scaling behavior coming
from the mattermatter interactions. In case of the model studied here this effect is very
small and for non-critical matter it is irrelevant in scaling limit. Nevertheless we consider
this as an interesting mechanism that could play a role in some more complex models
which would allow for the existence of the critical matter fields.
While BP provide only a toy model of random geometry, numerical simulations indicate
that the asymptotic behavior (24) is valid in almost every kind of random geometry
ensembles. In particular the behavior of the Ising model in a magnetic field coupled to the
2D simplicial quantum gravity exhibits qualitatively the same features and the improved
correlator can be successfully used [3]. Similar structure is also observed for the correlators
of the local action density of the Abelian gauge fields in the 4D simplicial quantum
gravity [17].
It thus seems that there exists a high degree of universality in the structure of
correlators in systems with a random geometry. Simple models as the one described above
give us so far unique opportunity to study this structure analytically.
Acknowledgments
The author is grateful to Z. Burda, J. Jurkiewicz and B. Petersson for many helpful
comments and discussions. This work was supported by the Alexander von Humboldt
Foundation and KBN grant 2 P03B 149 17.
Appendix A. Critical point

Assuming the expansion:
p
(1)
(2)
(0 ) 1 + 1Zq,x
(0 )1
Zq,x (0 + 1) Zq,x (0 ) 1Zq,x
and inserting it into (5) we obtain following equations:
X

(1)
q,x;q 0 ,x 0 Mq,x;q 0 ,x 0 1Zq 0 ,x 0 = 0,
q 0 ,x 0
Zq,x =
q 0 ,x 0
(51)
(52)

(2)
q,x;q 0 ,x 0 Mq,x;q 0 ,x 0 1Zq 0 ,x 0
1X
q 0 3
(1) 2
gq,x;q 0 ,x 0 pq 0 ,x 0 (q 0 1)(q 0 2)Zq 0 ,x 0 1Zq 0 ,x 0 .
2 0 0
q ,x
(53)
659
(1)
Equation (52) states that 1Zq,x
is an eigenvector of the matrix M(0 ) associated with the
(1)
(0)
(0)
(0)
eigenvalue = 1. We thus have 1Zq,x = Cvq,x . Denoting by Vq,x the left eigenvector
of matrix M() associated with the eigenvalue (0) = 1 we obtain from (53):
XX
X
1
(0)
(0)
Vq,x
Zq,x = C 2 e0
Vq,x
gq,x;q 0 ,x 0 pq 0 ,x 0
2
q,x
q,x q 0 ,x 0
2
q 0 3
(q 0 1)(q 0 2)Zq 0 ,x 0 vq(0)
.
(54)
0 ,x 0
From this we can easily calculate constant C.

Appendix B. Transfer matrix
e is not symmetric and its eigenvectors are not orthogonal. It is more convenient
Matrix M
to work with a symmetric matrix. To this end we define the transfer matrix e
T by:
fq,x
Mq,x;q 0 x 0 (), q, q 0 > 1,
(55)
Teq,x;q 0 ,x 0 () =
fq 0 ,x 0
and zero otherwise, where
q
q2
fq,x = (q 1)pq,x Zq,x ().
(56)
e
as matrix M()
and
The matrix T() is symmetric, has the same set of eigenvalues
e
by:
its eigenvectors u(k) are related to the eigenvectors v (k) of the matrix M()
(k)
(k)
=
vq,x
1
fq,x
u(k)
q,x ,
q > 1.
(57)
In terms of matrix e
T correlation functions can be rewritten as:
X X X X
AB
G (r) =
q,x r>1,y q 0 ,x 0 r 0 >1,y 0

Zq 0 ,x 0 (B)
Zq,x (A)
Mq,x;r,y Te r2 r,y;r 0 ,y 0 (M T )r 0 ,y 0 ;q 0 ,x 0
.
fr,y
fr 0 ,y 0
(58)
(k)
This can be further written in terms of an orthonormal basis of eigenvectors uq,x :

GAB
(r) =
r2
k
Zq,x (A)Mq,x;r,y
q,x r>1,y
X X
X X
Zq 0 ,x 0 (B)Mq 0 ,x 0 ;r 0 ,y 0
q 0 ,x 0 r 0 >1,y 0
u(k)
r,y
fr,y
u(k)
r 0 ,y 0
fr 0 ,y 0
e
Using (57) and the relation between eigenvectors v of matrix M and M:
v (k) ,
q > 1,
q,x
(k)
= 1 X
vq,x
M1,x;q 0 ,x 0 vq(k)
q = 1,
0 ,x 0 ,
k 0
0
q >1,x
we finally obtain the expression (20).
(59)
(60)
660
Appendix C. Symmetry
Let us assume that matter field takes values in a group and that the weights are invariant
under the action of this group:
gq,yx;q 0 ,yx 0 = gq,x;q 0 ,x 0
and pq,yx = pq,x .
(61)
From the above and the definition (1) we immediately obtain that Zq,x () = Zq,1 ()
(1)
(1)
(0 ) = 1Zq,1
(0 ). As we have shown in Appendix A this implies
and so also 1Zq,x
(0)
(0)
vq,y = vq,1 .
If an operator Ax depends only on the values of the matter fields then:
X
X
(0) X

(0)
Zq,x Ax hAi vq,x
=
Zq,1 ()pq vq,1
Ax hAi .
q,x
But from (16) we have:

P
P
P
q1
Ax
q pq,1 Zq,1 (0 )1Zq,1 (0 )
x Ax
= Px
,
hAi = P
P
q1
x1
q pq,1 Zq,1 (0 )1Zq,1 (0 )
x1
which inserted into (62) immediately leads to:
X
(0)
Zq,x A hAi vq,x
0.
(62)
(63)
(64)
q,x
This ensures that the long-range term in (20) corresponding to the eigenvalue (0) = 1 will
be absent for any correlation function of the type G(AhAi)B (r).
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The spectrum of a transfer matrix for loops

Thordur Jonsson a,1 , George K. Savvidy b,2
a University of Iceland, Dunhaga 3, 107 Reykjavik, Iceland
b NRCPS Demokritos, Ag. Paraskevi, 15310 Athens, Greece
Received 15 July 1999; revised 7 October 1999; accepted 29 February 2000
Abstract
We study the spectral properties of the transfer matrix for a gonihedric random surface model on
a three-dimensional lattice. The transfer matrix is indexed by generalized loops in a natural fashion
and is invariant under a group of motions in loop-space. The eigenvalues of the transfer matrix can be
evaluated exactly in terms of the partition function, the internal energy and the correlation functions
of the two-dimensional Ising model and the corresponding eigenfunctions are explicit functions on
loop-space. 2000 Elsevier Science B.V. All rights reserved.
PACS: 02.50.Ey; 04.60.Nc; 11.25.Sq; 75.10.Hk
Keywords: Random surface; Gonihedric string; Loop diffusion; Ising model
1. Introduction
The triviality of simple random surface models on the lattice, due to the dominance of
branched polymers [1], and the nonscaling of the string tension in analogous Euclidean
invariant models based on dynamical triangulations [2] made it imperative to study models
with an action depending on the extrinsic curvature of surfaces. For a review of work in
this area up to 1997, see [3].
One of the models with extrinsic curvature dependent action is the so-called gonihedric
random surface model introduced in [4] and further studied in [57]. This model is unstable
in the simplest cases [8]. However, there is a lattice discretization of the model [9,10] which
is not plagued by stability problems and is more amenable to analytical study, see [1116].
Another lattice model with similar properties was introduced and studied in [17].
In [18] a simplified version of the three-dimensional gonihedric lattice model was
studied. The simplification amounts to ignoring the action associated with surface edges
parallel to one of the coordinate axes (the time axis). As a result one obtains a transfer
1 thjons@raunvis.hi.is
2 savvidy@argos.nuclear.demokritos.gr
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 1 3 7 - 1
662
T. Jonsson, G.K. Savvidy / Nuclear Physics B 575 [FS] (2000) 661672
matrix in the time direction with a large symmetry group and the model becomes equivalent
to a stack of two-dimensional Ising models that interact in a simple way. In [18] the two
largest eigenvalues of the transfer matrix were determined and the free energy was found
to be identical to the one in the two-dimensional Ising model. However, the model is not
the same as the Ising model because correlations are different as we will discuss in detail.
It turns out that all the eigenvalues can be expressed in terms of the partition function and
the correlation functions of the two-dimensional Ising model.
This paper is organized as follows. In the next section we define the gonihedric lattice
surface model and describe its transfer matrix. In Section 3 we turn to the analysis of the
simplified model. We determine the symmetry group of the transfer matrix and show that
the transfer matrix can be written as a sum over an infinite family of commuting matrices
with temperature dependent coefficients. This allows us to determine the spectrum of the
transfer matrix as well as the corresponding eigenvectors. In Section 4 we discuss the
multiplicities of the eigenvalues and prove that the eigenvalues found in Section 3 are in
fact all of them. In Section 5 we discuss the physics of the model and compare it to the
dynamical Ising model and loop diffusion.
2. Transfer matrix for loops
Let T3 denote a sublattice of Z 3 of size M M N with periodic boundary conditions.
We shall think of the third coordinate direction where the lattice has extension N as the
time direction. The configuration space of the system we wish to study is a collection
of subsets of the plaquettes in T3 , denoted M, which we refer to as singular surfaces or
simply as surfaces. A collection of plaquettes M belongs to M if and only if any link
in a plaquette in M belongs to an even number of plaquettes in M. This means that the
surfaces in M do not overlap themselves but they can intersect themselves at right angles
and they are closed. Note that the surfaces need not be connected. It is not hard to see that
the configuration space M is identical to the configuration space of the three-dimensional
Ising model on the periodic lattice T3 . The surfaces are in one to one correspondence with
phase boundaries.
We say that a link ` in a surface M M is an edge if ` is contained in exactly two
plaquettes that meet at a right angle. We denote the collection of all edges in M by E(M).
The action S(M) of the surface M is defined as the total number of edges in M
S(M) = #E(M).
(1)
Note that no action is associated with those links where the surface crosses itself. The
partition function is given by
X
eS(M) .
(2)
Z() =
MM
We define an intermediate plane in R 3 to be a plane that lies parallel to but in between

planes where one of the coordinates takes an integer value. If we slice a surface M
(regarded as a subset of R 3 ) by an intermediate plane we obtain a collection of links which
we shall call generalized loops or simply loops. The collection of all possible loops that
663
can arise in this way will be denoted . A collection of links P in an intermediate plane
belongs to exactly when each vertex in P belongs to an even number of links in P . We
note that the loops coincide with the phase boundaries that arise in the two-dimensional
Ising model. It will not come as a surprise that this close connection to the Ising model will
make the present model exactly soluble in a very strong sense.
For P we let |P | denote the number of links in P . Note that if P1 , P2 , then the
symmetric difference
(P1 P2 ) \ (P1 P2 ) P1 4P2
(3)
is again a loop in . It is easy to check that

|P1 4P2 | = |P1 | + |P2 | 2|P1 P2 |
(4)
and d(P1 , P2 ) = |P1 4P2 | is a metric on .

Let k(P ) denote the number of corners of P , i.e., the number of vertices of order 2 whose
adjacent links are at right angles. Let us denote by H the space of real-valued functions on
. Let K be the operator on H whose matrix (kernel) is given by [11]

(5)
K (P1 , P2 ) = exp k(P1 ) + k(P2 ) + 2|P1 4P2 | .
With this notation the partition function of the model can be expressed as
ZN () = Tr KN
(6)
by slicing surfaces in intermediate planes orthogonal to the time direction. This partition
function can be evaluated if we ignore the intersection term |P1 P2 | in the exponent of
K or if we replace k(P1 ) + k(P2 ) by k(P1 4P2 ) [11]. In this approximation the model
becomes a stack of noninteracting two-dimensional models. The critical behaviour of the
model is identical to that of the two-dimensional Ising model and the free energy can be
computed exactly by standard methods [19,20].
Here we make an approximation different from the one of [11]. We drop the curvature
terms in the action and study the simplified transfer matrix

(7)
K (P1 , P2 ) = exp 2 |P1 4P2 | M 2 ,
where we have inserted a normalization factor M 2 in the exponent for later convenience.
Dropping the curvature term is the same as neglecting the action associated with edges
in the time-direction. We note the mathematical analogy of the transfer matrix (7) with
the transition function exp(|x y|), x, y R d , for random walk in R d . This makes it
reasonable to regard K as describing the diffusion of loops.
With abuse of notation we denote the new transfer matrix (7) by the same symbol as the
old one (5). This should not cause any confusion since we stick to the notation of Eq. (7)
in the sequel.
3. Eigenvalues of the transfer matrix
In this section we solve the eigenvalue problem
X
K (P , Q)i (Q) = i ()i (P ),
Q
(8)
664
i H. We prove that only the eigenvalues depend on , not the eigenfunctions. The
eigenvalues can all be expressed in terms of the partition function, the internal energy and
the spin correlation functions of the two-dimensional Ising model. The eigenfunctions are
explicit functions on which can be normalized to take only the values 1 and 1.
Note first that
X
X
2
K (P , Q) =
e2(|Q|M )
Q
= 0 (),
(9)
where we have in the first step shifted the summation variable from Q to P 4Q
(permissible since the mapping P 7 P 4Q is bijective) and 0 () is the partition function
of a two-dimensional Ising model on a periodic M M lattice. This lattice will be denoted
T2 . The loops Q are the phase boundaries of the Ising model and the Ising spin variables
sit on the lattice dual to T2 .
It follows from Eq. (9) that the constant function is an eigenfunction of K and 0 () is
the corresponding eigenvalue. Since all matrix elements of K are positive and all entries
in the eigenvector corresponding to 0 have the same sign, it follows from the Perron
Frobenius theorem that 0 is simple and it is the largest eigenvalue of K . We conclude
[18] that the free energy per site in the present model is the same as the free energy per site
in the two-dimensional Ising model. In order to see this note that the free energy per site
fgon () in the present model is given by
fgon () =
lim
M,N
1
log Tr KN .
NM 2
(10)
Since 0 is simple we obtain

fgon () = lim M 2 log 0 ()
M
= f2dIs (),
(11)
where f2dIs () is the free energy per site in the two-dimensional Ising model. In particular,
the two models have the same critical point and the same specific heat. However, the
correlations in the two models are different, and we proceed to the calculation of the next
eigenvalue of K .
Let us introduce the notation
hP |Qi 2M 2 2|P 4Q|,
(12)
so K (P , Q) = exp(hP |Qi). We find it convenient to think of hP |Qi as the inner

product between the loops P and Q even though the set of loops is of course not a linear
space. We shall refer to hP |Qi as the invariant product on . This terminology is justified
below.
If P is a loop we let P denote its complement, i.e., the loop made up of exactly those
links in T2 that P does not contain. We let 0 denote the empty loop and U the loop that
contains all links in the lattice. Then 0 = U and P = P 4U . The invariant product is clearly
symmetric in its two arguments and it has the following properties:
665
hP |P i = 2M 2 ,
(13)
hP |0i = 2M 2|P |,
= hP |Qi.
hP |Qi
(14)
(15)
One can easily construct a finite-dimensional inner product space which contains all loops
in a natural fashion such that the inner product
of loops coincides with the invariant product
and the loops lie on a sphere of radius 2 M.

The invariant product is invariant under a nonabelian group G of motions in loop-space
generated by
the translations of loops
Ta : P 7 P + a,
a T2 ,
(16)
generalized antipodal maps

AQ : P 7 P 4Q,
Q ,
(17)
reflections and rotations in T2 .

The group is nonabelian because translations do in general not commute with the antipodal
maps. Invariance means that hgP |gQi = hP |Qi for any g G. As explained above we can
view the set of loops as a sphere and we are free to regard the empty loop as the north-pole
and the complete loop U at the south-pole. Loops increase in size as one moves from north
to south. The mapping P 7 P is in this picture the usual antipodal map and the mappings
AQ all have the property A2Q = I where I is the identity map.
The group G acts on the functions in H in a natural way:
g(P ) = (g 1 P ).
(18)
Let On denote the linear operator on H with matrix elements

On (P , Q) = hP |Qin .
(19)
Then On is invariant under the action of G on H, i.e.,

gOn g 1 = On
(20)
and the operators On commute with each other. In order to prove the commutativity let
(On Om )(P , Q) denote the matrix elements of the operator On Om . Then, using repeatedly
the properties of the invariant product,
X
hP |Q0 in hQ0 |Qim
(On Om )(P , Q) =
Q0
h0|Q0 4Qim hQ0 4P |0in
Q0
hP |Q0 4Q4P im hQ0 4P 4Q|Qin
Q0
= (Om On )(P , Q).
(21)
666
Since the operators On are symmetric it follows that they have common eigenvectors and
the same applies of course to the transfer matrix
K =
X
n
n=0
n!
On .
(22)
This proves that the eigenvectors of K are independent of .

In view of the invariance of the transfer matrix under G it is natural to look for
eigenvectors which depend on P only via the invariant product. Let us define
Q (P ) = hP |Qi.
(23)
We claim that
K Q = 1 ()Q
(24)
for any Q , where

1 X hP |0i
e
hP |0i,
1 () =
2M 2
(25)
so the eigenvalue ratio 1 1

0 is minus the internal energy per link of the Ising model on
T2 [18].
In order to prove Eqs. (24) and (25) it is convenient to introduce a function ` on ,
where ` is a link in the lattice T2 , defined as

1 if l P ,
(26)
` (P ) =
1
if l
/ P.
Note that
hP |Qi =
` (P 4Q),
(27)
where the sum runs over all links in the lattice T2 . Consider the function
Q,l : P 7 ` (P 4Q)
(28)
on . If `
/ Q then ` P 4Q if and only if ` P . Similarly, if ` Q then ` P 4Q if
and only if `
/ P . We conclude that
` (P 4Q) = ` (P )` (Q).
(29)
It follows that
X
X
eh0|P i ` (P 4Q) =
eh0|P i ` (P ) ` (Q)
P
1 X h0|P i
e
h0|P i ` (Q).
2M 2
(30)
The last equality is obtained by observing that the sum

X
eh0|P i ` (P )
P
(31)
667
is independent of ` due to Eq. (27) and the translational and rotational invariance of the
invariant product. This proves Eqs. (24) and (25) since it suffices to verify
X
K (P 0 , P )hP |Qi = 1 hP 0 |Qi
(32)
P
for P 0 = 0 due to the invariance of K under G. In fact, we have shown that the functions
Q,` are all eigenfunctions of K with the eigenvalue 1 .
We now use the elementary functions Q,` to construct the higher eigenfunctions of
K . Let `1 and `2 be two distinct links. Define
Q1 Q2 ,`1 `2 (P ) = Q1 ,`1 (P )Q2 ,`2 (P ).
(33)
Then, by Eq. (29),

K Q1 Q2 ,`1 `2 (0) = 2 (`1 , `2 )Q1 Q2 ,`1 `2 (0),
i.e., Q1 Q2 ,`1 `2 is an eigenfunction of K with eigenvalue

X
eh0|P i `1 (P )`2 (P ).
2 (`1 , `2 ) =
(34)
(35)
Note that 2 (`1 , `2 ) depends on both the links `1 and `2 but only on their relative
orientation and the distance between them. Of course the eigenvalue also depends on
but we suppress this from our notation.
Similarly, if the links `1 , `2 , . . . , `n are all distinct, then
Q1 Qn ,`1 `n (P ) =
n
Y
Qi ,ì (P )
(36)
i=1
is an eigenfunction of K with the eigenvalue

n (`1 , . . . , `n ) =
eh0|P i
n
Y
ì (P ).
(37)
i=1
The eigenvalue is symmetric under permutations of the ì s and simultaneous lattice

rotations or translations of the links.
If ` is a link in the lattice T2 let `1 and `2 be the two Ising spin variables on the dual
sites adjacent to the link `. Then ` (P ) = `1 (P )`2 (P ) where ì (P ) is the value taken
by ì in the spin configuration corresponding to the loop P . The expectation value for an
Ising model on T2 is given by
X
ehP |0i ( )
(38)
h( )i = 1
0
P
so
*
n (`1 , . . . , `n ) = 0
n
Y
+
`1i `2i
(39)
i=1
The correlation inequalities

+ * k
+* n
+
* n
Y
Y
Y
`1i `2i >
`1i `2i
`1i `2i
i=1
i=1
i=k+1
(40)
668
now imply
n (`1 , . . . , `n )0 > k (`1 , . . . , `k )nk (`k+1 , . . . , `n ).
(41)
We expect that
n (`1 , . . . , `n ) < 1 ,
(42)
for any n > 1 but do not have a general proof of this inequality. It can be checked in
special cases using the explicit form of the two spin correlation function [21] and the
cluster property of correlations.
4. Multiplicities
As remarked above, the largest eigenvalue 0 is simple by the PerronFrobenius
theorem. Let us consider the first nontrivial eigenvalue 1 with eigenfunctions Q,` . Since
Q,` is a multiple of 0,` by the constant ` (Q) it suffices to consider the functions 0,` =
` . We claim that these functions are linearly independent so the multiplicity of 1 is at
least 2M 2 .
Suppose there are constants c` such that
X
c` ` (P ) = 0
(43)
`
for any P . We adopt the convention that sums on ` run over all links in T2 unless
otherwise specified. Then
X
X
c` +
c` = 0.
(44)
`P
/
`P
By taking P = 0 we also obtain

X
c` = 0.
(45)
It follows that
X
c` = 0
(46)
`P
for any P . Let now x and y be two different lattice points in T2 and suppose P is
made up of two simple nonintersecting curves 1 and 2 from x to y. Then clearly
X
X
c` =
c` .
(47)
`1
`2
Let 3 be one more simple curve from x to y which also avoids 1 and 2 . Then we can
join 3 with either 1 or 2 to make a closed curve (i.e., a loop) in . We conclude that
X
X
X
c` =
c` =
c`
(48)
`1
`3
`2
which implies that

X
c` = 0
669
(49)
ì
for i = 1, 2, 3. Now take x and y to be nearest neighbours and 1 the curve that joins them
by one link `1 . It follows that c`1 = 0 and hence c` = 0 for all ` since x and y are arbitrary.
We could have obtained the above result more easily by noting that the functions `
are mutually orthogonal in the natural inner product on H which we denote by ( , ). This
follows from the fact that `1 `2 with `1 6= `2 is an eigenfunction of K with an eigenvalue
2 (`1 , `2 ) 6= 0 so `1 `2 is orthogonal to the constant function, i.e.,
X
`1 (P )`2 (P ) = 0.
(50)
(1, `1 `2 ) =
P
Hence,
(`1 , `2 ) = `1 `2 2M
(51)
M2
since the total number of loops in is equal to 2 . This can also be seen by a direct
calculation.
If the inequality (42) is valid then the multiplicity of 1 is exactly 2M 2 . This follows
from the fact that the functions Q1 Qn ,`1 `n span H. We now prove this spanning
property.
Let `1 , `2 , `3 , `4 be four different links which contain the same vertex. We shall call
such a collection of links a star. In this case
`1 (P )`2 (P )`3 (P )`4 (P ) = 1
(52)
for any loop P since P contains 0, 2 or 4 of the links `1 , . . . , `4 . If `1 , `2 , `3 , `4 are a star

and n > 4 it follows that
Q1 Qn ,`1 `n = Q5 Qn ,`5 `n .
Let L = {`1 , . . . , `n } be a collection of links in T2 and define
Y
` (P ).
EL (P ) =
(53)
(54)
`L
Clearly EL = Q1 Qn ,`1 `n so in order to prove the spanning property it suffices to

2
identify 2M mutually orthogonal functions of the form EL . We adopt the convention E =
1.
If L and L0 are two collections of links we say that they are equivalent if the symmetric
difference L4L0 is a star or the symmetric difference of two or more stars. This defines
an equivalence relation on the set of all collections of links. If L is a collection of links let
[L] denote the equivalence class of L. It is easy to see that the total number of elements in
2
2
each equivalence class is 2M and the number of different equivalence classes is also 2M
2
since the total number of collections of links from T2 is 4M . If we choose one Li from
2
each equivalence class [Li ], i = 1, . . . , 2M , then
X Y
` (P ),
(55)
(ELi , ELj ) =
P `Lij
670
where Lij is a maximal subset of Li 4Lj which contains no star. Hence, for i 6= j ,
(ELi , ELj ) = (1, ELij ) = 0
(56)
since Lij is nonempty for i 6= j . This proves that {ELi } is a family of mutually orthogonal
functions.
5. Discussion
Using the results derived in the previous section it is quite easy to calculate correlation
functions (loop functions), i.e., sums over surfaces with boundaries that lie in two
different constant time planes. Loop functions with boundary loops of arbitrary shape and
orientation are out of reach of our method which relies on using the transfer matrix in the
time direction.
We consider correlation functions of the form
X
(N)
eS1 (M) ,
(57)
G (P , Q) =
M=P Q
where the loops P and Q lie in two intermediate constant time planes separated by N
lattice spacings. We could take the boundary loops to lie in coordinate planes but then
we would have the extra complication that surfaces might contain plaquettes that lie in
these planes. Having the boundary loops lie in intermediate planes simplifies the following
formulas without affecting the decay of the correlation functions. In Eq. (57) we are
therefore summing over all surfaces whose intersection with the two intermediate planes
are P and Q. These surfaces lie between the two intermediate planes so the boundary
plaquettes are cut-off plaquettes. S1 (M) is a modified action functional, counting only
edges that are orthogonal to the time direction. We have
N
G(N)
(P , Q) = (P , K Q ),
(58)
where P and Q are delta functions in H. Up to the normalization factor N

0 we can
(N)
interpret G (P , Q) as the probability of having the loop P at time N given that we have
Q at time 0. Expanding the delta functions gives
M2
2
(N)
G (P , Q) = 2M
2
X
ELi (P 4Q)N
Li ,
(59)
i=1
where the sum runs over the orthogonal family of functions constructed in the last section
and Li is the eigenvalue of K corresponding to ELi . The normalized probability of
2
having P after N time steps if we start with Q therefore converges to 2M as N
for any Q with the first correction of order (1 /0 )N , i.e., we always converge to the
uniform distribution in loop space no matter what the initial condition is. This is of course
what is expected for the distribution of an unbiased random walk at large time. This time
development is very different from what one has in kinetic Ising models with Glauber
dynamics [23] where the large time distribution is the Gibbs distribution.
671
In summary we have shown that the free energy of the simplified gonihedric model
is equal to that of the two-dimensional Ising model. Moreover, all the ratios between
eigenvalues of the transfer matrix are singular (in the thermodynamic limit) at the critical
point of the Ising model since they are given by correlation functions in the Ising model.
There is another phase transition in the model at infinite where all ratios between
eigenvalues of the transfer matrix converge to 1. This is a transition to a phase of
smooth surfaces similar to the one obtained for lattice random surfaces with area action
and extrinsic curvature [17]. The critical behaviour at this transition can in principle be
calculated in terms of the low temperature behaviour of the correlation functions in the
two-dimensional Ising model.
Unfortunately it is not clear how to extend the analysis of the present paper to include
the curvature terms in the action of the full model. The original transfer matrix (5) is
not invariant under the group G, only translations and rotations remain symmetries. The
constant function is not an eigenfunction any more. The only result that survives is the fact
that the largest eigenvalue is in this case also simple by the PerronFrobenius theorem.
However, we have managed to solve exactly a three dimensional lattice model that
describes the diffusion of loops. As a surface model it is not isotropic but can be viewed as
a stack of two-dimensional Ising systems with an interaction that is sufficiently simple for
us to solve the model exactly.
Acknowledgement
T.J. is indebted to NRCPS Demokritos and the CERN Theory Division for hospitality.
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Anderson localization for two-dimensional random

hopping model with SU(2) symmetry
Takahiro Fukui
Institut fr Theoretische Physik, Universitt zu Kln, Zlpicher Strasse 77, 50937 Kln, Germany
Received 13 September 1999; revised 20 January 2000; accepted 4 February 2000
Abstract
A two-dimensional random hopping model with SU(2) symmetry is studied. A pure model is
assumed to have nodes in the dispersion relation, which leads in the continuum limit to the Dirac
fermion with random potentials. The field theory at the band center is shown to be in the universality
class of U(2n)/O(2n) and U(2n) nonlinear sigma model for the system with broken and unbroken
time-reversal symmetry, respectively. Vanishing of the beta function implies extended states at the
band center. Density of state is expected to be diverge for infinite systems, whereas for finite systems
it should vanish as a cubic function of the energy at the band center for the former case, while linear
for the latter. 2000 Elsevier Science B.V. All rights reserved.
PACS: 72.15.Rn; 74.20.-z; 05.10.Cc
Keywords: Anderson localization; Random hopping; SU(2) symmetry; Chiral symmetry; Nonlinear sigma
model; Chiral GSE
1. Introduction
Symmetries play a crucial role in random critical phenomena. The rotational and
time-reversal invariance specify the well-known universality classes whose underlying
symmetries are orthogonal, symplectic, and unitary [1,2]. The variety of universality
classes, however, has turned out to be richer. Above all, Altland and Zirnbauer [3,4]
have recently discussed universality classes for quasi-particles in disordered singlet BCS
Hamiltonian, denoted in their article by C and CI for the case with broken and unbroken
time-reversal symmetry, respectively. These universality classes are actually involved with
vortices in s-wave superconductors [5], quasi-particle transport in d-wave superconductors
[69], and the spin quantum Hall (QH) transitions [1012]. Especially, dirty d-wave
superconductors have attracted a lot of interest, because they can be described by Dirac
Present address: Department of Mathematical Sciences, Ibaraki University, Mito 310-8512, Japan. E-mail:
fukui@mito.ipc.ibaraki.ac.jp
PII: S 0 5 5 0 - 3 2 1 3 ( 0 0 ) 0 0 0 8 4 - 5
674
T. Fukui / Nuclear Physics B 575 [FS] (2000) 673683
fermions [13] due to gapless quasi-particle spectrum. Random Dirac fermions actually give
nontrivial critical points [14]. The criticality of the density of state (DOS) of disordered dwave superconductors is, for example, still controversial [68,13,15].
Another possibility is the class for the two-sublattice model [16,17], where the
Hamiltonian has nonzero matrix elements only between A-sublattice and B-sublattice.
This symmetry will be referred to as chiral symmetry [1820]. One example is the random
flux model [21,22]. It has been a long-standing problem whether this model has a random
critical point. The most recent study [21] has suggested delocalized states and divergent
DOS at the band center. The universality class has been identified [21,22] as that of Gade
[16,17] (AIII according to Zirnbauer [4]). Another example is the random hopping fermion
model with -flux [23,26]. Numerical studies [2325] have shown that this model has
delocalized states at the band center. Universality class has been specified [26] also as
that of Gade (BDI [4]). In the random matrix limit, these classes are described by chiral
Gaussian unitary ensemble (chGUE) and chiral Gaussian orthogonal ensemble (chGOE),
respectively. Here, it should be noted that there still exists another type of chiral random
matrix theory, i.e., chiral Gaussian symplectic ensemble (chGSE). It is, therefore, quite
interesting to construct a concrete lattice model belonging to the class and study it from
the field theoretical point of view.
In this paper, we study a SU(2)-symmetric lattice fermion model with hopping disorder
motivated by recent developments of the two-sublattice model as well as disordered dwave superconductors. In Section 2, we introduce the model and take the continuum limit,
which results in the Dirac fermion with disorder potentials reflecting the symmetry of the
original lattice model. In Section 3, we introduce the generating functional to calculate
Green functions by using fermionic replica method. We show that the field theory of the
model with broken and unbroken time-reversal symmetry is in the universality class of
U(2n)/O(2n) and U(2n) nonlinear sigma model (NLSM), respectively. It is interesting to
compare the classes to those of two-sublattice model with chiral symmetry but without
SU(2) symmetry, which are in the class of U(n) and U(2n)/Sp(n) NLSM or to those of
d-wave superconductors with SU(2) symmetry but without chiral symmetry, which are
in the class of Sp(n)/U(2n) and Sp(n) NLSM for the case with broken and unbroken
time-reversal symmetry, respectively. In Section 4, we derive the effective model of the
Goldstone modes. The renormalization group equations of corresponding nonlinear sigma
models show that regardless of the time-reversal symmetry the present model has extended
states at the band-center. They also suggest divergent DOS at the band center. In Section 5,
we discuss the behavior of the DOS for finite systems using the random matrix theory. We
conclude that DOS of finite systems should vanish at the band center as E 3 and E in broken
and unbroken time-reversal cases, respectively. In the final section, we give a summary and
discussion.
675
2. Model
Let us start from the lattice Hamiltonian defined on the square lattice in two dimensions
[69],

X tij
cj
ij
.
(2.1)
ci , ci
H=
ij tijt
cj
hi,j i
It is noteworthy that if the space is restricted only to the spin-up component, this model
becomes the random flux model or random hopping fermion model with -flux by
imposing suitable conditions on tij . Next consider the transformation ci ci and ci
. Then the Hamiltonian becomes

ci

X X

ci cj + ij ci
cj + ij cj ci ,
H=
tij
hi,j i
which is the BCS Hamiltonian for the singlet superconductors. Taking this analogy 1 into
account, we require SU(2) (spin-rotational) symmetry ij = j i , owing to which the
Hamiltonian commutes with the global spin generators, as well as hermiticity tij = tji .
Motivated also by the recent studies of the d-wave superconductors, we assume that in the
absence of randomness t and of the pure Hamiltonian is given by
tj,j x = tj,j y = t0 ,
j,j x = j,j y = 0 ,
(2.2)
and others are zero, where x = (1, 0) and y = (0, 1). It is easy to see that the pure
Hamiltonian change the sign under the transformation cj ()jx +jy cj , which is the
chiral symmetry as mentioned-above. Therefore, the pure system has the SU(2), timereversal, and chiral symmetry. By introducing disorder which breaks some symmetries
explicitly but keeps the others, the model shows various kinds of universality classes.
Those studied so far in the context of d-wave superconductors are as follows: If we keep
only SU(2) symmetry, the (replicated) model has Sp(n) symmetry. If we keep in addition
the time-reversal invariance, the model has an enhanced symmetry Sp(n) Sp(n) [69].
In this paper, the symbol hi, j i in Eq. (2.1) is restricted to the nearest neighbor pairs which
keeps chiral symmetry and universality classes of the Hamiltonian (2.1) unknown so far
are investigated.
The pure Hamiltonian has four nodes, where gapless excitations exist [13]. To study the
low-energy properties of the system governed by them, let us take the continuum limit near
the nodes [68],
cj
i jx +jy 11 (x) i jx jy 21 (x) + i jx +jy 12 (x) i jx jy 22 (x),
a
cj
i jx +jy 11 (x) + i jx jy 21 (x) + i jx +jy 12 (x) + i jx jy 22 (x), (2.3)
a
where a is a lattice constant, x = aj , and indices , a, and i of the field ai are associated
with spin, left-right (LR) movers, and nodes, respectively. Namely, the field variable
1 This argument is somewhat formal. Any realistic model of random d-wave superconductors should also have
on-site random potentials that would change the symmetry class.
676
lives in the space V = C 2 C 2 C 2 . The pure Hamiltonian [68,13] is then Hp =

R(x)
2
d x Hp , where

v i
(2.4)
Hp = 12
(x y)
and the coordinates have been transformed as x, y (x + y)/ 2. Here the explicit
matrix in Eq. (2.4) denotes the node space, and gamma matrices denotes the LR space,
defined by
2 = r 1 1
1 = r3 ,
with r = vF /v , and v = vF v , where vF = 2 2 ta and v = 2 2 0 .

The symmetries of the lattice model are translated into the continuum model as
H = CHt C 1 ,
H = PHP 1 ,
H = T HT 1 ,
C = i2 12 12 ,
P = i2 i2 12 ,
T = CP,
(2.5)
(2.6)
which describe, respectively, the SU(2), chiral, and time-reversal symmetry. The total
Hamiltonian density is given by H = Hp + Hd , where Hd is disorder potentials satisfying
Eq. (2.6). In what follows, we study the model with broken and unbroken time-reversal
symmetry at the same time. For the former case, the third condition should be omitted. It
is easy to write down explicit disorder potentials using these conditions, though it is not
necessary in the following calculation.
3. Generating functional
To study the DOS and the transport property of the model [2729], let us define the
Green functions,

G(x) = trV x (i H)1 x ,

2
(3.1)
K(x, x 0 ) = trV x (i H)1 x 0 ,
where trV is the trace in the V space. Although it may be easy to introduce the generating
functional of these Green functions, we have to prepare some notations. Firstly, the
generating functional expressed by path-integrals over Fermi fields is defined in a standard
way by introducing replica, i i and i i , where i and are indices denoting

V and replica space WR = C n , respectively. Lagrangian density is then L = trWR (i
H) , where trWR is the trace in the replica space. Moreover, we introduce an auxiliary
space [4] to reflect the symmetries in the V space to an auxiliary field introduced later [see
Eq. (3.10)], WR W = WR WA , with WA = C 2 C 2 C 2 , where each space in WA
is associated with the SU(2), chiral, and time-reversal symmetry, respectively, and in this
ei and i , which are subject to [4],
extended space, Fermi fields are denoted by
e = t C 1 ,
e = i
eP 1 ,
e = i
eT 1 ,
et 1 ,
= C
= iP 1 ,
= iT 1 .
(3.2)
677
Matrices , , and are defined in the W space, given by

= 1n i2 12 12 ,
= 1n 12 i2 12 ,
= 1n 12 12 1 .
(3.3)
e
eH) = trWR (i
H) , where = i1n 3 3 3 , leads
The identity trW (
R
e eS with
to the generating functional Z = DD
Z

e
eH + J
e .
(3.4)
S = d2 x trW
Green functions are expressed as

e (x) ,
G(x) = dWA lim
11
n0

2
e (x) ,
e (x 0 )
lim
K(x, x 0 ) = dW
12
21
A
n0
(3.5)
where 1 = and 2 = , and dWA is the dimension of the auxiliary

space, given by 4 and 8 for broken and unbroken time-reversal case, respectively. Assume
that disorder potentials obey the Gaussian distribution

1
2
trV Hd (x) .
(3.6)
P Hd (x) = exp
2g0
Then it is easy to average over them, as usual. Here, some comments may be useful [4]:
Firstly, disorder potentials are integrated out by using the identity

1
g
1
e=
e 2 + 0 trV
e 2.
trV Hd2 + trV Hd
(3.7)
trV Hd g0
2g0
2g0
2
e satisfy the same
It turns out that the integration over Hd is automatic because
2
e
e)2 , which
symmetries as those of Hd due to Eq. (3.2). Secondly, trV ( ) = trW (
is converted into Yukawa-type interactions by introducing an auxiliary matrix field defined
in the W space
Z
R 2
1
e)2
d x trW (Q+g0
= const.
(3.8)
DQ e 2g0
Integrating out the Fermi fields, we end up with an effective action
Z

1
1
ln DetV W (1 Q Hp 1).
d2 x trW Q2 2Q
S=
2g0
dWA
(3.9)
Here we have set J = 0 for simplicity and the anti-Hermitian auxiliary field Q = Q is
subject to
Q = Qt 1 ,
Q = Q 1 ,
Q = Q 1 .
(3.10)
To get a saddle-point solution, set = 0, and assume Q is diagonal and spatially

constant. Then, the saddle-point equation reduces to
1
1
Q0 =
trV (Q0 Hp )1 (x, x),
g0
dWA
(3.11)
678
which gives
Q0 = i v0 1n 3 3 3 .
(3.12)
as a solution. Here v0 exp[dWA v 2 /(4g0 )] with being high-energy cut-off. This

solution gives rise to an exponentially small density of state at the band-center.
The effective action has U(2n) and U(2n)U(2n) symmetry for the model with broken
and unbroken time-reversal symmetry, respectively. 2 To be concrete, let us consider the
former case. For the action function to be invariant under the group action Q gQg 1 , g
should satisfy = g g t and g 1 = g. They are explicitly given by

q
u
Q=V
(3.13)
V ,
V ,
g=V
q
u
where matrices in Eq. (3.13) denote the chiral space of W , and u is 2n 2n unitary matrix
in the replica and SU(2) space of W , while q is a complex matrix with a condition q t = q.
V is a matrix defined by V = V1 V2 with V1 = 1n and V2 = 1n 12 12 (12 +
3 ) + 1n 2 12 (12 3 ), where = 1 (3 + 2 ). It is, therefore, easy to show that the
2
saddle-point solution is invariant under the group action if ut u = 1. Thus, it turns out that
the saddle-point manifold is U(2n)/O(2n). It is easy to show by a similar consideration
that the saddle-point manifold for the unbroken time reversal case is U(2n).
4. Nonlinear sigma-model for the Goldstone modes

Local quantum fluctuation around the saddle-point yields Goldstone modes, which
governs the low energy properties of the present system. To derive an effective action
of these modes integrating out the massive modes, let us decompose the field Q into
transverse and longitudinal modes as Q(x) = T (x)(Q0 + L(x))T (x), where

P
U
L=V
V .
(4.1)
V ,
T =V
P
U
Here U (x) U(2n)/O(2n) and P (x) is a real matrix with P t = P . Next transformation
properties of U (x) and P (x) fields should be examined. The action of global u U(2n)
induces uU (x) = U 0 (x)h(u, U (x)), where U 0 (x) U(2n) and h(u, U ) O(2n). It should
be noted that h(u, U ) is a nonlinear function of U (x) dependent on x. Therefore, we have
the following transformation laws of U and P ,
U uU h1 ,
P hP h1 .
(4.2)
Keeping this in mind, we proceed to calculate the action of the Goldstone modes. The
point is the derivative expansion of the ln Det term in Eq. (3.9),
ln DetV W (1 Q Hp 1) TrV W F G
1
TrV W (F G)2 ,
2
(4.3)
where F is the free propagator defined by 1

F = 1 Q0 Hp 1 and G is
2 The present model has SU(2) symmetry as well as chiral symmetry. If the model has only chiral symmetry, the
symmetry group reduces to U(n) U(n), which is enhanced in the present case due to the extra SU(2) symmetry

G = 1 T (Hp 1)(1 T ) Hp 1

v iT T
.
=
(x y)
679
(4.4)
The explicit matrix in the above denotes the node space in V . It is stressed that the effective
action should be independent of the gauge associated with the local O(2n) transformation.
To see this, let us write down the field T T in W space,

V + A
(4.5)
V ,
T T = V
V A
where
A
V

=

1
U U U t U .
2
(4.6)
The transformation laws of these fields are

A hA h1 ,
V hV h1 + h h1 ,
(4.7)
which tells that V is a gauge field associated with the hidden local O(2n) symmetry (for a
review, see [30]). In the leading order of the derivative expansion, therefore, only the gauge
covariant A field appears in the action.
By using these, manifestly gauge-invariant action of the Goldstone modes can be
obtained. The kinetic term is calculated as
2
1
TrV W (F G)2 = TrWRS A2 .
2dWA
b
After gauge-fixing U t = U , we finally have

Z

v0 2
1
U 2 U 2
U + U 2 .
S = d2 x trWRS
2b
g0
(4.8)
Here WRS denotes a part of the space W restricted to the replica and SU(2) spaces omitting
the chiral space, and
2
1 vF2 + v
1
=
.
(4.9)
b 4 vF v
This coupling constant is just the same as that derived by Senthil et al. [68]. So far we have
obtained an effective action for the broken time-reversal system. It is easy to follow similar
calculations for the unbroken time-reversal system. The results are the same as Eq. (4.8)
including the coupling constant, but with U (x) U(2n) and a breaking term

2v0
trWRS < U 2 + U 2 .
g0
In the process of the renormalization, it is shown that the operator

1 2
2 2
Tr A =
Tr U 2 U 2
c WRS
2c WRS
is generated. In the leading order we have taken above, the coupling constant is 1/c = 0.
However, higher loop expansion of the ln Det term actually gives a finite coupling constant.
680
After the replica limit n 0, the renormalization group equations at one-loop order are
given by [16,17,31,32]
dc
db
= 0,
= 1 c2 ,
dl
dl

1
b2
d
= (2 + ),
=
1 b +
,
dl
2
c
(4.10)
where (1 , 1 ) = ( 14 , 12 ) and ( 12 , 0) for U(2n)/O(2n) and U(2n) models, respectively.

The conductance is related only with the coupling constant b as 1/b = 21 , which
is obtained [68] by the bare diffusion constant calculated from Eq. (3.5). Therefore, the
vanishing 3 of the beta function for b implies that the conductance is not renormalized
and therefore strongly suggests delocalized state at zero energy, which is due to the chiral
symmetry. On the other hand, the behavior of the DOS depends on the coupling constant c.
Since has the same dimension of the energy, we can compute, according to Gade [16,17],
a rough estimate of the DOS for finite E as
2 1
(4.11)
(E) e4 (1 b ) ln(/E) .
E
This yields divergence of DOS at the zero energy. Since renormalization group equations
(4.9) and (4.10) are independent of the disorder strength g0 , the divergence occurs even
for infinitesimal small disorder. Since this result is based on a perturbative argument, let us
compute more precisely the DOS at the zero energy by a nonperturbative method, thought
it can be done only for finite systems. Namely, we study it by considering the random
matrix limit of the model in the next section.
5. Random matrix theory

Since delocalization occurs at the zero energy, the localization length is quite long, i.e.,
the order of the system size L near the zero energy. Accordingly, in the energy scale much
smaller than the Thouless energy D/L2 , where D is a diffusion constant, particles are
diffusing all around the system keeping the symmetry of the Hamiltonian, and hence,
the spatial dependence of the system is smeared out and we can describe the system
by a random matrix theory. In this limit we can compute the DOS for finite systems
with length L. Taking only zero mode of Q into account, we actually have from Eq.
(3.9) an effective action of a random matrix theory with the symmetries (2.6) but defined
in V = C N C 2 C 2 C 2 , where N = L2 . The Hamiltonian H is now not a field
but a quantum mechanical one subject to Eq. (2.6). To calculate the DOS near the zero
energy of such a random matrix ensemble, it may be convenient to rotate the basis by a
orthogonal transformation and to switch into more convenient basis. We can choose C =
1N 12 i2 12 , P = 1N 12 12 3 . Let us omit the SU(2) space in the above,
because it is irrelevant. A little thought tells that the Hamiltonian describes the tangent
3 In Refs. [16,17], they have proved nonperturbatively that the beta function for b vanishes exactly.
681
Fig. 1. Schematic illustration of the density of state as a function of energy. Dashed-line denotes DOS
of pure system, while dashed-dotted-line (full-line) denotes DOS for broken (unbroken) time-reversal
symmetry. The bump means the enhancement obtained by the renormalization group analysis.
space of Sp(N, N)/Sp(N )Sp(N ) and U(N, N)/U(N )U(N ) for the case with broken
and unbroken time-reversal symmetry, respectively, and accordingly, belongs to CII (chiral
GSE) and AIII (chiral GUE) in Zirnbauers classification [4]. We can now diagonalize the
Hamiltonian as H = U diag(, )U , where U is a unitary matrix. The Jacobian of the
change of variables from Hij to Uij and i is
Y Y

i 2
(5.1)
i2 j2 2 ,
J = const
i
i<j
where (2 , 2 ) = (3, 4) and (1, 2) for broken and unbroken time-reversal case, respectively.
2 describes the level repulsion of eigenvalues each other, while 2 describes the repulsion
of each pair and and determines the DOS for small [3]. Based on this argument, we
expect that DOS for finite systems vanishes at the zero energy as E 3 and E, respectively,
for the system with broken and unbroken time-reversal symmetry. Interpolating the results,
we expect the behavior of DOS as Fig. 1 for finite systems. It is quite interesting to test the
present conjectures by numerical calculations. Especially a cubic dependence of DOS on
the energy has not been known so far for the present model.
6. Summary and discussions

Stimulated by the recent developments of the localizationdelocalization transition for
the sublattice model and d-wave superconductors, we have studied the SU(2)-symmetric
model with hopping disorder. We have shown that the field theory at the band center is
in the universality class of U(2n)/O(2n) and U(2n) nonlinear sigma model, respectively,
for broken and unbroken time-reversal cases. These universality classes are also referred
to as CII and AIII according to Zirnbauer. The vanishing of beta function for these
682
classes indicates that the present model has a random critical point at the band center.
The perturbative renormalization group approach conjectures the divergent density of state,
whereas nonperturbative random matrix theory suggests for finite systems that the density
of state should vanish at the band center as E 3 and E in broken and unbroken time-reversal
cases, respectively.
By several authors three kinds of nonlinear sigma models corresponding to chGUE,
chGOE, and chGSE have been studied so far, one of which has been treated in this paper.
They are U(n), U(2n)/Sp(n), and U(n)/O(n) nonlinear sigma models or in other words
classes AIII, BDI, and CII, respectively. It turns out that perturbative renormalization group
calculations predict the divergent density of state for these classes. Actually, random flux
model is well described by U(n) model, though chGUE predicts zero density of state at
the zero energy for finite systems. It is quite interesting to study the behavior of density of
state for the present model via numerical calculations.
Acknowledgements
The author would like to thank Y. Hatsugai, Y. Morita, M. Shiroishi, and Mukul Laad
for valuable discussions and J. Zittartz for his kind hospitality and encouragement. He is
supported by JSPS postdoctoral fellowship for research abroad.
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683

CUMULATIVE AUTHOR INDEX B571B575
Ahn, C.
Akutsu, Y.
Alexandrou, C.
Alford, M.
ALPHA Collaborations
lvarez, E.
Anastasiou, C.
Angelantonj, C.
Antoniadis, I.
Aschieri, P.
Azaria, P.
B572 (2000) 188

B575 (2000) 504
B571 (2000) 257
B571 (2000) 269
B571 (2000) 237
B574 (2000) 153
B572 (2000) 307
B572 (2000) 36
B572 (2000) 36
B574 (2000) 551
B575 (2000) 439
Bak, D.
Bakas, I.
Ball, P.
Bastianelli, F.
Beenakker, W.
Behrndt, K.
Belitsky, A.V.
Belitsky, A.V.
Berche, B.
Berends, F.A.
Berges, J.
Bialas, P.
Bianchi, M.
Binoth, T.
Blas Achic, H.S.
Bobeth, C.
Bogacz, L.
Bouwknegt, P.
Brace, D.
Braden, H.W.
Brower, R.C.
Buchbinder, I.L.
Bueno, A.
Burda, Z.
B572 (2000) 151

B573 (2000) 768
B572 (2000) 3
B574 (2000) 107
B573 (2000) 503
B573 (2000) 127
B574 (2000) 347
B574 (2000) 407
B572 (2000) 626
B573 (2000) 503
B571 (2000) 269
B575 (2000) 599
B573 (2000) 314
B572 (2000) 361
B571 (2000) 607
B574 (2000) 291
B575 (2000) 599
B572 (2000) 547
B574 (2000) 551
B573 (2000) 553
B574 (2000) 219
B571 (2000) 358
B573 (2000) 27
B575 (2000) 599
Cacciari, M.
Campanelli, M.
Casas, J.A.
Castro-Alvaredo, O.A.
Chapovsky, A.P.
Chatelain, C.
B571 (2000) 185

B573 (2000) 27
B573 (2000) 652
B575 (2000) 535
B573 (2000) 503
B572 (2000) 626
Chattaraputi, A.
Cheng, H.-C.
Chetyrkin, K.G.
Chim, L.
Cho, G.-C.
Chu, C.-S.
Ciuchini, M.
Controzzi, D.
Cvetic, M.
Cvetic, M.
Cvetic, M.
Czakon, M.
B573 (2000) 291

B573 (2000) 597
B573 (2000) 617
B572 (2000) 547
B574 (2000) 623
B574 (2000) 275
B573 (2000) 201
B572 (2000) 609
B571 (2000) 358
B573 (2000) 149
B574 (2000) 761
B573 (2000) 57
DAppollonio, G.
Daflon Barrozo, M.C.
Damgaard, P.H.
Dasgupta, T.
Deger, N.S.
De Holanda, P.C.
Del Duca, V.
Del Duca, V.
De Pietri, R.
Diaconescu, D.-E.
Diakonov, D.
Daz, M.A.
Dixon, L.
Dobrescu, B.A.
Donini, A.
Dorey, P.
Dreiner, H.
Dudas, E.
B572 (2000) 36
B574 (2000) 189
B572 (2000) 478
B572 (2000) 95
B573 (2000) 275
B573 (2000) 3
B571 (2000) 51
B574 (2000) 851
B574 (2000) 785
B574 (2000) 245
B571 (2000) 91
B573 (2000) 75
B571 (2000) 51
B573 (2000) 597
B574 (2000) 23
B571 (2000) 583
B574 (2000) 874
B572 (2000) 36
Edelstein, J.D.
Emparan, R.
Engels, J.
Ermolaev, B.I.
Espinosa, J.R.
Eyras, E.
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Ferreira, L.A.
Fleischer, J.
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Frahm, H.
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Gaillard, M.K.
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Hagiwara, K.
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Ibarra, A.
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Jegerlehner, F.
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Kabat, D.
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Laenen, E.
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Ma, B.-Q.
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String Theory Predictions For Future Accelerators: E. Dudas, J. Mourad

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Nuclear Physics B 575 (2000) 334

String theory predictions for future accelerators

Received 28 October 1999; accepted 3 February 2000

1. Introduction and summary of the results

E. Dudas, J. Mourad / Nuclear Physics B 575 (2000) 334

Fig. 1. Tree-level gravitational virtual exchange.

E. Dudas, J. Mourad / Nuclear Physics B 575 (2000) 334

Fig. 2. The string nonplanar amplitude.

Fig. 3. The closed channel representation of the amplitude.

2 )R d M 2+d , valid for Type I

E. Dudas, J. Mourad / Nuclear Physics B 575 (2000) 334

Fig. 4. The open channel representation of the amplitude.

E. Dudas, J. Mourad / Nuclear Physics B 575 (2000) 334

0 = Ms l0 = Ms2 / in the one-loop box diagram described here by A1 . This mixed

E. Dudas, J. Mourad / Nuclear Physics B 575 (2000) 334

where the N = 4 sector contains the six-dimensional compact KK summations, N = 2

E. Dudas, J. Mourad / Nuclear Physics B 575 (2000) 334

off-shell) of momenta p1 , p2 and an off-shell graviton of momentum p (see Fig. 6) can be

Eliminating the radius R in the above two relations for D = 4 we get

E. Dudas, J. Mourad / Nuclear Physics B 575 (2000) 334

3. Virtual gravitational exchange amplitude

of momenta pi , polarisation i , and ChanPaton factors i are of the form

pi G K1 ,...,4 1 1 . . . 4 4 A (s, t, u),

The kinematical factor K is a polynomial in the external momenta and is given by

E. Dudas, J. Mourad / Nuclear Physics B 575 (2000) 334

E. Dudas, J. Mourad / Nuclear Physics B 575 (2000) 334

R2 : 1 < 3 < 2 < 1,

R3 : 3 < 1 < 2 < 1,

then we can write

E. Dudas, J. Mourad / Nuclear Physics B 575 (2000) 334

The variables i in the region R1 are given by

E. Dudas, J. Mourad / Nuclear Physics B 575 (2000) 334

E. Dudas, J. Mourad / Nuclear Physics B 575 (2000) 334

Similarly to f and f T in (3.21), these functions can be expanded in positive powers of

MP2 Ms2 n=0

el/2[s/Ms +(n1 ++n6 )(RMs )

E. Dudas, J. Mourad / Nuclear Physics B 575 (2000) 334

which can be useful when g1 is much simpler than g.

where both I and J are bounded and nonvanishing at 2 = . However at 2 = 0 they

E. Dudas, J. Mourad / Nuclear Physics B 575 (2000) 334

For small z we have

E. Dudas, J. Mourad / Nuclear Physics B 575 (2000) 334

A = A1 (l0 )(s, t) + A1 (l0 )(u, t) + A1 (l0 )(u, s) + A2 (l0 ).

E. Dudas, J. Mourad / Nuclear Physics B 575 (2000) 334

el[s/2Ms +(n1 ++n6 )(RMs )

E. Dudas, J. Mourad / Nuclear Physics B 575 (2000) 334

4 , that the leading corrections to the

E. Dudas, J. Mourad / Nuclear Physics B 575 (2000) 334

These integrals can be easily evaluated and yield

E. Dudas, J. Mourad / Nuclear Physics B 575 (2000) 334

4. Couplings of brane states to bulk states

Vi i = gs ai : Xi (yi )e2ipi .X(yi ) :

= V3 3 (z)V3 4 (z) = gs : X3 (z)eip3 X(z)+iwY (z) :

where X are spacetime coordinates, Y compact coordinates and ai ChanPaton factors

E. Dudas, J. Mourad / Nuclear Physics B 575 (2000) 334

dy1 c(y2 )c(z)c(z)

1 V1 (y1 )2 V2 (y2 )3 V3 (z)3 V3 (z) ,

E. Dudas, J. Mourad / Nuclear Physics B 575 (2000) 334

where N3 was determined by factorization of the one-loop four-point amplitude of Section

E. Dudas, J. Mourad / Nuclear Physics B 575 (2000) 334

i Vi (yi )4 V (z)4 V (z) + 1 2,

E. Dudas, J. Mourad / Nuclear Physics B 575 (2000) 334

where we introduced the normalization constant, to be fixed by unitarity. By using

If s m2 and t m2 we get the dominant contribution B 0 = 1/6m4 + . In the