Nucl - Phys.B v.744

Nuclear Physics B 744 (2006) 113
Symmetry and entropy of black hole horizons

Olaf Dreyer, Fotini Markopoulou, Lee Smolin
Perimeter Institute for Theoretical Physics, 35 King Street North, Waterloo, ON N2J 2W9, Canada
Department of Physics, University of Waterloo, Waterloo, ON N2L 3G1, Canada
Received 31 August 2005; accepted 3 February 2006
Available online 31 March 2006
Abstract
We argue, using methods taken from the theory of noiseless subsystems in quantum information theory,
that the quantum states associated with a Schwarzschild black hole live in the restricted subspace of the
Hilbert space of horizon boundary states in which all punctures are equal. Consequently, one value of the
Immirzi parameter matches both the Hawking value for the entropy and the quasi normal mode spectrum of
the Schwarzschild black hole. The method of noiseless subsystems allows us to understand, in this example
and more generally, how symmetries, which take physical states to physical states, can emerge from a
diffeomorphism invariant formulation of quantum gravity.
2006 Published by Elsevier B.V.
1. Introduction
This paper is concerned with two distinct problems in background independent formulations
of quantum gravity. First, how one can recover the semiclassical BekensteinHawking results
[1,2] in the context of results about the entropy of horizons and surfaces in loop quantum gravity
[36]. Second, how the description of spacetime in terms of classical general relativity emerges
from the quantum theory. Up till now, these problems have been treated in isolation. Here we
propose a perspective that relates them, and also addresses a technical issue concerning the black
hole entropy.
This technical issue concerns the value of a certain free parameter, , in the theory called
the Immirzi parameter [7]. This parameter, not present in the classical theory, arises from an
* Corresponding author.
E-mail addresses: odreyer@perimeterinstitute.ca (O. Dreyer), fotini@perimeterinstitute.ca (F. Markopoulou),

lsmolin@perimeterinstitute.ca (L. Smolin).
0550-3213/$ see front matter 2006 Published by Elsevier B.V.
doi:10.1016/j.nuclphysb.2006.02.045
O. Dreyer et al. / Nuclear Physics B 744 (2006) 113
ambiguity in the quantization procedure because there is a choice in the connection variable
that is used in the construction of the quantum observable algebra. As it does not appear in the
classical theory, its value should be fixed by some physical requirement. In previous work [35],
it was shown that is fixed by the requirement that the quantum gravity computation reproduce
the Hawking value of the entropy.
Since the story is very simple and physical, we review it for non-experts. The Immirzi parameter comes into the formula for the area of a surface. When a surface is punctured by a set of
spin network edges with spin labels {j }, then the area of the surface is given by

A {j } = 8
(1)
j (j + 1),
2.
which we take here to be measured in units of the Planck area lPl
In loop quantum gravity, there is an exact description of the quantum geometry of black hole
horizons [5], as well as a more general class of boundaries [3]. The entropy of the horizon is
defined in terms of the Hilbert space of the boundary theory. For reasons that we spell out shortly,
it is taken to be the logarithm of the dimension of the Hilbert space of boundary states.
The Immirzi parameter does not come into the entropy. Hence it appears in the ratio of the
entropy S[A] of a black hole to its area:
S[A]
c
(2)
= ,
A[{j }]
where c is a constant to be determined by calculating the entropy. At the same time, we believe
from Hawkings semiclassical calculation of black hole entropy that [2]
R=
1
R= .
4
For the two equations to agree,
= 4c.
(3)
(4)
Recently, one of us, following a clue uncovered by Hod [8], described a semiclassical argument which fixes by an argument that appears to be independent of considerations of entropy
or radiation but rather makes use of the quasinormal mode spectrum [6]. As it is relevant, we
repeat here the basic argument.
The quasinormal mode spectrum of the Schwarzschild black hole turns out to have an asymptotic form

ln(3) i
1
M =
(5)
+
n+
,
8
4
2
for arbitrarily large integer n. As n goes to infinity, the decay times of the modes goes to zero in
units of the light crossing time of the horizon. This means that the excitations involve more and
more local regions of the horizon. At the same time, the real part of the frequency goes to the
asymptotic value [9]
ln(3)
(6)
.
8M
This frequency is then associated with an arbitrarily short lived, and hence local, excitation of
the horizon. By the correspondence principle, this must correspond to an energy
qnm =
Mqnm = hqnm =
ln(3)h
.
8M
(7)
In the classical theory, the region of the horizon excited may be arbitrarily small, but in the
quantum theory there is a smallest region that can be excited, which is a minimal puncture with
minimal area

A = 8 jmin (jmin + 1).
(8)
However, for a Schwarzschild black hole,
A = 16M 2 ,
(9)
from which it follows that, for a quasinormal mode,

2
Aqnm = 32MM = 4 ln(3)lPl
.
(10)
The result is a prediction for the Immirzi parameter, which is

qnm =
ln(3)
.
2 jmin (jmin + 1)
(11)
Does this match the value needed to get R = 1/4? It turns out to depend on what we take
for the Hilbert space of the black hole horizon. By arguments given in [5], we know that the
horizon Hilbert space, for fixed area A in Planck units, is related to the Hilbert space of the
invariant states of U (1) ChernSimons theory on an S 2 with punctures {j }, denoted by V{j } .1
The level k is related to the mass of the black hole, and is assumed here to be large. Given a set
of punctures {j },

V{j } = Inv
(12)
Hj
where Hj is the (2j + 1)-dimensional spin space for spin j and Inv means the Hilbert states
contains only states with total spin zero.
We know that the Schwarzschild black hole has definite area A[{j }] and definite energy:

A({j })
M {j } =
(13)
.
16
As the area is quantized, we see that the energy is quantized as well.
We then expect that at least some of the Hilbert spaces V{j } contain states which correspond
to Schwarzschild black holes. The state is expected to be thermal, because it is entangled with
the states of radiation that has left the black hole. We are, however, ignorant of the exact state so,
instead, the black hole entropy is usually taken to be
Schwarzschild
S Schwarzscild = ln dim HA
,
(14)
Schwarzschild is a Hilbert space on which the density matrix Schwarzscild describing the
where HA
A
ensemble of Schwarzschild black holes may be expected to be non-degenerate.
One proposal is to take

Schwarzschild
All
HA
(15)
= HA
=
V{j } ,
A({j })=A
1 There is an equivalent description in terms of SU(2) ChernSimons theory [3].
where we use the superscript All to remind us that in this case we sum over all sets of punctures
that give an area between A and A + A, for some small A.
However, this proposal can be criticized on the basis that the only information about the
Schwarzschild black hole that is used is its area. We may expect that the actual state of the
Schwarzschild black hole is determined by additional physical considerations and hence is nondegenerate only in a subspace
Schwarzschild
All
HA
HA
(16)
that is picked out by additional physical input.

In this article, we will argue that the physical Hilbert space associated to the horizon of a
Schwarzschild black hole is dominated by the V{j } for which all punctures have equal minimal
spin jmin . The difference is important, because in the first case we have
RAll =
All
ln dim HA
,
A({j })
(17)
from which recent calculations [10] have deduced the value2

All = 0.23753295796592 . . . .
(18)
On the other hand, in the second case

Rmin =
ln dim V{jmin ,...,jmin }

.
A({j })
(19)
This is easy to compute [3,6] and leads to a value

min =
ln(3)
.
2 jmin (jmin + 1)
(20)
We note that
qnm = min = All .
(21)
Hence, we have the following situation.

If indeed the right choice for the Hilbert space of a Schwarzschild black hole consists only
of states with equal and minimal punctures, then there is a remarkable agreement between the
two computations. This supports the case that there is something physically correct about the
description of black holes in loop quantum gravity.
All is the right Hilbert space for the horizon of a Schwarzschild black
On the other hand, if HA
hole, loop quantum gravity is in deep trouble, because there is no choice of that will agree with
both the Hawking entropy and the quasi-normal mode spectrum.
It is clear that to resolve this problem we need additional physical input. The only property of
the Schwarzschild black hole used in previous work to constrain the corresponding quantum state
is its area. But a more complete treatment should take into account other characteristics of the
Schwarzschild black hole such as its symmetry and stability. To do so, we need to understand how
those classical properties can emerge from a quantum state, described so far in the background
independent language of loop quantum gravity.
2 But see [17] for a criticism of that calculation.
Recently, one of us proposed a new perspective on the general problem of the emergence of
particles and other semiclassical states from background independent approaches to quantum
gravity [13]. This makes use of the concept of noiseless subsystems, developed in the context of
quantum information theory to describe how particle-like states may emerge there [12]. We shall
see in the following that the black hole problem provides a nice example of the general strategy
proposed in [13], while it resolves the present problem.3
2. Symmetry and noiseless subsystems
We begin by asking two questions:
Schwarzschild corresponding to a Schwarzschild black hole, as
(1) How do we find the subspace HA
opposed to a general surface of a given area that satisfies the appropriate boundary conditions?
(2) How do we recognize in that subspace the excitations that, in the classical limit, correspond
to the quasinormal modes?
We should here make an important comment, which clarifies the sense in which these questions are asked. We note that the boundary conditions we require for our analysis are more general
and apply to all horizons, not just Schwarzschild black holes. Thus, our framework differs from
the isolated horizon framework [5] in one crucial aspect. We posit that the states of all quantum
black holes live in a single Hilbert space, so that angular momentum and other multiple moments
are to be measured by quantum operators. In the isolated horizon picture the angular momentum
and multiple moments are treated classically, and the Hilbert space is defined for each value of
them. Only in the our framework does it make sense to ask how the states corresponding to a
non-rotating black hole emerge from a more general Hilbert space of horizon states.
Our two questions are then analogous to problems concerned with the emergence and stability
of persistent quantum states in condensed matter physics and quantum information theory. For
the present purposes, we will use the following idea from the theory of noiseless subsystems in
quantum information theory.
We have a complete quantum experiment, which we want to divide into the system S and
environment E. We want to understand what quantum properties of the system may survive
stably in spite of continual and uncontrollable interactions with the environment.
The joint Hilbert space decomposes into the product of system and environment,
Htotal = HS HE ,
(22)
while the Hamiltonian decomposes into the sum

H = H S + H E + H int
(23)
where H S acts only on the system, H E acts only on the environment and all the interactions
between them are contained in H int .

The reduced dynamics of S is given by a completely positive operator : HS HS ,

fS = iS = trE U iS iE U ,
(24)
3 While this paper was in draft, a paper was posted that reaches a similar conclusion by a different argument [11]. More
recently, additional arguments for it have been given by [18].
where the joint state of S and E evolves unitarily and then the environment is traced out. While a
generic noise will affect the entire state space HS , there may be a noiseless subsystem of S,
and possibly even a subspace of HS that is left unchanged by , i.e., evolves unitarily. What
follows is a necessary and sufficient condition for the existence of a noiseless subsystem.
Eq. (24) can be rewritten as

S =
(25)
Ak S Ak ,
k
where
i |Ak |f = i | ek |U |f |ek ,
(26)
for any |i , |f HS and {|ek } an orthonormal basis on HE . One can check that

k Ak Ak = 1.
If B(HS ) is the algebra of all operators acting on HS , the interaction algebra Aint B(HS )
is the subalgebra generated by the Ak (assuming that Aint is closed under and is unital).
Up to a unitary transformation, Aint can be written as a direct sum of dj dj complex matrix
algebras, each of which appear with multiplicity j :

Aint
(27)
1j B Cdj ,
j
where 1j is the identity operator on Cj .

The commutant, Aint of Aint is the set of all operators in B(HS ) that commute with every
int
element of A , i.e.,

B Cj 1dj .
Aint
(28)
j
This decomposition induces a natural decomposition of HS :

HS =
Cj Cdj .
(29)
j

Note now that any state in Aint is a fixed point of since it commutes with all the Ak :

S =
Ak S Ak =
Ak Ak S = S .
k
(30)
It can be shown [12] that the reverse also holds, i.e.,

S = Aint .
(31)
Hence, the noiseless subsystem can be identified with the Cj in Eq. (29).
These are relevant for the physical description of the system, because the interactions with
the environment will not disturb them and hence are useful for describing the long term behavior
of the system, because they are conserved. The relevance of this argument for quantum gravity
was proposed in [13]. If we divide the quantum state of the gravitational field arbitrarily into
subsystems, those properties which are conserved under interactions between the subsystems
are going to characterize the low energy limit of the spacetime geometry. If classical spacetime
physics emerges in the low energy limit, in which these regions are arbitrarily large on Planck
scale, the commutant of the interaction algebra should include the symmetries that characterize
classical spacetime in the ground state (presumably the Poincar or the de Sitter group, or some
deformation of them). In the case of vanishing cosmological constant, we then expect that the
low energy limit is characterized by representations of the Poincar group. But these, of course,
are the elementary particles, as described in quantum field theory on Minkowski spacetime. The
noiseless subsystem idea is then a way to understand how particle states, and the low energy
vacuum could emerge from a background independent quantum theory of gravity.
In the following section, the system state space is that of the states of loop quantum gravity that
correspond to a black hole of a given area. This is coupled to an environment of bulk spin network
states and, while we do not know the quantum dynamics, we do know that a Schwarzschild black
hole has a classical SO(3) symmetry. In the next section, we make the reasonable assumption
that there is a microscopic analogue of SO(3) that acts on the system, a symmetry that should be
contained in the commutant of the interaction algebra for black holes.
3. Application to black holes
Schwarzschild of states that correspond to a
In this section we shall look for the subspace HA
Schwarzschild is a proper subspace of
classical Schwarzschild black hole. We want to show that HA
All
the space HA of states of horizons with area A A, i.e.,
Schwarzschild
All
HA
HA
.
(32)
The geometry of a horizon is only partially fixed by its area A. A Schwarzschild horizon is a very
special example of such a geometry that is distinguished by its SO(3) symmetry. Since all the
All as well, we expect that the Hilbert
other horizon geometries have quantum counterparts in HA
Schwarzschild corresponding to a Schwarzschild black hole is a proper subspace of HAll .
space HA
A
In contrast to the smooth horizon geometry of a classical Schwarzschild black hole, the geometry of the corresponding quantum horizon is concentrated at the punctures and is thus discrete.
Schwarzschild . What
Consequently, we cannot expect an action of the smooth Lie group SO(3) on HA
we can expect is an action of some discrete symmetry group Gq that only on the classical level
coincides with the action of SO(3) (see Fig. 1).
What can reasonably be assumed about the group Gq ?
Since Gq is a group of symmetries we assume it commutes with the action of the Hamiltonian
int
H on the horizon Hilbert space HS , i.e.,

Gq Aint .
(33)
H int
but it is possible to restrict it suffiWe do not know the precise action of the Hamiltonian
ciently to compute the commutant Gq .
We first review the basics of the description of black hole horizons in loop quantum gravity
[5]. The Hilbert space is at the kinematical level of the form (22), where the environmental
Hilbert space has a basis consisting of all spin networks that end on the horizon, in any number
of punctures. Given that the energy of a black hole is a function of its area, it makes sense
to decompose the Hilbert space in eigenspaces of the area operator. The eigenvalues are given
by sets of spins at the punctures {ji }, where i labels the punctures. Gausss law acting at the
boundary enforces that the labels on the punctures on the horizon match the spins of the edges
of spin network in the bulk, incident on the horizon. We then have

S
E
H{j
H{j
.
Htotal =
(34)
i}
i}
{ji }
Fig. 1. The geometry of a quantum horizon is concentrated at a discrete set of punctures. The classical symmetry group
SO(3) will thus not act directly on the quantum states representing a Schwarzschild black hole. A discrete group Gq , on
the other hand, is expected to act on these states. In the classical limit, the action of this discrete group coincides with
that of SO(3). For a large number of punctures, the discrete group action shown above would approximate a rotation of
the horizon.
E have bases consisting of difThe environment (sometimes called bulk) Hilbert spaces H{j
i}
feomorphism classes of spin networks in the bulk, with edges ending on the boundary at the
punctures with the specified spin labels. We note that the diffeomorphisms on the surface are
fixed. (There may also be an exterior boundary at which the diffeomorphisms are also restricted.)
S are direct sums of the one-dimensional Hilbert
The system, or surface, Hilbert spaces H{j
i}
spaces of U (1) ChernSimons theory on the sphere, with punctures labeled by charges mi at
points i S 2 , subject to the conditions
|mi | ji ,

mi = 0.
(35)
(36)
The level k of each ChernSimons theory depends on the ji s and is given by [5]
k=
a0 [{ji }]
4
(37)
where a0 [{ji }] is the nearest number to A[{ji }] such that the level k is an integer. We note that
the level k is very large for black holes large in Planck units, so that for some estimates the limit
k can be taken. This is normally done in the computation of the entropy, for which the
difference between the classical and quantum dimensions may be neglected.
The U (1) connection on the boundary satisfies
4
Fij ( ) =
(38)
mi 2 (, i ).
k
i
We then can use a basis of the boundary theory, which is labeled

(j1 , m1 ), (j2 , m2 ), . . . , (jN , mN ) .
(39)
We can now turn to the specification of the interaction algebra. We begin by specifying a
general interaction algebra, which consists of all possible interactions between an environment
and a quantum horizon. Then we will specialize to a subalgebra which excludes the case of an
asymmetric environment or external geometry. The general interaction algebra, Agint , must be
generated by operators that
(1) act simultaneously on the environment and system Hilbert space;
(2) act locally.
A sufficient set of generators for Agint consists of:
addition or removal of a puncture;
braidings of the punctures.
The Gauss law constraint that ties the labels on punctures to the labels on edges of spin networks
that meet them implies that each of these involve changes to both the surface and environment
state. We note that the braidings generate a group, called the braid group and together with adding
and removing punctures, these generate the tangle algebra discussed by Baez in [15].
Let us consider, for example, a generator in Agint that corresponds to braiding two punctures,
which we will label i = 1, 2. It has the effect of rotating, with a positive orientation, the two
punctures around each other, returning them to their original positions. This braids the two edges
of the bulk spin network, which changes the diffeomorphism class of the bulk state.
The action of H int on HS due to a braiding of the punctures can be shown to modify each
basis state (39) by a phase. As the punctures are unchanged, it is represented by an operator
S . A simple computation in the quantum ChernSimons theory [14] shows that this is
B12 in H{j
i}
realized by

B12 (j1 , m1 ), (j2 , m2 ), . . . , (jN , mN )
2(m1 +m2

(j1 , m1 ), (j2 , m2 ), . . . , (jN , mN ) .
k
=e
(40)
The general interaction algebra does not take into account any symmetries, hence it describes
the general case, in which the black hole horizon may have non-vanishing multiple moments.4
If we want to specialize to the case of a black hole with symmetries, we must impose conditions on the interaction algebra, for a symmetric subsystem cannot exist stably in an asymmetric
environment. In principle we could code various kinds of symmetries in the choice of interaction algebra. But it suffices to consider the simplest choice, which is the subalgebra Aint Agint
which consists of adding and removing punctures plus a symmetric sum of braiding operations,

Bij ,
B T =
(41)
i<j
where the sum is over all pairs of punctures.

To restrict the group Gq , we now assume that it shares two properties with its classical counterpart SO(3). The first property is:
P1. The elements of Gq do not change the area of the horizon.
4 In the isolated horizon approach [5] angular momentum and multiple moments are coded as classical parameters.
Here we seek instead to define different subspaces of the horizon Hilbert space associated with black holes with different
macroscopic properties.
10
We take this to mean that the elements of Gq commute with the area operator.5 This is trivially
true for the action of SO(3) on the classical spacetime and we assume that it is also true for the
S into
action of Gq . Because of the property P1, the elements of Gq will map the spaces H{j
i}
themselves. A necessary condition for Eq. (33) to hold, i.e., for Gq to commute with the action
S .
of H int , is that Gq commutes with the action of H int on each of the spaces H{j
i}
S
int
On each H{ji } the braiding generators in H act as shown in Eq. (40). The commutant of
Aint is then easy to find. It is generated by all those operators that just permute the mi values for
given spins ji :

. . . , (j, m1 ), . . . (j, mK ), . . . . . . , (j, m(1) ), . . . (j, m(K) ), . . . ,
(42)
for some PK , the permutation group of K objects. Assuming Gq to be unitary we then have

Gq
(43)
PKj ,
j
where the product is over all the different j s in {ji }.

We now assume that Gq also shares the following property with SO(3):
P2. Gq acts transitively on the punctures, i.e., for every two punctures there is an element in Gq
that connects the two.
Because of Eq. (43), we know that Gq is a subgroup of

P=
PKj .
(44)
For Gq to act transitively, it is necessary that the bigger group P acts transitively on the punctures.
Since P is the product of permutation groups, this is only possible if P coincides with just one
permutation group. It follows that there is one j such that
Kj = N.
(45)
Schwarzschild consists of those V

All the punctures have the same spin j and the Hilbert space HA
{j }
for which all the j s coincide. It is then straightforward to show that the dimension of the V{j }
varies sharply with the spin j and is dominated by the lowest spin jmin .
4. Conclusions
In this paper, we used a microscopic analogue of the classical SO(3) symmetry of a Schwarzschild black hole to restrict the loop quantum gravity state space HA of black holes of area A to
a smaller subspace, left invariant by the symmetry. The method we used is the noiseless subsystems of quantum information theory, in which the symmetry of the dynamics implies a non-trivial
commutant of the interaction algebra of the system.
The construction of the state space HA in loop quantum gravity is a hybrid construction that
requires the imposition of black hole horizon conditions at the classical level. One eventually
5 In principle we could consider a weaker requirement which is that the elements of G do not change the expectation
q
value of the area. This would be an interesting extension of the usual problem to study.
11
wants to be able to identify black hole states directly in the quantum theory and derive the classical geometry in the appropriate classical limit. While the present work has the same hybrid
character (we start from HA ), it indicates that properties of the quantum states can be inferred
from the dynamics algebraically, without need for a classical geometry.
This approach also clarifies the important but subtle question of how symmetries can arise
from a diffeomorphism invariant state. All the states discussed here are invariant under spatial
diffeomorphisms. The point is that the commutant, Gq takes physical, diffeomorphism invariant
states, to other distinct physical, diffeomorphism invariant, states. The transitive permutations
that we discuss translate the black hole horizon with respect to the spin networks that define
the external geometry. This is physically meaningful because these transformations are not subgroups of the diffeomorphisms, instead they act on the space of diffeomorphism invariant states.
Thus, we have a realization of the proposal in [13] that in a diffeomorphism invariant theory a
symmetry can only arise as a motion of one subsystem with respect to another, and its generators
must live in the commutant of the interaction algebra, defined by the splitting of the universe into
subsystems.
This proposal has ramifications that might lead to a better understanding of how the classical
properties of black holes arise from the quantum geometry of the horizon. We also see in a simple example, how properties of classical spacetime geometries can emerge from exact quantum
geometries, by making use of the insights gained from the study of similar questions in quantum
information theory.
We close by mentioning several queries that may be made regarding the construction used
here.
What about the connection to quasi-normal modes? Can we understand it as other than a
coincidence? It may be possible to understand how the quasi-normal modes arise from the states
which transform non-trivially under those generators of the commutant that become rotations in
the A limit.
What about rotating black holes? It is of interest to use these methods to characterize the
states of a rotating black hole, or a horizon with multiple moments, in terms of the same language.
We expect that this will involve other choices of the interaction algebra than that made here. We
may note that attempts to extend the connection between quasi-normal modes and entropy to
rotating black holes have not succeeded; this is something that needs explanation.
Note also that while we employ here the same boundary conditions as the isolated horizon formalism, the intension is different. In particular, in the isolated horizon picture, rotation and other
multiple moments are fixed in the classical description. The isolated horizon boundary conditions
do not change, but the functions on the phase space that correspond to different observables will
depend on the multiple moments. In our picture, we seek to recover the generators of rotation,
and hence the conjugate conserved quantities, as operators in a single Hilbert space. Hence here,
unlike the pure isolated horizon case, we expect that a single Hilbert space contains the states
corresponding to black holes with all values of angular momentum.
All that are not in HSchwarzchild ? These are states whose pictures
What about the states in HA
A
give the right area, but are not in the noiseless subsystem we identify. But they arose from a
quantization of the isolated horizon boundary conditions.
We cannot give a definitive answer without more dynamical input, particularly a Hamiltonian
on the horizon states. But we can argue that they must correspond to either non-static, classical
metrics or they correspond to no classical geometry.
12
Given that the boundary conditions do not distinguish rotating from non-rotating black holes,
some of theses states must be associated with rotating black holes. Apart from these, it must
be that most of these states are associated with semiclassical states of non-stationary horizons,
corresponding to distorted black holes. These will be excited, transient states of the black hole,
which classically decay to stationary states, emitting gravitational radiation. How do we know
All ? All that distinguishes states in HAll is that there is a horizon
that such states are included in HA
A
of a particular area. This will include all such configurations, whether belonging to stationary
states, semiclassical states corresponding to non-stationary horizons as well as quantum states
that have no semiclassical approximation. In particular, these must include states corresponding
to quasi normal modes.
Beyond those categories, our argument implies that the remaining states couple strongly to the
random noise coming from the environment of the black hole. They are then states that cannot
play a role in the semiclassical limit.
The only definitive way to distinguish the different kinds of states is dynamically. If we had an
effective Hamiltonian for the horizon and near horizon geometry, then the non-stationary states
would have to have higher energy than the stationary states, corresponding to their potential for
radiating energy to infinity in gravitational radiation. Hence, we can deduce from the fact that
in the classical theory non-stationary states radiate, that those states would be suppressed in a
All they appear unsuppressed, but
Boltzman weighted, equilibrium ensemble. In the ensemble HA
that is only because no dynamics are invoked, so states of different energies are counted as having
the same weight.
Given that there are many more non-stationary classical configurations than stationary ones, it is
reasonable that, for a given horizon area, those states that correspond to static black holes must
All with its subspace HSchwarzchild . But,
appear to be a minority, as is the case if we compare HA
A
All is larger than HSchwarzchild , that a
it is incorrect to argue just on the basis of the fact that HA
A
typical state corresponding to an equilibrium, static black hole will be in the latter rather than the
former, because dynamics has yet to be invoked.
The point of the construction of this paper is then that, even in the absence of an explicit Hamiltonian, we can use symmetry properties of the Hamiltonian to apply an argument from quantum
information to deduce which subspace of states will emerge in the low energy limit as corresponding to stationary configurations. The fact that, in the absence of dynamics, these are a
minority of the ensemble of states with a given area must be expected and is not an objection
against the construction presented here.
Finally, we note that the same method could be applied within quantum cosmology, to study
how states that correspond to symmetric universes emerge out of a more general Hilbert space,
corresponding to the full theory [16].
Acknowledgements
We are very grateful to Paolo Zanardi for pointing out an oversight in an earlier version of
this paper. We also thank Abhay Ashtekar and Jerzy Lewandowski for very useful discussions
clarifying the treatment of symmetries in the isolated horizon formalism.
References
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13
[3] L. Smolin, Linking topological quantum field theory and nonperturbative quantum gravity, J. Math. Phys. 36 (1995)
6417, gr-qc/9505028.
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gr-qc/9605047;
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A. Ashtekar, J. Baez, A. Corichi, K. Krasnov, Quantum geometry and black hole entropy, Phys. Rev. Lett. 80 (1998)
904907, gr-qc/9710007.
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gr-qc/0211076.
[7] G. Immirzi, Nucl. Phys. B (Proc. Suppl.) 57 (1997) 65, gr-qc/9701052.
[8] S. Hod, Phys. Rev. Lett. 81 (1998) 4293, gr-qc/9812002.
[9] L. Motl, An analytical computation of asymptotic Schwarzschild quasinormal frequencies, gr-qc/0212096;
L. Motl, A. Neitzke, Asymptotic black hole quasinormal frequencies, hep-th/0301173.
[10] K.A. Meissner, Black hole entropy in loop quantum gravity, gr-qc/0407052;
M. Domagala, J. Lewandowski, Black hole entropy from quantum geometry, gr-qc/0407051.
[11] S. Alexandrov, On the counting of black hole states in loop quantum gravity, gr-qc/0408033.
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E. Knill, R. Laflamme, L. Viola, Phys. Rev. Lett. 84 (2000) 2525;
J. Kempe, D. Bacon, D.A. Lidar, K.B. Whaley, Phys. Rev. A 63 (2001) 042307.
[13] F. Markopoulou, D. Poulin, in preparation.
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S. Rao, Anyon primer, hep-th/9209066.
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[16] E. Poisson, personal communication.
[17] T. Tamaki, H. Nomura, Ambiguity of black hole entropy in loop quantum gravity, hep-th/0508142.
[18] E.R. Livine, D.R. Terno, Quantum black holes: Entropy and entanglement on the horizon, gr-qc/0508085.
Finite volume effects for the pion mass at two loops

Gilberto Colangelo , Christoph Haefeli
Institut fr Theoretische Physik, Universitt Bern, Sidlerstr. 5, 3012 Bern, Switzerland
Received 16 February 2006; accepted 9 March 2006
Abstract
We evaluate the pion mass in finite volume to two loops within chiral perturbation theory. The results are
compared with a recently proposed extension of the asymptotic formula of Lscher. We find that contributions, which were neglected in the latter, are numerically very small at the two-loop level and conclude that
for M L 2, L 2 fm the finite volume effects in the meson sector are analytically well under control.
2006 Elsevier B.V. All rights reserved.
1. Introduction
Numerical simulations in lattice QCD are bound to rather small volumes. When one determines the hadron spectrum and other low energy observables one has to understand and properly
account for the volume dependence in order to correctly interpret the numerical data. Analytical
methods which allow one to predict the size of the finite volume effects are particularly useful in
this respect. In the case of hadron masses, there are two different methods to analytically evaluate
the finite volume effects: the asymptotic formula derived by Lscher [1], and chiral perturbation
theory (ChPT) in finite volume [24]. Lschers formula relates the volume dependence of the
mass of a hadron to an integral over the -hadron forward scattering amplitude. Knowledge of
the latter scattering amplitude immediately translates into an estimate of finite volume effects for
the hadron mass. Since the integral is dominated by the low-energy region, one can rely on the
chiral representation of the scattering amplitude in order to numerically evaluate the integral. In
this manner one makes use of ChPT only in infinite volume and obtains an estimate only of the
leading exponential term in the finite volume dependence, the term of the order exp(M L),
where L is the box size. Alternatively one can perform the calculation of the hadron mass in
E-mail address: gilberto@itp.unibe.ch (G. Colangelo).

0550-3213/$ see front matter 2006 Elsevier B.V. All rights reserved.
doi:10.1016/j.nuclphysb.2006.03.010
G. Colangelo, C. Haefeli / Nuclear Physics B 744 (2006) 1433
15
ChPT in finite volume and obtains an estimate also of the terms which are exponentially subleading.
A detailed study and comparison of the two approaches has been performed in [5,6] for the
case of the pion mass. This case is particularly interesting both because it is a simple hadron
to be studied on the lattice and because the scattering amplitude, which is needed in the
Lscher formula, is now known to next-to-next-to-leading order [710] in the chiral expansion.
It was therefore possible to study numerically how well the leading exponential term dominates
the series, and how fast the chiral expansion (of the leading exponential term) converges. The
somewhat surprising result was that the leading term in both series receives large corrections both
from subleading exponentials as well as from the next-to-leading order in the chiral expansion.
The next-to-next-to-leading order chiral correction, on the other hand, was found to be rather
small, which indicates thatat this levelthe chiral series has started converging well.
The fact that the Lscher formula appeared to give the numerically dominating term only for
volumes so large that the finite volume correction itself has become negligible appeared to be
more worrisome. At first sight this might have lead one to conclude that in cases of practical
interest one could not rely on this extremely convenient formula in order to evaluate reliably
the finite volume effects. We believe, however, that such a negative conclusion is unjustified and
have proposed a resummation of the Lscher formula [11,12] which retains all the convenience
of the original one but does not suffer from the same large corrections. This resummation can
be understood in simple terms: Lscher has shown that the leading exponential correction comes
from a radiative correction in which the emitted virtual light particle (the pion, in QCD) goes
around the world once (thanks to the periodic boundary conditions) before being reabsorbed.
The resummed formula takes into account all other possible ways which the pion has to go
around the world (go along the diagonal, or go around more than once, etc.).
As was shown in [12] this resummed formula exactly reproduces the one-loop ChPT calculation of the pion mass in finite volume if one inserts in the integral the leading chiral representation
of the scattering amplitude. Inserting the next-to-leading chiral representation of the scattering amplitude one reproduces the full two-loop calculation
of the pion
mass in ChPT in finite
volume up to corrections of order exp(ML) with M ( 3 + 1)/ 2M . Despite this improvement of the algebraic accuracy of the resummed formula with respect to the Lschers one,
it is essential to show that the resummation is numerically effective and that the corrections to
it are small. In order to make this check we have now performed a full two loop calculation of
the pion mass in finite volume in ChPT. As we will demonstrate in this article, the corrections
which are not captured by the resummed asymptotic formula are negligibly small for M L 2.
The results of the present two-loop calculation were anticipated in [13,14]. Here, we give further
details about the calculation and the results.
One of the reasons for performing this further investigation of finite volume effects for hadron
masses is that one may view Lschers formula (or its resummed version) as a way to determine
on the lattice a scattering amplitude, cf. [12]. While it is true that the scattering amplitude is seen
here in an exponentially suppressed effect, it is also true that the direct calculation of a scattering
amplitude on the lattice is much more difficult than that of a mass. This indirect method to extract
a scattering amplitude may in some cases turn out to be more practical, and we find it worthwhile
to discuss its theoretical feasibility. Indeed if the part of the finite volume corrections which is
related to the scattering amplitude is not strongly dominating with respect to the rest, this is not
a viable method to determine the scattering amplitude. The conclusion reached in this paper is
therefore encouraging in this respect and can be used to estimate in which region of the (M , L)
16
plane the finite volume correction to a hadron mass is given to a good approximation by the
integral containing the scattering amplitude.
The two-loop calculation is interesting in its own right, also from a technical viewpoint. To
date, a number of finite volume calculations have been performed at one-loop order [1521], but
as far as we know the only finite volume two-loop calculation which has been performed until
now is for the quark condensate [22], which is a much simpler calculation. In the related context
of finite temperature field theory there are a few examples of calculations beyond one loop [23,
24].
We wish to briefly mention related work. Most notably, the asymptotic formula may also be
applied to the nucleon mass [25], see Koma and Koma [26] as well as [14] for recent work.
Braun, Pirner and Klein have evaluated the volume dependence of the pion mass based on a
quarkmeson model [27]. In the framework of a lattice regularized ChPT finite volume effects
have been addressed by Borasoy et al. in Ref. [28].
The outline of the article is as follows. In Section 2 we set the notation and remind of the
basic assumptions for an application of ChPT in finite volume. Section 3 is devoted to outline the
calculation and state the main results. In Section 4 we show the explicit expressions which have
been used for the numerical analysis in Section 5. We conclude with a summary.
2. Preliminaries
In this section we shall set the notation and the basic definitions for the two-loop calculation.
2.1. ChPT in finite and in infinite volume
Chiral perturbation theory (ChPT) is the effective theory for QCD at low energies. If we first
restrict ourselves to the infinite volume case, the effective Lagrangian of QCD for two light
flavours at low energies consists of an infinite number of terms [7],
Leff = L2 + L4 + L6 + .
(1)
As we wish to calculate the pion mass, an on-shell quantity, external fields can be dropped in Leff .
We work in the isospin symmetry limit mu = md in Euclidean spacetime, and for the choice of
the pion fields we use the nonlinear sigma model parameterization. We have
L2 =
F2
u u + ,
4
(2)
with
2
2 + 2 = 1,
U = +i ,
F
F

2 +
0
= i i ,
=
2
0
u = iu U u = iu U u = u ,
= 2B m1,
1
m = (mu + md ),
2
+ = u u + u u,
(3)
17
with u2 = U . The symbol A denotes the trace of the two-by-two matrix A. The Lagrangian L4
can be written as [7]
L4 =
4
i Pi + ,
(4)
i=1
where
1
P1 = u u 2 ,
4
1
P3 = + 2 ,
16
1
P2 = u u 2 ,
4
i
P4 = u ,
4
(5)
with
= u u u u.
(6)
The ellipsis in Eq. (4) denotes terms that do not contribute to the pion mass. The low energy
constants i are divergent and remove the ultraviolet divergences generated by one-loop graphs
from L2 .
The complete effective Lagrangian L6 with its divergence structure at d = 4 has been constructed in [29,30]. As will be discussed in Section 3, terms from L6 merely renormalize the pion
mass in infinite volume and do not contribute to finite volume corrections which we are interested
in. Thus, we refrain from showing it here. Given the effective Lagrangian and the parameterization for the pion fields, it is straightforward to calculate the pion mass to two-loops. We refer
to [9], where one also finds a detailed discussion of the renormalization procedure (two-loop
diagrams in ChPT are discussed in [31]).
The effective framework is still appropriate, when the system is enclosed by a large box of
size V = L3 . We refer to the literature for the foundations [24] and a recent review [11]. Here,
we only recall a few fundamental results which guided the present calculation: the volume has to
be large enough, such that ChPT can give reliable results, 2F L 1. The value of the parameter
M L determines the power counting for the perturbative calculation: if M L 1 one is in the
p-regime in which 1/L counts as a small quantity of order M . If M L 1 one is in the
regime and 1/L2 is a quantity of order M . In both cases the effective Lagrangian is the same
as in the infinite volume. In this article we only consider the p-regime, where the system is
distorted mildly and the only change brought about by the finite volume is a modification of the
pion propagator due to the periodic boundary conditions of the pion fields1

G x0, x =
G0 x 0 , x + nL ,
(7)
nZ3
with G0 (x) the propagator in infinite volume.

2.2. Basic definitions
In Euclidean spacetime the propagator is defined through the connected correlation function

G(x) ab = a (x) b (0) L ,
(8)
1 Throughout we denote by the volume the three-dimensional volume V = L3 , whereas the time direction is not
compactified.
18
where a, b stand for isospin indices of the pion fields and the subscript L in the correlation
function denotes that it is evaluated in finite volume.
We also have
dp 0

1
eipx G p 0 , p ,
(x) 1 (0) L = L3
2
p

0 1
= M 2 + p 2 L p 0 , p ,
G p ,p
(9)
where the momenta p can only have discrete values
p=
2
n,
L
n Z3 ,
(10)
and M 2 = 2B m is the tree-level pion mass in infinite volume. The pion mass in finite volume
ML is now defined by the pole equation
G(pL )1 = 0,
for pL = (iML , 0).
(11)
3. Outline of calculation and statement of results

For a large volume, the finite size effects are expected to be small, such that the pole equation
can be solved perturbatively. We outline the calculation and proceed with the main results. More
details about the calculation are relegated to later sections or Appendices A and B.
3.1. One-loop result
Since the effective Lagrangian remains unchanged when going to the finite volume, we can
immediately write down the Feynman diagrams which contribute to the self-energy at two-loops,
see Fig. 1, the only difference with respect to an infinite volume calculation is that the propagators
Fig. 1. Self-energy graphs to two-loops in ChPT. A spline corresponds to a periodified propagator, whereas those without
correspond to an infinite volume propagator, cf. Eq. (7). Normal vertices come from L2 , squared vertices from L4 and
the circle-crossed from L6 .
19
need to be periodified, cf. Eq. (7). At leading order, the graphs 1(a) and 1(e) need to be evaluated
and the self-energy admits the form

0
M4
1
3 2
1
2
L p , p = 2 G(0) M p 23 2 + O
(12)
,
2
F
F
F4
with G(0) the value of the finite volume propagator at the origin. It contains a logarithmic divergence due to the contribution from the term n = 0 in Eq. (7). In dimensional regularization

1
1
(1 d/2) d2
G0 (0) =
(13)
dd p 2
=
M
.
d
2
(2)
p +M
(4)d/2
The remaining terms with n = 0 are finite and may be expressed in terms of a kinematical function2 g1 (M 2 , 0, L),

G(0) = G0 (0) + g1 M 2 , 0, L ,
2 2

2

d
n L
M 2
g1 M , 0, L =
(14)
e
exp
.
4
(4 )d/2
0
n=0
For a derivation of Eq. (14), we refer to [32]. In Appendix A we provide a different derivation,
based on a contour integration analysis. The pole of the gamma function in Eq. (13) in four
dimensions is absorbed in a renormalization of the low-energy constant 3 . One readily verifies
that inserting Eq. (14) into Eq. (12) yields for the leading finite volume shift [2]

2
1
1
ML = M 1 +
(15)
g
,
0,
L
+
O
M
.
1
4F2
F4
The separation of the cut-off and the volume-dependence is as expected: finite volume corrections
do not generate new UV-divergences. At leading order the finite volume corrections could be
isolated immediately. This will not be the case at the two-loop level. The graph (d) in Fig. 1
does not factorize in pure one-loop integrals and further steps need to be performed. We refer to
Appendix A for further details.
3.2. Minimal set of periodified propagators
In the evaluation of the Feynman diagrams, it is mandatory to make use of the following result.
In order to evaluate a graph consisting of L loops, one needs to consider only a certain set of L
propagators as the periodified, finite-volume onesthe others can be taken as infinite-volume
propagators. In the following we briefly discuss this statement (see also p. 18ff in Ref. [1]).
Consider an arbitrary self-energy graph with L loops, I internal lines and V vertices. Since the
number of loops is the number of independent integrations over momenta, we have
L = I V + 1.
(16)
For every line the propagator is an infinite sum of terms characterized by an integer vector
n(). The loop graph itself is an infinite sum of terms which can be identified by a set of integer
vectors {n()} assigned to all the internal lines. As remarked by Lscher this structure can be
2 The second argument of g is the temperature, which we keep zero. Notation as in Ref. [2].
1
20
viewed as a gauge field on the self-energy graph. Gauge transformations are defined as3

n
() = n() + f () i() ,
(17)
where (v) is some field of integer vectors and i() (f ()) is the initial (final) vertex of the line .
One verifies immediately that two contributions of a Feynman graph which differ only by a gauge
transformation yield the same mathematical expression. In the calculation of the loop graph what
matters is the sum over representatives of gauge equivalence classes. A convenient representative can be found, e.g., by adjusting (i()) and (f ()) iteratively, such that n() = 0 for as
many internal lines as possible. This can be achieved for V 1 lines. Therefore, there remain
I V + 1 internal lines where the periodified propagator has to be insertedwhich coincides
with the number of loops of the graph. This shall be our minimal set of periodified propagators.
In Fig. 1, we have attached a spline to a periodified propagator, whereas lines without a spline
correspond to an infinite volume propagator.
3.3. Two-loop result
It is convenient to split the sum over the equivalence classes into three parts4 :
(0) : n() = 0 (pure gauge),
(1) : n() = 0 except for one line (simple gauge),
(2) : n() = 0 except for two lines 1 , 2 .
(18)
The pion mass in finite volume to two-loops then admits the form
2
ML
= M2 (1) (2) ,
M2 = M 2 (0) ,
(19)
where, using = M L, we get

(1) = Ip + Ic + O 3 ,

M2 m(n)
n(1+y 2 )
Ip =
dy
F
(iy)e
,
16 2
n
n=1
iM2
Ic =
32 3

n=1
m(n)

dy
2

e n(s+y )
d s
disc F (s, 1 + iy) ,
s + 2iy
(20)
(21)
(22)
with m(n) number of integer vectors z with z2 = n. Ip denotes the pole and Ic the cut contribution, whose meaning and precise definitions will be explained below. The expression for (2)
is more cumbersome:

1
(2)
2 2 9
2
= M
(23)
g1 ( ) + + O 3 ,
g1 ( ) g1 ( )
8
8
3 We borrow the notation from Ref. [1].

4 Note the slight difference in the definition of simple fields with respect to [1]. We do not require |n()| = 1.
21
and we merely note that it can be split into products of one-loop contributions terms with g12 and
a pure two-loop part, denoted by . We have introduced the abbreviation
M2
.
16 2 F2
(24)
A detailed derivation of these results will be given in the subsequent sections and we confine
ourselves to a few comments at this stage: In Ip one recovers the asymptotic formula of Lscher,
if one restricts the sum to the first addendum. Its extension to the present form has already been
suggested in [11] and was applied in [12]. The function F () denotes the isospin zero
scattering amplitude in the forward kinematics. It contains cuts due to the two-pion intermediate
state. In the derivation of the asymptotic formula, Lscher consistently dropped contributions
arising from the cuts, since in a large volume expansion they are beyond the order of accuracy he
aimed at. Here, we take them into account up to two-loops, relying on the chiral representation
of scattering amplitude. The outcome of the analysis is summarized in Ic in which the same
symbol F , this time with two arguments appears: with the latter we mean the scattering amplitude of two on-shell pions into two off-shell pions in the forward kinematics configuration. The
contributions from the cuts can still be written as integrals over the scattering amplitude with
an exponential weight, as in the asymptotic formula. Notice however, that this formula explicitly
relies on the chiral representation of the scattering amplitude and is only valid up to two-loops,
whereas the Lscher formula holds to all orders.
Contributions from two pion propagators in finite volume are ultimately captured in (2) ,
being expressed in terms of a dimensionless function g1 ( ) and a numerically small correction
arising from graph 1(d). Both are explicitly given in Appendix A and Eq. (44), respectively.
The pure gauge contributions are not volume dependent and merely renormalize the pion
mass, cf. Eq. (19). A detailed discussion of this calculation can be found in [33,9], with which
we agreethis was a useful, nontrivial check for our calculation.
Fig. 2. Skeleton diagrams representing (a) Eq. (25) and (b) Eq. (B.3). The blob in (a) stands for the 4-point function of
scattering in infinite volume and in (b) for a subtracted 6-point function of scattering in infinite volume. The
double-line with the spline is a finite volume propagator with the physical pion mass M2 .
22
3.4. Self-energy to first order: (1)

The simple fields can be summed up in closed form and may be represented by a skeleton
diagram, see Fig. 2(a)

1
d 4q
(1)
iq1 nL
m(n)e
G0 q 2 (p, q, p, q),
=
(25)
4
2
(2)
n=1
with p = (iM , 0) and (p, q, p, q) the 4-point function of scattering in the forward
scattering kinematics. Note that the 4-point function in Eq. (25) is an offshell amplitude and that
we evaluate it at p and not at pL . The difference is taken into account in (2) . The representation
of (1) in Eq. (25) has already been used by Lscher and eventually led him to the asymptotic
formula [1]. He then discussed the contribution of the pole of the propagator G0 (q 2 ) that one
meets at

2 + q 2 , q = (q , q ).
q1 = i M2 + q
(26)
2 3
0
Above this pole the singularities come from the cuts of the propagator and the 4-point function
(p, q, p, q). These start from
s = (p + q)2 4M2 ,
u = (p q)2 4M2 ,
q 2 9M2 .
(27)
Lscher showed that the pole contribution is dominating with respect to those coming from the
cuts and neglected the latter. In fact, his discussion involved no further assumptions about the
4-point function and remains true at every order of the perturbative expansion. Since our goal is
to test the asymptotic formula beyond the leading exponentials, we wish to work out the impact
of the contributions that were dropped by Lscher. Doing this at the two-loop level is rather
straightforward, as we will now show.
Up to O(p 4 ), the four-point function can be decomposed into a combination of functions
which have either a singularity in s or in u. Since (1) is symmetric in s and u, we may write
(p, q, p, q) in terms of a function (s, pq), which depends only on the variables s
and pq, and which has cuts at s 4M2 ,

1
.
(p, q, p, q) = (s, pq) + O
(28)
F6
Fig. 3. Integration contour in the complex q1 plane with the pole from the pion propagator and the branch cut from the
scattering amplitude.
23
We write q1 = x + iy and for the domain s R, s 4M2 we have

2
3M2 ,
y 2 x 2 q02 q
xy = q0 M .
(29)
In particular we observe that in the complex q1 plane the cut starts above the pole of Eq. (26),
as illustrated in Fig. 3. Performing now the contour integration in the upper half plane we obtain
two terms: the first one, Ip , comes from the pole and is simply its residuum. The other comes
from the integral along the new integration path. The latter contribution vanishes as we push the
integration lines to infinity, except for the path which goes around the cut, to be denoted by Ic in
the following,
(1) = Ip + Ic .
As was shown by Lscher [1], the former can be simplified considerably and can be brought in
the usual form of the asymptotic formula
Ip =
M2 m(n)
2
dy F (iy)e n(1+y ) ,
2
16
n
n=1
with F (iy) the forward scattering amplitude. Restricting the sum to the first term we recover
Lschers formula [1]. For Ic we find

eiq1 nL
1
dq0 d 2 q
m(n)
dq1 2
disc (s, pq) + O F6 ,
Ic =
(30)
4
2
2
(2)
M + q
n=1
[s4M2 ]
where disc[ (s, pq)] denotes the discontinuity of along the cut. It is now convenient to
shift the integration path in q0 from Im(q0 ) = 0 to Im(q0 ) = iM . Along this path we have
q0 = q0 iM ,
2
s = q02 q12 q
,
q0 R,
(31)
and the integration over q1 = x + iy falls onto the imaginary axis,

2,
x = 0,
y y0 = 4M2 + q02 + q
i
Ic =
m(n)
2
n=1
d q0 d 2 q
(2)4
dy ey
y0
disc[ (s, pq)]
nL
.
M2 + q 2
(32)
Next, we change the integration variable from q1 to s,

2 )L

n(s+q02 +q
disc[ (s, pq)]
i
e
d q0 d 2 q
Ic =
m(n)
ds
,
2 + q 2 )1/2
2
s + 2iM q0
(2)4
2(s
+
q
0
n=1
(33)
4M2
and make use of

2
2 )L
1
1
d q
n(2 +q
e nL ,
e
=
2
2
(2) 2(2 + q )1/2
4 nL
to carry through the integration over q and to end up with Eq. (22).
(34)
24
3.5. Self-energy to second order: (2)

The term (2) is more complicated to manipulate, although it is suggestive to think that it
may be related to an integral over the 3 3 amplitude. A similar question has been asked
in the framework of finite temperature QCD [23]. We discuss the situation in finite volume in
Appendix B. Since these considerations have not lead us to a nice and compact representation for
(2) we have written it as in (23) where we only have split the factorizable two-loop contributions
from the rest. The latter, which we have denoted by we have evaluated numerically.
We conclude this section with a remark concerning the large L behaviour of the two-loop
results. In the large volume limit, the contributions from Eq. (21) behave according to
lim Ip
1
3/2
e .
(35)
Similarly, we may evaluate the large volume behaviour of the terms occurring in Eqs. (23), (22). It
turns out that
being exponentially suppressed and behaving at least as exp( ),
these, besides
by a power of . Unfortunately this suppression is
with = ( 3 + 1)/ 2, are also suppressed
not particularly strong, being of 1/ with respect to Eq. (35). While we can conclude that
the
resummed Lscher formula is dominating in comparison to other two-loop diagrams in a 1/
expansion, i.e.,

ML = ML 1 + O e / ,
1
ML = M
(36)
Ip ,
2M
we are convinced that the most important test of the resummed formula is the numerical one,
which we will discuss in the following.
4. Summary of analytical results
In this section we shall give the analytical results in explicit form, i.e., insert the chiral representation of the amplitudes which appear in the formulae given in the previous section and
express our results in terms of a few basic integrals. In Eqs. (19)(24) we have split the finite size
effects of the pion mass into (1) = Ip + Ic and (2) . For the former two we find
Ip = M2

m(n) 1 (2)
(4)
IM + IM ,
n
n=1

m(n) 1 2
Ic = M2
Ic ,
(37)
n=1
(2)
(4)
where is the chiral expansion parameter defined in Eq. (24) and the expressions IM , IM have
already been given in Refs. [6,12], and we reproduce them here for completeness:
(2)
IM = B 0 ,

8
5
32
8
55
(4)
0
2 112
IM = B + 41 + 2 3 24 + B
1 2
18
3
2
9
3
3
16
40
13
+ R00 R01 R02 ,
3
3
3
(38)
25
where
B 0,2 B 0,2 ( n ),
B 0 (x) = 2K1 (x),
B 2 (x) = 2K2 (x)/x,
(39)
and the integrals R0k are defined as

R0k
Re
=
Im
d y y e

n(1+y 2 )
g(2 + 2i y)
for
k
k
even,
odd,
(40)
where g(x) is related to the standard one-loop function J(xM2 ) through

g(x) = 16 2 J xM2 ,
(41)
and J(xM2 ) given in Eq. (A.10). For instance for x < 0, we have
g(x) = log
1
+ 2,
+1
with =
1 4/x,
(42)
and elsewhere defined through analytic continuation. In Ref. [12] also the next-to-next-to-leading
(6)
order term in Ip , namely 2 IM has been given and we will use it in our numerical analysis. The
coefficient Ic can be expressed as a combination of basic integrals

1
Ic = 112C 0,2 + 37C 1,0 40C 1,2 4C 2,0 ,
3

2
e n(s+y )
4 1/2 j k
j,k
dy d s
s y .
1
C =
s
s 2 + 4y 2
(43)
Notice that the latter expression is obtained from the chiral representation of the off-shell
scattering amplitude for forward kinematics. This is parameterization dependent, and the result
given here is obtained for the parameterization discussed in Section 2.1. The dependence on the
parameterization must cancel in the full result.
The self-energy to second order has already been introduced in Eq. (23) and reproduced here
for convenience

1
9
g1 ( ) + + O 3 ,
(2) = M2 2 g1 ( )2 g1 ( )
8
8
with

2

7
= 16 2 4p p H + 4p H + H ,
6
p =
p
,
M
(44)
where H , H and H are related to the sunset-type integrals of Fig. 1(d). We have not been
able to find a compact representation for these integrals and only elaborate on their numerical
analysis in Appendix A in some detail.
26
5. Numerics
5.1. Setup
The numerical analysis is performed in line with the setup of Ref. [12]. The quantity of interest
is
RM
ML M
,
M
(45)
whose quark mass dependence shall be evaluated numerically for different sizes L. The parameters of RM are (see Eqs. (19)(24) and Eqs. (37)(44)) the pion mass M and the pion decay
(4/6)
constant F in infinite volume as well as (implicitly in IM ) the SU(2) low energy constants.
The quark mass dependence of the pion decay constant may be taken into account by expressing
F as a function of the pion mass M (see, e.g., [6]). Regarding the low energy constants, we
use the ones determined in [9,10] which are the same as in our previous finite size studies [6,12].
5.2. Results
We plot our results for RM in Figs. 4 and 5 both for L = 2, 3, 4 fm as a function of M
and for M = 100, 300, 500 MeV as a function of L. We show the one-loop result (LO) as well
as the two-loop result (NLO). These shall be compared with the resummed asymptotic formula
with LO/NLO/NNLO input for the scattering amplitude. Note that the one-loop result and
the resummed asymptotic formula to LO coincide. The best estimate for RM is finally obtained
by adding to the asymptotic pure three-loop contribution the two-loop result (NNLO asympt. +
full NLO). At NLO, the finite size effects contain low energy constants, see, e.g., diagrams (f)
and (g) in Fig. 1, leading to a nonnegligible error band.
We take up a point which was already observed in [5], namely the large contributions when
going from LO to NLO in the asymptotic formula (dotted to thin-dash-dotted). Compared to this
gap, the additional contributions from the full two-loop result (thick-dash-dotted) are very small.
The two-loop and the NLO result from the asymptotic formula only drift away, when we go beyond the region where the p-regime can be safely applied. In Table 1 we wish to underline these
statements with a numerical example: we show the relative numerical impact of the LO, the pure
NLO and the pure NNLO contribution for RM . In the second column we give the source of the
effect. The fifth line, e.g., contains only the contribution of the dispersive terms Ic to RM , once
the kinematical prefactors are properly accounted for. We observe that Ic is strongly suppressed,
irrespective of the value M L. Consider the column with M L 1.4. Although the bulk of the
subleading effects is still due to the asymptotic contributions, the terms of (2) play a significant
role and cannot be neglected. This behaviour was expected, since with M L 1.4 we might
have already crossed the border of the p-regime. As we increase this parameter to M L 2, the
asymptotic regime begins to set in. The contributions from the resummed asymptotic formula
are now dominating with respect to those from (2) . The numerical results for M L 2.5 confirm this trend. The fact that even the additional NNLO asymptotic terms (a partial three-loop
result) are larger than the NLO nonasymptotic contributions is in nice agreement with the analytical expectation found in Eq. (36). However, we find that the suppression seen in the numbers is
stronger than what one could have expected on the basis of the latter analytical argument. Finally,
the discussion of the subleading effects allows us to give a reliable estimate for the lower bound
27
Fig. 4. RM = M L /M 1 vs. M for L = 2, 3, 4 fm. The result of the resummed asymptotic Lscher formula (21)
with LO/NLO/NNLO chiral input (with attribute asympt. for NLO and NNLO in legenda) is compared to the one-loop
(LO) and two-loop (NLO) result. The best estimate for RM is obtained by adding the pure three loop contribution from
the asymptotic formula to the two-loop result (NNLO asympt. + full NLO). The error band comes from the uncertainties
in the low energy constants and is only shown for the best estimate. In the region above the M L = 2 line, one is not
safely in the p-regime and our results should not be trusted.
of M L for the p-regime,

M L 2: lower bound for p-regime.
(46)
6. Summary
(i) We have evaluated the finite volume corrections for the pion mass to two-loops within
the framework of chiral perturbation theory (ChPT) in the p-regime (M L 1, L > 2 fm,
M < 500 MeV).
(ii) We have compared the two-loop result with the resummed version of the asymptotic formula of Lscher. We have found that whenever the effects are calculated for masses and volumes
such that M L 1, such that one is safely within the p-regime of ChPT, the contributions which
are not included in the resummed asymptotic formula are very small. The result gives us confidence in the claim that the resummed asymptotic formula is a convenient and efficient way to
reliably calculate finite volume effects for hadronic masses [12].
(iii) The derivation of the asymptotic formula for decay constants [34] follows closely the
original one for the masses [1]the only new, subtle point, concerns the amplitude which appears
in the integrand of the asymptotic formula, which has a pole in the integration region which first
needs to be subtracted (see [34] for details). This is, however, a technical pointthe physics
28
Fig. 5. RM = M L /M 1 vs. L for M = 100, 300, 500 MeV. The rest of the legenda is as in Fig. 4.
Table 1
RM = M L /M 1 for a 2 fm volume and pion masses M = 140, 200, 250 MeV. We show the relative numerical
impact of the LO, the pure NLO and the pure NNLO contribution for RM . In the second column we give the source
of the effect. The fifth line, e.g., contains the contribution to RM of the dispersive terms Ic alone, once kinematical
prefactors are added accordingly. The numerical results for the Ip contributions, to LO, NLO and NNLO have already
been given in [6,12]
RM
L = 2 fm
Ip
Ip
Ic
(2)
Ip
Total
LO
NLO
NLO
NLO
NNLO
M = 140 MeV
M L 1.4
M = 200 MeV
M L 2.0
M = 250 MeV
M L 2.5
0.0463
0.0291
0.0005
0.0206
0.0076
0.0199
0.0149
0.0001
0.0038
0.0053
0.0105
0.0088
0.0000
0.0011
0.0035
0.1041(55)
0.0440(50)
0.0239(42)
of the finite volume corrections for masses and decay constants appears to be rather similar. In
view of this we believe that the present results speak also in favour of the resummed asymptotic
formula for decay constants [12]. A check of this claim could be obtained by evaluating the pion
decay constant to two loops.
(iv) The two-loop calculation performed here allows us to better estimate the region of validity of ChPT in the p-regime. Our conclusion is that in the case of the pion mass it is necessary
to have M L 2. Again, this serves as a guideline also for decay constants and masses of other
hadrons.
29
Acknowledgements
We thank Stephan Drr for useful discussions and a careful reading of the manuscript. This
work has been supported by the Schweizerischer Nationalfonds and partly by the EU Euridice
program under code HPRN-CT2002-00311.
Appendix A. Finite volume integrals
In this appendix we give further details on the finite volume integrals which occurred in the
two-loop calculation. Throughout we applied dimensional regularization, as is common in ChPT.
Since the finite box breaks Lorentz invariance, tensor simplifications have to be performed with
care. Consider, e.g., the integral

d d q
eiqnL
p p A =
(A.1)
(pq)2 ,
2 + q2
(2)d
M
3
nZ
which arises when evaluating diagram (f) in Fig. 1. Remember p = (iM , 0). The prime in the
sum denotes that the term with n = 0 is excluded. The ansatz
A = A
(A.2)
with A a scalar integral which is valid in infinite volume, leads to an incorrect result in finite
volume. A direct calculation of the integral with the help of Eq. (A.15) yields
p p A =

(M2 )1+d/2 md (n)
Kd/2 n .
d/2
d/4
(2 )
n
(A.3)
n=1
In four dimensions the result agrees with the derivation outlined in the next section, where one
proceeds along the same lines as in Section 3.4.
A.1. Tadpole
In Fig. 1, the finite volume corrections of the diagrams (a)(c), (f) and (g) factorize into oneloop integrals which are of the generic form

d 4q
eiqnL
(A.4)
P pq; q 2 ,
4
2
2
k
(2)
(M + q )
3
nZ
with k an integer positive number and P(pq, q 2 ) a polynomial of pq and q 2 . It suffices to discuss
the case for k = 1, since k = 2, 3, . . . are obtained through appropriate derivatives with respect
to M2 . The only singularity of the integrand is the pole of the propagator. Therefore, the contour
integration analysis applied in Section 3.4 yields the result

m(n) M2
n(1+y 2 )
dy
e
P iM2 y; M2 .
2
n 8
n=1
In particular, in the text we have used the dimensionless function g1 ( ),

g1 ( ) =

16 2 2
g1 M , 0, L ,
2
M
(A.5)
30

gk M2 , 0, L =
nZ3
eiqnL
dd q
,
d
(2) (M2 + q 2 )k
(A.6)
evaluated at d = 4, and where g1 (M2 , 0, L) was introduced a long time ago by Gasser and
Leutwyler [2,3], see also Eq. (14).
A.2. Sunset
The only real two-loop diagram is the sunset graph Fig. 1(d), and we will comment on it
in some detail. It is convenient to split the finite volume integrals as in Eq. (18) only after the
tensor simplifications. As alluded in the beginning of the appendix, tensor simplifications in finite
volume have to be performed with care. Even though one cannot rely on Lorentz invariance, the
sunset tensor integrals may still be reduced to the structures

{H, H , H } = d d x eipx G(x)2 {1, i , }G(x) ,
(A.7)
with G(x) from Eq. (7). A rather direct way to perform these steps is to work in coordinate space
and to make use of partial integrations, i.e.,

1
d d x eipx G(x) G(x)G(x) =
d d x eipx G(x)2 p i G(x) + G(x) .
2
(A.8)
Notice that the same identities in momentum space are derived with the help of translational
invariance which is still respected in finite volume due to the periodic boundary conditions. In
the following, we will only elaborate on the scalar integral H in more detail. We expand the
integral in terms of number of finite volume propagators as motivated in Section 3.3,
H = H(0) + 3H(1) + H(2) ,
(A.9)
where the first (second) addend corresponds to the pure (simple) gauge fields contribution. For
H(0) we refer to [31]. Further,

d 4 q eiq1 nL
(1)
H =
(A.10)
m(n)
J (p q)2 + g1 M2 , 0, L J (0),
4
2
2
(2) M + q
n=1
with

J k2 =

1
1
dd
= J k 2 + J (0).
d
2
2
2
2
(2) [M + ] [M + (k ) ]
(A.11)
The first term of Eq. (A.10) is finite, the second carries an UV-divergence which is absorbed by a
counterterm. This shows that although finite volume effects do not generate new UV-divergences,
they still appear at intermediate steps of the calculation. It is a thorough check on our calculation
that these nonanalytic divergences cancel. Finally,
d 4q d 4k
eiqnL
eikrL
1
H(2) =
(A.12)
.
4
4
2
2
2 + k 2 ] [M 2 + (p q k)2 ]
(2)
(2)
[M
+
q
]
[M
3
n,rZ \0
n=r
31
In the text, we used its dimensionless version

{H ; H ; H } =

n,rZ3 \0
{1; k ; k k }
d 4 q d 4 k ei qn ei kr
,
4
4
2
(2) (2) [1 + q ] [1 + k 2 ] [1 + (p q k)2 ]
(A.13)
n=r
which are UV-finite and do not need to be renormalized. We only have to find a convenient
representation for the numerical analysis. We shall restrict ourselves to the scalar integral in the
following. Introducing a Feynman parameter by combining the second and third denominator,
we find

H=
d 4 q d 4 k
(2)4 (2)4
1
dx

n,rZ3 \0
1
ei q(rnx) +ink
.
2
[1 + q ] [1 + (p q)2 x(1 x) + k 2 ]2
(A.14)
n=r
We use Schwingers trick for both remaining denominators

1
=
1 + x2
d e(1+x ) .
2
(A.15)
The integrals over k and q are then of the Gaussian type and can be performed analytically.
We are then left with three integrations over a rather lengthy expression which shall not be
written down here. Despite their unhandy form, the integrations may still safely be performed
numerically. The accuracy of the determination of Eq. (A.14) is not limited by the integration
routine, but by the rather slow convergence of the sum in n and r for moderate . Consequently,
the evaluation of the sunset integrals going into is restricted to three significant digits. (The
last digit given for (2) in Table 1 is not significant.) Note that the uncertainty of the H -type
integrals is not a serious matter. Firstly, it could be lowered by brute force and secondly it only
plays a (minor) role, in case when the p-regime cannot be safely applied anymore.
Appendix B. Self-energy to second order: (2)
In this section we ask ourselves whether the self-energy to second order can be represented
in a similar compact form as in the case of the self-energy to first order in Eq. (25). As will
be discussed, it is indeed possible to relate the self-energy to second order to a 3 scattering
amplitude in the forward scattering kinematics, as illustrated in Fig. 2(b). This has already been
observed by Schenk in a related context [23]. He investigated the dynamics of pions in a cold heat
bath of temperature T and examined the effective mass of the pion M (T ) within the framework
of ChPT. The close relation between finite temperature field theory and finite volume effects
becomes apparent in the imaginary time formalism, where one treats the inverse temperature as
a finite extension in the imaginary time direction. The expansion in terms of the number of finite
volume propagators is then in one-to-one correspondence with the expansion in terms of the
number of finite temperature propagators. In the following, Schenks approach shall be adapted
to the finite volume scenario. We first establish the relation between (2) and the three-to-three
particle scattering amplitude and proceed with various remarks.
32
Consider the 6-point function in d dimensions in the nonlinear sigma model parameterization
Eq. (3) in the forward kinematics
3
dx1 dx5 eip(x1 x4 )ik(x2 x5 )iq(x3 x6 ) 0|T x11 xa2 xb3 x14 xa5 xb6 |0
a,b=1
(M2
+ p 2 )2 (M2
Z3
T (p, k, q),
+ k 2 )2 (M2 + q 2 )2
(B.1)
with Z the wave function renormalization constant and x (x). The amplitude T (p, k, q)
contains a pole at p 2 = M2 which needs to be subtracted
T (p, k, q) = T (p, k, q) +
R(p, k, q)
.
M2 + p 2
(B.2)
The self-energy to second order can then be written in terms of the subtracted amplitude
T (p, k, q)

1
1
T (p, k, q)
d 4 q d 4 k iqnL+ikrL
(2)
+O
=
(B.3)
e
,
4
4
2
2
2
2
8 n,r
(2) (2)
(M + q )(M + k )
F6
where the prime restricts the sum to integer vectors n and r obeying n = 0 = r, and for diagram (c) in Fig. 6 in addition n = r. The latter restriction avoids double counting as this term is
already accounted for in a simple gauge field of (1) .
(i) The reason for the subtraction is easily accounted for. In Fig. 6 we decompose the 33
scattering amplitude in terms of 1-particle irreducible parts. The subtraction removes the contribution from the diagram in Fig. 6(e) which does not correspond to a 1-particle irreducible
self-energy diagram, once the external legs are appropriately closed.
A thorough discussion on the physical interpretation of the pole term can be found in [23].
(ii) Notice that Eq. (B.2) defines a subtracted off-shell amplitude which depends on the regularization scheme as well as on the parameterization of the pion fields. At the order we are working, the regularization dependence is not an issue, since the subtracted amplitude T (p, k, q)
is only needed at tree level. However, the dependence on the parameterization of the pion fields
is of concern. While the momentum integrations in Eq. (B.3) for the diagrams Fig. 6(b) and (d)
put the momenta k and q on-shell and the ambiguity due to the parameterization therefore drops
out, this does not happen in the case of diagram 6(c).
Note that the same parameterization ambiguity already occurred in Ic in the dispersive analysis
of (1) (cf. Eq. (31) where q 2 = M2 ). In order to understand the close relation between these
Fig. 6. Decomposition of the 3 3 amplitude in terms of 1 particle irreducible parts. The characters 1, a and b on the
external legs denote isospin indices.
33
two terms, we first note that only diagram Fig. 1(d) contributed to Ic . Further, the simple gauge
field of Fig. 1(d) with n = 0 for one propagator can immediately be written as a contribution
with two finite volume propagators: one periodifies a second propagator, however with the same
n = 0 as already for the first one. Since ML does not depend on the parameterization of the
pion fields, the ambiguities of the two terms have to cancel each other. To explicitly show this is
however nontrivial.
In summary, while our representations for Ic in Eq. (22), respectively Eq. (37) and for (2) in
Eq. (B.3), respectively Eq. (23) do depend on the off-shell dependence of the scattering amplitudes, the sum in Eq. (19) does not.
(iii) Even though the self-energy to second order can be expressed in a compact form, further simplifications (similar to those performed in Section 3.4) seem not to be straightforward.
Instead, for the (numerical) integrations we had to discuss the various terms contributing to (2)
one by one. A general discussion of finite volume integrals has been provided in Appendix A.
After treating the finite volume integrals, we end up with the basic functions given in Eq. (23).
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Pseudoscalar meson decay constants and couplings,

the WittenVeneziano formula beyond large Nc ,
and the topological susceptibility
G.M. Shore
Department of Physics, University of Wales, Swansea, Swansea SA2 8PP, UK
Received 13 January 2006; received in revised form 9 March 2006; accepted 10 March 2006
Abstract
The QCD formulae for the radiative decays , , and the corresponding DashenGell-Mann
OakesRenner relations, differ from conventional PCAC results due to the gluonic U (1)A axial anomaly.
This introduces a critical dependence on the gluon topological susceptibility. In this paper, we revisit our
earlier theoretical analysis of radiative pseudoscalar decays and the DGMOR relations and extract explicit
experimental values for the decay constants. This is our main result. The flavour singlet DGMOR relation is
the generalisation of the WittenVeneziano formula beyond large Nc , so we are able to give a quantitative
assessment of the realisation of the 1/Nc expansion in the U (1)A sector of QCD. Applications to other
aspects of physics, including the relation with the first moment sum rule for the polarised photon structure
function g1 , are highlighted. The U (1)A GoldbergerTreiman relation is extended to accommodate SU(3)
flavour breaking and the implications of a more precise measurement of the and -nucleon couplings are
discussed. A comparison with the existing literature on pseudoscalar meson decay constants using large-Nc
chiral Lagrangians is also made.
1. Introduction
The phenomenology of the pseudoscalar mesons opens a window on many interesting aspects
of the non-perturbative dynamics of QCD, including spontaneous chiral symmetry breaking, the
electromagnetic and gluonic axial anomalies, the OZI rule, the gluon topological susceptibility,
This research is supported in part by PPARC grants PP/G/O/2002/00470 and PP/D507407/1.

E-mail address: g.m.shore@swansea.ac.uk (G.M. Shore).
doi:10.1016/j.nuclphysb.2006.03.011
G.M. Shore / Nuclear Physics B 744 (2006) 3458
35
and so on. Nevertheless, until comparatively recently, phenomenological analyses did not take
fully into account the role of the gluonic U (1)A anomaly in this sector, with the result that
most of the existing determinations of the pseudoscalar meson decay constants and couplings are
based on over-simplified theoretical formulae which miss the most interesting anomaly-sensitive
physics.
In a previous paper [1] (see also [2]) we have analysed in detail the radiative decays of the
neutral pseudoscalar mesons, 0 , , , and provided a set of formulae describing these
processes together with modified DashenGell-MannOakesRenner (DGMOR) [3,4] relations
which fully include the effect of the anomaly and the gluon topological susceptibility in the
flavour singlet sector as well as explicit flavour SU(3) breaking. In this paper, we confront these
formulae with experimental data to extract a set of results for the four pseudoscalar meson decay

constants, f 0 , f 0 , f 8 and f 8 .
Our approach, which is based on a straightforward generalisation of conventional PCAC to
include the anomaly in a renormalisation group consistent way, is unique in that it is theoretically
consistent yet does rely on using the 1/Nc expansion. The decay formulae and DGMOR relations
we derive are valid for all Nc . At some point, however, the fact that the is not a Nambu
Goldstone (NG) boson means that to make predictions from our formulae we need to augment
the standard dynamical approximations of PCAC or chiral perturbation theory with a further
dynamical input. Here, we make a judicious use of 1/Nc ideas to justify the use of the lattice
calculation of the topological susceptibility in pure YangMills theory as an input into our flavour
singlet DGMOR relation. The self-consistency of this approach allows us to test the validity of
1/Nc methods in the U (1)A sector against real experimental data. In particular, the flavour singlet
DGMOR relation is the finite-Nc generalisation of the well-known WittenVeneziano formula
[5,6], and we can use our results to study how well the large-Nc limit is realised in real QCD.
This is especially important in view of the extensive use of large Nc in modern duality-based
approaches to non-perturbative gauge theories such as the AdSCFT correspondence.
The relation of our analysis of the low-energy decays () to high-energy physics in
the form of the first moment sum rule for the polarised photon structure function g1 [7,8] is also
discussed. The dependence of this sum rule on the photon momentum encodes many aspects
of non-perturbative QCD physics and its full measurement is now within the reach of planned
high-luminosity e+ e colliders [9]. Our methods can also be readily extended to a variety of
other reactions involving the pseudoscalar mesons, including () V , where V is one of the
flavour singlet vector mesons , , , () + , a variety of electro and photoproduction
reactions such as p p () and p p, and and production in pp collisions, pp
pp ().
The latter are relevant for determining the couplings gNN and g N N which occur in generalisations of the GoldbergerTreiman relation [10]. In this paper, we present a new version
of the U (1)A GoldbergerTreiman relation [1113] incorporating flavour octetsinglet mixing
in the sector. We are then able to use our results for the decay constants to show how the
physical interpretation of this relation, which is closely related to the proton spin problem in
p
high-energy QCD (i.e., the first moment sum rule for the polarised proton structure function g1 ),
depends critically on the experimental determination of g N N .
Finally, in Appendix A, we give a brief comparison of the similarities and differences between our approach and an alternative theoretically consistent framework for describing and
physics, viz. the large-Nc chiral Lagrangian formalism of Refs. [1416] (see also [1721]).
A comprehensive review of the phenomenology of the pseudoscalar mesons, incorporating the
chiral Lagrangian results, is given in Ref. [22]
36
2. Radiative decay and DGMOR formulae

In this section, we present the radiative decay and DGMOR formulae and discuss how to
extract phenomenological quantities from them, emphasising their 1/Nc dependence. A brief
review of their derivation in the language of U (1)A PCAC is given in Section 3, but we refer to
the original papers [1,2,23] for full details, including a more precise formulation using functional
methods. Throughout, we consider the case of three light flavours, nf = 3.
The assumptions made in deriving these formulae are the standard ones of PCAC. The formulae are based on the zero-momentum chiral Ward identities. It is then assumed that the decay
constants (f a (k 2 ) in the notation below) and couplings (g (k 2 )) are approximately constant functions of momentum in the range from zero, where the Ward identities are applied, to the
appropriate physical particle mass. It is important that this approximation is applied only to polefree quantities which have only an implicit dependence on the quark masses. This is equivalent
to assuming pole dominance of the propagators for the relevant operators by the (pseudo-)NG
bosons, and naturally becomes exact in the chiral limit. Notice that these dynamical approximations are equally necessary in the chiral Lagrangian approach, where they are built in to the basic
structure of the modelthe effective fields are chosen to be in one-to-one correspondence with
the NG bosons and pole dominance is implemented through the low-momentum expansion with
momentum-independent parameters corresponding to the decay constants.
The relations for the 0 decouple from those for the and in the realistic approximation
of SU(2) flavour invariance of the quark condensates, i.e., uu = dd. The decay formula for
0 is the standard one,
3 em
f g = aem
(2.1)
3 = 1 N , while the DGMOR formula is simply

with aem
3 c

f2 m2 = mu uu + md dd .
(2.2)
The coupling g is defined as usual from the decay amplitude:

0
= ig p1 p2 (p1 ) (p2 )
(2.3)
in obvious notation [1]. The r.h.s. of Eq. (2.1) arises from the electromagnetic U (1)A anomaly and is of course sensitive to the number of colours, Nc . The decay constant has a simple theoretical interpretation as the coupling of the pion to the flavour triplet axial current,
3 | = ik f , which is conserved in the chiral limit.
0|J5

In the , sector, however, explicit SU(3) flavour breaking means there is mixing. The decay
constants therefore form a 2 2 matrix:
0

f
f 0

f a =
(2.4)
,
f 8 f 8
where the index a is an SU(3) U (1) flavour index (including the singlet a = 0) and denotes
the physical particle states 0 , , . These four decay constants are independent [14,15,24,25],
in contradiction to the original phenomenological parametrisations which erroneously expressed
f a as a diagonal decay constant matrix times an orthogonal mixing matrix, giving a total of
only three independent parameters. Sometimes the four decay constants are expressed in terms
of two constants and two mixing angles but, while we also express our results in this form in
Section 4, there is no particular reason to parametrise in this way.
37
The other new feature in the , sector is the presence of the gluonic U (1)A anomaly in the
flavour singlet current. This means that even in the chiral limit the is not a true NG boson and
therefore the direct analogue of the PCAC formula (2.1) does not hold. Nonetheless, we can still
write an analogous formula but with an extra term related to the gluon topological susceptibility.
The decay formulae are1 :

0 em
f 0 g + f 0 g + 6AgG = aem
(2.5)
,

8 em
,
f 8 g + f 8 g = aem
(2.6)
0 =
where aem
22
N
3 3 c
8 =
and aem
N ,
3 3 c
and the corresponding DGMOR relations are:
2

2
(2.7)
m2 + f 0 m2 = mu uu + md dd + ms ss + 6A,
3

2

mu uu + md dd 2ms ss ,
f 0 f 8 m2 + f 0 f 8 m2 =
(2.8)
3

8 2 2 8 2 2
1
m + f
m = mu uu + md dd + 4ms ss .
f
(2.9)
3
There are several features of these equations which need to be explained. First, because of the
anomaly, the decay constants in the flavour singlet sector cannot be identified as the couplings of
0 | =
the , to the singlet axial-vector current. In particular, the object F0 defined as 0|J5
ik F0 is not a renormalisation group invariant and so is not to be identified as a physical decay
constant. The derivation of the radiative decay and DGMOR relations in the next section makes

it clear that F0 plays no role in these formulaecertainly it is not f 0 . Instead, our decay
constants are defined in terms of the couplings of the , , to the pseudoscalar currents through
the relations f a 0|5b | = dabc c (for notation, see Section 3). This coincides with the usual
definition except in the flavour singlet case.
The coefficient A appearing in the flavour singlet equations is the non-perturbative constant
that determines the topological susceptibility in QCD. Recall that the topological susceptibility
(0) is defined as

(0) = d 4 x i0|T Q(x)Q(0)|0,
(2.10)
f 0
2
s
where Q = 8
tr G G is the gluon topological charge. The anomalous chiral Ward identities
determine the dependence of (0) on the quark masses and condensates up to a single nonperturbative parameter [1,26], viz.

1
1
(0) = A 1 A
(2.11)
mq qq
q=u,d,s
1 Notice that compared to Refs. [1,2,9,23] we have changed the normalisation of the flavour singlets by a factor

1/ 2nf = 1/ 6. The normalisations here are tr T a T b = 12 ab for generators T a (a = 0, 1, . . . , 8) of SU(3) U (1),
i.e., T i = 12 i (i = 1, . . . , 8) where i are the Gell-Mann matrices, and T 0 = 1 1 for the flavour singlet. The d-symbols
6
are defined by {T a , T b } = dabc T c and include d000 = d033 = d088 = d330 = d880 =
2, d
3 338 = d383 = d888 =
1.
3
38
or alternatively,
Amu md ms uuddss
.
mu md ms uuddss A(mu md uudd + mu ms uuss + md ms ddss)
(2.12)
Notice how the well-known result that (0) = 0 if any of the quark masses is zero is realised in
this expression.
The final new element in the flavour singlet decay formula is the coupling parameter gG .
This is unique to our approach. It takes account of the fact that, because of mixing with the
pseudoscalar gluon operator Q due to the anomaly, the physical is not a NG boson. gG is
not a physical coupling, although it may reasonably be thought of as the coupling of the photons
to the gluonic component of the . (A justification for this picture is given later.) Its precise
field-theoretic definition is given in Section 3 and Refs. [1,2,23]. We should emphasise, however,
that an analogous parameter must appear in any correct current algebra analysis involving the ,
such as the 1/Nc chiral Lagrangian approach of Refs. [1416]. Phenomenologically, it may be
found to be relatively small (we test this numerically in Section 4), but any formulae which leave
out such a term completely are inevitably theoretically inconsistent.
Of course, in addition to these formulae, we also have the DGMOR relations for the remaining
pseudoscalars. For example, for the K + ,

fK2 m2K = mu uu + ms ss .
(2.13)
(0) =
If we assume exact SU(2) flavour symmetry, we can then use Eqs. (2.2) and (2.13) to eliminate
the quark masses and condensates in favour of f , fK , m2 and m2K in the DGMOR formulae for
the and . We find2 :
2

1
m2 + f 0 m2 = f2 m2 + 2fK2 m2K + 6A,
(2.14)
3

2 2 2 2

f 0 f 8 m2 + f 0 f 8 m2 =
(2.15)
f m fK2 m2K ,
3
8 2 2 8 2 2

1
f
(2.16)
m + f
m = f2 m2 4fK2 m2K .
3
A quick look at the full set of decay and DGMOR formulae (2.5), (2.6) and (2.14)(2.16) now

shows that we have five equations for six parameters, viz. f 0 , f 0 , f 8 , f 8 , A and gG ,
assuming that f , fK and the physical masses are known along with the experimental values for
the couplings g and g . It is not surprising that this set is under-determined. In particular,
the necessary presence of the unphysical coupling gG in the flavour singlet decay equation
essentially removes its predictivity. At this stage, the best we can do is to evaluate the singlet
decay constants and the gluonic coupling gG as functions of the topological susceptibility
parameter A. This is done in Section 4. In order to make more progress, we need a further,
dynamical input.
f 0
2
2 Notice that since our definitions of the flavour non-singlet decay constants coincide with the standard ones, Eq. (2.16)
coincides with the usual formula at leading order in the quark mass expansion, O(m). In the chiral Lagrangian approach,
the decay constants are usually fitted to the data using the equivalent of Eq. (2.16) valid to O(m2 ), in which the meson
masses do not appear and chiral logarithms are included. (See Appendix A, Eq. (A.15).) In our phenomenological analysis
in Section 4, we have chosen to fit the full set of DGMOR formulae self-consistently to O(m). This explains why our

determinations of f 8 and f 8 do not exactly coincide with the usual chiral Lagrangian results.
39
As yet, everything we have done has been entirely independent of the 1/Nc expansion. The
1/Nc expansion (or the OZI limitsee Ref. [27] for a careful discussion of the differences) is
known to give a good approximation to many aspects of the dynamics of QCD and could provide
the required extra input, but its application to the U (1)A sector needs to be handled with great
care. For example, in the chiral limit, the mass of the , which arises due to the anomaly, is
formally m2 = O(1/Nc ); however, numerically (allowing for the quark masses going to zero)
this is of the same order of magnitude as a typical meson such as the and is certainly not
small. Generally, it is not clear that quantities which are formally suppressed in 1/Nc are in fact
numerically suppressed in real QCD, so we must be extremely careful in applying 1/Nc methods
here.
Despite these caveats, we will see that 1/Nc can play a useful role in analysing the decay
formulae and DGMOR relations. Conventional
large Nc counting gives the following orders
a = O( N ) for all the decay constants; the and couplings

for the various
quantities:
f
c
g = O( Nc ) but gG = O(1); m2 and m2 are both O(1), but note that m2 = O(1/Nc ) in
the chiral limitthe numerically dominant contribution to its mass from the anomaly is formally
1/Nc suppressed relative to the O(1) contribution from the explicit chiral symmetry breaking
a = O(N ); while
quark masses; the condensates qq = O(Nc ); the anomaly coefficients aem
c
finally the coefficient in the topological susceptibility is A = O(1).
It follows that at large Nc , (0) A = O(1). Moreover, it is clear from looking at planar
diagrams that at leading order in 1/Nc , (0) in QCD coincides with the topological susceptibility
in pure YangMills theory, (0)|YM . We therefore have
A = (0)|YM + O(1/Nc )
(2.17)
a result that plays an important role in the WittenVeneziano formula (see below).
Now consider the flavour singlet DGMOR relation (2.7) or (2.14). Each term is O(Nc ) apart
from A, which is O(1). Naively, we might think that this sub-leading term would be small so
could be neglected. However, we know that it contributes at the same order as the sub-leading

term in (f 0 )2 m2 given by the large anomaly-induced O(1/Nc ) contribution to m2 . So the
topological susceptibility contribution to this relation is crucial, even though it is formally suppressed in 1/Nc . However, we may reasonably expect that the further O(1/Nc ) corrections to
A are genuinely small and that a good numerical approximation to Eqs. (2.7) or (2.14) is obtained by keeping only the terms up to O(1). This means that we may sensibly approximate the
parameter A by (0)|YM in the DGMOR relation.
This is the crucial simplification. A reliable estimate of (0)|YM at O(1) is available from
lattice calculations in pure YangMills theory [28]. This extra dynamical input allows us to determine the four decay constants from Eqs. (2.6) and (2.14)(2.16). We can then analyse the
flavour singlet decay formula (2.5) to determine gG and see how important this new term
actually is numerically.
We already know that the AgG contribution to Eq. (2.12) is suppressed by one power of
1/Nc compared to the other terms in the formula. Moreover, gG is renormalisation group
invariant (see Refs. [2,23]). Now, in previous work we have developed an intuition as to when
it is likely to be reliable to assume that 1/Nc suppressed terms are actually numerically small.
The argument is based on the idea that violations of the OZI rule are associated with the U (1)A
anomaly, so that we can identify OZI-violating quantities by their dependence on the anomalous
0 due to the anomaly. RG nondimension associated with the non-trivial renormalisation of J5
40
invariance can therefore be used as an indicator of which quantities we expect to show large OZI
violations. In this case, gG is RG invariant, so we would expect the OZI rule to be good. This
means that since it is OZI suppressed (essentially, higher order in 1/Nc ) relative to the decay
coupling g , it should be numerically smaller as well.3
We will test this conjecture with the experimental data in Section 4. The issue is an important
one. If gG can be neglected, then the naive current algebra formulae will turn out phenomenologically to be a good approximation to data, even though they are theoretically inconsistent.
This would apply not just to the radiative pseudoscalar decays, but to a whole range of current
algebra processes involving the (see, for example, Refs. [22,23]). We have also used this conjecture in our analysis of the closely related proton spin problem in polarised deep inelastic
scattering where it plays an important role in our prediction of the first moment of the polarised
p
proton structure function g1 [29].
Finally, to close this section, we show in detail how these DGMOR relations are related to the
well-known WittenVeneziano formula for the mass of the , which is derived in the large-Nc
limit of QCD. In fact, this is simply the Nc limit of the flavour singlet DGMOR formula,
which we emphasise is valid for all Nc . To see this in detail, recall that the WittenVeneziano
formula for non-vanishing quark masses is [6]
m2 + m2 2m2K =
6
(0)|YM .
f2
(2.18)
Of course, only the m2 term on the l.h.s. is present in the chiral limit. Now add the DGMOR
formulae (2.14) and (2.16). We find
f 0
2
2
2

2
m2 + f 0 m2 + f 8 m2 + f 8 m2 2fK2 m2K = 6A.
(2.19)
To reduce this to its WittenVeneziano approximation, we impose the large-Nc limit to identify
the full QCD topological charge parameter A with (0)|YM according to Eq. (2.17). We then

set the mixed decay constants f 0 and f 8 to zero and all the remaining decay constants

f 0 , f 8 and fK equal to f . With these approximations, we recover Eq. (2.18).
In Section 4, when we find the explicit experimental values for all these quantities in real
QCD, we will be able to judge how good an approximation the large-Nc WittenVeneziano
formula is to our general DGMOR relation.
3. Theory
We now sketch the U (1)A PCAC derivation of the decay formulae and DGMOR relations.
For a more precise treatment in terms of functional chiral Ward identities and a complete renormalisation group analysis, as well as an effective Lagrangian formulation, we refer to our original
papers [1,2,23].
3 To be precise, the conjecture is that the contribution 6Ag

G in the decay formula will be small compared to

the dominant term f 0 g . Note that as defined the dimensions of gG and g are different, so they cannot be
directly compared.
41
The starting point is the U (1)A chiral anomaly equation in pure QCD with nf flavours of
massive quarks, viz.4

a
J5
= Mab 5b + 2nf Qa0 ,
(3.1)
a = q T a q and the pseudoscalar is a = q T a q. The
where the axial vector current is J5
5
5
5
corresponding chiral Ward identities for the two-point Green functions of interest are therefore
(in momentum space):
a

ik J5
(3.2)
Q 2nf a0 QQ Mac 5c Q = 0,

a b
ik J5
(3.3)
5 2nf a0 Q5b Mac 5c 5b = ab .
Since there are no massless pseudoscalar mesons in the theory, the terms in these identities
involving the axial current vanish at zero momentum because of the explicit factors of k . The
zero-momentum chiral Ward identities simply comprise the remaining terms. In particular, we
have

Mac Mbd 5b 5d = (M)ab + (2nf )QQa0 b0 .
(3.4)
We can also derive the result quoted in Eq. (2.11) for the topological susceptibility. In this notation,
(0) QQ =
A
1 (2nf )A(M)1
00
(3.5)
The physical mesons = ( 0 , 0 , ) couple to the pseudoscalar operators 5a and Q, so

their properties may be deduced from the two-point Green functions above. In the PCAC approximation, as explained in Section 2, the zero-momentum Ward identities are sufficient. In
order to make the correspondence between the QCD operators and the physical mesons as close
as possible, it is convenient to redefine linear combinations such that the propagator (two-point
Green function) matrix is diagonal and properly normalised. We therefore define operators a
and G such that

QQ Q5b
GG
0
,
(3.6)
0

a Q a b
5
5 5
This is achieved by taking

1

G = Q Q5a 5 5 ab 5b
4 We use the following SU(3) notation for the quark masses and condensates:
mu
0
0
and
0
md
0
ma T a
0 =
ms
a=0,3,8
uu
0
0
dd
0
0

a T a ,
0 =2
ss
a=0,3,8
where a is the VEV of a = qT a q. It is also very convenient to introduce the compressed notation
Mab = dacb mc ,

ab = dabc c .
(3.7)
42
which reduces at zero momentum to

1 b
5
G = Q + 2nf A0b
(3.8)
and defining
1 b
5 .
= f T a ab
(3.9)
With this choice, the GG propagator at zero momentum is simply

GG = A
(3.10)
and we demand that the propagator has the canonical normalisation

=
1
.
k 2 m2
(3.11)
This normalisation fixes the decay constants introduced in Eq. (3.9). The DGMOR relations then
follow immediately from the zero-momentum chiral Ward identity (3.4) and the expression (3.5)
for the topological susceptibility. We find

1
f a m2 f T b = ac 5 5 cd db = (M)ab + (2nf )Aa0 b0 .
(3.12)
Unwrapping the condensed SU(3) notation then shows that this matrix equation is simply the set
of DGMOR relations (2.7)(2.9).
The next step is the PCAC calculation of . We implement PCAC by the identification

a
f a m2 + 2nf Ga0
J5
(3.13)
which follows from the anomaly Eq. (3.1) and the definitions of the fields G and . To be
precise, the notation in Eq. (3.13) means that the identification can be made for insertions
of the operators into zero-momentum Green functions and matrix elements only. Notice that it
is not valid at non-zero momentum, in particular for on-shell matrix elements. It is the natural
3 f m2 , defining the phenomenological
generalisation of the familiar PCAC relation J5

pion field .
The other input is the full axial anomaly for QCD coupled to electromagnetism, viz.

a
a
J5
(3.14)
= Mab 5b + 2nf Qa0 + aem
F F ,
8
a are the anomaly coefficients given in Section 2.
where aem
Implementing the PCAC relation (3.13) together with the full anomaly equation, we therefore
find
a
ik |J5
|0

a
|F F |0
= f a m2 | |0 + 2nf |G|0a0 + aem
8

a
= f a m2 + 2nf GG |Ga0 + aem
|F F |0 (3.15)
8
at zero momentum, where we have used the fact that the propagators are diagonal in the ,
G basis. The l.h.s. vanishes at zero momentum as there is no massless particle coupling to the
axial current. Then, using the explicit expressions (3.10) and (3.11) for the G and propagators,
43
we find the decay constant formulae:

a
.
f a g + 2nf AgG a0 = aem
(3.16)
The novel coupling gG is precisely defined from the matrix element |G in analogy with
Eq. (2.3) for the conventional couplings.
Finally, notice that the mixing of states is conjugate to the mixing of fields. In particular, the
mixing for the states corresponding to Eqs. (3.8) and (3.9) for the fields G and is
|G = |Q
(3.17)

1 a

= f
ab 5b 2nf Aa0 |Q .
(3.18)
and
In this sense, we see that we can regard the physical (and, with SU(3) breaking, the ) as an
admixture of quark and gluon components, while the unphysical state |G is purely gluonic. This
is why we can usefully picture the unphysical coupling gG as the coupling of the photons to
the anomaly-induced gluonic component of the , as already mentioned in Section 2.
4. Phenomenology
In this section, we use the experimental data on the radiative decays , to deduce

values for the pseudoscalar meson decay constants f 0 , f 0 , f 8 and f 8 from the set of decay
formulae (2.5), (2.6) and DGMOR relations (2.14)(2.16). We will also find the value of the
unphysical coupling parameter gG and test the realisation of the 1/Nc expansion in real QCD.
The two-photon decay widths are given by

m3 ()
() =
|g () |2 .
64
The current experimental data, quoted in the Particle Data Group tables [30], are
( ) = 4.28 0.19 keV
(4.1)
(4.2)
which is dominated by the 1998 L3 data [31] on the two-photon formation of the in e+ e
e+ e + , and
( ) = 0.510 0.026 keV
(4.3)
which arises principally from the 1988 Crystal Ball [32] and 1990 ASP [33] results on e+ e
e+ e . (Notice that we follow the note in the 1994 PDG compilation [34] and use only the
two-photon production data.)
From this data, we deduce the following results for the couplings g and g :
g = 0.031 0.001 GeV1
(4.4)
g = 0.025 0.001 GeV1
(4.5)
and
which may be compared with g = 0.024 0.001 GeV.
44
We also require the pseudoscalar meson masses:

m = 957.78 0.14 MeV,
m = 547.30 0.12 MeV,
mK = 493.68 0.02 MeV,
m = 139.57 0.00 MeV
(4.6)
and the decay constants f and fK . These are defined in the standard way, so we take the following values (in our normalisations) from the PDG [30]:
fK = 113.00 1.03 MeV,
f = 92.42 0.26 MeV
(4.7)
giving fK /f = 1.223 0.012.

The final input, as explained in Section 2, is the lattice calculation of the topological susceptibility in pure YangMills theory. The most recent value, obtained in Ref. [28], is
(0)|YM = (191 5 MeV)4 = (1.33 0.14) 103 GeV4 .
(4.8)
This supersedes the original value (0)|YM (180

obtained some time ago [35]. Similar estimates are also obtained using QCD spectral sum rule methods [36]. Using the argument
explained in Section 2, we therefore adopt the value
MeV)4
A = (1.33 0.14) 103 GeV4
(4.9)
for the non-perturbative parameter determining the topological susceptibility in full QCD.
The strategy is now to solve the set of five simultaneous equations (2.5), (2.6) and (2.14),

(2.15), (2.16) for the five remaining unknowns f 0 , f 0 , f 8 , f and gG . The results are5 :
f 0 = 104.2 4.0 MeV,

f 0 = 22.8 5.7 MeV,
f 8 = 36.1 1.2 MeV,
f 8 = 98.4 1.4 MeV
(4.10)
that is
f 0
= 1.13 0.04,
f
f 8
= 0.39 0.01,
f
f 0
= 0.25 0.06,
f
f 8
= 1.07 0.02
f
(4.11)
and
gG = 0.001 0.072 GeV4 .
(4.12)
These are the main results of this paper.

Before going on to consider their significance, we can re-express the results for the decay
constants in terms of one of the two-angle parametrisations used in the literature. We reiterate
that in our view there is no particular virtue in parametrising in this way, but in order to help
5 Note that this analysis includes the errors from the experimental inputs and the lattice evaluation of (0)|
YM , but not
the systematic effect of the approximation A = (0)|YM . The errors on the singlet decay constants are dominated by
the error on A. Isolating this, we have
f 0 = 104.2 0.3 4.0 MeV,
f 0 = 22.8 3.5 4.5 MeV.
The octet decay constants are of course unaffected by the value of A.
45
comparison with other analyses it may be helpful to present our results in this form as well.
Refs. [14,15] define
0

f
f0 cos 0 f0 sin 0
f 0

(4.13)
=
.
f 8 f 8
f8 sin 8 f8 cos 8
Translating from Eq. (4.11), we find
f0 = 106.6 4.2 MeV,
0 = 12.3 3.0 deg,
f8 = 104.8 1.3 MeV,

8 = 20.1 0.7 deg
(4.14)
that is
f0
= 1.15 0.05,
f
f8
= 1.13 0.02.
f
(4.15)
We emphasise, however, that since our definitions of the decay constants differ from those in
Refs. [14,15], any comparison of the numbers above should be made with care.
The novel feature of this analysis is the use of the flavour singlet DGMOR relation. We emphasise again that this is, within the framework of PCAC or chiral Lagrangians, an exact result
in the sense of being entirely independent of the 1/Nc expansion. Its large-Nc limit is the wellestablished WittenVeneziano formula. This determination of the decay constants is therefore on
firm theoretical ground and provides a sound basis for phenomenology.6
In fact, the only way in which the 1/Nc approximation is involved here is in justifying the use
of the YangMills topological susceptibility to provide the input value for the non-perturbative
parameter A. In time, lattice calculations should be able to determine this parameter accurately
from simulations in full QCD with massive, dynamical quarks, making our analysis entirely
independent of 1/Nc . In the meantime, to illustrate the dependence of the decay constants on the

topological susceptibility, we have plotted the singlet decay constants f 0 and f 0 against A in
Fig. 1. It is clear from the DGMOR and radiative decay relations that the octet decay constants

f 8 and f 8 are themselves independent of A.
The most striking numerical feature of the results (4.10) for the decay constants is how close

the diagonal ones, f 0 and f 8 , are to f , even the singlet. Predictably, the off-diagonal ones
are strongly suppressed, especially f 0 . This supports the approximations used in Section 2 in
deriving the large Nc WittenVeneziano limit of the DGMOR relations.
To see this in more detail, it is interesting to compare the magnitudes of the various terms
appearing in the DGMOR relations, together with their formal orders in 1/Nc . We find (all terms
in units of 103 GeV4 ):
0 2 2
2

f
m [Nc ; 9.96] + f 0 m2 [Nc ; 0.15]
2
1
= f2 m2 [Nc ; 0.06] + fK2 m2K [Nc ; 2.07] + 6A[1; 7.98],
3
3

f 0 f 8 m2 [Nc ; 3.45] + f 0 f 8 m2 [Nc ; 0.67]
2 2 2 2
2 2 2 2
=
f m [Nc ; 0.16]
f m [Nc ; 2.94],
3
3 K K
(4.16)
(4.17)
6 Note that the PDG tables currently do not quote values for the flavour singlet decay constants because of the subtleties
in their definition. A good case can therefore be made for adopting the definitions and experimental numbers presented
here as a simple and theoretically well-motivated parametrisation of the data.
46
Fig. 1. The decay constants f 0 and f 0 as functions of the non-perturbative parameter A = (x MeV)4 which determines the topological susceptibility in QCD.
f 8
2
2

m2 [Nc ; 1.19] + f 8 m2 [Nc ; 2.90]
4
1
= f2 m2 [Nc ; 0.06] + fK2 m2K [Nc ; 4.15].
3
3
(4.18)
The interesting feature here is the explicit demonstration that the dominant term in the flavour
singlet DGMOR (WittenVeneziano) relation is the topological susceptibility factor 6A, even
though it is formally suppressed by a power of 1/Nc relative to the others. It is matched by the

subdominant (O(1)) contribution to (f 0 )2 m2 , which arises because of the numerically large
but O(1/Nc ) anomaly-induced part of the m2 which survives in the chiral limit. The numerical
results therefore confirm the theoretical intuition expressed in Section 2.
To emphasise this point further, we can summarise the numerical magnitudes in the combined
singletoctet relation (2.19), which reduces to the full WittenVeneziano formula (2.18):
0 2 2
2

2
f
m [Nc ; 9.96] + f 0 m2 [Nc ; 0.15] + f 8 m2 [Nc ; 1.19]
2

+ f 8 m2 [Nc ; 2.90] 2fK2 m2K [Nc ; 6.22] = 6A[1; 7.98].
(4.19)
47
Fig. 2. This shows the relative sizes of the contributions to the flavour singlet radiative decay formula (2.5)
expressed
as functions of the topological susceptibility parameter A = (x MeV)4 . The dotted (black) line denotes 2 2 em . The
dominant contribution comes from the term f 0 g , denoted by the long-dashed (green) line, while the short-dashed
(blue) line denotes f 0 g . The contribution from the gluonic coupling, 6AgG , is shown by the solid (red) line.
The validity of the large Nc limit leading to Eq. (2.18) is particularly transparent in this form.
Numerically, the surprising accuracy of the approximate formula (2.18) is seen to be in part due

to a cancellation between the underestimates of f 8 (taken to be 0) and fK (set equal to f ).
Now consider the radiative decay formulae themselves. Here, because the is not a NG
boson even in the chiral limit, the flavour singlet PCAC formula (2.5) acquires an extra term.
In our formulation, this is the parameter gG which we have argued may reasonably, though
certainly non-rigorously, be interpreted as the coupling of the photons to the anomaly-induced
gluonic component of the , i.e., the component which removes its NG boson status.
To illustrate the relative magnitudes of the various terms contributing to Eq. (2.5), we have
first plotted them in Fig. 2 as functions of the topological susceptibility parameter A. Inserting the
input value (4.9) for A, the numerical magnitudes and 1/Nc orders of the various contributions
to the decay formulae are (in units of 103 ):

f 0 g [Nc ; 3.23] + f 0 g [Nc ; 0.57] + 6AgG [1; 0.005 0.23]
0 em
= aem
(4.20)
[Nc ; 3.79]
and

8 em
f 8 g [Nc ; 1.12] + f 8 g [Nc ; 2.46] = aem
(4.21)
[Nc ; 1.34].
The interest here is in the realisation of the 1/Nc approximation in the flavour singlet decay
formula. As explained in Section 2, the coupling gG is renormalisation group invariant7 and
O(1/Nc ) suppressed and our conjecture is that such terms would indeed be relatively small.
Remarkably, evaluated at the central value of the topological susceptibility found in Ref. [28],
the coupling gG is essentially zero. This is probably a numerical coincidence, since we cannot
think of a dynamical reason why this coupling should vanish identically. What is more reasonable
7 The topological susceptibility parameter A is also renormalisation group invariant.
48
is to consider its value across the range of error of the topological susceptibility. In this case,
we see from Fig. 2 that the suppression is numerically still under 10%, which is closer to that
expected for a typical OZI correction although still remarkably small.
This is a very encouraging result. First, it increases our confidence that we are able to identify
quantities where the OZI, or leading 1/Nc , approximation is likely to be numerically good. It
also shows that gG gives a contribution to the decay formula which is entirely consistent
with its picturesque interpretation as the coupling of the photons to the anomaly-induced gluonic
component of the . A posteriori, the fact that its contribution is at most 10% explains the general
success of previous theoretically inconsistent phenomenological parametrisations of decays in
which the naive current algebra formulae omitting the gluonic term are used.
Nevertheless, while the flavour singlet decay formula is well defined and theoretically consistent, it is necessarily non-predictive. To be genuinely useful, we would need to find another
process in which the same coupling enters. The problem here is that, unlike the decay constants
which are universal, the coupling gG is process-specific just like g or g . There are of
course many other processes to which our methods may be applied such as () V , where
V is a flavour singlet vector meson , , , or () + . The required flavour singlet
formulae may readily be written down, generalising the naive PCAC formulae. However, each
will introduce its own gluonic coupling, such as gGV . Although strict predictivity is lost, our
experience with the two-photon decays suggests that these extra couplings will give relatively
small, at most O(1020%), contributions if like gG they can be identified as RG invariant and
1/Nc suppressed.8 This observation restores at least a reasonable degree of predictivity to the
use of PCAC methods in the U (1)A sector.
Interestingly, these novel gluonic couplings may also arise in high-energy processes. For example, the standard analysis of the two-photon deep-inelastic scattering process e+ e e+ e X
reduces the problem of finding the first moment of the polarised photon structure function g1 to
0 | . The difference with
a non-perturbative evaluation of the off-shell matrix element |J5

() is that in the DIS scenario, the photons are off-shell and the interest in the first
moment sum rule for g1 is precisely how it depends on the target photon momentum [79]. Nevertheless, the problem may be formulated in terms of form factors g () (k 2 ) and gG (k 2 ) of
which the couplings discussed here are simply the k 2 = 0 limit [9]. It has also been suggested
that the gluonic couplings gG and gGNN could play a dominant role in the photoproduction
process N N [37]. This interpretation is less clear, but it is an interesting subject for future
work to look at a variety of electro or photoproduction experiments in the light of the PCAC
methods developed here.
5. Pseudoscalar meson couplings of the nucleon and the U (1)A GoldbergerTreiman
relation
A further particularly interesting application of these ideas is to the pseudoscalar couplings of
the nucleon. For the pion, the relation between the axial-vector form factor of the nucleon and
the pionnucleon coupling gNN is the well-known GoldbergerTreiman relation. Here, we are
concerned with its generalisation to the flavour-singlet sector, which involves the anomaly and
8 Notice though that this must be used carefully. For example, the coupling g
GN N which enters the U (1)A Goldberger
Treiman relation alongside the -nucleon coupling g N N is 1/Nc suppressed but not RG invariant and is expected to
display large deviations from its large Nc or OZI limit. See Section 5.
49
gluon topology. This U (1)A GoldbergerTreiman relation was first developed in Refs. [1113].
In this case, the corresponding high-energy process involves the measurement of the first moment
of the polarised structure function of the nucleon g1N in deep-inelastic scattering. In the flavoursinglet sector, this is the so-called proton spin problem. (For reviews, see, e.g., Refs. [38,39].)
The axial-vector form factors are defined from

a
N|J5
(5.1)
|N = 2mN GaA k 2 s + GaP k 2 k . sk ,
where s = u 5 u/2mN is the covariant spin vector. In the absence of a massless pseudoscalar,
only the form factors GA (0) contribute at zero momentum. Using the U (1)A PCAC substitution
a and repeating the steps explained in Section 3 (particularly at Eq. (3.15)), we
(3.13) for J5
straightforwardly find the following generalisation of the GoldbergerTreiman relation:

2mN GaA (0) = f a g N N + 2nf AgGNN a0
(5.2)
with the obvious definition of the gluonic coupling gGNN in analogy to g N N .
For the individual flavour components, this reads (abbreviating GaA (0) = GaA ):
2mN G3A = f gNN ,
2mN G8A
2mN G0A
(5.3)
=f
8
g N N + f
=f
0
g N N + f
gNN ,
gNN +
(5.4)
6AgGNN .
(5.5)
Eq. (5.5) is the U (1)A GoldbergerTreiman relation.9 Notice that the flavour-singlet coupling
G0A is not renormalisation group invariant and so depends on the RG scale. This is reflected in
the RG non-invariance of the gluonic coupling gGNN [13].
In the notation that has become standard in the DIS literature, the axial couplings are
1
G3A = a 3 ,
2
1
G8A = a 8 ,
2 3
1
G0A = a 0
6
(5.6)
and have the following interpretation in terms of parton distribution functions:

a 3 = u d,
a 8 = u + d 2s,
a 0 = u + d + s
3
g.
2
(5.7)
Experimentally,
a 3 = 1.267 0.004,
a 8 = 0.585 0.025
(5.8)
9 The original form as quoted in Ref. [13] applies to the chiral limit and reads, in the notation of [13] but allowing for
our different normalisation of the singlet,
1
F 2 m2 gGN N ,
2mN G0A = F g N N +
2nf
where F is a RG invariant decay constant defined from the two-point Green function of the pseudoscalar field 5 . In the

chiral limit, where there is no SU(3) mixing, this is reproduced by the definition (3.12) of f 0 . The off-diagonal decay
constant f 0 vanishes. The final term is reproduced by Eq. (5.5) by virtue of the flavour-singlet DGMOR relation (2.7)
in the chiral limit.
50
from low-energy data, while the latest result for a 0 quoted by the COMPASS Collaboration [40,
41] is

a 0 Q2 =4 GeV2 = 0.237+0.024
(5.9)
0.029 .
It is the fact that a 0 is much less than a 8 , as would be predicted on the basis of the simple quark
model (the EllisJaffe sum rule [42]), that is known as the proton spin problem. For a careful
analysis of the distinction between the angular momentum (spin) of the proton and the axial
coupling a 0 , see however Refs. [43,44].
From the standard GoldbergerTreiman relation (5.3), we immediately find the following result for the (dimensionless) pionnucleon coupling,
gNN = 12.86 0.06
(5.10)
consistent to within 5% with the experimental value 13.65(13.80) 0.12 (depending on the
dataset used) [45].
In an ideal world where gNN and g N N were both known, we would now verify the octet
formula (5.4) then determine the gluonic coupling gGNN from the singlet GoldbergerTreiman
relation (5.5). However, the experimental situation with the - and -nucleon couplings is far less
clear. (See Refs. [46,47] for reviews of the relevant experimental literature and recent results.)
One would hope to determine these couplings from the near threshold production of the and
in nucleonnucleon collisions, i.e., pp pp and pp pp , measured for example at COSYII [48]. However, the production is dominated by the S11 nucleon resonance N (1535) which
decays to N, and as a result very little is known about gNN itself. The detailed production
mechanism of the is not well understood. However, since there is no known baryonic resonance
decaying into N , we may simply assume that the reaction pp pp is driven by the direct
coupling supplemented by heavy-meson exchange. This allows an upper bound to be placed on
g N N and on this basis Ref. [49] quotes g N N < 2.5. This is supported by an analysis [50] of
very recent data from CLAS [51] on the photoproduction reaction p p . Describing the
cross-section data with a model comprising the direct coupling together with t -channel meson
exchange and s- and u-channel resonances, it is found that equally good fits can be obtained for
several values of g N N covering the whole region 0 < g N N < 2.5.
In view of this experimental uncertainty, we shall use the octet and singlet GT relations to
plot the predictions for gNN and gGNN as a function of the -nucleon coupling in the range
0 < g N N < 2.5. The results are shown in Fig. 3.
Our main interest in the U (1)A GoldbergerTreiman relation lies of course in the gluonic
coupling gGNN . Unlike its counterpart gG in the radiative decay formula, gGNN is not a renormalisation group invariant coupling. However, like gG it is suppressed at large Nc . The various
0
0
terms in Eq. (5.5) have
the following orders: GA = O(Nc ), f , f = O( Nc ), A = O(1),
gNN , g N N = O( Nc ), gGNN = O(1). So the final term AgGNN is O(1), down by a power of
1/Nc compared to all the others, which are O(Nc ).
The intuition we have developed through experience with flavour singlet physics and the
large-Nc expansion is that while we expect O(1/Nc ) suppressed RG invariant quantities to be
numerically small, in line with expectations from the OZI rule, we do not expect this to be necessarily true for RG non-invariant quantities such as gGNN .10 So unlike gG in the flavour-singlet
10 More precisely, we expect the OZI approximation to be unreliable for quantities which have a different RG behaviour
in QCD itself and in the OZI limit. The complicated RG non-invariance of gGN N in QCD is induced by the axial
51
Fig. 3. These figures show the dimensionless -nucleon coupling gN N and the gluonic coupling gGN N in units of
GeV3 expressed as functions of the experimentally uncertain -nucleon coupling g N N , as determined from the
flavour octet and singlet GoldbergerTreiman relations (5.4) and (5.5).
radiative decay formula, we would not be surprised if gGNN makes a sizeable numerical contribution to the U (1)A GT relation.11
This is quantified in Fig. 4, where we have plotted the contribution of each term in the U (1)A
GT relation as a function of g N N . We see immediately that the contribution from f 0 gNN is
relatively constant around 0.08, compared with 2mN G0A 0.18. This means that the variation

of f 0 g N N over the experimentally allowed range is compensated entirely by the variation
of 6AgGNN . For generic values of g N N , there is no sign of a significant suppression of the

contribution of the gluonic coupling gGNN relative to the others. This should be contrasted with
the corresponding plot for gG in the radiative decay formula (Fig. 2).
To see this in more detail, consider a representative value, g N N = 2.0, which would correspond to the direct coupling contributing substantially to the cross sections for pp pp and
p p . In this case, gNN = 3.960.16 and gGNN = 14.64.3 GeV3 . The contributions
0 and all
anomaly, since G0A itself is required to scale with the anomalous dimension of the flavour-singlet current J5
the other terms in the U (1)A GT relation are RG invariant. The anomaly, and thus the anomalous dimension , vanishes
in the large-Nc limit leaving gGN N RG invariant as Nc .
11 Of course, since g
3 whereas g
GN N is defined with dimension GeV
N N and g N N are dimensionless, we cannot
make a direct comparison of the couplings themselves.
52
Fig. 4. This shows the relative sizes of the contributions to the U (1)A GoldbergerTreiman relation from the individual terms in Eq. (5.5), expressed as functions of the coupling g N N . The dotted (black) line denotes 2mN G0A . The
long-dashed (green) line is f 0 g N N and the short-dashed (blue) line is f 0 gN N . The solid (red) line shows the
contribution of the novel gluonic coupling, 6AgGN N , where A determines the QCD topological susceptibility.
to the U (1)A GT relation are then (in GeV):

2mN G0A [Nc ; 0.18]
= f 0 g N N [Nc ; 0.21] + f 0 gNN [Nc ; 0.09] +

6AgGNN O(1); 0.12 .
(5.11)
The anomalously small value of G0A compared to G8A is due to the partial cancellation of the
sum of the two meson-coupling terms, which together contribute close to the expected OZI
value (2mN G8A = 0.32), by the gluonic coupling gGNN . Although this is formally O(1/Nc ) suppressed, numerically it gives the dominant contribution to the large OZI violation in G0A . This is
in line with our expectations and would provide further evidence that the insights developed in
our body of work on both low-energy and physics and related high-energy phenomena such
as the proton spin problem are on the right track.
However, it may still be that g N N is significantly smaller, implying a relatively small contribution to the production reactions pp pp and p p from the direct coupling. In particular, there is a range of g N N around 0.71.3 where the gluonic coupling gGNN only contributes
to the U (1)A GT relation at the level expected of a typical OZI-suppressed quantity, despite
its RG non-invariance. In the extreme case where g N N = 1.0, we have gNN = 3.59 0.15,
gGNN = 0.5 3.8 GeV3 , and the contributions to the U (1)A GT formula become (in GeV):
2mN G0A [Nc ; 0.18]
= f 0 g N N [Nc ; 0.10] + f 0 gNN [Nc ; 0.08] +

6AgGNN O(1); 0.004 .
(5.12)
This scenario would be similar to the radiative decays, where we found that the corresponding
coupling gG 0 using the central value of the lattice determination of the topological susceptibility and contributes only at O(10%) within the error bounds on A. This would then suggest
that RG non-invariance is not critical after all and the O(1/Nc ) suppressed gluonic couplings
are indeed numerically small. It would also leave open the possibility that all couplings of type
gGXX are close to zero, which in the picturesque interpretation discussed earlier would imply
that the gluonic component of the wave function is small. The suppression of G0A relative to
G8A would then not be due to gluonic, anomaly-induced OZI violations but rather to the particular
53
nature of the flavour octetsinglet mixing in the sector. In the parton picture of the proton
spin problem, this would be a hint that the suppression in a 0 is not primarily due to the polarised
gluon distribution g but also involves a strong contribution from the polarised strange quark
distribution s.
Although we would consider this alternative scenario rather surprising and prefer the more
theoretically motivated interpretation of the flavour singlet sector in which g N N 2 and gluon
topology plays an important role, ultimately the decision rests with experiment. Clearly, a reliable determination of g N N , or equivalently gNN , would shed considerable light on the U (1)A
dynamics of QCD.
Acknowledgements
I would like to thank G. Veneziano for interesting comments and collaboration on the original
investigations of U (1)A physics on which this paper is based. This work is supported in part by
PPARC grants PPA/G/O/2002/00470 and PP/D507407/1.
Appendix A. Comparison with chiral Lagrangians
It is useful to compare the results presented in this paper with those arising in extensions of
the chiral Lagrangian formalism to include the and low-energy flavour singlet physics. The
large-Nc expansion plays a crucial role in this approach, since it is only in the limit Nc that
the anomaly disappears, the chiral symmetry is enlarged to U (3)L U (3)R and the appears as
a light NG degree of freedom to be included in the fundamental fields a (a = 0, 1, . . . , 8) of the
chiral Lagrangian. Large-Nc chiral Lagrangians have been developed by a number of authors,
notably Ref. [21], though here we shall focus on the results obtained by Kaiser and Leutwyler
[1416].
The elegance of chiral Lagrangians should not obscure the fact that all the dynamical approximations we have made in deriving our results, such as pole dominance by NG bosons, weak
momentum dependence of pole-free quantities like decay constants and couplings and a judicious use of the 1/Nc expansion, are necessarily also made in the chiral Lagrangian formalism,
where they are built in to the structure of the initial Lagrangian. Indeed, our results can also be
systematised into an effective Lagrangian (see Ref. [1] for details). The principal merit of the
chiral/effective Lagrangian approach in general is in providing a systematic way of calculating
higher-order corrections.
The physical results obtained using the two methods should therefore be equivalent. However,
a number of our definitions, notably of the flavour singlet decay constants, differ from those made
by Kaiser and Leutwyler so the comparison is not straightforward. However, we would argue
that in many ways the formalism developed in this paper provides a better starting point for
the description of U (1)A phenomenology, especially in the use of RG invariant decay constants
and our natural generalisation of the WittenVeneziano formula as the flavour singlet DGMOR
relation.
The fundamental fields in the KL chiral Lagrangian are assembled into matrices U =
exp[i a T a ] so that, up to mixing, the fields are in one-to-one correspondence with the NG
54
bosons in the chiral and large-Nc limits.12 The Lagrangian is a simultaneous expansion in three
parametersmomentum (p), quark mass (m) and 1/Nc . For bookkeeping purposes, KL consider
these to be related as follows: p 2 = O(), m = O(), 1/Nc = O(), and expand consistently in
the small parameter . It will be clear, however, that this is mere bookkeeping and should be
treated with considerable caution. As we have seen, the realisation of the 1/Nc expansion in the
singlet sector is extremely delicate and it cannot simply be assumed that quantities, especially
RG non-invariant ones, that are 1/Nc suppressed are necessarily numerically small or indeed of
O(p 2 , m).
Nevertheless, arranging the allowed terms in the chiral Lagrangian according to their order
in , KL find
L = L0 + L1 + L2 + ,
(A.1)
where

1

3 2
1
L0 = F 2 tr U U + F 2 B tr M U + U M 0
4
2
4
(A.2)
and

2
2
L1 = 2BL5 tr U U M U + U M + 4B 2 L8 tr M U + U M

i 3 2
1 2
0
0
F B2 0 tr M U U M .
+ F 1 +
(A.3)
8
6 2
Most of the physics we are interested in can be derived from L0 + L1 . However, we also encounter some of the terms in the next order,

L2 = 2BL4 tr U U tr M U + U M

2
2
+ 4B 2 L6 tr M U + U M
+ 4B 2 L7 tr M U U M

3
2i
BL18 0 tr M U U M
2

2
2
3 2
+ .
B L25 0 tr M U + U M
4i
(A.4)
2
Here, M is the quark mass matrix, B sets the scale of the quark condensate, F is the leading-order
decay constant before SU(3) breaking, and is a parameter which is identified at leading order in
1/Nc with the topological susceptibility of pure YangMills. Their 1/Nc orders are: F 2 = O(Nc )
and B, = O(1). The coefficients entering at higher order have the following dependence [16,
20]: 1 , 2 = O(1/Nc ), L5 , L8 = O(Nc ) and L4 , L6 , L7 , L18 , L25 = O(1).
KL define their decay constants FPa (P = , K, , ) in the conventional way as the couplings
to the axial-vector currents:
a
|P = ik FPa .
0|J5
(A.5)
As a consequence, the singlet decay constants F0 and F0 are not RG invariant but scale with the
usual anomalous dimension corresponding to the multiplicative renormalisation of the singlet
12 We use the same normalisation for the generators as in the rest of this paper, so our singlet field differs from the of
Refs. [1416] by 0 = 2/3 . The normalisation of the singlet currents and decay constants is, however, the same. We
assume isospin symmetry and represent the quark mass matrix by M = diag(mu , md , ms ) with mu = md = m.
55
current. It follows that the parameters (1 + 1 ) and are also not RG invariant, scaling with
anomalous dimension 2 .13 This means that while coincides with A (the non-perturbative
parameter determining the QCD topological susceptibility) at O(1), it differs beyond leading
order in 1/Nc .
The SU(3) breaking which distinguishes the decay constants arises first from the terms in L1 .
Beyond this order, in addition to the direct contributions from the new couplings in the chiral
Lagrangian, there are also contributions from loop diagrams calculated using L0 . These give rise
m2
m2
to the chiral logarithms P = 32 2pF 2 ln P2 , which KL have calculated explicitly. To present

their results, we again use the two-angle parametrisation (cf. Eq. (4.13)) in the octetsinglet
sector:

0
F F0
F0 cos 0 F0 sin 0
=
.
(A.6)
F8 sin 8 F8 cos 8
F 8 F 8
To this order, the KL decay constants are then [15]:

4B
mq L4 + 2mL5 + O(P ) ,
F = F 1 + 2 2
F

4B
mq L4 + (m + ms )L5 + O(P ) ,
FK = F 1 + 2 2
F

4B
2
mq L4 + (m + 2ms )L5 + O(P ) .
F8 = F 1 + 2 2
3
F
For the singlet,

F0 = 1 + 1 F0 ,
(A.7)
(A.8)
(A.9)
(A.10)
where the scale-invariant part is

4B
2
F0 = F 1 + 2 2
(A.11)
mq L4 + (2m + ms )(L5 + LA ) ,
3
F
where LA = (2L5 + 3L18 )/ 1 + 1 = 2L5 + O(1). Notice there are no loop corrections to F0 .
Finally, the difference in the angles 0 and 8 is determined from
8 2
0 8
0 8
F F + F F = F0 F8 sin(0 8 ) =
(A.12)
B(m ms )(2L5 + 3L18 )
3
and is proportional to the SU(3) breaking m, ms mass difference. Also recall [18] that at lowest
order, the pseudoscalar masses are m2 = 2mB, m2K = (m + ms )B, m2 = 23 (m + 2ms )B and
m2 = 23 (2m + ms )B.
13 Explicitly, the parameters renormalise according to [16]
R = Z 2 B ,
1 + 1R = Z 2 (1 + 1B ),
0
0 . In the KL chiral
where Z is the usual multiplicative renormalisation factor for the axial current, J5R
= ZJ5B
0
Lagrangian formalism, the singlet field is itself renormalised. Allowing for a non-zero vacuum angle , this field
renormalisation is

0 = Z 1 0 + 2 Z 1 1.
R
3
56
These decay constants satisfy a set of relations which are closely analogous, but not identical,
to the DGMOR relations (2.14), (2.15) and (2.16). In fact, up to terms involving chiral logarithms,
the decay constants shown above satisfy (see also Ref. [22])

2 1
F0 F0 + F0 F0 = F 0 = F2 + 2FK2 ,
3
(A.13)

2 2 2
(A.14)
F FK2 ,
3

2
1
F8 F8 + F8 F8 = F 8 = F2 4FK2 .
(A.15)
3
The corresponding DGMOR relations, i.e., including the appropriate pseudoscalar mass
terms, are broken also by the terms proportional to L7 and L8 (the L6 contributions cancel).
These are just the expected O(m2 ) corrections to the leading-order PCAC relations. (See also
the footnote following Eq. (2.16).)
Our main interest, as always, is in the flavour singlet sector. Notice that the relation (A.13)
is written for the scale-invariant part of the singlet decay constants only, omitting the factor
involving the OZI-violating coupling 1 . This does not involve the topological susceptibility
in any way and is not related to the WittenVeneziano formula. This enters the formalism as
follows. In the chiral limit and working to O(), the relevant part of the chiral Lagrangian is just
F0 F8 + F0 F8 = F 0 F 8 sin(0 8 ) =
1
3 2
L F 2 (1 + 1 ) 0 0 0
8
4
from which it follows immediately that

0 2 2
F m = 6, F0 = 1 + 1 F.
(A.16)
(A.17)
At leading order in 1/Nc , this is the original WittenVeneziano formula, since 1 = O(1/Nc )
and we may interpret = (0)|YM + O(1/Nc ). However, beyond leading order and away from
the chiral limit, it does not have a straightforward generalisation in terms of the QCD topological
susceptibility, since is not identical to A. Fundamentally, this originates from the use of an RG
non-invariant field 0 in the formulation of the chiral Lagrangian. In contrast, the corresponding
formula (2.14), i.e., the flavour singlet DGMOR relation written with our RG invariant definition

of f 0 and involving the parameter A determining the topological susceptibility in QCD itself,
is the appropriate generalisation of the WittenVeneziano relation and provides a more suitable
basis for describing U (1)A phenomenology.
These formulae allow a numerical determination of the decay constants and mixing angles in
the octetsinglet sector. The results quoted in Ref. [25] are
F0 = 1.25f ,
F8 = 1.28f ,
0 = 4 deg,
8 = 20.5 deg.
(A.18)
These should be compared with our results, Eq. (4.14). Since the definitions of the octet decay
constants are the same, we expect F8 f8 and 8 8 . Indeed, the angles agree while F8 is a
little higher than f8 , by around 10%. This is explicable by the fact that the KL fit incorporates the
next-to-leading order corrections in the chiral expansion but not the radiative decays, whereas we
have used the leading-order DGMOR relation together with the octet radiative decay formula.
The definitions of the flavour singlet decay constant and mixing angle are different in the two
approaches, so cannot be directly compared.
57
Radiative decays are described in the chiral Lagrangian approach by the WessZumino
Witten term, which encodes the anomalous Ward identities. The relevant part, constructed by
Kaiser and Leutwyler [16], is14

Nc 2 1
LWZW =
(A.19)
tr e + 3 tr e2 tr + 2B4 tr e2 M F F ,
4
3
where = a T a and e = diag( 23 , 13 , 13 ) is the quark charge matrix. 3 is O(1/Nc ) and scales
in the same way as 1 , while 4 is O(1) and RG invariant. It is then straightforward to derive
the following formulae (omitting the O(m) corrections arising from the 4 term for simplicity)
0
,
F0 g + F0 g = (1 + 3 )aem
(A.20)
8
.
F8 g + F8 g = aem
(A.21)
These are the analogues of our Eqs. (2.5) and (2.6). The key point is that in each case, the
flavour singlet formula has to incorporate OZI breaking by the inclusion of a new, processspecific parameter, 3 in the KL formalism and gG in our approach, which must be determined from the experimental data. In each case, this removes the predictivity of the formula
unless, as we have discussed, we can bring theoretical arguments to bear to argue that the OZIviolating terms are small. In the KL case, this would presumably require the RG-invariant ratio
(1 + 3 )/(1 + 1 ) to be close to 1. However, once again, we consider that the flavour singlet
decay formula presented here has the added virtue of explicitly showing the link with the topological susceptibility and giving a physical interpretation of the new OZI-violating parameter in
terms of the gluonic component of the physical meson.
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Resummation for polarized semi-inclusive

deep-inelastic scattering at small transverse momentum
Yuji Koike a, , Junji Nagashima a , Werner Vogelsang b
a Department of Physics, Niigata University, Ikarashi, Niigata 950-2181, Japan
b Physics Department and RIKEN BNL Research Center, Brookhaven National Laboratory, Upton, NY 11973, USA

Available online 3 April 2006
Abstract
We study the transverse-momentum distribution of hadrons produced in semi-inclusive deep-inelastic
scattering (SIDIS). We consider cross sections for various combinations of polarizations of the initial lepton and nucleon or the produced hadron, for which we perform the resummation of large double-logarithmic
perturbative corrections arising at small transverse momentum. We present phenomenological results for the
processes lp l X with longitudinally polarized leptons and protons. We discuss the impact of the perturbative resummation and of estimated non-perturbative contributions on the corresponding cross sections
and their spin asymmetry. Our results should be relevant for ongoing studies in the COMPASS experiment
at CERN, and for future experiments at the proposed eRHIC collider at BNL.
1. Introduction
Our knowledge about the structure of hadrons has been vastly improved by experiments with
polarized high-energy lepton beams scattering off polarized nucleon targets. Spin observables
in deeply-inelastic leptonnucleon collisions allow us to extract the spin-dependent parton distributions of the nucleon. At the same time, they challenge our understanding of the reaction
mechanism within QCD, and our ability to perform reliable theoretical calculations of the relevant cross sections for each process and kinematic region of interest.
Of particular interest in this respect are observables in semi-inclusive deeply-inelastic scattering (SIDIS), lp lhX, for which a hadron h is detected in the final state. Depending on the type
E-mail address: koike@nt.sc.niigata-u.ac.jp (Y. Koike).

doi:10.1016/j.nuclphysb.2006.03.009
60
Y. Koike et al. / Nuclear Physics B 744 (2006) 5979
of hadron considered, various different aspects of nucleon structure may be probed. Two current
lepton scattering experiments, HERMES at DESY and COMPASS at CERN, employ this method
extensively. Measurements of spin asymmetries for longitudinally polarized beam and target, integrated over all transverse momenta of the produced hadron, have served to allow conclusions
about the helicity-dependent up, down, and strange quark and anti-quark distributions in the nucleon [1]. It has also been recognized that distributions in the hadrons transverse momentum can
be of great interest, in particular when the nucleon target is transversely polarized [2]. The associated experimental investigations by HERMES [3], COMPASS [4], the SMC [5], and CLAS
[6] have been remarkably productive and have opened windows on novel QCD phenomena such
as the Sivers [7] and Collins [8] effects. It is hoped that experiments at a possibly forthcoming
polarized electronproton collider, eRHIC, would carry on and extend these studies [9].
Theoretically, the most interesting kinematic regime is characterized by large virtuality Q2 of
the photon exchanged in the DIS process, and relatively small transverse momentum, qT Q.
This regime also provides for the bulk of the events in experiment. It is precisely here, for example, that effects related to intrinsic transverse momenta of partons in the nucleon may become
visible, potentially offering new insights into nucleon structure. At the same time, the theoretical
analysis of hard-scattering in this regime is fairly involved, but well-understood. In particular, the
emission of gluons from the DIS Born process q q also leads to non-vanishing transversemomentum of the final-state hadron and needs to be taken into account appropriately. It is the goal
of this paper to present state-of-the-art calculations for the transverse-momentum dependence of
some SIDIS observables. For this study, we will focus entirely on the set of leading-twist doublespin reactions,
(ii)
e + p e + + X,
e + p e + + X,
(iii)
e + p e + + X,
(iv)
e + p e + + X,
e + p e + + X.
(i)
(v)
(1)
Here arrows to the right (upward arrows) denote longitudinal (transverse) polarization. Needless
to say that the final-state pion could be replaced by any hadron. The same is true for the ,
as long as the observed hadron is spin-1/2 and its polarization can be detected experimentally.
In our study, we will make use of several ingredients available in the literature. In an earlier
publication [10], two of us presented results for the 2 3 partonic reactions lq lqg and
lg lq q, for all polarizations of interest. In the perturbative expansion and using collinear
factorization, these processes are the first to yield a non-vanishing transverse momentum of the
produced hadron. In terms of the strong coupling s they are of order O(s ). We therefore refer to
them as leading order (LO) processes for the hadron transverse-momentum distribution. They
are expected to be adequate (at least qualitatively) for achieving a good theoretical description
at large transverse momentum, qT Q. In the unpolarized case, the complete next-to-leading
(NLO) (O(s2 )) corrections to the qT -distribution have been calculated [1113] which will lead
to an improvement of the theoretical calculation at large qT .1
1 The study [10] may be viewed as an extension of previous work on the q -integrated polarized SIDIS cross section,
T
for which the LO process is q q. LO calculations were performed in [14] and NLO ones in [15,16] (for initial work
on the NNLO corrections to the unpolarized qT -integrated SIDIS cross section, see [17]).
61
At low transverse momentum, qT Q, fixed-order calculations are bound to fail. The reason
for this is well understood: when qT 0, gluon emission is inhibited, and the cancellation of
infra-red singularities between real and virtual diagrams in the perturbative series leaves behind
logarithmic remainders of the form
Sk
lnm (Q2 /qT2 )

qT2
(2)
in the cross section d/dqT2 at the kth order of perturbation theory, where m = 1, . . . , 2k 1.
Ultimately, when qT Q, s will not be useful anymore as the expansion parameter in the
perturbative series since the logarithms will compensate for the smallness of s . Accordingly,
in order to obtain a reliable estimate for the cross section, one has to sum up (resum) the
large logarithmic contributions to all orders in s . Techniques for this resummation are well
established, starting with pioneering work mostly on the DrellYan process in the late 1970s
to mid 1980s [1822]. The CollinsSoperSterman (CSS) formalism [22] has become the
standard method for qT resummation. It is formulated in impact-parameter (b) space, which
guarantees conservation of the soft-gluon transverse momenta. The formalism has also been
applied to the unpolarized SIDIS cross section [23,24], and it was found [24] that data for qT
distributions from the HERA ep collider [25,26] are satisfactorily described.
Resummations at small transverse momentum qT have also been developed for spin observables. In Refs. [27,28] the CSS formalism was applied to longitudinal and transverse double-spin
asymmetries in the DrellYan process. Early resummation studies on qT -distributions in jet production in polarized DIS were performed in [29]. In Refs. [30,31] leading-logarithmic (LL)
resummation effects were investigated for spin asymmetries that involve transverse-momentum
dependent distributions, in particular the Collins functions mentioned above. In Ref. [32], resummation formulas for polarized SIDIS were derived, based on a factorization theorem at low
transverse momentum [33]. A main result of [32] is that the CSS evolution equation is the
same for the spin-dependent cases as in the unpolarized one. Knowing the expression for the
unpolarized resummed cross section, and the complete polarized LO cross sections [10], it is
then relatively straightforward to determine the resummed expressions for the polarized case.
These will be provided in explicit form in this paper, for the cases listed in (1). We shall present
results corresponding to resummation to next-to-leading logarithmic (NLL) accuracy, which corresponds to resummation of the towers with 2k 1, 2k 2, 2k 3 in (2). We shall also present
numerical estimates for the reaction ep eX at COMPASS and eRHIC, in order to study the
general features of the resummation and its impact on the cross sections and the spin asymmetry.
We note that in the numerical evaluation one needs to specify a recipe for treating the integration over the impact parameter at very large b 1/QCD , in order to avoid the Landau pole
present in the resummed expression. This is closely related to non-perturbative effects generated
by resummation [22,3439]. We will use two different methods for treating the large b-region.
We stress that we will not address single-transverse spin phenomena in this paper like those
related to the Sivers and Collins effects mentioned above. For these, the analysis of QCD radiative effects is rather more involved [31] than for the double-spin case we consider, in particular
regarding the connection of the behavior at small and large transverse momentum qT [40]. Also,
as we shall see below, the qT -differential cross section in general contains terms depending on
the angle between the hadron and lepton planes. We shall only consider the resummation of
the -independent pieces in the cross section, which dominate at small qT . It is an interesting
topic by itself to study the resummation of the terms that depend on [41].
62
The remainder of this paper is organized as follows: Section 2 provides all formulas needed for
the qT -differential SIDIS cross section, at LO and for the NLL resummed case. In Section 3, we
present numerical estimates for ep eX at COMPASS and eRHIC, based on the resummation
formulas. We discuss in particular the effect of the resummation on the spin asymmetry. We also
study the impact of the treatment of the large-b region and of non-perturbative corrections on the
resummed cross sections and the spin asymmetry. We conclude in Section 4. In Appendix A, we
list the complete O(s ) cross sections for the processes in (1), correcting some typos in [10].
2. The qT -differential SIDIS cross section
2.1. Kinematics
We are interested in the cross section for the process
+ A(pA , SA ) l(k ) + B(pB , SB ) + X,
l(k)
(3)
where SA , SB are the spin vectors for the initial nucleon and the produced final-state hadron,
which can be longitudinal or transverse, as indicated in (1). The lepton can be unpolarized or
longitudinally polarized; transverse-spin effects for the lepton are suppressed by ml /Q because
of chirality conservation at the leptonphoton vertex and hence are negligible. From now on, we
will for definiteness take hadron A to be a proton and the lepton l to be an electron. We define
five Lorentz invariants, denoted Sep , xbj , Q2 , zf , and qT2 , to describe the process. The center of
mass energy squared, Sep , for the initial electron and the proton is
Sep = (pA + k)2 2pA k,
(4)
ignoring masses. The conventional DIS variables are defined in terms of the virtual photon momentum q = k k as
xbj =
Q2
,
2pA q
Q2 = q 2 = (k k )2 ,
(5)
and they may be determined experimentally by observing the scattered electron. For the finalstate hadron B, we introduce the scaling variable
zf =
p A pB
.
pA q
(6)
Finally, we define the transverse component of q, which is orthogonal to both pA and pB :
qt = q
pB q
pA q
pA
p .
pA pB
pA p B B
qt is a space-like vector, and we denote its magnitude by

qT = qt2 .
(7)
(8)
To completely specify the kinematics, we need to choose a reference frame. We shall work in
the so-called hadron frame [42,43], which is the Breit frame of the virtual photon and the initial
proton:
q = (0, 0, 0, Q),
(9)
pA

Q
Q
, 0, 0,
.
2xbj
2xbj
63
(10)
Further, in this frame the outgoing hadron B is taken to be in the xz plane:

qT2 2qT
qT2
zf Q
pB =
(11)
1+ 2,
, 0, 2 1 .
2
Q
Q
Q
As one can see, the transverse momentum of hadron B is in this frame given by zf qT . This is true
for any frame in which the 3-momenta of the virtual photon and the initial proton are collinear.
By introducing the angle between the hadron plane and the lepton plane, the lepton momentum
can be parameterized as
Q
(cosh , sinh cos , sinh sin , 1),
2
and one finds
2xbj SeA
1.
cosh =
Q2
k =
(12)
(13)
For the case (iii) in (1) [ep e X] when the initial proton is transversely polarized and the
transverse polarization of an outgoing spin-1/2 hadron is observed, we need to parameterize the
spin vectors SA and SB to lie in the planes orthogonal to pA and pB , respectively. In the
hadron frame, they can be written as
SA = (0, cos A , sin A , 0),
SB = (0, cos B cos B , sin B , sin B cos B ),
(14)
so that A,B are the azimuthal angles of SA,B around pA,B as measured from the hadron plane
and B is the polar angle of pB measured with respect to pA . One finds:
cos B =
qT2 Q2
qT2
+ Q2
sin B =
2qT Q
.
qT2 + Q2
(15)
We note that the polarization state depends on the frame we choose. For example, a state that
is transversely polarized in the hadron frame becomes a mixture of longitudinally polarized and
transversely polarized states in the laboratory frame where the initial electron and proton are
collinear. With the above definitions, the cross section for (3) can be expressed in terms of Sep ,
xbj , Q2 , zf , qT2 and in the hadron frame. Note that is invariant under boosts in the q -direction,
so that is the same in the hadron frame and, for example, in the photonproton center-of-mass
frame.
2.2. Structure of the lowest-order cross section
The complete set of the O(s ) spin-dependent partonic cross sections for large-qT hadron production in SIDIS have been derived in Ref. [10]. They are obtained from the Feynman diagrams
for the reactions lq lqg and lg lq q. For completeness, and for the readers convenience,
we list them in Appendix A. Here we summarize the main characteristics of the hadronic cross
section.
The cross section can be decomposed into several pieces with different -dependences:
d 5
= 0 + cos()1 + cos(2)2 ,
dQ2 dxbj dzf dqT2 d
(16)
64
for processes (i) and (ii) in (1),

d 5
= 0 + cos()1 ,
dQ2 dxbj dzf dqT2 d
(17)
for (iv) and (v), and

d 5 T
dQ2 dxbj dzf dqT2 d
= cos(A B 2)0T + cos(A B )1T + cos(A B )2T ,
0T
(18)
s ln(Q2 /qT2 )/qT2
in these decompositions behave as

at
for (iii). In the hadron frame, 0 and
small qT . This is the manifestation of the large logarithmic corrections described in the introduction at this order. At yet higher orders, corrections as large as Sk ln2k (Q2 /qT2 )/qT2 in the cross
section arise. In the following, we will study the NLL resummation of these large logarithmic
corrections within the CSS formalism. We note that the other components of the cross sections
in Eqs. (16)(18) are less singular as qT 0: 1 and 1T behave as s ln(Q2 /qT2 )/qT , and 2
and 2T as s ln(Q2 /qT2 ). These pieces too, however, receive large higher-order corrections at
small qT [23] and would need to be resummed [41]. In this paper we will only focus on the
resummation for 0 and 0T .
2.3. Asymptotic part of the lowest-order cross section
We will now discuss the behavior of the cross sections at small qT in more detail. This is a
first step in arriving at the resummed cross section. Following [23,24], we write the cross section
at O(s ) as
d 5 LO
d 5 asymp
=
+ Y (Sep , Q, qT , xbj , zf ),
2
dQ2 dxbj dzf dqT d dQ2 dxbj dzf dqT2 d
(19)
where the first term on the right-hand side is the asymptotic part in 0 and 0T containing the
pieces that are singular as ln(Q2 /qT2 )/qT2 or 1/qT2 at small qT , while Y collects the remainder
which is at most logarithmic as qT 0. It is straightforward to derive the asymptotic part of the
LO unpolarized SIDIS cross section from the expressions in Appendix A. One finds:
d 5 asymp
dQ2 dxbj dzf dqT2 d
=

2

2
2Q2 2
Q
3
em
s
A
e
(x
,
)D
(z
,
)
C
ln
C
2f
q bj
q f
F
F
q
2 S 2 Q2 1 q 2
2
8xbj
qT2
ep
T q,q

in,(0)
in,(0)
Dq (zf , )
+ fg (xbj , ) Pqg
+ fq (xbj , ) Pqq

out,(0)

out,(0)
Dq (zf , ) + Pgq
Dg (zf , ) ,
+ fq (xbj , ) Pqq
(20)
where em is the electromagnetic coupling constant, eq the fractional quark charge, and CF =
4/3. A1 is defined in (A.2). In Eq. (20), fq (x, ) and fg (x, ) denote, respectively, the unpolarized quark and gluon distribution functions for the proton at scale , and Dq (z, ) and Dg (z, )
are quark and gluon fragmentation functions for the produced hadron. Furthermore, for the unin,(0)
out,(0)
and Pij
are identical, and they are equal to the customary
polarized cross section, the Pij

in,(0)
out,(0)
LO unpolarized splitting functions: Pij

= Pij

3
1 + x2
(0)
(x) = CF
+ (1 x) ,
Pqq
(1 x)+ 2
65
(0)
Pij , where

1 + (1 x)2
(0)
(x) = TR x 2 + (1 x)2 .
,
Pqg
(21)
x
Here, TR = 1/2, and the +-prescription in the first line acts in an integral from x to 1 as
(0)
(x) = CF
Pgq
1
x
f (y)
dy
=
(1 y)+
1
dy
x
f (y) f (1)
+ f (1) ln(1 x),
1y
(22)
for any suitably regular function f . Finally, the symbol denotes convolutions of the forms
1
in,(0)
fq (xbj , ) Pqq

dx
in,(0) xbj
fq (x, )Pqq
,
x
x
xbj
1
out,(0)
Pqq
Dq (zf , )

zf
dz out,(0)
(z)Dq
P
, .
z qq
z
(23)
zf
For the other processes listed in (1), the asymptotic parts are obtained in the same manner
from the cross sections given in Appendix A. They can be cast in the form (20) with the following
replacements:

(ii) ep eX:
fq fq ,
fg fg ,
Dq Dq ,
Dg Dg ,
(24)
where the fq , fg and Dq , Dg denote the helicity-dependent quark and gluon parton
densities and fragmentation functions, respectively (for definitions, see [2]). Furthermore,
in,(0)
Pij
(0)
Pij ,
out,(0)
Pij
(0)
Pij ,
(25)
with
(0)
(0)
(x) = Pqq
(x),
Pqq
(0)
Pgq
(x) = CF [2 x],
(0)
(x) = TR [2x 1].
Pqg
(26)
(iii) ep e X:
A1 sinh2 cos(A B 2),
fq fq ,
in,(0)
Pqq
fg 0,
(0)
Pqq
,
out,(0)
Pqq
Dq Dq ,
(0)
Pqq
.
Dg 0,
(27)
Here, the fq and Dq denote the transversity distribution and fragmentation functions,
respectively. As is well known, gluons do not contribute to transversity at leading twist [2].
The LO transversity splitting function is given by

3
2x
(0)
Pqq
(28)
(x) = CF
+ (1 x) .
(1 x)+ 2
66
(iv) ep eX:

A1 A6 ,
in,(0)
Pij
fq fq ,
out,(0)
Pij
(0)
Pij ,
fg fg ,
(0)
Pij .
(29)

(v) ep eX:
A1 A6 ,
in,(0)
Pij
Dq Dq ,
out,(0)
Pij
(0)
Pij ,
Dg
(0)
Pij .
Dg ,
(30)
2.4. NLL resummed cross section

Resummation of the small-qT logarithms is achieved in impact-parameter (b) space, where
the large corrections exponentiate. In b-space, the leading logarithms Sk ln2k1 (Q2 /qT2 )/qT2 turn
into sk ln2k (bQ/b0 ), where b0 = 2eE with E being the Euler constant. Subleading logarithms
are down by one or more powers of ln(bQ/b0 ). In the following, we will present the resummation
formulas for the processes (i)(v) in (1) we are interested in, based on the CSS formalism [22]
(see also [23,24,32]). We will make some standard choices [22] for the parameters and scales in
that formalism, which render the resulting expressions as simple and transparent as possible.
For the unpolarized resummed cross one has

2
d res
d 2 b i b
em

(31)
A
e qT W (b, Q, xbj , zf ),
=
1
2
2
2
(2)2
dxbj dzf dQ2 dqT d 2xbj Sep
where the b-space expression for the resummed cross section W is given by
W (b, Q, xbj , zf )

out

ej2 fi (xbj , b0 /b) Cjini eS(b,Q) Ckj
Dk (zf , b0 /b) ,
=
(32)
j =q,q
i,k=q,q,g
the convolutions being defined as in Eqs. (23). As indicated, the scale in the parton distributions
is given by = b0 /b. We will return to this in the next subsection.
The Sudakov form factor S(b, Q) in Eq. (32) reads
Q
S(b, Q) =
b02 /b2
dkT2
kT2
2

Q
A s (kT ) ln 2 + B s (kT ) ,
kT

where the functions A and B have perturbative expansions of the form

k
k

s
s
Ak
,
B(s ) =
Bk
.
A(s ) =
k=1
(33)
(34)
k=1
For the resummation at NLL, one needs the coefficients A1,2 and B1 , which read [34,44]:

1
3
5
67 2
A1 = CF ,
(35)
A2 = CF CA
Nf ,
B1 = CF .
2
18
6
9
2
67
The functions Cijin and Cijout in Eq. (32) are also perturbative. Their expansions read

s () k
in/out,(k)
Cijin/out x, s () =
Cij
(x)
.
(36)
k=0
Here is a renormalization scale of order Q. The LO coefficients are given by

in,(0)
Cqq
(x) = qq (1 x),
out,(0)
Cqq
(z) = qq (1 z),

in,(0)
out,(0)
Cqg
= Cgq
= 0.
(37)
in/out,(1)
The first-order coefficients Cij

could be obtained by expanding Eq. (32) to O(s ), performing an inverse Fourier transform, and comparing to the fixed-order (O(s )) qT distribution.
The asymptotic part we have given in Eq. (20) alone is not sufficient for this because it does
not contain the contributions 2 (
qT ) at O(s ). Fortunately, the coefficients are known in the
literature, and have a very transparent structure in the MS scheme [24,43] (see also work on the
coefficients in the related DrellYan case in [21,34,45]). One has:
1
Cijin,(1) (x) = Pijin, (x) + ij C (1 x),
2
1
out,(1)
out,(0)
Cij
(z) = Pijout, (z) + ln(z)Pij
(z) + ij C (1 z).
2
(38)
(39)
Here the Pijin, (x), Pijout, (x) are the terms in the LO splitting functions in d = 4 2 dimenin/out,(0)
sions, Pij
in/out,(0)
Pij
(x, ), and are defined through

in/out,(0)
(x, ) = Pij
(x) + Pijin/out, (x).
(40)
The usual splitting functions in d = 4 dimensions have been given above in Eqs. (21). One
has [46]

1

Pqq (x) = CF 1 x (1 x) ,
2

(x) = 2TR x(1 x),
Pgq
(x) = CF x.
Pqg
(41)
Furthermore, the coefficient C in Eqs. (38), (39) arises from hard virtual corrections. It is
therefore only present for the case ij = qq, where C = 7CF /4. Finally, for the final-state
out,(1)
there is an extra contribution ln z [24,43] times the LO splitting function.
coefficient Cij
It is of kinematic origin and contributed by the phase space for collinear gluon radiation off the
quark leg in the final state [49].
With this, the formulas for the resummation of the unpolarized SIDIS cross section in b-space
are complete. It is now straightforward to extend them to the various spin-dependent cross sections in (1). The Sudakov form factors are entirely related to soft-gluon emission and hence are
spin-independent and the same in each case [32]. For each process, we first need to make the appropriate replacements as described above in Eqs. (24)(30). In addition, we obtain the respective
in/out,(1)
from Eqs. (38), (39), substituting appropriately all splitting functions, and
coefficients Cij
also the Pijin/out, by the terms in the d = 4 2 -dimensional versions of the LO splitting
functions that (24)(30) direct us to use. For this we need the terms in the spin-dependent
68
splitting functions. For longitudinal polarization we have [47]

1

Pqq
(x) = CF 1 x (1 x) ,
2

Pgq
(x) = 2CF (1 x).
Pqg (x) = 2TR (1 x),
(42)
In case of transversity, the splitting function in 4 2 dimensions is for x < 1 identical to that in
four dimensions [48], so that
CF
(1 x).
(43)
2
The coefficient C for the case ij = qq in Eqs. (38), (39) is the same for all polarized cases, since
it comes from virtual diagrams.
(0),(1)
in Eqs. (31), (32) is sufficient for the
Knowledge of the coefficients A1,2 , B1 and Cij
resummation to NLL accuracy. For consistency, we also need to use the two-loop expression for
the strong running coupling, and the NLO evolution for the parton densities and fragmentation
functions. Let us finally give an explicit formula for the NLL expansion of the Sudakov form
factor. Defining

L = ln 1 + Q2 b2 /b02 ,
(44)

(x) =
Pqq
and choosing the renormalization scale , we have [50]:

S(Q, b) =

1
f0 s ()L + f1 s ()L ,
s ()
(45)
where

A1
0 y + ln(1 0 y) ,
2
0

A1 1 1 2
0 y
ln(1 0 y)
B1
(1
y)
+
ln(1 0 y)
ln
+
+
f1 (y) =
0
1 0 y
1 0 y
0
03 2
2

Q
0 y
A2
1
y)
+
,
A1 ln
ln(1
+
0
0
0
1 0 y
2
f0 (y) =
(46)
(47)
with the coefficients of the QCD -function 0 = (33 2Nf )/(12) and 1 = (153
19NF )/(24 2 ). We observe that as y 0, f0 (y) = O(y 2 ) and f1 (y) = O(y). Note that in
Eq. (44) we have followed Ref. [51] to choose ln(1 + Q2 b2 /b02 ) rather than ln(Q2 b2 /b02 ) as the
large logarithm in b-space. As far as the large-b behavior and NLL resummation are concerned,
the two are equivalent, of course. With the choice in (44), however, the Sudakov exponent vanishes at b = 0, as it should [19,21,22], whereas for the other choice it gives large logarithms
not only at large b (small qT ) but also artificially at small b (large qT ). For further discussion,
see [51].
2.5. Evolution of parton distributions and fragmentation functions
As we have seen in Eq. (32), in the CSS formalism the parton distributions and fragmentation
functions are evaluated at the factorization scale = b0 /b. As discussed in [37], it then becomes
a great convenience to treat them in Mellin-moment space, because this enables one to explicitly
express their evolution between a large scale Q and b0 /b. In this way, one avoids the problem
69
normally faced in qT resummation that one needs to call the parton densities or fragmentation
functions at scales far below their range of validity (see below), so that some sort of freezing
(or related prescription) for handling them is required. We also anticipate that below we will
choose the impact parameter b to be complex-valued, so that it becomes desirable to separate the
complex scale b0 /b from the scale at which the parton densities are explicitly evaluated.
To be more specific, we write the resummed cross section as W (b, Q, xbj , zf ) in Eq. (32) as
an inverse Mellin transform of moments in xbj and zf :

1 2
N
ej2
dN dM zfM xbj
W (b, Q, xbj , zf ) =
2i
j =q,q
i,k=q,q,g
CN
CM
S(b,Q) out,M M
fiN (b0 /b)Cjin,N
Ckj Dk (b0 /b),
i e
(48)
where the moment of each function is defined as

1
fiN ()
N1
fi (x, ),

s ()
Cjin,N
i

x N1 Cjini x, s () ,
(49)
and so forth. The integrations over N and M in Eq. (48) are over contours in the complex plane,
to be chosen in such a way that they lie to the right of the rightmost singularities of the parton distributions and the fragmentation functions. In moment space, it is possible to express the
moments fiN (b0 /b) and DkM (b0 /b) by the corresponding moments at scale Q. The evolution
factor between the scales b0 /b and Q (which in general is a matrix because of singlet mixing) can be written in closed analytical form and can be expanded to NLL accuracy in L. One
then only needs the parton densities and fragmentation functions at scale Q. For further details,
see [37].
2.6. Inverse Fourier transform and non-perturbative corrections
As shown in Eq. (31), the resummed cross section in qT -space is obtained by an inverse
from 0 to .
Fourier transform of W (b, Q, xbj , zf ). This involves an integration over b = |b|
Because of the Landau pole of the perturbative strong coupling in the Sudakov exponent (33) at
kT = QCD , this integration is ill-defined. In the expansion (45) for the Sudakov form factor, the
singularity occurs at 0 s ()L = 1. In other words, the b-integration extends over both perturbative (b 1/QCD ) and non-perturbative (b 1/QCD or even larger) regions. In order to define
a perturbative resummed cross section, a prescription for the b integration is required that avoids
the Landau pole. The ambiguity in the perturbative series implied by the presence of the Landau pole corresponds to a non-perturbative correction. One may therefore use resummation to
examine the structure of non-perturbative corrections in hadronic cross sections [52]. Typically,
for the qT -differential DrellYan or SIDIS cross sections, one expects Gaussian non-perturbative
effects in b-space [22,39]:
2
eS(b,Q) eS(b,Q)gb ,
(50)
where g is a coefficient that may be determined by comparison to data. It will depend in general
on Q and on xbj and zf . This non-perturbative Gaussian form factor may be thought of to partly
incorporate (or, at least, mimic) the effect of smearing due to the partons intrinsic transverse
momenta.
70
Several prescriptions for treating the inverse Fourier transform have been proposed in the
literature. The earliest one, known as b -prescription [22,34], is to prevent b from
becoming
2 .
larger than a certain bmax in the Sudakov form factor by replacing b b = b/ 1 + b2 /bmax
This evidently introduces a new parameter, bmax . The prescription was refined recently in [36].
Extensive phenomenological studies using this prescription and a non-perturbative term as in
(50) have been carried out in particular for the qT -distribution in the DrellYan process [3436].
The method has also been used in studies of the qT -distribution in unpolarized SIDIS [24,43,53].
Another method, proposed in [54] and applied to the DrellYan cross section in [37], is to
deform the b integration in Eq. (31) into a contour in the complex b-plane. In this way, the Landau
pole is avoided since it lies far out on the real-b axis. This procedure does not introduce any new
parameter and is identical to the original b-integration in (31) for any finite-order expansion of the
Sudakov exponent. For all details of the complex-b prescription, see [37]. This method was also
recently used in a study of the transverse-momentum distribution of Higgs bosons at the LHC
[51,55]. In the present paper we will use both the b and the complex-b methods and compare
the results and their dependence on the non-perturbative parameters chosen. We note that for
the complex-b method the b-integral converges even for g = 0 in Eq. (50), while for the b
prescription a (non-perturbative) suppression of the integrand is required [37]. We finally mention
that other methods for dealing with the behavior of the resummed exponent at large b have been
discussed and used [38]. Also resummations directly in qT -space have been studied [56].
2.7. Matching to finite order
In order to obtain an adequate theoretical description also at large qT Q, we match the
resummed cross section to the fixed-order (LO, O(s )) one. This is achieved by subtracting from
the resummed expression in Eq. (31) its expansion to O(s ),

2

em
d 2 b i b

A
e qT W (b, Q, xbj , zf ) W (b, Q, xbj , zf )O( ) ,
(51)
1
2
2
s
2
(2)
2xbj Sep
and then adding the full O(s ) cross section, given by Eq. (19). We use this matching procedure, which avoids any double-counting of higher perturbative orders, in an identical way for the
various polarized cross sections.
3. Numerical analysis for ep eX
In order to study the effect of resummation on the polarized SIDIS cross section and spin
asymmetry, we will perform a numerical calculation for one case considered in (1), lp lX.
This calculation is relevant for the ongoing COMPASS experiment and for experiments at
the proposed polarized ep collider eRHIC. As typical values of the kinematical parameters,
we choose Sep = 104 GeV2 , Q2 = 100 GeV2 , xbj = 0.012 for eRHIC and Sep = 300 GeV2 ,
Q2 = 10 GeV2 , xbj = 0.04 for COMPASS. Clearly, these choices are only meant to represent
the typical kinematics; future detailed comparisons to experimental data will likely require to
study a much broader range of values. We integrate over zf > 0.2. Our two sets of the parameters give an identical cosh in Eqs. (13) and (A.2). For the NLO parton densities and the
fragmentation functions, we use the GRV unpolarized distributions [57], the GRSV standard
polarized distributions [58], and the pion fragmentation functions by Kretzer [59]. We have each
of these available in Mellin-moment space, which is very helpful in the light of the discussion in
Section 2.5.
71
In addition, we will use a simple Gaussian non-perturbative factor as in Eq. (50). We emphasize again the more illustrative character of our study and will therefore choose only some
representative values for g, in order to investigate the sensitivity of the results to g. For the
complex-b prescription, we will use g = 0.6, 0.8 GeV2 for both the eRHIC and the COMPASS
cases. The value g = 0.8 GeV2 was found in [37] in the context of the joint resummation for
Z production at the tevatron. This value therefore applies to the scale MZ . g is expected to have
logarithmic dependence on Q [35] and should be smaller at lower energy. This
motivates our
lower choice of g = 0.6 GeV2 . For the b method, we will choose bmax = 1/( 2 GeV) and the
values g = 0.8, 1.3 GeV2 for the eRHIC case and g = 0.4, 0.8 GeV2 for COMPASS. We note
that in the analysis [24,43] of the HERA data [25,26] for SIDIS observables, a detailed phenomenological study of non-perturbative effects was performed, using the b prescription. From the
energy flow observable in SIDIS it was found that the non-perturbative effects appear to become
larger at small xbj . If we boldly assumed that the non-perturbative form of [24,43] also applied
for the kinematics and the observable we are considering here, we would find g 0.4 GeV2 for
the COMPASS situation, and g 1.3 GeV2 at eRHIC. We are also interested in the comparison of the two methods with the same non-perturbative Gaussian, hence the additional choice of
g = 0.8 GeV2 . Finally, we shall always use the same values of g in the unpolarized and the polarized cases. This assumption is motivated by the fact that the perturbative Sudakov form factors
are independent of polarization.
Figs. 1(a) and (b), respectively, show the unpolarized and polarized cross sections
zmax
1
2
dzf d
0.2
d()
dxbj dzf dQ2 dqT d
(52)
for eRHIC kinematics, where zfmax is given in Eq. (A.6). Note that we have multiplied by a factor
qT , as compared to the cross section we considered in (19). The LO cross sections rapidly diverge
as qT 0. For the matched cross section using the complex-b method with g = 0, one obtains
an enhancement at intermediate qT and the expected reduction at small qT . The inclusion of
the non-perturbative Gaussian form factor makes this tendency stronger. However, the results for
different choices of the Gaussian, g = 0.6 and 0.8 GeV2 , are not very different and just have a
slightly smaller normalization and are shifted tothe right. Also shown in these figures are the
curves for the b prescription with bmax = 1/( 2 GeV) and g = 0.8 and 1.3 GeV2 . For the
eRHIC case, the choice of g = 0.8 gives a result relatively close to the one with g = 0 in the
complex-b method, while g = 1.3 gives a result very close to those with g = 0.6 and 0.8 in
the complex-b method. One should note that these resummed curves all give a very similar qT integrated cross section, close to the full NLO one, due to our choice of L in Eq. (44) and our
matching procedure described in the previous subsection [51].
Fig. 1(c) shows the corresponding spin asymmetries, defined by the ratios of the polarized and
unpolarized cross sections for all the curves shown in Figs. 1(a) and (b). Although the effects of
resummation and the non-perturbative Gaussians are significant in each cross section, they cancel
to a large degree in the spin asymmetry. If one looks in more detail, resummation somewhat
enhances the asymmetry compared to LO in the range of small to intermediate qT , where also
the cross sections shown in Figs. 1(a) and (b) receive enhancements due to the resummation.
Figs. 2(a)(c) show the same quantities as Figs. 1(a)(c), now for the COMPASS kinematics
described above. In this case, the complex-b method without Gaussian smearing (g = 0) turned
out to be difficult to control numerically at small qT , and we do not show the result for it. We
72
Fig. 1. (a) Unpolarized SIDIS cross section for eRHIC kinematics. We show the fixed-order (LO) result, and resummed
results for the complex-b
method with non-perturbative parameters g = 0 and g = 0.6, 0.8 GeV2 , and for the b method
with bmax = 1/( 2 GeV) and g = 0.8, 1.3 GeV2 . (b) Same for the longitudinally polarized case. (c) Spin asymmetries
corresponding to the various cross sections shown in (a) and (b).
find that resummation leads to a significant enhancement of the cross section at qT 1 GeV. In
both unpolarized and polarized cross sections, the resummed results we show, for the
complex-b
method with g = 0.6 and 0.8 GeV2 , and for the b prescription with bmax = 1/( 2 GeV) and
g = 0.8 GeV2 , turn out to be very similar, while the b prescription with g = 0.4 GeV2 gives
a higher peak that is shifted to the left compared to the other three resummed results. All these
resummed results give a very similar spin asymmetry for the process lp lX for COMPASS
kinematics; we find that resummation just leads to a moderate decrease of the asymmetry.
4. Summary and conclusions
We have carried out a study of the soft-gluon resummation for the transverse-momentum
(qT ) distribution in semi-inclusive deeply-inelastic scattering. Resummation is crucial at small
transverse momenta, qT Q, where it takes into account large double-logarithmic corrections to
all orders in the strong coupling constant. We have considered all relevant leading-twist doublespin cross sections, focusing on the terms that are independent of the angle between the lepton
and the hadron planes, and have presented the resummation formulas for each.
73
Fig. 2. Same as in Figs. 1(a)(c), but for COMPASS kinematics. For the b prescription, we have chosen here the
non-perturbative parameters g = 0.4, 0.8 GeV2 .
We have performed phenomenological studies for the process lp lX at COMPASS and at
a possible future polarized ep collider, eRHIC. Here we have chosen two different prescriptions
for treating the region of very large impact parameters in the Sudakov form factor, which is
related to the onset of non-perturbative phenomena. We have used simple estimates for the nonperturbative term suggested by the resummed formula. Our results indicate that resummation
effects as well as non-perturbative effects cancel to a large extent in the spin asymmetry.
Acknowledgements
We are grateful to D. Boer, D. de Florian and F. Yuan for very useful discussions and comments. W.V. thanks RIKEN, Brookhaven National Laboratory (BNL) and the US Department
of Energy (contract number DE-AC02-98CH10886) for providing the facilities essential for the
completion of his work. The major part of this work was done while Y.K. stayed at BNL during
20032004 by the support from Monbu-Kagaku-sho. Y.K. is grateful to Monbu-Kagaku-sho for
the financial support and to the BNL Physics Department, in particular to Larry McLerran, for
the warm hospitality during his stay.
74
Appendix A. Analytic formulas for the LO cross sections

Here we summarize the LO cross section formulas for the processes in (1), which were derived
in [10]. The differential cross sections are given by
1
1
2

d 5
em
dx
dz
s
=
Ak
[f D k ]
2
2
2
2
2
x
z
dxbj dQ dzf dqT d 8xbj Sep Q k
qT2
Q2
xmin
1
1
x
zmin
1
1
z
(A.1)
where the Ak are defined as [10,42]

A1 = 1 + cosh2 ,
A2 = 2,
A3 = cos sinh 2,
A4 = cos 2 sinh2 ,
A6 = 2 cosh ,
A7 = 2 cos sinh ,
A8 = sin sinh 2,
A9 = sin 2 sinh2 ,
(A.2)
and the summation over k is k = 1, . . . , 4 for processes (i) and (ii) in (1), k = 1, . . . , 4, 8, 9
for process (iii), and k = 6, 7 for processes (iv) and (v) (see below). em = e2 /4 is the QED
coupling constant, and we have introduced the variables
xbj
zf
x =
(A.3)
,
z = ,
x
z
and

zf qT2
xbj qT2
xmin = xbj 1 +
(A.4)
=
z
,
z
1
+
.
min
f
1 zf Q2
1 xbj Q2
For a given Sep , Q2 and qT , the kinematic constraints for xbj and zf are
Q2
< xbj < 1,
Sep
0 < zf <
(A.5)
1 xbj
1 xbj + xbj qT2 /Q2
(A.6)
Consequently, qT is limited by

1
1
1
1 .
0 < qT < Q
xbj
zf
(A.7)
In the hadron frame, the transverse momentum, pT , of pB obeys

1
1
1
1 .
pT = zf qT < zf Q
xbj
zf
(A.8)
75
The term [f D k ] in Eq. (A.1) takes the following form for the processes in (1):
(i) e + p e + + X [60]:

[f D k ] =
k
eq2 fq (x)Dq (z)qq
+
q,q
k
eq2 fg (x)Dq (z)qg
q,q
k
eq2 fq (x)Dg (z)gq
,
(A.9)
q,q
where (CF = 4/3)
1
= 2CF x z
qq
1
Q2 qT2

2
Q4
2 2
+
Q
q
+
6
,
T
x 2 z2
qq
2
qq
= 24 = 8CF x z,

1 2
3
Q + qT2 ,
= 4CF x z
qq
QqT
(A.10)
2

Q
2
2 2
1
1
qg
= x(1 x) 2
+
2
+
10
,
x z
qT x 2 z2 x z
2
4
qg
= 2qg
= 8x(1 x),

Q2

2
3
qg
= x(1 x)
,
2 Q2 + qT2
QqT
x z

1
gq
= 2CF x(1 z)
1
Q2 qT2
(A.11)

2

z2 qT2
(1 z)2
Q4
2
+
Q
+
6
,
x 2 z2
z2
(1 z)2
2
4
gq
= 2gq
= 8CF x(1 z),
3
gq

z2 qT2
1
2
= 4CF x(1 z)
Q +
.
zQqT
(1 z)2
2
(ii) e + p e + + X:
[f D k ] =
k
eq2 fq (x)Dq (z)L qq
+
q,q
(A.12)
k
eq2 fg (x)Dq (z)L qg
q,q
k
eq2 fq (x)Dg (z)L gq
,
(A.13)
q,q
where
k
k
L qq
= qq
1
L qg
=
(k = 1, 2, 3, 4),
(2x 1){Q4 (x 1)2 qT4 x 2 }

Q2 qT2 x(x 1)
gq
2
L qg
= L 4 = 0,
(A.14)
76
3
L qg
=
2{Q2 (x 1) qT2 x}
,
QqT

1
= 2CF x z
L gq
(A.15)

x 2 x(x + 1) qT4
2(2x 2 2x + 1) qT2
+
+
,
x 1 (x 1)2 Q4
(x 1)2
Q2
x 2 z qT2
,
x 1 Q2

x 2 qT2 qT
4CF x z
2
=
.
(x 1) +
(x 1)2
Q2 Q
qg
2
= 2L 4 = 8CF
L gq
3
L gq
(A.16)
(iii) e + p e + + X:
For this process, it is more transparent to write the cross section by including the factors Ak
in (A.1):

(A.17)
Ak [f D k ]
eq2 fq (x)Dq (z) qq ,
q,q
k=1,...,4,8,9
where

Q
sinh 2 cos(A B )
1 + cosh2 cos(A B )
qT

Q2
2
+ 2 sinh cos(A B 2) .
(A.18)
qT
qq = 4CF
Here the terms with A3 and A8 in Eq. (A.1) have been combined to give the cos(A
B ) term in (A.18). Likewise, those with A4,9 give the term with cos(A B 2).
(iv) e + p e + + X:

k
k
[f D k ] =
eq2 fq (x)Dq (z)LO qq
+
eq2 fg (x)Dq (z)LO qg
q,q
q,q
k
eq2 fq (x)Dg (z)LO gq
,
(A.19)
q,q
where
6
LO qq

= 2CF
7
= 4CF x z
LO qq
6
LO qg
Q2 qT2
,
QqT
(A.20)

2x 1
x 1 Q2
=
2x + 2
,
x
z qT2
7
=
LO qg
6
LO gq
2

x zqT2
Q
1
+ x z 2
,
x z
Q2
qT
2Q (x 1)(2z 1)
,
qT
z

qT4
2CF z 1
x 4
2
=
(x 1) +
,
x 1 z2
(x 1)2 Q4
(A.21)

7
LO gq

x qT
4CF x z
1
.
=
x 1
z Q
(v) e + p e + + X:
[f D k ] =
k
eq2 fq (x)Dq (z)OL qq
+
q,q
77
(A.22)

k
eq2 fg (x)Dq (z)OL qg
q,q
k
eq2 fq (x)Dg (z)OL gq
,
(A.23)
q,q
where
6,7
6,7
OL qq
= LO qq
,
6
OL qg
=

Q2
2x 2 2x + 1
x + (x 1) 2 ,
x z
qT
7
OL qg
=
2Q (x 1)(2x 1)
,
qT
z

qT4
2CF z 1
x 4
2
,
+
(
x
1)
x 1 z2
(x 1)2 Q4

x qT
4CF x z
1
.
=
x 1
z Q
(A.24)
(A.25)
6
=
OL gq
7
OL gq
(A.26)
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79
Spin-glass model of QCD near saturation

Robi Peschanski
Service de Physique Thorique, CEA/Saclay, 91191 Gif-sur-Yvette Cedex, France 1
Received 16 March 2006; accepted 22 March 2006
Abstract
We establish a connection between the cascading of gluon momenta modeled within the diffusive approximation of the BalitskyFadinKuraevLipatov kernel and the thermodynamics of directed polymers on a
tree with disorder. Using known results on the low-temperature spin-glass phase of this statistical mechanic
problem we describe the dynamical phase space of gluon transverse momenta near saturation including its
fluctuation pattern. It exhibits a nontrivial clustering structure, analogous to hot spots, whose distributions
are derived and possess universal features in common with other spin-glass systems.
1. Saturation in QCD is expected to occur when parton densities inside an hadronic target
are so high that their wave-functions overlap. This is expected from the high-energy evolution
of deep-inelastic scattering governed by the BalitskyFadinKuraevLipatov (BFKL) kernel [1].
The BFKL evolution equation is such that the number of gluons of fixed size increases exponentially and would lead, if not modified, to an average violation of unitarity. Saturation [2,3] is
characterized by a typical transverse momentum scale Qs (Y ), depending on the overall rapidity
of the reaction, at which the unitarity bound is reached by the BFKL evolution of the amplitude.
The problem we want to address here is the characterization of the gluon-momentum distribution near saturation. This study may help analyzing the color glass condensate (CGC) which
has been proposed [4] as a description of the QCD phase at full saturation. As we shall see, our
aim in the present paper is to fully understand the spectrum of transverse momentum fluctuations
among the gluons which are generated by the BFKL evolution in rapidity, near saturation.
Indeed, one of the major recent challenges in QCD saturation is the problem of taking into
account the rle of fluctuations which are present in the BFKL evolution, i.e. in the dilute regime.
E-mail address: pesch@spht.saclay.cea.fr (R. Peschanski).
1 URA 2306, unit de recherche associe au CNRS.
doi:10.1016/j.nuclphysb.2006.03.013
R. Peschanski / Nuclear Physics B 744 (2006) 8095
81
Quite surprisingly, the fluctuations in this region modify the overall approach to saturation by a
mechanism which has been understood as the formation of traveling-wave solutions of nonlinear
differential equations. If at first one neglects the fluctuations (in the mean-field approximation),
the effect of saturation on a dipole-target amplitude is described by the nonlinear Balitsky
Kovchegov [5] (BK) equation, where a nonlinear damping term adds to the BFKL equation.
As shown in [6], this equation falls into the universality class of the Fisher and Kolmogorov
PetrovskyPiscounov (F-KPP) nonlinear equation [7] which admits asymptotic traveling-wave
solutions of pulled-front type [8]. In the QCD case, this means that they are driven by the
gluons of higher momentum. Hence the overall behavior of the solution is driven by the highmomentum tail, which is precisely in the dilute domain of the BFKL regime, far from the range
which is dominated by saturation. The exponential behavior of the BFKL evolution quickly enhances the effects of the tail towards a region where finally the nonlinear damping regulates both
the traveling-wave propagation and structure.
In these conditions it was realized, for pulled-front traveling waves [9] and in QCD [10], that
the fluctuations inherent of the dilute regime may have a surprisingly large effect on the overall
solution of the nonlinear equations of saturation. Indeed, a fluctuation in the dilute regime may
grow exponentially and thus modify its contribution to the overall amplitude. Hence, in order
to enlarge our understanding of the QCD evolution with rapidity, it seems important to give a
quantitative description of the fluctuation pattern generated by the BFKL evolution equations for
the set of cascading dipoles (and thus gluons) near saturation, which is the goal of our paper. We
shall work in the leading order in 1/Nc , where the QCD dipole framework is valid [11,12].
The equations for the generating functionale of moments of the QCD dipole distributions
have been derived already some time ago [11] and they have been used in instructive numerical
simulations of oniumonium scattering [13] and also applied recently in diffractive and nondiffractive deep-inelastic scattering [14]. However, to our knowledge, a thorough investigation of
their solutions for the pattern of dipoles or equivalently for the event-by-event properties of gluon
transverse momenta has not yet been considered. We will provide an answer to this question in the
QCD dipole approximation (and moreover in the diffusive approximation of the 1-dimensional
BFKL kernel, see further on), and the results appear quite rich already within this approximation
scheme. Many aspects we find show universality features and thus are expected to be valid also
in the dipole framework beyond the approximations (going beyond the dipole approximation is
still a conceptual challenge [15]).
The strategy of the present paper is to determine the structure of the event-by-event gluon
transverse-momentum distributions. In the present paper, and as a first step towards a more complete solution, we will simplify the problem, focusing on modeling the QCD gluon cascading
using the diffusive approximation of the BFKL kernel and aiming at a quantitative understanding of the transition-to-saturation phase within this scheme.
We show that one can build a mapping between the energy evolution of the set of gluon momenta (in the 1-dimensional approximation) and the time evolution of directed polymers on a
tree with disorder. This is obtained through the matching of the partition function of the polymer problem with a related event-by-event physical quantity defined from the cascading gluon
process. Then we use the relation between the cascading evolution around the unitarity limit of
the amplitude and the saturation mechanism to find that a spin glass structure of the gluon phase
space exists at saturation, in direct analogy with the low-temperature phase of the directed polymers. We then derive the physical consequences of the spin-glass phase for the distribution of
gluon transverse momenta at saturation in our model of cascading.
82
The plan of our study is the following. In Section 2, we shall recall the main ingredients
of the rapidity evolution of the cascading dipoles and gluon-momentum distributions as driven
by the BFKL evolution in the 1-dimensional and diffusive approximations. In Section 3, we
introduce the mapping between the cascading of gluons and the propagation of directed polymers
on random trees. In Section 4 we recall the nontrivial properties of the directed polymer problem,
characterized by a spin-glass transition at low temperature. In Section 5, we provide a check of
the consistency of the gluon/polymer mapping with the saturation mechanism in the mean field
approximation. In Section 6, we derive the gluon phase space properties at large rapidity from
the spin-glass features. The final Section 7 is devoted to conclusion and outlook.
2. In this section, we present some known results on the equations governing the dipole
distributions in the BFKL framework together with those concerning the saturation amplitude in
the mean-field approximation and relevant for our study.
QCD rapidity evolution
Let us start by briefly describing the QCD evolution of the dipole distributions in the Balitsky
FadinKuraevLipatov BFKL framework [11,13,14].
Formally, let us denote Zvw [Y, U ] the generating functional of moments for the N -uple
dipole-probability distributions after a rapidity evolution range Y . The dipole probabilities can
be deduced from Zvw [Y, U ] by functionally differentiating with respect to the source fields U
and then letting U 0. The evolution equation satisfied by Zvw [Y, U ] reads

Zvw
d 2 z K(v, w; z){Zvz Zzw Zvw },
(1)
Y
z
where
K(v, w; z) =
(v w)2
s Nc
(v z)2 (z w)2
(2)
is the BFKL kernel [1] describing the dissociation vertex of one dipole (v, w) into two dipoles at
(v, z) and (z, w), where v, w, z are arbitrary 2-dimensional transverse space coordinates.
From Eq. (1), we will mainly retain its physical meaning. The functionale structure of Eq. (1)
describes a 2-dimensional tree structure of dipoles in transverse position space evolving with
rapidity. Let us, for instance, focus on the rapidity evolution starting from one massive q q pair
or onium [11], see Fig. 1. At each branching vertex, the wave function of the onium-projectile
is described by a collection of color dipoles. The dipoles split with a probability per unit of
rapidity defined by the BFKL kernel (2). The BFKL rapidity evolution generates a cascade of
dipoles. Each vertex of the cascade is governed in coordinate space by the 2-dimensional BFKL
kernel (2), determining both the energy and transverse position space evolution of the cascade, as
sketched in Fig. 1. As we shall see later on, this cascading property can be converted in a similar
cascade of gluons in momentum space.
At this stage, it is interesting to note [14] the mathematical similarity of (1) with the BK
equation [5], as verified by the S-matrix element of the dipole-target amplitude S(v, w, Y ) in the
mean-field approximation. The equation is indeed formally the same if one replaces term by term
the functional Zvw [Y, U ] by the function S(v, w, Y ) representing the S-matrix element.
83
Fig. 1. BFKL cascading and saturation. The QCD branching process in the BFKL regime and beyond is represented
along the rapidity axis (upper part). Its 2-dimensional counterpart in transverse position space is displayed at two different rapidities (lower part). The interaction region is represented by a shaded disk of size 1/Q. At rapidity Y1 , the
interaction still probes individual dipoles (or gluons), which corresponds to the exponential BFKL regime. There exists
a smooth transition to a regime where the interaction only probes groups of dipoles or gluons, e.g. at rapidity Y2 . This
gives a description of the near-saturation region corresponding to a mean-field approximation, where correlations can
be neglected. Further in rapidity, Y > Y2 , other dynamical effects, such that merging and correlations appear, leading
eventually to the CGC.
Gluons in the 1-dimensional and diffusive approximation

As an approximation of the 2-dimensional formulation of the BFKL kernel (2), obtained when
one neglects the impact-parameter dependence, we shall restrict our analysis in the present paper to the 1-dimensional reduction of the problem to the transverse-momenta squared ki2 of the
cascading gluons. After Fourier transforming to transverse-momentum space, the leading-order
BFKL kernel [1] defining the rapidity evolution in the 1-dimensional approximation is known [5]
to act in transverse momentum space as a differential operator of infinite order
(l ) 2(1) (l ) (1 + l ),
= log k 2
(3)
s Nc
.
where l
and Y is the rapidity in units of the fixed coupling constant
In the sequel, we shall restrict further our analysis to the diffusive approximation of the BFKL
kernel. We thus expand the BFKL kernel to second order around some value c
1
( ) c + c ( c ) + c ( c )2 = A0 A1 + A2 2 ,
2
(4)
84
where c will be defined in such a way to be relevant for the near-saturation region of the BFKL
regime.
Within this diffusive approximation, it is easy to realize that the first term (A0 ) is responsible
for the exponential increase of the BFKL regime while the third term (A2 ) is a typical diffusion
term. The second term (A1 ) is a shift term since it amounts to a rapidity-dependent redefinition
of the kinematic variables, as we shall see.
In Eq. (4), c is chosen in order to ensure the validity of the kernel (4) in the transition region
from the BFKL regime towards saturation. Indeed, the derivation of asymptotic solutions of the
BK equation [6] leads to consider the condition
(c ) = c (c )
(5)
whose solution determines c .
This condition applied to the kernel formula (3) gives c = A0 /A2 0.6275 . . . and
{A0 , A1 , A2 } {9.55, 25.56, 24.26}. It is worth noting that a more general choice of the Ai s
can be considered for the forthcoming discussion, leaving the possibility of considering also
effective kernels [16], eventually taking into account next leading corrections and thus other
values of c .
Saturation in the mean-field approximation
As already noticed [14], the 2-dimensional BK equation describing saturation in the meanfield approximation is formally similar to (1) by substituting Z by S, the S-matrix element of the
scattering amplitude. In the 1-dimensional approximation which we will use, the BK equation
reads
Y T (l, Y ) = (l )T (l, Y ) T 2 (l, Y ),
(6)
with the same notations as in (3).

In the 1-dimensional approximation, the Fourier transform of the dipole-target scattering
amplitude T (l, Y ) is related to the unintegrated gluon distribution in the target (by a simple
convolution). Applying only the linear operator (3) to T (l, Y ) leads to an exponential increase of
the gluon density with rapidity characteristic of the BFKL regime. The damping term in Eq. (6)
is responsible for the saturation mechanism in the mean-field approximation.
There exists an already long literature on the properties of the BK equation (see, for instance,
[3,5,6]). For further purpose, we remark that many results which can be obtained from the solutions of the BK equation can already be derived from the BFKL evolution when only the linear
operator in Eq. (6) is retained. The idea [17,18] is to consider the extension of the BFKL evolution in the rapidity region when the unitarity limit is reached and assume a smooth transition to
saturation. This amounts to study the BFKL regime alongside the saturation line defined by the
saturation scale Qs (Y ) in the 2-dimensional k 2 , Y plane.
Indeed, one obtains a significant part [17,18] of the results obtained [6] by a direct derivation
of the asymptotic solutions of the BK equation. Let us list some of the most relevant results of
this approach based on the unitarity bound: The gluon momentum distribution can be derived at
high rapidity and large enough k. One finds

A0 /A2

k2
1
k2
k2
2
T (l, Y ) log
(7)
exp
log
.
A2 Y
Q2s (Y ) Q2s (Y )
Q2s (Y )
85
The saturation scale Q2s (Y ) is given by

3
log Q2s (Y ) 2 A0 A2 A1 Y
log Y + O(1).
2 A0 /A2
(8)
Furthermore, at large rapidity, the third term of (7) and the subasymptotic correction in (8) become negligible, leaving a gluon momentum distribution exhibiting geometric scaling [19]

k2
A0 /A2
T (l, Y ) T =
log ;
log Q2s (Y ) 2 A0 A2 A1 Y.
2
Qs (Y )
(9)
The asymptotic results (9) can be directly obtained from the unitarity bound applied to the solution of BFKL equation [17], while the subasymptotic results can also be obtained from the BFKL
equation, but with more care taken about the boundary conditions [18].
3. Now we introduce the mapping from the BFKL regime of QCD to the thermodynamics of directed polymers. As we have mentioned earlier, the BFKL rapidity evolution generates
a cascade of gluons [11]. Each vertex of the cascade is governed in coordinate space by the
2-dimensional BFKL kernel, determining together the energy and the transverse space evolution
of the cascade, see Fig. 1. In transverse-momentum space and within the 1-dimensional diffusive
approximation (4), we already noticed that the BFKL kernel models boils down to a branching, shift and diffusion operator acting in the gluon transverse-momentum-squared space. Hence
the cascade of gluons can be put in correspondence with a continuous branching, velocity-shift
and diffusion probabilistic process whose probability by unit of rapidity is defined by the coefficients Ai of (4).
Let us first introduce the notion of gluon-momenta histories ki (y). They register the evolution of the gluon-momenta starting from the unique initial gluon momentum k(0) and terminating
with the specific ith momentum ki , after successive branchings. They define a random function
of the running rapidity y, with 0 y Y , the final rapidity range when the evolution ends up
(say, for a given total energy). It is obvious that two different histories ki (y) and kj (y) are equal
before the rapidity when they branch away from their common ancestor, see Fig. 1.
We then introduce random paths xi (t) using formal space and time coordinates x, t, 0 t
t which we relate to gluon-momenta histories as follows:
y=
t
;
A0

log ki2 (y) xi (t) x(0) + (A0 A1 )y,
(10)
where (A0 A1 )y is a conveniently chosen and deterministic drift term, x(0) is an arbitrarily
fixed origin of an unique initial gluon and thus the same for all subsequent random paths. The
random paths xi (t) are generated by a continuous branching and Brownian diffusion process in
spacetime (cf. Fig. 2).
As we shall determine later on, the important parameter , which plays the rle of an inverse
temperature for the Brownian process, will be fixed to

2A2
=
(11)
.
A0
In fact, the relation (11) will be required by the condition that the stochastic process of random
paths describes the BFKL regime of QCD near saturation. Another choice of would eventually
86
Fig. 2. Branching diffusion model for polymers. The coordinates x1 (t) x7 (t) correspond to the random paths along the
tree in the x, t phase-space. The oblique axis is for L = x + A1 /A0 t , which takes into account the time-drift in the
mapping to the QCD problem.
describe the same branching process but in other conditions. Hence the condition (11) will be
crucial to determine the QCD phase at saturation (within the diffusive approximation).
Let now introduce the tree-by-tree random function defined as the partition function of the
random paths system
n
n

k 2 (y)
exi (t) = ex0 +A1 y i=1A yi
.
Z(t)
(12)
e 0
i=1
Using the fact that the total number of momenta in one event at rapidity y is n n
= eA0 y at
large y, (12) takes the form
Z = eA1 y k 2 (y),
(13)
1 n
2
2
where n i=1 ki (y) k (y) is the event-by-event average over gluon momenta at rapidity y
and = ex0 is an arbitrary constant. Note that one has to distinguish
, i.e. the sample-tosample average, from which denotes the average made over only one event.
Z(t) is an event-by-event random function. The physical properties are obtained by averaging various observables over the events. Note that the distinction between averaging over one
event and the sample-to-sample averaging appears naturally in the statistical physics problem in
terms of quenched disorder: the time scale associated with the averaging over one random tree
structure is different (much shorter) than the one corresponding to the averaging over random
trees.
In parallel with the statistical physics problem [20], it is convenient to introduce the generating
functional G(t, x) of its event-averaged moments Z p
, namely
1

p

G(t, x)
(14)
ex Z(t) = exp ex Z(t) = exp k 2 (y)/ 2 ,
p!
p
where
y=
t
,
A0
log 2 = x +
A1
t.
A0
The moments Z p (t)

are easily recovered by differentiation over x or log 2 at fixed t .
(15)
87
It is interesting to note the final form of (14) showing a similarity [14] with a unitary S-matrix
amplitude if is interpreted as the scale of a transverse-momentum probe, such as depicted in
Fig. 1. This similarity will be useful for the derivation of saturation properties from the BFKL
regime in the unitarity limit.
4. Now that we have established the connection (10) between the model of gluon-momenta
submitted to branching, shift and diffusion, and the random paths defined by xi (t), let us rederive
the properties of QCD gluon cascading near saturation from the point-of-view of the statistical
random-path system. For this sake, we recall the corresponding model for directed polymers on
a tree, as defined in Ref. [20].
Directed polymers on a random tree are modeled, see Fig. 2, by the time evolution of random
paths in 1-dimensional space with continuous diffusion and branching (with probability per unit
of time fixed respectively to 12 and 1, by convention).
Indeed, contemplating the definitions (12) and (14) it is straightforward to identify Z as
the sample-to-sample partition function and G(t, x) as the generating functional of its sampleaveraged moments for the model [20] of directed polymers on a random tree.
Let us list some relevant properties of the polymer problem [20].
u(t, x) 1 G(t, x) verifies the Fisher and KolmogorovPetrovskyPiscounov (F-KPP)
equation [7]
1 2 u(t, x)
+ u(t, x) u2 (t, x).

u(t, x) =
t
2 x 2
u(t, x) admits traveling-wave solutions at large time t [8]

u(t, x) u x m (t) u x c()t ,
(16)
(17)
at large x.
where the wave speed c() is governed by the initial condition u(t0 , x) ex
The range of values of c() = 1/ + /2 is boundedfrom below by c(c ) c = 2, where
the wave velocity remains fixed whenever c = 2. c and c are usually called, respectively, the critical velocity and the critical slope of the waves. In the supercritical regime
c , the wave front and its speed remain frozen and

3
m (t) = c t log t + O(1).
(18)
4
The free energy of the polymer system at equilibrium, defined by
F =

1
log Z(t) m (t),
(19)
has a frozen density F /t c for c = 2 indicating the existence of a phase

transition at c . This is related to the dynamical transition c() c in the traveling-wave
properties [8].
Introducing the tree-by-tree free energy spectrum
f (t) =

1
1
log Z(t) + log Z(t) ,
(20)
88
its probability distribution P (f ) around the average free energy F is found by deriving
asymptotic expressions for the moments [20] to satisfy
P (f ) f e
P (f ) e
2f
[(2 2)f ]
for f ,
for f ,
(21)
where we quoted only the distribution obtained for the supercritical regime c . This
means that the fluctuations of the free energy around its event average remain finite even
at asymptotic time, i.e. there is no thermodynamical self-averaging, demonstrating that the
phase transition is not similar to an ordinary liquid-gas phase transition.
The corresponding phase transition is towards a spin-glass phase characterized by a nontrivial structure in valleys or ground state minima, which can be explored quite in detail.
We shall describe this structure in the next section, since it will give, through matching
with the gluon cascading problem, a description of the gluon-momentum phase at saturation
within the diffusive mean-field scheme.
5. Let us make now the connection of the directed-polymer properties with the description
of the gluon-momentum phase near saturation.
Our aim is to study the structure of the gluon-momentum spectrum when the system reaches
saturation. We thus start with a simple initial state (e.g. an onium or one gluon) and, the rapidity
increasing, the state develops into a cascading structure of gluons governed by the model that we
assume. It consists in random tree structures generated by branching, shifting and diffusing, as
previously described. As we have discussed in introduction, the rapid exponential increase of the
number of gluons generates reinteractions which damp the exponential increase and cause the
saturation phenomenon [3].
In the simple mean-field approximation which neglects the dynamical correlations [5], the
saturation mechanism is known to be studied from the BFKL properties in the following approximation [17]. When the exponential increase of the gluon density reaches the unitarity limit of
the amplitude, the saturation effects set in. This defines a kinematical region in the k, Y plane
around the saturation scale Qs (Y ) where the BFKL regime is expected to smoothly connect
the saturation region. Indeed, this expectation has been verified for the amplitude, where many
aspects of the saturation features rigorously found [6] for the solutions of the mean field BK saturation equation have been already derived from the BFKL regime considered near the unitarity
limit [17].
We shall now try and extend this approach of saturation, which provided already valuable
results on averaged observables, to the event-by-event spectrum of gluon transverse momenta.
In other words, we study momenta of the order of the saturation scale, i.e. ki2 = O(Q2s ). This
is nothing else than the neighborhood of the kinematic region where universal traveling-wave
asymptotic solutions of the BK equation exist [6]. We thus expect from the studies of Ref. [6]
that the properties we shall derive will be independent of initial conditions (provided they are
leading to a supercritical regime), of the precise form of the kernel (beyond the diffusive approximation) and even of the precise form of the nonlinearities [8].
A comment of caution is nevertheless in order here, concerning the domain of validity of our
approach. The properties in the region of smaller momenta ki /Qs 1 will probably depend
more on the specific structure of the BFKL kernel beyond the diffusive approximation while the
region with ki /Qs 1 will keep the memory of the initial conditions. They should require a
different treatment, which is not included in our present work and deserves later study.
89
Inserting the QCD definitions (13) in (19) for observables after a final rapidity evolutionrange Y (or t in time) gives

log k 2 log Z
log A1 Y = m ( t) A1 Y log

A2
3
=2
(22)
A0 Y log Y A1 Y + O(1) log Q2s .
A0
4
The second line of Eq. (22) is obtained by identifying the inverse temperature with its value
defined by the relation (11). This is the condition to verify k 2 Q2s , the identification coming
from formula (8). This condition is crucial to check the main saturation property that the sample
averaging gluon momentum stays at the value of the saturation scale. Hence, the relations (22),
important for the QCD saturation problem, determines the equivalent temperature of the polymer
system. Starting from (4) and (11), the inverse temperature obtains = 1/ 2.25 > c = 2,
hence larger than the critical value. As a consequence, we are led to consider and study the lowtemperature phase of the equivalent random-path system in order to get information on the QCD
phase of gluons near saturation.
As a further check of the validity of the random cascading model in the unitarity limit
region, where the average momentum is consistently found to be determined by the saturation
scale, let us discuss the distribution around the average.
The event-by-event mean momentum k 2 at rapidity Y can be read off from Eq. (20) as being

k 2
2A2
log
(23)
f (A0 Y )
f ( T ) =
A0
Qs (Y )2
and, from the first line of (21), when ef k 2 /Q2s (Y ) is large, its probability distribution is
given by
2
2
2

k
A0
k
k
P log
(24)
log
log
exp
.
2
2
A2
Qs
Qs
Q2s
By comparison with formula (9), the interpretation of Eq. (24) is clear. The probability law (24)
for the event-by-event partition function coincides with the gluon distribution in the saturation
region and follows geometric scaling. This gives the confirmation, through the properties of
the directed polymers, that the gluon-cascading model near the unitarity limit gives the correct
saturation scale and gluon distribution. In mathematical terms, this comes from the fact that
the equation for the generating function of moments for the model (16) is in the same (F-KPP)
universality class than the BK equation [6].
Both properties (22), (24) prove the consistency of the model with the properties expected
from saturation. We shall then look for other properties of the cascading gluon model. It is important to realize that this consistency fails for any other choice of the parameter different
from (11). This justifies a-posteriori the identification of the equivalent temperature of the system in the gluon/polymer mapping framework.
6. Let us now come to the main topics concerning the determination of structure of the
gluon-momentum phase at saturation in the diffusive model.
The striking property of the directed polymer problem on a random tree is the spin-glass
structure of the low temperature phase. As we shall see this will translate directly into a specific
90
Fig. 3. The clustering structure. The drawing represents the s1 s4 clusters near momenta ks1 ks4 . They branch either
near t 1 or ( t t) 1, where t is the total amount of time evolution.
clustering structure of gluon transverse momenta in their phase near the unitarity limit. Let us
divide the discussion in a few subsections.
(i) The equivalent temperature. Following the relation (11), one is led to consider the polymer
system at temperature T with
Tc T
c
1
= 1 c ,
Tc
(25)
where c is the critical exponent. We are thus naturally led to consider the
low-temperature phase
(T < Tc ), at some distance Tc T from the critical temperature Tc = 1/ 2. In the language of
traveling waves [8], this corresponds to a pulled-front condition with frozen and universal
velocity and front profile.
(ii) The asymptotic phase landscape. As derived in [20], the phase space of the polymer
problem is structured in valleys which are in the same universality class as those of the random
energy model (REM) [21] and of the infinite range SherringtonKirkpatrick (SK) model [22].
Translating these results in terms of gluon momenta (in modulus), the phase space landscape consists in event-by-event distribution of clusters of momenta around some values ks2i

1/(ni ) isi ki2 , where ni is the cluster multiplicity. The probability weights to find a cluster si
after the whole evolution range Y is defined by

2
is ki
W si = i 2 ,
i ki
where the summation in the numerator is over the momenta of gluons within the si th cluster (see
Fig. 3). The normalized distribution of weights Wsi thus allows one to study the probability distribution of clusters. The clustering tree structure (called ultrametric in statistical mechanics)
is the most prominent feature of spin-glass systems [23].
91
Note again that, for the QCD problem, this property is proved for momenta in the region of the
unitarity limit, or more concretely in the momentum region around the saturation scale. This
means that the cluster average-momentum is also such that ks2i = O(Q2s ). Hence the clustering
structure is expected to appear in the range which belongs to the traveling-wave front [6] or,
equivalently, of clustering with finite fluctuations around the saturation scale.
(iii) The overlap function. There exists in statistical physics of spin-glasses a well-known
function which reveals the spacetime structure of a spin-glass state in a quantitative way: the
overlap function [23]. Translating the definitions (cf. [20]) in terms of the QCD problem, one
introduces the overlap between two final gluon momenta ki and kj , using their histories ki (y)
and kj (y). We recall that ki (y) and kj (y) defined as function of the running rapidity y correspond
to the two (not always disjoint) paths histories which finally lead to the momenta ki and kj
observed at final (and large) rapidity Y .
The overlap is defined by the quantity Qij , the fraction of the total rapidity Y for which
ki (y) = kj (y), 0 Qij 1. It is a measure of the rapidity interval (time) during which they
belong to the same branch before splitting. For a given event, the probability Y(q) of finding an
overlap q can be defined by
n

1
ki2 kj2 q < Qij < q + dq ki (qY ) = kj (qY ) in [q, q + dq] ,
Y(q) dq = 2
2
{ (ki )} i,j =1
(26)
where the characteristic function restricts the sum to the pairs of momenta which where on
the same branch in the interval of rapidity [q, q + dq]. The result reads (from Ref. [20])

Y(q) dq = (q 1)Y + (q)(1 Y) (q 1)
(27)
Ws2i + (q) 1
Ws2i ,
si
si
where Y = si Ws2i is an event-by-event indicator of the strength of clustering.

The result (27) means that, in the thermodynamical limit, the gluon momenta branch effectively either near y = 0 or near y = Y for asymptotic Y , see Fig. 3. Hence the microscopic
branching structure of the model of Fig. 2 at finite y, occupies only a vanishing (when Y ,
i.e. in the thermodynamical limit) fraction of the rapidity evolution, either at the beginning or at
the end but not in the middle nor for a finite fraction of the asymptotic rapidity.
The probability distribution of overlaps (Y) is identical to the one of the REM and SK
models and shares many qualitative similarities with other systems possessing a spin-glass phase
[24,25]. Being quite nontrivial analytically, it is more easily defined by its moments

(1)n+1 Tc /T
=
(2)(n )

d n1
d n log g()
d n
for n 1 < < n,
(28)
with (see [24,25])

g() =
0

2
dv v T /Tc 1 1 evv .
(29)
92
Fig. 4. The probability distribution of overlaps (Y). The figure (the simulation is by courtesy from [28], using the
method of Ref. [25]) is drawn both for the theoretical QCD value c = 0.7, and for c = 0.3 for comparison. The statistics
used for the simulation is 108 events in 103 bins for c = 0.3 and 3.25 106 events in 102 bins for c = 0.7.
The overlap distribution depends only on T /Tc , which confirms its high degree of universality.
One finds, in particular, Y
= 1 T /Tc , which is the average probability of having overlap 1,
while T /Tc is the probability of overlap 0.
The rather involved probability distribution (Y) is quite intriguing, as obtained by inversion
of moments Y
[24,25]. It possesses a priori an infinite number of singularities at Y = 1/n, n
integer. It can be seen when the temperature is significantly lower from the critical value, see
for instance the curve for 1 T /Tc = 0.7 in Fig. 4. However, the predicted curve for the QCD
value 1 T /Tc = 0.3 is smoother and shows only a final cusp at Ws = 1 within the considered
statistics. It thus seems that configurations with only one cluster can be more prominent than the
otherwise smooth generic landscape. However, it is also a fuzzy landscape since many clusters
of various sizes seem to coexist in general.
(iv) The cluster distribution. The sample-to-sample distribution of valleys can
be explicitly computed by a generalization of the overlap function [24,25] to any power , Wsi , which
translates into a well-defined distribution of cluster-weight probability. For instance one determines:
(W ) =
W c 1 (1 W )c 1
,
(c )(1 c )
(W1 , W2 ) = c
(W1 W2 )c 1 (1 W1 W2 )2c 1
(1 W1 W2 ),
(2c ) 2 (1 c )
(W1 , W2 , . . . , Wp )
p
= c (p)
p

p

(W1 W2 Wp )c 1 (1 1 Wi )pc 1
W
i ,
(pc ) p (1 c )
1
(30)
93
for, respectively, the average number (W ) of clusters of weight Wsi W , the average number
of pairs (W1 , W2 ) of clusters in the same event with weights Wsi W1 , W2 , and more generally
(W1 , W2 , . . . , Wp ) the average number of p-uples of clusters with weights Wsi W2 , . . . , Wp .
It is interesting to note that smaller is c = T /Tc , smaller is the probability to find Ws 0, i.e.
no clustering, and higher is the probability for having one big cluster Ws 1. As an illustration,
the phenomenological value c 0.3 leads to a more pronounced clustering structure than the
BFKL value c 0.6. The sharp structuration in clusters expected for small c can already be
seen in the overlap distribution of Fig. 4.
7. Let us summarize the main points of our approach. We investigated the landscape of transverse momenta in gluon cascading around the saturation scale at asymptotic rapidity. Limiting
our study to a diffusive 1-dimensional modelization of the BFKL regime of gluon cascading,
we make use of a mapping on a statistical physics model for directed polymers propagating
along random tree structures at fixed temperature. We then focus our study on the region near
the unitarity limit where information can be obtained on saturation, at least in the mean-field approximation. Our main result is to find a low-temperature spin-glass structure of phase space,
characterized by event-by-event clustering of gluon transverse momenta (in modulus) in the
vicinity of the rapidity-dependent saturation scale. The weight distribution of clusters and the
probability of momenta overlap during the rapidity evolution are derived.
Interestingly enough the clusters at asymptotic rapidity are branching either near the beginning (overlap 0 or y/Y 1) or near the end (overlap 1 or 1 y/Y 1) of the cascading
event. The probability distribution of overlaps is derived and shows a rich singularity structure.
Phenomenological and theoretical questions naturally emerge from this study.
On a phenomenological ground, it is remarkable that saturation density effects are not equally
spread out on the event-by-event set of gluons; our study suggests that there exists random spots
of higher density whose distribution may possess some universality properties. In fact it is natural to expect this clustering property to be present not only in momentum modulus (as we could
demonstrate) but also in momentum azimuth-angle. This is reminiscent of the hot spots which
were some time ago [26] advocated from the production of forward jets in deep-inelastic scattering at high energy (small Bjorken variable). The observability of the cluster distribution through
the properties of hot spots is an interesting possibility.
On the theoretical ground, the questions arise how the pattern of fluctuations we found influence the onset of saturation and its properties, given the fact that fluctuations are of primordial
importance in the development of the whole QCD process, as we have stressed in the introduction.
First, the question arises to extend the study to the full BFKL kernel (3), and in two dimensions, as given initially by Eq. (1). Universality properties of the solutions of the BK equations
in the traveling-wave formalism [6] and in the 2-dimensional case [27] would encourage such
a generalization. However, some care must be taken of the potential problems which can arise
from an event-by-event description of the cascading regime. The suggestion is [28] to formulate
the problem directly in the full 2-dimensional position space, for which the gluon cascading and
the unitarity constraints are well defined. Some preliminary numerical results are encouraging.
Second, it would be instructive to incorporate the pattern of fluctuations we found in the
calculation of the contribution of Pomeron loops to the scattering amplitude. The Pomeron loops
are found to be important to consider and are the subject of many studies (see, e.g. [10]). The
Pomeron loops are obtained by merging the splitting of cascading gluons of the projectile with
94
the merging in the target. We think that the spin-glass structure of the cascading gluons could
lead to useful hints for dealing with the Pomeron loops.
In conclusion, we think that the already rich structure of the phase space landscape of gluon
clusters found with the diffusive model of gluon cascading opens an interesting way towards
a deeper understanding of the QCD phase in the saturation regime and could lead to a deeper
description the color glass condensate.
Acknowledgements
I would like to thank Edmond Iancu for inspiring and stimulating remarks and Cyrille Marquet and Gregory Soyez for many fruitful suggestions and a careful reading of the manuscript.
Special thanks are due to Gregory Soyez for providing the simulation of Fig. 4. I am indebted to
B. Derrida for his seminal work on traveling waves, directed polymers and spin glasses.
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Large N orbifold field theories on the twisted torus

C. Hoyos
Instituto de Fsica Terica UAM/CSIC, Facultad de Ciencias, Cantoblanco, 28049 Madrid, Spain
Abstract
We study the planar equivalence of orbifold field theories on a small three-torus with twisted boundary
conditions, generalizing the analysis of [J.L.F. Barbn, C. Hayos, JHEP 0601 (2006) 114, hep-th/0507267].
The non-supersymmetric orbifold models exhibit different large N dynamics from their supersymmetric
parent counterparts. In particular, a moduli space of Abelian zero modes is lifted by an O(N 2 ) potential in the daughter theories. We also find disagreement between the number of discrete vacua of both
theories, due to fermionic zero modes in the parent theory, as well as the values of semiclassical tunneling
contributions to fermionic correlation functions, induced by fractional instantons.
1. Introduction
Although there have been considerable advances in the strong-coupling description of gauge
theories since their formulation, this remains an unresolved matter.
A line of attack to this problem has been to analyze related systems with simpler dynamics.
Specially successful has been the study of supersymmetric theories, that in some cases can be
solved exactly. However, the applicability of the methods employed usually relay on supersymmetry and cannot be used safely for non-supersymmetric theories. A different and older approach
is t Hoofts large N expansion [1], where each term in the expansion is non-perturbative in the
coupling constant. Although it gives a good qualitative description of many features of strongly
coupled gauge theories, extracting quantitative results for realistic theories has been demonstrated to be a difficult task.
Recently, a new combination of both lines has been proposed under the name of planar
equivalence [2]. Starting from a supersymmetric theory, called parent, it is projected to a nonE-mail address: c.hoyos@uam.es (C. Hoyos).
doi:10.1016/j.nuclphysb.2006.03.027
C. Hoyos / Nuclear Physics B 744 (2006) 96120
97
supersymmetric theory, called daughter, so that they are equivalent in the large N limit. The
projections are inspired in string constructions and they are named after orbifolds [3] and orientifolds [4]. Orbifold projection relates a N = 1 SU(kN ) supersymmetric gauge theory with
a (SU(N ))k gauge theory with fermions in bifundamental representations under two adjacent
gauge group factors. Orientifold projection relates a N = 1 SU(N ) supersymmetric gauge theory
with a SU(N ) gauge theory with fermions in two-index symmetric or antisymmetric representations. For these theories, planar equivalence has been proved at the perturbative level, and
there are formal proofs of exact equivalence [5,6]. A remarkable example of this program is the
computation of the quark condensate in terms of N = 1 gaugino condensate using orientifold
theories [7]. Further works on finite N computations in orientifold theories using string duals
can be found in [8]. Theories with other possible representations of fermions and their planar
properties are studied in [9].
Although the results are encouraging, the exact equivalence is not completely established,
specially for orbifold theories, that have been the subject of much discussion [1014], although
there are also some concerns about orientifold theories [14]. We want to clarify this point by
studying these theories in a dynamically controlled regime, where we can analyze the behavior
of both parent and daughter theory and compare them. In order to do that, we will introduce them
in a small spatial torus R T3 , where the theory is in a weak coupling regime, so perturbative and
semiclassical methods can be used. The first analysis of planar equivalence using finite volume is
[13], where a single spatial direction was compactified in a circle. It was shown that the dynamics
of the orbifold daughter breaks down planar equivalence for small enough radius, because the
sector where it would hold becomes tachyonic. However, it is not clear that this will remain true
when the circle is decompactified. The extension to a total compactification of space was made in
[14]. In this case non-trivial flat connections in the torus are zero modes that generate a moduli
space. In the small volume limit, zero modes control the dynamics of the theory, so we can
concentrate on the study of the moduli space. In principle, quantum corrections can generate a
potential of order O(N 2 ) over the moduli space, but supersymmetry guarantees that a potential is
not generated. Planar equivalence boils down to the vanishing of the daughter effective potential
to O(N 2 ), but it is shown that this is violated locally at some points of the moduli space due
to non-linear effects, although it is satisfied on the average. Also, the O(N) potential makes the
physics of parent and daughter moduli space very different. It seems that the signals of a possible
failure of planar equivalence are a consequence of having scalar degrees of freedom that arise
when we compactify the theory, and that their effects may disappear when we go to the infinite
volume limit. Then, it is interesting to get rid of the moduli space in order to avoid this problem.
This can be done using twisted boundary conditions, that will constitute the frame of this paper.
Orbifold theories are invariant under a global ZN group of symmetry, the center, that can
be used to introduce twisted boundary conditions and lift most or all of the non-Abelian moduli space. Orientifold theories are invariant only under a Z2 center group, that is not enough to
significantly change the moduli space. For this reason, this paper will concentrate on orbifold
theories. Twisted boundary conditions will allow the construction of a precise mapping of topological sectors between parent and daughter, so we can compare the vacuum sectors. Moreover,
we will be able to compare fermionic correlation functions induced by tunneling between vacua
in each theory. Ordinary instantons can contribute to such quantities, but they are not useful to
answer questions about planar equivalence because their semiclassical contributions vanish exponentially in the N limit. The reason is that their action scales as Sinst = 8 2 N/gt , where
2 N is the t Hooft coupling. However, when twisted boundary conditions are introduced,
gt = gYM
new vacua and configurations associated to tunneling appear. This new class of tunneling con-
98
figurations can give a non-vanishing contribution to fermionic correlation functions, since their
action scales as a fractional instanton Stun = 8 2 /gt .
The outline of the paper is as follows. In Section 2 we introduce twisted boundary conditions
and show how they can be used to make a complete map between different gauge bundles of
parent and daughter theory. In Section 3 we use this map to describe and compare vacuum states
of both theories. In Section 4 we extend the analysis to include effects induced by tunneling.
Finally, we give a geometrical interpretation in terms of bound states of D-branes and conclude.
2. Embedding of the orbifold theory
We are interested in finding the map between physical configurations of parent and daughter
theories relevant for planar equivalence. According to [5], we should compare the vacuum sectors
of both theories. However, this is a difficult task, specially for the daughter theory, because we
cannot use perturbation theory and we do not have non-perturbative effects under control in the
IR limit. In order to avoid these problems, we introduce parent and daughter theories in a small
finite volume. This has been an extensively used tool to study asymptotically free gauge theories,
since they are in a weak coupling regime where perturbative and semi-classical methods are
applicable.
The orbifold theories that we are considering have a (U (N ))k gauge group and Weyl fermions that transform as the bifundamental representation (Ni , Ni+1 ) of two adjacent gauge groups.
These theories can be obtained from a N = 1 U (kN ) supersymmetric gauge theory after performing an orbifold projection.
1
0
A
1,2
2
..
..
A
.
.
A
(2.1)
,
..
0 k1,k
.
k,1
0
Ak
in general, when summing over different orbifold components Ai , i,i+1 , we will always assume
that indices are defined modulo k. For this kind of theories, it has been proved that parent and
daughter planar diagrams give the same result, if the coupling constants of both theories are
related by kgp2 = gd2 .
We should point that the gauge group of the daughter theory is a subgroup of the gauge group
of the parent theory of the same rank. This is quite useful if we try to establish a map between
both theories. For instance, every representation of the parent theory has a unique decomposition
in representations of the daughter theory. Notice that if we ignore Abelian groups in the daughter
theory, the rank would be different. We will see that Abelian groups play a relevant role in the
mapping. We will ignore only the diagonal U (1) group of the daughter theory, that maps trivially
to the Abelian part of the parent group. All fields are uncharged under these groups, so they
decouple trivially.
2.1. Twisted boundary conditions in the torus
Twisted boundary conditions were introduced by t Hooft [15] and successfully applied by
Witten to study supersymmetric theories [16,17]. The topics we review briefly here can be found
more thoroughly studied in these references. An extensive classical analysis of twisted boundary
conditions in T4 can also be found in [18].
99
When we compactify a gauge theory in a three-torus R T3 , we have some freedom to specify

the boundary conditions of the fields on the sides of the torus. For a SU(M) gauge group, the
fields must be periodic up to gauge transformations. In order to be in a configuration with zero
field strength, the gauge transformations on each side must commute. We can always change
the boundary conditions by making gauge transformations and redefining our field, so all these
configurations are equivalent. In particular, all can be reduced to the case with trivial periodic
boundary conditions, where there are zero modes for the gauge fields given by constant Abelian
connections.
For the theories we are interested, the fields are invariant under a discrete subgroup of the
gauge group, that we call the invariant center. For instance, for a (supersymmetric) SU(M) gauge
theory, the center is ZM . As a consequence, we can consider our theory as a SU(M)/ZM theory
and impose non-trivial boundary conditions on the fields. The fields are periodic up to a gauge
transformation, but now the transformations on each side need to commute only up to an element of the center. Therefore, for each side we can give an element of the center that defines
non-equivalent boundary conditions. The information is encoded in the so-called magnetic flux
m,
which is a three-vector of integers defined modulo M. Formally, we are constructing gauge
bundles of different topology, using the mapping between non-trivial one-cycles of the group
SU(M)/ZM to the torus. Since in general we cannot reduce these configurations to the trivial
case, there are no zero modes for gauge fields.
Imagine that we are in a sector of definite magnetic flux, and we choose to work in the
A0 = 0 gauge. This gauge only fixes time-dependent transformations. When we make a timeindependent gauge transformation, it has to satisfy the same boundary conditions as the fields,
up to an element of the center. Then, we can introduce an element of the center for each direction
that characterizes the twisted gauge transformation. We can group them in a single three-vector
k of integers. Twisted gauge transformations are not continuously connected to the identity, so
physical states do not need to be invariant under them. As a matter of fact, each time we make a
twisted gauge transformation we can reach a different sector of the Hilbert space. Using Fourier
transformation, we can build states invariant under the action of a twisted gauge transformation,
labelled by the electric flux e, a three-vector of integers defined modulo M.
The information carried by electric and magnetic flux can be encoded in a single quantity n ,
the twist tensor, that emerges when we study gauge bundles in an Euclidean T4 . As in T3 , we
use gauge transformations to glue the sides of the torus. The gauge transformations on the sides
and must commute up to an element of the center given by exp(2in /M).

2i
(, x + l )(, x) = exp
(2.2)
n (, x + l )(, x).
M
The twist tensor is an antisymmetric tensor of integers defined modulo M. It is related to
electric and magnetic flux in a similar way as electric and magnetic components are related to
field strength
nij = ij k mk ,
n0i = ki .
(2.3)
In general, the Euclidean gauge bundles will have a curvature. In this case, the action does not
vanish, but it has a minimum value given by the Pontryagin number or topological charge. Usually, contributions from ordinary instantons are considered. They come from bundles associated
to the wrapping of the gauge group over a S 3 . Then, this contribution is an integer known as the
winding number. For gauge bundles associated to the torus, the contribution to topological charge
can be fractional, because we are using a representation that is not faithful for SU(M)/ZM . In
100
the sector of zero winding number, the topological charge is given by
1
1
1
tr F (x)F (x) d 4 x =
n n = k m

Q=
2
4M
M
16
(2.4)
T4
where A = (1/2) A .
2.2. Twisted boundary conditions and orbifold theories
The parent theory is a SU(M) supersymmetric gauge theory with M = kN . All the previous
discussion can be applied directly to this case. In order to study the relation between parent and
daughter theories in this setup, we follow the construction that t Hooft used to find self-dual
solutions of fractional topological charge [19], called torons, and generalize it to our case. The
analysis is made in the Euclidean T4 .
We split rows and columns in k diagonal boxes of N N size. Then, we work in the subgroup
(SU(N ))k U (1)k1 SU(kN ), which is the orbifold projection on the gauge sector. If we had
considered only a (SU(N ))k theory, without the Abelian part, then the possible bundles in the
daughter theory would have been characterized by a ZN diagonal subgroup of (ZN )k . This is so
because of the fermions in the bifundamental representations. If twist tensors of different SU(N )
groups were different, boundary conditions for fermions will not be consistent, according to (2.2).
However, Abelian fields can be used to absorb extra phases and enlarge the number of possible
bundles. This will be evident in our construction.
Let i , i = 1, . . . , k be the U (1) generators

i = 2 diag N 1N , . . . , N(k 1)1N , . . . , N 1N ,
(2.5)
where N(k 1)1N is located at the ith position and
1N denotes the N N identity matrix. Note
that only k 1 generators are independent, since ki=1 i = 0.
Define the following twist matrices

2i
ii
Vi Wi = Wi Vi exp
(2.6)
+
.
kN
kN 2
All other pairs commute. Notice that although Vi and Wi are matrices defined in principle to
make a SU(kN ) twist, in fact the terms in the exponent are such that the non-trivial twist is made
only over the ith N N box. A possible representation is

Vi = diag 1N , . . . , PN(i) , . . . , 1N ,

(i)
Wi = diag 1N , . . . , QN , . . . , 1N ,
(2.7)
(i)
(i)
where QN and PN are the SU(N ) matrices of maximal twist PN QN = QN PN e2i/N associated to the ith gauge group.
Let us try the ansatz
k

k

ai bi

i
(, x) =
(2.8)
Vi Wi
i
x / l ,
exp i
i=1
i=1
i are arbitrary integers. i is an

where summation over is understood. The numbers ai , b
antisymmetric real tensor which will be associated to the Abelian fluxes that are necessary to
cancel out phases in the case of non-diagonal twist.
101
Inserting (2.8) in the consistency conditions (2.2) we find that

n =
k

ni ,
i
ni = ai bi ai b
(2.9)
i=1
and the k conditions

k

nj
kni

= 2kN
j =1
i
k
k

j =1

j
k

=0
(2.10)
i=1
i tensors from the ni tensors. The second equation in (2.10)

which can be used to obtain the
comes from the fact that there are only k 1 independent U (1) groups. Any other linear condition
will be valid.
This establishes a map between Euclidean bundles in parent and daughter theories, identifying
ni as the twist tensors of the daughter theory. This implies that many inequivalent twists in the
daughter theory map to the same twist in the parent. A second consequence relies on the fact that
i are constant Abelian field strengths. This implies that configurations like t Hoofts torons in
the parent theory can be mapped to Abelian electric and magnetic fluxes in the daughter, showing
that Abelian groups play a relevant role in the mapping. Generically, physically inequivalent configurations in the daughter theory, like Abelian fluxes and torons, map to the same configuration
(up to gauge transformations) in the parent theory. The map can be one-to-many, and it is given
by the possible decompositions of the parent twist tensor n (defined mod kN ) in k daughters
twist tensors ni (each defined mod N ).
A remark is in order. Although in principle we can turn on arbitrary fluxes of Abelian fields
in the daughter theory, we must take into account the presence of charged fermions under these.
Since bifundamentals correspond to off-diagonal boxes in a SU(kN ) matrix, the value of Abelian
fluxes is determined modulo N by consistency conditions of the twist. This implies that fractional
contributions of Abelian fluxes to the topological charge are determined completely by (2.10).
On the other hand, integer contributions to the topological charge in the parent theory can map
to non-Abelian instantonic configurations, Abelian fluxes of order N or a mixture of both. Since
the energy of this kind of configurations is a factor N larger than fractional contributions, they
are irrelevant in the large N limit and we will not worry about them anymore.
We can be more precise with the map of Abelian configurations. The U (1) groups under
consideration follow from the decomposition of SU(kN ) gauge connections in boxes A =
diag(A1 , . . . , AN
) so that U (1) connections are given by
Bi = tr Ai tr Ai+1
,
(2.11)
where i = 1, . . . , k 1. Then, following [20], we can relate topological invariants of Abelian

i be the field strength
groups of the daughter theory to the twist tensor of the parent theory. Let F
of the ith Abelian group. We have the following topological invariants
1
i
i
c
(2.12)
=
,
dx dx tr F
2
given by the integral of the first Chern class over non-contractible surfaces of the torus and
i i 4
1
Qi =
(2.13)
tr F
F d x,
2
16
T4
102
which is the Pontryagin number and it is related to first and second Chern classes. We can relate
i (mod N ) will be a twist tensor n
Qi to the topological charge of the parent theory, while c
i
for the SU(N ) SU(kN ) subgroup of gauge connection Ai Ai+1
B . It contributes to a
fractional topological charge through (2.4).
3. Vacuum structure
We have been able to construct a map between configurations of both theories, showing that
they are physically inequivalent, although this is not a surprise. As a matter of fact, we are
interested only in large N equivalence. According to [5], planar equivalence will hold nonperturbatively in the sector of unbroken Zk orbifold symmetry. The necessary and sufficient
condition is that operators related by orbifold projection, and invariant under orbifold transformations, have the same vacuum expectation values. Therefore, it is enough to check the vacuum
sector. In infinite volume it is argued that large N equivalence does not hold for k > 2 because
of spontaneous breaking of orbifold symmetry by the formation of a gaugino condensate in the
parent theory [11]. For k = 2 the condensate does not break orbifold symmetry and the question
remains open. In finite volume in principle there is no spontaneous breaking, so any failure of
large N orbifold equivalence must show itself in a different way. In the following analysis we
will restrict to the sector of vanishing vacuum angles for simplicity.
3.1. Ground states in the daughter theory
We will start by comparing the bosonic sector of ground states of parent and daughter theories
in a three-torus. The first question we can ask ourselves is what are the relevant configurations
we must consider. We assume that the orbifold projection has been made at a scale of energy
much larger than the typical scale of the torus 1/ l. At this point, all the coupling constants
of the orbifold theory are equal. The running of coupling constants of non-Abelian groups is
given at leading order by the renormalization group of the parent theory, by perturbative planar
equivalence. However, the running for Abelian groups is different since they are not asymptotically free. As a matter of fact, the coupling constants of Abelian groups will be smaller than the
coupling constants of non-Abelian groups in our torus, and the difference will increase with the
volume. We can now consider what are the contributions to energy of Abelian configurations,
that depend on electric (Ei = 0i ) and magnetic (Bi = ij k j k ) fluxes as

H=

1
e2 (l) 2
2
E + 2 B .
2
2e (l)
(3.1)
T3l
In the quantized theory B2 acts as a potential, while E2 plays the role of kinetic energy.
We see that the magnetic contribution is proportional to the inverse of the coupling, so the
ground states of the theory will be in the sectors of zero Abelian magnetic flux. From (2.9), this
forces us to introduce equal magnetic flux on all non-Abelian gauge factors,
m
p = km
d,
(3.2)
where m
p(d) is the magnetic flux in the parent (daughter) theory. This kind of boundary conditions preserve the orbifold symmetry of interchanging of SU(N ) groups.
103
The twist of the daughter theory is determined by a ZN diagonal subgroup. The elements of
this group are actually equal to the elements of a ZN subgroup of the center of the parent theory

diag 1, e2il/N , . . . , e2il(N 1)/N .
Zl =
(3.3)
k
We are now interested in imposing twisted boundary conditions in the daughter theory such that
the moduli space of non-Abelian gauge groups is maximally lifted. We can introduce a unit of
magnetic flux in the same direction for each of the gauge groups, so we are performing a maximal twist of the theory and thus lifting all the non-Abelian moduli space. However, the kind of
boundary conditions we are imposing does not prevent the existence of constant connections for
Abelian groups. Bifundamental fermions are charged under these U (1) groups, so it is not possible to gauge away constant connections. Moreover, they become periodic variables. Therefore,
the Abelian moduli space of the daughter theory is a (k 1)-torus (for each spatial direction).
In the A0 = 0 gauge we have freedom to make gauge transformations depending on spatial
coordinates. Abelian gauge transformations must be such that they compensate the phases that
can appear on fermionic fields if we make twisted gauge transformations that are not equal for
all non-Abelian gauge groups. Only transformations with k m
= 0 mod N lead to a different
vacuum, so there are N k possible non-Abelian vacua. The total moduli space consists on N k
disconnected T3(k1) tori. The Abelian part of the vacuum is a wavefunction over the torus.
In our setup, orbifold symmetry is preserved in the vacua that are reached by twisted gauge
transformations of the same topological class for all non-Abelian gauge groups. For these,
Abelian gauge transformations are trivial. In Section 3.5 we will see that these vacua are dynamically selected by the physics on Abelian moduli space.
3.2. The mapping of vacua
We would like to study planar equivalence in a physical setup that is equivalent for the parent
theory. From (3.2) this corresponds to the introduction of k units of magnetic flux in the same
direction as in the daughter theory. In this case we can reach N disconnected sectors making
twisted gauge transformations. We would like to see how these vacua can be mapped to the
orbifold-preserving vacua of the daughter theory. In order to do that, we should be able to construct the operators associated to twisted gauge transformations in the daughter theory from the
corresponding ones in the parent theory. A second condition is that we should be able to identify
the moduli spaces of both theories.
Let us examine the first condition. Suppose that we introduce k units of magnetic flux in the
x3 direction in the parent theory:
A (x1 + L, x2 , x3 ) = Vk A (x1 , x2 , x3 )Vk1 ,
A (x1 , x2 + L, x3 ) = Wk A (x1 , x2 , x3 )Wk1 ,
A (x1 , x2 , x3 + L) = A (x1 , x2 , x3 ),
(3.4)
where twist matrices must satisfy Vk Wk = Wk Vk e2ik/kN . We can go from one vacuum state
to other by making a twisted gauge transformation U , that satisfies the above conditions (3.4),
except in the x3 direction, where
U (x1 , x2 , x3 + L) = e2ik/kN U (x1 , x2 , x3 ).
(3.5)
104
A good election for the twist matrices is Vk = 1k PN , Wk = 1k QN . Moreover, we can use

the SU(k) group that is not broken by the boundary conditions to rewrite U as a box-diagonal
matrix, that can be mapped to the twisted gauge transformations of the daughter theory, if we
arrange them in a single matrix. In general, the transformations in the daughter theory will include
Abelian phases, so the map of vacua will be from one in the parent to many in the daughter.
We now turn to the second condition. The twisting is not enough to lift completely the moduli
space of the parent theory, but a torus T3(k1) remains. As a matter of fact, it is an orbifold, since
we should mod out by the Weyl group of SU(k). In the daughter theory, the Abelian moduli
space is the same, except that there are no Weyl symmetries acting on this space. However, in
the daughter theory there are discrete global symmetries associated to the permutations of factor
groups that can be mapped to Weyl symmetries of the parent theory. They do not modify the
moduli space, but we can make a projection to the invariant sector of the Hilbert space to study
planar equivalence.
There will be a wavefunction over the moduli space associated to the vacuum. In the parent
theory, supersymmetry implies that the wavefunction is constant. In the daughter theory there is
no supersymmetry, so a potential can be generated that will concentrate the wavefunction at the
minima. Another consequence of supersymmetry is that there are fermionic zero modes over the
moduli space, which give rise to more zero-energy states. We will investigate both questions in
the next sections.
3.3. Electric fluxes and vacuum angles
The vacuum states we have studied in the parent theory are generated from the trivial vacuum
= (0, 0, k) and classical gauge connec|0p
, associated to the configuration of magnetic flux m
tion A = 0, by operators that implement the minimal twisted gauge transformations on the
parent Hilbert space Up , characterized by k = (0, 0, 1) as the electric component of the twist
tensor (2.3).
|l
= Upl |0p
.
(3.6)
We can build Fourier transformed states of (3.6) that only pick up a phase when we make a
twisted gauge transformation. We must take into account that the operators associated to twisted
transformations depend on the vacuum angle p , so we restrict to a sector of the Hilbert space
with definite vacuum angle. Then,
UpN = eip 1.
(3.7)
The states we are considering are labelled by the electric flux e = (0, 0, e)
N1
1 2il (e+ p k) l
2 U |0p
e kN
|e
=
p
N l=0
(3.8)
and transform as
2i
Up |e
= e kN (e+ 2 k) |e
.
(3.9)
Notice that e must be a multiple of k, in order to be consistent with (3.7).

The theory must be invariant under 2 rotations of the vacuum angle p p + 2 . The
states (3.8) are not invariant under this transformation, but it generates a spectral flow that moves
a state to another one e e + k. In our particular case we can define a e = kep electric flux such
105
that the spectral flow acts as ep ep + 1

N1
1 2il (ep + p ) l
2 U |0p
.
e N
|ep
=
p
N l=0
(3.10)
In the daughter theory, the vacua are obtained from the trivial vacuum |0d
, associated to
magnetic fluxes m
i = (0, 0, 1) and zero classical gauge connections Ai = 0, by the set of operators that implement minimal twisted gauge transformations on the daughter Hilbert space Ui ,
characterized by ki = (0, 0, 1)
|l1 , . . . , lk
=
k

Uili |0d
.
(3.11)
i=1
We will concentrate on states that are reached by diagonal twisted transformations, so that they
are characterized by a single integer li = l, i = 1, . . . , k. Again, we can build the Fourier transformed states, taking into account that we are in a sector of the Hilbert space with definite vacuum
angles i , so
UiN = eii 1.
(3.12)
The states are labelled by electric fluxes ei

N1
k
1 2il ( ei + i i ) l
i
2
|e1 , . . . , ek
D =
e N
Ui |0d
.
N l=0
i=1
(3.13)
If we had considered transformations other than diagonal, this would be shown in the exponent,
where different combinations of electric fluxes and vacuum angles will appear. If we make a
diagonal twisted transformation, these states change as
k

Ui |e1 , . . . , ek
D = e

2i
i i
N ( i ei + 2
|e1 , . . . , ek
D .
(3.14)
i=1
If the twisted transformation is non-diagonal, there are extra phases appearing on the boundary
conditions of the fields that must be compensated by Abelian transformations, so the state will
change to a different vacuum in the Abelian sector. We can define subsectors of the Hilbert space
that are invariant under diagonal transformations and that are shifted to other sectors by nondiagonal transformations. The labels for such sectors will be given by the Abelian part, so there
will be N k1 of them.
3.4. Fermionic zero modes
Fermionic zero modes are spatially constant modes that satisfy the Dirac equation with zero
eigenvalues. In the parent theory the gaugino has k 1 zero modes
a0 = akk 1N ,
(3.15)
where a = 1, . . . , k 1 runs over the Cartan subalgebra of the unlifted SU(k) subgroup. If we
go to a Hamiltonian formulation, as in [16], they do not contribute to the energy. We can define
creation and annihilation operators for these modes: a

a and a a where = 1, 2 refers to spin
106
and a = 1, . . . , k 1 is the gauge index. Physical states must be gauge invariant. For zero modes
gauge invariance appears in the form of Weyl invariance, a discrete symmetry that stands after
fixing completely the gauge. The set of Weyl-invariant operators that we can construct with creation operators is limited to contract the gauge indices with ab . Thus, the only allowed operators
that create fermions over the gauge vacuum are powers of
U = a
a aa .
(3.16)
Fermi exclusion principle limits the number of times we can apply U over the vacuum, so the set
of possible vacua is
|0B
, U|0B
, . . . , U k1 |0B
.
(3.17)
Some remarks are in order. First, the total number of vacua in the parent theory is kN , in agreement with the Witten index. Second, U acquires a phase under general chiral transformations,
so the chiral symmetry breaking vacua of infinite volume might be constructed from appropriate
linear combinations of the states (3.17).
What is the situation in the daughter theory? The only possible candidates to give fermionic
zero modes in spite of twisted boundary conditions are the trace part of bifundamental fields.
However, those fields are charged under Abelian groups, so it is not possible to find zero modes
over the whole moduli space. We are then confronted to the same kind of concern as in [11],
the number of vacuum states is different in each theory, even in the sector of vacua that preserve
orbifold symmetry.
A necessary condition for planar equivalence to hold is that the vacuum expectation values of
orbifold invariant quantities are the same up to factors of k given by the orbifold mapping [5].
In infinite volume, this could happen only for k = 2. Otherwise, the vacua of the parent theory
spontaneously break orbifold symmetry [11]. However, in the Z2 orbifold the number of parent
vacua is twice the number of daughter vacua so planar equivalence would be true only if there
is a two-to-one mapping between vacua of parent and daughter theories. Although we cannot
establish whether such a mapping exists or not, a similar mapping for the vacua we have found
in the finite volume analysis will not work, because expectation values of operators involving
fermionic fields take a different value depending on the number of fermionic zero modes present.
Notice that this result is the same for all values of k, the orbifold correspondence does not work
even though orbifold symmetry is not broken. For instance, if we consider the operator

2inx
2inx
L
L
Op = tr a a +
(3.18)
a a (n)e
a a (n)e
aa +
n=1
n=1
we are counting the number of fermions in the state, so there is a diagonal non-vanishing contribution

0B |U l Op U l |0B
2l l,l 0B ,0B .
However, the orbifold projection of this operator

Od = tr 12 12 + +
k1 k1
(3.19)
(3.20)
will have a vanishing diagonal contribution, since there are no fermionic zero modes over the
vacuum state.
107
3.5. Potential over moduli space

We now turn to the question of whether a potential appears over the Abelian moduli space
of the daughter
theory due to quantum effects. For simplicity, we will work with U (1) fields
A = a 1/N1N . Gauge fields are uncharged, so they cannot give rise to a potential. Fermionic
fields do couple through
2
La =
N
k

+ ei a/ i ei+1a/ i+1 ai,i+1 ,
ai,i+1 /
(3.21)
i=1 a=1
where ei is the Abelian coupling. In principle ei = ei+1 = e, since all Abelian gauge groups enter
symmetrically and we have applied the renormalization group from a point where all couplings
2 N is the non-Abelian t Hooft coupling.
were equal. At that point e2 = gt /N 2 , where gt = gYM
Let us comment several aspects of the Abelian moduli space. We can scale the fields so that
the coupling constants come in front of the action. Then, when we make an Abelian gauge transformation that shifts the gauge field by a constant, the fermionic field charged under that Abelian
group picks up a phase depending on the position. For instance, if
a3i a3i+1 a3i a3i+1 + c3 i,i+1 eic3 x3 i,i+1 ,
(3.22)
eic3 l3 .
We
then, when we move a period along the x3 direction, the phase of the field changes by
conclude that the periods of the S1 components of the Abelian moduli space are 2/ l3 . Would
be twisted gauge transformations correspond to 2/N l3 translations along the S1 , although fixed
boundary conditions for charged fields imply that they are no longer a symmetry of the theory.
Since there are no fermionic zero modes with support over the whole moduli space, we can
integrate out the fermionic fields in the path integral. The regions of zero measure where fermionic zero modes have support will be localized at conical singularities of the effective potential
obtained this way.
We proceed now to give the fermionic potential. At the one-loop level, it comes from the
determinant that results in the path integral when we integrate out fermionic fields.
k

i
2
i
i+1 N
det /
+ a/ a/
Veff a = log
(3.23)
.
i=1
This potential can be computed using the methods of [21]. The result, after rescaling by the
length of the spatial torus a i a i / l, is
k

Veff a i = N 2
V a i a i+1 ,
(3.24)
i=1
where the shape of the potential is given by

1 cos(n (ai ai+1 ))
.
V a i a i+1 = 2
l
(n2 )2
4
(3.25)
nZ
Notice that the potential depends only on the differences a i a i+1 , so no potential is generated
for the diagonal U (1), only for the U (1)k1 groups coming from the non-Abelian part of the
parent group after the orbifold projection. This potential has its minima at non-zero values of the
differences, in the twisted sector. Since it is of order N 2 , it cannot be ignored in the large N limit.
108
Fig. 1. The wavefunction of the ground state is localized at the minimum of the potential in the Abelian moduli space.
A translation produced by a twisted transformation will lift the state to a configuration with more energy.
Examining more closely the potential, we can see that there is only one minimum at ai
= . Usually, wavefunctions over the moduli space are characterized by the electric flux,
that we can interpret as momentum along the moduli space. However, kinetic energy on the
moduli space is proportional to e2 (3.1), that is very small and becomes smaller as we increase
the volume. On the other hand, the effective potential is very large and does not depend on the
coupling. Therefore, the wavefunction is very localized, even for translations given by twisted
transformations, and it is more convenient to use a position representation over the moduli space.
The first consequence of all this is that if we make an Abelian twisted transformation, we are
moving the system to a configuration with more energy, see Fig. 1. Therefore, most of the vacua
of the theory are lifted. Only when we make diagonal non-Abelian twisted gauge transformations,
the system remains in a ground state. This leaves N vacua.
On the other hand, the wavefunctions over the moduli space of parent and daughter theories
are very different. The first one can be seen as a zero-momentum state, while the last is more a
position state. This suggests that in the infinite volume limit the daughter theory will fall into an
Abelian twisted configuration, breaking orbifold symmetry in that sector. Another difference is
that the ground state has a negative energy of order O(N 2 ). These results are of the same kind
as the ones found in [13,14], although in the other cases the moduli space was non-Abelian for
the daughter theory.
We have found many differences between the vacua of parent and daughter theories in finite
volume with maximal twist. We were looking to lift the non-Abelian moduli space that in previous works pointed towards non-perturbative failure of planar equivalence. We have seen that
properly taking into account the Abelian groups in the daughter theory, the situation does not
really improve. Thanks to Abelian groups we are able to map the moduli space of parent and
daughter theories, but the generation of a potential by fermionic fields in the daughter theory
makes the physical behavior of both theories quite different, although it lifts many of the unexpected non-Abelian vacua. The moduli space of the parent theory is also a problem, because it
implies that there are fermionic zero modes that generate vacua that cannot be mapped to the
daughter theory.
ai+1
109
4. Tunneling effects
We have shown that parent and daughter theories have physically inequivalent vacua in this
context due to the potential generated over the moduli space in the daughter theory and to the
mismatch of vacua. However, some quantities do not depend on the moduli space, so the wavefunction will just give a normalization factor that can be chosen to be the same. The orbifold
conjecture may still be useful to make some computations in the common vacua, up to kinematical factors.
One of the main applications of twisted boundary conditions is the computation of fermion
condensates [22] generated by tunneling between different vacua. These fermion condensates do
not depend on the moduli space and tunneling can be studied using self-dual solutions of Euclidean equations of motion. In the case where the tunneling is between vacua related by a twisted
gauge transformation, the relevant configurations are of fractional topological charge, which we
have associated to the twist tensor (2.4). Notice that to map parent and daughter theories we are
using (2.9) and (2.10). If we want to make the mapping between purely non-Abelian configurations, we should take = 0, otherwise we will be introducing self-dual Abelian fluxes in the
daughter theory. In this case, all the twist tensors in the daughter theory must be equal because
of fermions in the bifundamental representations. This implies that parent and daughter twist
tensors are proportional
np = knd .
(4.1)
Under these conditions, the fractional contribution to topological charge (2.4) by tunneling is the
same in both theories

1 d d
1 p p
n n = k n n .
Q=
(4.2)
kN
N
4.1. Tunneling in parent theory
p
In the SU(kN ) parent theory with n = 0 mod k twist, the solution of minimal charge has
Q = 1/N , k times the minimal possible topological charge of the theory. It contributes to matrix
elements of the form 0|OU |0
for some operator O. The operator U acts over the trivial gauge
vacuum |0
by making a twisted gauge transformation (3.5). We can compute this quantity using
a Euclidean path integral
1
0|OU |0
= lim
(4.3)
DA D D OE eSE .
0|OeH T U |0

T T
Q=1/N
Although we do not know the explicit Euclidean solution that contributes in the saddle point
approximation, we know what should be the vacuum expectation value of some operators. Because of supersymmetry, only zero modes contribute. There are 4k real zero modes of both
bosonic and fermionic fields. The existence of fermionic zero modes implies that the tunneling
contributes only to operators involving a product of 2k fermionic fields. In particular, there is no
contribution to the vacuum energy. Therefore,
1
ln0|eH T U |0
= 0
T T
E lim
(4.4)
110
and

k
1
1
trkN ()k lim
(4.5)
0| trkN ()k eH T U |0
=
trkN
T T
k!
which is a tunneling contribution to a 2k-fermionic correlation function. By trkN
we refer
to the value of the gaugino condensate in the parent theory. This does not mean that a gaugino
condensate is generated by these configurations, we are just referring to the numerical value of
(4.5). This is based on the use of torons to estimate the gaugino condensate [22] and on the
coincidence of the instanton measure with the measure of a superposition of torons [23]. The
factorial factor comes from considering the configuration of charge Q = 1/N as a superposition
of k equal configurations of charge Q = 1/kN .
Another peculiar fact about this configuration is that it is transformed into itself under a
Nahm transformation [24]. A Nahm transformation identifies moduli spaces of different selfdual configurations of different gauge theories in different spaces. From a stringy perspective it
is a remnant of T-duality [25].
We will use techniques developed in [26,27] for Nahm transformations with twisted boundary
conditions. Given the rank r, the topological charge Q, and the twist

0
n=
,
(4.6)
0
where = diag(q1 , q2 ), the Nahm transformed quantities are given by
p1 = N/ gcd(q1 , N),
p2 = N/ gcd(q2 , N),
s1 q1 = gcd(q1 , N) mod N,
s2 q2 = gcd(q2 , N) mod N,
Q = r/p1 p2 ,
r = Qp1 p2 ,
(4.7)
and the twist

= diag (p1 s1 )p2 Q, (p2 s2 )p1 Q .
(4.8)
Our tunneling configuration can be determined by m

= (0, k, 0), k = (0, 1, 0) for instance.
Then, we can write the twist tensor as = diag(1, k). Using (4.7) and (4.8), it is straightforward
to see that r = r = kN , Q = Q = 1/N and = = diag(1, k).
4.2. Tunneling in daughter theory
Self-dual solutions contributing to tunneling in the daughter theory do not coincide with the
projection from the parent theory, as given by (4.1). Tunneling between two adjacent vacua is
given by a configuration where each gauge factor contributes by Qd = 1/N to the topological
charge. Then, the total topological charge is Q = k/N , while the topological charge in the parent
theory is Qp = 1/N , in disagreement with (4.2).
The configurations we are using for tunneling are not related by the map we have proposed,
but notice that we are comparing semiclassical contributions of the same order, since the classical
p
Euclidean action in parent Scl = 8 2 /gp2 N and daughter Scld = 8 2 k/gd2 N theories have the same
value according to the orbifold projection kgp2 = gd2 . When we examine the moduli space of
parent and daughter tunneling configurations, we find further evidence that we are comparing
the correct quantities. The bosonic moduli space is 4k-dimensional for both theories, and the
moduli space of the daughter theory also transforms into itself under a Nahm transformation.
111
This can be seen using (4.7) for each of the gauge factors: Qd = Qd = 1/N , rd = rd = N ,
d = d = diag(1, 1).
Even using this improved mapping, disagreement emerges from fermionic fields. In the
daughter theory there is no supersymmetry in general, because fermions are in a representation
different to bosons. However, bifundamental representations of the daughter theory can be embedded in the adjoint representation of the parent theory, and this will be useful.
In order to make an explicit computation, we need a formula for the self-dual gauge configuration of fractional topological charge. We do not have an analytic expression in general, but
t Hooft found a set of solutions [19], called torons, that are self-dual when the sizes of the torus
l satisfy some relations. We will assume that we are in the good case and that, although in other
cases the relevant configurations will be different, the physics will be the same.
Torons are the solutions of minimal topological charge in a situation with maximal twist. For
a SU(N ) gauge theory, this means that Qtoron = 1/N . Therefore, they can be used in the daughter
theory, where we will have a toron for each of the non-Abelian groups. We can compare torons
to the most known self-dual solutions, instantons. Instanton solutions can be characterized by
their size, orientation in the algebra and center position. The size of torons is fixed by the size
of the spatial torus, and they have a fixed orientation along a U (1) subgroup. However, they still
have a center that can be put at any point of the torus. Therefore, the moduli space of torons is a
four-dimensional torus. An explicit expression for torons in the daughter theory in the presence
of magnetic flux in the x3 direction is
Ai =

i
3
x zi ,
2gl l
i = 1, . . . , k,
(4.9)
a , a = 1, 2, 3 are t Hoofts self-dual eta symbols [28], is a generator of a U (1)

where
SU(N ) and zi are the center positions. Notice that we have chosen to work with anti-hermitian
and canonically normalized gauge fields.
Now that we are armed with an analytic expression, we can calculate what happens with
fermions in the background of k torons. The Euclidean Dirac operator is

0
i D
,
D =
(4.10)
i D
0
+ , the
where = (12 , i ), = and i are the Pauli matrices. In a self-dual background F
square of the Dirac operator is positive definite for negative chirality fields
(i D )(i D ) = D 2 12 ,
(4.11)
while for positive chirality fields, it has a potentially negative contribution

1
+
(i D )(i D ) = D 2 12 g F
,
2
(4.12)
where = [ ] . This means that there are no fermionic zero modes of negative chirality, although there can be zero modes of positive chirality. In the supersymmetric case, where fermions
are in the adjoint representation, there are two zero modes in the background of a single toron.
The covariant derivative acting over bifundamental fields is
D i,i+1 = i,i+1 + gAi i,i+1 gi,i+1 Ai+1
.
(4.13)
112
Then, introducing (4.9) and (4.13) in (4.12), we find the operator

1
+
D 2 12 g F
2gAi (D )adj 12 + M 2 (z)2 12 ,
2
adj
(4.14)
where adj denotes that the operator is equal to the case where it acts over the adjoint representation of SU(N ). Extra contributions are given by the separation between torons of different
groups
i
i+1
i
= z
z
,
z
Ai =
i
3 zi .
2gl l
(4.15)
The coefficient of the positive mass contribution is

2 (z0i )2 + (z3i )2 (z1i )2 + (z2i )2
+
.
M 2 (z) =
4
l02 l32
l12 l22
(4.16)
The physics of fermions is clear now. When two torons of adjacent groups coincide at the same
spacetime point, there are zero modes for bifundamental fermions transforming under these
groups. Zero modes are identical to the case of adjoint representation (supersymmetric case).
When we separate the torons, the zero modes acquire a mass proportional to the distance of
separation.
Therefore, we can split the moduli space of torons Mk in sectors where a different number
of torons are coincident. We can use quiver diagrams to represent different sectors. Each node is
a toron position. Links joining different nodes represent massive fermions, while links coming
back to the same node represent fermions effectively in the adjoint representation, so they give
rise to supersymmetric contributions. The expansion will look like
Mk =
+ .
(4.17)
A sector with n adjoint links can contribute only to vacuum expectation values of quantities
involving at least n factors of the form i,i+1 i,i+1 . The contribution is determined by the expectation value of the gaugino condensate of a N = 1 SU(N ) supersymmetric gauge theory,

susy . As an example, consider the pure supersymmetric contribution

k

=
susy
(4.18)
k
i=1 trN
i,i+1 i,i+1
that receives non-supersymmetric corrections from other sectors of the moduli space, for instance

k
= k
susy
k2
i=1 trN
i,i+1 i,i+1

1
1
dA1 z1 dA2 z2 M 4 z1 z2 e2Scl tr
tr
D
/ 12 D
/ 21
(4.19)
we denote by Ai the bosonic zero modes, depending on the toron position zi . The factors M 2
come from fermionic would-be zero modes, and make the contribution to vanish in the regions of
113
moduli space where the separated toron coincide with the others. We have taken care of bosonic
and fermionic (would be) zero modes, so they have been subtracted from the computation of the

/ 1
/ 1
correlation function involving the fermion propagators trD
12 trD
21
. The classical action is
the action of the toron solution
Scl =
8 2
.
g2N
(4.20)
Coming back to (4.4), we see that there is a non-zero contribution of tunneling to energy.
When two torons are coincident, there are fermionic zero modes, so contributions to E come from
the sector of the moduli space of torons where all are separated. This contribution is completely
non-supersymmetric
k

k

i 2 i

/ i,i+1 (Ai , Ai+1 ))
i=1 det (D
i+1 kScl
E1-loop =
(4.21)
e
dAi z M z z
.
k

2
1/2
i=1 (det (Di (Ai )))
i=1
We have taken care of bosonic and fermionic (would be) zero modes, so they have been subtracted from the determinants det . With the notation we are employing, the contribution to E
will come from a ring diagram Fig. 2.
When we make the orbifold projection of (4.5), we find
k
k2 (1)

FNS + .
trkN ()k trN (1 k )2 =
susy + k
susy
(4.22)
(1)
Where the first non-supersymmetric factor FNS is the same as in (4.19), and the dots indicate
that there are more contributions from other sectors of moduli space, all involving different
non-supersymmetric factors. Notice that the orbifold mapping kgp2 = gd , implies that the renormalization invariant scales of parent and daughter theories are the same at the planar level.

8 2
8 2
= 3d
susy .
= 3 exp
trkN
3p = 3 exp 2
(4.23)
gp kN
gd2 N
As a consequence, the first term in (4.22) coincides with (4.5), up to the factorial factor, that in the
daughter theory does not appear because torons belonging to different groups are distinguishable.
So we must conclude that there are no simple relations between (4.4) and (4.21) or between
(4.5) and (4.22) although both sets of quantities are invariant under orbifold symmetry.
Fig. 2. The ring sector produces no supersymmetric factors.
114
4.3. Semiclassical dependence on the vacuum angles

The results of the previous sections can be used to analyze the dependence on the vacuum
angles when we deform the theories adding a mass m for the fermions. This is necessary in order
to have such a dependence, otherwise massless fermions will erase it through the chiral anomaly.
Notice that we can make the fermions of the daughter theory massive only for the Z2 orbifold,
so we will restrict to this case.
In the parent theory, when we introduce a mass for the fermions, the states previously associated to fermionic zero modes (3.17) are lifted by an energy that is roughly the mass times
the number of fermionic modes. The energy density is obtained dividing by the volume of the
box V = l 3 . So we have k = 2 levels, each with N states labelled by the electric flux. As we
will see in a moment, tunneling between states of the same level produces a lifting in the energy
density of order m4 . If we are in the small volume (small mass) limit ml 1, then the lifting
produced by fermionic modes is larger than tunneling contributions, so the states in the highest
level decouple. However, as we increase the volume there will be level-crossings between states
of different levels.
In the daughter theory, a mass for the fermions modifies the effective potential over the
Abelian moduli space (3.25). If ml 1, then only high frequency contributions are suppressed,
but increasing the volume will exponentially suppress the whole potential, so non-diagonal vacua
could become relevant.
We are interested in estimating the dependence of the vacuum energy on the vacuum angles
and electric fluxes
E(e, ) = lim
T
1
lne, |eH T |e,
.
T
(4.24)
In a semiclassical expansion, the relevant contributions come from fractional instantons that encode tunneling processes between different vacua. We will first study the leading term given by a
single (anti)toron of minimal topological charge, and afterwards we will estimate the contribution
of infinite many (anti)torons using a dilute gas approximation [29].
In the parent theory, the lowest order contribution is
0p |eH T Up |0p
= T

/ + m)
8 2 detF (iD
dA z1 , z2 m4 exp 2
gp N detB (D 2 )1/2
= T m4 Kp (m)e2Scl ,
(4.25)
where A(z1 , z2 ) are the zero modes of the SU(2N ) gauge field, depending on eight parameters
of the Q = 1/N toron configuration. The fermionic mass is m, so the factor m4 comes from the
would be fermionic zero modes that appear when we turn m to zero. Therefore, they have been
subtracted from the determinants detF . The bosonic determinant detB includes only physical
polarizations of non-zero modes of vector bosons, so any ghost contribution has been taken into
account in it. In the last equality, we have used the orbifold map gp2 = gd2 /2. Kp (m) is a mdependent constant that will be obtained after making the integral over the moduli space of the
(anti)toron.
For a general transition amplitude between different twisted vacua, there can be contributions
of an arbitrary number of torons and anti-torons, as long as the total topological charge has the
115
correct value. Since we are in a dilute gas approximation, we neglect possible interactions,
0p |(Up+ )l+ eH T (Up )l |0p
=

n+n
1
nnl+ +l .
T m4 Kp (m)e2Scl
n!n!
(4.26)
n=0 n=0
We are ready now to compute the vacuum energy in the state (3.10), it is straightforward to see
that

p
2
ep +
.
Ep (ep , p ) = 2m4 Kp (m)e2Scl cos
(4.27)
N
2
A similar analysis can be done for the daughter theory. The lowest order contribution is, in
the diagonal case,
0d |eH T U1 U2 |0d

4
= T dA1 z1 dA2 z2 m + M(z) e2Scl
2 + m2 )
detF (D12
detB (D12 )1/2 detB (D22 )1/2
= T m4 Kd (m)e2Scl .
(4.28)
We have argued above that it is plausible that the bosonic measures of parent dA(z1 , z2 ) and
daughter dA1 (z1 ) dA2 (z2 ) are the same. However, there are extra contributions to the m4 factor,
given by the mass M(z) (4.16) that bifundamental modes acquire when the two torons are
separated. We can also see that the one-loop determinants in (4.25) and (4.28) are different. All
this imply that Kp (m) and Kd (m) are not simply related, as we would have expected from the
orbifold projection.
Then, a general transition between diagonal vacua is given by
0d |(U2+ U1+ )l+ eH T (U1 U2 )l |0d

n+n
1
nnl+ +l .
=
T m4 Kd (m)e2Scl
n!n!
(4.29)
n=0 n=0
So the vacuum energy of the state (3.13) will be

2
1 + 2
EdD (e1 , e2 , 1 , 2 ) = 2m4 Kd (m)e2Scl cos
e 1 + e2 +
.
N
2
(4.30)
We can study the spectral flows induced by a change in the vacuum angles [30] in both theories
and compare the results. In Fig. 3, we illustrate the discussion with a simple example. In the
parent theory, the energy of a state of definite electric flux is invariant only under shifts p p +
2N . However, the whole spectrum is invariant under a 2 rotation of p , so there is a non-trivial
spectral flow that may become non-analytic and produce oblique confinement in the infinite
volume limit. Notice also that there are two well-separated levels in the small volume (ml 1)
limit, where the lifted states have fermionic constant Abelian modes. In the opposite limit, states
of the same electric flux number become nearly degenerate. This could be a hint for a two-toone mapping between parent and daughter states of equivalent electric flux, in a finite volume
version of the statement made in [11]. Notice that the parent and daughter vacuum angles
should be mapped as 2d = p at the orbifold point 1 = 2 = d , as the orbifold correspondence
dictates. Indeed, we find that the spectrum of the daughter theory is invariant under d d + .
However, this does not look as the right transformation for a vacuum angle and, in view of (4.30),
the daughter vacuum angle seems rather to be 1 + 2 , that has the value 2d at the orbifold point.
116
Fig. 3. We show a picture of the spectral flow of Ep /Kp (dark lines) and Ed /Kd (light lines) for different states of electric
flux in the case N = 3. The horizontal axis corresponds to p for the parent theory and to d for the daughter theory. We
assume ml 1, so the parent theory presents two separated levels. Notice that the periodicity of the spectral flow of the
daughter is half the periodicity of the parent.
On the other hand, the lifted vacua of the parent theory are unsuitable for a correspondence
with daughter states because some matrix elements involving fermions will be different, as we
have argued before. Regarding the remaining vacua, there is a quantitative disagreement between
parent (4.27) and daughter energies (4.30), given by the difference in the values of the tunneling
coefficients Kp (m) and Kd (m), so it seems that planar equivalence does not work at this level.
5. D-brane interpretation
We can give a geometrical interpretation of our results based on a construction with D-branes
in the torus, as in [31]. In the parent theory we will have a set of kN D4-branes on T4 , the 01234
directions including time. The low energy theory is a U (kN ) supersymmetric gauge theory. We
are interested in studying possible vacuum configurations, that are characterized by different bundles of D-branes over the torus. We will ignore the scalars associated to the transverse dimensions
to the torus, anyway, they will be spectators in the analysis below.
The twist of the configuration associated to tunneling in the parent theory, Section 4.1, is
realized diluting D2-brane charge in the worldvolume of D4s. The reason is the coupling of D2
charge with U (1) first Chern class of D4 gauge group
(5.1)
C3 tr F
D4
the twist induced in the U (1) must be compensated by the non-Abelian part, in order to have a
well-defined U (kN ) bundle. So we can introduce k units of magnetic flux in the 3 direction and
117
one unit of electric flux in the same direction by introducing k D2 branes in 34 direction and a
D2 brane in 12 directions. Since the intersection number is non-zero we can interpret also this
configuration as having D2 at some angle inside the torus.
kN D4
k D2
1 D2
After making a T-duality along 12 directions
kN D2
k D4
1 D0
this configuration is equivalent to an instanton for a U (k) theory with kN units of magnetic flux.
However, if the T-duality transformation is made along 34 directions
kN D2
k D0
1 D4
we will have k instantons in a U (1) theory with kN units of electric flux.

In the daughter theory, we have a set of N D4 branes wrapped around a T4 but sitting at
an orbifold point in transverse space. The twist associated to the tunneling configuration in the
daughter theory, Section 4.2, is realized diluting a D2-brane both in 34 and 12 directions. The
orbifold action is responsible of the multiples copies of the gauge group. So physically we are
introducing what in an unorbifolded theory will be N D4 branes and not kN branes, although
the field content is constructed projecting the last.
(k)N D4
(k)1 D2
(k)1 D2
We can make a T-duality transformation along 12 directions
118
(k)N D2
(k)1 D4
(k)1 D0
so we have an instanton in the presence of (k)N units of magnetic flux in a U (1)k theory. If the
T-duality transformation is made along 34 directions
(k)N D2
(k)1 D0
(k)1 D4
now the flux is electric instead of magnetic. In this two cases, we can interpret the untwisted
fractional instanton as a D0 brane in the presence of a D2 brane. This is the sector where all
torons are at the same point. The sectors where torons are at different points correspond to the
splitting of the D0 in fractional D0s that can move independently along the torus directions. The
gauge group is the same for k fractional D0s as for a regular D0, however the strings joining
different fractional D0s acquire a mass proportional to the separation. This is reflected in the
mass we have computed for fermionic modes (4.16). So in fact, the quiver diagrams we have
used to label different sectors of the moduli space correspond to the gauge theory living in the
D0s at different points of the moduli space.
From this point of view we also have a geometric picture of why the configuration of the
daughter theory should be mapped to a configuration of the parent theory with k units of both
electric and magnetic flux. The matching is between the number of fractional branes in the orbifolded theory and the number of branes of the same dimensions in the parent.
If we make another T-duality transformation along 1234 directions,
(k)N D0
(k)1 D2
(k)1 D2
the D4s become D0s that can move along the torus. The separation in fractional D0s is encoded
in the Abelian part of the daughter theory. The diagonal U (1) correspond to the center of mass
position, while the U (1)k1 group that form the Abelian moduli space are the relative separations
of D0s in this T-dual interpretation. From (3.24) we know that D0s tend to separate, a signal of
the orbifold tachyon.
6. Summary
We extend the study of planar equivalence in a small volume [14] introducing twisted boundary conditions for orbifold field theories. We have found several sources of disagreement with
orbifold large N equivalence. First of all, a kinematical map seems not to work properly. When
119
we try to embed the vacuum of the daughter theory in the vacuum of the parent theory, we
find difficulties because the number of vacua does not match due to the presence (absence) of
fermionic zero modes in the parent (daughter) theory. We also find difficulties in identifying the
relevant configurations for tunneling using only algebraic arguments.
An important dynamical indication of disagreement with planar equivalence is the formation
of a potential over the Abelian moduli space of the daughter theory, which makes the ground
wavefunction of both theories very different and shifts the vacuum energy at leading order. These
results are analogous to the behavior found for the non-Abelian moduli space in the case of
periodic boundary conditions [14].
When we try to compute contributions produced by tunneling effects in the daughter theory,
we find a remarkable relation with a supersymmetric theory. We can split the contributions in
sectors where some factors are identical to quantities of a supersymmetric theory (to be precise,
to the gaugino condensate). However, the relation is with a N = 1 SU(N ) gauge theory (or
k copies of it) and not with the parent theory, that has group SU(kN ). We also compute the
semiclassical dependence of the energy on the electric flux for the case k = 2, but we fail in
establishing a quantitative mapping between states of parent and daughter theories.
In view of these results, it seems that the supersymmetric properties of the orbifold daughter
stem from the fact that a N = 1 SU(N ) supersymmetric sector is wrapping it, the sector of
diagonal configurations. This is in agreement with previous results [14] and suggests that planar
equivalence of orbifold theories could be traced to the fact that the parent theory and N = 1
SU(N ) gauge theory are also planar equivalent [12]. From the point of view of finite volume
physics, the fact that the orbifold theory can be embedded in a supersymmetric theory, the parent
theory, apparently has no more meaning except that it is probably a necessary condition for
having a supersymmetric sector. It would be interesting to check whether the properties of the
orientifold theory relies on having a SO(N ) supersymmetric sector or work differently to the
orbifold case.
Acknowledgements
I would like to thank J.L.F. Barbn for reading the manuscript and making many comments
and suggestions and for many useful discussions. This work was supported by Spanish MEC
FPU grant AP2002-0433.
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QCD decoupling at four loops

K.G. Chetyrkin a,,1 , J.H. Khn a , C. Sturm b
a Institut fr Theoretische Teilchenphysik, Universitt Karlsruhe, D-76128 Karlsruhe, Germany
b Dipartimento di Fisica Teorica, Universit di Torino and INFN, Sezione di Torino, Italy
Received 19 January 2006; accepted 27 March 2006

Abstract
(nf )
We present the matching condition for the strong coupling constant s

at a heavy quark threshold to
four loops in the modified minimal subtraction scheme. Our results lead to further decrease of the theoretical
uncertainty of the evolution of the strong coupling constant through heavy quark thresholds. Using a low
energy theorem we furthermore derive the effective coupling of the Higgs boson to gluons (induced by a
virtual heavy quark) in four- and (partially) through five-loop approximation.
1. Introduction
The masses of the known quark species differ vastly in their magnitude. As a result of this,
in many QCD applications the mass of a heavy quark h is much larger than the characteristic
momentum scale s which is intrinsic to the physical process. In such a situation there appear
two interrelated problems when using an MS-like renormalization scheme.
First, given the two large but in general quite different mass scales, s and m, two different
types of potentially dangerously large logarithms may arise. The standard trick of a proper choice
of the renormalization scale is no longer effective; one cannot set one parameter equal to
two very different mass scales simultaneously.
E-mail address: chet@particle.uni-karlsruhe.de (K.G. Chetyrkin).

1 On leave from Institute for Nuclear Research of the Russian Academy of Sciences, Moscow 117312, Russia.
doi:10.1016/j.nuclphysb.2006.03.020
122
K.G. Chetyrkin et al. / Nuclear Physics B 744 (2006) 121135
Second, according to the AppelquistCarazzone theorem [1] the effects due to heavy particles
should eventually decouple from the low-energy physics.2 However, a peculiarity of massindependent renormalization schemes is that the decoupling theorem does not hold in its naive
form for theories renormalized in this framework. The effective QCD action to appear will not be
canonically normalized. Even worse, potentially large mass logarithms in general appear, when
one calculates a physical observable.
The well-known way to bring the large mass logarithms under control is to construct an effective field theory by integrating out the heavy quark field h [26]. By construction, the resulting
effective QCD Lagrangian will not include the heavy quark field. In order to be specific, let us
consider QCD with nl = nf 1 light quarks and one heavy quark h with mass m. The quark
gluon coupling constants in both theories, the full nf -flavor QCD and the effective nl -flavor
(nf )
one, s
(nl )
and s
are related by the so-called matching condition of the form [2,3]

(n )
(n )
s(nl ) () = g2 , s f (), m s f ().
(1)
Here m = m() is the (running) mass of the heavy quark; the decoupling function g is equal to
one at the leading (tree) level but receives nontrivial corrections in higher orders. The matching
point in Eq. (1) should be chosen in such a way to minimize the effects of logarithms of the
heavy quark mass, e.g., = O(m).
An important phenomenological application of Eq. (1) appears in the determination of s (MZ )
at the Z-boson scale through evolution with the renormalization group equation, starting from the
measured value s (m ) at the -lepton scale. A careful analysis of the effects of four-loop run(5)
(3)
ning and three-loop matching in extracting s (MZ ) with 5 active quark flavors from s (m )
with 3 active quark flavors has been recently performed in Ref. [7]. We will demonstrate that the
inclusion of the newly computed four-loop matching condition leads to further reduction of the
theoretical error from the evolution.
The second aspect, mentioned above, is of importance for Higgs-boson production in hadronic
collisions. The dominant subprocess for the production of the Standard Model (SM) Higgs boson
at the CERN Large Hadron Collider (LHC) will be the one via gluon fusion. Therefore, an
important ingredient for the Higgs-boson search will be the effective coupling of the Higgs boson
to gluons, usually called C1 . In Ref. [8] a low-energy theorem, valid to all orders, was established,
which relates the effective Higgs-bosongluon coupling, induced by the virtual presence of a
heavy quark, to the logarithmic derivative of g with respect to the heavy quark mass. In that
paper the method was used to squeeze from the three-loop decoupling function g the analytical
result for C1 in three- and even in four-loop approximation (the latter in a indirect way through
a sophisticated use of the RG evolution equations and the four-loop QCD -function). With our
new full four-loop result for g we are able to confirm the result of Ref. [8] in a completely
independent way, without using the four-loop contribution to the QCD -function. In addition
a five-loop prediction for C1 can be obtained (modulo yet unknown contribution from the fiveloop nf -dependent term in the -function).
The outline of the paper is as follows. In Section 2 we recall the main formulae from [8] which
reduce the evaluation of the decoupling function g to the calculation of vacuum integrals. Then
we discuss shortly the technique used to compute these integrals. Section 3 describes our fourloop results for the decoupling function. In Section 4 we make use of the low energy theorem to
2 It should be stressed that the statement is literally valid only if power-suppressed corrections of order (s/m2 )n with
n > 0 are neglected.
123
derive the effective coupling of the Higgs boson to gluons (due to the virtual presence of a heavy
quark) through four and (partially) through five loops. Section 5 deals with phenomenological
applications of our result which lead to a reduction of the theoretical error due to evolution of the
coupling constant s through heavy quark thresholds. Summary and conclusions are presented
in the final Section 6.
2. Formalism
2.1. Decoupling for the gauge coupling constant
Let us consider QCD with nl = nf 1 massless quarks = {l | l = 1, . . . , nl } and one
heavy quark h with mass m. The corresponding bare QCD Lagrangian reads

0,a
L g0 , m0 , 0 ; 0 , G0,a
, c , h0
2
1
+ i 0D
/ 0 + h0 (iD
/ 0 m0 )h0
= G0,a
4
+ terms with ghost fields and the gauge-fixing term,
(2)
0,a are the gluon and ghost field, respecwhere the index 0 marks bare quantities, G0,a
and c
tively. The relations between the bare and renormalized quantities read
gs0 = Zg gs ,
m0 = Zm m,
0 1 = Z3 ( 1),

0
0,a
a
0,a
G = Z3 G ,
c = Z3 ca ,
q = Z2 q ,
(3)
where gs = 4s is the (renormalized) QCD gauge coupling, is the renormalization scale,

d = 4 2 is the dimensionality of spacetime. The gauge parameter is defined through the
gluon propagator in lowest order,

q q
i
(4)
g + 2 .
q 2 + i
q
All renormalization constants appearing in (3) are known by now through order O(s4 ) from
[913].
Integrating out the heavy quark transforms the full QCD Lagrangian (2) into the one corresponding to the effective massless QCD with nf = nf 1 = nl quark flavors (plus additional
higher dimension interaction terms suppressed by powers of the heavy mass and neglected in
what follows). Denoting the effective fields and parameters by an extra prime, we write the effective Lagrangian as follows:

0,a
.
L = L gs0 , 0 ; q0 , G0,a
(5)
,c
Here the primed quantities are related to nonprimed ones through

gs0 = g0 gs0 ,
0 1 = 30 0 1 ,
q0 = 20 q0 ,

0,a
0 G0,a ,
G0,a
=
c
=
30 c0,a ,
(6)
where the primes mark the quantities of the effective nl -flavor theory.
As was first demonstrated in [8] the bare decoupling constants can all be expressed in terms
of massive Feynman integrals without any external momenta (so-called massive tadpoles). The
124
corresponding relation for g0 reads:

10
,
30 30
(7)
10 = 1 + G0hcc (0, 0),
(8)
0h
= 1 + G
(0),
0h
= 1 + c (0).
(9)
g0 =
where
30
30
(10)
Here G (p 2 ) and c (p 2 ) are the gluon and ghost vacuum polarization functions, respectively.
G (p 2 ) and c (p 2 ) are related to the gluon and ghost propagators through

g

+
terms
proportional
to
p
ab
p
0 (p 2 )]
p 2 [1 + G

= i dx eipx T G0,a (x)G0,b (0) ,
(11)
ab
=i
2
p [1 + c0 (p 2 )]

dx eipx T c0,a (x)c0,b (0) ,
(12)
respectively. The vertex function G0 cc (p, k) is defined through the one-particle-irreducible (1PI)
part of the amputated Gcc Green function as

p gs0 if abc 1 + G0 cc (p, k) + other color structures

1PI
2
dx dy ei(px+ky) T c0,a (x)c0,b (0)G0,c (y) ,
=i
(13)
where p and k are the outgoing four-momenta of c and G, respectively, and f abc are the structure
constants of the QCD gauge group.
Finally, in order to renormalize the bare decoupling constant g0 we combine Eq. (7) with
Eqs. (3) and arrive at (s = gs2 /(4), s = (gs )2 /(4))

Zg 0 2
s () = g2 s ().
s () =
(14)
Zg g
Direct application of this equation is rather clumsy as the constant Zg on its right side depends
on the renormalized effective coupling constant which we are looking for. Of course, within
perturbation theory, one can always solve Eq. (14) by iteration. A simpler way, which we have
used, reduces to inverting first the series

s0 = Z (s , )s , Z (s , ) = Zg2 = 1 +
(15)
Z,i ()si
i1
to express the renormalized coupling constant s in terms of the bare one:

i
0
s = Z0 s0 , s0 , Z0 (s , ) = 1 +
Z,i
() s0 ,
i1
(16)
125
where, up to four loops,

0
= Z,1 ,
Z,1
0
2
Z,2
= Z,2 + 2 Z,1
,
0
3
= Z,3 + 5Z,1 Z,2 5Z,1
,
Z,3
0
2
2
4
= Z,4 + 6Z,1 Z,3 + 3Z,2
21Z,1
Z,2 + 14Z,1
.
Z,4
(17)
With the use of Eq. (17) one now could conveniently transform all the primed (that is effective quantities) in Eq. (14) into the nonprimed ones. After this the renormalization can be done
directly.
2.2. Vacuum integrals
At the end of the day we have to evaluate a host of four-loop massive tadpoles entering the
definitions of the bare decoupling constants. The evaluation of these massive tadpoles in threeloop approximation has been pioneered in Ref. [14] and automated in Ref. [15].
Similar to the three-loop case, the analytical evaluation of four-loop tadpole integrals is based
on the traditional integration-by-parts (IBP) method. In contrast to the three-loop case the manual construction of algorithms to reduce arbitrary diagrams to a small set of master integrals is
replaced by Laportas algorithm [16,17]. In this context the IBP identities are generated with numerical values for the powers of the propagators and the irreducible scalar products. In the next
step, the resulting system of linear equations is solved by expressing systematically complicated
integrals in terms of simpler ones. The resulting solutions are then substituted into all the other
equations.
This reduction has been implemented in an automated FORM3 [18,19] based program in which
partially ideas described in Refs. [17,20,21] have been implemented. The rational functions in
the spacetime dimension d, which arise in this procedure, are simplified with the program
FERMAT [22]. The automated exploitation of all symmetries of the diagrams by reshuffling the
powers of the propagators of a given topology in a unique way strongly reduces the number of
equations which need to be solved.
In general, the tadpole diagrams contributing to the decoupling constants contain both massive
and massless lines. In contrast, the computation of the four-loop -function can be reduced to
the evaluation of four-loop tadpoles composed of completely massive propagators. These special
cases have been considered in [9,13,21].
All four-loop tadpole diagrams encountered during our calculations were expressed through
the set of 13 master integrals shown in Figs. 1 and 2. The first four integrals of Fig. 1 have
analytical solution in terms of gamma functions for generic values of . The first nine terms of
the -expansion of the fifth integral (T52 ) can be obtained from results of Refs. [14,23] (for more
details see Ref. [28]). As for the less simple master integrals pictured in Fig. 2 one finds that for
the case of g all necessary ingredients are known analytically [2429] except for T54,3 , T62,2
Fig. 1. Analytically known master integrals.
126
Fig. 2. Master integrals where only a few terms of their -expansion are known analytically. The solid (dashed) lines
denote massive (massless) propagators. The three numbers in brackets (n1 , n2 , n3 ) are decoded as follows: n1 is the
maximal power of the spurious pole in which might appear in front of the integral, n2 is the maximal power of the
spurious pole in which happens to enter into the decomposition of the bare decoupling constant g0 in terms of the
master integrals, n3 is the maximal analytically known power of the -expansion of the same integral as determined in
[28] and confirmed in [29].
and T91,0 , where we have denoted

42
(4)

p
1
d
=
i Tn,i .
Tn
0
2 (p 2 + 1)2
(18)
i4
These three integrals are known numerically from [28,29] and read
T54,3 = 8445.8046390310298,
(19)
T62,2 = 4553.4004372195263,
(20)
T91,0 = 1.808879546208.
(21)
In fact, in Refs. [29,30] an analytical result for T91,0 (in terms of T62,2 and T54,3 ) has been also
derived. Thus, the results of the next section will contain only two numerical constants, viz. T62,2
and T54,3 .
3. Decoupling at four loops: results
We have generated the relevant diagrams with the help of the program QGRAF [31]. The total
number of diagrams at four loops amount to 6070, 765 and 9907 for 30 , 30 and 10 , respectively.
All calculations were performed in a general covariant gauge with the gluon propagator as given
in Eq. (4). However, since extra squared propagators lead to significant calculational complications, only linear terms in were kept. The bare results are rather lengthy and will be made
available (in computer-readable form) in http://www-ttp.physik.uni-karlsruhe.de/Progdata/ttp05/
ttp05-27.
After constructing the bare decoupling constant from Eq. (7) followed by the renormalization
as described in Section 2 we arrive at the following gauge independent3 result for the decoupling
function gMS :

MS 2
g
(22)
=1+
asi ()dMS,i ,
i1
3 In fact, the gauge dependence on disappears already for the bare decoupling constant as it should be.
127
where we use the notation

(nf )
as () =
()
and the coefficients dMS,i read

1
dMS,1 = m ,
(23)
6
11 11
1
dMS,2 =
(24)
m + 2m ,
72 24
36
564731 82043
955
53 2
1 3
dMS,3 =
3
m +
m

124416
27648
576
576
216 m

1 2
67
2633
+ nl
(25)
+
m

,
31104 576
36 m
7391699
2529743
2177 2
1883 3
1 4
m
3 m +
m
m +

dMS,4 = MS,4 +
746496
165888
3456
10368
1296 m

110779
1483 2
127 3
110341
+ nl
m +
3 m

373248
82944
10368 m 5184 m

77 2
1 3
6865
+ n2l
(26)
m
+

,
186624
20736 m 324 m

134805853579559 254709337 4
151369 6 18233772727

3
MS,4 =
43342154956800
783820800
30481920
783820800
151369 2 4330717
9869857
121
2057 4
+
+
5 +
a4
a5
ln 2
544320 3
207360
272160
36
51840
9869857 2 2
121 2 3
9869857 4
121 5
ln 2
ln 2 +
ln 2 +
ln 2
6531840
2592
6531840
4320

151369
82037
T54,3
T62,2
+
30965760
11612160

115
685
541549 4 3645913
4770941
+ nl
+
3 +
5 +
a4
2239488 14929920
995328
576
5184

685
685
167
271883
(27)
2 ln2 2 +
ln4 2 + n2l
+
3 .
124416
124416
4478976 5184
2
In Eqs. (23)(27) m = ln m
2 () , m() is the (running) heavy quark mass in the MS-scheme
and represents the renormalization
scale. Furthermore, n = (n) is Riemanns zeta function

i i n ).
1/(2
and an = Lin (1/2) =
i=1
For another convenient definition of the quark massthe so-called scale-invariant mass, de2
fined through the relation h = m(h )Eqs. (22)(27) are transformed to (h = ln 2 ):
gSI
2
=1+
asi ()dSI,i ,
(28)
i1
where
1
dSI,1 = h ,
6
(29)
128
11 19
1
h + 2h ,
72 24
36
564731 82043
6793
131 2
1 3
dSI,3 =
3
h
h

124416
27648
1728
576
216 h

2633
281
+
h ,
+ nl
31104 1728
2398621
2483663
14023 2
dSI,4 = MS,4
h
3 h

746496
165888
3456 h
8371 3
1 4
h +
h
10368
1296

190283
133819
983 2
107 3
+ nl
h +
3 h +
h +
h
373248
82944
3456
1728

8545
79
h
2 .
+ n2l
186624
6912 h
dSI,2 =
(30)
(31)
(32)
For practical applications also the inverted formulae are needed:

1
(gMS )2
=1+

i
as () dMS,i
,
(33)
i1
and
1
(gSI )2
=1+

i
as () dSI,i
,
(34)
i1
where we use the notation

as () =
(nl )
()

and the coefficients dMS,i
, dSI,i
read
1

dMS,1
= m ,
6
11 11
1

dMS,2 = + m + 2m ,
72 24
36
564731 82043
2645
167 2
1 3

+
3 +
m +
m +

=
dMS,3
124416
27648
1728
216 m

576
2633
67
1
m + 2m ,
+ nl
31104 576
36
121
11093717
3022001
1837 2

dMS,4
MS,4
m +
3 m +

=
1728
746496
165888
1152 m
2909 3
1 4
m +
m
+
10368
1296

141937
110779
277 2
271 3
m
3 m +
+

+ nl
373248
82944
10368 m 5184 m

6865
77 2
1 3
,
m +
m

+ n2l
186624
20736
324 m
(35)
(36)
(37)
(38)
1

dSI,1
= h ,
6
11 19
1

dSI,2 = + h + 2h ,
72 24
36
564731
2191
511 2
1 3
82043

=
+
3 +
h +
+

dSI,3
124416 27648
576
576 h 216 h

281
2633
+ nl
h ,
31104 1728
121
1531493
2975921
33887 2

=
MS,4
h +
3 h +

dSI,4
1728
746496
165888
3456 h
14149 3
1 4
+
+

10368 h 1296 h

133819
515 2
107 3
158687
+ nl
h
3 h
h
h
373248
82944
1152
1728

79 2
8545
+ n2l
h +

.
186624
6912 h
Numerically, Eqs. (22) and (28) read
MS 2
2
3
=
g
=h 1 + 0.152778as (h ) + as (h )(0.972057 0.0846515nl )

+ as4 (h ) 5.17035 1.00993nl 0.0219784n2l ,
1
= 1 0.152778a 2 (h ) + a 3 (h )(0.972057 + 0.0846515nl )
s
s
MS
(g )2 =h

+ as 4 (h ) 5.10032 + 1.00993nl + 0.0219784n2l .
129
(39)
(40)
(41)
(42)
(43)
(44)
Using the three-loop relation between the pole and MS masses [3234] one could easily express the decoupling relations in terms of the pole mass of the heavy quark. As the resulting
expressions are rather lengthy they are relegated to Appendix A.
4. Coupling of the Higgs boson to gluons
Within the Standard Model (SM) the scalar Higgs boson is responsible for the mechanism
of the mass generation. Its future (non)discovery will be of primary importance for all the
particle physics. The SM Higgs boson mass is constrained from below, Mh > 114 GeV, by
experiments at LEP and SLC [35,36]. Indirect constraints coming from precision electroweak
measurements [37] lead to an upper limit of about 200 GeV.
With the SM Higgs boson mass within this range, its coupling to a pair of gluons is mediated by virtual quarks [38] and plays a crucial rle in Higgs phenomenology. Indeed, with
Yukawa couplings of the Higgs boson to quarks being proportional to the respective quark
masses, the ggH coupling of the SM is essentially generated by the top quark only. The ggH
coupling strength becomes independent of the top quark mass Mt in the limit MH 2Mt .
In general, the theoretical description of such interactions is very complicated because there
are two different mass scales involved, MH and Mt . However, in the limit MH 2Mt , the
situation may be greatly simplified by integrating out the top quark, i.e., by constructing a heavytop-quark effective Lagrangian [39,40].
130
This Lagrangian is a linear combination of certain dimension-four operators acting in QCD

with five quark flavors, while all Mt dependence is contained in the coefficient functions. The
final renormalized version of Leff is (GF is Fermis constant)
Leff = 21/4 GF H C1 [O1 ].
1/2
(45)
0
O1 = G0
, where
a Ga
Ga is
Here, [O1 ] is the renormalized counterpart of the bare operator
the color field strength, the superscript 0 denotes bare fields, and primed objects refer to the fiveflavor effective theory. C1 is the corresponding renormalized coefficient function, which carries
all Mt dependence.
In Ref. [8] a low-energy theorem was established, valid to all orders, which relates the effective coupling of the Higgs boson to gluons, induced by a presence of heavy quark h, to the
logarithmic derivative of g w.r.t. m. The theorem states that
1
C1 = m2 2 ln g2 .
(46)
2 m
Another, equivalent, but more convenient form of (46) was also derived in [8] by exploiting
evolution equations in full and effective theories. It reads

2

C1 =
(47)
ln g ,
(as ) (as ) (as )as
2[1 2m (as )]
as
where m is the quark mass anomalous dimension, g2 = g2 (, as , m) and the -function is
defined as follows:
(nf )

d (nf )
(nf ) (nf )
a
=
a
=
N1 asN+1 ,
s
s
d2
N=1
(n )
as = as f ,
as
= as(nl ) ,
as (as ) = (nf ) (as ),
as (as ) = (nl ) (as ).
(48)
An important feature of the low energy theorem (47) is the fact that the decoupling function g
appears there multiplied by at least one power of as . It means that in order to compute C1 , say, at
four loops one should know the QCD -function to four loops (only nf dependent part) but the
quark anomalous dimension m and the decoupling function g only to three loops. It is this fact
which allowed to find C1 at four loops in [8] long before the four-loop result for the decoupling
function would be available.
Now, armed with the newly computed four-loop term in g , we could easily check that the
old result for C1 of [8] by a direct use of Eq. (46). We have done this simple exercise and found
full agreement. In fact, one could even use Eq. (47) in order to construct C1 at five loops in
terms of the known four-loop QCD decoupling function, the quark anomalous dimension m and
the -function and the only yet unknown parameter: the nf -dependent piece of the five-loop
contribution to the -function. The result reads

1
11
2821
67
2
C1 = as (h ) 1 + as (h ) + as (h )
+ nl
12
4
288
96

4004351
1305893
110779
115607
3
+
(3) + nl
(3)
+ as (h )
62208
13824
62208
13824

6865
+ n2l
31104
131
13546105 91
31 4 853091
475
MS,4

3 +
5
41472
2
432
6912
9

29 4 3843215
575
28598581
+ nl
+ 3MS,4
+
3
5
497664
432
110592
36

1 4 3
1
3503
83
+ n2l
+
3 + n3l
3 + 64
62208 216
4
7776 54

1
as (h ) 1 + 2.7500as (h ) + (9.7951 0.6979nl )as2 (h )
12

+ 49.1827 7.7743nl 0.2207n2l as3 (h )

+ 662.507 + 137.601nl 2.53666n2l 0.077522n3l + 64 as4 (h ) ,
+ as4 (h )
(49)
where
(nf 1)
4 = 4
(nf )
To save space we have written Eq. (49) for the value of = h . Unfortunately, simple estimations show that the -function dependent contribution to Eq. (49) could be numerically
important.
5. Application: s (M Z ) from s (M )
A central feature of QCD is the possibility to describe measurements performed at very different energy scales with the help of only one coupling constant. The customary choice is the (MS)
coupling constant s (MZ ) which can be measured precisely in Z-boson decays. (For a review
see, e.g., [41].)
On the other hand the dependence of the -decay rate on the strong coupling s has been used
for a determination of s at lower energies, with the most recent results of 0.340 0.005exp
0.014th and 0.348 0.009exp 0.019th by the ALEPH [42] and OPAL [43] Collaborations.
After evolution up to higher energies (taking into account the threshold effects due to the cand b-quarks) these results agree remarkably well with determinations based on the hadronic Z
decay rate, which provides a genuine test of asymptotic freedom of QCD.
Very recently an analysis of the evolution has been performed in [7]. They start from an
updated determination of s (m )
s (m ) = 0.345 0.004exp 0.008th
(50)
based on most recent experimental results of the ALEPH Collaboration [42]. Their result for the
evolution of s (m ) given in Eq. (50), based on the use of the four-loop running and three-loop
quark-flavor matching reads
as (MZ ) = 0.1215 0.0004exp 0.0010th 0.0005evol ,
= 0.1215 0.0012,
(51)
where the first two errors originate from the s (m ) determination given in Eq. (50), and the
last error stands for the ambiguities in the evolution due to uncertainties in the matching scales
of the quark thresholds. That evolution error received contributions from the uncertainties in
the c-quark mass (0.00020, c = 1.31 0.1 GeV) and the b-quark mass (0.00005, b = 4.13
0.1 GeV), the matching scale (0.00023, varied between 0.7q and 3.0q ), the three-loop
132
truncation in the matching expansion (0.00026) and the four-loop truncation in the RGE equation
(0.00031). (For the last two errors the size of the shift due the highest known perturbative term
was treated as systematic uncertainty.) The errors had been added in quadrature.
We have repeated this analysis including the newly computed four-loop approximation for the
matching.4 As a result the value of as (MZ ) has been marginally increased (by 0.0001) and both
errors from the choice of the matching scale and from the four-loop truncation in the matching
equation have been halved. The updated version of (51) now reads
as (MZ ) = 0.1216 0.0004exp 0.0010th 0.0004evol ,
= 0.1216 0.0012.
(52)
6. Summary and conclusions

We have computed the decoupling relation for the QCD quarkgluon coupling constant in
four-loop approximation. The new contribution leads to a decrease of the matching related uncertainties in the process of the evolution of the s (m ) to s (MZ ) by a factor of two.
As a by-product we have directly confirmed the long available result for C1 , the effective
coupling of the Higgs boson to gluons at four loops, and (partially) extended it to five loops.
It remains only to find the QCD -function at five loops to get the full result for C1 . In the
light of recent significant progress in the multiloop technology [45,46] the completely analytical
evaluation of the former seems to be possible in not too far distant future.
We would like to mention that the result for the decoupling function at four loops as well as
for the Higgs boson to gluons effective coupling at five loops have been obtained by a completely
independent calculation in [30]. The results are in full mutual agreement.
Acknowledgements
The authors are grateful to York Schrder and Matthias Steinhauser for useful discussions
and information about [30]. K.Ch. thanks Michail Kalmykov for some useful advice about integral T52 .
The work was supported by the Deutsche Forschungsgemeinschaft in the Sonderforschungsbereich/Transregio SFB/TR-9 Computational Particle Physics. The work of C.S. was also
partially supported by MIUR under contract 2001023713_006.
Appendix A. g for the heavy quark mass in the on-shell scheme
The relevant formulas for the case of the heavy quark mass renormalized in the on-shell
scheme (denoted as M) are:

OS 2
g
(A.1)
=1+
asi ()dOS,i
i1
and
1
(gOS )2
=1+

as i ()dOS,i
,
i1
4 We have used the package RunDec [44].
(A.2)
133
where M = ln M
2 and
1
dOS,1 = M ,
(A.3)
6
7
1
19
dOS,2 = M + 2M ,
(A.4)
24 24
36
1
58933
80507
1
8521
dOS,3 =
2
3 2 ln 2
M
124416 9
27648 27
1728

2479
131 2
1 3
409
1 2
+ nl
(A.5)

+ +
M ,
576 M 216 M
31104 54
1728
19696909
29
2439119
29 2
M 2 M
3 M
ln 2M
dOS,4 = OS,4
746496
54
165888
162
7693 2
8371 3
1 4
M
M +

1152
10368
1296 M

1110443
41 2
132283
1
M +
M +
3 M + 2 ln 2M
+ nl
373248
324
82944
81

6661 2
107 3
+
+

10368 M 1728 M

1679
1 2
493 2
M
M
M ,
+ n2l
(A.6)
186624
162
20736
2180918653146841 697121 2 231357337 4
OS,4 =
43342154956800
116640
783820800
151369 6 18646246327
1439 2
151369 2

3 +
3 +
30481920
783820800
1296
544320 3
3698717
10609057
121
1027 2
5 +
a4
a5 +
ln 2
+
207360
272160
36
972
9278497 2 2
121 2 3
10609057 4
2057 4
ln 2
ln 2
ln 2 +
ln 2
51840
6531840
2592
6531840
82037
151369
121 5
ln 2 +
T54,3
T62,2
+
4320
30965760
11612160

1773073 557 2
697709 4 4756441
115
+

+
3 +
5
+ nl
746496
972
14929920
995328
576

173
11 2
1709 2 2
173
a4 +
ln 2
ln 2 +
ln4 2
+
5184
243
124416
124416

13 2
19
140825

3 ,
+ n2l
(A.7)
1492992 972
1728
1

= M ,
dOS,1
(A.8)
6
19
7
1

+ M + 2M ,
=
dOS,2
(A.9)
24 24
36
1
58933
80507
1
8941

+ 2 +
3 + 2 ln 2 +
M
=
dOS,3
124416 9
27648 27
1728

2479
1 2
511 2
1 3
409

M ,
+
+
+ nl
(A.10)
576 M 216 M
31104 54
1728
134
49
21084715
35
2922161
OS,4 +
M + 2 M +
3 M
192
746496
54
165888
35 2
47039 2
14149 3
1 4
+
ln 2M +
M +
M +

162
3456
10368
1296 M

47 2
132283
1
1140191
+ nl
M
M
3 M 2 ln 2M
373248
324
82944
81

9115 2
107 3
M
M
10368
1728

1 2
493 2
1679
+ n2l
M +
M +
M ,
186624
162
20736
OS 2
2
3
=
g
=M 1 0.291667as (M) + as (M)(5.32389 + 0.262471nl )

+ as4 (M) 85.875 + 9.69229nl 0.239542n2l ,
1
= 1 + 0.291667a 2 (M) + a 3 (M)(5.32389 0.262471nl )
s
s
OS
(g )2 =M

+ as 4 (M) 86.1302 9.69229nl + 0.239542n2l .

dOS,4
=
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135
Semilocalized instability of the KaluzaKlein linear

dilaton vacuum
Oren Bergman , Shinji Hirano 1
Department of Physics, Technion, Israel Institute of Technology, Haifa 32000, Israel
Received 26 December 2005; accepted 7 March 2006
Abstract
The KaluzaKlein linear dilaton background of the bosonic string and the ScherkSchwarz linear dilaton
background of the superstring are shown to be unstable to the decay of half of spacetime. The decay proceeds via a condensation of a semilocalized tachyon when the circle is smaller than a critical size, and via
a semiclassical instanton process when the circle is larger than the critical size. At criticality the two pictures are related by a duality of the corresponding two-dimensional conformal field theories. This provides
a concrete realization of the connection between tachyonic and semiclassical instabilities in closed string
theory, and lends strong support to the idea that nonlocalized closed string tachyon condensation leads to
the annihilation of spacetime.
Keywords: Tachyon condensation; Sine-Liouville model; Cigar
1. Introduction
In a now classic paper, Witten demonstrated that the KaluzaKlein (KK) vacuum of fivedimensional gravity is unstable to decay semiclassically via a bubble of nothing [1]. The bubble
is nucleated by an instanton process described by the five-dimensional Euclidean Schwarzschild
black hole, and then expands at a speed approaching the speed of light. Wittens result has been
generalized to other cases, such as the KK magnetic field background [2], supergravity fluxbranes
E-mail addresses: bergman@physics.technion.ac.il (O. Bergman), hirano@physics.technion.ac.il (S. Hirano).

1 Address starting 10 October 2006: Niels Bohr Institute, Copenhagen University, Blegdamsvej 17, DK-2100
Copenhagen, Denmark.
doi:10.1016/j.nuclphysb.2006.03.024
O. Bergman, S. Hirano / Nuclear Physics B 744 (2006) 136155
137
[3], twisted circle compactifications in supergravity [4], and in particular ScherkSchwarz (SS)
compactification. The semiclassical description of the decay in terms of a gravitational instanton
is valid as long as R lP . As the radius of the circle decreases the (super)gravity description
eventually breaks down, and must be replaced with string theory. However one does not in general know the exact string backgrounds corresponding to these instantons.
String theory in nonsupersymmetric backgrounds often exhibits another type of instability as
well, namely one associated with tachyonic modes. The stable background in these cases is given
by a tachyon condensate. Since this corresponds to an off-shell state in the original background,
we need to use off-shell techniques like string field theory and worldsheet renormalization group
analysis to study the stable background. This program has been most successful for open string
tachyons living on unstable D-branes, where both open string field theory and boundary RG
analysis support the intuitive conjecture that the true vacuum corresponds to the closed string
vacuum without the branes [5]. Closed string tachyons have been more challenging. On the one
hand closed string field theory is much more complicated than open string field theory due to its
nonpolynomiality,2 and on the other hand the worldsheet RG approach is generally hampered by
Zamolodchikovs c-theorem. Conceptually, the question of closed string tachyons is expected to
be harder since closed string theories are theories of gravity, and the dynamics of the tachyon is
strongly correlated with the structure of spacetime. A simple analogy with open string tachyons
suggests that the condensation of closed string tachyons should lead to the decay of spacetime
itself. However we do not know what this means in the context of the original string theory.
The above discussion raises two questions. The first is whether we can get a better handle
on the fate of backgrounds with closed string tachyons, and the second is whether there is a
connection between tachyonic and semiclassical instabilities in closed string theory.
Recently some progress has been made on the first question in the context of closed string
tachyons which are localized on lower-dimensional hypersurfaces in space. There are a few examples of backgrounds with localized closed string tachyons for which we have strong evidence
regarding the nature of the tachyon condensate [7,8]. One example is the cone orbifold C/ZN [9].
Tachyons in the twisted sector of the orbifold are localized at the tip of the cone, and it has been
argued, based on a D-brane probe analysis, that the condensation of these tachyons leads to a reduction in the rank N , and thereby to a smoothing out of the singularity. Further support for this
picture comes from worldsheet RG analysis [911], and closed string field theory [12,13]. Another example consists of a SS circle which shrinks locally in the transverse directions, leading
to a localized winding tachyon [14]. RG analysis suggests that the condensation of this tachyon
leads to a topology change in space, whereby the circle pinches and the transverse space splits at
that point. Localized winding tachyons may also play a role in resolving cosmological singularities [15,16], black hole physics [1719], and chronology protection [20]. In both examples the
effect of the tachyon is felt only locally, and the bulk of spacetime remains intact. It would be
nice to have an example with a nonlocalized tachyon.3
The second question is interesting since, if true, it would demystify somewhat the role of
closed string tachyons. Semiclassical instabilities provide a clear geometrical picture for the
decay of an unstable background, at least in the regime where the low-energy approximation
is valid.4 De Alwis and Flournoy have conjectured that when continued past this regime, the
2 See [6] for recent progress however.
3 Attempts were made in [21,22] for the bulk rolling tachyon, [23] for the bulk bouncing tachyon. See [24] for more
general observations.
4 This is also true in the open string case [25,26].
138
Fig. 1. Tachyonic and semiclassical instabilities in 4 ( < 0) field theory.
instability would eventually become tachyonic [4]. As evidence for this they list several examples
of string backgrounds, such as the SS circle, which exhibit a semiclassical instability in one
regime of the moduli space (R 1), and a tachyonic instability in another regime (R < 1). In
field theory we are used to such a transition. Consider for example 4 field theory with < 0.
If m2 > 0the origin = 0 is a local minimum, which is unstable to decay by tunneling out to
= m/ , and then rolling down. If m2 < 0 the origin is a local maximum, i.e., tachyonic,
and the field decays by rolling (Fig. 1). In both cases the post-decay state is the same. In closed
string theory the picture is less clear because on the one hand we do not have a good description
of the tachyon condensate, and on the other hand the semiclassical regime is very far from the
tachyonic regime.
An approach which may shed some light on both questions is to focus on the point in moduli
space where the tachyon becomes massless. At this point the tachyon condensate would correspond to an on-shell state (if the corresponding vertex operator is exactly marginal), and the true
vacuum would be described by an exact two-dimensional CFT. In fact the first hard evidence for
Sens conjecture about open string tachyons came from this direction. Sen considered an unstable Dp-brane wrapped on a circle of radius R, and a unit KK momentum kink mode of the
open string tachyon [27]. This mode becomes massless when R = 1/2, and the corresponding
operator is exactly marginal. The condensate of this mode is described by an exact CFT given by
the boundary sine-Gordon model, whose solution interpolates between Neumann and Dirichlet
boundary conditions on the circle [28,29], which in turn implies that the tachyon kink corresponds to a D(p 1)-brane. A simple closed string example of this is the winding tachyon in the
SS compactification of type II string theory at R = 1, or the bosonic string at R = 2. The worldsheet field theory of the tachyon condensate is given by the massless limit of the sine-Gordon
model. However as far as we can tell, it is not known whether this theory is an exact CFT.
There exists a related theory which is an exact CFT, given by the sine-Liouville model.
Motivated by this, and by the conjectured duality of the sine-Liouville model and the cigar
(SL(2, C)/SU(2))/U (1) CFT [30,31], we set out to study the instability of the linear dilaton
background compactified on a circle (with SS boundary
conditions in type II).5 The sine
Liouville model describes the massless limit, at R = k, where k is the level of SL(2) current
algebra in the dual CFT, of a tachyon which condenses in an exponential profile, i.e., a semilocalized tachyon. The dual cigar background clearly shows that the condensate corresponds
geometrically to a smooth truncation of the relevant two-dimensional part of the space from an
infinite cylinder to a semiinfinite cigar (Fig. 2). A similar decay was argued to occur in finite tem5 A related topic was discussed in [32].
139
Fig. 2. Semilocalized tachyon condensation turns the cylinder into a cigar.
perature string theory on AdS below the Hagedorn temperature [33,34]. An open string version
of this was recently discussed in [19].
Interestingly, this example also gives an explicit connection between a tachyonic instability
and a semiclassical instability. We will show that the cigar is a type of bubble spacetime which
results
from a bounce, and that this can be generalized to larger radii (but not smaller). For
R > k the KK (or SS) linear dilaton background
is therefore unstable to decay semiclasically
into a cigar-like spacetime, and for

R < k it is unstable due to a semilocalized tachyon. The two
instabilities are equivalent at R = k. Furthermore, since k can be made large the supergravity
approximation remains valid all the way down to the transition point.
The rest of the paper is organized as follows. In Section 2 we review the relevant features
of the cigar, the duality between the cigar and the sine-Liouville model, and a three-dimensional
deformation of the cigar. In Section 3 we put the sine-Liouville model and the cigar in the context
of the instability of the KK (or SS) linear dilaton background. We show that the cigar can be
interpreted as a type of bubble of nothing resulting from a gravitational bounce, and generalize
this to larger radii using a deformed cigar background. We then compute the classical decay rate
due to bubble nucleation. In Section 4 we show, using a generalized cigarsine-Liouville duality,
that the semiclassical decay of the KK linear dilaton via the gravitational bounce can also be
described as a field-theoretic tunneling
process of the massive scalar field corresponding to the
semilocalized tachyon for R > k. In Section 5 we address the question of the negative mode
in the Euclidean backgrounds, which is relevant for the quantum-corrected decay rate. Section 6
contains our conclusions. We have also included an appendix containing a description of the
spectrum in the post-decay background.
2. Review of some known results
We begin by reviewing some known results which we will use in the following sections. These
include the two-dimensional cigar, the conjectured duality between the cigar and sine-Liouville
theory, and a certain three-dimensional deformation of the cigar.
2.1. The cigar
The two-dimensional cigar is described by the metric and dilaton [3537]

ds 2 = k dr 2 + tanh2 r d 2 ,
0 = log cosh r,
(2.1)
where is a periodic coordinate with + 2 . In string theory the cigar corresponds to an

exact conformal field theory given by the coset (SL(2, C)/SU(2))/U (1), where the parameter k
in the metric corresponds to the level of the SL(2) current algebra. The central charge in the
bosonic string case is given by
c=
3k
1.
k2
(2.2)
140
There exists also a supersymmetric version of the cigar CFT [38] with a central charge c =
3(k + 2)/k, and an odd spin structure at r .
The basic set of local operators (ignoring the oscillators) is labeled by three quantum numbers
{j, m, m}, where j is associated with the dependence on r, and m and m are related to the
momentum and winding around the cigar as
1
1
m = (n kw ).
m = (n + kw ),
2
2
The conformal dimensions of these operators are given by
(2.3)
j (j + 1) m2
j (j + 1) m2
(2.4)
+
,
j,m,m =
+
.
k2
k
k2
k
In the supersymmetric case k 2 is replaced by k in the j dependent part.
There are two kinds of states in this background. First, there are bulk states which can propagate along the cigar. These are ordinary normalizable states which are the same as the states
in the asymptotic linear dilaton background. In particular, they have a continuous spectrum with
j = 1/2 + is, where s R. Second, there are states which are localized at the tip of the cigar
with j R [39]. Unitarity places a bound on j given by j < (k 2)/2 (j < k/2 in the supersymmetric case), and since the formulas for the conformal dimensions (2.4) are invariant under
the replacement j j 1 one can restrict to j > 1/2. These states are nonnormalizable in
general, however as argued in [38,40,41] a subset of them given by
j,m,m =

k3
1
,
m = (j + l) or m = (j + l) , l Z+
<j <
(2.5)
2
2
(and k k + 2 in the supersymmetric case) are normalizable. Note that the upper bound on j
is tighter than the one imposed by unitarity. The cigar CFT is closely related to the SL(2, R)
WZW model, i.e., to AdS3 [42]. The bulk states correspond to the continuous representations of
SL(2, R) (the long strings), and the normalizable localized states to the discrete representations
(the short strings), including their images under spectral flow.
2.2. FZZ duality
It has been conjectured that the cigar CFT is equivalent to the sine-Liouville model [30,31]
(see also [43]) given by

1
(x1 )2 + (x2 )2 + QRx1 + ebx1 cos Rx2 ,
4

where x2 x2L x2R . This is a linear dilaton CFT with
L=
(2.6)
0 = Qx1 ,
(2.7)
= 2 + 6Q2 .
and a sine-Liouville interaction. The central charge of this theory is c

Equating this
with the central charge of the cigar (2.2) gives Q2 = 1/(k 2). An analogous conjecture relates
N = 2 Liouville theory [44] to the supersymmetric version of the cigar coset CFT [4548], in
model x2 is a periodic coordinate with period 2R.
which case Q2 = 1/k. In the sine-Liouville
The radius is taken to be R = k, in agreement with the asymptotic radius of the cigar (2.1).
Requiring the sine-Liouville potential to be marginal then fixes b = 1/Q. In the asymptotic
weakly-coupled region both the cigar and sine-Liouville model look like a cylinder
with a linear
dilaton, and the coordinates are identified (for large k) as r Qx1 and x2 / k.
141
The local operators discussed above correspond in the sine-Liouville model to

Oa,p2 eax1 +ip2L x2L +ip2R x2R
(2.8)
with scaling dimensions

1
1 2
,
a,p2 = a(a + 2Q) + p2L
4
4
1
1 2
a,p2 = a(a + 2Q) + p2R
,
4
4
(2.9)
where6
a = 2Q(j + 1),
p2L =
n + kw
,
p2R =
n kw
.
(2.10)
Bulk states therefore correspond to operators with a = Q + ip1 , exactly as in the free lineardilaton theory, and the normalizable localized states (localized near the Liouville wall) are given
by

a
(Q + 1/Q) < a < Q,
n + kw = + l 1 , l Z+ ,
(2.11)
Q
or the same with w w . In particular the sine-Liouville potential itself corresponds to
the localized state with a = 1/Q (or equivalently j = (k 4)/2 in the bosonic string, and
j = (k 2)/2 in the superstring), n = 0 and w = 1.
2.3. Deformed cigar
A background which generalizes the cigar can be obtained by the J 3 J3 deformation of
SL(2, R) defined by the coset [49,50]7
SL(2, R) U (1)
.
U (1)
(2.12)
The corresponding metric, dilaton and B field are given (in the string frame) by

tanh2 r
dt 2
2
2
2
d
,
ds = k dr +
tanh2 r
tanh2 r
1
,
e2(0 ) =
2
cosh r( tanh2 r)
tanh2 r
B =k
(2.13)
d dt,
tanh2 r
where is the deformation parameter. The original SL(2, R) corresponds to = 1. In the limit
the background reduces to cigar R, and for 0 it becomes trumpet R. For < 0
the geometry is Euclidean; it can be continued to a Lorentzian spacetime by replacing t it,
but then B becomes imaginary, so the background is not physical.
We will be interested in the geometries with > 1, which can be regarded as deformations
of cigar R. The classical supergravity approximation is
valid for k 1
and e20 1. The
asymptotic geometry is that of a cylinder with radius R = k/( 1) > k, a linear dilaton
6 This differs from [31] by the replacement j j 1.
7 The related SU(2) case was discussed in [5153].
142
k
(r) r and B 1
d dt.8 Note that the nontrivial asymptotic B field will affect the
spectrum of winding states. In our application we will consider a closely related background with
a B field whose (, t) component vanishes asymptotically, so that the asymptotic background is
the ordinary KK (or SS) linear dilaton.
The background (2.13) actually corresponds to an infinite cover of the coset (2.12). For the
single cover t is periodic with t t + 2 . We can define the N th cover by replacing t N t ,
and the infinite cover corresponds to N with noncompact time [54].
The spectrum of this background is most easily obtained by T-dualizing along t [54]. Since
T-duality of a timelike coordinate is problematic we will define it by T-dualizing the Euclidean
geometry with < 0, and analytically continuing to > 1.9 The T-dual background is given
by10

2

dt 2
dt
ds 2 = k dr 2 + tanh2 r d
,
kN
kN
0 = log cosh r,
(2.14)
and a trivial B field. Redefining = t /(kN) and t = t /(kN), we see that this is basically
a cigar S 1 , but with the identifications

2n 2n
(, t ) + 2n
(2.15)
, t +
, n, n Z.
kN
kN
This is the orbifold (cigar U (1)k )/ZkN . The spectrum is obtained by tensoring the cigar part
of the spectrum {j, n , w } with the U (1)k part, labeled by momentum and winding numbers
{n t , wt }, including twisted sectors labeled by ZkN , and projecting onto the ZkN invariant
sector. The invariant states must satisfy
n t = n + kNp,
p Z.
(2.16)
The twist corresponds to a fractional winding in , as can be seen from the relations between
the winding numbers in the , t and , t coordinates
w = w
1
w,
kN t
wt =
1
w,
kN t
(2.17)
and from = wt mod kN .

3. The decay of the KK linear dilaton
3.1. The background
Our initial background is R1,1 S 1 MD3 with a linear dilaton
2
,
ds 2 = dx12 + dx22 dt 2 + dsD3
0 = Qx1 ,
8 The coefficient for the dilaton in (2.13) was chosen so that the dilaton is independent of in the limit r .
9 Alternatively, we can perform T-duality with respect to the coordinate it .
10 This differs by a sign from [54].
(3.1)
143
where x2 x2 + 2R. We will consider both the bosonic string and type II strings. For type II
strings we impose antiperiodic boundary conditions on the fermions, i.e., SS compactification,
so that spacetime supersymmetry is broken. The three-dimensional part of the background given
by (x1 , x2 , t) corresponds to a free linear-dilaton CFT
L=

1
(x1 )2 + (x2 )2 (t)2 + QRx1 ,
4
(3.2)
with a central charge c = 3 + 6Q2 for the bosonic string, and c = 9/2 + 6Q2 for type II strings.
The (D 3)-dimensional space MD3 corresponds to a CFT with c = 23 6Q2 for the bosonic
string, and to a SCFT with c = 21/2 6Q2 for type II strings.
For example this can be a subcritical bosonic string theory with MD3 = RD3 andQ = (26 D)/6,
or critical bosonic or
type II strings with MD3 = RD6 S 3 and Q = 1/ N + 2 (Q = 1/ N in type II), where N
is the level of the SU(2) current algebra which defines the S 3 . In the type II case this is the CHS
model [55], which corresponds to the near-horizon geometry of N extremal NS5-branes [56].
The spectrum of local operators in the oscillator ground state is given by
O eip0 t Oa,p2 OD3 ,
(3.3)
where Oa,p2 is the same as (2.8), and OD3 is a ground state local operator in MD3 . Bulk
states, as before, correspond to operators with a = Q + ip1 . Operators with a R correspond
to localized (or more properly semilocalized) states, which in the absence of a potential are
always nonnormalizable.
The background described by (3.1) is not perturbatively well defined since the string coupling
gs = exp() grows exponentially, and there is a strong coupling singularity (in the Einstein
frame metric) at x1 . The usual way in which this problem is evaded is by turning on a
potential, corresponding to a nonnormalizable state, that prevents strings from propagating into
the strong coupling region.
3.2. A semilocalized tachyon
Consider the localized operator with the sine-Liouville potential at an arbitrary radius R (and
b = 1/Q),
Oa,p2 ex1 /Q cos Rx2 .
(3.4)
This can be thought of as a particular mode of the winding number one ground state of the string.
In type II string theory the SS periodicity conditions imply that the ground state is projected out
at even winding number, but kept at odd winding number. We can compute the mass of this state
by requiring that the total scaling dimension be 1 in the bosonic case and 1/2 in the type II case.
Using Q2 = 1/(k 2) for the bosonic string and Q2 = 1/k for the type II string (since we will
want to relate this to the (deformed) cigar) we find
M 2 = R 2 k.
(3.5)
The state associated with the sine-Liouville potential is therefore tachyonic for R < k, indicating that the KK (or
SS in the type II case) linear dilaton background becomes perturbatively
unstable below R = k.11
11 Of course the bosonic string is perturbatively unstable for all R due to the winding number 0 tachyon. We are ignoring
this mode here.
144
The semilocalized tachyon (3.4) describes a particular non-uniform mode of the closed string
tachyon, in
which the tachyon condenses in the strong coupling regime x1 < 0. At the critical
radius R = k this mode is exactly marginal, and the deformed CFT which describes the corresponding condensate is given by the sine-Liouville model (2.6) tensored with R MD3 .
The semilocalized tachyon background provides the potential which prevents strings from
propagating into the strong coupling region. In this sense it effectively eliminates that part of the
spacetime in which it condenses, which includes the singularity at x1 . A more precise
spacetime picture will emerge from the dual cigar CFT in the next section.
3.3. Semiclassical instability at R =
FZZ duality implies that the semilocalized tachyon condensate at the critical radius R = k in
the KK linear dilaton background is equivalent to the background given by cigar R MD3 :

2
ds 2 = k dr 2 + tanh2 r d 2 dt 2 + dsD3
,
0 = log cosh r.
(3.6)
This provides a clear spacetime interpretation of the semilocalized tachyon condensate, whereby
the half of spacetime containing the strong coupling region is excised. But what is even more
intriguing is that in the dual picture the background is actually a type of bubble of nothing. To
see this we introduce a new radial coordinate
2
e2(0 )/(D2) = (cosh r) D2

and change to the Einstein frame

2
k
D2 2
2
2
2D
2
dsE2 =
1
d 2 dt 2 + 2 dsD3
d
+
k
.
2
1 2D
(3.7)
(3.8)
The size of the -circle shrinks to zero as 1, so the region 0 < 1 is excised from the
space, forming a static bubble of nothing. The usual expanding bubble picture is obtained by
changing to the coordinates

(D 2) k
2t
u=
cosh
,
2
(D 2) k

2t
(D 2) k
sinh
v=
(3.9)
,
2
(D 2) k
in terms of which the , t part of the metric is asymptotically flat. In these coordinates the surface
of the bubble is at u2 v 2 = (D 2)2 k/4. The bubble appears at time v = 0, and expands with
time v at a speed approaching the speed of light (Fig. 3).
This strongly suggests that the spacetime described by (3.6) can be identified as
the post-decay
spacetime resulting from a bounce in the KK linear dilaton background at R = k. The bounce
is described by the Euclidean geometry

2
ds 2 = k dr 2 + tanh2 r d 2 + d 2 + dsD3
(3.10)
,
where = it. Single-valuedness in the (u, v) plane requires a definite periodicity for ,
+ (D 2) k.
(3.11)
145
Fig. 3. Bubble nucleation and expansion.
Fig. 4. Two copies of the cylinder decay into two cigars.
The bubble corresponds to the Lorentzian

continuation of the Euclidean geometry at the turning
points 1 = 0 and 2 = (D 2) k/2 (Fig. 3). Note that unlike the ordinary KK bubble [1]
the Lorentzian geometry here actually consists of two identical disconnected components. We
should therefore think of the original background as two copies of the KK linear dilaton, each of
which decays into one of these components (Fig. 4).
3.4. Generalization to R >
For R > k the sine-Liouville operator (3.4) is irrelevant, corresponding to a massive state.
In this case the KK linear dilaton background is perturbatively stable. On the other hand we
can deformthe three-dimensional cigar R part of the spacetime (3.6) to a spacetime (2.13)
with R > k, which suggests a generalization of the cigar bounce instability. We are actually
146
interested in a slight variation of the deformed background given by12

tanh2 r
N2
2
2
2
2
2
ds = k dr +
,
d
dt + dsD3
2
2
tanh r
tanh r
1
e2(0 ) =
,
cosh2 r( tanh2 r)

1
tanh2 r
d dt,
B = Nk
(3.12)
tanh2 r 1
where + 2 and t t + 2 . As we explained in the previous section, this corresponds to
the N -fold cover of the coset (SL(2, R) U (1))/U (1). We will eventually take N to get
noncompact time. We have also added a constant term to the (, t) component of the B field so
that it vanishes at r . This background asymptotes to R S 1 St1 MD3 with a linear
dilaton, R 2 = k/( 1) and Rt2 = kN 2 /( 1).
The Einstein metric is given by

( 1)2 k
D2 2
d 2
dsE2 =
2
( 1 2D )( 1 2D )

k
+
2 1 2D d 2
2
( 1)

kN 2
2
2 1 2D dt 2 + 2 dsD3
,
(3.13)
2
( 1)
where

2/(D2)
( 1)
2(0 )/(D2)
e
(3.14)
=
,
cosh2 r( tanh2 r)
so the surface of the bubble is now at = [/( 1)]1/(D2) . We can again define 2d asymptotically flat coordinates

(D 2) k
2N t
,
u=
cosh
2
(D 2) 1

(D 2) k
2N t
v=
(3.15)
,
sinh
2
(D 2) 1
such that the surface of the bubble expands in time v.
The bounce is given by the Euclidean continuation of (3.12) with = iNt,

tanh2 r
1
2
2
2
+
,
ds 2 = k dr 2 +
+ dsD3
d
d
tanh2 r
tanh2 r

tanh2 r
1
B = ik
(3.16)
d d,
tanh2 r 1
and the same dilaton. Single-valuedness in the (u, v) coordinates now requires a periodicity
(D 2) 1
.
+ 2,
(3.17)
2
12 We are suppressing the components of the B field on the S 3 .
147
Note that the asymptotic radius in the direction is given by R = (D 2) k/2, independent
of . Here the continuation makes B complex (the S 3 part is real, and the , t part is imaginary), but this is acceptable in a Euclidean configuration [5759]. We therefore
claim that (3.12)
corresponds to the post-decay background of the KK linear dilaton for R > k.
Note that the Euclidean
geometry (3.12) with < 0 is also
asymptotic to a cylinder, this
time with radius R = k||/(|| + 1), which is smaller than k. Upon analytically continuing
to Lorentzian
signature by replacing t it, this seems to give a deformation of the cigar to
R < k, and therefore a bounce instability in the regime where the semilocalized state (3.4)
is tachyonic. Now, however, the Lorentzian background has a complex B field,
so this is not a
physical background. This is consistent with our expectation that for R < k there should not
be a bounce instability.
3.5. Classical decay rate
The classical rate of decay is estimated as exp(I ), where I is the Euclidean action of the
bounce [60]. To be specific we will consider the cases of the bosonic and type II strings on
R1,1 S 1 S 3 T D6 , where the (D 6)-dimensional part is compactified on a torus with
volume VD6 in order to have a finite action. The radius of the S 3 is given by the level N of the
SU(2), which for large k is N k. The Euclidean metric which defines the bounce is given in
this case by

D1
tanh2 r
1
2
2
2
+
+
d
dyi2 ,
+
ds 2 = k dr 2 +
d
d
3
2
2
tanh r
tanh r
i=D6
(3.18)
where + 2 , + 2, and d3 is the volume form of S 3 . The total Euclidean three

form field strength is given by
H3 = 2kd3 + i
2k tanh r sech2 r
( tanh2 r)2
dr d d.
(3.19)
Since there are no background RR fields in the type II case the bulk part of the action is given by

2
1
1
D
2
2
|H3 |
R + 4||
Ibulk = 2 d x Ge
(3.20)
2 3!
2
for both the bosonic and type II strings.
In evaluating the Euclidean action for the bounce two kinds of boundary terms need to be
included. The first is the GibbonsHawking term [61,62], which cancels the second derivative
terms in the Einstein action,

1
(0)
IGH = 2 d D1 x hE KE KE .
(3.21)
The subscript E denotes that these quantities are defined with respect to the Einstein frame. hE is
the induced metric on the boundary at r , KE is the extrinsic curvature of the boundary

r hE
,
KE = Grr
(3.22)
E
hE
148

(0)
and KE is the extrinsic curvature of the boundary in the background metric (the metric for the
asymptotic geometry). The second boundary term comes from the Euclidean action of the background metric Ibg , which serves as a regularization term (see for example [63]).13 The regularized
Euclidean action is thus
I = Ibulk Ibg + IGH .
(3.23)
The computation is simplified somewhat using the equations of motion, which give
5
|H3 |2 .
12
The different terms are given by
R + 4||2 =

8 4 (D 2)VD6 k 2
2
Ibulk =
,
cosh r
1
2
tanh2 r 0

2r
2 4 (D 2)VD6 k 2
e ,
Ibg =
2
1

+1
4 4 (2D 3)VD6 k 2
.
IGH =
11
(D 2) 2
Putting it all together we find that the rate of decay is given by

+1
4 4 (D 1)2 VD6 k 2
exp cR 2R 2 k .
exp
11
(D 2) 2
(3.24)
(3.25)
(3.26)
(3.27)
(3.28)
We would like to make two comments about this result. First, the decay rate vanishes in the
limit 1, which corresponds to an infinite radius. This is consistent with the fact that the
background is stable in this limit; for type II strings the background becomes supersymmetric,
and therefore absolutely stable, and for the bosonic string it is stable up to the usual winding
number 0 tachyon.14
Second, in the limit , corresponding to the critical radius R = k, the decay rate is still
exponentially small. This is somewhat surprising since this is the point where the semilocalized
tachyon appears, and we would expect an O(1) decay rate. The same thing happens in the decay
of the ordinary KK vacuum [1], namely the decay rate remains exponentially small at the critical
radius. But there the semiclassical description breaks down at the critical radius, which is R
O(1), whereas in our case the semiclassical picture continues to hold as long as k 1. We will
come back to this point in the next section.
4. Tachyon bounce
The picture that emerges is that the
KK linear dilaton background is unstable to the decay of
half of spacetime forall R. For R < k the instability is described by a semilocalized tachyonic
mode, and for R > k it corresponds to a gravitational bounce. The two descriptions meet at
13 That this is a boundary term follows from the equations of motion. For the same reason I
bulk also gets a contribution
only from the boundary.
14 Note that the two limits r and 1 do not commute. The limit 1 of (3.12) with r finite is AdS M
3
D3 .
Here we first take r and then 1, which corresponds to our interpretation of the 1 limit as the post-decay
geometry for R1,1 S 1 MD3 with R .
149
R = k, where they are related by FZZ duality. The situation is analogous to the 4 field
theory model with < 0. The = 0 state is unstable to decay via rolling for m2 < 0, and via
tunneling for m2 > 0.
In the related setting of finite temperature string theory, Barbon and Rabinovici have argued
that at temperatures below the Hagedorn temperature, the background would decay into a bubble
of nothing by a tunneling process of the massive thermal tachyon [33]. This can be put on firm
footing in the context of the KK linear dilaton.
Consider first the critical radius R = k. In this case the dual descriptions of the post-decay
background are the cigar-bubble (3.6) on one side, and the static tachyon configuration
T ex1 /Q cos( kx2 )

(4.1)
on the other. For large x1 we can express this configuration in terms of the asymptotically flat
coordinates (u, v) as

(D2)
T u2 v 2 2Q2 cos( kx2 ),
(4.2)
which is a time-dependent configuration. The bounce corresponds to v ivE
(D2)

2
2Q2 cos( kx ).
TE u2 + vE
2
(4.3)
This is a tunneling process. At vE the field TE vanishes, and at the turning point vE = 0 it
takes its maximal value. This is where the Lorentzian evolution (4.2) takes over, and the field T
proceeds to increase with time v. In this case the field is actually massless, so apparently this
describes some sort of barrier-less tunneling (see [64] for field theory examples of barrier-less
tunneling). This is also consistent with the fact that the classical rate of decay (3.28) was exponentially suppressed
even at the critical radius.
For R > k the post-decay background is given by (3.12). Since in the T-dual picture this can
again be described as a cigar, modulo a certain identification (see Appendix A), we can use FZZ
duality again to get a dual tachyon configuration
T ex1 /Q cos( k x2 ),
(4.4)
where the coordinate x2 is related asymptotically to the cigar coordinate as x2 k . Using (A.2) we can express this in terms of the asymptotic flat KK linear dilaton (and time)
coordinates as

k
k
x1 /Q
cos
T e
(4.5)
x
x0 ,
1 2
1

where x2 R = k/( 1) , x0 Rt t = kN 2 /( 1) t. In terms of the (u, v) coordinates this becomes

2
(D2)
k D 2
k
2 2Q2
1 v
T u v
(4.6)
cos
x
.
tanh
1 2
2
u
1
The Euclidean continuation is complex

(D2)

D2
k
2
1 vE
2Q2 cos Rx i
tan
.
TE u2 + vE
2
2
u
1
(4.7)
150
This can also be seen in the original deformed background (3.12), where the B field becomes
complex after Wick-rotation, or in the T-dual background (A.1), where the metric becomes complex. The bounce in this case is not time-reversal symmetric, since the imaginary part of (4.7) is
odd under time reversal. This is similar to a system with friction. The friction term in the action
breaks time-reversal symmetry, and in the Euclidean theory it becomes imaginary, rendering the
solution complex. The post-tunneling evolution is given by analytically continuing the Euclidean
solution at vE = 0 to the Lorentzian solution (4.6) at v = 0. An unusual property in this case is
that the evolution begins with a nonzero velocity, which is associated with the imaginary part of
the Euclidean solution.15
5. Where is the negative mode?
We have seen that the background (3.12) is asymptotic to the KK linear dilaton with R k,
and we have computed the action of its Euclidean continuation (3.16). However a crucial requirement for the Euclidean background to correspond to a bounce is the existence of a negative mode
in its spectrum. This is because the rate of decay including the one-loop contribution is [65]

1/2
det bounce I
e ,
Im
(5.1)
det1/2 0
where bounce and 0 are the quadratic forms of the fluctuations in the bounce and in the
Euclidean continuation of the pre-decay background, respectively. So we need to determine if
the Euclidean background (3.16) possesses a negative mode, which the Euclidean continuation
of the KK linear dilaton background does not. A negative mode corresponds to an operator with
(holomorphic) scaling dimension less than 1 in the bosonic case, and less than 1/2 in the type II
case.
The spectrum of the Euclidean background can be determined formally as in the Lorentzian
case (see Appendix A), by relating it via T-duality along to a cigar. The resulting scaling
dimensions can be read off from (A.7) by replacing
n t in /N,
wt iw N/,
(5.2)
which gives
2j (j + 1) 1 2
k
k(D 2)2 2
2
w 2 .
+
n +
w2 +
n +
k2
2k
2( 1)
8
k(D 2)2
(5.3)
For the bulk states, i.e. the states with j = 1/2 + is, this is the correct thing to do. In particular
this gives normalizable states with real scaling dimensions. This is exactly the same spectrum of
bulk states as in the Euclidean continuation of the pre-decay KK linear dilaton background, and
so will not contribute in (5.1). The required negative mode must therefore come from a localized
state. The problem is that the replacements (5.2) generally give complex scaling dimensions for
the localized states, as can be inferred from the relations (A.9), (A.5) and (A.6).16
+ =
15 A similar thing happens in the instanton process representing the Schwinger pair production in the presence of
constant electric and magnetic fields. The instanton solution in that case is also complex, and the electronpositron pair
are created with a nonzero velocity due to the magnetic field.
16 A similar thing happens to the discrete series in the Euclidean continuation of AdS [66]. The SL(2, R) quantum
3
where l, l Z+ . On the other hand m and m are related to the
numbers are related as m = (j + l) and m = (j + l),
151
We have not resolved this problem, and it is not completely clear to us whether and how the
negative mode appears in the spectrum of localized states. However let us outline a number of
proposals which may lead to a resolution.
(1) States with trivial momentum and winding in (n = w = 0) have real scaling dimensions. For 1, and j taking its maximal allowed value17

k4
k
for the bosonic string,
2 + 2
j k2
(5.4)
k
for the type II string,
2 + 2
the ground state with n = 0 and w = 1 has the scaling dimension

1 k2
for the bosonic string,
4
1
k
for the type II string.
2 4
(5.5)
This corresponds to a negative mode. In the cigar limit it becomes a zero mode, so the
one-loop decay rate vanishes. We expect that higher loop corrections render the decay rate finite
in this limit.
(2) For O(1) the above mode is positive, since the winding contribution to the scaling
dimension grows indefinitely as 1, whereas the j dependent part is O(k). There can however
be negative modes with w = 0 at the first excited level (in the bosonic string there are additional
negative modes at the ground state). For example the state with n = k and j = (k 2)/2 in the
type II case has a scaling dimension
k
(5.6)
,
4
which corresponds to a negative mode if < k/2. It is tempting to conjecture that this state supplies the required negative mode for small , and the winding state above supplies the negative
mode for large .
(3) An alternative possibility, following a similar proposal in [66], is to drop the i in the
replacements (5.2) for the localized states. This gives nonnormalizable states with real scaling
dimensions in the Euclidean theory. It is not difficult to see that one can get arbitrarily negative
scaling dimensions with large n or w . The problem with this proposal in our case is that the
corresponding vertex operators exp[n (L + R ) + w (L R )] do not seem to be consistent
with the periodicity of the compact Euclidean time (3.17).
=1
6. Conclusions
The KaluzaKlein compactification of the bosonic string, and similarly the ScherkSchwarz
compactification of type II strings, in a linear dilaton background, exhibits
a semilocalized in
stability, described
by a semilocalized
winding
tachyon
when
R

k,
and
by a gravitational
bounce when R k. At R = k the tachyon condensate is described by the sine-Liouville

model, and the bounce corresponds to the cigar CFT. The conjectured equivalence of the two
energy and angular momentum in AdS3 as m = (E + P )/2 and m = (E P )/2. The replacement E iE therefore
makes j , and with it the scaling dimension, complex for these states.
17 More precisely, one needs > k 1 for the value of j not to exceed the upper bound. For smaller , one must
choose larger l in (A.9). For a given l, has to be greater than k/(2l 1).
152
models provides the first explicit connection between a tachyonic instability and a semiclassical instability, and implies that the tachyon condensate (at the critical radius) corresponds
to a
smooth semiinfinite truncation of space. The geometrical picture extends to R > k, where the
bounce corresponds to a three-dimensional deformation of the
cigar.
In this paper we have not discussed much the regime R < k, where the decay proceeds via a
condensation of the semilocalized tachyon. The dynamical evolution of the condensation
will be
described by a rolling tachyon. The tachyon profile canbe guessed from the
R
>
k
case
(4.5).
We propose that it takes the form T ex1 /Q cos( k/( 1)x2 k/( 1)x0 ) + c.c.
with < 0. However, this represents an s-brane-like
[67] process rather than a rolling process. To
obtain a rolling process, one shifts x0 x0 + log / k/(|| + 1) and then takes the limit 0.
We believe that T is not only marginal but an exactly marginal operator, and the corresponding
CFT is tractable by properly extending the results of [68]. It is not clear if FZZ duality extends to
this case. However, it is tempting to speculate that the rolling tachyon does have a spacetime dual
description where the spacetime is time dependent and consists of two copies of a cigar whose
tips recede as time goes by. The entire spacetime eventually disappears in the infinite future,
which is where the tachyon condensate becomes infinite.
Acknowledgements
We would like to thank Amit Giveon, Carlos Herdeiro, Dan Israel and Harald Nieder for
useful discussions. This work is supported in part by the Israel Science Foundation under grant
No. 101/01-1.
Appendix A. The post-decay spectrum
The spectrum of our deformed cigar background (3.12) can be determined along the lines
of [54], by T-dualizing along t. The T-dual background is given by

d
dt
dt 2
d 2
2
ds 2 = k dr 2 + tanh2 r
+ dsD3
1 kN
kN
1
1

e2( 0 ) =
(A.1)
,
kN 2 cosh2 r
and a trivial B field. This differs a bit from the T-dual background in Section 2.3 (2.14) due to the
difference in the original B field, but it can again be related to a cigar U (1) CFT by defining

,
1 kN
,
kN
1
(A.2)
which now have the identifications

2n 2n 2n
2n

, t +
,
(, t ) +
1
kN
kN
1
n, n Z.
(A.3)
With these identifications the background does not correspond to a simple orbifold of the cigar
U (1) CFT, but we can still determine the spectrum by imposing invariance of the cigar U (1)
spectrum. By FZZ duality we know that the vertex operators are asymptotically given by

e2(j +1)r ei(n +k w )L +i(n k w )R ei(nt +k wt )tL i(nt k wt )tR ,
(A.4)
153
where n and w are the KK momentum and winding number, respectively, in , and n t and wt
are the KK momentum and winding number in t . Invariance under the identifications in (A.3)
requires
n = n
kN n t
,
1
n t = n +
kNn t
,
1
(A.5)
where n , n t Z. As we shall soon see n and n t will be identified as the KK momenta in

and t , respectively. From (A.2) we see that the winding numbers are related as
1
1
1
wt =
w
wt ,
wt
w .
(A.6)
1
kN
kN
1
Note in particular that in the limit this reduces to the ZkN orbifold, where the twist is
identified with wt mod kN (2.17). So for wt , w Z we believe this describes the complete
spectrum of the theory for any > 1 (including the twisted sectors). The total scaling dimension
in the cigar U (1) is given by (in the bosonic string)
w =
+ =
k
kN 2
1 2
2j (j + 1) 1 2
w
+
n +
w2
n t 2
k2
2k
2( 1)
2( 1)
2kN 2 t
(A.7)
and
= n w n t wt .
(A.8)
We can therefore identify n as the KK momentum in , and n t as the KK momentum in t ,

or equivalently as the winding number in the original t . So the compact part of
the spectrum is
1 S 1 geometry with R = k/( 1) and
just what
one
would
expect
for
the
asymptotic
S
t

Rt = kN 2 /( 1).
The spectrum includes bulk and localized states. In terms of the cigar quantum numbers the
bulk states correspond to j = 1/2 + is, and arbitrary n , w , and the localized states correspond to real j in the range 1/2 < j < (k 3)/2 ((k 1)/2 in type II), and n , w are
constrained by
n + k w = 2(j + l)
or n k w = 2(j + l),
l Z+ .
(A.9)
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Split extended supersymmetry from intersecting branes

Ignatios Antoniadis a,1 , Karim Benakli b, , Antonio Delgado a ,
Mariano Quirs c , Marc Tuckmantel a,d
a TH-Division, CERN, CH-1211 Geneva, Switzerland
b Laboratoire de Physique Thorique et Hautes Energies, Universits de Paris VI et VII, France
c Instituci Catalana de Recerca i Estudis Avanats (ICREA), Theoretical Physics Group, IFAE/UAB,
E-08193 Bellaterra, Barcelona, Spain

d Institut fr Theoretische Physik, ETH Hngerberg, CH-8093 Zrich, Switzerland

Abstract
We study string realizations of split extended supersymmetry, recently proposed in [I. Antoniadis, et al.
hep-ph/0507192]. Supersymmetry is broken by small () deformations of intersection angles of D-branes
giving tree-level masses of order m20 Ms2 , where Ms is the string scale, to localized scalars. We show
through an explicit one-loop string amplitude computation that gauginos acquire hierarchically smaller
2
Dirac masses mD
1/2 m0 /Ms . We also evaluate the one-loop higgsino mass, , and show that, in the
absence of tree-level contributions, it behaves as m40 /Ms3 . Finally we discuss an alternative suppression
of scales using large extra dimensions. The latter is illustrated, for the case where the gauge bosons appear
in N = 4 representations, by an explicit string model with Standard Model gauge group, three generations
of quarks and leptons and gauge coupling unification.
1. Introduction
Implementing the idea of split supersymmetry [1] in string theory is straightforward [2]. The
appropriate framework is type I theory [3] compactified in four dimensions in the presence of
constant internal magnetic fields [4,5], or equivalently D-branes intersecting at angles [6,7] in the
E-mail address: kbenakli@lpthe.jussieu.fr (K. Benakli).

1 On leave of absence from CPHT, Ecole Polytechnique, UMR du CNRS 7644.
doi:10.1016/j.nuclphysb.2006.03.012
I. Antoniadis et al. / Nuclear Physics B 744 (2006) 156179
157
T -dual picture. However, in simple brane constructions the gauge group sector comes in multiplets of extended supersymmetry, while matter states are in N = 1 representations. In Ref. [8]
we showed that these economical string-inspired brane constructions reconcile with unification
of gauge couplings at scales safe from proton decay problems, and provide a natural dark matter
candidate.
Indeed a simple way to break supersymmetry in the above context is by deforming the intersection angles of the Standard Model branes from their special values corresponding to a
supersymmetric configuration. A small deformation of these angles by breaks supersymmetry via a D-term vacuum expectation value (VEV), associated to a magnetized Abelian gauge
group factor in the T -dual picture, D = Ms2 with Ms the string scale [4,9]. This leads to
mass shifts of order m20 Ms2 for all charged scalar fields localized at the intersections, such
as squarks and sleptons, while gauginos (and higgsinos) remain massless. Alternatively supersymmetry breaking can be communicated to the scalar observable sector by radiative corrections
from a supersymmetric messenger sector, with D-breaking triggered by a magnetized Abelian
subgroup, or a non-supersymmetric sector with large extra dimensions. In all cases all previously
massless scalars in the observable sector are expected to acquire large masses by radiative corrections and a fine-tuning is needed in the Higgs sector in order to keep the hierarchy between
the electroweak scale and m0 , as required in split supersymmetry.
On the other hand fermion (gaugino and higgsino) masses are protected by a chiral Rsymmetry and the magnitude of radiative corrections depends on the mechanism of its breaking.
In fact R-symmetry is in general broken in the gravitational sector by the gravitino mass but its
value, as well as the mediation of the breaking to the brane (Standard Model) sector, is model
dependent and brings further uncertainties. Here we will restrict ourselves to possible sources
of fermion mass generation due to brane effects described by open string propagation within
only global supersymmetry, assuming that gravitational (closed strings) corrections are negligible. Indeed, R-symmetry is in general broken by -string corrections and gaugino Majorana
can be induced by a dimension-seven effective operator which is the chiral F -term [10]:
masses
d 2 W 2 Tr W 2 , where W and W are the magnetic U (1) and non-Abelian gauge superfields,
respectively. Its moduli dependent coefficient is given by the topological partition function F(0,3)
on a world-sheet with no handles and three boundaries.2 From the effective field theory point
of view, it corresponds to a two-loop correction involving massive open string states. Upon a
VEV W = D, the above F -term generates Majorana gaugino masses that are hierarchically
4
3
smaller than the scalar masses and behave as mM
1/2 m0 /Ms .
In models where the gauge bosons come in multiplets of extended supersymmetry, there
exists the possibility of generating Dirac gaugino masses that do not require the breaking of
R-symmetry. Such
a mass can be induced at one-loop via the effective chiral dimension-five
operator [8,11]: d 2 W Tr(W A), where A denotes the N = 1 chiral superfield(s) containing
the additional gaugino(s). Upon the D-auxiliary VEV W this term generates Dirac gaugino
2
M
masses that scale as mD
1/2 m0 /Ms , and are thus much higher than the Majorana masses m1/2 .
In Ref. [8], we studied the renormalization group evolution and showed that this scenario is compatible with one-loop gauge coupling unification at high scale for both cases where the gauge
sector is N = 2 and N = 4 supersymmetric.
The low energy sector of these models contains, besides the Standard Model fields, just some
fermion doublets (higgsinos) and eventually two singlets, the binos, if the corresponding cor2 Two of them correspond to W and W gauge groups while the third one can be an orientifold.
158
rections to their Dirac mass vanish. In fact, the higgsinos must acquire a mass, , of order the
electroweak scale in order to provide a dark matter candidate. This can
be induced by the following dimension-seven operator, generated at one-loop level [8,10]: d 2 W 2 D 2 H1 H2 , where
H1,2 are the two N = 1 Higgs supermultiplets. It follows that the induced higgsino mass is of the
4
3
same order as the gaugino Majorana masses, mM
1/2 m0 /Ms .
The appearance of gauginos in multiplets of extended supersymmetry is common in previous
attempts to embed the Standard Model in intersecting brane constructions [12]. There are several
examples in the literature of such models with gauge sectors forming multiplets of either N = 4
[13] or N = 2 extended supersymmetry [14].
In this work we describe the general string framework realizing the above scenario of split
supersymmetry with extended supersymmetric gauge sector and perform an explicit one-loop
computation of the dimension-five and seven effective operators needed to produce Dirac gaugino and higgsino masses, respectively. The relevant world-sheet diagram is the annulus involving
two D-brane stacks on its boundaries (or three in the case of higgsinos). We find that both Dirac
gaugino and higgsino masses are in general non-vanishing when the two brane-stacks are parallel
in one of the three internal compactification planes. The leading behavior in the supersymmetric limit, m0 /Ms 0, gives the coefficient of the corresponding effective operator, which thus
receives non-trivial contributions only from N = 2 supersymmetric sectors. Moreover, we find
that in this limit the result simplifies and becomes topological; the non-zero mode determinants
cancel and the effective couplings depend only on the momentum lattice of the plane where the
two brane-stacks are parallel. In the higgsino case the two fermions should come from an N = 2
supersymmetry preserving intersection, localized in the remaining two internal planes.
Finally, for concreteness, we present an explicit string construction with the Standard Model
gauge group, precisely three generations of quarks and leptons, and sharing the desired features
described above. Moreover, it emerges from an SU(5) grand unified group and thus satisfies
gauge coupling unification, realizing a particular D-brane configuration proposed in Ref. [2].
Standard Model particles live in the intersection of supersymmetric branes while there is a nonsupersymmetric brane such that particles living in its intersection with the observable branes are
non-chiral and act as messengers of gauge mediated supersymmetry breaking. In this case the
hierarchy between the string scale and the masses of supersymmetric partners can be triggered
by extra dimensions hierarchically larger than the string length.
Our paper is organized as follows. In Section 2, we describe the general framework of supersymmetry breaking in D-brane models intersecting at angles. In Section 3, we perform the
one-loop computation of the induced Dirac gaugino masses and extract the coefficient of the relevant dimension-five effective operator by evaluating the behavior in the supersymmetric limit.
In Section 4, we perform a similar computation for the higgsino masses and the corresponding
dimension-seven effective operator. In Section 5, we present an explicit construction of the Standard Model spectrum in this framework with the desired features. Our conclusions are drawn in
Section 6 and finally some relevant formulae are presented in Appendix A and some technical
computational details about the bosonic correlation function of higgsinos in Appendix B.
2. Supersymmetry breaking from intersecting branes
We will consider a set of intersecting stacks of branes that can be divided into two subsets:
the first one, denoted as O (for observable), gives rise in its light spectrum to the observable
sector, i.e. a supersymmetric version of the Standard Model with the gauge sector in N = 2 or
159
Fig. 1. Rectangular (left panel) and tilted (right panel) tori.
N = 4 representations. The second subset, which we denote as M (for messenger), provides the
supersymmetry breaking messengers through its intersections with the branes in O.
In order to perform explicit computations, we consider a compactification on a six torus factorizable as T12 T22 T32 with appropriate projections and orientifold planes to provide the
desired supersymmetric framework. A basis cycles [a(i) ] and [b(i) ] of the corresponding homology classes is defined for every torus Ti2 . Every stack a of D6-branes in type IIA wraps a 3-cycle
[a ] factorizable into the product of 1-cycles:

(i) (i)
(i)
[a ] =
(2.1)
a(i) =
na a + m(i)
a b
i
and forms angles3 with the cycles [a(i) ] given by:

(i)
tan a(i) =
(i)
(i)
(i)
ma R2 /R1 + na cot (i)

n(i)
a
(i)
(2.2)
(i)
where R1 and R2 are the radii along the horizontal X (i) (a(i) -cycles) and vertical Y (i) (b(i) cycles) axes, respectively, and (i) is the angle of the tilted torus Ti2 .
In the presence of an orientifold plane along the X (i) -axis, the angle (i) is fixed to either
(i)
(i)
cot (i) = 0, which corresponds to rectangular tori, or to cot (i) = R2 /2R1 which corresponds
(i)
to tilted tori (see Fig. 1). In these cases, we can write the angles a as
tan a(i) =
(i) (i)
ma R2
(i)
(i)
(2.3)
n a R1
(i)
(i)
(i)
where we define ma = ma + bi na and bi = 0 (bi = 1/2) for rectangular (tilted) tori. From
here on and for simplicity we will remove the tilde from m(i)
a . Given a generic couple (a, b) of
(i)
stacks of branes they intersect with angles ab in the ith torus:
(i)
(i)
ab =
(i)
a b
.
3 Here we choose /2 (i) /2.

a
(2.4)
160
Of special importance is the number of such intersections as it measures the number of chiral
fermions. It is given by

(i)
(i) (i)
Iab = [a ] [b ] =
(2.5)
n(i)
a mb ma nb
i
and it corresponds in the T -dual picture to the index theorem for compactification with internal
magnetic fields. In the special case where the brane stack b is the image of a under the orientifold
action (b = a ), the chiral states given by this formula fall in two categories: they transform either
in the antisymmetric (A) or in the symmetric (S) representation of the gauge group, due to the
orientifold projection. Their respective multiplicities are given by:

(j )
A,S
(i) 1
Iaa
(2.6)
=
2m
n
1
.
a
a
2
i
In simple toroidal compactifications, states arising from open strings with both ends on the
same stack of branes form representations of N = 4 supersymmetry. For more complicated compactifications, part of these states can be projected out and one remains with representations of
lower supersymmetry. In this work, we will focus on the cases where these states are in N = 4
or N = 2 multiplets as already stated.
Open strings stretching between two non-parallel stacks of Na and Nb branes give rise to states
in the bifundamental representation (Na , Nb ) of U (Na ) U (Nb ). The lightest modes contain,
in addition to massless fermions, scalars with masses:
(1)
(2)
(3)
|ab | + |ab | + |ab | 2

Ms ,
2
(1)
(2)
(3)
| | + |ab | |ab | 2
m2ab,3 = ab
Ms ,
2
m2ab,1 =
(1)
(2)
(3)
|ab | |ab | + |ab | 2

Ms ,
2

(1)
(2)
(3)
| | + |ab | + |ab |
m2ab,4 = 1 ab
Ms2 . (2.7)
2
m2ab,2 =
For parallel branes the first three states become the N = 4 scalar partners of the gauge vector
bosons. On the other hand, if some of them are massless there is a bosonfermion degeneracy
(i)
that indicates that part of the original supersymmetry is preserved. Moreover, if any of the ab
angles vanishes, a supersymmetric mass i Ms can be generated through separation of the branes
by a distance i Ms1 in the corresponding torus. Finally, the last mass in (2.7) contains the
contribution of a massive string oscillator that could become the lightest state for some values of
the angles.
There are three cases corresponding to three different kinds of intersections that must be
discussed:
The case where branes a and b are in the observable set O with intersections giving rise to
chiral N = 1 multiplets. The lightest states ab are identified with quarks, leptons and their
supersymmetric partners. This can be achieved with the choice
m2ab,1 = |2 |Ms2 ,
m2ab,3 = 0,
m2ab,2 = |1 |Ms2 ,

m2ab,4 = 1 |3 | Ms2
(2.8)
which is such that for generic values of 1 and 2 the system only preserves one supersymmetry.
(i)
For simplicity, we are using here the notation ab = i and choosing |3 | = |1 | + |2 |.
161
The case where branes a and b are in the observable set O, and states in their intersection give
rise to N = 2 supermultiplets which are identified with supersymmetric pairs of Higgs doublets.
This corresponds to Eq. (2.8) with 1 = 0, i.e.
m2ab,1 = |2 |Ms2 ,
m2ab,3 = 0,
m2ab,2 = 0,

m2ab,4 = 1 |2 | Ms2 .
(2.9)
We assume that nH Higgs chiral multiplets remain light while the other N = 2 multiplets get
large ( Ms ) supersymmetric masses. Actually, this is not the only way to obtain Higgs multiplets. One of the two doublets may emerge from a chiral intersection together with the leptons,
say between a U (2) and a U (1) brane, while the other one could arise as a chiral antidoublet
from the intersection of U (2) with the mirror of U (1) brane.
The case where brane a is in the observable set O and brane b in sector M. The states ab
living at such intersections are assumed to be non-chiral and we will call them messengers
for reasons that will be apparent below. They are non-supersymmetric because of mass splitting
between fermionic and bosonic modes. Through loop effects, they will induce supersymmetry
(i)
breaking to the observable sector. We will use here the notation ab
= i and choose again
|3 | = |1 | + |2 |. Two different kinds of models can arise at this level. They correspond to the
following two possibilities:
(i) The first possibility is that the states in the intersection ab originate as a perturbation
around an N = 2 supersymmetric solution. In fact, in order to have a scale of supersymmetry
breaking hierarchically small compared to the string scale we perform a tiny deformation of the
intersection angles (preserving N = 2 supersymmetry):
|i | |i | + i .
(2.10)
In one of the tori, chosen to be the first one, the branes should remain parallel and separated4 by
a distance 1 Ms1 , i.e.
1 = 1 = 0,
2 + 3 =
= 0
leading to the localized scalar masses:

m2ab,1 |2 | + 21 Ms2 ,
m2ab,2 + 21 Ms2 ,

m2ab,3 + 21 Ms2 ,
m2ab,4 1 |2 | + 21 Ms2 .
(2.11)
(2.12)
These states will induce at one-loop Dirac masses for gauginos and higgsinos, as we will show
in next sections. For instance, the Dirac gaugino masses turn out to be
(2.13)
Ms ,
4
where is the gauge coupling. This provides a stringy realization of gauge mediated supersymmetry breaking in the absence of R-symmetry breaking.
Scalars localized at supersymmetric intersections, as those discussed in (2.8), can be given
a small supersymmetry breaking through another tiny deformation of the corresponding angles
mD
1/2
4 Note that this supersymmetric mass will prevent the appearance of tachyons for scalars in (2.12) and will make the
configuration stable.
162
by . This can be described at the effective field theory level as a FayetIliopoulos D-term breaking corresponding to the presence of an anomalous U (1) factor D Ms2 [4,9]. As a result,
scalar masses in the observable sector can acquire different masses depending on whether matter
is charged under this U (1) or not. In particular:
If the observable sector is charged, bosons of the matter multiplets acquire tree-level masses,
m20 Ms2 .
Otherwise the bosons of the observable sector receive masses at the two-loop level [15]

m20
(2.14)
Ms .
4
In both cases the transmission of supersymmetry breaking to the gaugino and higgsino sector
is mediated through the messengers since the quark and lepton sectors are chiral (and do not
contribute at this order) while the Higgs sector (with masses tuned to remain in the TeV range)
will contribute negligibly. Note that the brane b does not have to be necessarily in sector M. It
could also be part of the observable sector. Consider, for instance, the example where chiral
quark doublets come from the intersection of a U (3) and a U (2) brane stack. Non-chiral antiquark doublets, coming from the intersection of U (3) with the orientifold image of U (2) can
play the role of messengers generating Dirac gaugino masses for both U (3) and U (2) gauge
groups. Moreover, the image of U (2) may have non-trivial intersection with another U (1) stack
producing leptons, and thus it is part of sector O.
(ii) The second possibility corresponds to the case where a supersymmetry is preserved by the
subset of branes in O for some choice of the compactification moduli, but will never be conserved
by the whole set of branes O M. This is, for instance, the case for the toroidal compactification
discussed in Section 5 below. Let us denote by ci = 1 the relevant coefficients that define
in (2.7) the supersymmetry preserved by the observable sector. The intersection between the O
and M branes leads to states ab with a supersymmetry breaking mass

(i) (i)
(i) (i)

mb R2 2
R
m
1
a
2
m2ab
(2.15)
ci arctan (i) (i)
arctan (i)
M Ms2 .
(i) s

2
n
R
n
R
a
i
b
1
1
Keeping the branes (a, b) parallel in one of the tori allows to use again the states ab at their
intersection as messengers to produce gaugino and higgsino Dirac masses, as in Sections 3 and 4.
However now the desired suppression of will be generated by the presence of a large hierarchy
between the size of the compact dimensions. More precisely for
R2(i)
R1(i)
1
one can obtain an parameter hierarchically smaller than one

(i)
mb R2(i)
1 m(i)
a

ci (i) (i) (i)
2
na
n b R1
i
(2.16)
(2.17)
where the sum obviously goes over the tori where branes intersect. In the absence of tree level
supersymmetry breaking, superpartners in the observable sector will acquire two-loop mass splitting given by (2.14). A toy model based on these ideas will be presented in Section 5.
163
3. String computation of the Dirac mass

As the gauginos lie in representations of extended supersymmetry (N 2), they come in
copies that can pair up to receive a Dirac mass at one-loop order in the string genus expansion.
The corresponding world-sheet has the topology of a cylinder stretching between two stacks of
Na and Nb branes, respectively (see Fig. 2). The vertex operators V (1) and V (2) associated with
the gauginos are inserted on one boundary, for example, that corresponding to the Na branes.
The mass is given by the integrated two-point correlation function of the relevant vertex operators:

A(1, 2) = dz dw V (1) (z)V (2) (w) ,
(3.1)
where the integrals are along the boundary of the annulus.
The N = 2 supersymmetry which relates the gauge vector and gauginos is chosen to be associated with the supercharges that preserve the (undeformed) N = 2 preserving brane intersection
(see Eq. (2.12) with = 0). These supercharges are given by

Q,++ , Q,+ ,
(3.2)
Q, , Q,+++ ,
where denotes helicities in the internal directions and , are Weyl spinor indices in four
dimensions. The supercharges have been grouped into Majorana spinors in four dimensions. As
the gauginos of N = 2 supersymmetry have the same internal helicities as the supercharges (3.2),
the vertex operators in the 12 -ghost picture are given by:

V (1)1 (z) = g0 1 e 2 e 2 SH e 2 (H1 +H2 +H3 ) eik1 X (z),

2
i
i
(2)
(z) = g0 2 e 2 e 2 SH e 2 (H1 +H2 +H3 ) eik2 X (z),
12
(3.3)
together with their CPT conjugates which are obtained by simply reversing helicities in the internal directions and flipping the spacetime chirality. Here is the bosonized two-dimensional
reparametrization ghost field, X are the target space coordinates, k1 = k2 = 0 are the space
time momenta, Hi arise from bosonization of the spin fields and S is the helicity vector in four
Fig. 2. Non-supersymmetric states stretching between the two-branes induce at one-loop masses for the gauginos on each
brane.
164
dimensions which is constrained by the GSO projection to be either

S = (+, +)
or
S = (, ).
(3.4)
Also g0 is some normalization constant and i are ChanPaton factors of the associated gauge
group factor.
On the cylinder, the total -charge must vanish. Therefore, we must use picture-changing to
transform one of the vertex operators to the + 12 picture. This is done by operating with the BRST
charge:
(2)
(2)
(w),
12
V 1 (w) = lim e TF (z)V

2
zw
(3.5)
where TF (z) is the world-sheet supercurrent:

1

2
i i
i i
.
X +
TF (z) = i
Z + Z

2
i=1,2,3
(3.6)
The fields are real world-sheet fermions while in the second and third terms of (3.6) we have
used complex coordinates for the internal directions:
Z i = X (i) + iY (i) ,
Z i = X (i) iY (i) ,
i = 1, 2, 3
(3.7)
and analogously for i and i . Note that i i = iHi .

(2)
After picture-changing, the vertex operator V 1 contains several terms, but only one of them
2
contributes to the two-point function V (1) (z)V (2) (w). Indeed, the internal helicities must cancel between the two vertex operators to yield a non-vanishing correlator. For the choice made
in (3.3), TF must induce a flip of the sign of H1 . We can therefore set
i
i
1
(2)
V 1 (w) i g0 2 e 2 e 2 SH e 2 (H1 +H2 +H3 ) eik2 X Z 1 .
2

(3.8)
Inserting these operators into a path integral on the cylinder, with k1 = k2 = 0, leads to

1
V (1) (z)V (2) (w) = i g02 tr 1 2 Nb [BC] [F C],

(3.9)
where the factor Nb comes from the trace over the ChanPaton degrees of freedom of the second
boundary of the cylinder. The factors [BC] and [F C] denote, respectively, correlation functions
of world-sheet bosons and world-sheet fermions together with the associated ghosts of opposite
statistics. They are given by

[BC] = Ibc IX Z 1 Z 1 IZ 2 IZ 3
(3.10)
and
[F C] =

a,b

iH iH
i
a 2 2 2i S

e2 ie 2 i
C
e e e H e 2 SH
b
(3.11)
i=1,2,3
where I is the identity operator. In the bosonic correlator, Z i denote bosonic path-integrals
over the complex coordinates Z i while bc is a path integral over the parametrization bcghosts. In the fermionic correlation function the sum is over the spin structures for which we use
the same notation a, b as for brane stacks but the difference is obvious for the reader.
165
3.1. The bosonic correlator

The one-point functions of identity operators are given by the appropriate piece of the partition function on the cylinder for the two stacks of intersecting D6-branes. The bc-ghosts cancel
exactly the path-integral over two of the four spacetime coordinates X , and we are left with
the simple expression5 :
[BC] =

(it)
1 1
(it)
1
,
Z (w) Z 1 1
2
(it)
+
+
21 2 21 3
2
(3.12)
where 2 , 3 are the non-vanishing intersection angles of the D6-branes in the Z2 and Z3 planes.
Here, t is the open string proper-time parametrizing the world-sheet annulus.
To compute the correlation function of Z 1 (w), consider the coordinate domain of the annulus
to be a square parametrized by two coordinates (, ) with ranges 0 , 0 2t and
the identification + 2t. The operator Z 1 is located on the boundary, thus

Z 1 (w) = Tr e2(t )H Z 1 (, 0)e2 H ,
(3.13)
where H is the Hamiltonian for the Z 1 coordinate field. Only the zero-modes of the mode expansion of Z 1 contribute to the trace in (3.13) and, therefore, if the branes would intersect with
a non-trivial angle in the Z 1 plane, the correlation function would vanish. We therefore need to
impose
1 = 0
(3.14)
as anticipated in (2.11). This is also a necessary condition for the D-brane intersection to preserve
the supercharges (3.2).
As the two stacks are parallel in the first torus, they can be separated at a distance 2. For
simplicity, this separation is taken along the X (1) direction. The mode expansions read:
X
(1)
(1)
= x0
(1)
+ 2 p
2
(1)
1,n
n
=0
(1)
(1)
= y0
ein cos n ,
2,n

+ 2 + 2
ein sin n ,
n
(1)
(1)
2nR2
(3.15)
n
=0
(1)
where n is the winding number. The momentum p(1) is quantized in units of 1/R1 . Using the
expression for the Hamiltonian,

2
2
1
(1)
H = p (1) + 2nR2 + 2 +
4

n>0,i=1,2
(1)
(1)
i,n i,n
2
24
shows, as stated above, that the oscillators in (3.15) do not contribute to the trace:
5 The definitions of the various modular theta functions appearing in this section are given in Appendix A.
(3.16)
166

(1)
m

nR2

Z (, 0) = 2i
+
+
(1)

m,n R1

2
(1)

nR2
m
2
1

+
+
.
exp 2 t

2
(1)2
(it)
R1
(3.17)
The sum over the quantized momenta does not contribute either, since the different terms cancel
pairwise. However, the sum over windings is non-vanishing provided that the two stacks are
non-coincident, i.e.
= 0. Inserting (3.17) into (3.12) yields the complete bosonic correlator:
[BC] =
2
1
2 +2
1
2
2i
(0)
nR (1)
n
2

1
2 +3
1
2

(0)
(1)
nR2

2

+ exp 2 t
+
.
(3.18)
3.2. The fermionic correlator

To compute the fermionic correlator, we will make use of the elementary two-points functions:

1

1 (z w) 4
a zw ,
e2e 2 =
(3.19)

1 (0)
b ( 2 )

1
4
iH iH
1 (0)
zw 1
a
J
J
2
2
e
(3.20)
=
e
, J = , 1,
b
1 (z w)
2
1

4
iH iH
1 (0)
zw 1
a + i
i
i
2
2
e e
(3.21)
=
, i = 2, 3,
b
1 (z w)
2
where labels the two non-compact complexified spacetime dimensions and a, b {0, 12 }. The
difference between (3.20) and (3.21) comes from the fact that in the Z 2 and Z 3 planes, the
brane intersection angles 2 and 3 are non-vanishing. The z w dependence was determined,
for instance, in Ref. [16] and the correct normalization is inferred by matching the short distance
limit z w on both sides. For example, from the operator product expansion (OPE) of bosonized
fermions we have
a
iH iH
b (0)
1
1
2
2
e
I =
e
(3.22)
1
1
(z w) 4
(z w) 4
as the correlator of the identity operator is the spin-structure dependent partition function of
a complex fermion. Taking the same limit on the right-hand side of (3.20) and comparing
with (3.22) allows to check that the dependence on the cylinder modulus is correctly reproduced.
Inserting (3.19)(3.21) into (3.11), we obtain:
[F C] =
where
=

a,b
1 (0)
1
,
(it)4 1 (z w)
(3.23)
2

zw
zw
zw
a
a
a + 2
a + 3
.
b
b
b
b
2
2
2
(3.24)
167
a
The coefficients C b can be obtained by the same method as the one used above to deduce
the normalization of the elementary correlators. From the OPE we deduce that the fermionic
contribution [F C] has a pole in z w whose residue, being the correlator of the identity, should
be the full fermionic partition function on the annulus:

2 a (0) a+2 (0) a+3 (0)
1
1
b
b
b
2ib(2 +3 )
[F C]
a,b e
ZF =
(z w)
zw
2
a,b
(3.25)
where as usual 0,0 = 1 , 1 = 0, 1 = 1 ,0 = 1. Comparing with the limit z w of the right2 2
2
2
hand side of (3.23), we obtain

a
C
= a,b e2ib(2 +3 ) .
(3.26)
b
The spin-structure sum in can now be performed by using the Riemann theta-identity
(A.10). To apply this identity we must first use the rearrangement

2
a+
a
(z + it)
(z) = e2i(b+z) q 2
(3.27)
b
b
a
to put the theta functions in the appropriate form. The i -dependent phase factor in C b then
cancels out. After applying the Riemann identity, we can use (3.27) again to put 2 and 3 back
into the argument of the theta function. The result is:
1

1

(1 + 2 + 3 )
2 (1 2 + 3 ) (0)
= 2 2
(z
w)
1
1
2
2

1

1
(1 + 2 3 )
(1 2 3 )
2
2
(0)
(0).
(3.28)
1
1
2
We can now expand this result around the N = 2 supersymmetric configuration of D-branes
using = 2 + 3 . Expanding (3.28) to lowest order in gives
1

1

+ 2
+ 3
2 2
2
2
[F C] = 8
(3.29)
(0)
(0),
1
1
2
where we made use of the identity
1 (0)2
2
= 4 2 6 .
3.3. The two-gaugino amplitude

Inserting (3.18) and (3.29) into (3.9) we see that, to lowest order in , all contributions from
the string oscillators cancel and only the classical part of the correlation function remains. This
piece is independent of z w and the integrals over the locations of the vertex operators in (3.1)
only contribute a factor (2t)2 . The result is then simply

(1)
1 2 nR2(1)

2
4 2
2
nR2

A(1, 2) = 64 t g0 tr Nb
+ exp 2t
+
.

n
(3.30)
From this we can obtain the two-gaugino amplitude as
V4
1
A(1, 2) =
4 (8 2 )2

0
dt
A(1, 2),
t3
(3.31)
168
where the integration measure has been obtained by comparing with the partition function for
intersecting D6-branes. The infinite volume factor V4 arises from momentum conservation. Had
we chosen k1 , k2
= 0, it would be replaced by a -function, V4 (2)4 (4) (k1 + k2 ). The
normalization g0 can in principle be determined. However for our purposes we only need to
know that g0 is proportional to the open string coupling and therefore g02 gs , where gs = e is
the closed string coupling, determined by the VEV of the string dilaton . For the Dirac mass of
the gauginos we then obtain the final result:

mD
1/2
gs N2
0
(1)

(1)
dt nR2

2
nR2
+ exp 2t
+
.
t n

(3.32)
By a Poisson resummation, it can easily be checked that the integral is finite. Note also that in
the limit where 0, the mass vanishes.
To interpret the meaning of this result, we consider the mass spectrum of open strings which
stretch between the two stacks of D-branes. In the limit where 0, these string modes form
N = 2 hypermultiplets. The mass of the lightest multiplet is given by m2 = 2 / . When is
non-vanishing, supersymmetry is completely broken and there is a mass splitting between fermions and scalars. The lightest fermions remain at m2F = 2 / , while their scalar superpartners
have their masses lifted to m2S = m2F + 12 . The result (3.32) then implies the relation, in the
limit :
mD
1/2 gs
m2 m2

gs S 2 F mF ,

Ms
(3.33)
where Ms2 = 1/ is the string scale. For string size brane separation, such that Ms 1, we
recover the anticipated behavior (2.13).
4. Computation of the higgsino mass
Consider two stacks of D6-branes: the first stack of Na branes aligned with the horizontal X (i)
axes6 and the second stack of Nc branes intersecting the horizontal axes in the three tori at angles
(i)
c = i , i = 1, 2, 3. For 1 = 0 and 2 = 3 , this configuration preserves N = 2 supersymmetry
and the lightest string modes on the intersection describe hypermultiplets. They are made of
two N = 1 chiral multiplets, identified as two Higgs bosons and their N = 1 superpartners, the
higgsinos.
A simple way to generate a mass term for these higgsinos is to separate the branes in the first
torus where they are parallel. This corresponds to switching on a vacuum expectation value for a
particular scalar that parametrizes the location of the brane in the direction X (1) . The mass is then
given by the tension times the minimal length of the string, which is just the brane separation.
This mass generation is not always possible, as for specific constructions such as orbifold models,
the corresponding scalar is projected out of the light spectrum.
In this section we will investigate the possibility that the higgsino mass is generated at oneloop in a way similar to the Dirac gaugino mass. The appropriate string amplitude corresponds
6 This can be achieved by a rotation of the subgroup U (1)3 SO(6).
169
Fig. 3. Higgsinos are localized at the intersection of branes a and c. Non-supersymmetric states stretching between the
branes (a, b) and (c, b) induce at one-loop masses for the higgsinos.
to a world-sheet with the topology of an annulus. On the first boundary two vertex operators that
create the higgsinos are inserted. The higgsinos arise from open strings with the two endpoints
located on different stacks of D-branes. This means that part of the first boundary of the annulus
lies on the stack of Na branes and the other part lies on the other stack of Nc branes (see Fig. 3).
This change of boundary conditions is implemented by the insertion of twist fields i and 1i .
The other boundary of the annulus must be located on a third stack of Nb branes. The two stacks
Nb and Na intersect at angles i . As this additional stack must preserve the same supersymmetries as the other stacks, we will start from the simplest possibility i = 0 and make a small
deformation of the angles to break supersymmetry, as described in Section 2. The generalization
to i
= 0 is straightforward.
The vertex operators of the higgsinos in the 12 -ghost picture are:
1
1
i
(1)
1 2 2i S
e H e 2 H1 ei(2 2 )H2 ei(3 2 )H3 12 13 eik1 X (z),
1 (z) = g0 e
2
i i
1
1
(2)
(z) = g0 2 e 2 e 2 SH e 2 H1 ei(2 2 )H2 ei(3 2 )H3 2 3 eik2 X (z).
12
Note the similarities with the vertex operators of the gauginos (3.3). The helicities have been
shifted by the intersection angles. In addition we have inserted the bosonic twist operators as
1
world-sheet superpartners of the operators ei(i 2 )Hi . In the limit where i 0, we recover
precisely the gaugino vertices since in this limit the bosonic twists become the identity operators.
Since the annulus has vanishing ghost-charge we need again to transform one of the operators to
the 12 -picture. This is done precisely in the same way as in Section 3. To obtain a non-vanishing
correlator, the world-sheet supercurrent TF (z) must be used to flip the sign of H1 in one of the
exponents. The result is

V 1(2) (z) g0 2 e 2 e 2 SH e 2 H1 ei(2 2 )H2 ei(3 2 )H3 2 3 eik2 X Z 1 .
(4.1)
Inserting the vertex operators at zero momentum in the correlator leads to an expression of
the same form as (3.9),

1
V (1) (z)V (2) (w) = i g02 tr 1 2 Nb [BC] [F C],

where now
(4.2)
170

[BC] = Ibc IX Z 1 Z 1 12 2 Z 2 13 3 Z 3 ,
[F C] =
(4.3)

i i
i
a 2 2 2i S

e e e H e 2 SH e 2 H1 e 2 H1
b
a,b

1
1
ei(i 2 )Hi ei(i 2 )Hi .
(4.4)
i=2,3
Because of the factor Z 1 Z 1 in [BC] (which was computed in Section 3), we must impose that
1 = 0 and that the branes are separated by a distance
= 0 in the X (1) direction in order to
obtain a non-vanishing contribution.
4.1. The fermion correlator
The computation of the fermion correlator is similar to the one in Section 3.2. The correlator
is computed for general 2 , 3 then expanded around the (N = 4) supersymmetric configuration
i = 0. A slight generalization of (3.21) is given by:

eiaHk eiaHk =
1 (0)
1 (z w)
a 2

1
a + k
a(z w) ,
b
k = 2, 3
(4.5)
with a, b {0, 12 }. The remaining elementary correlators are unchanged and are given in (3.19)
and (3.20). Inserting these in (4.4) we obtain
12 (12 )3 (13 )

1 (0)
1
[F C] = 4
(4.6)
,
1 (z w)
where

1
zw
a
a + 2
a
2
(z w)
2
b
b
b
2
2
a,b

1
a + 3
(z w) .
3
(4.7)
b
2
a
The coefficients C b are given as before by (3.26). Using the Riemann identity (A.10) allows to
perform the spin-structure sum and put into a simpler form. After imposing the supersymmetry
condition 2 = 3 , one finds:

1

1

(1 + 2 + 3 )
(1 + 2 3 )
2
2
(z w)
(0)
= 2
1
1
2
2

1

1

(1 2 + 3 )
(1 2 3 )
(0) 2
(1 )(z w) .
2
(4.8)
1
1
=
This can now be expanded around the supersymmetric configuration i = 0. For simplicity, we
take 2 = 0 and 3 = , and expand in powers of :
1
1

= 2 21 (z w) 21 (1 )(z w) 1 (0)2 2 .
(4.9)
2
171
4.2. The bosonic correlator

The correlator of world-sheet fermions, Eq. (4.9), is already of order 2 . Since we are interested only in the leading behavior, for the purpose of computing the bosonic correlation
function [BC], we can keep the leading order corresponding to i = 0. Most pieces of [BC]
have already been computed in Section 3. The additional complication is the appearance of correlators of bosonic twist fields. These have been studied, for instance, for arbitrary genus and any
number of twist fields in Ref. [17]. The complete calculation is presented in Appendix B where
only the relevant results will be quoted. In fact using Eq. (B.23) in (4.3), leads to

(2) (3)
1 (z w) 2(1)
R R
1
1

[BC] = i 1 1 (2i )
1 (0)
det W () 8
(1)
nR (1)
2t nR2 + 2
2
+
e

n

(2) (2)
(3) (3)
eScl (v1 ,v2 )

eScl (v1 ,v2 ) ,
(4.10)
(2)
(2)
v1 ,v2
(3)
(3)
v1 ,v2
(i)
where W () is defined as in (B.5) for the twist and v1,2 are defined in Eq. (B.16).
4.3. The higgsino two-point correlation function
Finally inserting (4.6), (4.9) and (4.10) into (4.2) gives for the two-point function:
R (2) R (3)

V (1) (z)V (2) (w) = 32i 3 2 g02 tr 1 2 Nb 1 2
(1)

nR
nR (1)
2t 2 + 2
2
+
f (z w),
e

n
(4.11)
where
f (z w) =
1
1 ((z w))1 ((1 )(z w))
det W ()
1 (z w)3

(2) (2)
(3) (3)
eScl (v1 ,v2 )
eScl (v1 ,v2 ) .
(2) (2)
v1 ,v2
(4.12)
(3) (3)
v1 ,v2
The higgsino mass is proportional to the two-higgsino amplitude obtained upon integration
of the correlation function (4.11) over the position of the vertex operators and inserting the result into (3.31). Since the correlator depends only on z w, one of the integrals is trivial and
contributes simply a factor 2t. The final result reads
(1)
(1)
nR2
dt
2t nR2 + 2
2
+ e
I,
g s N1
(4.13)
t n

where
1
I=
2t
2t
dx f (ix)
0
(4.14)
172
and it is of order 2 as expected.

5. A toy model
In this section we will present a simple model as a framework to implement the realization
of the extended split supersymmetry scenario described above with gauge bosons in representations of N = 4 supersymmetry.
It consists on a toroidal orientifold based on the factorized

six-dimensional torus i Ti2 with an orientifold plane along the X (i) axes. This implies for each
D6a -brane with wrapping numbers (na , ma ) the presence of the image brane D6a with wrapping
numbers (na , ma ).
The minimal setup is given by three intersecting stacks of D6-branes giving rise to the gauge
group
U (Na1 ) U (Na2 ) U (Nb ) U (5) U (1) U (Nb ).
(5.1)
The branes D6a1 , D6a2 and their images, with supersymmetric intersections, provide the observable set O while the brane D6b and its image stand for the (messenger) sector M. The Standard
Model gauge group is embedded in U (5) in the following way:
Open strings localized at the intersection of D6a1 and D6a1 describe three generations transforming as 10 of SU(5). Their massless modes transform according to the antisymmetric
representation and come in three generations, i.e.

n(i)
a1 = 1,
Ia1 a1 = 3.
(5.2)
It is easy to see that an odd number of generations requires the use of tilted tori as those
described in Fig. 1.
Open strings localized at the intersection of D6a1 and D6a2 provide three generations of 5,
i.e.
Ia1 a2 = 3.
(5.3)
The D6a2 brane being parallel to the D6a1 in one torus, the massless modes at their intersections will be identified with N = 2 hypermultiplets that contain the Supersymmetric
Standard Model Higgs doublets.
The supersymmetry breaking messengers arise from strings stretching between brane D6a1 and
D6b on one side and between D6a2 and D6b on the other side. These branes are parallel (and
separated) along the second and first torus, respectively, and their intersections contain non-chiral
matter with non-supersymmetric masses.
We will discuss here a simple example given in Table 1 where the wrapping numbers of
different D6I -branes (I = a1 , a2 , b) in the three tori are listed. It is easy to see that the conditions
for cancellation of RR-charge tadpole are satisfied.
The association of any stack of branes D6I (I = a1 , a2 , b) with its orientifold image D6I
preserves one of the four supersymmetries, that we label as S with = 1, . . . , 4, if the angles
(i)
I satisfy one of the corresponding relations:
173
Table 1
Wrapping numbers for the three stacks in the model
(1) (1)
nI , mI
NI
(2) (2)
nI , mI
(3) (3)
nI , mI
Na1 = 5
Na2 = 1
(1) (2) (3)
Nb nb nb nb = 10
(1, 1/2)
(1, 5/2)
(2)
nb (1, 1/2)
(1, 3/2)
(1, 5/2)
(3)
nb (1, 1/2)
(1, 1/2)
(1, 1/2)
(1)
nb (1, 1/2)
(1)
(2)
(3)
S2 : I + I + I = 0,
(1)
(2)
(3)
S4 : I + I I = 0.
S1 : I + I + I = 0,
S3 : I I + I = 0,
(1)
(1)
(2)
(2)
(3)
(3)
(5.4)
It is easy to check that none of these equations can be simultaneously satisfied by the three set of
branes. Instead, we will look for ratios of radii
Ai =
R2(i)
(i)
R1
(i = 1, 2, 3)
(5.5)
that allow one of the relations, chosen to be S1 , to be satisfied by the stacks a1 , a2 and their
images. This fixes two of the ratios as functions of the third one. For instance, in the limit of
small ratios Ai 1, the supersymmetric conditions read as
5
A1 A2 ,
(5.6)
2
1
A3 A2 .
(5.7)
2
As a result, the intersections a1 a1 , a2 a2 and a1 a2 preserve S1 , the intersections a1 a2
and a1 a2 preserve S1 S2 , the intersections a1 b preserve S3 S4 , and finally the other
intersections involving b and/or b do not preserve any supersymmetry. At these intersections
the lightest states have supersymmetry breaking masses of order:
Ms2 A2 Ms2 .
(5.8)
In particular, the states at the intersection a1 b could act as messengers (a number of 5 + 5 of

SU(5)) to generate at one-loop level Dirac masses for fermions, gauginos and higgsinos, and at
two-loop supersymmetry breaking masses for bosons of the observable sector.
Note that the gauge symmetry U (5) can be broken to the Standard Model one by a discrete or
continuous Wilson line without introducing extra fields. Unification of gauge couplings is thus
guaranteed in such particular constructions. Actually, this model realizes the particular D-brane
configuration of Ref. [2], in which the U (5) stack is replaced by two separate brane collections,
U (3) and U (2), describing strong and weak interactions. Moreover, the hypercharge is the linear combination Y = Q3 /3 + Q2 /2 of the two corresponding U (1) factors Q3 and Q2 . The
antisymmetric representation of SU(5) is then decomposed in terms of the quark doublets, the
up antiquarks and the right-handed lepton, the latter arising as antisymmetric representations of
A = I A = 3, the absence of symmetric repU (3) and U (2), respectively. Imposing now I32 = I33
22
(i)
resentations i n = 1 for the two groups, as well as the absence of antiquark doublets I32 = 0,
one finds that the strong and weak branes are parallel in all three planes and thus correspond to a
Wilson line breaking of the GUT group U (5) studied above.7
7 Other constructions of a similar model with or without extended supersymmetric gauge sector are given in Ref. [18].
174
6. Conclusions
Small deformations of the brane intersection angles provide a simple mechanism to break
supersymmetry, which in the T -dual picture corresponds to the introduction of appropriate
combinations of magnetic fluxes. At the effective field theory level, this can be described as
FayetIliopoulos D-term breaking corresponding to the presence of anomalous U (1) factor(s).
Charged scalars localized at their intersections acquire tree-level masses of order m20 Ms2 .
Scalars in non-chiral sectors can transmit supersymmetry breaking to the observable sector through gauge mediated loop corrections. However, since the D-term does not break
R-symmetry no gaugino Majorana masses are expected (at least to the lowest order). Phenomenologically interesting models can appear when the gauge sector has an extended supersymmetry in which case gauginos can get Dirac masses. A phenomenological application of this
scenario is given in Ref. [8] where a minimal model based on extended split supersymmetry was
shown to be consistent with unification and the presence of dark matter. Dirac masses for gauginos and higgsinos where obtained from the D-breaking assuming the presence of some effective
higher-dimensional operators. Even if such operators are absent at tree-level, the present work
shows how they arise at one-loop. The precise string calculation points out important features of
the messenger sector in the simplest realization. In particular, the fact that the messengers arise
from strings stretching between branes that are separated in one direction. They correspond to
deformations of N = 2 sectors.
A simple toroidal compactification, with an orientifold along one direction, does not allow
non-trivial supersymmetric intersecting branes. A vacuum to be considered as starting point for
the above mentioned deformation is then missing, so we instead propose a different scenario.
We identify a subset of supersymmetric intersecting branes with the observable sector. The other
branes lead to some non-supersymmetric intersections. The matter living at such non-chiral intersections will, as in the previous scenario, play the role of the supersymmetry breaking messenger
sector. In order to obtain masses hierarchically smaller than the string scale, small ratios of radii
are required and they make all intersection angles small. We have presented a GUT model to
illustrate this possibility.
Finally note that for both scenarios there are two possibilities from the phenomenological
point of view: (i) To introduce an deformation breaking supersymmetry in the observable sector
at tree-level. (ii) To keep the observable sector supersymmetric at tree-level. Non-supersymmetric
branes such that the matter living on their intersection with the observable branes are non-chiral
will transmit supersymmetry breaking by gauge interactions. In case (ii) both gauginos, squarks,
sleptons and higgses have masses of the same order of magnitude (as in the usual gauge mediated
models) opening up the possibility of having a supersymmetric spectrum in the TeV range. This
will give rise to a rich phenomenology accessible at LHC energies.
Acknowledgements
Work supported in part by the European Commission under the RTN contract MRTN-CT2004-503369, in part by CICYT, Spain, under contracts FPA2005-02211 and FPA2002-00748,
in part by the INTAS contract 03-51-6346 and in part by IN2P3-CICYT under contract Pth 03-1.
We wish to thank A. Uranga for useful discussions. K.B. wishes to thank the CERN Theory
Unit for hospitality. A.D. and M.Q. wish to thank the LPTHE of Universit de Paris VI et
VII for hospitality. I.A. and K.B. acknowledge the hospitality of the Universidad Autonoma de
Barcelona and IFAE.
175
Appendix A. Theta functions

In this short appendix, we establish our conventions for the modular theta functions and list a
few useful properties. The theta functions are defined by:

2
a
(z, ) =
ei(n+a) +2i(n+a)(z+b) ,
b
(A.1)
n=
where is the (complex) modular parameter of the torus, not to be confused with the world-sheet
coordinate used in the text. On the cylinder, this parameter is purely imaginary and in the main
text we use the definition = it.
Alternatively, the theta functions can be defined as an infinite product:

a
(z, )
b

1 2
1
1
1 + q n+a 2 e2i(b+z) 1 + q na 2 e2i(b+z) 1 q n , (A.2)
= ei2a(b+z) q 2 a
n1
where q = e2i . They satisfy the following periodicity conditions:

a
a
2i(a 12 )
(z, ),
(z + 1, ) = e
b
b

a
a
2i(b 12 ) i 2iz
e
(z, ),
(z + , ) = e
b
b
(A.3)
(A.4)
which is the reason why they are well suited to describe correlators on the torus. Defining
1
1 (z) 21 (z, )
(A.5)
2
we can see from the product representation that
1 (z) = 2ei 4 sin(z)

1 q m 1 zq m 1 z1 q m .
(A.6)
m=1
In particular
1 (z) = z1 (0) + ,
a fact that was used repeatedly in the main text.
We also need the Dedekind eta function, which is defined as

1
1 qn .
( ) = q 24
(A.7)
(A.8)
n1
It is related to the function 1 (z) by the simple identity

1 (0) = 2( )3 .
Finally, the theta functions satisfy the following Riemann identity:
(A.9)
176

a
a
a
a
(z1 )
(z2 )
(z3 )
(z4 )
a,b
b
b
b
b
a,b
1
1
1
1
= 2 21 (z1 ) 21 (z2 ) 21 (z3 ) 21 (z4 )
(A.10)
with
1
z1 = (z1 + z2 + z3 + z4 ),
2
1
z3 = (z1 z2 z3 + z4 ),
2
1
z2 = (z1 z2 + z3 z4 ),
2
1
z4 = (z1 + z2 z3 z4 ).
2
Appendix B. Bosonic correlator for higgsino mass

Let us consider the correlator on the torus with twists of an arbitrary angle . This correlator
has a quantum piece Zqu and a classical piece which takes into account the contributions from
world-sheet instantons:

1 (z1 ) (z2 ) = Zqu
(B.1)
eScl (i) ,
i
where the sum is over classical solutions of the equations of motion. Both pieces are expressed in
terms of the so-called cut-differentials, which are holomorphic one-forms on a branched covering
of the punctured torus. When expressed as functions of the torus coordinate z, they become
multi-valued with branch-cut singularities at the location of the punctures. In the present context,
where the torus has only two punctures corresponding to the insertions of the two twist fields,
these cut-differentials are simply given by:

(z) = 1 (z z1 ) 1 (z z2 )(1) 1 z z2 (z1 z2 ) ,
(B.2)

(1)
1 (z z2 ) 1 z z1 + (z1 z2 )
(z) = 1 (z z1 )
(B.3)
and satisfy
(z + 1) = (z + ) = (z),
(z + 1) = (z + ) = (z),
(B.4)
where is the complex modulus of the torus. The singularities at the insertions zi depend on the
twist-angle .
From these cut-differentials, we construct a period matrix Wai defined as

1
2
Wa = d z (z),
Wa = dz (z),
(B.5)
a
where the paths a , a = 1, 2, denote the canonical homology basis of the torus. From [17] we
obtain the quantum part of the correlation function:
2(1)
1
.
1 (z1 z2 )
(B.6)
det W
To determine the classical part of the correlator, we need to evaluate the action for all possible
classical solutions of the equations of motion. Each contribution will have the form

1
cl Zcl ),
d 2 z (Zcl Zcl + Z
Scl =
(B.7)
4
Zqu =
177
cl = 0 on the punctured torus with

where Zcl and Zcl are classical solutions, i.e. Zcl solves Z
appropriate boundary conditions (i.e. branch cut singularities) at the location of the punctures.
In particular, under parallel transport along the canonical homology basis of the torus, Zcl is
expected to shift as

cl = va ,
a Zcl = dz Zcl + d z Z
(B.8)
a
where va are given complex numbers. For instance, for a toroidal compactification Z = X 1 + iX 2
with
X 1 X 1 + 2R1 ,
X 2 X 2 + 2R2
(B.9)
when Zcl is transported along a closed loop on the world-sheet torus, it must return to its original
value modulo a lattice vector of the spacetime torus. This implies
v1 = 2(m1 R1 + in1 R2 ),
v2 = 2(m2 R1 + in2 R2 ),
(B.10)
where the integers mi and ni correspond to the winding numbers of the closed string propagating
in the loop.
The classical part of the correlator is written as

Zcl =
(B.11)
eScl (v1 ,v2 )
v1 ,v2
where Scl (v1 , v2 ) is now expressed in terms of the period matrix (B.5):

b
a

i
va vb W 1 1 Wd1 M ad + W 1 2 Wc2 M bc .

4
The two-point correlation function of twist fields on the torus is then given by
Scl =

1 (z1 ) (z2 ) T =
2(1) S (v ,v )
1
e cl 1 2 ,
1 (z1 z2 )
det W
v ,v
1
(B.12)
(B.13)
where the sum over the vi corresponds to a sum over all possible winding modes.
The case we are interested here, the annulus two-point correlation function, is obtained from
(B.13) by taking the square root and replacing the complex modulus by it. As a result,
the twist correlator on the annulus takes the form

1 1 (z1 z2 ) (1) Scl (v1 ,v2 )
1 (z1 ) (z2 ) A = K( ) 1
(B.14)
e
,
1 (0)
det 2 W
v1 ,v2
where now

b
a

i
va vb W 1 1 Wd1 M ad + W 1 2 Wc2 M bc
(B.15)

8
and K( ) is a normalization factor which can depend on the modulus. It is now understood that
the twist fields are located on one of the boundaries of the cylinder, zj = iyj with yj real. The
values of va must also be appropriately modified. Instead of (B.10), we now have
Scl =
v1 = 2R1 m,
v2 = i4(R2 n + ),
(B.16)
178
where R1 , R2 are the compactification radii of the spacetime torus and is the separation
between the D-branes along the X 2 direction.
Taking the limit y1 y2 , allows to check that this expression is correct and to determine
the normalization constant K( ). In this limit, the operator product expansion of the twist fields
behaves as:

1
I
1 (z1 ) (z2 )
(z1 z2 )(1)

2

1
1
m
nR2
2

=
exp 2 t
+
+
,

(z1 z2 )(1) 2 m,n

R12
(B.17)
where we have used that I is the partition function on the annulus of the complex boson Z.
The factor 1/2 is the contribution of the oscillators while the sum is over the momentum and
winding modes of the string. The same result should be obtained by taking the limit z1 z2 on
the right-hand side of (B.14).
The expression (B.3) for the cut-differential implies that
(z) 1,
(z) 1.
(B.18)
In this limit the components of the period matrix and its inverse can be explicitly evaluated:
1

W1 W21
1
1 1
it 1
1
W=
(B.19)
.
=
,
W =
it 1
2it it it
W12 W22
Inserting this in the action (B.15) leads to
2 2 2t
R m (R2 n + )2
2 t 1
so that the classical piece of the correlator becomes

R12 2
R2 2
Scl

e
=
exp m
exp 2t
+n
2 t

v1 ,v2
m
n

1
2
2

2 t 2
m
nR

2
=
exp 2 t
+
+
,

R12
R12
m,n
Scl =
where the second equality is obtained by a Poisson resummation.

Using (A.7) and (B.19), the limit z1 z2 of the quantum part is

1/2
K( )
1
.
Zqu =
|z1 z2 |(1) 2it
(B.20)
(B.21)
(B.22)
Inserting (B.21) and (B.22) into (B.1) and comparing with (B.17) shows that both expressions
agree to each other provided that K( ) = (iR12 / )1/2 1/2 .
The final result for the correlation function of twistantitwist on the annulus is

2
1

iR1 2 1
1 1 (z w) (1) Scl (v1 ,v2 )
e
,
1 (z) (w) =
(B.23)

(it)2 det 12 W 1 (0)
v ,v
1
where v1 and v2 are given in Eq. (B.16).
179
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Intrinsic CPT violation and decoherence

for entangled neutral mesons
J. Bernabu a , N.E. Mavromatos b , J. Papavassiliou a, ,
A. Waldron-Lauda b
a Departamento de Fsica Terica and IFIC, Centro Mixto, Universidad de Valencia-CSIC,
E-46100 Burjassot, Valencia, Spain

b Kings College London, University of London, Department of Physics, Strand WC2R 2LS, London, UK
Received 22 November 2005; received in revised form 9 March 2006; accepted 31 March 2006
Abstract
We present a combined treatment of quantum-gravity-induced decoherence and intrinsic CPT violation
in entangled neutral-kaon states. Our analysis takes into consideration two types of effects: first, those
associated with the loss of particleantiparticle identity, as a result of the ill-defined nature of the CPT
operator, and second, effects due to the nonunitary evolution of the kaons in the spacetime foam. By
studying a variety of -factory observables, involving identical as well as general final states, we derive
analytical expressions, to leading order in the associated CPT violating parameters, for double-decay rates
and their time-integrated counterparts. Our analysis shows that the various types of the aforementioned
effects may be disentangled through judicious combinations of appropriate observables in a factory.
PACS: 11.30.Er; 13.25.Es; 03.65.Ud
1. Introduction
To date, the special theory of relativity, the established theory of flat spacetime physics based
on Lorentz symmetry, is very well tested. In fact, during the current year, it completes a century
of enormous success, having passed very stringent and diverse experimental tests. On the other
hand, a quantum theory of gravity, that is, a consistent quantized version of Einsteins general
E-mail address: joannis.papavassiliou@uv.es (J. Papavassiliou).

doi:10.1016/j.nuclphysb.2006.03.028
J. Bernabu et al. / Nuclear Physics B 744 (2006) 180206
181
relativity, still eludes us. This may be partially attributed to the lack of any concrete observational
evidence on the structure of spacetime at the characteristic scale of quantum gravity (QG), the
Planck mass-scale MP 1019 GeV. One would hope that, like any other successful physical
theory, a physically relevant quantum theory of gravity should lead to experimental predictions
testable in the foreseeable future. In the QG case, however, such predictions may be both numerically suppressed and experimentally difficult to isolate. This is mainly due to the extremely weak
nature of the gravitational interaction as compared with the rest of the known forces in nature.
Specifically, the dimension-full coupling constant of gravity, the Newton constant GN = 1/MP2 ,
appears as a very strong suppression factor of any physical observable that could be associated
with predictions of quantum gravity. If the feebleness of the gravitational interaction were to
be combined with the exact conservation of all symmetries and properties in particle physics,
one would arrive at the inescapable conclusion that a true phenomenology of QG should be
considered wishful thinking.
In recent years, however, physicists have ventured into the idea that laws, such as Lorentz invariance and unitarity, which are characteristic of a flat spacetime quantum field theory, may not
be valid in a full quantum theory of curved spacetime. For instance, the invariance of the laws of
Nature under the CPT symmetry [1] (i.e., the combined action of charge conjugation (C), parityreflection (P), and time-reversal (T)) may not be exact in the presence of QG effects. Indeed,
the possibility of a violation of CPT invariance (CPTV) by QG has been raised in a number
of theoretical models, that go beyond conventional local quantum field theoretic treatments of
gravity [28].
CPT violating scenarios may be classified into two major categories, according to the specific
way the symmetry is violated. The first category contains models in which CPTV is associated
with (spontaneous) breaking of (linear) Lorentz symmetry [6] and/or locality of the interactions [7]. In these cases the generator of the CPT symmetry is a well-defined quantum mechanical
operator, which however does not commute with the (effective) Hamiltonian of the system. In the
second major category, the CPT operator, due to a variety of reasons, is ill-defined. The most notable example of such a type of CPTV is due to the entanglement of the matter theory with
an environment of quantum gravitational degrees of freedom, leading to decoherence of matter [2,4,5,8]. This decoherence, in turn, implies, by means of a powerful mathematical theorem
due to Wald [9], that the quantum mechanical operator generating CPT transformations cannot
be consistently defined. Wald refers to this phenomenon as microscopic time irreversibility,
which captures the essence of the effect. We shall refer to such a failure of CPT through decoherence as intrinsic, in contradistinction to extrinsic violations, related to the noncommutativity
of the matter Hamiltonian with a well-defined CPT generator [6,7].
As emphasized recently in [8], this intrinsic CPTV leads to modifications to the concept of
an antiparticle. The resulting loss of particleantiparticle identity in the neutral-meson system
induces a breaking of the EinsteinPodolskyRosen (EPR) correlation imposed by Bose statistics. Specifically, in the CPT invariant case, the antiparticle of a given particle is defined as the
state of equal mass (and life-time) and opposite values for all charges. If the CPT operator is well
defined, such a state is obtained by the action of this operator on the corresponding particle state.
If, however, the operator is ill-defined, the particle and antiparticle spaces should be thought of
as independent subspaces of matter states. In such a case, the usual operating assumption that the
electrically neutral meson states (kaons or B mesons) are indistinguishable from (identical to)
their respective antiparticles (K 0 or B 0 ) is relaxed. This, in turn, modifies the symmetry properties in the description of (neutral) meson entangled states, and may bring about deviations to
their EPR correlations [8,10]. We emphasize, though, that the associated intrinsic CPTV effects
182
are treated as small perturbations, being attributed to quantum-gravitational physics. From now
on, we will refer to this effect as the effect, due to the complex parameter used in its
parametrization.
It should be stressed at this point that the effect is distinct, both in its origin as well as the
physical consequences, from analogous effects generated by the evolution of the system in the
decoherence-inducing medium of QG, discussed in [5]. As already mentioned in [8], and will be
discussed in detail in the next section, the effect appears immediately after the -decay (at time
t = 0) due to the violation of the symmetry properties of the entangled kaon state wave-function
under permutations, assuming conservation of angular momentum. In other words, the effect
provides an answer to the question: What is the (symmetry of the) initial state of the K 0 K 0
system in the presence of a QG-decoherence inducing background? This is to be contrasted to
the effects of [5], stemming from the decoherent evolution of the system in the QG medium,
which have been interpreted as a violation of angular momentum conservation. Our working
hypothesis is that the QG medium conserves angular momentum, at least as far as the effect is
concerned, extrapolating from no-hair theorems of classical macroscopic black holes.
In [8] it was assumed for simplicity that the intrinsic CPTV manifested itself only at the level
of the wave-function describing the entangled two-meson state immediately after the decay of
the initial resonance, whereas the subsequent time evolution of the system was taken to be due
to an effective Hamiltonian. However, given that the origin of this intrinsic CPTV is usually
attributed to the decoherent nature of QG, in the spirit discussed originally in [9], a complete
description would necessitate the introduction of such medium effects in the time evolution as
well. To accomplish such a description, at least for the purpose of providing a phenomenological
framework for decoherent QG, no detailed knowledge of the underlying microscopic quantum
gravity theory is necessary. This can be achieved following the so-called Lindblad or mathematical semi-groups approach to decoherence [11], which is a very efficient way of studying open
systems in quantum mechanics.1 The time irreversibility in the evolution of such semigroups,
which is linked to decoherence, is inherent in the mathematical property of the lack of an inverse
in the semigroup. This approach has been followed for the study of quantum-gravity decoherence in the case of neutral kaons [2,4], as well as other probes, such as neutrinos [12].2 The
Lindblad approach to decoherence does not require any detailed knowledge of the environment,
apart from energy conservation, entropy increase and complete positivity of the (reduced) density
matrix (t) of the subsystem under consideration. The basic evolution equation for the (reduced)
density matrix of the subsystem in the Lindblad approach is linear in (t). We notice that the
Lindblad part, expressing interaction with the environment cannot be written as a commutator
1 The authors are well aware of the limitations of a linear master equation, which may not represent the full quantumgravity situation. The possibility that quantum gravity may be nonlinear has already been contemplated in earlier papers
(see, for instance, [19]), but any non-linearity may not be visible in a situation like neutral kaons, where a mean-field
result, parametrized by a (linear) Lindblad equation, should suffice.
2 We would like to stress at this point that such parametrizations in general may also refer to conventional decoherence
effects, as a result, for instance, of the passage of the probe through ordinary matter. One therefore should be extremely
careful when interpreting such effects, should the latter arise in an experimental situation. For instance, as argued in [13],
an uncertainty in the energy of the neutrino beam suffices to induce damping modifications in the respective oscillation
formulae, which resemble those of decoherence. In such a case, the disentanglement of such conventional effects may
come, if not from their size, which is comparable to that of QG-induced decoherence in optimistic scenaria, definitely
from the details of the energy and oscillation-length dependence of the damping decoherence factors, see [14]. For
instance, ordinary matter effects mimicking CPTV decrease with the energy of the probe, in contrast to genuine QG
effects.
183
(of a Hamiltonian function) with . Environmental contributions that can be cast in Hamiltonian
evolution (commutator form) are absorbed in an effective Hamiltonian.
The purpose of this article is to extend the analysis of [8], where the intrinsic CPTV manifested itself only in the initial entangled meson state, to include QG environmental entanglement,
by resorting to the above-mentioned Lindblad evolution formalism. Specifically, we shall compute various observables relevant for precision decoherence tests in a -factory, placing emphasis
on the possibility of disentangling the decoherent evolution parameters , , and of [2] from
the parameter of [8], expressing the loss of particleantiparticle identity mentioned above. The
structure of the article is as follows: in Section 2 we present our formalism, including notations
and conventions, which agree with those used in [5]. In Section 3 we describe the various observables of a factory that constitute sensitive probes of our and decoherence , , effects,
and explain how the various effects (or bounds thereof) can be disentangled experimentally. In
this section we restrict ourselves only to leading order corrections in the CPTV and decoherence effects, and ignore corrections. Such corrections do not affect the functional form of the
CPTV and decoherent evolution terms of the various observables, and their inclusion is discussed
in Appendix A. Conclusions and discussion are presented in Section 4. Particular emphasis in
the discussion is given in the contamination of the observable giving traditionally (i.e., ignoring
decoherent CPTV evolution) the effects, by terms depending on the decoherence coefficients.
Finally, as already mentioned, in Appendix A we give the complete formulae for the observables
of Section 3, including corrections.
2. Formalism
In this section we shall follow the notation and conventions of [5,15]. The CP violating
parameters are defined as S = M + , L = M , according to which the physical masseigenstates are expressed as

NS
|KS = (1 + S )|K0 + (1 S )|K0 ,
2

NL
|KL = (1 + L )|K0 (1 L )|K0 ,
2
(2.1)
where NS,L are positive normalization constants, M is odd under CP, but even under CPT, and
is odd under both CP and CPT. Furthermore,
,
d
i = i ,
d
i = i
i = L, S,
(2.2)
with
i
d = m + = |d|ei(/2SW )
2

= (3.483 0.006) + i(3.668 0.003) 1015 GeV
(2.3)
and the super-weak angle [16] SW = (43.5 0.7) .

To find the correct expressions for the observables in the density matrix formalism of [2,4,5],
matching the standard phenomenology in the CPT-conserving quantum mechanical case, we use
184
the following parametrization for the amplitudes of the decay of |K1 , |K2 | + [5]:

M K1 + = 2A0 ei0 + Re A2 ei2 ,

M K2 + = i Im A2 ei2 ,
(2.4)
+
i Im A2 ei , 2 0 , and |+ |2 | M(KL + ) |2 = |L +
M(KS )
2 A0
0 0
1 i Im A2 ei |2 , |00 |2 | M(KL 0 0 ) |2 = |L 2 i Im A2 ei |2 . We also introduce the standard
A0
M(KS )
2 A0
parametrization + =
+ |KL /
+ |KS = |+ |ei+ , where [16] |+ | = (2.288
0.014) 103 , + = (43.4 0.7) . Similar parametrizations can be used for the corresponding
where A0 is real, and =
rations representing kaon decays to two neutral as well as three pions. The corresponding phases
are denoted 00 and 3 . We remind the reader that within quantum mechanics + = L + ,
00 = L 2 .
All the above numbers are extracted without assuming CPT invariance. In the presence of
CPTV decoherence parameters () this relation is modified, given that now L,S are replaced
by L,S
(2.2). In that case [5], L is related to + , which replaces the quantum-mechanical
+ defined above, through |+ |ei+ = L + Y+ , where Y+ includes the effects, Y+ =
+ |K2 /
+ |K1 , with K1 = 1 (|K 0 + |K 0 ) and K2 = 1 (|K 0 |K 0 ) the standard
2
2

CP eigenstates. We will also use the abbreviations SL = S L and SL = S + L , and
= 12 (L + S ), as well as the definition [5]

d
RL = |L |2 +
(2.5)
+4
Im L ,

d
which
we shall make use of in the present article. We also note the current experimental values
RL = (2.30 0.035) 103 , 2 Re L+ = (3.27 0.12) 103 . Finally, the relevant density
matrices read L = |KL
KL |, S = |KS
KS |, I = |KS
KL |, I = |KL
KS |. In the present
article we shall use values for the decoherence parameters , , and , which saturate the experimental bounds obtained by the CPLEAR experiment [17]:
< 4.0 1017 GeV,
|| < 2.3 1019 GeV,
< 3.7 1021 GeV.
(2.6)
We note at this stage that in certain models [18], where complete positivity of the density matrix
of the entangled kaon state has been invoked, there is only one nonvanishing decoherence parameter ( = ) in the formalism of [2], which we adopt here. However, as the analysis of [18]
has demonstrated, in such completely positive entangled models there are other parametrizations, with more decoherence parameters. Our intrinsic CPT-violation -effects [8] can be easily
incorporated in those formalisms, which however we shall not follow here. For our purposes,
complete positivity is achieved as the special case of only one decoherence parameter ( = )
in the formulae that follow. We emphasize, however, that the issue of complete positivity is not
entirely clear in a quantum-gravity context, where the relevant master equation may even be
nonlinear [19].
In conventional formulations of entangled meson states [2022] one imposes the requirement of Bose statistics for the state K 0 K 0 (or B 0 B 0 ), which implies that the physical neutral
mesonantimeson state must be symmetric under the combined operation CP, with C the charge
conjugation and P the operator that permutes the spatial coordinates. Specifically, assuming conservation of angular momentum, and a proper existence of the antiparticle state (denoted by a
bar), one observes that, for K 0 K 0 states which are C-conjugates with C = (1) (with the
185
angular momentum quantum number), the system has to be an eigenstate of P with eigenvalue
(1) . Hence, for = 1, we have that C = , implying P = . As a consequence of Bose statistics this ensures that for = 1 the state of two identical bosons is forbidden [20]. However, these
assumptions may not be valid if CPT symmetry is intrinsically violated, in the sense of the loss
of particleantiparticle identity. In such a case K 0 cannot be considered as identical to K 0 , and
thus the requirement of CP = +, imposed by Bose-statistics, is relaxed. Therefore, the initial
state after the decay, when expressed in terms of mass-eigenstates contains, in addition to the
standard KL KS terms, otherwise forbidden terms of the type KL KL , KS KS :

KL (k)
KL (k),
KS (k)

|i = C KS (k),

KS (k)
KL (k),
KL (k)
,
+ KS (k),
(2.7)
where C is to be computed, and is a complex parameter. We hasten to emphasize at this
stage that the genuine, quantum gravity induced -effect, due to the loss of particleantiparticle
identity, should not be confused with the ordinary C-even-background effects that have been
studied in [18]. In fact the -effect can be easily disentangled from background effects, as has
been discussed in [8].
Under the nonunitary decoherent Lindblad evolution [11], appropriately tailor to the present
problem [4,5]
(t),
t (t) = i(t)H iH (t) + H
(2.8)
where H denotes the (non-Hermitian) Hamiltonian of the system (taking decay into account) and
contains the decoherent effects, the initial state evolves to a mixed state, which assumes the
H
general structure [5]

Aij i j , i, j = S, L,
=
(2.9)
i,j
where the constants Aij depend on the decoherence parameters.

The relevant observables are computed by means of double-decay rates with the following
generic structure

Aij tr[i Of1 ] tr[j Of2 ]ei 1 j 2 ,
P(f1 , 1 ; f2 , 2 ) =
(2.10)
ij
where the constants i , j also depend on the decoherence parameters.

The double decay rate P(f1 , ; f2 , ) interpolated at equal times 1 = 2 = is a quantity
that pronounces the unusual time dependences of the decoherent evolution, which will also be
calculated in this work.
Finally, of particular experimental interest are also integrated distributions at fixed time intervals = 2 1 > 0 (which we can assume for our purposes here):
1
P(f1 ; f2 ; > 0) =
2

d(1 + 2 ) P(f1 , 1 ; f2 , 2 ),
(2.11)
where the factor

originates from the Jacobian when changing variables (1 , 2 ) (1 +
2 , ).
In the particular case of a factory that we analyze here, the pertinent density matrix describing the decay of one kaon of momentum k at time 1 to a final state f1 and the other of
1
2
186
momentum k at time 2 to a final state f2 is given by

= S L 1 + SL + SL
e L2 S 1

e L1 S 2
+ L S 1 SL SL

I I 1 + SL
ei m(1 2 )
SL

SL
+ I I 1 SL +
e+i m(1 2 ) e( + )(1 +2 )

i
||2
I I ei m(1 +2 )
m

i
+ ||2 +
I I e+i m(1 +2 ) e( + )(1 +2 )
m

2
2
+ ||2
S S eS (1 +2 ) + ||2 +
L L eL (1 +2 )

2
+ I S ei m1 S 2 ( + )1
d

2
S I ei m2 S 1 ( + )2 +
d

2
+ I S e+i m1 S 2 ( + )1
d

2
S I e+i m2 S 1 ( + )2 +
d

2
+ I L ei m1 L 2 ( + )1 +
d

2
L I ei m2 L 1 ( + )2
d

2
+ I L e+i m1 L 2 ( + )1 +
d

2
L I e+i m2 L 1 ( + )2
d
(2.12)
from the which the expression for the various constants in Eq. (2.10) may be gleaned. An important remark is now in order. Notice that above we have treated ||2 effects as being of comparable
order to decoherence , , and have kept only terms at most linear in the decoherence parameters. This is a very simplifying assumption, which, due to a lack of a microscopic theory of QG,
cannot be made rigorous. However, as we shall discuss below, a reasonable a posteriori justification of this approximation may come from the fact that such terms appear on an equal footing
as medium-generated corrections to certain physically important terms of (2.12) to be analyzed
below.
In Eq. (2.12) we notice that, starting from the third line, terms of entirely novel type make
their appearance. Such terms are due to both the intrinsic CPTV loss of particleantiparticle
identity (-related) and decoherent evolution (, , -related). Such terms persist in the limit
1 = 2 = 0, due to a specific choice of boundary conditions in the solution of the appropriate density-matrix evolution equation (2.8), expressing the omnipresence of the QG spacetime
187
foam effects. In particular, terms linear in are always accompanied by the parameter , whereas
terms quadratic in always combine with the or parameters. Of particular physical importance are the otherwise forbidden terms L L and S S . At first sight, it is tempting to
interpret [5] such terms as signaling a subtle breakdown of angular momentum conservation, in
addition to the CPTV introduced by the medium. That seems to be an inescapable conclusion,
if one were to begin the time evolution from a purely antisymmetric wave function (i.e., with
= 0 in (2.7)), as assumed in [5], which is an eigenstate of the orbital angular momentum L
with eigenvalue = 1. Since, then, the medium generates in the final state forbidden terms violating this last property, one interprets this as nonconservation of L. However, if one accepts
[8] that the intrinsic CPTV affects not only the evolution but also the concept of the antiparticle,
such terms are present already in the initial state. In such a case, there is no issue of nonconservation of angular momentum; the only effect of the time evolution is to simply modify the relative
weights between L L and S S terms.
One can therefore say that QG may behave as a CPTV medium differentiating between particles and antiparticles. From a physical point of view one may even draw a vague analogy
between QG media and regenerators, in the following sense: exactly as the regenerator differentiates between K 0 and K 0 , by means of different relative interactions, in a similar way QG
acts differently on particles and antiparticles; however, unlike the regenerator case, where the
experimentalist can control its position, due to their universal nature, QG effects are present even
in the initial state after the decay.
3. Observables at factories
In this section we present a detailed study of a variety of observables measurable at factories,
and determine their dependence on both intrinsic CPTV () and decoherence (, , ) parameters, in an attempt to disentangle and separately constrain the two possible effects. Specifically,
we will derive expressions for the double-decay rates of Eq. (2.10) and their integrated counterparts of Eq. (2.11), for the cases of identical as well as general (nonidentical) final states. We will
restrict ourselves to linear effects in , , , while keeping terms linear and quadratic in , for
the reasons explained in the previous section. For our purposes here we shall be interested in the
decays of KL,S to final states consisting of two pions, + or 0 , three pions, as well as semileptonic decays to + or + . In this section we shall also ignore explicit effects. Such
effects appear in the branching ratios of various pion channels, and their inclusion affects the
form of the associated observables. We present complete formulae for the relevant double-decay
time distributions, including such effects, in Appendix A. As we note there, the inclusion of such
effects does not affect significantly the functional form of the decoherent/CPTV evolution.
In the density-matrix formalism of [2,5] the relevant observables are given by

X+
Y+
O+ =
,
Y+
| Im A2 ei |2

X00
Y00
O00 =
,
Y00
|2i Im A2 ei |2

|a|2 1 1
+
O =
,
1 1
2

|a|2
1 1
,
O =
1 1
2
188

O3 = |X3 |

0 0
,
0 1
(3.1)
where X+ = | 2A0 + Re
A2 ei |2 , Y+ = ( 2A0 + Re A2 ei )(i Im A2 ei ), X00 = | 2A0
2 Re A2 ei |2 and Y00 = ( 2A0 2 Re A2 ei )(2i Im A2 ei ), and X3 =

3|K2 , in an obvious shorthand notation Of , where f denotes the observable associated with a kaon decay leading
to f final state, for instance f = + denotes decay to + , f = 00 denotes decay to two 0 ,
f = + denotes semileptonic decay + etc. Notice that if effects are ignored, which we
shall do here for brevity, then we do not distinguish between the observables for the two cases of
the two-pion final states.
Note that above we ignored CPT violating effects in the decay amplitudes to the final states.
If such effects are included then the observables acquire the form [5]:

1
Y+
O+ = |X+ |2
,
Y+
|Y+ |2

1
Y00
,
O00 = |X00 |2
Y00
|Y00 |2

|a + b|2 1 1
,
O + =
1 1
2

|a b|2
1 1
,
O =
1 1
2

|Y3 |2 Y3
O3 = |X3 |2
(3.2)
,
Y3
1
where X =
|K+ , Y =
|K
|K+ ,
Re B0

0)
and more specifically Y+ = ( Re(B
A0 ) + , Y+ = ( A0 )
1
2 , Y3 =
3|K
3|K2 , and Re(a/b) and Re(B0 )/A0 parametrize CPT violation in the decay amplitudes to the appropriate final states.
3.1. Identical final states

Consider first the case where the kaons decay to + . Ignoring CPTV in the decays and
effects, the relevant observable, O+ , is obtained from the first of Eq. (3.1) by setting A2 = 0,
namely
2

2A0 0
O+ =
.
0
0
The corresponding double-decay rate is then

P + , 1 ; + , 2

4
= 2A0 RL eL 2 S 1 + eL 1 S 2

2|+ |2 cos m(1 2 ) e( + )(1 +2 )

2
sin + S (1 +2 )
4
+ ||2
|+ |
e

|d|
cos SW
4|+ |
+
sin( m1 + + SW )e( + )1 S 2
|d|
4|+ |
sin( m2 + + SW )e( + )2 S 1
|d|
+ 2|||+ | cos(1 + + 2)eS (2 )( + )1

cos(2 + + )eS 1 ( + )2 .
189
(3.3)
The integrated observable P(f1 , f2 , ) is obtained by integrating over (1 + 2 ) keeping

fixed. The result is

P + ; + ;

e L + e S
e( + )
4
2
= A0 RL
|+ | cos( m )
L + S
( + )
S

2
sin + e
4
|+ |
+ ||2

|d|
cos SW
2S
1
+
m2 + ( + )2 + 2( + )S + S2

4|+ |
m cos(+ SW ) + ( + + S ) sin(+ SW ) e S
|d|

( + )
m cos( m + + SW )
+e

+ ( + + S ) sin( m + + SW )

+ 2|||+ |e S ( + + S ) cos(+ ) m sin(+ )
2|||+ |e( + ) ( + + S ) cos( m + + )

m sin( m + + )
(3.4)
which we plot in Figs. 1 and 2. In the figures we assume rather large vales of ||, of order |+ |.
As evidenced by looking at the curves for relatively large values of , this assumption, together
with the assumed values of the decoherence parameters (2.6), allows for a rather clear disentanglement of the decoherence plus situation from that with only effects present (i.e., unitary
evolution). Indeed, in the latter case, the result for the pertinent time-integrated double-decay
rate quickly converges to the quantum-mechanical situation, in contrast to the decoherent case.
Moreover, the nonzero value of the time-integrated asymmetries at = 0, is another clear deviation from the quantum mechanical case, which in the (unitary evolution) case with only = 0
is pronounced, due to the presence of |+ | factors [8].
We notice at this stage, though, that this may not be the case in an actual quantum gravity
foam situation. For instance, it has been argued [18] that if complete positivity is imposed for
the density matrix of entangled states, then the only nontrivial decoherence parameter would be
= > 0, whilst = 0. It is not inconceivable that ||2 are of the same order as 2 / ,
in which case, for all practical purposes the integrated curve for the two-pion double decay
rate (3.4) would pass through zero for = 0. In such a situation, one should also look at the
linear in interference terms for = 0, in order to disentangle the from effects. Lacking
a fundamental microscopic theory underlying these phenomenological considerations, however,
which would make definite predictions on the relative order of the various CPTV effects, we are
unable to make more definite statements at present.
190
Fig. 1. Plots of P( , , ) vs. extended to a large range of . The dashed curves are with , , , all
non-zero, the long-dashed curve has only = 0, whilst the solid curve represents , , , = 0. Here and in all subsequent figures the values for , , and saturate the CPLEAR bound of Eq. (2.6). The values for and are (from left to
right, and top to bottom) (i) || = |+ |, = + 0.16 , (ii) || = |+ |, = + + 0.95 , (iii) || = 0.5|+ |,
= + + 0.16 , (iv) || = 1.5|+ |, = + . P is in units of |+ |2 s 4A40 and is in units of S .
Fig. 2. As in Fig. 1, but shown in detail for small values of near the origin, to illustrate the difference between the
various cases. Again, the dashed curves are with , , , all non-zero, the long-dashed curve has only = 0, whilst
the solid curve represents , , , = 0.
We next look at the semileptonic decays of kaons. First we consider the case where both kaons
decay to + . As discussed in the beginning of the section, (3.1) the relevant observable is Ol+ ,

|a|2 1 1
Ol+ =
.
1 1
2
191

) = 4 Re
Recalling that L = M and S = M + so (SL + SL
M we have for the
double-decay rate:

P l , 1 ; l , 2

a4
=
1 4 Re(M ) eL 2 S 1 + eL 1 S 2
8

2 1 4 Re(M ) cos m(1 2 ) e( + )(1 +2 )

2||2 cos m(1 + 2 ) e( + )(1 +2 ) + ||2 eS (1 +2 ) + eL (1 +2 )

2
2 L (1 +2 )
e
sin m(1 + 2 ) e( + )(1 +2 )
eS (1 +2 ) +
+

m

4
sin( m1 SW ) + 2|| cos( m1 ) e( + )1 eS 2

|d|

4
sin( m2 SW ) 2|| cos( m2 ) e( + )2 eS 1
|d|

4
sin( m1 + SW ) + 2|| cos( m1 + ) e( + )1 eL 2

|d|

4
( + )2 L 1
sin( m2 + SW ) 2|| cos( m2 + ) e
e
(3.5)
|d|
and the integrated quantity reads

P l ; l ,

a4
eL + eS
2(1 4 Re M )
=
16
S + L
(1 4 Re M )2 cos( m )
e( + )
( + )
( + ) cos( m ) m sin( m )
( + )2 + m2
S

2 eL
e L
eS
2 e
+
+ ||
+
S
L

L
S
2 ( + ) (( + ) sin( m ) + m cos( m ))
e
+
m
( + )2 + m2
2||2 e ( + )
4
m2 + ( + )2 + 2( + )S + S2

2 S
e
m cos(SW ) ( + + S ) sin(SW )
|d|

+ ||e S m sin() + ( + + S ) cos()
2 ( + )
e
|d|

m cos( m SW ) + ( + + S ) sin( m SW )
192
+ ||e( + )

m sin( m ) + ( + + S ) cos( m )
4
m2 + ( + )2 + 2( + )L + L2

2 L
m cos(SW ) + ( + + L ) sin(SW )
e
|d|

+ ||e L m sin() + ( + + L ) cos()
2 ( + )
e
|d|

m cos( m SW ) + ( + + L ) sin( m SW )
+ ||e( + )

m sin( m + ) + ( + + L ) cos( m + )
.
(3.6)
We plot the corresponding integrated double-decay rate for + + in Fig. 3.

Next we consider the case in which one of the kaons decays to + and the other to . On noting that the relevant observable corresponding to the case is associated with the operator Ol
of (3.1)
Ol =
|a|2
2
1
1
1
1
Fig. 3. Plots of P(l + , l + , ), in units of a 4 /4 vs. with , , , nonzero as dashed curve and , , , = 0 is
the solid curve, and the long-dashed curve denotes the case where only = 0.
the relevant double-decay rate reads:

P l + , 1 ; l , 2

a4
1 + 4 Re( /d) eL 2 S 1 + 1 + 4 Re(/d ) eL 1 S 2
=
8

+ 2 cos( m ) + 4 Im( + /d) sin( m ) e( + )(1 +2 )

2
sin m(1 + 2 ) e( + )(1 +2 )

+ 2||2 cos m(1 + 2 )
m

2
2
eS (1 +2 ) + ||2 +
eL (1 +2 )
+
||2

4
sin( m1 SW ) + 2|| cos( m1 ) e( + )1 eS 2

+
|d|

4
sin( m2 SW ) 2|| cos( m2 ) e( + )2 eS 1

|d|

4
sin( m1 + SW ) + 2|| cos( m1 + ) e( + )1 eL 2

+
|d|

4
sin( m2 + SW ) 2|| cos( m2 + ) e( + )2 eL 1
|d|
and the integrated over time distribution is

P l + ; l ,

2eL
2eS
a4
1 + 4 Re( /d)
=
+ 1 + 4 Re(/d )
16
S + L
S + L

e( + )
+ 2 cos( m ) + 4 Im( + /d) sin( m )
( + )

e( + )
2||2 ( + ) cos( m ) m sin( m )
2
( + ) + m

2
m cos( m ) + ( + ) sin( m )
m

2 eS
2 eL
2
2
+
||
+ || +

S

L
4
+
m2 + ( + )2 + 2( + )S + S2

2 S
e
m cos(SW ) ( + + S ) sin(SW )
|d|

+ ||e S m sin() + ( + + S ) cos()
2 ( + )
e
m cos( m SW )
|d|

+ ( + + S ) sin( m SW )
||e( + ) m sin( m )
193
(3.7)
194

+ ( + + S ) cos( m )
+
m2
+ ( +
)2
4
+ 2( + )L + L2

2 L
m cos(SW ) + ( + + L ) sin(SW )
e
|d|

+ ||e L m sin() + ( + + L ) cos()
2 ( + )
m cos( m SW )
e
|d|

+ ( + + L ) sin( m SW )
+ ||e( + ) m sin( m + )

.
+ ( + + L ) cos( m + )
We next give the three pion decay channels using the relevant observable (3.1),

|Y3 |2 Y3
O3 = |X3 |2
.
Y3
1
(3.8)
(3.9)
Here we take |Y3 | = 0, since we ignore the associated CP and CPT violation in the decay and
obtain

0 0
O3 = |X3 |2
(3.10)
.
0 1
Fig. 4. Plots of P(l + ; l , ), in units of S |a|4 , vs. with , , , nonzero as dashed curve and , , , = 0 is
the solid curve, and the long-dashed curve denotes the case where only = 0.
195
Fig. 5. As in Fig. 4, but shown in detail to better illustrate the difference between the various cases. Again, the
dashed curves are with , , , all nonzero, the long-dashed curve has only = 0, whilst the solid curve represents
, , , = 0.
|X
|4
Fig. 6. Plots of P(3 ; 3, ), in units of L |+ |2 3

(for convenience), vs. (also in units of L ), with
2
, , , non zero as dashed curve and , , , = 0 is the solid curve, and the long-dashed curve denotes the case
where only || = |+ | = 0 (this value is chosen for concreteness). We see that the CPTV effects are pronounced near
the origin and are easily disentangled from the quantum mechanical case (which coincides with the horizontal axis).
This leads to the following expression for the associated double-time distribution
P(3, 1 ; 3, 2 )

|X3 |4
RS eL 2 S 1 + RS eL 1 S 2
=
2

2|3 |2 cos m(1 2 ) e( + )(1 +2 )

2
sin 3
4
2
+ || +
+
|3 |
eL (1 +2 )

|d|
cos SW
+ |3 |eL 1 ( + )2
196

4
2|| cos( m2 3 + ) +
sin( m2 3 + SW )
|d|
+ |3 |eL 2 ( + )1

4
2|| cos( m1 3 + ) +
sin( m1 3 + SW ) ,
|d|
(3.11)
which integrated over time gives

P(3, 1 ; 3, 2 )

e( + )
|X3 |4 2RS (eL + eS )
2|3 |2 cos( m )
=
4
S + L
+
L

2
sin
4
e
3
+
|3 |
+ ||2 +

|d|
cos SW
L
4|3 |e( + )
m2 + ( + )2 + 2( + )L + L2

||e( + ) ( + + L ) cos( m 3 + )

+ m sin( m 3 + )
2 ( + )
+
( + + L ) sin( m 3 + SW )
e
|d|

+ m cos( m 3 + SW )

+ ||eL ( + + L ) cos( 3 ) m sin( 3 )
+

2 L
+
( + + L ) sin(SW 3 ) + m cos(SW 3 )
e
|d|

.
(3.12)
We plot this function vs. in Fig. 6. We use units of L for convenience. The quantummechanical case with = = = = 0 coincides with the horizontal axis. As we observe
from the graph, the CPTV and decoherence effects are pronounced near = 0. Thus, in principle this is the cleanest way of bounding such effects, but unfortunately in practice this is a very
difficult channel to measure experimentally.
This completes the analysis of identical-final-states observables.
3.2. General final states
We consider in this subsection observables for the case where the final states are different.
We first consider the case in which one kaon decays to + and the other to 0 0 . For the
double-decay rate we find

P + , 1 ; 0 0 , 2

= 2A40 RL00 eL 2 S 1 + RL+ eL 1 S 2

2|+ ||00 | cos m(1 2 ) + + 00 e( + )(1 +2 )

2
2 (|+ | sin + + |00 | sin 00 ) S (1 +2 )
2
+ ||
e

|d|
cos SW
197
+ |+ |eS 2 ( + )1

4
sin( m1 + + SW )
2|| cos( m1 + + ) +
|d|
+ |00 |eS 1 ( + )2

4
sin( m2 + 00 SW ) .
2|| cos( m2 + 00 ) +
|d|
(3.13)
The integrated-over-time distribution is given by

P + ; 0 0 ;

eL
eS
4
+ RL+
= 2A0 RL00
L + S
L + S
e( + )
+

2 (|+ | sin + + |00 | sin 00 ) eS
2
2
+ ||

|d|
cos SW
2S
2
+
m2 + ( + )2 + 2( + )S + S2

|+ |eS || ( + + S ) cos(+ ) m sin(+ )

2
( + + S ) sin(+ SW ) + m cos(+ SW )
+
|d|

+ |00 |e( + ) || ( + + S ) cos( m + 00 )

+ m sin( m + 00 )

2
( + + S ) sin( m + 00 SW )
+
|d|

.
+ m cos( m + 00 SW )
(3.14)
|+ ||00 | cos( m + + 00 )
Finally we consider the case in which one of the final states consists of two pions, and the
other is the result of a kaon semileptonic decay. The relevant double-decay rate is given by

P , 1 ; l , 2

A2 a 2
1 L +
eL 2 S 1 + RL eL 1 S 2
= 0
4

2|+ | cos m(1 2 ) + + e( + )(1 +2 )

4|+ | sin + S (1 +2 )
2
e
+ ||2

|d| cos SW

4
S 1 ( + )2
,
sin( m2 SW ) 2|| cos( m2 ) e
(3.15)
|d|
where we used the definition L = 2 Re L+ .
198
|X
|2 |X |2
Fig. 7. Plots of P( + ; 0 0 ; ), in units of S |+ |2 + 2 00 , vs. with , , , non zero as dashed

curve and , , , = 0 is the solid curve, and the long-dashed curve denotes the case where only = 0.
The integrated double-decay rate reads

P ; l ,

L
A2 a 2
e
eS
1 L +
+ RL
= 0
4
L + S
L + S
e( + )
( + )

4|+ | sin + eS
2
2
+ ||

|d| cos SW
2S
|+ | cos( m + + )
m2
+ ( +
)2
2
+ 2( + )S + S2
2 ( + )
e
m cos( m SW )
|d|

( + + S ) sin( m SW )
||e( + ) m sin( m )

.
+ ( + + S ) cos( m )
(3.16)
This completes our analysis of observables in a factory that can be used as sensitive probes
for tests of possible CPTV and quantum decoherence, to leading order in the small parameters
parametrizing the effects.
|X
199
|2 |a|2
Fig. 8. Plots of P( ; l , ), in units of S +8

, vs. with , , , non zero as dashed curve and
, , , = 0 is the solid curve, and the long-dashed curve denotes the case where only = 0. Notice that in the
scale chosen, the dashed and long-dashed curves overlap completely.
4. Discussion and conclusions

In this work, we have embarked into a combined treatment of decoherent and intrinsic CPTV
effects in a factory. By studying a variety of observables, involving identical as well as general
final states, we have derived analytical expressions for double-decay rates and their integrated
counterparts (over time 1 + 2 , keeping = 1 2 fixed), which we plotted as functions
of . Our analysis included , as well as decoherence , , effects. We presented the results
to leading order in these small parameters.
Although the pertinent formulae are algebraically rather complex, nevertheless from our general study it became evident that one may disentangle the from the decoherent evolution effects
by looking simultaneously at different regimes of , namely, (i) = 0, (ii) intermediate
values of (as compared with S , which sets a convenient characteristic time scale in the problem), with emphasis on interference terms with sinusoidal time dependence, and (iii) rather large
values of , with emphasis on the exponential damping of the relevant quantities, which is
affected (slowed down) by the presence of decoherence terms , in an -independent way.
In addition to these results in a factory, one can obtain valuable information on the decoherence parameters , , and by looking at experiments involving single neutral kaon beams,
such as CPLEAR [17], which is achieved through flavour tagging of the neutral kaon by means of
the electric charge of the pion on the complementary side. As discussed in [4], the decoherence
parameters , , can be separately disentangled by combined studies of several kaon asymmetries, which are again time-dependent functions. Notice though that, if complete positivity of
entangled state density matrices is imposed [18], then only one decoherence parameter > 0
survives in the model of [2], which facilitates the situation enormously.
We would like at this point to make a clarification concerning the important differences between proposed experiments here, using entangled kaon states, and some existing proposals,
200
notably by the CPLEAR Collaboration [23], to measure EPR correlations. The reader should
notice that the accuracy for measuring the appropriate observables in [23] appears to be of order 101 ; however, this accuracy pertains only to an asymmetry built from pp K 0 K 0 in
CPLEAR, looking for the dilepton decay channel, between like (K 0 K 0 or K 0 K 0 ) and unlike (K 0 K 0 or K 0 K 0 ) decays after time evolution. As shown in our paper, the most interesting
observable for the -effect comes from identical decay channels, i.e., in this case the intra
asymmetry between K 0 K 0 and K 0 K 0 , which was not discussed in Ref. [23]. Furthermore, our
observation [8] that the channel ( + ) ( + ) is automatically enhanced by three orders of
magnitude, due to the relative (/+ ) amplitude between the wrong and the right symmetry states suggests that even a 101 experimental effect would represent a 104 effect in . In
fact, the expectation for the channel e+ e K 0 K 0 in an upgraded DANE is definitely much
better, anticipating an experimental effect of the order of 104 105 .
In our analysis we saturated the bounds for the decoherence parameters , , obtained from
CPLEAR [17], to disentangle the effect by looking at decoherent evolution of observables in
a factory. As mentioned above, the most sensitive probe appears at first sight to be the twocharged-pion channels, as a result of enhancement factors of + . In fact the clearest test of
deviation from quantum mechanics is to look at the behaviour of the pertinent time-integrated
decay rate (3.4) near the = 0 regime, where the novel CPTV effects would yield a nonzero
result for the integrated asymmetry.
However, in the presence of decoherence there is a reduction of the value of the asymmetry as
compared to the pure = 0 unitary case of [8], by shifting the value of the asymmetry at = 0
units). This reduction may be significant in the case
from |2 | to |2 | 2 / (in appropriate
where the || effects are of order / . Of course, for a reliable order-of-magnitude estimate
of the -parameter, one needs to resort to detailed microscopic models of QG spacetime foam,
a task we hope to undertake in the near future. The fact that the interference terms for = 0 of
the asymmetry (3.4), which depend sinusoidally on , are proportional to ||, and they do not
depend (apart from damping factors) on decoherence parameters, allows in principle for a disentanglement of from decoherence ( , . . .) effects. Notice also that another clear (in principle)
probe of such effects would be the time-integrated observable (3.12), associated with three-pion
decay channels, near = 0. Unfortunately, however, the current experimental sensitivity for
this observable is low.
Before closing we would like to make a few comments on the contamination of the actual
observable for the measurement of by decoherence [5] and intrinsic CPTV effects. The traditional observable for the measurement of is the asymmetry based on charged-pion/neutral-pion
(3.14)-type observables:
P( + ; 0 0 ; ) P( 0 0 ; + ; )

A + , ; 0 , 0 ; =
P( + ; 0 0 ; ) + P( 0 0 ; + ; )

= 3 Re I1 3 Im I2 .

In particular we find

1 L
I1 =
e
sin(SW + )
1+2
D
|d||+ |

eS 1 + 2
sin(SW + ) |z| sin(SW + + z )
|d||+ |
(4.1)

||
+
|z| cos( + + z )
|+ |

( + )
+e
|z| sin( m + + SW z )
2
|d||+ |

||
|z| cos( m + + z ) ,
|+ |
201
(4.2)

1 L
e
cos(SW + )
2
I2 =
D
|d||+ |

eS 2
cos(SW + ) |z| cos(SW + + z )
|d||+ |

||
+
|z| sin( + + z )
|+ |

( + )
+e
|z| cos( m + + SW z )
2 sin( m ) 2
|d||+ |

||
(4.3)
|z| sin( m + SW z ) ,
|+ |
and

sin(2SW + )
+2
D=e
1+
|d||+ |
cos(SW )
|+ |2

L
+ eS 1 +
2
|+ | S

sin(2SW + )
+2
2|z| sin(SW + z + )
|d||+ |
cos(SW )

||2
||
+
)
|z|
cos(
+
z
+
|+ |
|+ |2 S

e( + ) 2 cos( m ) 4
|z| sin( m + + SW z )
|d||+ |

2||
+
(4.4)
|z| cos( m + + z ) ,
|+ |
L
where we have defined [5]: |z|eiz = +2+i m .

S
It therefore becomes clear that, although in conventional situations, where the foam and intrinsic CPTV -effects are absent, the quantities Re( /) and Im( /) can be extracted from
a measurement of A( + , ; 0 , 0 ; ) by a simple two-parameter fit, in the presence of the
quantum-gravity effects this is no longer true. The coefficients Ii , i = 1, 2 are modified in such
a case by decoherence [5] and -dependent terms.
It is worthy of pointing out at this stage that the -dependent terms in the expression for the
above asymmetry are always accompanied by factors eS . Therefore, in the limit S 1
such terms are suppressed. We remind the reader that, in this limit, in conventional situations,

one has simply that A( + , ; 0 , 0 ; ) 3 Re . In contrast, in the CPTV foamy situation
the same limit contains, to leading order, terms proportional to both real and imaginary parts
202
of /, with coefficients dependent on the decoherence parameters, , , but independent of

. It is also worthy of noting the form of I2 in this limit: I2 = O() to leading order in the
small parameters. In complete positivity models [18], therefore, which require = 0, such I2
terms are absent from the right-hand-side of the observable (4.1), and the (limiting) result for the

asymmetry involves, in such a case, only the factor 3 Re (1 |O( / |+ |2 )|) to leading
order.
The above issues are important to bear in mind in experimental derivations of the parameter, which in the general case require disentanglement of the (possible) decoherence and
effects by means of a combined study of the -factory observables described in this article and
in [5].
Acknowledgements
This work has been partially supported by the Grant CICYT FPA2002-00612. N.E.M. wishes
to thank the University of Valencia, Department of Theoretical Physics and IFIC for the hospitality during the final stages of the collaboration. A.W.-L. also thanks the University of Valencia,
Department of Theoretical Physics for the hospitality and support during the early stages of this
work.
Appendix A. Complete formulae with corrections
In this appendix we give the corrections to the pertinent double-decay rates. The inclusion
of such effects is accounted for by the Y+ parts of the observables for the kaon decays to two
and three pions in (3.1).
For the two-charged-pion decay we have

1
Y+
2
O+ = |X+ |
Y+
|Y+ |2
1
with X+
|K2 Y =
|K
|K2 and we remind the reader that the quantum mechanical amplitudes + = + , 00 = 2 , should be replaced now by their barred counterparts
that include decoherent contributions as well. In particular, above we have used the relations [5]
RL =
+ |+ |2 + 4
Im[+ d/d Y+ ] and |+ |ei+ = L + Y + (the reader should
recall that L = L d ).
The relevant double-decay time distribution reads then

P + , 1 ; + , 2

|X+ |4
RL eL 2 S 1 + eL 1 S 2
=
2

2|+ |2 cos m(1 2 ) e( + )(1 +2 )

4|+ |
+
sin( m1 + + SW )e( + )1 S 2
|d|
4|+ |
+
sin( m2 + + SW )e( + )2 S 1
|d|
+ 2|||+ | cos( m1 + + )eS (2 )( + )1
cos( m2 + + )eS 1 ( + )2

2
2
S (1 +2 )
.
8
Im[+ Y+ ] e
+ ||

203
(A.1)
The time integrated distribution reads

P + ; + ;

e L + e S
e( + )
|X+ |4
RL
|+ |2 cos( m )
=
2
L + S
( + )
1
+
2
2
m + ( + ) + 2( + )S + S2

4|+ |
m cos(+ SW ) + ( + + S ) sin(+ SW ) e S
|d|

( + )
m cos( m + + SW )
+e

+ ( + + S ) sin( m + + SW )

+ 2|||+ |e S ( + + S ) cos(+ ) m sin(+ )
2|||+ |e( + ) ( + + S ) cos( m + + )

m sin( m + + )

S
2
e
2
.
8
Im[+ Y+ ]
+ ||
(A.2)

2S
For the neutral-pion decay channel we use the observable:

1
Y00
O00 = |X00 |2
Y00
|Y00 |2
and the associated double-decay rate involving charged- and neutral-pion decay channels has the
form

P + , 1 ; 0 0 , 2

|X+ |2 |X00 |2 00 L 2 S 1
RL e
+ RL+ eL 1 S 2
=
2

2|+ ||00 | cos m(1 2 ) + + 00 e( + )(1 +2 )
+ |+ |eS 2 ( + )1

4
sin( m1 + + SW )
2|| cos( m1 + + ) +
|d|
+ |00 |eS 1 ( + )2

4
sin( m2 + 00 SW )
2|| cos( m2 + 00 ) +
|d|

2
4
Im[+ Y+ + 00 Y00 ] eS (1 +2 ) .
+ ||2

(A.3)
204
Fig. 9. Plots of P( , , ) vs. , including corrections. The long-dashed curve has only = 0, whilst the
solid curve represents , , , = 0. The values for and are (from left to right, and top to bottom) (i) || = |+ |,
= + 0.16 , (ii) || = |+ |, = + + 0.95 , (iii) || = 0.5|+ |, = + + 0.16 , (iv) || = 1.5|+ |,
= + . P is in units of |+ |2 s 4A40 and is in units of S .
The double-decay time distribution involving charged-pion and dilepton channels is given by

P , 1 ; l , 2

|X+ |2 |a|2
1 L +
eL 2 S 1 + RL eL 1 S 2
=
4

2|+ | cos m(1 2 ) + + e( + )(1 +2 )

4
sin( m2 SW ) 2|| cos( m2 ) eS 1 ( + )2
|d|

2
8
+ ||2
(A.4)
Im[+ ] eS (1 +2 ) .

Finally for the three-pion decay channel the relevant observable is

|Y3 |2 Y3
O3 = |X3 |2
Y3
1
with
3|K2 Y3 =
3|K1
3|K2 .
+ |3 |2 4
Im[3 d/d Y3 ] where |3 |ei3 =
In the following we use RS =
S+ + Y3 .
The pertinent three-pion double-decay time distribution is
P(3, 1 ; 3, 2 )

|X3 |4
=
RS eL 2 S 1 + RS eL 1 S 2
2

2|3 |2 cos m(1 2 ) e( + )(1 +2 )
205
+ |3 |eL 1 ( + )2

4
sin( m2 3 + SW )
2|| cos( m2 3 + ) +
|d|
+ |3 |eL 2 ( + )1

4
2|| cos( m1 3 + ) +
sin( m1 3 + SW )
|d|

2
8
2
+ || +
+
Im[3 Y3 ] eL (1 +2 ) .

(A.5)
This completes our analysis. We observe that the inclusion of the corrections does not affect
the functional form of the decoherence and CPTV effects.
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Fractional branes and the gravity dual of partial

supersymmetry breaking
Paolo Merlatti
II. Institut fr Theoretische Physik Universitt Hamburg, Luruper Chaussee 149, D-22761 Hamburg, Germany
Abstract
In type IIB string theory, we consider fractional D3-branes in the orbifold background dual to fourdimensional N = 2 supersymmetric YangMills theory. We find the gravitational dual description of the
generation of a non-trivial field theory potential on the Coulomb branch. When the orbifold singularity is
softened to the smooth EguchiHanson space, the resulting potential induces spontaneous partial supersymmetry breaking. We study the N = 1 theory arising in those vacua and we see how the resolved conifold
geometry emerges in this way. It will be natural to identify the size of the blown-up two-cycle of that geometry with the inverse mass of the adjoint chiral scalar. We finally discuss the issue of geometric transition in
this context.
1. Introduction
In recent years supersymmetric YangMills theories have been much investigated and a number of non-trivial results about their non-perturbative dynamics have been reached. The motivation of this intensive investigation is string theory. Indeed it has become clear that the embedding
of gauge theories in string theory (via D-branes) is a powerful tool to explore various interesting features of their dynamics. Within this framework, several approaches have been developed,
all going under the rather generic name of gauge/string correspondence. The most celebrated
example is the N = 4 AdSCFT duality [1] (see [2] for an excellent review). Many interesting
results have been also found for less (super)-symmetric theories (see [3] for some extensive reviews). In this paper we make contact with a nice and fruitful way of looking at this duality.
E-mail address: merlatti@mail.desy.de (P. Merlatti).
doi:10.1016/j.nuclphysb.2006.03.029
208
P. Merlatti / Nuclear Physics B 744 (2006) 207220
Such perspective has been introduced in [4] for the topological string. There, it has been shown
that in topological string theory the deformed conifold background, with N 3-brane wrapped
on S3 (equivalent to the S3 ChernSimons theory [5]), is dual to the same topological string
but without string modes and on a different background. The new background is the resolved
conifold, whose parameters depend now on N . Such gauge/geometry correspondence has been
successfully embedded in superstring theory in [6]. The central idea is the concept of geometric
transition. The field theory has to be engineered via D-branes wrapped over certain cycles of a
non-trivial CalabiYau geometry. The low energy dual arises from a geometric transition of the
CalabiYau itself, where the branes have disappeared and have been replaced by fluxes. The simplest example [6,7] is pure N = 1 super-YangMills theory. Before the transition the field theory
is engineered on N D5 branes wrapped on the blown-up S2 of a resolved conifold. After the
transition we are instead left with N units of RR flux through the S3 of a deformed conifold [8].
In this paper we discuss the gauge/string correspondence starting from N = 2 supersymmetric
theories and we find how partial supersymmetry breaking can be described on the supergravity side. Within this purely ten dimensional superstring context, we see then how the resolved
conifold background emerges naturally as the proper one to engineer N = 1 super-YangMills
theory.
In a first part we discuss the string dual of N = 2 supersymmetric SU(N ) YangMills theories
with non-trivial potential for the adjoint scalar. We move from the general observation that the
same supergravity solution can be given in terms of forms of different degree, that are related to
each other by electricmagnetic duality. If we consider for example type II supergravity, the same
Dp-brane solution can be written with an electric ansatz (the relevant RR field in the solution
is the potential Cp+1 ) or with a magnetic one (the relevant RR potential is C7p ). The two
solutions should be equivalent. Indeed they are, from a bulk perspective. It is perhaps surprising
that, as we show in this paper for the specific N = 2 case, they correspond to different gauge
dynamics of the dual YangMills theory. To see this, we add probe-branes in the background
geometry, and the boundary action describing the YangMills theory living on the world-volume
of such branes will give different results according to which kind of ansatz (electric or magnetic)
one makes for the bulk solution.
To be more specific, we consider the orbifold background C2 /Z2 with just one kind of
fractional branes and no bulk ones. The complete explicit bulk solution for this N = 2 supersymmetric background has been found in [9]. Such solution can be described equivalently in
terms of the RR twisted four-form potential A4 or of its six-dimensional magnetic dual, the
twisted scalar c. In this paper we study the dual YangMills theory and we find that, according
to which bulk field is used to describe the solution, its low energy properties are different. Making a probe analysis, we find that if the solution is given in terms of A4 (electric ansatz), there
is no potential for the U (1) gauge theory living on the world-volume of the probe. Contrary, if
the solution is given in terms of c (magnetic ansatz), a non-trivial potential is generated. Thus,
the magnetic ansatz corresponds to switching on an internal flux that generates a gauge theory
potential. We will see such potential corresponds to the generation of electric-magnetic Fayet
Iliopoulos terms of the kind discussed in [10]. Even if both the results are consistent with N = 2
quantum field theory, we find it surprising that the YangMills dual physics depends crucially on
the kind of ansatz one makes to describe the bulk geometry. In this paper this observation is just
empirical, but this phenomenon could be more general and it deserves further investigation. We
are indeed currently studying the origin of such discrepancy via a detailed stringy analysis.
In the second, more speculative, part of the paper we see directly in type II superstring theory
how the resolved conifold geometry emerges naturally as the proper geometry to engineer N = 1
209
supersymmetric YangMills theories. This part is a development of the first one. Starting in fact
from the orbifold background, particularly from the analysis we make for the magnetic case, we
consider its generalization to the case where the singular orbifold geometry is softened to the
smooth EguchiHanson space. We find vacua where partial supersymmetry breaking occurs and
we study the description of N = 1 super-YangMills theory in such vacua. This study leads us to
argue that the natural background where N = 1 YangMills theories should be engineered is the
resolved conifold. Besides we gain information on the way such engineering works. In particular
it turns out to be quite natural to identify the mass of the chiral adjoint superfield with the inverse
of the size of the blown-up two-cycle. Shrinking this two-cycle to zero size corresponds thus
to decouple the adjoint scalar and to get pure N = 1 super-YangMills in the singular conifold
background. We know eventually the rest of the story: to cure the singularity of this geometry,
the S3 has to be blown up [6,8]. This corresponds to generate the infrared dynamically generated
scale of the dual gauge theory (in this case coming from gaugino condensation).
The picture we get in this way has an immediate translation in the type IIA T-dual scenario of
rotated NS-branes [1113]. We will comment on this relation in Section 4.
Another way to make contact with the N = 1 conifold theory starting from a more supersymmetric theory in the ultraviolet is to start from a quiver N = 2 supersymmetric field
theory [14]. In that case one starts from the orbifold background S5 /Z2 , that is dual to the
N = 2 super-conformal YangMills U (N ) U (N ) theory with hypermultiplets transforming
in (N, N ) (N , N ). From an N = 1 perspective, the hypermultiplets correspond to chiral multiplets and other chiral multiplets in the adjoint representations of the two U (N )s are present.
There is also a non-trivial superpotential for the multiplets in the bi-fundamental representations
of the gauge group. One can add now a relevant term to this superpotential. To integrate out the
adjoint multiplets in presence of this relevant perturbation corresponds to blow up the orbifold
singularity of S5 /Z2 [14]. Remarkably, in [14] it has also been shown that such blown-up space
is topologically equivalent to the coset space T 1,1 , the base of the conifold. This way of flowing
to the conifold has some points in common with our construction. The main difference is that
we start from a simpler gauge theory (we have no matter and just one gauge group from the very
beginning) and we follow all the steps in terms of explicit supergravity solutions.
2. Brief review of N = 2 supersymmetric Lagrangians
In this section we briefly review the field theory analysis of N = 2 supersymmetric gauge theories (with gauge group U (1)), emphasizing the role of electric and magnetic FayetIliopoulos
(FI) terms [10]. The general form of a N = 2 Lagrangian is determined by the analytic prepotential F(A) (A being the N = 2 vector superfield):

i
L0 =
(1)
d 2 1 d 2 2 F(A) + c.c.
4
In N = 1 language, the Abelian vector multiplet A contains the N = 1 gauge multiplet A and a
neutral chiral superfield , whose complex scalar component we denote by a. In N = 1 superspace the Lagrangian (1) reads:

1
2
2
L0 =
(2)
d f ()W + c.c. + d 2 d 2 K(, ),
4
where W is the standard gauge field strength superfield and
i
K(a, a) = (a Fa aFa ),
2
f (a) = iFaa ,
(3)
210
where the a (a) sub-script denotes derivative with respect to a (a). It is well known that this
Lagrangian can be supplemented by a FI term that preserves N = 2 supersymmetry [15]:
LD = 2 D,
(4)
with a real constant. More generally, it has been shown in [10] that the following superpotential
W = ea + mFa
(5)
is also compatible with N = 2 supersymmetry. The resulting scalar potential is:

VN =1 =
|e + m |2 + 2
,
2
(6)
where 1 + i2 Faa (a).

For m = 0 the superpotential (5) is equivalent to a FI term (4) with = e [15]. It is now quite
natural to interpret the term mFa in (5) as a magnetic FI term (it is related to the electric one
by S duality). In [10] it has been shown how such interpretation becomes even more clear if a
manifestly N = 2 supersymmetric formalism is used. In that case the field theory analysis shows
also that a constant shift to the potential (6) is still compatible with N = 2 supersymmetry. The
resulting potential is:
V = VN =1 + 2mp =
|e + m |2 + 2
+ 2mp,
2
(7)
where p is an arbitrary real constant.

2.1. Stable vacua
Again following [10], we now turn to the minimization of the scalar potential (7). We find a
vacuum at

e
1 = ,
(8)
2 = .
m
m
From this relations a vacuum expectation value for the scalar field (a) can be found. Now there
are different cases to consider. Two of them are specially interesting for us:
(1) m = 0: in this case at the point (8) we end up with an N = 1 vacuum. Therefore partial
supersymmetry breaking does occur and we get here a massless U (1) vector multiplet plus
2
a massive chiral multiplet (with mass m
2 a ).
(2) m = 0, = 0: in this case the metric Ka a 2 is singular. The singularity is due to the
appearance of a new massless dyonic state with quantum numbers (m0 , e0 ) at a. It can
further be shown that
(m, e) = c(m0 , e0 ),
(9)
for some constant c. This dyon does condense, breaking the U (1) gauge symmetry while
N = 2 supersymmetry is unbroken.
211
3. Orbifold geometry
In the framework of the gauge-string correspondence it is possible to give dual supergravity
descriptions of N = 2 supersymmetric YangMills theories [9,1618]. The approach we follow
here is to study a stack of N fractional D3-branes in the IIB orbifold background (R1,5 C2 /Z2 )
[9,17]. On their world volume a N = 2 supersymmetric SU(N ) YangMills theory lives. Nontrivial information on such theory can be extracted from a low energy (i.e. supergravity) analysis
of this background [9,17].
We start reviewing the solution found in [9]1 (with slightly different boundary conditions) and
then move to its field theoretic interpretation. We will find some results that have been overlooked
in the past and we will show how they are compatible with the generation of an N = 2 potential
of the kind we discussed in the previous section.
The solution we are discussing can be written in terms of the metric, a RR four form potential
(C4 ), a NSNS twisted scalar (b) and a RR twisted one (c):
ds 2 = H (r, )1/2 dx dx + H (r, )1/2 ij dx i dx j ,

C4 = H (r, )1 1 dx 0 dx 3 ,
c = NK,
b = N K log ,
(10)

where , = 0, . . . , 3; i, j = 4, . . . , 9; r = ij x i x j ; K = 4gs ; is a regulator; and
are polar coordinates in the plane x 4 , x 5 . The self-duality constraint on the RR five-form field
strength has to be imposed by hand.
The precise functional form of the function H (r, ) has also been determined [9] but it is
not relevant for our purposes. It is enough for us to note that the spacetime (10) has a naked
singularity. This is a quite general feature of those gravitational backgrounds that are dual to
non-conformal gauge theories. Luckily, in many cases the singularities are not actually present
but they are removed by various mechanisms. In theories N = 2 supersymmetric the relevant
mechanism is the enhanon [19]. It removes a family of time-like singularities by forming a shell
of (massless) branes on which the exterior geometry terminates. As a result, the interior singularities are excised and the spacetime becomes acceptable, even if the geometry inside the shell
has still to be determined. For the case at hand, the appearance of such shell, its field-theoretic
interpretation and its consistency at the supergravity level have been discussed in [9,17,20]. It
turns out that the enhanon shell is simply a ring in the (, )-plane. Its radius is
e = e/(2Ngs ) .
(11)
The geometry (10) is thus valid outside the enhanon shell, i.e. for e . On the gauge theory side the enhanon locus corresponds to the locus where the YangMills coupling constant
diverges [9,17].
3.1. Electric case
The solution (10) can also be written following an electric ansatz, i.e. in terms of the RR
twisted field A4 , the field to which a fractional D3-brane couples electrically. A4 replaces its
1 We refer to that paper also for the notation.
212
six-dimensional magnetic dual c. Following [9], it is easy to determine it:
A4 = N K log dx 0 dx 3 + 2 2 = N K log dx 0 dx 3 ,

e
(12)
where, with respect to [9], we have changed the boundary conditions in such a way that A4 is
positive for every value of > e .
The world-volume action of a fractional D3-brane in terms of such field reads:

T3
1
4
d x det G 1 +
Sbdy =
b
2 2
2korb

1
1
T3
T3
C4 1 +
A4 ,
+
(13)
b +
2 2
2korb
2korb 2 2
where T3 = and korb = (2)7/2 gs 2 . Substituting the classical solution in the boundary action we can make the so-called probe computation (for a review of this method see, for example,
[21]) and get the static result

T3 V4
KN
log
H 1 1 +
Sprobe =

2 2
2korb

1

KN
2
H 1 1+
log
+
2
KN
log
= 0, (14)

2 2
2 2
where V4 is the four-dimensional volume filled by the brane. The fact that all position dependent
terms exactly cancel indicates that there is no potential felt by the probe-brane. The no-force
condition is thus respected to all orders. This was expected because of the BPS properties of the
system.
When we identify the coordinates x a = 2 a with the chiral scalar field of the Yang
Mills theory living on the world-volume of the brane, the vanishing result of (14) corresponds
to have no potential in the gauge model. This is consistent with the field theory analysis of the
previous section, being V = 0 a special case of the most general N = 2 potential in (7) (i.e. with
e = m = = 0). A constant (different from zero) result, as it has been obtained in [9], would be
an equally good check of the no-force condition, but according to (7) it would not be consistent
with N = 2 supersymmetry. The fact we get precisely zero is thus a check of the boundary
condition chosen in (12).
Following [9], we can also include the world-volume fields fluctuations and study the motion
of the probe-brane in the geometry (10). This is done by inserting the classical solution in the
world-volume action (13) and expanding it in powers of the velocity of the probe D3-brane in
the two transverse directions x 4 and x 5 . We find that the terms quadratic in the velocity of the
probe survive and allow to define a non-trivial two-dimensional metric on the moduli space. It is
easy to see [9] that this non-trivial metric corresponds holographically to the one-loop running
of the YangMills coupling constant, that in terms of the gravitational degrees of freedom reads:

T3 (2 )2
1
1
=
1
+
b
.
(15)
2
2 2
gY2
2korb
3.2. Magnetic case
We now repeat the same probe analysis directly in terms of the fields appearing in (10), i.e.
without dualizing the RR twisted scalar c, the field to which a fractional D3-brane couples
213
magnetically. We should thus consider (instead of (13)) the following boundary action

T3
1
d 4 x det G + 2 F 1 +
Sbdy =
b
2 2
2korb

1
T3
T3
cF F,
C4 1 +
b
+
+
(16)
2 2
2korb
2korb 2
where we have also included the world-volume vector fields fluctuations. We make now the probe
computation with such boundary action and get:

2 1
T3
1 a
NK
4 (2 )
a
b
Sprobe =
log
ab + Fa F 1 +
d x
2
2
4

2 2
2korb

NK
log
KN F F .
+ V4 1 +
(17)
2

2
2
One immediate consequence of doing the probe computation in this way is that we respect holomorphicity getting also the expected term reproducing the one-loop chiral anomaly [22]. Besides
we see also that a non-trivial potential is generated, namely:

1
NK
T3
log
,
=
1+
V () =
(18)
2
3 2 Y 2

2
(2)
2korb
where, consistently with the electric result (15), we have defined Y Y 1 + iY 2
the holographic complexified YangMills coupling [22]:
Y =

1
c + i 2 2 + b .

2
(2 ) gs
4i
gY2
Y
+ 2
as
(19)
This computation shows that, when the solution is written in term of a magnetic ansatz, the
no-force property of the BPS system is lost. This could seem quite surprising as the configuration
is still N = 2 supersymmetric and usually the no-force condition is respected with such amount
of supersymmetry (on the field theory side such condition reflects the flatness of the Coulomb
branch). Nevertheless, at least from a purely field theoretical point of view, we have seen in the
previous section that such flatness can be violated by electricmagnetic FayetIliopoulos terms
and as a result the potential (6) is still compatible with N = 2 supersymmetry. Luckily, it turns
out the potential (18) is just a specific case of (6), namely with
e=
mY
,
2
=0
and m2 =
1
.
(2)3 2
(20)
We see in this way that the violation of the no-force condition does not contradict supersymmetry,
but it corresponds to the generation of a purely magnetic FI term. We call it purely magnetic because a dyon with quantum numbers (e, m) has an effective electric charge equal to e + m
2 [23]
and with the values in (20) it vanishes identically. Such values ensure also that the probe-brane
is in a proper vacuum in the direction, but for generic values of it is not and it moves toward
= e . This situation holographically corresponds to the second type of vacua discussed in Section 2.1, where we have learned it preserves all the supersymmetries but it signals a singularity.
This continues to be in perfect agreement with the gravity picture we just got: the probe-brane is
pushed to the enhanon and there stays. From the gauge theory it has been moreover possible to
argue at that point of the moduli space extra massless states appear (i.e. monopoles) and to give
a physical interpretation of the singularity. On the gravity side it corresponds to the well-known
214
fact that at the enhanon extra massless objects appear [19] and it enforces the interpretation of
the enhanon locus as the field theoretic curve of marginal stability (we mean the curve in moduli
space where extra massless objects, typically dyons, appear [25]).
4. Away from the orbifold limit
In this section we soften the orbifold singularity and consider the resulting (smooth) Eguchi
Hanson space [26]. We generalize the probe analysis that we have done in the orbifold for the
magnetic case. We find partial supersymmetry breaking. We are then led to consider N = 1
supersymmetric YangMills theory and the resolved conifold geometry.
This could look at first sight surprising. It is indeed well known that, in presence of fractional
branes, it is not possible to soften the orbifold geometry to a smooth ALE (asymptotically locally
Euclidean) space in a supersymmetric way. A nice way to understand this statement is to go to
the T-dual type IIA set-up [13], where the configuration corresponding to fractional branes on the
orbifold is that of two parallel NS5-branes with a stack of D4-branes stretched between them. The
blowing up of the orbifold corresponds to moving the NS5-branes in the directions transverse to
the D4-branes and this cannot be done without some cost in energy.
In our case there is a caveat to this no-go theorem. In the magnetic case we have discussed in
Section 3.2, the fractional brane is not at the orbifold point (background BNS field flux through
the cycle equal to 1/2 in string units), but it sits at the singular point (with zero flux) where the
no-go theorem [13] does not apply.
4.1. EguchiHanson space
The dual field theory analysis of the previous section has been entirely performed in an orbifold background and we have found, in the magnetic case, purely magnetic FI terms. It is well
known [24] that a way to introduce standard (i.e. electric) FI terms is via the blow up of the
orbifold singularity. In such case the resulting space is no longer an orbifold but it is a (smooth)
EguchiHanson (EH) space [26]. This is an ALE space. It is characterized by three moduli that
correspond to three different ways of blowing-up the relevant two cycle when going away from
the orbifold limit (via the triplet of massless NSNS twisted scalars). Analogously to the field
theory description of N = 2 FI terms, it is possible to use the global SU(2)R symmetry and to
reduce to the case of just one modulus. The one-parameter family of metrics we get in this way
can be written as:

4 1

4

a
a
2
2
2
dr + r 1
32 + r 2 12 + 22 ,
dsEH = 1
(21)
r
r
where a r , a 2 is proportional to the size of the blown-up cycle, the i are defined in terms
of the S3 Euler angles (, , ):
21 = sin d + cos sin d,
(22)
22 = cos d + sin sin d,
(23)
23 = d + cos d
(24)
and they satisfy da = abc b c . Note also that

+
is the standard unit radius S2
metric and 12 + 22 + 32 is the S3 one. As the angular variables have periodicity 0 < ,
0 < , 2 , this space at infinity looks like S3 /Z2 .
4(12
22 )
215
The solution corresponding to fractional branes in the EguchiHanson background has been
found in [27] and it is very similar to the orbifold one. It can be written in terms of a metric

2
,
ds 2 = H (r, )1/2 dx dx + H (r, )1/2 d 2 + 2 d 2 + H (r, )1/2 dsEH
(25)
a self dual RR five-form

F5 = d H (r, )1 dx 0 dx 3 + d H (r, )1 dx 0 dx 3 ,
(26)
and a complex three form (a linear combination of the NSNS one and the RR one) valued only
in the transverse space:
H F3NS + iF3R = d (, ) ,
(27)
R2 ,
where (, ) is an analytic function on the transverse

is the harmonic anti-self-dual form
on the EguchiHanson space and r is now the radial EguchiHanson coordinate.
Even if the microscopic interpretation of this solution is quite obscure [27], we assume that
it corresponds to the standard geometrical interpretation of fractional D3-branes as D5-branes
wrapped on the non-trivial cycle that shrinks to zero size in the orbifold limit [28]. The form of
the solution is indeed consistent with the interpretation of twisted fields as fields coming from
wrapping of higher degree forms [28], as it was already confirmed in [29] by explicit computations of string scattering amplitudes. The main difference with respect to the orbifold solution is
the explicit functional form of the warp factor H (r, ), whose physical implication is that there
is still a naked singularity screened by an enhanon mechanism, but contrary to the orbifold case,
in the internal directions (those along the ALE space) the singularity is cured by the blowing-up
of the cycle and there is no enhanon there [27].
Unluckily, the EguchiHanson background lacks of a conformal field theory description. This
make it difficult to determine the correct form of the boundary actions one would need to get
gauge theory information. It looks nevertheless quite reasonable to assume the proper boundary
action is the same as the orbifold one with the inclusion of the new FI term corresponding to
having blown up the cycle. This can be motivated by the knowledge of the explicit solution in
the EguchiHanson case, that makes it clear the close similarity to its orbifold limit. Besides,
this is very analogous in spirit to the successful assumption made in [30]. The potential the brane
fills will be thus the same we computed in the orbifold (we refer to the magnetic case (18)) but
now with an extra term corresponding to have = 0 and proportional to the size of the blown-up
cycle (a 2 ):
2
(28)
.
2
We see again that the no-force condition is violated but now there is an interesting minimum
where the probe-brane can sit, i.e. at
V () = m2 2 +
= e e N m ,
(29)
where the enhanon radius e has been defined in (11). As > e , = defines a regular
spacetime locus. From the field theory analysis we know this is a vacuum of the first type we
discussed in Section 2.1 and as such it preserves just half of the supersymmetry. This means that
the gauge theory living on the probe is N = 1 supersymmetric with a massless vector multiplet
and a massive chiral one, with mass M given by:
M=
m2
.
2
(30)
216
From the supergravity point of view we have again a solution with bulk N = 2 supersymmetry
(as shown in [27]) but the embedding of the brane probe seems to break half of it. It would be
interesting to see this purely in a stringy context by making a proper K-supersymmetry study
of this geometry. However, our field theory analysis already shows that the probe-brane sees a
geometry that is locally N = 1 supersymmetric.
In the T-dual IIA set-up the chiral adjoint scalar gets a mass if the two NS5-branes are relatively rotated [11]. As this type IIA geometry is eventually dual to the conifold one [12], we
expect the conifold geometry to appear now.
4.2. Resolved conifold
We want now to analyze better the geometry seen by the probe brane. We start noting that,
according to the interpretation of fractional D3-branes as D5-branes wrapped on the non-trivial
two-cycle of the EguchiHanson space, the probe-brane naturally tends to go toward the point of
the EguchiHanson space where the cycle has minimal area, i.e. towards r a in (21). Even if
the point r = a looks a singularity in the metric (21), it is well known that the limit r a +
for small is well defined and it gives:

2

1 a 2
2
2
2
2
2
2
,
ds
(31)
d + 4 (d + cos d) + a d + sin d
4
which is topologically looking locally as R2 S2 (globally there is a further fibered structure
due to the d d cross term). To see this more clearly, we make the further change of coordinate
= v 2 /a and the metric becomes:

a2 2
d + sin2 d 2 .
(32)
4
This makes it clear as, having periodicity 2 , the putative singularity at r = a is simply an
artifact of the coordinates.
In the R2 directions (parameterized by and in (25)) the probe-brane sits instead at the
circle defined by = and the value of (given in (29)) varies with the parameters of the
solution.
Finally, the geometry seen by the probe-brane is determined by the R2 EH metric, in the
r a limit. This space looks locally as R4 S2 :
ds 2 = dv 2 + v 2 (d + cos d)2 +
ds 2 = dx 2 + dy 2 + dv 2 + v 2 (d + cos d)2 +

a2 2
d + sin2 d 2 ,
4
(33)
where now we have chosen to parameterize R2 with Cartesian coordinate x and y. Making now
the coordinate redefinition:

+
x = u cos cos
(34)
,
2
2

+
,
y = u cos sin
(35)
2
2
v = u sin ,
2

,
=
2
(36)
(37)
217
where 0 < 4 , 0 < 2 , 0 < , we get

u2
(d + cos d + cos d)2 + d 2 + sin2 d 2
4

a2 2
2 cos d(d + cos d) +
(38)
d + sin2 d 2 ,
4
where terms involving higher power of u with two differentials in the , directions have been
neglected. As shown in Appendix A, this metric is locally the same as the near horizon of
the resolved conifold one (see Eq. (A.3) in Appendix A). We note that globally there is a small
difference between the two, being the fibration of the blown-up S2 not identical (due to the cross
term cos d(d + cos d) in (38)).
It is perhaps not surprising we find the resolved conifold geometry appearing here: it is indeed
known the resolved conifold geometry is the proper one to engineer N = 1 pure supersymmetric
YangMills theory in the type IIB set-up [6]. In this section we have just followed this engineering entirely in terms of supergravity solutions and we clearly see its relation with the parent
N = 2 orbifold theory. A non-trivial information we immediately have (with the help of the
field theory analysis and particularly thanks to the formula (30)) is that the size of the blown-up
two-cycle is directly related to the inverse mass of the chiral multiplet.
The assumption about the microscopic interpretation of the probe as wrapped D5-branes cannot be proven here, but, as we will see, it makes all the picture consistent. Under this assumption,
we have learned that, if a D5-brane is wrapped on the non-trivial two-cycle of a resolved conifold, close to the apex of such cone the gauge theory living on its world-volume is N = 1
supersymmetric. The embedding of N branes in such background will then give rise to N = 1 supersymmetric U (N ) YangMills theory. The fact we reach such conclusion via a probe analysis
means that we are studying open strings (and then branes) in the given background. This matches
perfectly with the picture of geometric transition we discussed in the introduction: being talking
of open strings and branes, we are before the transition and accordingly the background is the
resolved conifold!
From [6,8], we know how the story goes on, but we briefly review it here following the perspective we have just developed. To get pure N = 1 super-YangMills, we take the zero size limit
of the blown-up cycle. In this way the chiral adjoint field acquires infinite mass (see Eq. (30))
and it is decoupled. The relevant geometry is now the conifold one. This geometry is still singular [31] and according to Eq. (29) the brane will tend to go to the enhanon locus. Consistently,
it has been shown that at least from a supergravity point of view the enhanon is a consistent
mechanism also in the conifold case [20]. In principle there are two ways now to de-singularize
the geometry (or we could also say to determine the geometry inside the enhanon shell): the S2
or the S3 can be blown-up. As we do not want to go back to the original case, the only remaining possibility is to look for a consistent deformed conifold solution. From [8] we know this is
indeed the right thing to do: the deformed conifold is a non-singular solution and its geometry is
the proper one to describe the infrared N = 1 YangMills dynamics.
ds 2 = du2 +
5. Conclusions
In this paper we have described how partial supersymmetry breaking can be obtained in the
context of the gauge/string correspondence. This has been reached studying the low energy dynamics of open strings in given backgrounds. The tool we used to perform such study is the
probe-analysis. We have seen in this way that a potential, due to the internal flux, is generated
218
in the N = 2 orbifold. This potential drives the probe-brane to the enhanon locus. Instead,
when the orbifold singularity is softened to the smooth EguchiHanson space, the resulting potential drives the probe-brane to regular spacetime points (i.e. outside the enhanon shell). We
have found that at those points (corresponding to minima of the potential) partial supersymmetry
breaking does occur. We have further analyzed the geometry seen by the probe-brane close to
those minima and we have found it is the resolved conifold one, in the vicinity of the blown-up
two-cycle. We have finally showed that shrinking the two-cycle to zero size corresponds, on the
field theory side, to decouple the adjoint chiral scalar and thus to get pure N = 1 super-Yang
Mills.
An issue deserving more investigation is that our findings seem to suggest that the T-dual
type IIA configuration of rotated NS5-branes corresponds, for generic angle of rotation, to the
resolved conifold geometry. The singular conifold would be the relevant one just for the case of
perpendicular NS-branes.
Acknowledgements
I thank M. Bill, P. Di Vecchia, M. Frau, G. Vallone and especially A. Lerda for many useful
discussions and exchange of ideas. This work is partly supported by the EU contracts MRTNCT-2004-503369 and MRTN-CT-2004-512194, DAAD, and the DFG grant SA 1336/1-1.
Appendix A. Resolved conifold metric
We review here briefly the resolved conifold case [32].2 Its metric is:
1
ds 2 = K 1 (u) du2 + K(u)u2 (d + cos 1 d1 + cos 2 d2 )2
9
1

1 2 2
+ u d1 + sin2 1 d12 + u2 + b2 d22 + sin2 2 d22 ,
6
6
(A.1)
where
K(u) =
u2 + 9b2
.
u2 + 6b2
(A.2)
For small u we get now:

ds 2

2
1
du2 + u2 (d + cos 1 d1 + cos 2 d2 )2
3
4

b2 2

1 2 2
2
2
2
2
+ u d1 + sin 1 d1 +
d2 + sin 2 d2 .
4
4
(A.3)
We note finally that this is locally the same metric as R2 EH near the two cycle (38).
Globally there is a small difference between the two, as the fibration of the two S2 are not
identical (see the last cross terms in (38)).
2 See also [33] for a way to embed the non-supersymmetric solution of [32] in a supersymmetric set-up.
219
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Twist field as three string interaction vertex in light-cone

string field theory
Isao Kishimoto a , Sanefumi Moriyama b, , Shunsuke Teraguchi c
a High Energy Accelerator Research Organization (KEK), Tsukuba 305-0801, Japan
b Graduate School of Mathematics, Nagoya University, Nagoya 464-8602, Japan
c National Center for Theoretical Sciences, Taiwan
Received 22 March 2006; accepted 31 March 2006

Abstract
It has been suggested that matrix string theory and light-cone string field theory are closely related. In
this paper, we investigate the relation between the twist field, which represents string interactions in matrix
string theory, and the three-string interaction vertex in light-cone string field theory carefully. We find that
the three-string interaction vertex can reproduce some of the most important OPEs satisfied by the twist
field.
1. Introduction
Retrospecting recent progress in understanding various interesting effects in string theory, we
are led to the desire of constructing a complete off-shell formulation of string theory. As will
be explained below, at present there are two formulations for light-cone quantization of type IIB
closed superstring theory. However, neither of them is considered to be complete.
One of the formulations is the light-cone superstring field theory (LCSFT) [1,2] constructed
from supersymmetry algebra. The starting point is the GreenSchwarz action for free strings. We
can construct the Hamiltonian and the supercharges satisfying the supersymmetry algebra out of
it. The interaction terms are added to these charges by requiring that the total charges satisfy the
E-mail addresses: ikishimo@post.kek.jp (I. Kishimoto), moriyama@math.nagoya-u.ac.jp (S. Moriyama),

teraguch@phys.ntu.edu.tw (S. Teraguchi).
doi:10.1016/j.nuclphysb.2006.03.035
222
I. Kishimoto et al. / Nuclear Physics B 744 (2006) 221237
supersymmetry algebra perturbatively. The first order interaction term is given as

|H1 123 = Z i Z j v ij ()|V 123 ,

i i
Q
1 123 = Z s ()|V 123 ,

i i
Q
1 123 = Z s ()|V 123 .
(1)
(2)
(3)
Here |V 123 is the three-string interaction vertex constructed by the overlapping condition and
Z i (Z i ) is the holomorphic (anti-holomorphic) part of the bosonic momentum at the interaction
point, whose divergence is regularized as follows:

1
1
i
i
P +
(4)
Z i |V 123 ,
X ( )|V 123
2
I
with = p + and I being the interaction point. is the regularization of the fermionic momentum at the interaction point and v ij (), s i () and s i () are known but intricate functions
of . The program of constructing the interaction terms is successful at the first order, though it
is too complicated to proceed to higher orders.
The other formulation is matrix string theory (MST) [3,4], which stems from the matrix formulation of light-cone quantization of M-theory [5] and takes the form of (1 + 1)-dimensional
super-YangMills theory. To relate MST to the perturbative string, we first notethat the Yang
1
Mills coupling gYM is related to the string coupling gs and the string length by gYM
=
gs . Hence, the free string limit corresponds to the IR limit and the first order interaction term
to the least irrelevant operator. From the requirement of the dimension counting and the locality
of the interaction, we expect that the first order interaction term is written as dimension-three
operator constructed essentially out of the twist field. The interaction term of MST is proposed
to be [4]

H1 =
(5)
d i i j j m,n ,
m,n
where i is the excited twist field defined as

1
X i (z) (0) i (0),
z
(6)
with (z, z) being the Z2 twist field and i (z) being the spin field for the GreenSchwarz
fermions. The indices m and n of the twist fields denote the string bits where the exchange
interaction takes place. These indices have to be summed over in calculating the string amplitude.
The expression (5) in MST seems somewhat formal compared with that in LCSFT (1), though
it is more promising to go beyond the first order in MST than in LCSFT [6]. Hopefully we
can obtain some information in LCSFT from MST. For this purpose, we would like to relate
LCSFT to MST carefully. We can easily find a close analogy between (1) and (5) and between
(4) and (6), if we regard (z, z) as |V 123 and i (z, z) as Z i |V 123 . Following this analogy
between LCSFT and MST, two supercharges of MST were written down explicitly in [7]. These
arguments of supercharges are consistent with the pioneering but primitive argument in [4] and
with the relation between LCSFT and MST proposed in [6].
In this paper, we would like to proceed further to investigate the relation between the twist
field (z, z) and the three-string interaction vertex |V 123 scrupulously. In particular, in addition
to the defining OPE of the excited twist field (6), we would like to realize the OPE of two twist
223
fields [8,9] (for each dimension)

(z, z) (0)
1
,
|z|1/4 (ln |z|)1/2
(7)
in terms of the three-string interaction vertex |V 123 . To realize the OPE (7), we identify the
interaction point I of |V 123 with the insertion point z of the twist field (z, z). We multiply
two string interaction vertices with a short intermediate time T to see whether the effective
interaction vertex reproduces the reflector (which corresponds to the identity operator in CFT)
with the suitable singularity.
A natural question arises here. In LCSFT the three-string interaction vertex |V 123 is always
accompanied by the level-matching projection
d i(L(r) L(r) )
0
0 ,
Pr =
(8)
e
2
on each string r = 1, 2, 3. We would like to see which one corresponds to the twist field; the interaction vertex with projections, P1 P2 P3 |V 123 , or the vertex without them, |V 123 . Our answer
to this question is as follows. To calculate the amplitude in LCSFT, we need to integrate over the
intermediate string length ( = p + ) and perform the level-matching projection at each string.
The level-matching projection is equivalent to integrating over the diagrams by shifting the interaction point by an angle. These two integrations are combined into a simple summation over
string bits m and n in (5). Since the twist field by itself is the expression before the summations,
the corresponding interaction vertex in LCSFT should not contain any summations. Hence, the
interaction vertex corresponding to the twist field is the one |V 123 without the level-matching
projection and the intermediate string length integration.
There are two ways to realize (7) because the interaction vertices can be connected in two
different ways. One of them is the four-point tree diagram connecting the long string of two
interaction vertices (Fig. 1) and the other is the two-point 1-loop diagram connecting two short
strings (Fig. 2). We shall evaluate these two diagrams in the next section to see that both of the
results are proportional to the reflector with the same singularity as that in (7).
Note that it is desirable to perform all the computations of the above diagrams in the superstring theory, if we want to relate LCSFT to MST. However, here we shall utilize the bosonic
string theory for simplicity. It should not be too difficult to generalize our computation to the
supersymmetric case. Also note that the separation of the two interaction points in the above
diagrams is in the worldsheet time direction, while we separate two insertion points in the space
direction in (4). Since OPE does not depend on in which direction one operator approaches the
other, we assume that the results do not depend on the directions.
The content of this paper is as follows. In the next section, we shall first recapitulate some
necessary ingredients of LCSFT. The first subsection is devoted to the computation of the tree
diagram and in the second and third subsections we compute the 1-loop diagram. Finally, we
conclude with some further directions. A short review of Neumann coefficients is given in Appendix A. A somewhat related result about free field realization of boundary changing operators
is given in Appendix B.
2. LCSFT computation
In this section, we would like to evaluate the two diagrams mentioned in the introduction to
see the correspondence between the twist field (z, z) and the interaction vertex |V 123 . For this
224
purpose, let us briefly review the closed LCSFT here. Three-string interaction vertex for LCSFT
with = p + fixed is given as

V (1 , 2 , 3 ) = (1 , 2 , 3 ) 2 (1, 2, 3) eE(1,2,3)+E(1,2,3) |p1 1 |p2 2 |p3 3 , (9)
1
2
3
where 1 + 2 + 3 = 0, and

3
3

1
(1 , 2 , 3 ) = exp 0
r log |r |,
, 0 =
r
r=1
r=1

d2
p1 d d2 p2 d d2 p3
d
(2)d2 d2 (p1 + p2 + p3 ),
(1, 2, 3) =
(2)d2 (2)d2 (2)d2
(10)
(11)
3
3
1 r,s i(r) i(s) r i(r) i
0
E(1, 2, 3) =
Nmn am an +
Nn an P123
P2 ,
2
21 2 3 123
r,s=1 m,n1
(12)
r=1 n1
with Pi123 = 1 p2i 2 p1i (i = 1, . . . , d 2). We define the normalized left-moving oscillators
i /n for n 1 satisfying [a i , a j ] =
i,j and a i |p = 0. a i is the
ani = ni / n, ani = n
n,m
n m
n
n
i
i
right-moving cousin and E(1, 2, 3) is defined by replacing an by an in E(1, 2, 3). For later convenience, let us note that E(1, 2, 3) can be recast into the following form:
1
1
E(1, 2, 3) = a (3)T N 3,3 a (3) + a (3)T N 3,12 a (12) + a (12)T N 12,12 a (12)
2
2

(3)T 3
0
(12)T 12
+ a
N +a
N P123
P2 ,
21 2 3 123
if we adopt the matrix notation for the indices of infinite oscillation modes
(r)
r
r,s
(r)
(r)
(r)
r,s
,
a
= am
,
N m = Nmr ,
N mn = Nmn
,
a m = am
m
and define
a (12) =
a (1)
a (2)

N 3,12 = N 3,1

,
N 12 =

N 3,2 ,
N1
N2
(13)
(14)
N 12,3 =
,
N 1,3
N 2,3

,
N 12,12 =
N 1,1
N 2,1
N 1,2
N 2,2

.
(15)
In terms of the matrix notation, the Neumann coefficients satisfy among others1
N 3,12 N 12,3 + N 3,3 N 3,3 = 1,
N 3,12 N 12,12 + N 3,3 N 3,12 = 0,
N 12,12 N 12,12 + N 12,3 N 3,12 = 1,

N 12,12 N 12 + N 12,3 N 3 = N 12 ,
N 3,12 N 12 + N 3,3 N 3 = N 3 ,

0
1
N 3T N 12,3 N 12 =
,
1 2 3
(16)
1 One may wonder why N 12,3 is invertible because it does not look like a square matrix. To clarify this point, let us
regularize the size of the infinitely-dimensional Neumann matrices by truncating it at a finite level. Due to the expression
of the mode expansion (A.2), the UV cutoff of the worldsheet r of string r is related to the truncation level Lr by
Lr r /|r | 1. If we fix the UV cutoff of the worldsheet to a constant and choose string 3 to be the long string,
|3 | = |1 | + |2 |, the truncation levels of three strings have to be related by L3 = L1 + L2 . In this sense N 12,3 is a
square matrix.
225
which play important roles in our later computation. More details about the Neumann coefficients
can be found in Appendix A.
The reflector for closed LCSFT is given as

(1)T (2)
(1)T (2)

R(1, 2) = (1, 2)1 p1 |2 p2 |e(a a +a a ) ,
(17)
with

(1, 2) =
d d2 p1 d d2 p2
(2)d2 d2 (p1 + p2 ),
(2)d2 (2)d2
(18)
and p| defined as p|p = (2)d2 d2 (p p ), p|an = 0 and p|an = 0.

We shall utilize the following formula in our later calculation.

1 T
1 T
T
T
0| exp a Ma + a k exp a Na + a l |0
2
2

1/2
1
1
1
1 T
1 T
T
= det(1 MN)
exp l
k+ k N
k+ l
Ml .
1 MN
2
1 MN
2 1 MN
(19)
2.1. Tree diagram
We now turn to the evaluation of the four-point tree diagram with two incoming strings 1 (with
length 1 (>0)) and 2 (with length 2 (>0)), joining and splitting again into two outgoing strings
4 and 5 of the same length as 1 and 2, respectively. (See Fig. 1.) Note that since only the two
twist fields which exchange the same string bits enjoy the OPE (7), we have to choose 4 = 1
and 5 = 2 so that the exchange interactions take place at the same string coordinate. The
effective four-string interaction vertex of this diagram is given as ( = 2)

T (3) (3)

A(1, 2, 4, 5) = R(3, 6)e |3 | (L0 +L0 ) V (1 , 2 , 3 ) V (4 , 5 , 6 ) ,
(20)
1
2
3
1
2
3

with L0 = p i p i /2 + n1 nani ani 1 and L0 = p i p i /2 + n1 nani ani 1. Note that under
the simultaneous change of signs 1 1 , 2 2 , 3 3 , N r,s is even while N r
is odd. Hence the Neumann coefficients in |V (41 , 52 , 63 ) can be written in terms of
those of |V (11 , 22 , 33 ). From the OPE (7) we expect that |A(1, 2, 4, 5) is proportional to the
reflector |R(1, 4)|R(2, 5) with the coefficient divergent as (T 1/4 (ln T )1/2 )24 = (T (ln T )2 )6
if we take the limit T +0. Here we identify the coordinate |z| of the twist field (z, z) with the
intermediate propagation time T up to a numerical factor when we are interested only in the short
Fig. 1. Four-string tree diagram in the -plane.
226
distance behavior of two operators. Though generally z may be related to T in a complicated way,
the relation is approximately linear at a short distance.
In order to perform our calculation simply, let us first rewrite the proper time expression of the
(3)
(3)
|T | (L0 +L0 )
(3)
(L
(3)
+L
+L
(6)
(6)
+L
0
0
0
into e 2|3 | 0
. By applying the formula (19) with

3,3

NT /2
0
0 1
(36)
M=
,
N=
,
a=a ,
1 0
0
NT3,3
/2
(12) 3
3,12
0
NT /2
N T /2 P123
a
,
k = 0,
l=
(21)
(45) +
3,12
3 P
a
N
0
NT /2
T /2 456
propagator e
with NT3,3 = e |3 | N 3,3 e |3 | , NT3,12 = e |3 | N 3,12 and N 3T = e |3 | N 3 , we can compute

|A(1, 2, 4, 5) without difficulty:

A(1, 2, 4, 5) = AT (1, 2, 4, 5)eFT (1,2,4,5) |p1 1 |p2 2 |p4 4 |p5 5 ,
(22)
with

2

3,3 2
N
AT = (1 , 2 , 3 ) det(d2)/2 1 NT3,3
/2 T /2 ,

d2
d
p1 d d2 p2 d d2 p4 d d2 p5
(1, 2, 4, 5) =
(2)d2 (2)d2 (2)d2 (2)d2
(2)d2 d2 (p1 + p2 + p4 + p5 ).
(23)
(24)
The exponent FT (1, 2, 4, 5) takes a complicated expression. However, in the limit T +0 we

can evaluate it formally with the use of (16) and P123 P456 = 3 (p1 + p4 ) which holds because
of the momentum conservation (2)d2 d2 (p3 + p6 ). The formal result of it is as follows:

lim FT (1, 2, 4, 5) = a (12)T a (45) + a (12)T a (45)
T +0

1 (12)

a
+ a (45) + a (12) + a (45)
(p1 + p4 )3 N 3T N 12,3

2 1 3
(p1 + p4 )2 32 N 3T 1 N 3,3
(25)
N .
Note that the first term gives the nonzero modes of the reflector. This is the first sign that our
expectation works. Also the last term will give the zero mode part of the reflector d2 (p1 + p4 )
if the quantity b0 = 32 N 3T (1 (N 3,3 )2 )1 N 3 is divergent. Actually, this seems to be true from
numerical analysis. We can fit as b0 (13) log L + (constant), where L is the size of Neumann
matrices which we used in our numerical computation.
To regularize it properly, let us retrieve the intermediate time T in our calculation. We find
3,3 2 1 3
that, instead of the divergent quantity b0 , we have bT = 32 N 3T
T /2 (1 (NT /2 ) ) N T /2 which,
according to (C.18), (C.20) and (C.21) in [10], is identified to be

3,3 3,3 1 3
NT
N = log(1 Z5 ).
bT = 32 N 3T
(26)
T 1N
Here we have mapped the worldsheet in the light-cone type -plane into the whole complex
z-plane by the Mandelstam map

(z) = 1 log(z Z1 ) log(z Z4 ) + 2 log(z Z2 ) log(z Z5 ) ,
(27)
and fixed the gauge by choosing Z1 = , Z2 = 1, Z4 = 0 and 0 < Z5 < 1. Note that, without
the insertion of the level-matching projections, the moduli parameter, Z5 , runs only along the
227
real axis. To see the behavior of (26) in the limit T +0, all we have to do is to relate T to Z5
as in [11, Chapter 11]. For this purpose, we note that T can be regarded as the difference of two
stationary points z in the -plane:

d
T = (z+ ) (z ),
(28)
= 0.
dz z=z
Since the limit T +0 corresponds to the t-channel limit, Z5 should approach Z2 = 1 in this
limit. After an explicit calculation, we find

T
1 2
(29)
1 Z5 ,
4
|3 |
32
and hence bT 2 log(|3 |/T ). This is consistent with the numerical result if we identify the
regularization parameter by |3 |/T L. Therefore, the contribution of the exponential of the
last term in (25) is

d2
2
bT (p1 +p4 )2
e
(30)
d2 (p1 + p4 ).
2 log(|3 |/T )
This implies that
(2)d2 d2 (p1 + p2 + p4 + p5 )ebT (p1 +p4 )
(2)d2 d2 (p1 + p4 )(2)d2 d2 (p2 + p5 ),

which gives the zero mode part of the reflector.
The determinant factor AT in (22) is already evaluated as (d = 26)

1 2 2 T 6
,
AT 210 2
|3 |
3
(31)
(32)
in [10,12]. (See also [13, Appendix B].) Combining all the contributions, we find that in the limit
T +0,

2 6

T
T
R(1, 4) R(2, 5) ,
A(1, 2, 4, 5) 226 12
log
(33)
|123 |
|123 |
with 123 = (1 2 3 )1/3 . This is consistent with our expectation.
2.2. 1-loop diagram
In the previous subsection, we have computed one realization of the OPE (7). Here we would
like to proceed to the other realization via the 1-loop diagram: the incoming string 6 splits into
two short strings and join again into the outgoing string 3. (See Fig. 2.) For this purpose, let us
calculate (1 , 2 > 0)

T (1) (1) T (2) (2)

B(3, 6) = R(2, 5) R(1, 4)e 1 (L0 +L0 ) 2 (L0 +L0 )

V (1 , 2 , 3 ) V (4 , 5 , 6 ) .
(34)
1
The calculation is parallel to the previous case of the tree diagram. Using (19) we obtain
d2

d
p1
B(3, 6) = BT
(3, 6)eFT (3,6,p1 ) |p3 3 |p6 6 ,
(35)
(2)d2
228
Fig. 2. Two-string 1-loop diagram in the -plane.
with

2
2

BT = (1 , 2 , 3 ) det(d2)/2 1 N 12,12 NT12,12 ,
(36)
and NT12,12 = diag(e 1 , e 2 )N 12,12 diag(e 1 , e 2 ). Again, the exponent FT (3, 6, p1 )

can be evaluated in the limit T +0 using various formulas of Neumann coefficients (16) as

lim FT (3, 6, p1 ) = a (3) a (6) + a (3) a (6) .
(37)
T +0
Namely, (35) is proportional to |R(3, 6) including the zero mode sector. However, the integration
of the loop momentum p1 gives a divergent constant d2 (0) for T = 0. Therefore, we need to
regularize |B(3, 6) by the intermediate time T again:

2

1
FT (3, 6, p1 ) = FT (3, 6, p1 )osc + cT p1 p3
3

1
+ C TT a (3) a (6) + a (3) a (6) p1 p3 ,
(38)
3
with FT (3, 6, p1 )|osc being the oscillator bilinear part of FT (3, 6, p1 ) and cT and C T being

1 12

0
cT = 232
(39)
N T + NT12,12 N 12 ,
+ N 12T 1 NT12,12 N 12,12
1 2 3

1 12

N T + NT12,12 N 12 ,
C T = 3 N 3 + N 3,12 1 NT12,12 N 12,12
(40)
where we have used P123 = P456 = 3 p1 1 p3 and defined N 12
T = diag(e
Note that our previous result (37) is equivalent to the following statement:

lim FT (3, 6, p1 )osc = a (3) a (6) + a (3) a (6) ,
T C
1
,e
T C
2
)N 12 .
T +0
lim cT = 0,
T +0
lim C T = 0.
T +0
(41)
After we perform the loop momentum p1 integration, the result |B(3, 6) for T = 0 becomes

B(3, 6) = BT (4cT ) d2
2

1
(C T (a (3) a (6) +a (3) a (6) ))2 FT (3,6,p1 )|osc
(3, 6)e 4cT T
e
|p3 3 |p6 6 .
(42)
If we can further prove that (n, m 1)
(C T )m (C T )n
= 0,
T +0
cT
lim
(43)
229
we have

B(3, 6) KT R(3, 6) ,
(44)
with KT = BT (4cT )(d2)/2 for T +0. This assumption (43) seems to be true from our
numerical analysis, though it is still desirable to prove it algebraically. The numerical analysis
strongly suggests that our result is proportional to the reflector |R(3, 6). In the next subsection,
we would like to turn to the evaluation of the leading order of KT for d = 26, to see the singular
behavior of the OPE (7).
2.3. Evaluation of KT
It is difficult to calculate KT in (44) directly using the Neumann coefficients. For the evaluation of KT let us contract |B(3, 6) with two tachyon states. Since the full propagator including
the light-cone directions is given as
r =
1
2pr+ pr
(r)
+ L0
(r)
+ L0
(r)
dTr Tr (2pr+ pr +L(r)
0 +L0 ) ,
e r
r
(45)
the total amplitude (without applying the level-matching projections P1 P2 on string 1 and 2) is
given as

S36 = 3 k3 | 6 k6 | R LC (2, 5) R LC (1, 4)

1 2 V LC (11 , 22 , 33 ) V LC (41 , 52 , 63 )

e2T1 k3
d d
KT ,
= (2) (k3 + k6 ) d1 dT1 dT2 (T2 T1 )
(46)
41 2
0
where T = T1 = T2 and the light-cone directions are included in the tachyon state k|, the reflector R LC | and the interaction vertex |V LC . According to [14] this light-cone expression can be
calculated in the = p + HIKKO string field theory:

+
+
S36 = 3 k3 | 6 k6 | R =p (2, 5) R =p (1, 4)
(1) (1)
tot(1)
tot(1)
L0
+ L0
=p+
=p+

V
(11 , 22 , 33 ) V
(41 , 52 , 63 ) .
=p +
(2) (2)
b0 b0
b0 b0
tot(2)
L0
tot(2)
+ L0
(47)
=p +
Here the reflector R

| and the interaction vertex |V
are those of the = p+ HIKKO
tot are the total Virasoro operators including the light-cone
string field theory and Ltot
and
L
0
0
directions of the matter part and the ghost part.
We can calculate it with CFT by mapping the light-cone -plane into the torus u-plane, where
the incoming string 6 and the outgoing string 3 in the -plane are mapped to U6 and U3 in the
u-plane, respectively. (See Fig. 3.) The Mandelstam map (u) [15], which corresponds to Fig. 3,
is given as
(u) = |3 | log
1 (u U6 | )
2i1 u.
1 (u U3 | )
(48)
Here and U6 U3 are pure imaginary because we do not insert the level-matching projections
P1 P2 in (47). The moduli parameter of the torus is related to T in Fig. 2 by finding the
230
Fig. 3. The Mandelstam map from the -plane to the u-plane. The left figure is the light-cone -plane corresponding to
Fig. 2 while the right one represents the u-plane of the torus with periods 1 and . They are related by (U6 ) = ,
(U3 ) = , (u+ ) = + and (u ) = .
stationary points of the Mandelstam map as in (28),

d
= 0.
T = (u ) (u+ ),
du u=u
(49)
In the degenerating limit T +0, we have [16]:

i
T
.
8|3 | sin(1 /|3 |)
(50)
tot(r)
Using the Mandelstam map (48) and the proper time representation of 1/(L0
(47) can be put into the CFT expression on the torus u-plane:

S36 =

dT1
tot(r)
+ L0
),

dT2 (1 2 )1 (1 2 )2 bT1 bT1 bT2 bT2 V (k3 ; U3 , U3 )V (k6 ; U6 , U6 )C . (51)
Note that we have to put the measure (1 2 )1 inside the CFT correlator because the Mandelstam
map (48) depends on r . Here T1 and T2 are the worldsheet proper time of the propagating strings
1 and 2 while bTi , bTi and V (k; u, u) are defined as

du du
d u d u
b(u),
bTi =
b(u),
bTi =
(52)
2i d
2i d
Ci
V (k; u, u) = c(u)c(u):e
Ci
ik X (u,u)
:,
(53)
with the integration contours Ci and Ci shown in Fig. 3. Note that in the = p + HIKKO string
tot
field theory, the propagator b0 b0 /(Ltot
0 + L0 ) is originally defined on the light-cone -plane, but
the vertex operator V (k; u, u) comes from that constructed on the unit disk. Therefore, we have
to take the conformal factor into account. The factor (1 2 )2 is from mapping four of b0 in the
-plane of each string into the total -plane, while the factor C is the conformal factor for the
tachyon vertices mapped from the local unit disk wr of each string into the torus u-plane:

k 2 +k 2 4

du
3 6
du

,
C=
(54)

dw3 u=U3 dw6 u=U6
where

du
1 (U6 U3 | ) 2 2i |1 | (U6 U3 ) |T |
du
3
3 ,
=
e
dw3 u=U3 dw6 u=U6
1 (0| )
(55)
with 1 (| ) = 1 (| ) and

3 log w3 + T /2,
Re > T /2,
=
3 log w6 T /2, Re < T /2.
231
(56)
Now all we have to do is to evaluate each sector of (51). This was done explicitly in [17] for
the open string case. The ghost sector and the nonzero mode contribution of the matter sector
are exactly the square of the open string case. The only difference comes from the zero mode
contribution of the matter sector and still it can be evaluated similarly to the open string case.
The contribution from the ghost part is. (See [17, Eq. (6.5)].)

R 2

bT1 bT1 bT2 bT2 c(U3 )c(U3 )c(U6 )c(U6 ) = G ,
(57)
2
where R and G are defined as

R 1 = |3 | g1 (u+ U6 | ) g1 (u+ U3 | ) ,
with g1 (| ) = 2 [log 1 (| )] and ( ) = e
matter part is
i
12
n=1 (1
G=
2i
( )2 ,
|3 |
(58)
e2in ). The contribution from the

:eik3 X(U3 ,U3 ) ::eik6 X(U6 ,U6 ) :1 2 C

k32
d
2
= (2 Im ) d1 (T2 T1 ) d (k3 + k6 )(Im ) 2 e Im ((U3 U6 )(U3 U6 ))

2

2d 1 (U3 U6 | ) 2k3

( )
1 2 C.

1 (0| )
(59)
The derivation of the first line from the zero mode sector of the matter part is technical. See [17]
for more details. Note that (T2 T1 ) = ((u + ) (u)) implies that the correlator gives a
nonzero result only when
U6 U3 =
1
,
|3 |
(60)
is satisfied.
Combining the ghost, matter contribution and the conformal factor, we find (d = 26)

1 2 bT1 bT1 bT2 bT2 V (k3 ; U3 , U3 )V (k6 ; U6 , U6 )C

1 2 T
T 2 6
(2)d d (k3 + k6 ) d1 (T2 T1 )215 13 4
,
log
|3 |
3 |3 |
(61)
for T = T1 = T2 +0. Therefore, we find |B(3, 6) is proportional to the reflector with the
singular coefficient as expected from (7):

B(3, 6) 213 12

2 6

T
T
R(3, 6) ,
log
|123 |
|123 |
(62)
if we compare the result of LCSFT (46) and that of the = p + HIKKO string field theory (61).
232
3. Discussion
In this paper, we investigated the correspondence between the twist field (z, z) and the threestring interaction vertex |V 123 in LCSFT. We evaluated two diagrams corresponding to the OPE
(7) and found that both of them, (33) and (62), showed the same behavior including the log factor
as expected from the calculation of the twist field.
We would like to list several further directions.
Due to some technical difficulties, our computation of the Neumann matrices is not completely satisfactory. First of all, we only perform the numerical analysis for (43) instead of
proving it algebraically. Secondly, to evaluate KT we have to detour to the CFT techniques
and the = p + HIKKO string field theory. We hope we will have more direct computation
tools in the future.
One of our original motivations comes from construction of LCSFT. After relating the twist
field (z, z) with the three-string vertex |V 123 carefully in this paper, we would like to
see how matrix string theory can help in the construction of LCSFT. As explained in the
introduction, it is difficult to proceed to construction of higher-order contact terms in LCSFT.
We would like to see whether we can construct higher order terms explicitly with the help
of MST. Our realization of the twist field via the three-string interaction vertex has been
considered in the bosonic string theory in this paper. The first step should be to generalize
our computation to the superstring case.
In the fermionic sector, it is a popular fact that the spin fields can be realized by the fundamental free bosons. It is interesting to see whether the free field realization has anything
to do with our realization via the three-string interaction vertex in LCSFT. Though there is
no simple free field realization for the twist field, we can construct one for its open string
cousin, the boundary changing operator. Since the boundary changing operator changes the
boundary conditions between the Neumann type and the Dirichlet type, or in other words,
changes the signs of the anti-holomorphic part, it can be regarded as the twist field in the
open string sector. We present the free field realization of the boundary changing operator in
Appendix B by applying a result of [20]. Hopefully, we can relate the free field realization
with our current realization via the three-string vertex in the future.
Acknowledgements
We would like to thank A. Hashimoto, P. Ho, Y. Kazama, E. Watanabe and especially H. Hata
for valuable discussions and comments. The work of S.T. was supported by the National Center
for Theoretical Sciences (North), (NSC 94-2119-M-002-001). S.M. would like to thank University of Tokyo (Komaba) and KEK for hospitality where part of this work was done. Part of this
work was done in 2005 Taipei Summer Institute on Strings, Particles and Fields, Summer Institute String Theory 2005 at Sapporo and YITP workshop (YITP-W-05-21). We are grateful to the
organizers of these workshops.
Appendix A. Neumann coefficients
In this appendix, we would like to briefly review the Neumann coefficients. The Neumann
coefficient matrix are constructed from the overlapping condition
(1)
P ( )(1 < < 1 ) + P (2) ( 1 )(1 < )

+ P (2) ( + 1 )( < 1 ) + P (3) ( ) |V 123 = 0,
of the momentum function of each string

1
n
n
(r)
(r)
(r)c
(r)s
+ pn sin
P ( ) =
2n pn cos
p +
,
2|r |
|r |
|r |
233
(A.1)
(A.2)
n=1
which states that in the string interaction process the momentum is conserved along the string
worldsheet. (inequality) denotes the step function, which takes value 1 if the inequality holds
and otherwise 0.
Our next task is to rewrite the overlapping condition in terms of the mode expansion. If we
normalize the momentum so that the trigonometric functions have the unit norm,

1
1 (i)s
p (i)
(i)c
(i)s =
=
Cp ,
(A.3)
(i)c ,
Cp
2|i |
2|i |
the overlapping condition can be recast into the following form:
1 (1)c
1 (1)s
3
3
(3)c = ( U1 U2 )
,
(3)s = ( V1 V2 )
,
23 (2)c
23 (2)s
where U1 , U2 , V1 , V2 are defined as

1 /
0T
3

,
U1 =
13 2 (1)C C2 B 13 (1)C CA(1) 1
C

2 /3
0T

U2 =
,
23 1 (1)C C2 B 23 (1)C CA(2) 1
C

1
3
3
C 1
(1)
C,
V2 = (1)C A(2) C,
V1 = (1) A
1
2
C
C
(A.4)
(A.5)
with A(1) , A(2) , B and C being

(1)
A mn =

=
(2)
A mn =

=
n (1)m
m 1
m (1)m
n 3
n (1)m
m 2
m (1)m
n 3
1
n
m
2 cos
cos
d
1
3
0
1
n
m
sin
d,
1
3
2 sin
0
(1 +2 )
2 cos
1
(1 +2 )
2 sin
1
(A.6)
n( 1 )
m
cos
d
2
3
n( 1 )
m
sin
d,
2
3
(A.7)
234
2(1)m+1
(B)m =
m1 2
1
m
2(1)m
cos
d =
3
m1 2
(1 +2 )
cos
1
m
d,
3
(C)mn = mmn .
(A.8)
(A.9)
Since the overlapping condition relates the incoming string momentum with the outgoing
string momentum, it does not drop any information. Therefore, the transformation matrices
( U1 U2 ) and ( V1 V2 ) should be unitary [18]. By requiring the unitarity of these matrices,
we have (r, s = 1, 2)
r (r)T
A CA(s) = rs C,
3
1
1 2 B T CB = 1,
2
3

t=1
t A(t)
A(r)T CB = 0,
1
3 (r)T 1 (s)
A
A = rs ,
r
C
C
1 (t)T 1
= 1 2 3 BB T ,
A
C
2
3

1 (r)
A CA(r)T = 0,
r
(A.10)
r=1
if we define (A(3) )mn = mn in addition. In fact, these identities are proved in [1].
As in [1], the three-string interaction vertex can be constructed by matching the momentum
eigenstates. After the Gaussian integration, we find the result is given by (9) with the Neumann
coefficient matrices given as
N rs = rs 2A(r)T 1 A(s) ,
N r = A(r)T 1 B,
= 1 + A(1) A(1)T + A(2) A(2)T .
(A.11)
With this formal expression of the Neumann coefficients, we can prove all the formulas we need
in this paper (16), as well as [19]
3

t=1
N r,t N t,s = r,s ,
3

N r,t N t = N r ,
t=1
3

t=1
N tT N t =
20
.
1 2 3
(A.12)
Appendix B. Free field realization of boundary changing operators

In this appendix we would like to present a free field realization of the boundary changing
operators. In [21] a certain class of boundary deformations

iX()
1
iX()
d g exp
Sint =
(B.1)
+ g exp
,
2
2
2
was solved exactly by the boundary state

B| = N | exp i(gr J0+ + gr J0 ) ,
(B.2)
when the target space is compactified at the self-dual radius. Here gr is the renormalized coupling
constant, which equals to 0 when the boundary interaction satisfies the Neumann boundary condition, g = 0, and to 1/2 when it satisfies the Dirichlet boundary condition, g = . In [20] the
relation between the bare coupling constant g and the renormalized one gr was worked out explicitly and the coupling constant g is further generalized into an external source g( ) depending
235
on the boundary coordinate . The result is

1
1
d
B| = N | exp
gr g( ), g() ei 2XL () + gr g( ), g() ei 2XL () , (B.3)
2
2

2 g( )

arctan tanh
g( ) .
gr g( ), g() =
(B.4)
|g( )|
2
If we choose g( ) to be
g( ) = g(1 < < 2 ),
(B.5)
and take the limit g finally, we can realize a situation with one part of the boundary satisfying the Neumann boundary condition while the other satisfying the Dirichlet boundary condition.
This boundary is the same as that with two boundary changing operators inserted. Hence we can
consider the realization of the boundary changing operators using the result of [20]. With this
choice of g( ) we have

1
gr g( ), g() = (1 < < 2 ).
2

a m+1 , our result is expressed by
In terms of the mode expansion J a (z) =
m= Jm /z

(w n w n )
1
1
2
Jn ,
B| = N| exp
2n
n=
(B.6)
(B.7)
with wi = eii . Here we have used the Fourier expansion of the step function,
2 iein (ein2 ein1 )

.
(1 < < 2 ) =
n=
4n
(B.8)
Note that we have used the bookkeeping notation for the zero mode n = 0. More correctly, the
zero mode should be spelled out as (2 1 )/4.
Therefore, a naive candidate for the boundary changing operators is

w m
log w 1
1
(w) exp
(B.9)
J
J
.
2m m
2 0
m=0
The sign is chosen depending whether the boundary operator changes the Neumann type into
the Dirichlet type or vice versa. In the expression of (B.9) we are not careful about the zero mode
and the normal ordering. This ambiguity can be fixed by requiring that the boundary changing
operators are the primary fields with dimension (1/16, 0). Since we have
w m
log w 3
i
iXL (w)
J3
J xL = ,
2m m
2 0 2 2
2 2
m=0
(B.10)
if we replace the direction 1 by the direction 3 in the exponent of (B.9), our boundary changing
operators should be written as

iXL (w)
2
iJ02 /2
:exp
:eiJ0 /2 ,
(w) = e
(B.11)
2 2
which are (1/16, 0) primary fields.
236
It is difficult to proceed to simplify the expression (B.11) of the boundary changing operators
but we can check the OPEs
+ (z) (0)
1
,
z1/8
1
XL (z) (0) (0).
z
(B.12)
The latter one is shown by transforming the operator XL (z) by the SU(2) rotation, instead
of
rotating the boundary changing operators. Since under the J02 rotation J 3 (z) = iXL (z)/ 2 is
transformed into J 1 (z) = :cos 2XL (z):, the latter one of (B.12) is easily found by noting
:ei
2XL (z)
: :e
XL (0)
2 2
3i
1
X (0)
: :e 2 2 L :.
z
(B.13)
Here we have used XL (z) XL (0) ln z.

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Nuclear Physics B 744 [FS] (2006) 239276
Reflection factors and exact g-functions for purely

elastic scattering theories
Patrick Dorey a , Anna Lishman a , Chaiho Rim b , Roberto Tateo c,
a Department of Mathematical Sciences, University of Durham, Durham DH1 3LE, United Kingdom
b Department of Physics and Research Institute of Physics and Chemistry, Chonbuk National University,
Chonju 561-756, South Korea

c Dipartimento di Fisica Teorica and INFN, Universit di Torino, Via P. Giuria 1, 10125 Torino, Italy
Received 2 February 2006; accepted 23 February 2006

Abstract
We discuss reflection factors for purely elastic scattering theories and relate them to perturbations of
specific conformal boundary conditions, using recent results on exact off-critical g-functions. For the nonunitary cases, we support our conjectures using a relationship with quantum group reductions of the sineGordon model. Our results imply the existence of a variety of new flows between conformal boundary
conditions, some of them driven by boundary-changing operators.
1. Introduction
There are two general approaches to the study of integrable boundary quantum field theories:
infrared and ultraviolet. From the infrared point of view, solving the boundary YangBaxter and
bootstrap constraints allows sets of reflection factors to be associated with various bulk scattering
theories. However, there are many ambiguities left by these constraints, which cannot be lifted
without the introduction of more selective criteria. This is to be expected, since a given bulk
theory may admit many different integrable boundary conditions.
E-mail addresses: p.e.dorey@durham.ac.uk (P. Dorey), a.r.lishman@durham.ac.uk (A. Lishman),

rim@chonbuk.ac.kr (C. Rim), tateo@to.infn.it (R. Tateo).
doi:10.1016/j.nuclphysb.2006.02.043
240
P. Dorey et al. / Nuclear Physics B 744 [FS] (2006) 239276
Alternatively, a theory might be defined via a classical Lagrangian, or as a perturbation of a

boundary conformal field theory. In either case, it is natural to ask for a UV/IR dictionary, giving the relationship between the infrared and ultraviolet specifications of the model. In particular,
this would reveal which among the infinite families of solutions to the boundary YangBaxter and
bootstrap equations are physically realised, and to which boundary conditions they correspond.
Progress on this issue includes the relationship between the parameters in the boundary reflection factors and the couplings in the boundary sine-Gordon Lagrangian derived by Aliosha
Zamolodchikov [1] (checked using the boundary TCSA [2] in [3]), and various perturbative results for cases where the theory admits a Lagrangian definition (see for example [4,5]). However,
these methods cannot be readily adapted to the study of general perturbed boundary conformal
field theories. In particular, a boundary analogue of the thermodynamic Bethe ansatz (TBA) cfunction, which allows bulk S-matrices to be identified with specific perturbed conformal field
theories [6,7], has been lacking. An obvious candidate is the g-function defined by Affleck and
Ludwig in [8], but the initial proposal for a TBA-like equation for a fully off-critical version of g,
taking as input just the bulk S-matrix and the boundary reflection factors [9], turned out to be
incorrect [10].
Recently it has been shown that the situation can be remedied [11]. The detailed work in [11]
concentrated on the boundary scaling LeeYang model, for which the relationship between microscopic boundary conditions and reflection factors had already been established [2]. In this
paper we extend the investigations of [11] to a collection of theories for which boundary UV/IR
relations have yet to be found, namely the minimal purely elastic scattering theories associated
with the ADET series of diagrams [7,1217]. The bulk S-matrices of these models have long
been known, but less progress has been made in associating solutions of the boundary bootstrap
equations with specific perturbed boundary conditions. We present a collection of minimal reflection factors for the ADET theories, and test them by checking the g-function flows that they
imply. We also show how these reflection factors can be modified to incorporate a free parameter, generalising a structure previously observed in the LeeYang model [2]. This enables us to
predict a number of new flows between conformal boundary conditions.
In more detail, the rest of the paper is organised as follows. Bulk and boundary ADET scattering theories are discussed in Sections 2 and 3, with Section 3 containing a full set of reflection
factors fulfilling certain minimality criteria. These solutions have no free parameters, but in Section 4 the minimality requirement is relaxed and nonminimal one-parameter families of solutions
are proposed to describe simultaneous bulk and boundary perturbations of boundary conformal
field theories by relevant operators. In Section 5 the one-parameter families of reflection amplitudes for the Tr models are alternatively deduced by considering special reductions of the
boundary sine-Gordon model.
After a discussion of the exact off-critical g-function in Section 6, the physical consistency of
the minimal solutions is checked in Section 7, by comparing the predictions for the ultraviolet
values of the g-function obtained from the reflection factors with conformal field theory results.
An additional check in first order perturbation theory is performed for the 3-state Potts model
in Section 8. Section 9 summarises the g-function predictions for the one-parameter families of
reflection factors and discusses their UV/IR relations. Our conclusions are given in Section 10,
and Appendix A gathers together various results concerning the fields and g-function values in
the diagonal g1 g1 /g2 coset models which are needed in the main text.
241
2. The ADET family of purely elastic scattering theories

Purely elastic scattering theories are characterised by the property that their S-matrices are
diagonal. The scattering of particles a and b with relative rapidity is then described by a single function Sab ( ), which is a pure phase for physical rapidities. The unitarity and crossing
symmetry conditions simplify to
Sab ( )Sab ( ) = 1,
(2.1)
Sab ( ) = Sa b (i ),
(2.2)
respectively, where b is the antiparticle of b. The YangBaxter equation is trivially satisfied,

but, as stressed by Zamolodchikov [18,19], the bootstrap still provides a useful constraint. This
states that whenever an on-shell three-point coupling C abc is nonzero, the S-matrix elements of
particles a, b and c with any other particle d satisfy

b
a
Sd c ( ) = Sda i Uac
(2.3)
Sdb + i Ubc
,
c are related to the masses of particles a, b and c by
where the fusing angles Uab
c
Mc2 = Ma2 + Mb2 + 2Ma Mb cos Uab
(2.4)
and U = U . These angles also appear as the locations of certain odd-order poles in the Smatrix elements. More details of the workings of the bootstrap can be found in [18,19] and, for
example, [20].
The purely elastic scattering theories that we shall treat in this paper fall into two classes. The
first class associates an S-matrix to each simply-laced Lie algebra g, of type A, D or E [7,1214].
These S-matrices are minimal, in that they have no zeros on the physical strip 0 m , and
one-particle unitary, in that all on-shell three-point couplings, as inferred from the residues of
forward-channel S-matrix poles, are real. They describe particle scattering in the perturbations
of the coset conformal field theories g1 g1 /g2 by their (1, 1, ad) operators, where g is the affine
algebra associated with g. The unperturbed theories have central charge
2rg
,
(2.5)
(h + 2)
where rg is the rank of g, and h is its Coxeter number. These UV central charges can be recovered
directly from the S-matrices, using the thermodynamic Bethe ansatz [6,7].
The ADE S-matrices describe the diagonal scattering of rg particle types, whose masses
together form the PerronFrobenius eigenvector of the Cartan matrix of g. This allows the particles to be attached to the nodes of the Dynkin diagram of g. Each S-matrix element can be
conveniently written as a product of elementary blocks [12]
c=
{x} = (x 1)(x + 1),

as
Sab =
(x)( ) =
sinh( 2 +
sinh( 2
ix
2h )
ix
2h )
{x},
(2.6)
(2.7)
xAab
for some index set Aab . Note that

(0) = 1,
(h) = 1,
(x) = (x)1 ,
(x 2h) = (x).
(2.8)
242
Fig. 1.
The notation (2.6) has been so arranged that the numbers x are all integers. The sets Aab are
tabulated in [12]; a universal formula expressing them in geometrical terms was found in [14],
and is further discussed in [15,16].
The S-matrices of the second class [2123] are labelled by extending the set of ADE Dynkin
diagrams to include the tadpole Tr . They encode the diagonal scattering of r particle types, and
can be written in terms of the blocks (2.6) with h = 2r + 1 [24]:
Sab =
a+b1
{l}{h l}.
(2.9)
l=|ab|+1
step 2
These S-matrix elements are again minimal, but they are not one-particle unitary, reflecting the
fact that they describe perturbations of the nonunitary minimal models M2,2r+3 , with central
charge c = 2r(6r + 5)/(2r + 3). The perturbing operator this time is 13 . The Tr S-matrices
are quantum group reductions of the sine-Gordon model at coupling 2 = 16/(2r + 3) [21],
a fact that will be relevant later.
A self-contained classification of minimal purely elastic S-matrices is still lacking, but the
results of [17] single out the ADET theories as the only examples having TBA systems for
which all pseudoenergies remain finite in the ultraviolet limit.
The ADET diagrams are shown in Fig. 1, with nodes giving our conventions for labelling the
particles in each theory. For the Dr theories, particles r 1 and r are sometimes labelled s and
s , or s and s, for r even or odd respectively.
3. Minimal reflection factors for purely elastic scattering theories
The scattering of particles by a boundary in an integrable quantum field theory is described
by a set of reflection factors. In this paper we shall restrict ourselves to situations where not only
the bulk, but also the boundary scattering amplitudes are purely elastic. The reflection factors
are then rapidity-dependent functions Ra ( ), one for each particle type a in the theory. Unitarity
[25,26] and crossing-unitarity [26] constrain these functions as
Ra ( )Ra ( ) = 1,
(3.1)
Ra ( )Ra ( i) = Saa (2 ).
(3.2)
243
In addition, whenever a bulk three-point coupling C abc is nonzero, a boundary bootstrap equation
holds [25,26]:

b
a
b
a
Rc ( ) = Ra + i Uac
(3.3)
Rb i Ubc
Sab 2 + i Uac
.
i Ubc
For a given bulk S-matrix there are infinitely-many distinct sets of reflection factors consistent
with these constraints, because any solution can be multiplied by a solution of the bulk bootstrap,
unitarity and crossing equations to yield another solution [27]. To identify a set of reflection
factors as physically relevant some more information is needed. A common basis for the conjecturing of bulk scattering amplitudes is a minimality hypothesis, that in the absence of other
requirements one should look for solutions of the constraints with the smallest possible number
of poles and zeros. In this section we show how the same principle can be used to find sets of
boundary amplitudes, one for each purely elastic S-matrix of type A, D or E. The amplitudes
given below were at first conjectured [28] as a natural generalisation of the minimal versions of
the Ar affine Toda field theory amplitudes found in [29,30]. The reasoning behind these conjectures will be explained shortly. More recently, Fateev [31] proposed a set of reflection factors
for the affine Toda field theories. These were in integral form, and not all matrix elements were
given. However, modulo some overall signs and small typos, the coupling-independent parts of
Fateevs conjectures match ours. (This has also been found by Zambon [32], who obtained equivalent formulae to those recorded below taking Fateevs integral formulae as a starting point.)
Unitarity and crossing-unitarity together imply that the reflection factors must be 2i periodic; unitarity then requires that they be products of the blocks (x) introduced in the last section.
The crossing-unitarity constraint is then key for the analysis of minimality. Each pole or zero
of Saa (2 ) on the right-hand side of (3.2) must be present in one or other of the factors on the
left-hand side of that equation. This sets a lower bound on the number of poles and zeros for the
reflection factor Ra ( ).
To exploit this observation, it is convenient to work at the level of the larger blocks {x}, the
basic units for the bulk bootstrap equations [12,14]. We define two complementary square roots
of these blocks as

x 1
x +1
2h x 1 1
2h x + 1 1
x =
(3.4)
,
x =
2
2
2
2
and record their basic properties
x( ) = x( + i)
(3.5)
x( )x( ) = {x}(2 ).
(3.6)
and
The crossing-unitarity equation can then be solved, in a minimal fashion, by any product

Ra =
fx ,
(3.7)
xAaa
where each factor fx can be freely chosen to be x or x, modulo one subtlety: since (0) = 1,
minimality requires that any factor f1 be taken to be 1 rather than 1. In fact there is always
exactly one such factor for the diagonal S-matrix elements relevant here [15].1
1 We could also set x = ( x1 )( x+1 ), x = ( 2hx1 )1 ( 2hx+1 )1 throughout, but this would break the pattern
2
2
2
2
previously seen for the Ar theories, and turns out not to fit with the g-function calculations later.
244
There remain the bootstrap equations (3.3). To treat these we need to know how the blocks
x( ) and x( ) transform under general shifts in . As in [14,15], these shifts are best discussed by defining

ix
+
(x)+ ( ) = sinh
(3.8)
2
2h
and then

x1
x +1
2h x 1 1
2h x + 1 1
x+ =
(3.9)
,
x+ =
2
2
2
2
+
+
+
+
+ and x = x+ /x+ . Once a putative set of
so that (x) = (x)+ /(x)+ , x = x+ /x
reflection factors (3.7) has been decomposed into these blocks, it is straightforward to implement
the boundary bootstrap equations (3.3) using the properties
x+ ( + iy/ h) = x + y+ ( ),
x+ ( + iy/ h) = x

+ y+ ( ).
(3.10)
For the ADE theories it turns out that the boundary bootstrap equations can all be satisfied
by minimal conjectures of the form (3.7), and that the choice of blocks is then fixed uniquely.
(From the point of view of the bootstrap equations alone, an overall swap between x and x
is possible, but the requirement that f1 = 1 fixes even this ambiguity.) The final answers are
recorded below.
Ar
The reflection factors for this case were given in [29]. In the current notation they are
Ra =
2a1
x.
(3.11)
x=1
x odd
Dr
The reflection factors, Ra , for a = 1, . . . , r 2 are
Ra =
Ra =
2a1
x
2a1
x=1
x odd
x=1
step 4
2a1
2a3
x
x=1
xodd
h x
2a5

h
x 2,
for a odd,
x=1
step 4
h
xh x 2,
for a even
(3.12)
x=1
step 4
while for a = r 1 and r we have

Rr1 = Rr =
2r5
x,
for r odd,
x,
for r even.
x=1
step 4
Rr1 = Rr =
2r3

x=1
step 4
(3.13)
245
E6
R1 = R1 = 17,

R2 = 15711,
R3 = R3 = 135779,
R4 = 132 52 572 79911.
(3.14)
E7
R1 = 1917,

R2 = 171117,

R3 = 1579111317,

R4 = 13799111517,
2

R5 = 135779 111113
1517,
2

R6 = 1352 7792 9111113
1517,
2
2
3
2
2
3
2 152 17.

R7 = 13 5 57 79 9 11 111313
(3.15)
E8

R1 = 1111929,

R2 = 171113171923
29,

R3 = 1391111131719
1921
2729,

R4 = 157911111315
151719
1921
232529,
2
2

1315
171719
192121
R5 = 135799112 1113

232527
29,
2
2

2
13151517
171919
R6 = 1357792 112 1113

212 232325
2729,
2 2
2
2 133 1315

15 173 1719
R7 = 1352 72 792 9112 11
2 212 2123

2 252 2729,

19
23
2 133 13
3 154 15
2 173 17
3
R8 = 132 52 573 793 92 114 11
2 212 21
3 233 2325

2 272 29.

194 19
25
(3.16)
For the T series the story is different: it is not possible to satisfy the boundary bootstrap
equations with a conjecture of the form (3.7). This means that the minimal reflection factors for
these models are forced by the bootstrap to have extra poles and zeros beyond those required by
crossing-unitarity alone. Our general proposal will be given in Eq. (5.4), but the situation can be
understood using the boundary T1 , or LeeYang, model: the minimal reflection factor found in
246
[2] for the single particle in this model bouncing off the |1 boundary is
R
|1
1
1
3
4
=
.
2
2
2
(3.17)
The simpler function ( 12 )( 42 )1 would have been enough to satisfy crossing-unitarity, but then
the boundary bootstrap would not have held, and so (3.17) really is a minimal solution. This
observation fits nicely with the g-function calculations to be reported later: had the minimal
reflection factors for the Tr theories fallen into the pattern seen for other models, there would
have been a mismatch between the predicted UV values of the g-functions and the known values
from conformal field theory.
4. One-parameter families of reflection factors
The minimal reflection factors introduced in the last section have no free parameters. However,
combined perturbations of a boundary conformal field theory by relevant bulk and boundary
operators involve a dimensionless quantitythe ratio of the induced bulk and boundary scales
on which the reflection factors would be expected to depend. To describe such situations, we
must drop the minimality hypothesis, and extend our conjectures.
A first observation, rephrasing that of [27], is that given any two solutions Ra ( ) and Ra ( ) of
the reflection unitarity, crossing-unitarity and bootstrap relations (3.1), (3.2) and (3.3), their ratios
Za ( ) Ra ( )/Ra ( ) automatically solve one-index versions of the bulk unitarity, crossing and
bootstrap equations (2.1), (2.2) and (2.3):
Za ( ) = Za (i ),
Za ( )Za ( ) = 1,

b
a
.
Zc ( ) = Za i Uac Zb + i Ubc
(4.1)
(4.2)
The minimal reflection factors Ra ( ) can therefore be used as multiplicative seeds for more
general conjectures Ra ( ) = Ra ( )/Za ( ), with the parameter-dependent parts Za ( )1 con|d
strained via (4.1) and (4.2). An immediate solution is Za ( ) = Sda ( ) for any (fixed) particle
type d in the theory, where we have used the ket symbol to indicate that the label |d might
ultimately refer to one of the possible boundary states of the theory. However, this does not yet
introduce a parameter. Noting that a symmetrical shift in preserves all the relevant equations,
one possibility is to take
Za|d,C ( ) = Sda ( + C)Sda ( C),
(4.3)
with C at this stage arbitrary. This is indeed the solution adopted by the boundary scaling
LeeYang example studied in [2]. This model is the r = 1 member of the Tr series described
earlier, and corresponds to the perturbation of the nonunitary minimal model M25 by its only
relevant bulk operator, , of conformal dimensions = = 15 . The minimal model has
two conformally-invariant boundary conditions which were labelled |1 and | in [2]. The |1
boundary has no relevant boundary fields, and has a minimal reflection factor, given by (3.17).
On the other hand, the | boundary has one relevant boundary field, denoted by , and gives
rise to a one-parameter family of reflection factors
R |b ( ) = R |1 ( )/Z |b ( ),
(4.4)
where the factor Z |b ( ) has exactly the form mentioned above:

|b
Z ( ) = S + i (b + 3) S i (b + 3) ,
6
6
247
(4.5)
where S( ) is the bulk S-matrix, and the parameter b can be related to the dimensionless ratio
2 / of the bulk and boundary couplings and [2,10]. (Since there is only one particle type
in the LeeYang model, the indices a, d and so on are omitted. We also changed the notation
slightly from that of [2] to avoid confusing the parameter b with a particle label.)2
As an initial attempt to extend (4.4) to the remaining ADET theories one could therefore try
Ra|d,C ( ) = Ra ( )/Za|d,C ( ),
(4.6)
|d,C
Za ( )
as in (4.3). This maneuver certainly generates mathematically-consistent sets of

with
reflection amplitudes, but in the more general cases it is not the most economical choice. Consider
instead the functions obtained by replacing the blocks {x} in (2.7) by the simpler blocks (x) [33]:

F
Sab
(4.7)
=
(x).
xAab
For the LeeYang model, S F ( ) coincides with S( ), but for other theories it has fewer poles
and zeros. The bootstrap constraints are only satisfied up to signs, but if S F is used to define a
|d,C
as
function Za

F
F
Za|d,C ( ) = Sda
(4.8)
+ i C Sda
i C
h
h
then these signs cancel, and thus (4.8) provides a more minimal generalization of the family of
LeeYang reflection factors which nevertheless preserves all of its desirable properties. Setting
d equal to the lightest particle in the theory generally gives the family with the smallest number
of additional poles and zeros, but we shall see evidence later that all cases have a role to play.
The normalisation of the shift was changed in passing from (4.3) to (4.8); this is convenient
because, as a consequence of the property

(x C)( ) (x + C)( ) = (x) + i C (x) i C ,

(4.9)
h
h
we have
Za|d,C =
(x C)(x + C).
(4.10)
xAad
|d,C
The factors (Za )1 therefore coincide with the coupling-constant dependent parts of the affine
Toda field theory S-matrices of [7,12], with C related to the parameter B of [12] by C = 1 B.
5. Boundary Tr theories as reductions of boundary sine-Gordon
The reflection factors presented so far are only conjectures, and no evidence has been given
linking them to any physically-realised boundary conditions. The best signal in this respect will
2 There are also boundary-changing operators, but these were not considered in [2,10].
248
come from the exact g-function calculations to be reported in later sections. However, for the Tr
theories, alternative support for our general scheme comes from an interesting relation with the
reflection factors of the sine-Gordon model.
In the bulk, the Tr theories can be found as particularly-simple quantum group reductions
of the sine-Gordon model at certain values of the coupling, in which the soliton and antisoliton
states are deleted leaving only the breathers [21]. Quantum group reduction in the presence of
boundaries has yet to be fully understood, but the simplifications of the Tr cases allow extra
progress to be made. This generalises the analysis of [2] for T1 , the LeeYang model, but has
some new features.
The boundary S-matrix for the sine-Gordon solitons was found by Ghoshal and Zamolodchikov in [26], and extended to the breathers by Ghoshal in [34]. To match the notation used
above for the ADE theories, we trade the sine-Gordon bulk coupling constant for
h=
16
2.
2
(5.1)
Ghoshal and Zamolodchikov expressed their matrix solution to the boundary YangBaxter equation for the sine-Gordon model3 in terms of two parameters and k. However for the scalar part
(which is the whole reflection factor for the breathers) they found it more convenient to use
and , related to and k by
1
1
cos cosh = cos ,
(5.2)
cos2 + cosh2 = 1 + 2 .
k
k
GhoshalZamolodchikovs reflection factor for the ath breather on the |, boundary can then
be written as
Ra|, ( ) = R0 ( )R1 ( ),
(a)
(a)
(5.3)
where
(a)
R0 =
(l)(l + h)
( h2 )(a + h) a1
(a +
3h
2 )
l=1
(l +
3h 2
2 )
(5.4)
is the boundary-parameter-independent part and

(a)
R1 ( ) = S (a) (, )S (a) (i, )
(5.5)
with
S (a) (, ) =
a1
( 2

( 2
l=1a
step 2
h
2
h
2
+ l)
+ l)
(5.6)
contains the dependence on and . In these formulae we used the same blocks (x) as defined
in (2.6) for the minimal ADE theories, with h now given by (5.1).
Now for the quantum group reduction. In the bulk, suppose that 2 is such that
h = 2r + 1,
r N.
3 Also found by de Vega and Gonzalez Ruiz [35].
(5.7)
249
At these values of the coupling, Smirnov has shown [21] that a consistent scattering theory can be
h)
obtained by removing all the solitonic states, leaving r breathers with masses Ma = sin(a/
sin(/ h) M1 .
The scattering of these breathers is then given by the Tr S-matrix (2.9). In order to explain all
poles without recourse to the solitons, extra three-point couplings must be introduced, some of
which are necessarily imaginary, consistent with the Tr models being perturbations of nonunitary
conformal field theories. In the presence of a boundary, these extra couplings give rise to extra
boundary bootstrap equations, which further constrain the boundary reflection factors and impose
a relation between the parameters and . This can be seen by a direct analysis of the boundary
bootstrap equations but it is more interesting to take another route, as follows.
We first recall the observation of [2], that the reflection factors for the boundary LeeYang
model match solutions of boundary YangBaxter equation for the sine-Gordon model at
i.
(5.8)
The LeeYang case corresponds to r = 1, h = 3, but we shall suppose that the same constraint
should hold more generally (see also [9]). The condition must be translated into the (, ) parametrisation. One degree of freedom can be retained by allowing k to tend to infinity as the limit
(5.8) is taken. The relations (5.2) then become
cos cosh = A,
cos2 + cosh2 = 1.
(5.9)
The constant A can be tuned to any value by taking and k to infinity suitably, and so the first
equation in (5.9) is not a constraint; solving the second for i ,
i = + + (r d), d Z.
(5.10)
2
(The shift by r is included for later convenience.) This appears to give a countable infinity of
one-parameter families of reflection factors, but this is not so: the blocks (x) in (5.5) and (5.6)
depend on the boundary parameters only through the combination
2i
2
(5.11)
=
+ 2(r d) + 1.
Since (x + 2h) = (x), the reflection factors for d are therefore the same as those for d + h. In
addition, the freedom to redefine the parameter gives an extra invariance of the one-parameter
families under d 2r d. Thus the full set of options is realised by
d = 0, 1, . . . , r.
(5.12)
(a)
R1 ( ),
the coupling-dependent part of the reflection factor, is trivial if d = 0.

Note also that
Thus the limit (5.8) corresponds to r one-parameter families of breather reflection factors, and
one isolated case. This matches the counting of conformal boundary conditions (the set of
bulk Virasoro primary fields [36]) for the M2,2r+3 minimal models, and the fact that of these
boundary conditions, all but one have the relevant 13 boundary operator in their spectra.
To see how this fits in with our earlier ideas, we swap for C, defined by
2
h
= d + C.
2
Then, starting from (5.5) and relabelling,
(a)
R1 =
a1

l=1a
step 2
(h + d + l + C) (d + l + C)
(d + l + C) (h d + l + C)
(5.13)
250
a1
(d l C)(d l + C)(h + d + l + C)(h + d + l C)
l=1a
step 2
a+d1
(l C)(l + C)(h + l + C)(h + l C).
(5.14)
l=1a+d
step 2
Since the first a d terms in the last product cancel if a > d, it is easily seen that R1(a) coincides
|d,C
with (Za )1 , as expressed by (4.10), for the Tr S-matrix (2.9).
6. Some aspects of the off-critical g-functions
Our main tool in linking reflection factors to specific boundary conditions will be the formula
for an exact off-critical g-function introduced in [11]. In this section we begin by reviewing the
main formula, and then discuss some further properties and modifications which will be relevant
later.
6.1. The exact g-function for diagonal scattering theories
The ground-state degeneracy, or g-function, was introduced by Affleck and Ludwig as a useful characterisation of the boundary conditions in critical quantum field theories [8]. In a massive
model, the definition can proceed along similar lines [2,9,11]. One starts with the partition function Z| [L, R] for the theory on a finite cylinder of circumference L, length R and boundary
conditions of type at both ends. In the R-channel description, time runs along the length of
the cylinder, and the partition function is represented as a sum over an eigenbasis {|k } of
H circ (M, L), the Hamiltonian which propagates states along the cylinder:
Z| [L, R] = |eRH
circ (M,L)
| =
circ
(k) 2
G| (l) eREk (M,L) .
(6.1)
k=0
Here l = ML, M is the mass of the lightest particle in the theory, and
(k)
G| (l) =
|k
,
k |k 1/2
(6.2)
where | is the (massive) boundary state [26] for the boundary condition. At finite values
of l any possible infinite-volume vacuum degeneracy is lifted by tunneling effects, making the
ground state |0 unique. This gives Z| the following leading and next-to-leading behaviour
in the large-R limit:
(0)
ln Z| [L, R] RE0circ (M, L) + 2 ln G| (l).
(6.3)
It is the second, sub-leading term which characterises the massive g-function. Subtracting a
linearly-growing piece f| L, the g-function for the boundary condition at system size l
is defined to be
(0)
ln g| (l) = ln G| (l) + f| L.
(6.4)
251
The constant f| is equal to the constant (boundary) contribution to the ground-state energy
strip
strip
E0 (R) of the L-channel Hamiltonian H strip (R) H| (R), which propagates states living
on a segment of length R and boundary conditions at both ends.
Although this definition is in principle unambiguous, the difficulty of characterising the finitesize states | and |0 limits its utility in practice. An alternative expression for g can be
strip
obtained by comparing (6.3) with the L-channel representation, a sum over the full set {Ek (R)}
of eigenvalues of H strip (R):
Z| [L, R] =
strip
eLEk
(M,R)
(6.5)
k=0
As R is sent to infinity, we have

strip
1
LEk (M,R)
circ
e
lim ln
+ 2f| L + RE0 (M, L) .
ln g| (l) =
2 R
(6.6)
k=0
In theories with only massive excitations in the bulk and no infinite-volume vacuum degeneracy, ln g| (l) tends exponentially to zero at large l, while in the UV limit l 0 it reproduces the
value of the g-function in the unperturbed boundary conformal field theory.
The subleading nature of the term being extracted makes it hard to evaluate (6.6) directly.
In [11], considerations of the infrared (large-l) asymptotics and a conjectured resummation led
to the proposal of a general formula for the exact g-function of a purely elastic scattering theory.
However in Section 6.2 we shall argue that the result of [11] needs to be modified by the introduction of a simple symmetry factor whenever there is coexistence of vacua at infinite volume.
This happens in the low-temperature phases of the E6 , E7 , A and D models. The more-general
result is
rg
ln g| (l) = ln C| +
1
4

d a| ( ) ( ) 2aa (2 ) ln 1 + ea () + (l),
a=1 R
(6.7)
|
a ( )
where C| is the symmetry factor to be discussed shortly, and the functions
|
are related to the bulk and boundary scattering amplitudes Sab ( ) and Ra ( ) by
i d
ln Ra| ( ),
d
i d
ln Sab ( ).
ab ( ) =
2 d
a| ( ) =
and ab ( )
(6.8)
(6.9)
The boundary-condition-independent piece (l) can be expressed in terms of solutions to the

bulk thermodynamic Bethe ansatz (TBA) equations as
(l) =
rg
1
2
n=1 a1 ...an =1
1
n

Rn
d1
1 + ea1 (1 )
dn
1 + ean (n )

a1 a2 (1 + 2 )a2 a3 (2 3 ) an an+1 (n n+1 )
(6.10)
252
with n+1 = 1 , an+1 = a1 . The functions a ( ), called pseudoenergies, solve the bulk TBA
equations
rg

d ab ( )Lb ( ), a = 1, . . . , rg ,
a ( ) = Ma L cosh
(6.11)
b=1 R
where La ( ) = ln(1 + ea () ). We also recall that the ground-state energy of the theory on a
circle of circumference L is given in terms of these pseudoenergies by
rg

d
circ
Ma cosh La ( ) + ELM 2 ,
E0 (M, L) =
(6.12)
2
a=1 R
where ELM 2 is the bulk contribution to the energy.

In [11] the formula (6.7) was checked in detail, but only for the rg = 1, C|1 = 1 case corresponding to the LeeYang model. Our results below will confirm that it holds in more general
cases, provided C| is appropriately chosen.
6.2. Models with internal symmetries
The scaling LeeYang model, on which the analysis of [11] was mostly concentrated, is a
massive integrable quantum field theory with fully diagonal scattering and a single vacuum.
However many models lack one or both these properties. In this section we shall extend our
analysis to models possessing, in infinite volume, N equivalent vacua but still described by purely
elastic scattering theories.4 For the ADE-related theories the N equivalent vacua are related by
a global symmetry Z. We shall see that when these systems are in their low-temperature phases,
the formula for g(l) as originally proposed in [11] should be slightly corrected, by including a
symmetry factor C| .
Low-temperature phases are common features of two-dimensional magnetic spin systems below their critical temperatures. A discrete symmetry Z of the Hamiltonian H is spontaneously
broken, and a unique ground state is singled out from a multiplet of equivalent degenerate vacua.
This contrasts with the high-temperature phase, where the ground state is Z-invariant.
The prototype of two-dimensional spin systems is the Ising model, and we shall treat this case
first. The Ising Hamiltonian for zero external magnetic field is invariant under a global spin reversal transformation (Z = Z2 ), and at low temperatures T < Tc this symmetry is spontaneously
broken and there is a doublet {|+, |} of vacuum states transforming into each other under a
global spin-flip:
| |.
(6.13)
The Z2 symmetry of H is preserved under renormalisation and it also characterizes the continuum field theory version of the model: in the low-temperature phase the bulk field theory has
two degenerate vacua {|+, |} with excitations, the massive kinks K[+] ( ), K[+] ( ), corresponding to field configurations interpolating between these vacua.
In infinite volume the ground state is either |+ or |, and the transition from |+ to | (or
vice versa) can only happen in an infinite interval of time. On the other hand in a finite volume V ,
4 Integrable models with non-equivalent vacua are typically associated to non-diagonal scattering like, for example,
the 13 perturbations of the minimal Mp.q models [41].
253
tunneling is allowed: a kink with finite speed can span the whole volume segment in a finite time
interval. We are interested in the scaling limit of the Ising model on a finite cylinder and we
interpret the open-segment direction of length R as the space coordinate. Time is then periodic
with period L. If the boundary conditions are taken to be fixed, of type +, at both ends of the
segment, then the only multi-particle states which can propagate have an even number of kinks,
of the form
K[+] (1 )K[+] (2 ) K[+] (n )
(6.14)
(n even).
For R large the rapidities {j } are quantised according to the Bethe ansatz equations
r sinh j i ln R |+ (j ) = j
(r = MR, j = 1, 2, . . .),
(6.15)
where R |+ ( ) is the amplitude describing the scattering of particles off a wall with fixed boundary conditions of type +.
At low temperatures Z+|+ [L, R] therefore receives contributions only from states with an
even number of particles. It is conveniently written in the form (see for example [42])
1 (0)
1 (1)
Z+|+ [L, R] = Z+|+ [L, R] + Z+|+ [L, R],
2
2
where

strip

(b)
1 + (1)b el cosh j
(l = ML),
Z+|+ [L, R] = eLE0 (M,R)
(6.16)
(6.17)
j >0
strip
E0 (M, R) is the ground-state energy, and the set {j } is quantised by (6.15). In order to extract
the subleading contributions to Z+|+ , as in [11] we first set
(0)
(1)
1
1
Z+|+ [L, R] = eln Z+|+ [L,R] + eln Z+|+ [L,R] ,
(6.18)
2
2
and in the limit R use Newtons approximation to transform sums into integrals. The result
is

1
r
(b)
|+
d
cosh( ) + ( ) ( ) ln 1 + (1)b el cosh
ln Z+|+ [L, R]
2
(b)
= 2 ln g|+ (l) RE0circle,b (M, L)
(b = 0, 1).
(6.19)
From (6.19) we see that at finite values of l as R

(0)
(1)
ln Z+|+ [L, R] ln Z+|+ [L, R] +
(6.20)
and therefore

2
circle
1 (0)
Z+|+ [L, R] g|+ (l) eRE0 (M,L) Z+|+ [L, R]
2
1 (0) 2 RE circle (M,L)
0
= g|+ (l) e
,
2
(6.21)
where E0circle (M, L) E0circle,0 (M, L) is the ground state energy for the system with periodic
boundary conditions.
254

(0)
Notice that Z+|+ [L, R] takes contributions from states with both even and odd number of
(0)
Ref. [11]
particles. In fact, following [11], we have g|+ = gfixed
and
1 Ref. [11]
g|+ (l) = g| (l) = gfixed
.
2
(6.22)
In conclusion, the appearance of the extra symmetry factor C|+ = 1 is related to the kink
2
selection rule restricting the possible multi-particle states. In the Ising model this was seen in the
exact formula for the low-temperature partition function Z+|+ [L, R], by its being written as an
(0)
(1)
averaged sum of Z+|+
[L, R] and Z+|+ [L, R].
In more general theories with discrete symmetries, similar considerations apply. Consider a set
of i = 1, 2, . . . , N fixed boundary conditions, matching the i = 1, 2, . . . , N vacua. A derivation
of Zi|i as in [11], including all multiparticle states satisfying the Bethe momentum quantisation conditions, will give an incorrect answer, since some states will be forbidden by the kink
structure. Instead, let us construct a new boundary state
|U =
|j ,
(6.23)
j =1
and consider the partition function ZU |i . Since boundary scattering does not mix vacua it is
clear that the only effect of replacing |i by |U is to eliminate the kink condition on allowed
multiparticle states. Thus the counting of states on an interval with U at one end and i at the
other is exactly the same as it would be in a high-temperature phase with the reflection factor at
both ends being R|i ( ), and the derivation in [11] goes through to find at large R
ln ZU |i [L, R] RE0circ (M, L) + 2 ln G (0) (l),
(6.24)
|
|i
where G (0) isup to a linear termgiven by (6.7) with a ( ) = a ( ) and C| = 1. On the
other hand, since all vacua are related by the discrete symmetry Z and the finite-volume vacuum
state |0 must be symmetrical under this symmetry, 0 |i = 0 |j i, j , and so
(0) 2
(0) 2 U |0 0 |i
0 |i2
=N
= N G|i (l) .
G (l) =
0 |0
0 |0
(6.25)
Hence
1
g|i (l) = g(l)
N
(6.26)
and g|i (l) is given by the formula (6.7) with C|i = 1 .

N
An immediate consequence is that in the infrared, g|i (l) does not tend to one. Instead,
1
lim g|i (l) = C|i = .
(6.27)
N
This perhaps-surprising claim can be justified independently. In infinite volume, boundary states
can be described using a basis of scattering states [26]:

1
K ab ( )Aa ( )Ab ( ) + |0,
|B = 1 +
(6.28)
2
l
255
Table 1
Data for the ADET purely elastic scattering theories. The symmetry factor C|i for fixed-type boundary conditions is
1/ N in each case, where N is the number of degenerate vacua in the low-temperature phase
Model
ceff (0)
Coxeter number h
Global symmetry Z
Ar
2r
r+3
r +1
Zr+1
r +1
Dr (r even)
Dr (r odd)
1
1
2r 2
2r 2
Z2 Z2
Z4
4
4
E6
6
7
7
10
1
2
2r
2r+3
12
Z3
18
Z2
30
Z1
2r + 1
Z1
E7
E8
Tr
where |0 is the bulk vacuum for an infinite line. In finite but large volumes, the same expression
provides a good approximation to the boundary state, the only modification normally being that
the momenta of the multiparticle states must be quantised by the relevant Bethe ansatz equations.
However a subtlety arises when there is a degeneracy among the bulk vacua, in situations where
the boundary condition distinguishes between these vacua. (Similar issues are encountered in
comparing exact bulk VEVs of fields with those obtained from finite-volume approximations
[43,44].) Take the case of a fixed boundary condition which picks out one of the degenerate
vacua, say i: then the state |0 on the RHS of (6.28) is |i. However when calculating the finitevolume g-function, we must consider 0 |B, where 0 | is the finite-volume vacuum. (Note
that the bulk energy is normalised to zero when considering (6.28), so this inner product will
give us g directly, rather than G.) In large but finite volumes, the tunneling amplitude between
the infinite-volume bulk vacua is non-zero and so the appropriately-normalised finite-volume
ground state is the symmetric combination
N
1
0 | =
j |.
N j =1
(6.29)
The limiting value of g in the infrared is therefore not 1, but 1/ N , as found in the exact
calculation earlier.
Table 1 lists the central charge, the Coxeter number, the symmetry group Z, and the number of
degenerate vacua for the ADET models. For the Ar , Dr , E6 and E7 theories at low temperatures
there is a coexistence of N vacuum states |i, i = 1, 2, . . . , N , with N = r + 1, 4, 3 and 2,
respectively. The corresponding symmetry factor
C|i , for fixed-type boundary conditions which
single out a single bulk vacuum, is always 1/ N . (For more general boundary conditions one
can anticipate other symmetry factors, but we shall leave a detailed discussion of this point for
another time.)
6.3. Further properties of the exact g-function
An important property of the sets of TBA equations that we are considering concerns the
so-called Y -functions [37],
Ya ( ) = ea () .
(6.30)
256
These satisfy a set of functional relations called a Y -system:

rg

A[G]
i
i
1 + Yb ( ) ba ,
Ya
=
Ya +
h
h
(6.31)
b=1
where A[G]
ba is the incidence matrix of the Dynkin diagram G labelling the TBA system. Defining
an associated set of T -functions through the relations

rg

A[G]
ca
Tc ( )
,
1 + Ya ( ) = Ta + i
Ta i
Ya ( ) =
(6.32)
h
h
c=1
we have

Ta

rg
A[G]

ca
Tc ( )
= 1 + Ya1 ( ).
Ta i
+i
h
h
(6.33)
c=1
In addition the T -functions satisfy

rg

A[G]
i
i
Tb ( ) ba .
Ta
=1+
Ta +
h
h
(6.34)
b=1
Fourier transforming the logarithm of Eq. (6.33), solving taking the large asymptotic into
account, and transforming back recovers the (standard) formula
rg

LMa
cosh
d ab ( )Lb ( ), a = 1, . . . , rg ,
ln Ta ( ) =
(6.35)
2 cos h
b=1 R
where [17,37]
ab ( ) =
R
1
dk ik
i d F
2 cosh(k/ h)1 A[G] ab =
e
S ( ).
2
2 d ab
(6.36)
The result (6.35) allows us to make a connection between the exact g-functions for our parameterdependent reflection factors and the T -functions. Taking the reflection factors defined by (4.8)
and (4.6)

|b,C
(a)
F
F
Ra
(6.37)
= R ( )
Sab i C Sab + i C
h
h
and using (6.7), we find
rg
ln g|b,C (l) = ln g(l)

rg
1
2
1
2

a=1 R
a=1 R

d ab i C Lb ( )
h

d ab + i C Lb ( ).
h
Comparing this result with (6.35) and using the property Tb ( ) = Tb ( ),

LMb
ln g|b,C (l) = ln g(l) + ln Tb i C

cos
C
h
2 cos h
h
(6.38)
(6.39)
or, subtracting the linear contribution

(0)
G|b,C (l) = G (0) (l)Tb i C .
h
257
(6.40)
Exact relations between g- and T -functions in various situations where the bulk remains critical
were observed in [3840]. These were extended off-criticality to a relation between the G- and
T -function of the LeeYang model in [10]. The generalisation of [10] proposed here relies on the
specific forms of our one-parameter families of reflection factors, and thus provides some further
motivation for their introduction.
It is sometimes helpful to have an alternative representation for the infinite sum (l) in (6.7),
the piece of the g-function which does not depend on the specific boundary condition. It is readily
checked that, for values of l such that the sum converges,
(l) =

1
n=1
Tr K n

1
Tr H n ,
2n
(6.41)
n=1
where
Kab (, ) =

1
1
1
ab ( + ) + ab ( )
()
2 1+e a
1 + eb ( )
(6.42)
and
Hab (, ) =
1
1 + ea ()
ab ( )
1

1 + eb ( )
(6.43)
The identity
ln Det(I M) = Tr ln(I M) =

1
n=1
then allows (l) to be rewritten as

I H
1
.
(l) = ln Det
2
(I K)2
Tr M n
(6.44)
(6.45)
This formula makes sense even when the original sum diverges, a fact that will be used in the
next section.
7. UV values of the g-function
Taking into account the effect of vacuum degeneracies described above, a first test of the reflection factors found earlier is to calculate the l 0 limit of (6.7). The value of g| (0) should
match the value of a conformal field theory g-function, either of a Cardy state or of a superposition of such states.
As l 0, the pseudoenergies a ( ) tend to constants, which we shall denote as a . Their
values were tabulated by Klassen and Melzer in [7], who also observed an elegant formula for
the integrals of the logarithmic derivatives of the bulk S-matrix elements, later proved in [15]:

d ab ( ) = Nab ,
(7.1)
R
258
where Nab is related to the Cartan matrix C of the associated Lie algebra by N = 2C 1 1.5 We
shall also need the integrals of the logarithmic derivatives of the reflection factors. Writing

(x)
Ra =
(7.2)
xA
for some set A, the required integrals are

x
|
d a ( ) = 2
sign[x/ h]
1
h
(7.3)
xA
with sign[0] = 0. For the minimal ADE reflection factors found in Section 3 these evaluate to

d a| ( ) = 1 Naa ,
(7.4)
R
while for the Tr reflection factors (5.4),

d a| ( ) = 2Naa .
(7.5)
To calculate the UV limit of (l), we define a matrix M whose elements are

Nab
,
1 + e a
in terms of which
Mab =
(0) =
(7.6)

1
1 1 n
e1 + + ern = ln (1 e1 ) (1 er ) ,
4
n
4
(7.7)
n=1
where e1 , . . . , er are the eigenvalues of M. When one of these eigenvalues is larger than 1, the
infinite sum does not converge (this is the case for Ar , r 5, Dr , r 4 and Er ) but the RHS
of (7.7) gives the correct analytic continuation, since it follows from (6.45).
7.1. Tr
We start with the Tr theories, whose UV limits are the non-unitary minimal models M2,2r+3 .
There are r + 1 pure conformal boundary conditions, and the corresponding values of the
conformal g-functions can be found using the formula
g(1,1+d) =
S(1,1+r);(1,1+d)
,
|S(1,1+r);(1,1) |1/2
d = 0, . . . , r,
(7.8)
where (1, 1 + r) is the ground state of the bulk theory, with lowest conformal weight, (1, 1)
is the conformal vacuumwith conformal weight 0and S is the modular S-matrix (see for
2
1
5 The Cartan matrix for T is taken to be
1
2 1
..
.
2
1
1
1
example [45]). The components of S for a general minimal model Mp p are

2
p
p
1+m+n
(1)
sin n sin m ,
S(n,m);(, ) = 2
pp
p
p
259
(7.9)
where 1 n, p 1, 1 m, p 1 and, to avoid double-counting, m < pp n and < pp .

For the Tr theories, p = 2 and p = 2r + 3, and so n and are both equal to 1 while m and
range from 1 to r + 1, as in (7.8).
The values predicted by (7.8) should be compared with the values of g| (0) calculated
from (6.7). For the boundary-parameter-independent part of the reflection factor from (5.4),
which is the d = 0 case of the quantum group reduced options (5.12), the second term of (6.7)
evaluates to
r

1
d a| ( ) ( ) 2aa (2 ) ln 1 + ea
4
a=1 R

r
)
sin2 ( 2r+3
1
a ln 1 +
a
2
sin( 2r+3
) sin( (a+2)
2r+3 )
a=1

) sinr ( (r+2)
sin( 2r+3
2r+3 )
= ln
,
sinr+1 ( (r+1)
2r+3 )
=
(7.10)
while (0), calculated using (7.7), is

1
(r + 1)
1
2
sin
ln (1 e1 ) (1 er ) = ln
.
4
2
2r + 3
2r + 3
(7.11)
Adding these terms together and using some simple trigonometric identities reveals a dramatic
simplification:

1/2

2
g(l)|l=0 =
(7.12)
= g(1,1)
sin
2r + 3
2r + 3
for all r. This suggests that the minimal Tr reflection factors (5.4) describe bulk perturbations of
the boundary conformal field theory with (1, 1) boundary conditions. Notice that among all of
the possible conformal boundary conditions in the unperturbed theory, this is the only one with
no relevant boundary operators, matching the fact that the minimal reflection factors (5.4) have
no free parameters.
7.2. Ar , Dr and Er
The ADE cases exhibit an interestingly uniform structure: substituting (7.1) and (7.4)
into (6.7) shows that the UV limit of the second, reflection-factor-dependent, term of (6.7) is
always zero when the minimal reflection factors from Section 3 are used. This result can be confirmed by examining the contributions of the blocks (x) of S(2 ), and x (or x) of R | ( ), as
follows. Since the bulk S-matrix can be written as

Sab ( ) =
(7.13)
{x}( ),
xAab
260
where {x} = (x + 1)(x 1), Sab (2 ) can be written similarly:

[x]( ),
Sab (2 ) =
(7.14)
xAab
where
[x] =
x +1
2

x1
2

2h x + 1
2
1
2h x 1
2
1
.
Summing the contributions of each block [x], it is easily seen that

2x
2 d aa (2 ) =
+ x,1 2 .
h
(7.15)
(7.16)
xAaa
The minimal reflection factors discussed in Section 3 can be written in a similar way:

fx ,
Ra =
(7.17)
xAaa

|
where each fx is either x or x . The contribution to d a ( ) from each x is 2+2x/ h+
2x,1 and from each x is 2 + 2x/ h. Noting that every minimal reflection factor contains the
block 1 exactly once, we find

2x
(7.18)
d a| ( ) =
+ 2x,1 2 ,
h
xAaa
and so

d a| ( ) ( ) 2aa (2 ) = 0
(7.19)
for every A, D and E theory, as claimed. Working backwards, this gives a general proof of the
formula (7.4), given (7.1).
With the reflection-factor-dependent term giving zero, the sum of (0) and the symmetry
factor should correspond to a conformal g-function value. To find these values in a uniform way,
we shall use the diagonal coset description g1 g1 /g2 where gl is the affine Lie algebra at level l
associated to one of the A, D or E Lie algebras [46]. Coset fields are specified by triples {, ; }
of g weights at levels 1, 1 and 2, and the g-function for the corresponding conformal boundary
condition can be written in terms of the modular S-matrix of the coset model S{0,0;0}{,;} as
S{0,0;0}{,;}
.
g{,;} =
S{0,0;0}{0,0;0}
(7.20)
The integrable highest weights of g can be expressed in terms of the fundamental weights i
of g as
=
rg

ni i ,
(7.21)
i=0
where the nonnegative integers ni , i = 0, . . . , rg , are the Dynkin labels. The fundamental weights
can be written as
0 = (0, 1, 0),
i = (i , ai , 0),
261
(7.22)
where i are the fundamental weights of g and the colabels, ai , are given for each case below:
Ar :
ai = 1,
for all i,
Dr : a1 = ar1 = ar = 1,
all others are 2,
E6 :
ai = (1, 1, 2, 2, 2, 3),
E7 :
ai = (1, 2, 2, 2, 3, 3, 4),
E8 :
ai = (2, 2, 3, 3, 4, 4, 5, 6).
(7.23)
The highest weights 0 of the corresponding finite-dimensional Lie algebra, g, can be written in
a similar way, with Dynkin labels, n1 , . . . , nrg , taken from the same set:
0 =
rg

ni i .
(7.24)
i=1
Once the level l of g has been specified, the Dynkin labels must satisfy
l = n0 +
rg

(7.25)
ni ai
i=1
so the representation of gl is completely determined by the Dynkin labels of the corresponding

representation of g. For example, the label 0 is given to the vacuum representation, where ni = 0,
i = 1, . . . , rg , for both g1 and g2 .
In Appendix A we show among other things that the coset conformal g-function (7.20) depends only on the level 2 weight, via the level 2 modular S-matrix6 :
(2)
S0
.
g{,;} = g =
(2)
S00
(7.26)
Clearly, this will not fix the coset field in general. For example, the number of boundary conditions with g-function equal to g0 is r + 1, 4, 3, 2, 2 for the Ar , Dr , E6 , E7 and E8 models
respectively. More details on this point are given in Appendix A.
Algorithms for computing the modular S-matrices are given by Gannon in [47]; Schellekens
has also produced a useful program for their calculation [48]. The level 2 modular S-matrix
elements for A, D and E theories needed to calculate the UV values of the g-functions using
Eq. (7.26) are given in Table 2. The representations are labelled by the Dynkin labels, ni , i =
0, . . . , r. The number of coset fields corresponding to each label is equal to the order of the
orbit of that level 2 weight, under the outer automorphism group O(g). Note for Dr , r even, the
weights r1 and r are in different orbits, each with order 2, whereas for r odd they are in the
same orbit with order 4, so in both cases there are 4 coset fields with the same g-function value.
For each coset, the possible CFT values of the g-function can now be calculated using
Eq. (7.26) and the modular S-matrix elements given in Table 2. Working case-by-case, we
checked these numbers against the sums ln C| + (0), the UV limits of the off-critical gfunctions g(l) for the minimal reflection factors described in Section 3. In every case, we found
6 Wed like to thank Daniel Roggenkamp for his help in explaining this observation.
262
Table 2
Level 2 modular S-matrix elements for A, D and E models
S-matrix element
Ar
(2)
S00 =
h+3
2 2
Dr
(2)
sin
h+2
(h+2) h
k=1
S00 = 14
h+3
2
r
(2)
(2)
(2)
S0 = S0 = 2S00
(2)
S0
E6
r1
E7
(2)
1
= S0 =
r
2 2
2
(2)
S00 = 2 sin h+2
21

(2)
)
, for j = 1, 2
S0 = 2 sin 2(4j
h+2
j
21
4
(2)
S00 = 2 sin h+2
h+2

(2)
2 sin 8
S0 = 2 h+2
h+2
1
8
(2)
S0 = 2 sin h+2
h+2
2

(2)
2 sin 4
S0 = 2 h+2
h+2
3
E8
(2)
(2)
S00 = S0 = 12
2
(2)
S0 = 1
1
h+2

k
[ h+1
2
2 ]
sin (j +1)
k=1 sin h+2
h+2
(h+2) h
(2)
S0 = 2
j
Labels
h+1
[ 2 ] sin k
0: n0 = 2, ni = 0, for i = 1, . . . , r

0, i = j,
j : n0 = 1, ni =
1, i = j,
for j = 1, . . . , [h/2],
where [x] is the integer part of x
and h is the Coxeter number.
0: n0 = 2, ni = 0, for i = 1, . . . , r
1 : n0 = n1 = 1, all
other ni = 0
0, i = j,
j : n0 = 0, ni =
1, i = j,
for j = 2, . . . , r/2
r1 : n0 = nr1 = 1, all other ni = 0
r : n0 = nr = 1, all other ni = 0
0: n0 = 2, ni = 0 for i = 1, 1, 2, 3, 3, 4
1 : n0 = 1, n1 = 1, all other ni = 0
2 : n0 = 0, n2 = 1, all other ni = 0
0: n0 = 2, ni = 0, for i = 1, . . . , 7
1 : n0 = 1, n1 = 1, all other ni = 0
2 : n0 = 0, n2 = 1, all other ni = 0
3 : n0 = 0, n3 = 1, all other ni = 0
0: n0 = 2, ni = 0, for all i = 1, . . . , 8
2 : n0 = 0, n2 = 1, all other ni = 0
1 : n0 = 0, n1 = 1, all other ni = 0
that
ln g(l)|l=0 = ln C| + (0) = ln g0
(7.27)
provided that the symmetry factors C| were assigned as in Table 1. The explicit g-function
values are given in Table 3, and discussed further in Appendix A.
For some minimal models, we can compare g0 to the values of the g-function corresponding
to known cases, thereby matching our reflection factors to physical boundary conditions. For the
three-state Potts model (A2 ), the tricritical Ising model (E7 ) and the Ising model (E8 ) the corresponding boundary condition is the fixed condition in each case [8,49,50]. Note the number
of coset fields with g-function equal to g0 corresponds to the number of degenerate vacua, and
hence to the number of possible fixed boundary conditions for all A, D and E models.
8. Checks in conformal perturbation theory
The off-critical g-functions only match boundary conformal field theory values in the far
ultraviolet. Moving away from this point one expects a variety of corrections, some of which
263
Table 3
UV g-function values calculated from the minimal reflection factors for the A, D and E models
C|
1
r+1
1
2
1
3
1
2
Ar
Dr
E6
E7
E8
Number of coset fields
g0
h+3
2 2
h+1
[ 2 ] sin k
sin
k=1
h+2
(h+2) h

1 2 1/4
2 r
2
1/2

sin 2
h+2
21
2
4 1/2
sin h+2
h+2
1
2
1/2
h+2
r +1
4
3
2
2
were analysed using conformal perturbation theory in [10]. The expansion provided by our exact
g-function result is instead about the infrared, but convergence is sufficiently fast that the first few
terms of the UV expansion can be extracted numerically, allowing a comparison with conformal
perturbation theory to be made. In [11] this was done for the boundary LeeYang model; in this
section we test our more general proposals for the case of the three-state Potts model. Since the
treatment of conformal perturbation theory in [10] concentrated on the nonunitary LeeYang
case, we begin with a general discussion of the leading bulk-induced correction to the g-function
in the (simpler to treat) unitary cases.
Consider a unitary conformal field theory on a circle of circumference L, perturbed by a bulk
spinless primary field with scaling dimension x = + . The perturbed Hamiltonian is
then
H = H0 + H1 ,
(8.1)
where

2
c
H0 =
L0 + L0
L
12
and

H1 =
L
2
1x

ei d.
For real in the ADE models we also expect a M relation of the form
2x

M
1/(2x )

,
(M) =
M() = ||
(8.2)
(8.3)
(8.4)
with a model-dependent constant.

Leaving the boundary unperturbed, we have a conformal boundary condition , with boundary
0 = |0 and g = |, where |0 and | are the states corresponding
state |. Set g| g|
|
to the fields 1 and . Since the theory is unitary, |0 is also the unperturbed ground state; and
since is primary, we have 0||0 = 0.
The aim is to calculate ln G| (, L) = ln| where | is the unperturbed CFT boundary
state, and | is the PCFT vacuum. This will be a power series in the dimensionless quantity
|
L2x ; here, we shall obtain the coefficient of the linear term, d1 . The calculation follows [10],
but is a little different (and in fact simpler) because the theory is unitary, so that the ground state
is the conformal vacuum |0.
264
First-order perturbation theory implies

| = |0 +
a |a + ,
(8.5)
where the sum is over all states excluding |0, a |0 = 0 and
a =
a |H1 |0
0|H0 |0 a |H0 |a
(8.6)
Since the theory is unitary, 0|H0 |0 a |H0 |a = a | 2

L (L0 + L0 )|a . Using rotational
invariance as well,

L2x |a a |(1)|0
.
a |a =
(8.7)
(2)1x a a |L0 + L0 |a
a
Hence
| = |0
L2x
1
(1 P )
(1 P )(1)|0 + ,
1x
(2)
L0 + L0
where P = |00| is the projector onto the ground state. Using the formula
1 L +L 1
0
0
dq,
0 q
L2x
| = |0
|(1 P )
(2)1x
1
dq L0 +L0
(1 P )(1)|0 + .
q
q
(8.8)
1
L0 +L0
(8.9)
Since 0||0 = 0 and

simplifies to
q L0 +L0 (1)|0
L2x
| = |0
(2)1x
q L0 +L0 (1)q L0 L0 |0
= q x |0 this last expression
1
dq q x1 |(q)|0 + .
(8.10)
Now |(q)|0 is a disc amplitude, and by Mbius invariance it is given by

x

|(q)|0 = g| 1 q 2 .
(8.11)
(This is a significant simplification over the nonunitary case discussed in [10], where the corresponding amplitude had to be expressed in terms of hypergeometric functions.)
Taking logarithms
1

x
L2x g|
dq q x 1 1 q 2 +
ln G| (, L) = ln g|
(2)1x g|
0
|
= ln g| + d1 L2x
(8.12)
and doing the integral

|
d1
g|
1
=
B(1 x , x /2),
1x
g|
2(2)
where B(x, y) = (x)(y)/ (x + y) is the Euler beta function.
(8.13)
265
This is a general result. As a nontrivial check we specialise to the 3-state Potts model,
described by the A2 scattering theory. There are three possible values A, B and C of the microscopic spin variable, related by an S3 symmetry. At criticality the model corresponds to a
c = 4/5 conformal field theory. The primary fields are the identity I , a doublet of fields {, }
of dimensions = = 2/3, the energy operator of dimensions = = 2/5 and a second doublet of fields {, } with dimensions = = 1/15. The bulk perturbing operator
which leads to the A2 scattering theory is , and so x = + = 4/5. Boundary conditions
and states for the unperturbed model are discussed in [49,55]. One of the three fixed boundary
states, say |A, can be written in terms of W3 -Ishibashi states as [55]

|A = |I K |I + X| + | + + X| + X ,
(8.14)
where K 4 = (5 5)/30 and X 2 = (1 + 5)/2. Hence

ln g|A = ln K = 0.5961357674 . . . ,
g|A /g|A = X = 1.2720196495 . . . .
(8.15)
Putting everything into (8.13), the CPT prediction for the coefficient of the first perturbative
correction to the g-function for fixed boundary conditions in the three-state Potts model is
|A
d1
= 3.011357884 . . . .
(8.16)
The 3-state Potts model also admits mixed boundary conditions AB, BC and CA [56]. For
later use we recall from [55] that the corresponding boundary state is

|AB = K X2 |I X 1 | + X 2 | + X 2 X 1 | X 1
(8.17)
so that, for the AB boundary, we find instead
1 |A
(8.18)
d .
X4 1
The results (8.15) and (8.16) can be compared to the numerical evaluation of our exact gfunction result, written in terms of L6/5 using Fateevs formula [51]
|AB
d1

5/12
3(4/3)
(2)5/6 (2/5) (4/5)
= 4.504307863 . . . ,
2
(2/3)
(8.19)
where (x) = (x)/ (1 x). Setting x = L6/5 = (l/)6/5 (remembering that (T Tc )
< 0) a fit to our numerical data yielded
ln g(l) = 0.596135768 0.49999991l 3.0113570x
0.909937x 2 + 0.3982x 3 + 1.0x 4 +
(8.20)
which agrees well with (8.15) and (8.16). The match of the constant term in (8.20) with ln g|A
from (8.15) is guaranteed by our exact formula, and so serves as a check on the accuracy of our
numerics. A calculation of the coefficient of the irregular (in x) term, proportional to l, as in [10],
predicts the value 0.5, again in good agreement with our numerical results.
9. One-parameter families and RG flows
Just as the minimal reflection factors were tested in Section 7, we do the same now with
|d,C
the one-parameter families of reflection factors. These reflection factors, Ra , depend on the
parameter C and are given in (4.6) and (4.10).
266
9.1. The ultraviolet limit

If we use the reflection factors as input to calculate the g-function, Eq. (6.7), and take the limit
l 0 then
g |d g|d,C (l)|l=0 = g0 Td ,
where Td = Td ( )|l=0 is a -independent constant. From (6.32) and (6.30) we have
Td = 1 + e d ,
(9.1)
(9.2)
where the d values can be found in [7]. For every ADET theory, Eq. (9.1) leads to a possible
CFT g-function value.
For M > 0 there will be many massive bulk flows as the parameter C is varied. However, it
should be possible to tune C, as the limit l 0 is taken, so as to give a massless boundary flow
between the conformal g-function g |d , corresponding to the UV limit of the reflection factor
|d,C
Ra , and g, corresponding to the UV limit of the minimal reflection factor. These flows are
depicted in Fig. 2. Note that the UV g-function corresponding to the minimal reflection factors
(g0 for the ADE cases and g(1,1) for Tr ) is the smallest conformal value in all cases so, by
Affleck and Ludwigs g-theorem [8], this is a stable fixed point of the boundary RG flow.
For the Tr case we find
g |d = g(1,d+1)
for d = 1, . . . , r.
(9.3)
This is consistent with a simple pattern of flows

(1, d + 1) (1, 1) for d = 1, . . . , r.
(9.4)
The conformal values corresponding to the UV limits of g |d for the A, D and E cases are
given in Tables 4 and 5. Again we expect there to be boundary flows
g |d g0
(9.5)
in each case. Notice that in many cases the UV g-function values are sums of simple CFT
values, corresponding to flows from superpositions of Cardy boundary conditions, driven by
boundary-changing operators.
Fig. 2. The expected RG flow pattern.
267
Table 4
UV g-function values for A and D models
Ar
Dr
g |1 = g |r = g 1
g |2 = g |r1 = g 2
g |i = (i + 1)g0 , for i = 1, . . . , r 2

g |r1 = g |r = g r1 = g r
..
.
g |r/2 = g |r/2+1 = g r/2 for r even
g |h/2 = g h/2 for r odd
Table 5
UV g-function values for E6 , E7 and E8 models
g |1
g |1
g |3
g |4
g |5
g |6
g |7
g |8
g |3
g |2
E6
E7
E8
g 1
g0 + g 2
g 1
g0 + g 2
g0 + g 1
2g0 + g 1
g 1 + g 2
g0 + g 1 + 2g 2
g 1 + g 3
g0 + 2g 2
g0 + 3g 2
2g 1 + 2g 3
3g0 + 6g 2
2g0 + 2g 1
3g0 + 2g 1
5g0 + 3g 1
5g0 + 4g 1
9g0 + 6g 1
16g0 + 12g 1
The conjectured flow for the three-state Potts model (A2 ), g 1 g0 , corresponds to the
mixed-to-fixed flow (AB A) found by Affleck, Oshikawa and Saleur [49], and by Fredenhagen [52].
Similarly, the flow g 1 g0 in the tricritical Ising model (E7 ) corresponds to the degenerateto-fixed ((d) () or (d) (+)) flows of [52,53]. Notice that g0 + g 2 g0 in E7 matches
the CFT g values for the flow () (0+) () conjectured in [52]. However this latter flow
is driven by the boundary field with scaling dimension 3/5, which is inappropriate for the E7
coset description. A more careful analysis shows that our flow, which is driven by a boundary
field with scaling dimension 1/10, must start from either (+) (0+) or () (0), and flow to
(+) or (). This serves as a useful reminder that the g-function values alone do not pin down a
boundary condition, and that this ambiguity can be physically significant in situations involving
superpositions of boundaries.
9.2. On the relationship between the UV and IR parameters
The one-parameter families of boundary scattering theories introduced above should describe
simultaneous perturbations of boundary conformal field theories by relevant bulk and boundary
operators. The action is
A| = ABCFT
+ ABULK + ABND
|
| ,
(9.6)
where ABCFT
is the unperturbed boundary CFT action. We suppose that the boundary condition
|
is imposed at x = 0; in general it might correspond to a superposition of n| Cardy states.
268
Denoting these by |c, c = 1, 2, . . . , n| , the boundary is in the state

| =
n|

n|c |c,
(9.7)
c=1
with n|c N. The bulk perturbing term is

0
A
BULK
dx
dy (x, y)
(9.8)
while the boundary perturbing part is

ABND
|
n|

c|d
c,d=1
dy c|d (y).
(9.9)
The operators c|c live on a single Cardy boundary, while the c|d with c = d are boundary
, in a unitary theory we also expect (see for example

changing operators. Since c|d = d|c
[54])
c|d = d|c .
(9.10)
Using periodicity arguments to analyse the behaviour of the ground-state energy on a strip
with perturbed boundaries as in [37] and [2] (see also (9.15) and (9.16)), one can argue that the
scaling dimensions of the fields c|d must, in these integrable cases, be half that of the bulk
perturbing operator :
x
2
=
2
h+2
for the ADE systems and
x =
(9.11)
x
2h
(9.12)
=
2
h+2
for the Tr models. The results recorded in Eq. (9.3) and Tables 4 and 5 provide information
about the conformal boundary conditions associated with the one-parameter families of reflection
factors. We see that for Tr and Ar the boundary is always in a pure Cardy state, while for Dr , E6
and E7 this is true only in one case per model, and in the E8 -related theories the UV boundary
always corresponds to a nontrivial superposition of the states | and |free. This observation fits
nicely with the conformal field theory results for the Ising model [55]: from (9.11) we see that for
the E8 coset description the integrable boundary perturbation must have dimension x = 1/16,
and indeed the only boundary operators with this dimension in the Ising model are |free and
free| .
For simplicity, we shall only discuss the cases involving a single Cardy boundary, where
x =

ABND
|
dy (y).
(9.13)
As in the Ising and LeeYang examples of [2,26], a simple formula is expected to link the couplings and of bulk and boundary fields to the parameter C in the reflection factors. However,
269
without a precise identification of the operator it is hard to see how such relation can be determined. Even so, a general argument combined with a numerically-supported conjecture allows
the relation formula to be fixed up to a single overall dimensionless constant. This goes as follows. From Section 6.3 we know that in all cases

(0)
(0)
G|d,C (l) = G (l)Td i C ,
(9.14)
h
where Td is the TBA-related T -function, and G (0) (l) is the CPT G-function corresponding to
the minimal reflection factor, for which there is no boundary perturbation. In addition, Td ( )
Td (, l) is even in , Td ( ) = Td ( ), and periodic, Td ( + i h+2
h ) = Td ( ), and so it can be
Fourier expanded as

2k
ck (l) cos
C .
Td i C = c0 (l) +
(9.15)
h
h+2
k=1
We can now use the observation of [24] that Ta (, l) admits an expansion with finite domain of
2h
convergence in the pair of variables a = (le ) h+2 to see that
4h
4h
2h
c0 (l) = c0 + O l h+2 ,
(9.16)
c1 (l) = c1 l h+2 + O l h+2 .
We also know that the minimal G-function has an expansion
ln G (0) (l) = ln G (0) +
gk l k(22x )
(9.17)
k=1
(0)
while the conformal perturbation theory expansion of G|d,C has the form (see [10])
(0)
ln G|d,C (, , L) =

m 22x n
L
cmn L1x
.
(9.18)
m,n=1
Comparing (9.14)(9.17) with (9.18) we conclude that, so long as c10 = 0, the relationship between C and must have the form

2h
2
2
= 0 cos
(9.19)
C M h+2 = 0 cos
C M 1x ,
h+2
h+2
where 0 is an unknown dimensionless constant. However the result (9.19) can only be correct if
1 x = 2h/(h + 2). This is true only in the nonunitary Tr models, and indeed it reproduces the
LeeYang result of [11] when specialised to T1 . For the ADE theories, 1 x = h/(h + 2) and
we conclude that c10 , the first -dependent correction to G, must be zero. (This is not surprising
since in a unitary CFT this correction is proportional to disk
| = 0.) The first contribution is
then at order O(2 ) = O(M 22x ), and at this order there is an overlap between the expansions
of Td (, l) and G (0) (l). This leads to the less-restricted result

2h
2
2
2
C M h+2 = k0 z cos
C M 22x ,
= k0 z + cos
(9.20)
h+2
h+2
where now both k0 and z are unknown constants. If we now consider the Ising model, then the
C formula is known [26]. Written in terms of C it becomes

Ref. [26] 2
2
h
(9.21)
= = 2M 1 + cos
C
= 2 M cos
C .
2
4
270
Thus the boundary magnetic field is an even function of C. It is then tempting to conjecture that
z = 1 for all the g|1,C cases in the Ar models, and, to preserve the perfect square property, that
z is either 1 or 1 in all other ADE single boundary condition situations:

C
C
1x
1x
z = 1: = 0 cos
(9.22)
= 0
cos
M
,
h+2
h+2

C
C
z = 1: = 0 sin
(9.23)
M 1x = 0 1x sin
.
h+2
h
+2
We now return to the physical picture of flows parametrised by C depicted in Fig. 2. At = 0 the
bulk mass is zero, and the only scale in the problem is that induced by the boundary coupling .
The massless boundary flow down the left-hand edge of the diagram therefore corresponds to
varying || from 0 to . If is instead kept finite and nonzero while || is sent to infinity,
the flow will collapse onto the lower edge of the diagram, flowing from g0 in the UV. For the
g-function calculations to reproduce this behaviour, the reflection factor should therefore reduce
to its minimal version as || . For (9.22), || corresponds to C i, which does
indeed reduce the reflection factor as required. On the other hand, taking || in (9.23),
requires C (h + 2)/2 + i. While the reduction is again achieved in the limit, real analyticity
of the reflection factors is lost at intermediate values of . For this reason option (9.22) might be
favoured, but more detailed work will be needed to make this a definitive conclusion.
In fact, the proposal (9.22) can be checked at = 0 in the 3-state Potts model (h = 3), as
follows. Consider the results (8.16) and (8.18) and set

|AB
1
|A
|A
1 = 6/5 d1
(9.24)
d1 = 6/5 1 + 4 d1 = 0.683763720 . . . .
X
According to the conclusions of Section 9.1 and Eq. (9.22),

(0)
(0)
G|AB (l) = G|A (l)T1
,
C
3
C=5/2
(9.25)
and 1 should match the coefficients t1 of l 6/5 in the expansion of the function T1 (, l)|=0 about
l = 0. Noticing that T1 (, l) = T2 (, l) = TLY (, l) we can use Table 6 of [10]: ln TLY (i(b +
3)/6) = (i(b + 3)/6), C = 5/2 corresponds to b = 2, hM 6/5 = hc = 0.6852899839, and
we find
t1 0.9977728224hc = 0.683763721 . . .
(9.26)
which within numerical accuracy is equal to 1 .

The study of the cases where the theory is perturbed by boundary changing operators is more
complicated. Our results are very preliminary, and we have decided to postpone the discussion
to another occasion.
10. Conclusions
Since the initial studies of integrable boundary scattering theories, surprisingly little progress
has been made on the identification of the many known boundary reflection factors with particular
perturbations of conformal field theories. One aim of this paper has been to use the recentlydiscovered exact expression for the ground-state degeneracy g to begin to fill this gap. Working
within the framework of the minimal ADET models we were able to identify a special class
271
of reflection factors possessing a very simple conformal field theory interpretation: in the ultraviolet limit they describe the reflection of massless particles against a wall with fixed boundary
conditions |i matching the low-temperature vacua.
A collection of one-parameter families of amplitudes was also proposed, and partially justified by a suggested quantum group reduction of the boundary sine-Gordon model at 2 =
16/(2r + 3).
The consistency of these novel families of boundary scattering theories was supported by our
g-function calculations: they appear to correspond to perturbations of Cardy boundary states, or
of superpositions of such states, by relevant boundary operators, with each boundary flow ending
at a fixed boundary condition |i.
While our results indicate that these models all have interesting interpretations as perturbed
boundary conformal field theories, the checks performed so far should be considered as preliminary, and more work will be needed to put these results on a firmer footing. Two immediate open
problems are fixing completely the boundary UV/IR relations, and determining the boundary
bound-state content of each ADET model. The effort involved should be rewarded both by the
well-established role in condensed matter physics taken by some of these theories, and by the
mathematical insights into general integrable boundary theories their further study should bring.
Acknowledgements
We would like to thank Daniel Roggenkamp for his helpful explanations of coset conformal
field theories, and Zoltan Bajnok, Davide Fioravanti, Gerard Watts, Cristina Zambon and Aliosha
Zamolodchikov for useful discussions. P.E.D. and A.R.L. thank APCTP, Pohang, for hospitality
during the Focus Program Finite-Size Technology in Low-Dimensional Quantum Field Theory,
where much of this material was presented, and INFN, Torino University for hospitality in the
final stage of the project. The work was partly supported by the EC network EUCLID, contract
number HPRN-CT-2002-00325, and partly by a NATO grant PST.CLG.980424. P.E.D. was also
supported in part by JSPS/Royal Society grant and by the Leverhulme Trust, and the work by
C.R. was partly supported by the Korea Research Foundation 2002-070-C00025, and by the
Science Research Center Program of the Korea Science and Engineering Foundation through the
Center for Quantum Spacetime (CQUeST) of Sogang University with grant number R11-2005021.
Appendix A. Diagonal g1 g1 /g2 coset data
In general, to extract the g/h coset conformal theory from the g WZW model, we need to
decompose the representations, , of g into a direct sum of representations, , of h:
!
b .

(A.1)
This decomposition corresponds to the character identity

( ) = ( )b ( ),
(A.2)
where and are the characters of the g and h representations and respectively and
the branching function, b ( ), is the character of the coset theory. Let denote the projection
matrix giving the explicit projection of every weight of g onto a weight of h. Clearly for a coset
272
character to be nonzero we must have

0 0 Q,
(A.3)
where Q is the root lattice of g. For our diagonal cosets, since (Q Q) = Q this selection rule
is particularly simple:
0 + 0 0 Q,
(A.4)
where 0 , 0 and 0 are weights of g.

The group of outer automorphisms of g, O(g), permutes the fundamental weights in such a
way as to leave the extended Dynkin diagram invariant. The action of an element, A O(g), on
a modular S-matrix element of g at some level l is

S(A) = S e2i(A0 ,0 ) .
(A.5)
The modular S-matrix for a diagonal coset theory has the form
(1)
(1) (2)
S{,;}{ , ; } = S S S .
(A.6)
Under the O(g) action it transforms as

S{A,A;A}{ , ; } = e2i(A0 ,0 + 0 0 ) S{,;}{ , ; } = S{,;}{ , ; }
(A.7)
since 0 + 0 0 Q [57]. This suggests that S is a degenerate matrix, which cannot be the
case since it represents a modular transformation. We must therefore remove this degeneracy by
identifying the fields
{A, A; A} {, ; } A O(g).
(A.8)
For these diagonal cosets, the orbit of every element A of O(g) has the same order, N , which
is simply the order of the global symmetry group of the model. With this field identification,
we find that every field in the theory appears with multiplicity N . To remedy this, the partition
function must be divided by this multiplicity, which has the effect of introducing N into the coset
modular S-matrix [58]:
(1) (1) (2)
S{,;}{ , ; } = N S
S S .
(A.9)
More information on field identifications can be found, for example, in [59].

For the level 1 representations of simply laced affine Lie algebras, the characters have a particularly simple form [60,61]:
(q) =
1
(q),
rg (q)
where q = exp(2i ) and the generalised and Dedekind functions are

1
(q) =
q 2 (0 ,0 ) ,
(A.10)
(A.11)
0 Q
1
(q) = q 24

1 qn .
n=1
(A.12)
273
Under the modular transformation 1 the theta function transforms as

(i )rg /2

1
e2i( 0 ,0 ) ,
|P /Q| P /Q
(A.13)
where P and Q are the weight lattice and root lattice respectively [61,62], and the function
becomes

1
= (i )1/2 ( ).

(A.14)
The modular S-matrix for level 1 is therefore

(1)
=
S
1
e2i( 0 ,0 ) .
|P /Q|
(A.15)
(1)
For the coset description of the g-function, Eq. (7.20), we need to compute S0 which is simply
(1)
S0 =
1
.
|P /Q|
(A.16)
It is important to note that P /Q is isomorphic to the centre of the group under consideration
[59,63]. The group of field identifications of the coset is also isomorphic to the centre of this
group so consequently Eq. (A.16) becomes
1
(1)
S0
= ,
N
for all .
(A.17)
The g-function can now be written in terms of the level 2 modular S matrices only:
(2)
S0
g{,;} =
.
(2)
S00
(A.18)
As we can see from (A.18), identifying the conformal g-function value will only pin down
the level 2 representation. For E8 , since there is only one possible level 1 representation (with
Dynkin labels ni = 0, i = 1, . . . , 8), by specifying the level 2 representation we fix the coset
field. However, for other cases, although the coset selection and identification rules (A.4), (A.8)
do constrain the possible coset representations we are still left with some ambiguity in general.
For example, for the Ar cases the selection and identification rules are quite simple and the
possible cosets, given a fixed level 2 weight, are shown in Table 6. The notation is as follows:
j , j are level 1 weights and j is the level 2 weight with Dynkin labels ni = 1 for i = j and
ni = 0, i = 1, . . . , r otherwise. The labels 0 , 0 and 0 now represent 0 with Dynkin labels
ni = 0, i = 1, . . . , r.
The coset fields for the A2 (three-state Potts model) and E7 (tricritical Ising model) cases,
along with the corresponding boundary condition labels from [49] and [50] respectively, are
given in Tables 7 and 8 as concrete examples.
It is useful to note that for the Ar , Dr , E6 and E7 models, S00 = S0 only when = A0 for
some A O(g) [64] and for each such there is a unique coset field, so the number of fields
with g-function equal to g{,,0} is equal to the size of the orbit of 0. On the other hand, E8 has
no diagram symmetry, but it is also exceptional in that S00 = S0 2 where 2 has Dynkin labels
n2 = 1, all other ni = 0. Physically, this is to be expected as the two fields correspond to the two
274
Table 6
Ar coset fields, indicating the number of distinct fields for each level 2 weight; in the first column, [x] denotes the integer
part of x
Fixed level 2 weight
Level 1 weight
Level 1 weight
0
i
i
j +k
0
r+1i , i = 1, . . . , r
j i , i = 0, . . . , j
r+1k , k = 1, . . . , r j
j
j = 1, . . . , [(r + 1)/2]
Number of coset
fields {, ; }
r +1
r +1
Table 7
A2 coset fields with the corresponding boundary labels and level 2 weight labels from Table 2. The weights are given in
terms of Dynkin labels [n0 , n1 , n2 , . . .]
A2
Coset field
Boundary label
from [49]
{[1, 0, 0], [1, 0, 0]; [2, 0, 0]}

{[0, 0, 1], [0, 1, 0]; [2, 0, 0]}
{[0, 1, 0], [0, 0, 1]; [2, 0, 0]}
{[1, 0, 0], [0, 1, 0]; [1, 1, 0]}
{[0, 0, 1], [0, 0, 1]; [1, 1, 0]}
{[0, 1, 0], [1, 0, 0]; [1, 1, 0]}
A
B
C
AB
BC
AC
Level 2 weight label

from Table 2
0
Table 8
E7 coset fields with the corresponding boundary labels and level 2 weight labels from Table 2. The weights are given in
terms of Dynkin labels [n0 , n1 , n2 , . . .]
E7
Coset field
Boundary label
from [50]
Level 2 weight label

from Table 2
{[1, 0, . . . , 0], [1, 0, . . . , 0], [2, 0, . . . , 0]}

{[0, 1, 0, . . .], [0, 1, 0, . . .]; [2, 0, . . . , 0]}
{[1, 0, . . . , 0], [0, 1, 0, . . .]; [1, 1, 0, . . . , 0]}
{[1, 0, . . . , 0], [1, 0, . . . , 0]; [0, 0, 1, 0, . . .]}
{[0, 1, 0, . . .], [0, 1, 0, . . .]; [0, 0, 1, 0, . . .]}
{[1, 0, . . . , 0], [0, 1, 0, . . .]; [0, 0, 0, 1, 0, . . .]}
()
(+)
(d)
(0)
(0+)
(0)
0
1
2
3
fixed boundary conditions () and (+), which clearly must have equal g-function values. (This
exceptional equality is discussed from a more mathematical perspective in, for example, [64].)
From (A.5) it is clear that S0(A) = S0 is also true for = 0. For the A and E models at
level 2, we find that these are the only cases where S0 i = S0 j ; for the Dr models there is more
degeneracy.
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Effective electronelectron and electronphonon

interactions in the HubbardHolstein model
G. Aprea, C. Di Castro, M. Grilli , J. Lorenzana
INFM-CNR SMC Center, and Dipartimento di Fisica, Universit di Roma La Sapienza,
piazzale Aldo Moro 5, I-00185 Roma, Italy
Abstract
We investigate the interplay between the electronelectron and the electronphonon interaction in the
HubbardHolstein model. We implement the flow-equation method to investigate within this model the
effect of correlation on the electronphonon effective coupling and, conversely, the effect of phonons in
the effective electronelectron interaction. Using this technique we obtain analytical momentum-dependent
expressions for the effective couplings and we study their behavior for different physical regimes. In agreement with other works on this subject, we find that the electronelectron attraction mediated by phonons
in the presence of Hubbard repulsion is peaked at low transferred momenta. The role of the characteristic
energies involved is also analyzed.
PACS: 71.10.Fd; 63.20.Kr; 71.10.-w
Keywords: Electronphonon interaction; Electronelectron interaction; Flow equations
1. Introduction
The electronphonon (eph) interaction can play an important role in many physical systems, where it can be responsible for instabilities of the metallic state leading, e.g., to charge
density waves and superconductivity. When the eph is particularly strong polaronic effects can
also be responsible for a huge increase in the effective electronic masses. On the other hand
E-mail address: marco.grilli@roma1.infn.it (M. Grilli).

doi:10.1016/j.nuclphysb.2006.03.021
278
G. Aprea et al. / Nuclear Physics B 744 [FS] (2006) 277294
the issue of strong electronelectron (ee) correlations is of relevance for many solid state systems like, e.g., (doped) Mott insulators, heavy fermions, and high-temperature superconductors.
Therefore the interplay between the ee correlation and the eph coupling is far from being
academic and its understanding is of obvious pertinence in several physically interesting cases.
In particular, in the superconducting cuprates the ee correlations are strong and are customarily related to the marked anomalies of the metallic state, including the linear temperature
dependence of the resistivity [1,2], where phonons are not apparent. This led to believe that
the eph interaction plays a secondary role in these materials, and that the main physics is ruled
by electron correlation. However, the presence of polaronic spectroscopic features [3] as well
as various isotopic effects [4] in underdoped superconducting cuprates shows that the eph coupling is sizable in these systems. Recent results obtained with angle resolved photo-emission
spectroscopy (ARPES) [5] have also been interpreted in terms of electrons substantially coupled
to phononic modes. These contradictory evidences naturally raise the issue of why correlations
can reduce the eph coupling in some cases and not in other. In this regard it has been often
advocated [79,11] that strong electron correlation suppresses the eph large angles scattering,
which mainly enters in transport properties, much more than the forward scattering, which is
instead relevant in determining charge instabilities [8]. Therefore the momentum dependence of
the eph interaction can give rise to important effects and select relevant screening processes due
to correlations.
In this paper we study the effect of (a weak) electronic correlation on a two-dimensional
Holstein eph system using the flow-equation technique developed by Wegner [12,13]. The flowequations describe the evolution of the parameters of the Hamiltonian under an infinite series of
infinitesimal canonical transformations labeled by a parameter l that rules the flow. The generator of the canonical transformation is chosen in such a way to eliminate some interactions in
favor of other interactions. Shall one solve the flow equations exactly the initial Hamiltonian at
l = 0 and the final Hamiltonian at l = are guaranteed to have the same eigenvalues. Of course
in general the flow-equations are not solvable, but suitable approximations can be introduced
to obtain qualitative trends. Under certain approximations one can map the interacting problem
into a noninteracting one. In this case the method can be roughly seen as a way to derive a
Fermi liquid theory where bare fermions evolve into quasiparticles under the flow. Since one can
choose what parts of the Hamiltonian remain, the method can also be exploited to get effective
interactions. Of course, in getting a fully diagonal Hamiltonian one is naturally led to discover
the low-energy phsysics of the problem. This is the approach (and the spirit of it) previously
adopted by Wegner and coworkers to analyze the instabilities of various forms of the Hubbard
model [1416]. Another application of the method is the derivation of effective interactions. For
example this scheme was used to obtain an effective ee interaction by eliminating phononic
degrees of freedom in the absence of the initial ee interaction [17]. Rather than obtaining the
low-energy physics one obtains an interacting Hamiltonian which still has to be solved. Analyzing the structure of the resulting effective interaction we will discuss the physics of the eph
interaction in the presence of the ee interaction and vice versa. We will see that this procedure
provides the correct energy scales for the phonons dressing the effective ee interaction and,
conversely, of the ee interaction dressing the eph interaction.
The paper is organized as follow: first, in Section 2, we introduce the HubbardHolstein
Hamiltonian and, in Section 3, we present the formalism of the flow equations technique. Then in
Section 4.1 we validate the method by applying it to a two atom system. In Section 4.2 we compute the effective eph interaction in a two-dimensional system and in Section 5 we eliminate the
eph interaction to get an effective ee coupling, thus providing a model Hamiltonian suitable
279
to discuss different physical regimes. Finally the summary and the conclusions are provided in
Section 6.
2. Model
We consider a system of interacting electrons and phonons described by the HubbardHolstein
model, where the electron density is locally coupled with a dispersionless phonon. For the sake
of simplicity and since this case is relevant in physical systems of broad interest like the cuprates
and the manganites, we consider the model in a two-dimensional lattice

ti,j ci,
cj,
ni + U
ni ni + g0
ni ai + ai + 0
ai ai , (1)
H=
i,j,
ci, . a (c) and a (c ) are the phonon (electron) anniwhere ni ni + ni , with ni ci,
hilation and creation operators. For simplicity we consider only the nearest-neighbor hopping
ti,j = t for i and j nearest-neighbor lattice sites. The above Hamiltonian defines the starting
point of our flow. Since under the flow new interactions will be generated, in order to describe
the evolution of the HubbardHolstein parameters, we have to write the Hamiltonian in a more
general form
H = T + V + G,

T=
q :aq aq : +
(k ):ck ck :,
q
(2)
(3)
k,
1

Vk,k ,q :ck+q
ck
q ck ck :,
2N
(4)

1
G=
gk,q aq
+ gk+q,q
aq :ck+q
ck :.
N k,q,
(5)
V=
k,k ,q,
Fig. 1 shows the diagrammatic representation of the eph interaction. In the following we assume the coupling gk,q to be real, while q and k represent the phonon and electron dispersions
respectively. Vk,k ,q is the ee interaction. N is the number of lattice sites. Colons indicate normal ordering of the operators with respect to the Fermi sea. The expression (2) represents the
Hamiltonian at a generic value of the flow parameter l whereas Eq. (1) provides the initial values of the parameters at l = 0, i.e. gk,q (l = 0) = g0 , Vk,k ,q (l = 0) = U , q (l = 0) = 0 , and
k = 2t (cos(kx ) + cos(ky )) (here we use a unit lattice spacing).
Fig. 1. Bare eph vertex. Straight lines represent electron propagators while wavy lines are for phonons. With our notation, in the vertex with an outgoing phonon the first index of g represents the incoming electron momentum, while
in the vertex with incoming phonon it represents the outgoing electron momentum; in both cases the second index of g
represents the opposite of the phonon momentum.
280
3. Method
The flow-equation method [12,13] is based on an algebraic technique, the Jacobi method,
to (block) diagonalize Hamiltonians. A series of infinitesimal rotations is performed such that at
each step the non-diagonal elements get smaller while the others asymptotically approach a finite
limit. If l is the parameter ruling the flow, this technique performs a unitary transformation U (l)
such that H (l) = U (l)H (l = 0)U (l). One can absorb all the evolution in the parameters of the
Hamiltonian generating a new H (l = ). This transformed Hamiltonian has the property that,
when expressed in terms of the original operators, it has the desired diagonal (or block-diagonal)
form with renormalized couplings. The spectrum naturally stays unchanged. The evolution of the
Hamiltonian is controlled by

dH (l)
= (l), H (l) ,
dl
(6)
where the anti-Hermitian generator (l) = dUdl(l) U (l) = (l). Proper identification of the numerical coefficients in this operator equation yields the flow equations. In a finite Hilbert space,
one can use a matrix representation of the H and operators bringing Eq. (6) to a closed system of equations. On the other hand, working in second quantization, in general the commutator
in Eq. (6) will generate N -body operators, which are not necessarily included in the starting
Hamiltonian. In this case a truncation is needed at some N in order to obtain a closed form. For
operators of conserved particles, this truncation is naturally justified in the low-density limit. On
the other hand, for phonons, this truncation is only allowed within a weak-coupling approximation.
The first step is to find a generator that produces the convergence of the flow to the desired
form of the Hamiltonian. We split the Hamiltonian in H0 plus a part that has to be eliminated V .
Wegner has shown that the following choice produces the desired flow [12,13]

(l) = H0 (l), V (l) = H0 (l), H (l) = H (l), V (l) .
(7)
This method has been used to eliminate one kind of interaction (electronphonon) in favor of
an other effective (electronelectron) interaction [17]. The method was also adopted to select a
specific channel in the electronelectron Hubbard interaction to see how this is dressed by all
other channels in order to study the different possible instabilities of the model [1416]. Here,
as a first step starting from the model Hamiltonian (2), in the weak correlation limit, we use this
technique to eliminate the ee interaction and study how the resulting effective eph interaction
behaves. Since this use is somehow unconventional we will first test if the method is suitable to
this purpose in a toy model with two sites and a truncated phonon Fock space and then proceed
to the general case. Subsequently we will consider the (more standard [17]) opposite procedure
to eliminate the eph interaction in favor of an effective ee interaction.
4. Effective electronphonon interaction
4.1. Two-site lattice
As mentioned above, our first aim is to eliminate the ee interaction term dressing the eph
one. In order to achieve this result we use the generator
(l) = [T + G, V ].
(8)
281
In this case we are not properly trying to diagonalize the Hamiltonian but we want to eliminate
some off-diagonal elements corresponding to the ee interaction to see how other off-diagonal
elements, the ones corresponding to the eph interaction, renormalize. Thus it is necessary to
check if the generator given above yields a solution with vanishing Vk,k ,q and finite effective
coupling gk,q . An analytical proof is beyond the purposes of this paper and therefore we will
proceed constructively by analyzing a two-site HubbardHolstein model as a first non-trivial
playground to apply this technique.
One first remark is in order: The in-phase ionic displacement corresponds to a rigid shift of the
two-site lattice and decouples from the electronic degrees of freedom. Therefore in momentum
space the phonons at zero momentum can be disregarded and we only will consider phonons at
momentum . Accordingly only the eph couplings gk,q with q = total transferred momentum
will be considered. Specifically we consider a toy model consisting in a two-site lattice with two
electrons which can occupy a truncated Hilbert space made by the following Sz = 0 states:

|1 = c c 0 ,
|2 = c0 c0 0 ,

|4 = a c0 c 0 .
|3 = a c0 c 0 ,
The crucial simplification of this model is that the phonon Hilbert space is truncated to the subspace with only zero or one phonon. Of course this is a severe limitation if one aims to apply the
model to the case of strong eph couplings, but is acceptable, instead, for the general analysis
of the method and for the investigation of the weak eph coupling regime. We use the following
single-electron dispersion
q = 2t cos(q).
In matricial representation (2) takes the form:
V0,0, (l)
g, (l)
(l)
0 (l)
g0, (l)
V0,0, (l)
H (l) =
g0, (l)
(l)
g, (l)
g, (l) g0, (l) V0,, (l)
where
(9)
g, (l)
g0, (l)
,
V0,, (l)
(l)
(10)
(l = 0) = 2 + U,
(11)
0 (l = 0) = 20 + U,
(12)
(l = 0) = + 0 + U + 0 .
(13)
Since we aim to eliminate the ee interaction and see how the eph interaction changes, we must
implement a transformation to eliminate the matrix elements (1, 2), (2, 1), (3, 4) and (4, 3) of H .
With the generator (l) given by Eq. (8) the flow equations read
d (l)
= 4g0, (l)g, (l)V0,0, (l) + 4g, (l)2 V0,, (l)
dl

+ 2V0,0, (l)2 (l) 0 (l) ,
d 0 (l)
= 4g0, (l)g, (l)V0,0, (l) + 4g0, (l)2 V0,, (l)
dl

+ 2V0,0, (l)2 0 (l) (l) ,
d(l)
= 4g0, (l)g, (l)V0,0, (l) 2g0, (l)2 V0,, (l) 2V0,, (l)g, (l)2 ,
dl
(14)
(15)
(16)
282
2

dV0,0, (l)
= 0 (l) (l) V0,0, (l) 2g0, (l)2 V0,0, (l)
dl
+ 4g0, (l)g, (l)V0,, (l) 2g, (l)2 V0,0, (l),
(17)
dV0,, (l)
= 2g0, (l)2 V0,, (l) + 4g0, (l)g, (l)V0,0, (l) 2g, (l)2 V0,, (l), (18)
dl

dg, (l)
= g0, (l)V0,0, (l) 2 (l) 0 (l) (l) + g, (l)V0,, (l) (l) + (l)
dl
2g0, (l)V0,0, (l)V0,, (l) + g, (l)V0,0, (l)2 + g, (l)V0,, (l)2 , (19)

dg0, (l)
= g0, (l)V0,, (l) 0 (l) + (l) + g, (l)V0,0, (l) (l) + 20 (l) (l)
dl
2g, (l)V0,0, (l)V0,, (l) + g0, (l)V0,0, (l)2 + g0, (l)V0,, (l)2 .
(20)
These equations can be solved numerically. As a consistency check we have compared the eigenvalues of both H (l = 0) and H (l = ) for different values of the starting couplings and obtained
an exact match within our numerical precision.
In the many-site case we cannot deal with the full form of the flow equations. Therefore it is
useful to test which approximation can be done without generating neither too big errors in the
asymptotic values of the effective eph coupling nor a divergence in the case of degenerate levels.
The simplest choice is to make a weak-U approximation stopping at first order in U . Aiming to
the effective eph interaction, we can neglect the flow equations for the energies because they
would give higher order corrections when introduced in the flow-equations for the gs:
d (l) d 0 (l) d(l)
=
=
= 0,
dl
dl
dl
2

dV0,0, (l)
= 0 (l) (l) V0,0, (l) 2g0, (l)2 V0,0, (l)
dl
+ 4g0, (l)g, (l)V0,, (l) 2g, (l)2 V0,0, (l),
dV0,, (l)
= 2g0, (l)2 V0,, (l) + 4g0, (l)g, (l)V0,0, (l)
dl
2g, (l)2 V0,, (l),

dg, (l)
= g0, (l)V0,0, (l) 2 (l) 0 (l) (l)
dl

+ g, (l)V0,, (l) (l) + (l) ,

dg0, (l)
= g0, (l)V0,, (l) 0 (l) + (l)
dl

+ g, (l)V0,0, (l) (l) + 20 (l) (l) .
(21)
(22)
(23)
(24)
(25)
We analyzed the behavior of the approximated effective eph couplings comparing them to the
exact case for different values of g0 and U [0, 3], 0 = 0.02. For the sake of convenience,
we have used energy units such that t = 1/2. As far as 0 is concerned, we consider the most
frequent adiabatic regime with a typical value corresponding to a hundredth of the maximum
electron bandwidth.
In Fig. 2 we show a comparison between approximated and exact asymptotic values of gk,q
for various values of U . In this example strong renormalizations of gk,q at various U are present,
both in the exact and in the approximated expressions. The approximated solutions are in good
agreement with the exact ones only for values of electronic repulsion U smaller than t . Both
283
Fig. 2. Exact (thick) and approximate (thin) numerical results for g0, (green) and g, (red) vs U . Here we assume
gk,q (l = 0) = 0.3, 0 = 0.02. (For interpretation of the references to colour in this figure legend, the reader is referred to
the web version of this article.)
these phenomena, the strong renormalizations of g and the sizable differences between the exact
and the approximate results, are due to the big energy differences between the states with and
without phonons, basically controlled by the energy-level difference of order t and to the small
value of g0 we have been using. As far as the second point is concerned, the approximated and
the exact values are different because the vanishing of V0,0, is controlled by t, whereas g02
controls the vanishing of V0,, , which for small values of g0 goes to zero slowly in the flow
equations. The presence of g02 is necessary in the equation for V0,, to get an asymptotically
vanishing solution. Otherwise, due to the degeneracy of the levels , V0,, would not flow at all.
The quadratic terms in U , which are missing in our approximated expressions, modify strongly
in this discrete case the asymptotic values of g when U is not very small.
To further clarify the physical interpretation of the various terms appearing in the exact asymptotic form of the Hamiltonian, we rewrite in real space the eph interaction. By disregarding
the zero-momentum phonons, the eph coupling for a fixed value of the spin takes the form
(g A + g A) + (gJ A gJ A )iJ
,
2
(26)
where = c1 c1 c2 c2 , J = i(c1 c2 c2 c1 ), A = a1 a2 and

g0, + g,
g0, g,
,
gJ =
.
(27)
2
2
We explicitly checked that at very large U , gJ grows monotonically with U while g decreases
vanishing asymptotically in U . This result naturally arises from the correlation-induced suppression of charge fluctuations. Intuitively, as U increases the charge fluctuations become stiffer and
g =
284
this reflects in a decrease of the eph coupling that couples with the charge inbalance. Previous analyses already found that at small transferred momenta, the vertex corrections to g arising
from the ee interactions suppress the eph coupling by a factor (1 + F0s ), where F0s is the standard Landau parameter entering the compressibility and is an increasing function of U [8,9].
Indeed the out-of-phase phonon A couples with the charge unbalance between the two sites.
Since charge-density fluctuations are hindered by the local repulsion U , this is mirrored at large
U in the suppression of the related coupling g . On the other hand, the flow equations implement
a transformation, which obviously keeps the spectrum unchanged. Since the energy scale U is
present in the starting Hamiltonian, the same scale must appear in the transformed Hamiltonian
as well. g vanishes for large U s, and the interacting system keeps the scale U via the dressed
eph interaction gJ . In particular, in the large-U limit (which can be dealth with exactly in the
t = 0 limit) one can show that the local repulsion
U is replaced by a nearest-neighbor attraction
V gJ2 /0 . This leads to the relation gJ 0 U , which we numerically tested in the large-U
limit. The appearance of a non-local eph coupling is also obtained by a standard LangFirsov
transformation

g
ni ai ai
exp SLF = exp

0
i
which is usually implemented to eliminate the linear local eph coupling in favor of an effective
local ee attraction 2g 2 /0 and a coupling between the phonons and the hopping term [18].
By expanding to first order in the phonon fields this last term one can easily check that a linear
non-local eph coupling
2

te
ci cj cj ci ai aj (ai aj )
2
i,j,
is obtained. Then the specific value g = U 0 /2 also leads to the elimination of the ee repulsion in the transformed Hamiltonian. Therefore for this very specific choice, the effect of the
LangFirsov transformation is similar to the one generically obtained via our flow equations at
large values
of U , where the local eph coupling g vanishes together with V , while gJ (l = )
tends to U 0 /2.1
Before going on analyzing the 2D continuum case, we reassert the two relevant indications of
this section: The first is that it is indeed possible to eliminate the ee interaction matrix elements
obtaining a convergent solution for the effective eph couplings. The second indication is that
the presence of an effective phonon-mediated interaction introduces the quadratic terms in e
ph coupling in the flow equations of the ee coupling, allowing to get a convergent asymptotic
solution with a vanishing effective V already at first order in U .
gJ =
4.2. Effective eph interaction

So far we discussed the generalities of the method and showed the possibility to have a convergent solution while eliminating some matrix elements in favor of others, using the generator
1 We also find in the LangFirsov-generated eph coupling a proportionality to the exponential factor exp[(g/ )2 ].
0
This factor is somewhat misleading since it should disappear in the effective four-fermion interaction as a result of the
summation over intermediate multi-phononic states (see, e.g., the effective superexchange coupling in the Hubbard
Holstein model of Ref. [19] or the effective Kondo coupling in the AndersonHolstein model of Ref. [20]). Here the
limitation of 0 or 1 phonon states prevents this cancellation to occur.
285
(8) within our toy model. Here we proceed to the calculation of the effective eph coupling in
the more general case of a two-dimensional continuum. In this work, for simplicity we limit our
analysis to the first order in the bare ee coupling so that the flow equations are obtained from
the following commutators

dgk,q (l)
[G, V ], T + [T , V ], G + o U 2 ,
dl

dVk,k ,q (l)
[T , V ], T + [G, V ], G + o U 2 ,
dl

dk (l)
[G, V ], G + o U 2 ,
dl

dq (l)
[G, V ], G + o U 2 .
dl
Since our aim is the determination of an effective eph coupling while eliminating U at first
order, we do not consider the flow equations for the energies because they would add higher
order terms in U when inserted in the equations for the gs. Having neglected the U 2 terms,
corresponds to the t U and g 2 /t U conditions. Thus the flow equations for gk,q (l) and
Vk,k ,q (l) read

dVk,k ,q (l)
2
= k,k
,q Vk,k ,q (l) + [G, V ], G ,
dl
dgk,q (l)
1
gpq,q (l)Vk,p,q (l)(npq np )[2k,k ,q + k,q ],
=
dl
N p
(28)
(29)
where
k,k ,q k+q + k q k k ,
k,q k+q k + 0
and [[G, V ], G] stands for part of flow equations coming from the operatorial term
[[G, V ], G] and makes it very difficult to get an analytical solution. Nevertheless, as in the toy
model, this term is essential for those values of k = k, k = k and q = q such that k,k q = 0:
For these momenta, without this term, Vk,k ,q (l) would not flow to zero and Eq. (29) would be
non-convergent.
The term [[G, V ], G] is cumbersome, but for our purposes it will be enough to keep the
simplest diagonal part and neglect additional non-diagonal ones with one of the three momentum
indices of V under summation

[G, V ], G 8g02 Vk,k ,q (l).
(30)
Working at first order in U , we have also replaced g(l) by its bare value g0 . The solution for
Vk,k ,q (l) is then
Vk,k ,q (l) = U e
2
2
[k,k
,q +8g0 ]l
(31)
Again we can substitute gpq,q in the sum in Eq. (29) with its initial value g0 and solve it

2
2
U e[k,p,q +8g0 ]l 1
gk,q (l) = g0 1
(32)
(npq np )[2k,p,q + pq,q ]
2
N p [k,p,q
+ 8g02 ]
286
so that

gk,q () = g0 1 + U (k, q, 0 ) ,
(33)
where
(k, q, 0 )
1 (npq np )[2k,p,q + pq,q ]

.
2
N p
[k,p,q
+ 8g02 ]
(34)
To start with we assume k+q k + 0 = 0 (elastic scattering) so that the k dependence in the
asymptotic solution disappears and (k, q, 0 ) becomes (q, 0 )
(q, 0 )
1 (npq np )(pq p 0 )
.
N p
(pq p 0 )2 + 8g02
If one further neglects the g02 in the denominator the asymptotic solution becomes

U npq np
gq () = g0 1 + U (q, 0 ) = g0 1 +
,
N p pq p 0
(35)
(36)
where (q, 0 ) is the usual Lindhardt polarization bubble. It is worth noting that in the limit
n np
of small 0 , since p pq
< 0, we have gq () < g0 for every value of the transferred
pq p
momentum q. On the other hand, the general expression for g allows also for positive corrections
to g in the small-q region. Moreover in the small-0 limit, since
1 npq np
= N
q0 0 N
pq p
p
(0, 0) = lim lim
(37)
(here the density of states N is the usual static small-q limit of the Lindhardt function) one
obtains g = g0 (1 U N ). This result coincides with the static limit of perturbation theory at
first order in U , thereby supporting the reliability of our approximations. This result also perturbatively agrees with the finding that ee interactions suppress the eph coupling by a factor
(1 + F0s ) [8,9], where at this order F0s = N U is the standard Landau parameter entering the
compressibility.
Returning to the more general form of Eq. (33), in Fig. 3 we show the behavior of the relative change of the effective coupling gk,q . To simplify the numerical treatment we assume that
h2
1): q = q 2 , and the direct
electrons have a free particle dispersion (we will also assume 2m
self energy terms are included in the chemical potential , which is taken to be unity. The conv
stant density of states per spin is N = 4
, where v is the volume of the unit cell. When one
considers the case of one particle per site, v = 2 . Notice that, consistently with the assumption
of a free-electron band dispersion, no limit has been imposed to the bandwidth, thereby leading
to a vanishing of the polarization-like functions , and in the limit of large transferred
momenta q .
The effective coupling is unchanged at q = 0. This is due to the difference (npq np )
which vanishes in the numerator and is not compensated by the denominator (as it would instead
happen in the Lindhardt function) because of the g02 factor, which makes the reduction of the e
ph coupling small at small qs. Conversely, upon increasing q the reduction of g becomes more
pronounced. This occurs up to (vF q + 0 )2 g02 , when the is well approximated by . This
latter in two dimensions (if lattice effects are neglected), is constant up to q = 2kF (and, with our
Fig. 3. The relative variation

with our units, N = 1/2.
287
gk,q ()g0
of the eph coupling. Here Ek,q = k+q q = 0, 0 = 0.02. We recall that
g0 U
units, = N = 1/2) and then vanishes. As a result g reaches a plateau and finally recovers
its bare value at large qs.
The momentum dependence given in Fig. 3 shows the important feature of the eph interaction
in the presence of correlation of being peaked at small momenta. The reduction of g at large
transferred momenta has been already found in previous treatments of the HubbardHolstein
model with slave bosons [7,8,10], Hubbard operators [9] and quantum Monte Carlo [11], where
the momentum scale at which g decreases is set by kF . Within a two-dimensional Monte Carlo
approach [11], it was found that the decrease of g is largest at intermediate U s, and becomes
smaller at large U . Of course this non-monotonic result is not found with Eq. (33) here because
of the weak coupling approximation.
Having obtained an effective eph interaction, which is reduced by the Hubbard repulsion
U and acquires a momentum dependence, it is of interest to study its effects on the electronic
dispersion. One should, however, notice that the present first-order approximation limitates our
possibility of obtaining substantial quantitative changes in the electronic properties with respect
to the standard EngelsbergSchrieffer results in Ref. [23]. We calculated the electron spectral
density A(k, ) = (1/) Im G(k, ), where the electron Greens function contains the selfenergy corrections at second order in g. Fig. 4 displays the dispersions of the spectral-function
peaks for various values of U at 0 = 0.02 and g0 = 0.3. The overall behavior is obviously
similar to that found in [23]. Specifically the eph coupling mixes the electron with the phonon
and bends the low-energy part of the dispersion on the phonon dispersion at E 0 . On the
other hand at very large energy the electron recovers its bare dispersion.
It is clearly apparent that the eph interaction produces a break in the electron dispersion,
which is naturally more pronounced for larger eph coupling (i.e. smaller U ). The presence of
weak interaction U introduces an additional interesting feature: Upon increasing U , the quantity
g 2 /(0 t) is suppressed thereby reducing the electronic mass m m0 (1 + ) near the Fermi
level. This is made visible in Fig. 4 by the increased velocity of the electrons at low energy.
This decrease of the mass upon increasing the interaction U is a generic feature, which was
288
Fig. 4. Dispersion of the peaks in the electronic spectral function for different values of U , and g0 = 0.3, 0 = 0.02.
We report vs k where is the solution of k = Re[(k, )] (filled symbols). We also report the position of the
maximum of A(k, ) for > 0 (unfilled symbols).
Fig. 5. ee vertex from renormalized eph interaction.
also found within a DMFT treatment of the HubbardHolstein model [21]. We also notice that
a difference in the low-energy and high-energy dispersions as well as the s-shaped dispersion
of Fig. 5 (which displaces upon tuning the ee interaction), are reminiscent of the kinks [5,24]
and of the breaks [25] in the electronic dispersion of the cuprates experimentally observed along
the (1, 1) directions and around the (1, 0), (0, 1) regions of the Brillouin zone respectively.
These breaks are a rather generic feature of electrons coupled to collective modes [2629].
5. Effective electronelectron interaction
An effective ee coupling in the static limit can be obtained from the effective eph coupling
of Eq. (33) considering the following two contributions diagrammatically depicted in Fig. 5
eff
Vk,k
,q =
gk,q (l = )gk q,q (l = ) gk+q,q (l = )gk ,q (l = )
.
0
0
(38)
289
If one restricts the external momenta k, k to the domain I such that the condition of energy
eff
conservation k k q = k+q k is satisfied, one obtains a simple expression for Vk,k
,q
eff
Vk,k
,q =
2g02 4g02 U (npq np )[2(k+q + pq p k ) + (p pq )]
,
0
0 N p
(k+q + pq p k )2 + 8g02
k, k I.
(39)
In this way we obtain the first correction of order U/t to the purely phononic limit Ueff
2g02 /0 .2 We also notice that, imposing the elastic-scattering condition k q k = k+q
2
k = 0 one retrieves the perturbative result Vqeff
-elastic = (2g0 /0 )(1 + U (q, 0 ) + U (q,
0 )) = (2g02 /0 )(1 + 2U (q, 0)) where is the modified polarization bubble of Eq. (35).
We have obtained a reduced attractive interaction modified according to the incipient effect
of correlation on the eph interaction. In order to get further insight on the interplay between
electronic correlations and the eph interaction we turn to the study of the effective ee coupling
by reversing the previous procedure: We use the flow equation technique to eliminate the eph
interaction in favor of the effective V (k, k , q). The generator of the unitary transformation is
(l) = [:T : + :V :, :G:]
(40)
leading to the flow equations

dG
[:T :, :G:], :T : + [:T :, :G:], :V : + [:V :, :G:], :T : + [:V :, :G:], :V : ,
dl

dV
[:T :, :G:], :G: + [:V :, :G:], :G: .
dl
(41)
(42)
Here we do not consider the flow equations for the energies under the condition that (t, 0 ) g0 .
Moreover, when inserted in the equations for the effective Vk,k ,q , they would add higher-order
corrections in g0 . In the equation for G we neglect terms of order U 2 g0 (the last commutator
in the r.h.s.). In the equation for V we disregard terms of order Ug02 (the last commutator in the
r.h.s.). Both these approximations are valid under the condition t U .
When rewritten in terms of couplings and with the above approximations, the flow equations
read
dgk,q (l)
1
2
gk,q (l)
gpq,q (l)Vk,p,q (l)(2pq,q + k,p,q )(npq np ),
= k,q
dl
N p
(43)
dVk,k ,q (l)
= (k q,q + k,q )gk q,q (l)gk,q (l)
dl
(k+q,q + k ,q )gk+q,q (l)gk ,q (l),
(44)
where, again, k,q = k+q k + 0 , k,k ,q = k+q + k q k k , and k 2t[cos(kx ) +
cos(ky )]. The U = 0 case was previously considered in Ref. [17]. In this limit, Eqs. (43) and (44)
2 The use of the perturbative diagrammatic approach in Fig. 5 implies the smallness of the eph coupling g t ,
0
since otherwise higher order phononic corrections (self-energy and vertex) should be considered. It is worth noticing that
this limitation is instead not required in Section 4.2, where the elimination of the coupling V with the neglect of some
commutators imposes conditions on the smallness of V coupling only.
290
can be solved without any further approximation yielding

2
l
gk,q (l) = g0 Exp k,q
(45)
for the eph coupling and

Vk,k ,q (l = ) = g02
k q,q k,q
k2 q,q
2
+ k,q
+ g02
k+q,q k ,q
2
k+q,q
+ k2 ,q
(46)
as the new effective ee coupling. As in Ref. [17] Eq. (46) in the BCS channel (k = k) gives
Vk,k,q (l = ) = g02
=
20
20
g02
2
2
2(k k+q ) + 20
2(k k+q )2 + 202
2g02 0
(k k+q )2 + 02
(47)
while in the case of scattering with energy conservation (k+q k = k q + k ) it gives

Velastic (l = ) =
g02
g02
20
= g02
.
k,q
k+q,q
(k+q k )2 02
(48)
As discussed in Ref. [17], the effective interaction in the BCS channel is always attractive, with
a noticeable difference with respect to the result of Frlich [6].
In the generic U > 0 case Eqs. (43) and (44) are not analytically tractable and one should
treat them numerically. Here instead we aim to get an insight on the energy scales involved in the
phonons dressing the effective ee interaction and therefore we consider an approximate treatment. We expect that the dependence of the effective couplings on the momenta of the fermionic
legs is less important than the dependence on the transferred momentum. This is particularly
reasonable if one is mostly interested in the physically relevant region of scattering processes
around the Fermi surface. According to this expectation, we assume here that gk,q mostly depends on the transferred momenta q and we neglect its k dependence. Under this assumption
the electronic parts of the s in Eq. (44) cancel leaving 0 as the only scale and the k and k
dependence of V drops. With the further assumption that in Eq. (43) V can be replaced by its
bare value U , Eqs. (43) and (44) become
2
dgq (l)
Ugq (l)
gq (l)
(p pq )(npq np ),
= k,q
dl
N
p
(49)
dVq (l)
= 40 gq2 (l).
dl
(50)
2
= t 2 q + 0 tq + 02 ,
k,q
(51)

In deriving the equation for g we exploited the obvious property p (20 + (k kq ))(npq
np ) = 0. Moreover to eliminate the k dependence from the r.h.s., we consider the average quan2 2 over the momenta k around the Fermi surface. The resulting expression for
tity k,q
k,q
2
can be cast in the form
where the functions q and q depend on the specific average procedure (e.g., from the width of
the shell around the Fermi surface over which the average is carried out). In particular, the average
could be taken strictly on the Fermi surface, thereby getting explicit expressions. In general one
291
2 is obviously a non-negative
can notice that both q and q vanish for q 0 and that k,q
quantity.
We have not reported here the cumbersome expressions of the O(U 2 g0 ) and O(g02 U ) terms,
but we explicitly checked that under the conditions Vk,p,q U , adopted in the evolution for g and
gk,q (l) gq (l), these additional terms vanish and no further corrections should be considered
in the flow equations. Therefore within this approximation, the limitation of small U can be
somewhat relaxed.
The solution of Eq. (49) is

2tU

(p pq )(npq np ) l . (52)
gq (l) = g0 Exp t 2 q + t0 q + 02
N p
Where we use the notation p = 2t p . Here we note that the exponential argument is manifestly
negative and it implies the vanishing of gq (l) for l . We can now calculate the effective
electronelectron coupling
Vk,k ,q (l = ) = U
2g02 (0 )
.

t 2 q + t0 q + 02 + 2tU
p pq )(npq np )
p (
N
(53)
The appearance of 0 only in the numerator is a consequence of the above-mentioned cancellation of the electronic scale in the s strictly valid under the assumption that gq does
not depend on k. The effective coupling has four non-negative contributions in the denominator, with purely phononic, purely electronic and mixed character: 02 , t 2 q , t0 q and
t
2U tq 2U
p pq )(npq np ). The last three expressions vanish at q = (0, 0) and
p (
N
one finds in this limit 2g02 /0 as a correction to U . The presence of correlation generically reduces this attractive contribution to Vk,k ,q when q is finite. Depending on the relative importance
of the various terms appearing in the denominator of Eq. (53) as determined by the parameters
t, U and 0 , the effective interaction acquires different limiting forms. First of all we notice that
the correct anti-adiabatic limit (0 /t), (0 /U ) is recovered
2g02
0
which was also obtained in the limit q 0. When 0 t , a further momentum dependent
correction q t/0 is obtained.
In the opposite limit, (0 0, but with = 2g02 /(0 t) finite) we find that the whole
contribution of the eph attraction vanishes for 0 0. This is reasonable, since an instantaneous effective interaction cannot be affected by a static lattice deformation. We notice that
in Ref. [21], where the effective U was also calculated within the DMFT approach, a phonon
correction linearly vanishing with 0 was also found. Numerically the correction involved the
scales U t and 0 . An effective U was also obtained by means of a slave-boson-LangFirsov
treatment of the HubbardHolstein model [22], where in the adiabatic limit t 0 , it was found
Ueff U g 2 /4t for a square lattice in two dimensions. In our case, in the same adiabatic limit,
our Eq. (53) results in
Vk,k ,q (l = ) = U
Ueff U
0
2g 2
.
tq + 2U q t
(54)
Our present crude approximate treatment therefore reproduces the results of the DMFT and of
the LangFirsov-slave-boson approaches with an additional 0 /t factor. This factor in this limit
292
provides a substantial reduction of the phononic corrections at finite qs, while this reduction
is less and less severe at small transferred momenta, owing to the vanishing of q and q in
this limit. On the other hand, going back to Eq. (50), one should remember that relaxing the
assumption of k independence of g, an additional electronic scale coming from the k,q would
appear together with 0 . As long as 0 is larger than t , these corrections are unessential and the
present approximation works well in the anti-adiabatic limit. On the contrary, in the adiabatic
limit and finite q these electronic corrections should appear in the numerator of Eq. (53). As a
consequence U would be corrected by a term of order g 2 /t without any additional 0 /t factor.
This analysis therefore suggests that the flow equations correctly capture the proper energy scales
and provide non-trivial momentum dependencies.
6. Conclusions
This paper considered two main issues related to the interplay between ee correlations and
eph coupling. We first investigated the effect of the ee Hubbard repulsion on the Holstein e
ph coupling, showing that this latter is generically suppressed. This finding is consistent with
previous results based on general Fermi-liquid arguments [8], on large-N expansions based on
the slave-boson [7,8] or Hubbard-operator [9] techniques and on numerical quantum Monte Carlo
approaches [11]. Remarkably, although we limited our discussion to the weak-correlation limit,
we also find an agreement as far as the momentum dependencies are concerned. Specifically we
find that the Hubbard repulsion more severely suppresses the eph coupling when large momenta
are transferred.
As already mentioned in the introduction this finding could explain the lack of phonon features
in transport properties (which mostly involve large transferred momenta) while charge instabilities and d-wave superconductivity can arise from (mostly) forward scattering and still be induced
by a less suppressed eph coupling. The suppression of the eph coupling by ee correlations
is also found within the dynamical mean-field theory technique, which provides an exact treatment of the dynamics. However, although this technique can be applied for any strength of the
ee and eph couplings, it neglects the space correlations and provides poor informations on the
momentum structure of the renormalized couplings. In this sense our work based on the flowequation technique explores the correlation-induced renormalization of the eph coupling from
a complementary point of view.
A second outcome of our research is provided by the elimination of the eph coupling to obtain an effective ee interaction. Remarkably our procedure, even though it has been discussed
within crude approximations, produces a reliable effective model for correlated electron systems
in the presence of the eph interaction. All the energy scales, namely 0 , g0 , t and U are explicitly included and provide proper momentum dependence corrections in the different physical
regimes in agreement with previous analyses carried out with the DMFT and with the Lang
Firsov-slave-boson approaches.
The phonons naturally introduce an effective attractive interaction, which reduces the repulsive U . Again we find that the phonon-mediated interaction is more sizable at small transferred
momenta. This allows to infer some preliminary conclusions on the effects of phonons on the
instabilities of the Hubbard model. This issue had previously been addressed within the flowequation technique [14,16], where a phase diagram was proposed for the various instability
lines as a function of U and doping x. Here we qualitatively remark that the phonons induce
an additional attraction, such that the effective repulsion U (q) is smaller at smaller momenta.
Therefore, the instabilities occurring at large momenta (like anti-ferromagnetism or flux-phase)
293
are only weakly affected by the phonon attractive part, while the instabilities occurring at small
momenta (phase separation, Pomeranchuk, superconductivity) will occur at larger values of the
bare repulsion parameter U .
Acknowledgements
One of us (C.D.C.) gratefully acknowledges stimulating discussions with F. Wegner. We all
acknowledge interesting discussions with M. Capone, C. Castellani, and R. Raimondi. This
work was financially supported by the Ministero Italiano dellUniversit e della Ricerca with
the Projects COFIN 2003 (prot. 20030202300 06) and COFIN 2005 (prot. 2050224920 01). One
of us (C.D.C.) also thanks the von Humboldt Fundation.
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For a recent review see also M.L. Kulic, cond-mat/0404287.
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Dual form of the paperclip model

Sergei L. Lukyanov a,b, , Alexander B. Zamolodchikov a,b,c
a NHETC, Department of Physics and Astronomy, Rutgers University, Piscataway, NJ 08855-0849, USA
b L.D. Landau Institute for Theoretical Physics, Chernogolovka 142432, Russia
c Chaire Internationale de Recherche Blaise Pascal, Laboratoire de Physique Thorique de lEcole Normale
Suprieure, 24 rue Lhomond, Paris cedex 05, France

Abstract
The paperclip model is 2D model of quantum field theory with boundary interaction defined through
a special constraint imposed on the boundary values of massless bosonic fields [S.L. Lukyanov, et al.,
hep-th/0312168]. Here we argue that this model admits equivalent dual description, where the boundary
constraint is replaced by special interaction of the boundary values of the bosonic fields with an additional
boundary degree of freedom. The dual form involves the topological -angle in explicit way.
2006 Published by Elsevier B.V.
1. Introduction
In this work we describe the dual form of the paperclip model of boundary interaction in
2D quantum field theory. The paperclip model was introduced in Ref. [1], where its basic properties are discussed. The model involves two-component Bose field X(, ) = (X(, ), Y (, ))
which lives on a semi-infinite cylinder with Cartesian coordinates (, ), 0, + 1/T .1
In the bulk, i.e. at > 0, the dynamics is described by the free-field action:
1
Abulk [X, Y ] =
4
1/T

d

d ( X)2 + ( Y )2 .
(1)
E-mail address: sergei@physics.rutgers.edu (S.L. Lukyanov).

1 Euclidean formulation of the theory is implied. Due to the compactification + 1/T it is equivalent to the
Matsubara representation of the (1 + 1)-dimensional theory at thermodynamic equilibrium at the temperature T .

0550-3213/$ see front matter 2006 Published by Elsevier B.V.
doi:10.1016/j.nuclphysb.2006.03.023
296
S.L. Lukyanov, A.B. Zamolodchikov / Nuclear Physics B 744 [FS] (2006) 295311
The interaction takes place at the boundary at = 0, due to a non-linear boundary constraint: the
boundary values XB = (XB , YB ) X| =0 of the field X are restricted to the paperclip curve

YB
XB
cos
= 0, |YB | a.
r cosh
(2)
2b
2a
Here a, b, and r are real positive parameters, the first two being related as follows,2
1
a 2 b2 = .
(3)
2
As usual, the non-linear constraint requires renormalization, but one can check (up to two
loops) that the RG transformation affects the curve (2) only through renormalization of the parameter r, which flows according to the equation

2
E
(4)
= 4b2 1 r 2 r 4b ,
E
where E is the RG energy, and E is the integration constant of the RG equation, which sets
up the physical scale in the model. As in [1], in what follows we always take the scale E
proportional to the temperature T , namely
E = 2T .
(5)
It is useful to introduce also the external field h = (hx , hy ) which couples to the boundary
values XB , i.e. to add the boundary term
1/T
Ah [XB , YB ] =
d (hx XB + hy YB )
(6)
to the action (1). Then, the first object of interest is the partition function,

Z0 = DX DY eAbulk [X,Y ]Ah [XB ,YB ] ,
(7)
where the functional integration is over all fields X(, ) obeying the boundary constraint (2).
General definition of the model involves additional parameter, the topological angle . Topologically, the paperclip curve (2) is a circle, hence the configuration space for the field X(, )
consists of sectors characterized by an integer w, the number of times the boundary value XB
winds around the paperclip curve when one goes around the boundary at = 0. The contributions from the topological sectors can be weighted with the factors eiw . Thus, in general
Z =
eiw Z (w) ,
w=
2 The parameter n used in [1] is related to a and b as
a=
n+2
,
2
b=
n
.
2
(8)
297
Fig. 1. The paperclip formed by junction of two hairpins.
where Z (w) is the functional integral (7) taken over the fields from the sector w only. Physics of
the model, in particular its infrared (i.e. low temperature) behavior, depends on in a significant
way (see [1,2] for details).
The ultraviolet (high-T ) limit of the paperclip model is understood in terms of the conformally
invariant hairpin model of boundary interaction [1]. In this limit the parameter r tends to zero,
and the paperclip curve becomes a composition of two hairpins, as shown in Fig. 1.
The hairpin model is defined by replacing the paperclip constraint (2) by the non-compact
hairpin curve 2r exp( X2bB ) = cos( Y2aB ). We refer to this model as the left or the right
hairpin, depending on the sign in the exponential; the two models are related by simple field
transformation (X, Y ) (X, Y ). Note that the left hairpin corresponds to the right part in
Fig. 2, and vice versa (just like the way a human brain is wired to the rest of the body). The left
X
X
(D(X) = 2b
).
(right) hairpin model is conformally invariant with the linear dilaton D(X) = 2b
More details on the hairpin model can be found in [1] and in Section 2 below.
The paperclip model has many features in common with the so-called sausage sigma model
studied in Ref. [3]. The UV splitting of the paperclip into the hairpins is analogous to the UV
splitting of the sausage into two semi-infinite cigars (see [3]). Like the sausage sigma model,
the paperclip model seems to be integrable at two values of the topological angle, = 0 and
= . The sausage model is known to admit a dual description, where the non-trivial metric is
replaced by certain potential (tachion) term in the action [4]. This analogy is one of the reasons
to expect that a similar dual representation exists for the paperclip model. The aim of this work
is to introduce the dual representations of both the hairpin model and the paperclip model.
In this paper we argue that the paperclip model is equivalent (or dual) to another
model of boundary interaction. The dual model also involves a two-component Bose field
(X(, ), Y (, )) (where Y is interpreted as the T-dual3 of Y ) on the semi-infinite cylinder,
which has free-field dynamics in the bulk, and obeys no constraint at the boundary = 0; instead it interacts with an additional boundary degree of freedom. It is best to discuss the dual
model in terms of its Hamiltonian representation, with the cyclic coordinate + 1/T taken
as the Euclidean (or Matsubara) time. In this picture the partition function (8) admits the dual
representation as the trace
H
Z = TrH e T ,
(9)
taken over the space H = HX,Y C2 , where HX,Y is the space of states of the two-component
boson (X( ), Y ( )) on the half-line 0 (with no constraint at = 0) and C2 is the twodimensional space representing the new boundary degree of freedom. The dual Hamiltonian in
(9) consists of the bulk and the boundary parts, H = Hbulk + Hboundary . The bulk part is just the
3 The T-dual of the free massless field is defined as usual, through the relations: Y = i Y and Y = i Y .
298
free-field Hamiltonian

1
Hbulk =
d X2 + Y2 + ( X)2 + ( Y )2 ,
4
(10)
where (X , Y ) are momenta conjugated to the field operators (X, Y )4 acting in HX,Y (Hbulk
acts as identity in the C2 component of H). The boundary term describes coupling of the boundary values (XB , YB ) (X, Y )| =0 of the fields to the additional boundary degree of freedom
represented by C2 ( and 3 are the Pauli matrices acting in C2 ),
Hboundary = hx XB + ahy 3 + V ,
where5 :
V = B
(11)

ia YB
ia YB
+ cosh bXB + i e
+ cosh bXB i e
,
2
2
with B related to the scale E in (4) as

2E
B =
.
In Eqs. (11), (12), a, b and (hx , hy ) are the same as in (2), (6).
(12)
(13)
2. Dual form of the hairpin

In this section we describe the dual form of the conformal hairpin model. To be definite,
throughout this section we concentrate attention on the left hairpin model; the right hairpin is
obtained by reflection X X. The left hairpin boundary constraint has the form

r
XB
YB
(14)
exp
= cos
, |YB | a.
2
2b
2a
Here r relates to the energy scale (5) in a simple way
E
2
= 4b2 (r )4b .
2T
The boundary state of the (left) hairpin model was described in [1],

B | = d2 P B (P)IP |,
(15)
(16)
where IP | are the Ishibashi states associated with the W -algebra of the hairpin model (see [1]
and Section 2.1 below), P is the zero-mode momentum of the free boson X, and the amplitude
B (P) has the following explicit form in terms of the components (P , Q) of the vector P
B (P , Q) = g2D r2ibP
P
2b (2ibP ) (1 + i 2b
)
( 12 aQ + ibP ) ( 12 + aQ + ibP )
(17)
4 Normalization is such that, for instance, [X( ), (

)] = 2 i(
).
X
5 We assume canonical conformal normalization of the boundary vertex operators (see e.g. Eq. (48)) involved in this
interaction term.
299
where gD = 21/4 . The amplitude B (P , Q) coincides with the partition function of the hairpin
model on the semi-infinite cylinder of circumference 1/T :
Z (hx , hy ) = B (P , Q),
(18)
where the dependence of Z on the parameters hx , hy is brought about through the linear boundary term (6), and P , Q in the right-hand side are related to the these parameters as follows
P =i
hx
,
T
Q=i
hy
.
T
(19)
2.1. W -algebra and dual potential

As was explained in [1], the hairpin boundary condition is conformally invariant (with linear
dilaton X/b), and moreover it has extended conformal symmetry with respect to certain W algebra. Here we use the notation W for the W -algebra of the left hairpin model. It is generated
by a set of local currents {Ws (z), s = 2, 3, 4, . . .} (built from derivatives of the free fields X, Y )
which commute with two screening operators,6

dw Ws (z) ebXia Y (w, w) = 0.
(20)
z
Then, it is almost trivial observation that this W -symmetry is present in any model of boundary interaction which has no boundary constraint, but instead whose action has an additional
boundary potential term
1/T
ABP =

d S+ ebXB +ia YB + S ebXB ia YB .
(21)
Here S may be either c-numbers, or more generally any non-trivial boundary degrees of freedom whose own dynamics is topologically invariant, i.e. invariant with respect to any diffeomorphism f ( ) of the boundary. Since such boundary interaction has the hairpin W -algebra
as its symmetry, it seems natural to expect that under appropriate choice of the boundary degree
of freedom S the model with the boundary potential (21) is equivalent (or, in modern speak,
dual) to the left hairpin model.
Because of the essentially quantum nature of the boundary degree of freedom S (see below),
it will be convenient to discuss in terms of the Hamiltonian representation of the model, as
was mentioned in Introduction. The partition function of the left hairpin model is written as the
H
trace Tr[e T ], where H is the sum Hbulk + V of the bulk free-field Hamiltonian (10), and the
boundary term
V = S+ ebXB +ia YB + S ebXB ia YB ,
(22)
corresponding to the term (21) in the action. Here S are the operators associated with the boundary degree of freedom S ( ) in (21). The latter operators must commute with the field operators,
6 Note that we write the screening operators in terms of the T-dual field Y . This is done in preparation to the discussion
of the dual hairpin below. At this point the distinction makes no difference in the definition of the W -algebra, since
Eq. (20) is sensitive to the holomorphic parts of the fields X and Y only.
300
i.e. [S , X( )] = [S , ( )] = 0 at any , lest the W -symmetry of the theory be violated, but

the commutation relations among the boundary observables S themselves are not fixed a priori.
Our goal here is to identify the algebra of these operators in the dual hairpin model, as well as its
representation .
Some relations can be inferred from the following simple argument. The boundary potential
term (21) vanishes in the limit X . In the absence of this term both fields X and Y would
obey the von Neumann (free) boundary conditions. Equivalently, in the absence of the potential
term the field Y would obey the Dirichlet (fixed) boundary condition, i.e. the boundary values
(XB , YB ) would lay on a straight brane parallel to the X-axis. Note that in the same limit X
the right hairpin curve (14) becomes a composition of two parallel branes,
YB a
as XB ,
(23)
separated by the distance 2a. In the full hairpin curve, these two legs are bridged at the right,
allowing for a passage from the upper leg to the lower leg and vice versa. In the dual representation of the hairpin model such passages should be attributed to two terms in the boundary
potential (21). The boundary vertex operators eia YB ( ) create jumps in the boundary value of
Y exactly of the desired magnitude, YB ( + 0) YB ( 0) = 2a. The fact that the hairpin
has only two legs (23) clearly suggests that the operators S in (22) must obey the fermionic
relations7
S2+ = S2 = 0.
(24)
So far in the discussion of the dual hairpin we have ignored the coupling (6) to the external
field (hx , hy ). Adding the term hx XB to the dual hairpin Hamiltonian is straightforward, but
in the description in terms of the T-dual field Y the term hy YB would be non-local. One can
circumvent this difficulty by introducing the fermion number operator N, associated with the
boundary degrees of freedom S , which satisfies with them the following commutation relations:
[N, S+ ] = 2S+ ,
[N, S ] = 2S .
(25)
Then one can check that the sum YB aN commutes with the Hamiltonian (22). Therefore,
in the presence of the external field h, expected form of the full Hamiltonian of the dual hairpin
model is
H = H0 + V ,
(26)
where V is the boundary potential operator (22), and

H0 = Hbulk + hx XB + ahy N,
(27)
with the operators N and S in (22) satisfying the relations (24) and (25).
7 It is important at this point that our definition of the hairpin (and of the paperclip) model involves uncompactified
field Y . Also, the bound |YB | < a in (14) (and in (2)) is essential. Without the bound, Eq. (14) (as well as Eq. (2))
would define a series of disconnected curves, Y Y + 4 aZ copies of the original hairpin (or paperclip). Although
the models of boundary interaction which involve more then one copy also deserve attention, they are different from the
hairpin (paperclip) model as defined in [1], and we do not address them here.
301
2.2. Singularities of the hairpin boundary amplitude

Looking at the right hairpin amplitude (17) as a function of complex variables P and Q, one
observes two sets of singularities. First one is a sequence of poles at 2ib P = 0, 1, 2, . . . due to
the first gamma-factor in the numerator in (17). These poles admit straightforward interpretation
in terms of potential divergences of the functional integral (7), with the non-compact boundary
constraint (14), at the infinite end of the hairpin X (see Ref. [1]). The second set is a
string of poles at
Pk = 2ibk,
k = 1, 2, 3, . . .
(28)
due to the second gamma-factor in (17). Note that in the weak-coupling limit of the hairpin
model, i.e. at b , these poles depart to infinity. Clearly, in terms of the hairpin functional
integral these singularities represent non-perturbative effects. Instead, the poles (28) become
most visible at small b, which is the weak coupling domain in the dual representation of the
hairpin model, and indeed they admit simple interpretation in terms of the dual hairpin model.
Since the boundary potential (21) vanishes in the limit X , there is a potential divergence
of the functional integral associated with the dual hairpin.8 Following [6], one can first integrate
out the constant mode of the field X. This integration produces poles in P exactly at the points
(28) whose residues

Rk = i ResP =2ibk Z (iP T , iQT ) (k = 0, 1, 2, . . .)
(29)
are expressed through the integrals of the 2k-point correlation functions

2
d2k d1 V (2k ) V (1 ) 0 ,
Rk = (2T )nk T
(30)
where the -ordering symbol T signifies that the integration is performed over the domain
1/T 2k 1 0. In (30) V ( ) = e H0 V e H0 is the unperturbed Matsubara operator
H0
associated with the boundary potential (22), and 0 Tr[ e T ]. Since the unperturbed
Hamiltonian H0 involves no interaction between the boundary variables S and the fields X, Y ,
the expectation value in (30) factorizes in terms of these two parts of the system. In view of (22),
it can be written in the form

d2k d1 VB2k (2k ) VB1 (1 ) 0 ,
Tr S2k S2k1 S1 eiaQN T
Rk =
(31)
i =
which involves the traces over the space of states of the boundary degrees of freedom S ,
as well as the free-field expectation values 0 of the boundary values VB ( ) of the vertex
operators (20). Thanks to the relations (24), there are only two non-vanishing contributions to
the sum in (31), with (1 2k ) = (+ + + ) and (1 2k ) = ( + + +).
With this observation, and using explicit form of the free-field correlators in (31), this expression
8 It is not difficult to write down the full functional integral for the dual hairpin model, which involves integration
over the fields X and Y , as well as the integral over the boundary spin S = (S+ , S , S3 ) with the WessZumino term
(see, e.g., Ref. [5]). Such expression is not very useful for our analysis, except for the observation that the only terms
in the full action which involve the constant mode of X are the boundary potential term (21), and the term Ah =
1/T
d [hx XB ( ) + ahy S3 ( )] responsible for the coupling to the external field (hx , hy ).
0
302
can be brought to the form:

g2D
Tr eiaQN ,
2
g2
Rk = D (2T )k Fk Gk (k = 1, 2, . . .),
2
where

Fk = eiaQ Tr eiaQN (S S+ )k = eiaQ Tr eiaQN (S+ S )k ,
R0 =
(32)
(33)
and Gk are given by the 2k-fold integrals

2
Gk =
uk
duk
vk
duk1
dvk
0
v2
u1
du1
dv1
0

2

k

v j vi
uj ui
uj vi 4b 1
sin
4 sin
2 sin
2
2
2
j >i
j i

2

k
k

vj ui 4b 1
2 cos aQ +
(vi ui ) .
2 sin
2
j >i
(34)
i=1
g2
The overall factor 2D in (32) appears because (31) involves unnormalized free-field correlation
functions; here gD = 21/4 is well-known boundary entropy factor [7] associated with the
Dirichlet and von Neumann boundary conditions for a free boson.9
Obviously, the way they are written above, the integrals (34) diverge for all positive b2 . As is
common in conformal perturbation theory, we assume here a version of analytic regularization,
where the expressions are understood as analytic continuations of these integrals from the domain
e b2 < 0.10 This procedure is performed in Appendix A. Remarkably, the integrals (34) are
evaluated in a closed form (the calculations are presented in Appendix A),
Gk =
(2)k+1 (4b2 )k (1 4b2 k)

k! ( 12 2b2 k aQ) ( 12 2b2 k + aQ)
(k 1).
(35)
Note that the Q-dependence of (35) is exactly as expected from (17), and moreover (32) coincide
with the residues of (18), (17) at the points (28) provided

Tr eiaQN = 2 cos(aQ),
(36)
and
Tr (S S+ )
= Tr (S+ S )

=
E
2
k
(k = 1, 2, . . .).
(37)
9 The g-factor of uncompactified boson X with the von Neumann boundary condition diverges. Formally, it involves
gD
dX0 , where X0 is the zero mode of X [8]. In (30) the integration over X0 is already performedthis
the factor 2
integration was the origin of the poles (28). Additional factor gD comes
from the unperturbed partition function of Y .
Since it is the T-duality transform of Y , its partition function equals to dQ BN |Q = gD , where BN | is the boundary
state associated with the von Neumann boundary condition for the field Y .
10 More generally, these divergences have to be canceled by adding a counterterm Me2bXB (with the cutoff-dependent
coefficient M) to the Hamiltonian (27).
303
Eqs. (36) and (37) are sufficient to identify the representation of the algebra (24), (25) of
the boundary degrees of freedom. From (36) one finds
dim() = 2,
(38)
and
N2 = I,
Tr [N] = 0.
(39)
Next, the two-dimensional representation of the algebra must satisfy additional relation
E
I.
(40)
2
Indeed, is necessarily an irreducible representation of the algebra. As follows from Eqs. (24),
(25), the anticommutator {S+ , S } commutes with S and N, therefore it should be a constant
in . With Eq. (37) this implies the condition (40).
There is a unique (up to equivalence) two-dimensional representation of (24), (25), (40) which
satisfies (39):

E
E
: S+ =
(41)
S =
N = 3 ,
+ ,
,
2
2
{S+ , S } =
where a are conventional Pauli matrices. Thus we identify the boundary degree of freedom of
the dual hairpin model with the spin s = 1/2. Note that two eigenvalues of 3 are associated
with two legs of the hairpin. Note also that according to (41) the operators S have dimension
[energy]1/2 , as required by the balance of dimensions in Eq. (21) (in view of (3) the vertex
operators ebXB ia YB have dimensions [energy]1/2 ).
3. Dual to the paperclip model
The dual representation for the paperclip model can be identified using similar line of arguments. The idea of the paperclip (2) being the composition of the left and right hairpins makes it
natural to look for the Hamiltonian of the dual paperclip model in the form
H = Hbulk + hx XB + ahy N + V ,
where Hbulk is the same free-field bulk Hamiltonian (10), and

E
A+ ebXB +ia YB + A ebXB ia YB B+ ebXB +ia YB + B ebXB ia YB .
V =
2
(42)
(43)
Here A , B and N are operators representing boundary degrees of freedom, which

commute
with the field operators X( ), ( ). Note that we have explicitly put the factor E in (43), so
that the operators A , B are dimensionless. Obviously, the first two terms in (43) are associated
with
the left hairpin component of the paperclip, i.e. the operators A play the same role as
E
S
2 in (22). The last two terms in (43) are associated in a similar way with the dual form
of the right hairpin. This correspondence suggests that the operators B , as well as A , satisfy
the fermionic relations analogous to (24)
A2 = 0,
B2 = 0.
(44)
304
In addition, they have to satisfy the commutation relations with N

[N, A ] = 2A ,
[N, B ] = 2B ,
(45)
and the anticommutation relations

{A+ , A } = {B+ , B } = I.
(46)
Intuitively, these relations can be advocated by the same arguments that were considered in the
previous section. The paperclip curve in Fig. 1 can be regarded as the combination of two nearly
straight parallel D-branes connected to each other by the left and the right hairpin curves. Then,
the presence of the vertex operators ebXB ia YB in (43) is the way how the dual representation
reflects the possibility of passages from one straight brane to another via the connection at the
right, i.e. at sufficiently large positive XB . Likewise, the operators ebXB ia YB , which become
significant at large negative XB , describe the transitions between the nearly parallel branes via the
connection at the left. This picture suggests that the space of states associated with the boundary
degrees of freedom in (42), i.e. the supporting space of the representation of the above algebra,
is two-dimensional, with two basic vectors (the eigenvectors of N) corresponding to the two
constituent straight branes. Then, Eq. (44) simply express the statement that there is s single copy
of the paperclip curve (as is specified by the YB bound in Eq. (2)). Also, since is irreducible,
and since in the limit E 0 we have to recover (40), the relations (46) follow.
It is easy to check that any two-dimensional representation of the algebra (44), (45) and
(46) is equivalent to the following one:
:
A = ei 2 ,
B = ei 2 ,
(47)
where is an arbitrary complex parameter. It is possible to show that this parameter must be real
and, moreover, it coincides with the -angle of the paperclip model.
The easiest way to verify this identification of is to analyze specific logarithmic divergences
generated by the interaction (43). The divergences appear due to the singular term in the operator
product expansions
ebXB ia YB ( ) ebXB ia YB (
) =
1
+ regular terms,
|
|
(48)
and it is easy to check that in view of (47) they can be absorbed by local boundary counterterm

d
2E cos( ) log(/E )
(49)
,
2
where is the UV cut-off. Exactly the same counterterm, with being the topological angle, is
required in the original formulation of the paperclip model, where its role is to compensate for
small instanton divergences (see [1] for details).
The above observation suggests that the instanton contributions of the original paperclip
model are reproduced by certain terms of conformal perturbation theory of the dual model
(42), (43). To be sure, the conformal perturbation theory, understood as a regular expansion
in powers of E , cannot be literally valid for this model. The model has many properties in
common with the boundary sinh-Gordon model, and in view of the analysis in [9], one expects
rather complicated structure of the UV expansion in (42). For example, in the case hx = 0 and at
T E the partition function Z(hx , hy |T )|hx =0 of the model (42) is expected to develop a large
logarithmic term,
Z(0, hy |T ) = G(Q|) log

1
+ F (Q|),
305
(50)
which derives from large ( b1 log( 1 )) fluctuations of the zero mode of the field X. The coefh
ficient G depends on Q = i Ty and

E
(51)
.
2T
Up to an overall factor 2 cos() (whose origin could be traced down to the singular term in
=
Eq. (48)), it admits a small- expansion in double series in powers of and 2b2 (the term F has
a similar expansion). The term of this expansion is given by the integral

g2
d2 d1 V (2 )V (1 )
G(Q|) = D Tr eiaQN 1 + T
2b

+ V (2 )V (1 ) 0 + ,
(52)
where V and V correspond to the first two terms and the second two terms on Eq. (43), respectively. Putting in explicit correlation functions of the exponential fields in (43) and evaluating the
trace, one can bring this expression to a more explicit form

g2D
2 cos(aQ) 1 + D(Q) cos( ) + ,
(53)
2b
where the factor cos( ) in the second term appears as the result of evaluation of the trace using
Eqs. (47), and D(Q) is the integral
G(Q|) =
1
D(Q) =
2
2
u2
du2
du1
0
cos(aQ( u2 + u1 ))
+ counterterm,
1
cos(aQ) sin( u2 u
2 )
(54)
where u1 and u2 differ from 1 and 2 in (52) by a factor of 2T . The integral logarithmically
diverges when u1 u2 , but its divergent part cancels with the counterterm (49), and the Qd
log (x). As
dependent finite part is evaluated explicitly, in terms of Eulers function (x) = dx
the result, the expansion of G(Q|) has the form (53) with

1
1
aQ
+ aQ .
D(Q) = 2 log()
(55)
2
2
With this, the coefficient in front of cos( ) in (53) exactly matches one-instanton contribution to
the paperclip partition function (see Eq. (110) of [1]).
Acknowledgements
The authors are grateful to Vladimir V. Bazhanov, Vladimir A. Fateev and Alexei B. Zamolodchikov for discussions and interest to this work.
The research is supported in part by DOE grant #DE-FG02-96 ER 40959. A.B.Z. gratefully acknowledges kind hospitality of Laboratoire de Physique Thorique de lEcole Normale
Suprieure, and generous support from Foundation de lEcole Normale Superieure, via chaire
Internationale de Recherche Blaise Pascal.
306
Appendix A. Calculation of the integral Gk (34)

A.1. Contour integral representation of Gk
Up to overall factor, the integrand in (34) coincides with the free-field expectation value of
product of 2k chiral vertex operators
V = e2bXR 2iaYR ,
(A.1)
where XR = (XR , YR ) in the exponent stands for the holomorphic part of the Bose field
X(, ) = XR ( + i ) + XL ( i ). As usual, the free-field expectation values are fully determined by the two-point functions,

1
XR ( )XR (
) 0 = YR ( )YR (
) 0 = log sin T (
) .
(A.2)
2
It is useful to introduce the following set of integrated products
0
+1/T
Jp (1 p ) =
p
dp1
dp
0
2
d1 Vp (p ) V1 (1 ),
(A.3)
where (1 p ) is a set of signs, 0 is fixed real parameter, and integration is along the real axis.
Clearly, the integral (34) is certain linear combinations of expectation values of J2k (1 2k )
with (1 2k ) being one of two alternating sign sequences (++ +) and (+ +).
As the first step in calculation we transform (A.3) into contour integrals. To do this we introduce the screening operators, the integrals of the chiral vertex operators:
1
x =
q q 1
0
+1/T
d e2bXR 2iaYR ,
(A.4)
where11
q = ein .
(A.5)
Here and bellow in this appendix we use the notation from Ref. [1]:
n 4b2 .
The following relations,

q q 1 x+ J2k1 ( ) = J2k (+ ) q k J2k ( +),

q q 1 x J2k1 ( ) = 0,

q q 1 x+ J2k ( +) = J2k+1 (+ +),

q q 1 x J2k ( +) = q k J2k+1 ( ),
(A.6)
(A.7)
can be easily established by rearranging the integration domains. Additional set of relations is obtained from these by replacing x x and simultaneously changing all signs, Jp (1 p )
Jp (1 p ). Recursively applying (A.7), one can prove that

11 As it is known, the screening operators x , together with the two zero mode operators, 0 +1/T d (a X
R
0
ib YR ), form the Chevelley basis of the Borel subalgebra of quantum superalgebra Uq,q (sl(2|1)) [10].
307
Fig. 2. The integration contour in Eq. (A.11).
J2k (+ ) = q q

1 k (1)
k q k(k+1)
2
[k]q !
k(k+1)
2

k (1)k q
J2k ( +) = q q 1
[k]q !

q k (x x+ )k + (x+ x )k ,

q k (x+ x )k + (x x+ )k ,
(A.8)
where the standard notations,

[k]q ! = [1]q [2]q [k]q ,
[k]q =
q k q k
,
q q 1
(A.9)
are used.
To make the next step more transparent we change to the new coordinate
z = e2iT .
(A.10)
The screening charges (A.4) become contour integrals in the variable z. More precisely, the action
of the operators x on any state created by a set of local insertions in the z-plane is written as the
integral

1
dz V (z)( ),
x ( ) =
(A.11)
q q 1
C
where the contour C starts from the point 0 = e2iT 0 , goes around all the insertions in the
counterclockwise direction, and then returns back to 0 , as is shown in Fig. 2. The integrand in
(A.11) should be understood in terms of free-field operator product expansions. In general, the
contour is not closed since operator product in the integrand is multivalued function of z. Using
(A.8) the integral Gk can be rewritten in the form:

1 k
2

nk
k k2 (q q )
Gk = 2(1) q
cos aQ +
(x+ x )k V (0)
[k]q !
2

nk
k
(x x+ ) V (0) ,
+ cos aQ
(A.12)
2
or more explicitly
i
2

21k ik e 2 nk
Gk = k
dk dzk d1 dz1
j =1 sin(nj )
Ck
Sk
C1
S1

nk
cos aQ +
V (k )V+ (zk ) V (1 )V+ (z1 )V (0)
2

nk
V+ (k )V (zk ) V+ (1 )V (z1 )V (0) ,
+ cos aQ
2
(A.13)
308
Fig. 3. The integration contours in Eq. (A.13).
where the integration is over a set of contours Cj , Sj (j = 1, 2, . . . , k) each starting at 0 and

returning to the same point after going around the point 0, and arranged so that Ck lays entirely
(except for the point 0 itself) inside Sk , Sk lays inside Ck1 , Ck1 lays inside Sk1 , etc., as is
depicted in Fig. 3. The expectation values in the integrand in (A.13) involves a certain vertex
operator,

n(+ + )
n( + )
XR + i
YR ,
V = exp
2b
2a
(A.14)
with to be specified below, inserted at the origin z = 0, so that

V (k )V+ (zk ) V+ (z1 )V (0)
= ik e 2 nk
k

n+ n
j
zj
j =1

(zj zi )(i j )
j >i
k
n1
(j zi )(zj i )
(j zj )n1 .
j >i
(A.15)
j =1
We assume that the brunches of the power functions in (A.15) are chosen to give real positive
values at
0 < z1 < 1 < < zk < k .
(A.16)
In Eqs. (A.14), (A.15) the following notations are used

n+ =
kn 1
+ aQ + ,
2
n =
kn 1
aQ,
2
(A.17)
where is a complex parameter, which is assumed to be small, and eventually will be sent to
zero.
309
Fig. 4. The contour of analytic continuation in Eq. (A.19).
A.2. Combinatorics of the contour integrals

Now let us introduce another set of integrated products of vertex operators,
0
Ip (1 p ) =
zp
dzp1
dzp
0
z2
dz1 V1 (z1 ) Vp (zp )V (0).
(A.18)
Here V is the vertex operator (A.14). Although the final result of the calculations below does
not depend on a choice of the point 0 , for convenience we choose it to be real and negative, and
we assume that all the integrations in (A.18) are along the real axis. The operator products in
(A.18) are multivalued functions of the integration variables, and we assume the same choice of
the branch as in (A.15). Note that the integrals (A.18) are similar but different from (A.3), the
main difference being in the form of integration contours.
The monodromies of the operator products in (A.18) are determined by symbolic relations

AC V (z)V ( ) = q 2 V (z)V ( ),
(A.19)
and, in particular,

AC V+ (z)V ( ) = q 2 V+ (z)V ( ),
(A.20)
where the symbol AC [ ] denotes analytic continuation in the variable z along the contour C
shown on Fig. 4. Using these relations one can derive the following identities:
x+ I2k (+ ) = q + k [+ ]q I2k+1 (+ +),
x+ I2k ( +) = q + k [+ k]q I2k+1 (+ +),
x+ I2k1 (+ +) = 0,
x+ I2k1 ( ) = q + k [+ k]q I2k (+ ) q + k [+ ]q I2k ( +),
(A.21)
as well as similar identities obtained from these by simultaneous change of the signs: {x
x , , Ip (1 p ) Ip (1 p )}. Here the action of the screening charges x is
defined by Eq. (A.11). The recursion (A.21) allows one to express the ordered integrals (A.18)
in terms of the screening charges. In particular, one finds
I2k ( +) =

1
[+ k]q (x x+ )k + [+ ]q (x+ x )k V ( ),
ck [+ ]q
(A.22)
where
ck = (1)k q k(+ + k)
[k]q ![+ + 1]q !

.
[+ + k 1]q !
(A.23)
310
Now assume that are given by (A.17), and consider the limit 0. It is easy to check
that at = 0 the expression (A.18) becomes invariant with respect to simultaneous rescaling of
all the integration variables, hence the integral develops logarithmic divergence at zi 0. Thus,
as the function of , I2k ( + +) is expected to have a simple pole at = 0. The appearance
of the pole is very explicit in (A.22), since the coefficient ck vanishes at = 0,
2i
(1)k [k]q ![k 1]q !.
q q 1
ck
(A.24)
The representation (A.22) also makes it easy to isolate the residue at this pole,
lim I2k ( +)
(1)k (q q 1 )
2i[k]q ![k 1]q ! cos((aQ + kn
2 ))

kn
kn
k
k
(x x+ ) + cos aQ +
(x+ x ) V ( ). (A.25)
cos aQ
2
2
Comparing (A.25) with (A.12) we observe that the desired integrals Gk can be expressed through
such residues,
Gk = 2
k+1
i e
i
2
nk 2
k1

j =1

nk
sin(nj ) cos aQ +
lim I2k ( +) =0 .
0
2
(A.26)
Furthermore, it is easy to see that

lim I2k ( +) =0
1
=
k
1
z3
dz2k1
z2
dz2

dz1 V (1)V+ (z2k1 ) V+ (z1 )V (0) ,
(A.27)
and hence
Gk =

k1
2k+1
nk
sin(nj ) cos aQ +
k
2
j =1
1
zk
dk1
dzk
0
k

kn1
2 +aQ
zj
j =1
1
dz1
0
k1

kn1
2 aQ

(1 j )
(j i )
j =1
(1 zj )n1

j >i
j >i
(zj zi )

j,i
|zi j |n1 .
(A.28)
311
A.3. Final step of the calculation

Integrations over the variables z1 , . . . , zk in (A.28) can be eliminated by using the following
identity12 :
k
k2
dzk1
dzk
k1
1
k1
k
(k
dz1
(zj zi )
k
k

|j zi |j
j =0 i=1
j >i
j =0 (1 + j )
(j

+ 1 + kj =0 j ) j >i
i )i +j +1 ,
(A.29)
where k > k1 > > 0 is an ordered set of real numbers. In the case under consideration
0 = 0, k = 1 and
0 =
kn 1
+ aQ,
2
j = n 1 (j = 1, . . . , k).
(A.30)
Thus
Gk =
2k+1 2 Dk1
1kn
k ( 1kn
2 aQ) ( 2 + aQ)
k (n)
k1

sin(nj ),
(A.31)
j =1
where Dk1 is the Selberg integral [12,13]:

1
Dk1 =
k1
dk1
dk2
2
0
0
k1 (n)k (1 kn)
(k
1)! k (n)
d1
k1

(k1)n1
j =1
k1
j =1 sin(nj )
(1 j )2n
(j i )2n
j >i
(A.32)
Combining Eqs. (A.31) and (A.32) one arrives to (35).

References
[1]
[2]
[3]
[4]
[5]
[6]
[7]
[8]
[9]
[10]
[11]
[12]
[13]
S.L. Lukyanov, E.S. Vitchev, A.B. Zamolodchikov, Nucl. Phys. B 683 (2004) 423.
S.L. Lukyanov, A.M. Tsvelik, A.B. Zamolodchikov, Nucl. Phys. B 719 (2005) 103.
V.A. Fateev, E. Onofri, Al.B. Zamolodchikov, Nucl. Phys. B 406 (1993) 521.
V.A. Fateev, Phys. Lett. B 357 (1995) 397.
A.M. Tsvelik, Quantum Field Theory in Condensed Matter Physics, Cambridge Univ. Press, Cambridge, 1995.
M. Goulian, M. Li, Phys. Rev. Lett. 66 (1991) 2051.
I. Affleck, A. Ludwig, Phys. Rev. Lett. 67 (1991) 161.
P. Fendley, H. Saleur, N.P. Warner, Nucl. Phys. B 430 (1994) 577.
Al.B. Zamolodchikov, unpublished notes, 2001.
R.B. Zhang, J. Phys. A: Math. Gen. 27 (1994) 817.
P. Baseilhac, V.A. Fateev, Nucl. Phys. B 532 (1998) 567.
A. Selberg, Norsk. Mat. Tidsskr. 26 (1944) 71.
V. Dotsenko, V. Fateev, Nucl. Phys. B 251 (1985) 691.
12 This identity can be interpreted as the DotsenkoFateev representation [13] of the simple conformal block of Virasoro
algebra with the central charge c = 2. A similar identity was used in Ref. [11].
T Q relation and exact solution for the XYZ chain

with general non-diagonal boundary terms
Wen-Li Yang a,b, , Yao-Zhong Zhang b
a Institute of Modern Physics, Northwest University, Xian 710069, PR China
b Department of Mathematics, University of Queensland, Brisbane, QLD 4072, Australia
Received 22 February 2006; received in revised form 11 March 2006; accepted 16 March 2006
Abstract
We propose that the Baxters Q-operator for the quantum XYZ spin chain with open boundary conditions
is given by the j limit of the corresponding transfer matrix with spin-j (i.e., (2j + 1)-dimensional)
auxiliary space. The associated T Q relation is derived from the fusion hierarchy of the model. We use this
relation to determine the Bethe Ansatz solution of the eigenvalues of the fundamental transfer matrix. The
solution yields the complete spectrum of the Hamiltonian.
PACS: 75.10.Pq; 04.20.Jb; 05.50.+q
Keywords: Spin chain; Reflection equation; Bethe Ansatz; Q-operator; Fusion hierarchy
1. Introduction
In this paper we are interested in the exact solution of the quantum XYZ quantum spin chain
with most general non-diagonal boundary terms, defined by the Hamiltonian
H=
N1
j =1

y y
x
() y
() z
Jx jx jx+1 + Jy j j +1 + Jz jz jz+1 + h()
x 1 + hy 1 + hz 1
y
x
(+)
(+) z
+ h(+)
x N + hy N + hz N ,
E-mail address: wenli@maths.uq.edu.au (W.-L. Yang).

doi:10.1016/j.nuclphysb.2006.03.025
(1.1)
313
W.-L. Yang, Y.-Z. Zhang / Nuclear Physics B 744 [FS] (2006) 312329
where x , y , z are the usual Pauli matrices, N is the number of spins, the bulk coupling
constants Jx , Jy , Jz are related to the crossing parameter and modulus parameter by the
following relations,
Jx =
ei ( + 2 )
,
( 2 )
Jy =
ei ( +
( 12 +
2 + 2)
,
2)
Jz =
( + 12 )
( 12 )
and the components of boundary magnetic fields associated with the left and right boundaries are
given by
h()
x
= e
3
()
l=1 l 2 )
i(
3
() (l 2 )
,
( 2 )
( () )
()
l=1
3
i(
h()
y = e
() 1
l=1 l 2 2 )
()
()
3

(
( 12 + 2 ) l=1
() (l
3
h()
z
2 2)
.
()
(l )
( 12 ) l=1
()
12 )
(l() )
(1.2)
()
Here (u) is the -function defined in the next section and {l } are free boundary parameters
which specify the boundary coupling (equivalently, the boundary magnetic fields).
In solving the closed XYZ chain (with periodic boundary condition), Baxter constructed a
Q-operator [1], which has now been proved to be a fundamental object in the theory of exactly
solvable models [2]. However, Baxters original construction of the Q-operator was ad hoc and
its connection with the quantum inverse scattering method was not clear. It was later argued [3]
that the Q-operator for the XXZ spin chain with periodic boundary condition may be constructed
2 ) universal L-operator whose associated auxiliary space is taken as an infinitefrom the Uq (sl
2 ). (See also [4] for recent discussions on the
dimensional q-oscillator representation of Uq (sl
direct construction of the Q-operator of the closed chain.) In [5], a natural set-up to define the
Baxters Q-operator within the quantum inverse scattering method was proposed for the open
XXZ chain. However, the generalization of the construction to off-critical elliptic solvable models [6] (including the XYZ chain) is still lacking even for the closed chains.
In this paper, we generalize the construction in [5] to Baxters eight-vertex model and propose
that the Q-operator Q(u) for the XYZ quantum spin chain (closed or open) is given by the
j limit of the corresponding transfer matrix t (j ) (u) with spin-j (i.e., (2j + 1)-dimensional)
auxiliary space,
Q(u) = lim t (j ) (u 2j ).
j
(1.3)
This relation together with the fusion hierarchy of the transfer matrix leads to the T Q relation.
We then use the T Q relation, together with some additional properties of the transfer matrix, to
determine the complete set of the eigenvalues and Bethe Ansatz equations of the transfer matrix
associated with the Hamiltonian (1.1) under certain constraint of the boundary parameters (see
(5.16) below).
The paper is organized as follows. In Section 2, we introduce our notation and some basic
ingredients. In Section 3, we derive the T Q relation from (1.3) and the fusion hierarchy of the
open XXZ chain. In Section 4, some properties of the fundamental transfer matrix are obtained.
By means of these properties and the T Q relation, we in Section 5 determine the eigenvalues of
the transfer matrix and the associated Bethe Ansatz equations, thus giving the complete spectrum
of the Hamiltonian (1.1) under the constraint (5.16) of the boundary parameters. We summarize
our conclusions in Section 6. Some detailed technical calculations are given in Appendices AC.
314
2. Fundamental transfer matrix

Let us fix such that Im( ) > 0 and a generic complex number . Introduce the following
elliptic functions

(u, ) =
(2.1)
exp i (m + a)2 + 2(m + a)(u + b) ,
b
m=
1

(u) = 21 (u, ),
(2.2)
ln (u) .
(u) =
u
2
Among them the -function1 satisfies the following identity:
(u + x) (u x) (v + y) (v y) (u + y) (u y) (v + x) (v x)
= (u + v) (u v) (x + y) (x y),
(2.3)
which will be useful in deriving equations in the following.

The well-known eight-vertex model R-matrix R(u) End(C2 C2 ) is given by
a(u)
d(u)
b(u) c(u)
R(u) =
.
c(u) b(u)
d(u)
a(u)
(2.4)
The non-vanishing matrix elements are [2]
a(u) =

0
1
2
c(u) =
(u, 2 )

0
1
2
1
2
1 (u + , 2 )
2
1
(0, 2 ) 21 (, 2 )
1
b(u) =
0
(u, 2 ) 1 (u + , 2 )
2
,

0
0
1 (0, 2 ) 1 (, 2 )
1
2
(u, 2 )

0
1
2
1
d(u) =
(u + , 2 )

1
0
1 (0, 2 ) 21 (, 2 )
0
2
1
2
2
1
2
1
2
(u, 2 ) 1 (u + , 2 )

0
1
2
(0, 2 )

0
1 (, 2 )
. (2.5)
Here u is the spectral parameter and is the so-called crossing parameter. The R-matrix satisfies
the quantum YangBaxter equation
R1,2 (u1 u2 )R1,3 (u1 u3 )R2,3 (u2 u3 ) = R2,3 (u2 u3 )R1,3 (u1 u3 )R1,2 (u1 u2 ),
(2.6)
and the properties,
PT-symmetry:
t1 t2
R1,2 (u) = R2,1 (u) = R1,2
(u),
Z2 -symmetry:
1i 2i R1,2 (u) = R1,2 (u)1i 2i ,
(2.7)
for i = x, y, z,
(2.8)
1 Our -function is the -function (u) [7]. It has the following relation with the Weierstrassian -function if denoted
1

2
nq 2n
i
it by w (u): w (u) e1 u (u), 1 = 2 ( 16 4
n=1 1q 2n ) and q = e .
Unitarity relation: R1,2 (u)R2,1 (u) = (u) id,

Crossing relation:
(u) =
t2
(u )V1 ,
R1,2 (u) = V1 R1,2
(u + ) (u )
,
() ()
V = i y .
315
(2.9)
(2.10)
Here R2,1 (u) = P12 R1,2 (u)P12 with P12 being the usual permutation operator and ti denotes
transposition in the ith space. Throughout this paper we adopt the standard notations: for any
matrix A End(C2 ), Aj is an embedding operator in the tensor space C2 C2 , which acts
as A on the j th space and as identity on the other factor spaces; Ri,j (u) is an embedding operator
of R-matrix in the tensor space, which acts as identity on the factor spaces except for the ith and
j th ones.
Integrable open spin chains can be constructed as follows [8]. Let us introduce a pair of
K-matrices K (u) and K + (u). The former satisfies the reflection equation (RE)
R1,2 (u1 u2 )K1 (u1 )R2,1 (u1 + u2 )K2 (u2 )
= K2 (u2 )R1,2 (u1 + u2 )K1 (u1 )R2,1 (u1 u2 ),
(2.11)
and the latter satisfies the dual RE [8,9]

R1,2 (u2 u1 )K1+ (u1 )R2,1 (u1 u2 2)K2+ (u2 )
= K2+ (u2 )R1,2 (u1 u2 2) K1+ (u1 )R2,1 (u2 u1 ).
(2.12)
Then the transfer matrix t (u) of the open XYZ chain with general integrable boundary terms is
given by [8]

t (u) = tr0 K0+ (u)T0 (u)K0 (u)T0 (u) ,
(2.13)
where T0 (u) and T0 (u) are the monodromy matrices
T0 (u) = R0,N (u) R0,1 (u),
T0 (u) = R1,0 (u) RN,0 (u),
(2.14)
and tr0 denotes trace over the auxiliary space 0.

In this paper, we consider the most general solutions K (u) [10] to the associated reflection
equation and its dual,

()
()
()
(2u)
cx (u)eiu x cy (u)eiu y cz (u) z
+
+
I+
,
2 (u)
(u + 2 )
(u + 1+
(u + 12 )
2 )

K + (u) = K (u ){c() }{c(+) } ,
K (u) =
()
()
2 )
()
3

(l 2 )
()
l=1

cy() = ei(
()
12 2 )
(l
()
3

(
cz() =
2 2)
.
(l() )
l=1
(2.16)
where I is the 2 2 identity matrix and the constants {cl

()
parameters {l } as follows:
cx() = ei(
(2.15)
} are expressed in terms of boundary
()
3

(l 12 )
()
l=1
(l
)
(2.17)
316
Sklyanin has shown that the transfer matrices with different spectral parameters commute with
each other: [t (u), t (v)] = 0. This ensures the integrability of the open XYZ chain. The Hamiltonian (1.1) can be expressed in terms of the transfer matrix

()
(N 1) () + 2 (2) ,
ln t (u)
H=
(2.18)
(0) u
u=0
where (0) =
u (u)|u=0 .
3. Fusion hierarchy and T Q relation

We shall use the fusion procedure, which was first developed for R-matrices [11] and then
later generalized for K-matrices [12,13], to obtain the Baxter T Q relation. The fused spin(j, 12 ) R-matrix (j = 12 , 1, 32 , . . .) is given by [11]

(+)
(+)
R1,2j +1 (u)R2,2j +1 (u + ) R2j,2j +1 u + (2j 1) P1...2j
,
R
1...2j ,2j +1 (u) = P1...2j
(3.1)
(+)
where P1...2j is the completely symmetric projector. Following [12,13], the fused spin-j
K-matrix K
1...2j
(u) is given by
(+)

K
1...2j
(u) = P1...2j K2j (u)R2j,2j 1 (2u + )K2j 1 (u + )
R2j,2j 2 (2u + 2)R2j 1,2j 2 (2u + 3)K2j

2 (u + 2)

(+)
R2,1 2u + (4j 3) K1 u + (2j 1) P1...2j .
(3.2)
+
The fused spin-j K-matrix K
1...2j
(u) is given by

+

K
1...2j
(u) = F (u|2j )K
1...2j (u 2j ) {c() }{c(+) } ,
l
(3.3)
q1
where the scalar functions F (u|q) are given by F (u|q) = 1/( l=1 lk=1 (2u + l + k)), for
q = 1, 2, . . . . The fused transfer matrix t (j ) (u) constructed with a spin-j auxiliary space is given
by
+

t (j ) (u) = tr1...2j K
1...2j
(u)T
1...2j (u)K
1...2j (u)T
1...2j u + (2j 1) ,
1
j = , 1, . . . ,
2
(3.4)
where
T
1...2j (u) = R
1...2j ,N (u) R
1...2j ,1 (u),

T
1...2j u + (2j 1) = R
1...2j ,1 (u) R
1...2j ,N (u).
(3.5)
1
The transfer matrix (2.13) corresponds to the fundamental case j = 12 , i.e., t (u) = t ( 2 ) (u). The
fused transfer matrices constitute commutative families, namely,
(j )

t (u), t (k) (v) = 0.
(3.6)
317
They satisfy a so-called fusion hierarchy relation [12,13]

1
t (j ) u (2j 1) = t (j 2 ) u (2j 1) t (u) (u)t (j 1) u (2j 1) ,
3
j = 1, , . . . .
2
(3.7)
In the above hierarchy, we have used the convention t (0) (u) = id. The coefficient function (u)
can be expressed in terms of the quantum determinants of the monodromy matrices T (u), T (u)
and K-matrices [12,13],
(u) =
Det{T (u)} Det{T (u)} Det{K (u)} Det{K + (u)}

.
1,1 (2u )
Here 1,1 (u) =
(u) (u+2)
() ()
(3.8)
and the corresponding determinants are given by [13]
()

()
Det T (u) id = tr12 P12 T1 (u )T2 (u)P12 =

()
()
Det T (u) id = tr12 P12 T1 (u )T2 (u)P12 =

(u + ) (u )
() ()
(u + ) (u )
() ()
()
Det K (u) = tr12 P12 K1 (u )R12 (2u )K2 (u) ,

()

Det K + (u) = tr12 P12 K2+ (u)R12 (2u )K1+ (u ) ,

()
N
id,
(3.9)
id,
(3.10)
N
(3.11)
(3.12)
()
where P12 is the completely antisymmetric project: P12 = 12 (id P12 ). Using the crossing
relations of the K-matrices (see (4.9)(4.12) below) and after a tedious calculation (for details
see Appendix A), we find that the quantum determinants of the most general K-matrices K (u)
given by (2.15) and (2.16) respectively are
3
()
()
(2u 2)
(l + u) (l u)
Det K (u) =
,
()
(l() ) (l() )
l=1
(3.13)
+ (2u + 2)
(u + l(+) ) (u l(+) )
.
Det K (u) =
(+)
(+)
()
( ) ( )
(3.14)
l=1
Substituting (3.9)(3.14) into (3.8), one has that

(u + ) (u ) 2N (2u 2) (2u + 2)
(u) =
() ()
(2u ) (2u + )
( )
( )
3

(u + ) (u )
= l=1
l
l
( )
( )
(l ) (l )
(3.15)
For generic , the fusion hierarchy does not truncate (cf. the roots of unity case in the trigonometric limit [14,15]). Hence {t (j ) (u)} constitute an infinite hierarchy, namely, j taking values
1
3
(j )
2 , 1, 2 , . . . . The commutativity (3.6) of the fused transfer matrices {t (u)} and the fusion
relation (3.7) imply that the corresponding eigenvalue of the transfer matrix t (j ) (u), denoted
by (j ) (u), satisfies the following hierarchy relation
318
(j )
(u + 2j ) =
(j 12 )

1
(u) (u)(j 1) u 2(j 1) ,
u2 j
2
3
j = 1, , . . . .
2
(3.16)
1
Here we have used the convention (u) = ( 2 ) (u) and (0) (u) = 1. Dividing both sides
1
of (3.16) by (j 2 ) (u 2(j 12 )), we have
(u) =
(j ) (u + 2j )
1
(j 2 ) (u 2(j 12 ))
+ (u)
(j 1) (u 2(j 1))
1
(j 2 ) (u 2(j 12 ))
(3.17)
We now consider the limit j . We make the fundamental assumption (1.3) (in particular,
that the limit exists), which implies for the corresponding eigenvalues
Q(u) = lim (j ) (u 2j ),
(3.18)
j +
where we have used the same notation for the operator Q and its eigenvalues (cf. Eq. (1.3)). It
follows from (3.17) that
(u) =
Q(u )
Q(u + )
+ (u)
.
Q(u)
Q(u)
(3.19)
Assuming the function Q(u) has the decomposition Q(u) = f (u)Q(u) with
Q(u) =
M

(u uj ) (u + uj + ),
(3.20)
j =1
where M is certain non-negative integer and {uj } are some parameters which will be specified
later (see (5.17) and (5.19) below), then Eq. (3.19) becomes
(u) = H1 (u)
Q(u + )
Q(u )
+ H2 (u)
.
Q(u)
Q(u)
(3.21)
f (u)
Here H1 (u) = f f(u+)
(u) and H2 (u) = (u) f (u) . It is easy to see that the functions {Hi (u) | i =
1, 2} satisfy the relation
H1 (u )H2 (u) = (u)
(3.22)
with (u) given by (3.15).

In summary, the eigenvalue (u) of the fundamental transfer matrix t (u) (2.13) has the decomposition form (3.21), where the coefficient functions {Hi (u)} satisfy the constraint (3.22). In
the following, we shall use certain properties of the eigenvalue (u) derived from the transfer
matrix to determine the functions {Hi (u)} and therefore the eigenvalue (u).
4. Properties of the fundamental transfer matrix
Here we will derive five properties of the fundamental transfer matrix t (u), which together
with the T Q relation (3.21) enable us to determine the functions {Hi (u)}.
In addition to the Riemann identity (2.3), the -function enjoys the following identity:
(2u) =
2 (u) (u + 12 ) (u + 2 ) (u
( 12 ) ( 2 ) ( 12 2 )
1
2
2 )
(4.1)
(u + 1) = (u),
(u + ) = e2i(u+ 2 ) (u).
(4.2)
Moreover, from the definition of the elliptic function (2.1), one may show that
1

1
0
1 (u + , 2 ) = ei(u+ 2 + 2 ) 21 (u, 2 ),
2
1
2
1
2
319
(4.3)
(u + , 2 ) = ei(u+ 2 + 2 )

0
1
2
(4.4)
(u, 2 ).
The property (4.1) of the -function implies that the matrix elements of the K-matrices
K (u) given by (2.15)(2.16) are analytic functions of u. Thus the commutativity of the transfer
matrix t (u) and the analyticity of the R-matrix and K-matrices lead to the following analytic
property:
The eigenvalue of t (u) is an analytic function of u at finite u.
(4.5)
The quasi-periodicity of the elliptic functions, (4.2)(4.4), allows one to derive the following
properties of the R-matrix and K-matrices:
R1,2 (u + 1) = 1z R1,2 (u)1z = 2z R1,2 (u)2z ,
K (u + 1) = z K (u) z ,
R1,2 (u + ) = e2i(u+ 2 + 2 ) 1x R1,2 (u)1x = e2i(u+ 2 + 2 ) 2x R1,2 (u)2x ,

3
K (u + ) = e2i(3u+ 2 ) x K (u) x ,
3
K + (u + ) = e2i(3u+3+ 2 ) x K + (u) x .
From these relations one obtains the quasi-periodic properties of t (u),
t (u + 1) = t (u),
t (u + ) = e2i(N+3)(2u++ ) t (u).
(4.6)
The initial conditions of the R-matrix R12 (0) = P12 and K-matrices: K (0) = id, tr K + (0) =
(2)/ (), imply that the initial condition of the fundamental transfer matrix t (u) is given by

(2)
id .
t (u)u=0 =
()
(4.7)
The identity

0
1
(u, 2 )
1
1 (u, 2 )
(u)
2
2
=
,

1
( 2 )
0
2
1 ( 2 , 2 ) 1 ( 2 , 2 )
suggests the semi-classical property of the R-matrix lim0 { ()R12 (u)} = (u) id. This enables us to derive the semi-classical property of t (u),

lim 2N ()t (u) = 2N (u) lim tr K + (u)K (u) id .
(4.8)
0
Now, we derive the crossing relation of t (u). For this purpose, we introduce
t
K1 (u) = tr2 P12 R12 (2u 2) K2 (u) 2 ,
t

K1+ (u) = tr2 P12 R12 (2u) K2+ (u) 2 .
(4.9)
(4.10)
320
Through a straightforward calculation (see Appendix A for details), we find

(2u) y
K (u ) y f (u)V K (u )V ,
()
(2u + 2) y +
K + (u) =
K (u ) y f+ (u)V K + (u )V ,
()
K (u) =
(4.11)
(4.12)
(2u+2)
where the 2 2 matrix V is given in (2.10), f (u) = (2u)
() and f+ (u) = () . The PTsymmetry (2.7) and crossing relation (2.10) of the R-matrix implies

t
t
T00 (u ) = R0,N (u ) R0,1 (u ) 0

t
(2.10)
tN
t1
= (1)N1 V0 R0,N
(u) R0,1
(u)V0 0

t
t ...t
= (1)N1 V0 R0,N (u) R0,1 (u) 1 N V0 0
t t ...t
= (1)N1 V0 R0,N (u) R0,1 (u) 0 1 N V0
(2.7)
(2.7)
= (1)N1 V0 R0,1 (u) R0,N (u) V0 = (1)N1 V0 T0 (u)V0 .
(4.13)
Similarly, we have another duality relations between the monodromy matrices T (u) and T (u),
t
T00 (u ) = (1)N1 V0 T0 (u)V0 .
(4.14)
The crossing relations of the K-matrices (4.11) and (4.12), and the duality relations (4.13) and
(4.14), imply that

t (u ) =
tr0 K0+ (u )T0 (u )K0 (u )T0 (u )
t
=
tr0 K0+ (u )T0 (u ) 0 K0 (u )T0 (u ) 0
t

t t

t
=
tr0 T00 (u ) K0+ (u ) 0 T00 (u ) K0 (u ) 0

t

t
(4.13),(4.14)
=
tr0 T0 (u) V0 K0+ (u ) 0 V0 T0 (u) V0 K0 (u ) 0 V0

t

t
(4.11),(4.12)
=
tr0 T0 (u) K0+ (u) 0 T0 (u) K0 (u) 0 /f+ (u)f (u)
=
tr0 tr1 tr2 (T0 (u)P01 R0,1 (2u)K1+ (u)T0 (u)P02 R0,2 (2u 2)K2 (u))
f+ (u)f (u)
tr0 tr1 tr2 (P01 T1 (u)R0,1 (2u)T0 (u)P02 R0,2 (2u 2)K2 (u)K1+ (u))
f+ (u)f (u)
(4.9),(4.10)
tr0 tr1 tr2 (K1+ (u)T1 (u)P01 R0,1 (2u)P02 R0,2 (2u 2)K2 (u)T1 (u))
.
f+ (u)f (u)
(4.15)
In deriving the second last equality of the above equation, we have used the relation,
T1 (u)R0,1 (2u)T0 (u) = T0 (u)R0,1 (2u)T1 (u), which is a simple consequence of the quantum
YangBaxter equation (2.6). Then, let us consider

tr0 tr2 P01 R0,1 (2u)P02 R0,2 (2u 2)K2 (u) /f+ (u)f (u)

= tr0 P01 R0,1 (2u) tr2 P02 R0,2 (2u 2)K2 (u) /f+ (u)f (u)
t

(4.9)
= tr0 P01 R0,1 (2u) K0 (u) 0 /f+ (u)f (u)
=
321
t
= tr0 V0 P01 R0,1 (2u)V0 K0 (u ) 0 /f+ (u)
t
(2.8)
= tr0 V1 P01 R0,1 (2u)V1 K0 (u ) 0 /f+ (u)
(4.9)
(4.11) f (u )
= V1 K1 (u )V1 /f+ (u) =
K1 (u) = K1 (u).
f + (u)
(4.11)
Substituting the above equation into (4.15), we have the following crossing relation of t (u):

t (u ) = tr1 K1+ (u)T1 (u)K1 (u)T1 (u) = t (u).
(4.16)
We remark that our above proof of the crossing relation (4.16) generalizes the previous proofs
given in [16].
5. Eigenvalues and Bethe Ansatz equations
It follows from (4.5)(4.8) and (4.16) that the eigenvalue (u), as a function of u, has the
following properties,
Analyticity:
(u) is an analytic function of u at finite u,
Quasi-periodicity:
(u + 1) = (u),
Crossing symmetry:
Initial condition:
Semi-classic property:
(5.1)
(u + ) = e2i(N+3)(2u++ ) (u),
(5.2)
(u ) = (u),
(2)
,
(0) =
()

lim 2N ()(u) = 2N (u) lim tr K + (u)K (u) .
(5.3)
(5.4)
(5.5)
The T Q relations (3.21) and (3.22), together with the above properties (5.1)(5.5), can be used
to determine {Hi (u)} and the eigenvalues of the fundamental transfer matrix.
( )
For this purpose, we define 6 discrete parameters {l = 1 | = , l = 1, 2, 3} and fix
( )
()
1 = +1 in the following. Associated with {l }, we introduce

( )
u l
=
()
H1
( ) ( )
3
2N (u) (2u) (u + l l )
,
( ) ( )
2N () (2u + ) =
( )
l=1
(5.6)
( ) ( )
3

( ) 2N (u + ) (2u + 2)
(u l l )
.
u l
=
( ) ( )
2N () (2u + ) =
( )
()
H2
l=1
(5.7)
( )
( )
One may readily check that the functions H1() (u|{l }) and H2() (u|{l }) indeed satisfy (3.22), namely,

( ) ()
( )
()
H2 u l
= (u).
H1 u l
(5.8)
The general solution to (3.22) can be written as follows:
()
( )
()
( )
g1 (u),
g2 (u),
H2 (u) = H2 u l
H1 (u) = H1 u l
(5.9)
where {gi (u)} satisfy the following relations,

g1 (u )g2 (u) = 1,
g1 (u + 1) = g1 (u),
g2 (u + 1) = g2 (u).
(5.10)
322
The solutions to (5.10) have the following form,

N2
N1
+
1 j =1 (u uj )
j =1 (u uj )
(u)
=
,
g
,
g1 (u) = N
2

1
N2 (u u+ )
j
j =1 (u uj )
j =1
(5.11)
where N1 and N2 are integers such that N1 , N2 0, and is an non-zero constant. In the
( ) ( )
( ) ( )
above equation, we assume that u
and u+
, otherwise the
j = l l
j = l l
()
( )
()
( )
corresponding factors in gi (u) make transitions among {H1 (u|{l })} ({H2 (u|{l })}, respectively). Then the analyticity of (u) (5.1) requires that g1 (u) and g2 (u) have common poles;
+
i.e., N1 = N2 , and u
j = uj + . This means
g1 (u) =
()
N1

(u u
j + )
j =1
(u u
j )
( )
()
N1
(u u
1
j )
g2 (u) =
.
(u u
j )
j =1
(5.12)
( )
Since H2 (u|{l }) = H1 (u |{l }), the crossing symmetry of (u) (5.3) implies that
H2 (u) = H1 (u ). Hence, N1 is even and
N1
g1 (u) =
2 (u u + ) (u + u + 2)

j
j
(u u
j ) (u + uj + )
j =1
(5.13)
N1
g2 (u) =
2 (u u ) (u + u )

j
j
j =1
(u u
j ) (u + uj + )
= 1.
(5.14)
This is equivalent to having additional Bethe roots; and the corresponding factors, except , can
be absorbed into those of Q(u) (3.20). Moreover the initial condition (5.4) implies = +1.
Therefore the eigenvalues of the transfer matrix take the following forms:

( ) Q(u + )

( ) Q(u )
+ H2() u l
.
H1() u l
(5.15)
Q(u)
Q(u)
In the above expression, we still have an unknown non-negative integer M defined in (3.20) to
be fixed. Moreover, (u) must fulfill the properties (5.2) and (5.5). This provides the following
( )
constraint to the boundary parameters {l }:
3

= l=1
( ) ( )
= k mod(1),
l l
3

= l=1
( )
l
= 1,
(5.16)
where k is an integer such that |k| N 1 and N 1 + k being even, and yields two different
( )
values M () for M in (3.20), corresponding respectively to Hi() (u|{l }),
1
M () = (N 1 k).
(5.17)
2
The proof of the above constraint is relegated to Appendix B.
( )
Finally, we have that if the boundary parameters {l } satisfy any of the constraints (5.16),
the eigenvalues of the fundamental transfer matrix t (u) are given by
() (u )

( ) Q() (u + )
()
( ) Q
+
H
,
u l
u

l
2
Q() (u)
Q() (u)
()
() (u) = H1
(5.18)
323
()
()
()
()
where Q() (u) = M
+ ) and the parameters {uj } respectively
j =1 (u uj ) (u + uj
satisfy the Bethe Ansatz equations,
()
()
( )
()
()
( )
H2 (uj |{l })
H1 (uj |{l })
Q() (u()
j + )
()
Q() (uj
j = 1, . . . , M () .
(5.19)
Indeed one can verify that both () (u) given by (5.18) have the desirable properties (5.1)
(5.5) provided that the constraint (5.16) and the Bethe Ansatz equations (5.19) are satisfied. In
the trigonometric limit +i, we recover the results in [5] (for details see Appendix C).
The completeness [5,17] of the eigenvalues {() (u)} in the trigonometric case suggests that
for a given set of bulk and boundary parameters satisfying the constraint (5.16), the eigenvalues
() (u) and (+) (u) together constitute the complete set of eigenvalues of the transfer matrix t (u) of the open XYZ spin chain.
Therefore the complete set of the energy eigenvalues E () of the Hamiltonian (1.1), when the
boundary parameters satisfy the constraint (5.16), are respectively given by

M ()
3
()

()

( ) ( )
()
()
E =
uj uj + + (N 1) () +
,
l l
2
(0)
=
j =1
l=1
(5.20)
()
{uj }
respectively satisfy the Bethe Ansatz equations (5.19).

where the parameters
Some remarks are in order. Firstly, in [18] a generalized algebraic Bethe Ansatz [19] was
used to diagonalize the open XYZ spin chain when boundary parameters satisfying a constraint.
However, only partial eigenvalues of transfer matrix corresponding to our (+) (u) were obtained
there and it is not clear whether the approach in [18] can give all the eigenvalues of the transfer
matrix. (See also [20], where partial eigenvalues of the transfer matrix of the open XXZ spin
chain were obtained.) Indeed, it is found in this paper that both () (u) are needed to constitute
a complete set of eigenvalues. This implies that two sets of Bethe Ansatz equation (5.19) and
therefore presumably two pseudo-vacua are required. Unfortunately, it is not yet clear how to
construct the second pseudo-vacuum in the generalized algebraic Bethe Ansatz approach. Sec1
with p being a non-negative integer (i.e.
ondly, when the crossing parameter is equal to p+1
roots of unity case), the corresponding fusion hierarchy truncates as in the trigonometric case
[14], and one may generalize the method developed in [15] to obtain the corresponding functional relations obeyed by the transfer matrices and therefore the eigenvalues of the fundamental
transfer matrix t (u). If the boundary parameters satisfy the constraint (5.16), the complete set of
eigenvalues and the associated Bethe Ansatz equations, in the roots of unity case, are expected
to be still given by (5.18) and (5.19), respectively. Thirdly, it would be interesting to determine
the conditions for which the limit (1.3) exists. We have seen that (5.18)(5.19) solve the open
XYZ chain with generic values of if the constraint (5.16) is satisfied. This suggests that, for
generic values of , the constraint (5.16) may be a necessary condition for the existence of the
limit (1.3). It would be interesting to explicitly evaluate the Q-operator directly from Eq. (1.3).
6. Conclusions
We have argued that the Baxters Q-operator for the open XYZ chain is given by the j
limit of the transfer matrix with spin-j auxiliary space. This together with the fusion hierarchy
leads to the Baxters T Q relations (3.21) and (3.22). These T Q relations, together with the
324
additional properties (5.1)(5.5), enable us to successfully determine the eigenvalues (5.18) of

the fundamental transfer matrix and the associated Bethe Ansatz equations (5.19). For a given
set of bulk and boundary parameters satisfying the constraint (5.16), the eigenvalues () (u)
and (+) (u) together constitute the complete set of eigenvalues of the fundamental transfer matrix t (u), which leads to the complete spectrum (5.20) of the Hamiltonian (1.1). Our derivation
for the Q-operator and associated T Q relation can be applied to other models which share sl2 like fusion rule. Moreover, it would be interesting to generalize our method to integrable models
associated with higher rank algebras [2123].
Acknowledgements
We thank Ryu Sasaki for critical comments and useful discussions. Financial support from
the Australian Research Council is gratefully acknowledged.
Appendix A. Determinants and crossing relations
In this appendix, we compute the determinants (3.11) and (3.12) of the K-matrices. In so
doing, we will also prove the crossing relations (4.11) and (4.12).
One rewrites K (u) in (2.15) as
K (u) =
3
f (u) ,
0 = I, 1 = x , 2 = y , 3 = z .
=0
It is easy checked that the coefficient function {f (u)} satisfy

f0 (u) = f0 (u),
fi (u) = fi (u),
for i = 1, 2, 3.
The above parity relations lead to the following unitarity relation of K (u)
K (u)K (u) = 2 (u) id,
2 (u) =
3
(A.1)
f (u)f (u).
=0
From the expression (2.15) of K (u) and after direct calculation, we find that
2 (u) =
3
()
()

( + u) ( u)
l
()
l=1
(l
l
()
) (l
(A.2)
)
()
We now follow a method similar to that developed in [24]. Noting R1,2 () = 2P12 and
PT-symmetry (2.7) of the R-matrix, the reflection equation (2.11), when u1 = u, u2 = u + ,
reads
P12 K1 (u)R1,2 (2u + )K2 (u + ) = K2 (u + )R1,2 (2u + )K1 (u)P12 .
()
()
()
Since the dimension of the image of P12 is equal to one, the above equation becomes
K2 (u + )R1,2 (2u + )K1 (u)P12
()
= P12 K1 (u)R1,2 (2u + )K2 (u + )P12

()
()
= tr12 P12 K1 (u)R1,2 (2u + )K2 (u + ) P12
()
(3.11)
= Det K (u + ) P12 .
(A.3)
()
()
325
It is well known that the completely antisymmetric vector with unit normal in C2 C2 is

2

1
1
(A.4)
|i |i ,
|1 |2 |2 |1 = (id V )
2
2 i=1
where {|1, |2} are the orthonormal basis of C2 . Acting both sides of (A.3) on the vector (A.4)
and after straightforward calculating, we find that (A.3) is indeed equivalent to
1
K (u) = Det K (u + ) V K (u + )V
.
Using (A.1), we have
K (u) =
Det{K (u + )}
V K (u )V .
2 (u + )
Taking trace of both sides of (A.5), we have, for the L.H.S. of the resulting relation,

L.H.S. = tr K (u)
t
(4.9)
= tr12 P12 R1,2 (2u 2) K2 (u) 2

t
= tr2 tr1 P12 R1,2 (2u 2) K2 (u) 2

= a(2u 2) + c(2u 2) tr2 K2 (u)

(2u)
= a(2u 2) + c(2u 2)
(u)
(2u) (2u + 2)
=
.
() (u + )
(A.5)
(A.6)
In the above deriving, we have used the following relations:

tr1 P12 R1,2 (u) = a(u) + c(u) id,
(2u + 2) (u)
,
a(2u 2) + c(2u 2) =
() (u + )
which can be obtained from (2.3)(2.5), and the following identities of the elliptic functions:
1
1
(u) (u + 12 )
2
,
1 (2u, 2 ) = 21 (, 2 )
( 2 ) ( 12 + 2 )
2
2

(u 2 ) (u + 12 + 2 )
0
0
.
1 (2u, 2 ) = 1 (0, 2 )
( 2 ) ( 12 + 2 )
2
2
On the other hand, for the R.H.S. of the resulting relation, we obtain

Det{K (u + )}
tr V K (u )V
2 (u + )

Det{K (u + )} 2
=
tr V K (u )
2 (u + )

Det{K (u + )}
=
tr K (u )
2 (u + )
R.H.S. =
326
Det{K (u + )} (2u + 2)
.
2 (u + )
(u + )
(A.7)
Comparing with (A.6) and (A.7), we have

Det{K (u + )} (2u)
=
.
2 (u + )
()
(A.8)
Now (3.13) follows from (A.2) and (A.8). Similarly one can prove (3.14) using (2.16). Finally,
(A.5) and (A.8) give rise to (4.11), and (4.12) can be similarly be proven from (2.16).
Appendix B. Constraint condition (5.16)
One can easily check that both forms (5.15) of eigenvalues of t (u) satisfy the first quasiperiodicity of (5.2) as required. Now we investigate the second quasi-periodic property. The
( )
()
definitions (5.6) and (5.7) of {Hi (u|{l })} imply

3
( ) ( )

( )
()
( )
u + l
= e2i((N +3)(2u+ )+4) e2i( = l=1 l l ) H1 u l
,

( )
()
H2 u + l
3

( ) ( )

( )
.
= e2i((N +3)(2u+ )+(2N+2)) e2i( = l=1 l l ) H2() u l
()
H1
Keeping the above quasi-periodic properties and the definition (3.20) of Q(u) in mind, in order
( )
that (5.15) have the second property of (5.2) one needs that the boundary parameters {l }
satisfy the following constraint
3

= l=1
( ) ( )
l l
= k mod(1),
(B.1)
where k is an integer such that |k| N 1 and N 1 + k being even. For such integer k,
let us introduce two non-negative integers M () : M () = 12 (N 1 k). Moreover, associated
( )
respectively with Hi() (u|{l }), one introduces Q() (u),

()
(u) =
()
M

()
()
u uj u + uj + .
j =1
Hence the eigenvalues of the transfer matrix take the following forms:
() (u )

( ) Q() (u + )
()
( ) Q
+
H
.
u l
u

l
2
Q() (u)
Q() (u)
()
H1
(B.2)
( )
At this stage, we still have freedom to chose the discrete parameters {l }. Now we apply the
semi-classical property (5.5) of (u) to obtain a restriction to this freedom.
For this purpose, let us introduce () (u), corresponding to (B.2),
() (u )

( ) Q() (u + )
()
( ) Q
+
H
,
u l
u

l
2
Q() (u)
Q() (u)
()
() (u) = H1
(B.3)
327
( )
( )
( )
and define l = lim0 l . Since the value of the discrete parameters {l } does not change
when taking the limit of 0, the constraint (B.1) in this limit becomes
3

= l=1
( ) ( )
= 0 mod(1).
l l
(B.4)
Substituting (B.3) into the semi-classical property (5.5) of the eigenvalues of the fundamental
transfer matrix t (u), we have for the L.H.S. of the resulting relation,

L.H.S. = lim 2N ()() (u)
0
2N
( ) ( )
3

(u l l )
(u)
( ) ( )
(l l )
= l=1
( ) ( )
3

(u l l )
( ) ( )
(l l )
= l=1
Comparing both side of the resulting relation, (5.5) is equivalent to the following relation
( ) ( )
3

(u )
l
l
( ) ( )
(l l )
= l=1
( ) ( )
3

(u )
= l=1
l
l
( ) ( )
(l l )

= lim tr K + (u)K (u) .
0
(B.5)
( )
Keeping the constraint (B.4) among {l }, after straightforward calculation, we find that (B.5)
( )
is satisfied if and only if the following constraint among the discrete parameters {l } were
fulfilled
3

= l=1
( )
l
= 1.
(B.6)
(B.1) and (B.6) are nothing but the constraints listed in (5.16).
Appendix C. Trigonometric limit
In this appendix, we consider the trigonometric limit +i of our result. The definition
of the elliptic functions (2.1)(2.2) imply

0
i(u+ 12 + 4 )
1 (u, ),
=e
u+
(C.1)
2
2
and the following asymptotic behaviors
i
lim (u) = 2e 4 sin u + ,

+i

0
lim 1 (u, ) = 1 + .
+i
(C.2)
(C.3)
The above asymptotic behaviors lead to the well-known result:
sin (u + )
1
sin u sin
lim R(u) =
sin sin u
+i
sin
.
sin (u + )
(C.4)
328
After reparameterizing the boundary parameters

1
= + ,
2
and using (C.1)(C.3), one has
()
()
= ,
()
= +
1
+ ,
2 2
(C.5)
lim K (u) K(t)

(u)
+i
2 sin cos cos uI

2 sin cos

+ 2i cos sin sin u z + sin 2u cos x sin y ,
(C.6)

+
lim K + (u) K(t)

(C.7)
(u) = K(t)
(u )( , , )( , , ) .
=
+i
Hence our R-matrix and K-matrices, when taking the trigonometric limit, reduce to the corresponding trigonometric ones used in [5] after a rescaling of the corresponding parameters. In
order for the constraint (5.16) to be still satisfied after the limit, one needs further to require that
( )
()
(+)
()
3 = 3 . Then, the resulting constraint becomes that in [5]. Moreover, our {Hi (u|{l })}
in the limit give rise to the corresponding trigonometric ones in [5] up to some constants (due to
the constant factors appearing in (C.4), (C.6)(C.7)). Therefore, our result recovers that of [5] in
the trigonometric limit.
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329
High temperature limit of the order parameter

correlation functions in the quantum Ising model
S.A. Reyes, A.M. Tsvelik
Department of Physics and Astronomy, SUNY at Stony Brook, Stony Brook, NY 11794-3840, USA
Department of Condensed Matter Physics and Materials Science, Brookhaven National Laboratory,
Upton, NY 11973-5000, USA
Received 6 February 2006; received in revised form 21 March 2006; accepted 22 March 2006
Abstract
In this paper we use the exact results for the anisotropic two-dimensional Ising model obtained by Bugrii
and Lisovyy [A.I. Bugrii, O.O. Lisovyy, Theor. Math. Phys. 140 (2004) 987] to derive the expressions for
dynamical correlation functions for the quantum Ising model in one dimension at high temperatures.
PACS: 71.10.Pm; 72.80.Sk
1. Introduction
The previous attempts to calculate correlation functions of integrable models has mostly concentrated on the low energy (temperature) limit where field theory methods can be applied. In
that case calculations are simplified due the emerging Lorentz symmetry and conformal symmetry (at criticality). Since such symmetries are absent for lattice theories at large temperatures,
much less is known about the high temperature dynamics.
In this paper we discuss the high temperature limit of the two-point correlation functions in the
one-dimensional quantum Ising (QI) model. Though this model has been extensively studied [1],
the high temperature asymptotics are known only for the one site correlation function [2]. We
extract these asymptotics from the general expressions for the correlation functions derived for
the two-dimensional anisotropic classical Ising model (IM) in [4]. To translate them into quantum
E-mail address: tsvelik@bnl.gov (A.M. Tsvelik).

doi:10.1016/j.nuclphysb.2006.03.015
S.A. Reyes, A.M. Tsvelik / Nuclear Physics B 744 [FS] (2006) 330339
331
language, we will exploit the well-known correspondence between a certain scaling limit of
the two-dimensional classical IM and the one-dimensional QI model [3]. The energy of the 2D
classical IM is,

Kx (rx , ry ) (rx + 1, ry ) + Ky (rx , ry ) (rx , ry + 1) .
E=
(1)
rx ,ry
The critical line in the anisotropic 2D Ising model is determined by the equation
sinh 2Kx sinh 2Ky = 1.
(2)
Let us choose the y direction as the (imaginary) time direction. Then one-dimensional QI model
arises when the following continuum limit in the y direction (Ky ) is taken:
= ry 0 ,
0 = e2Ky ,
ry ,
sinh 2Kx sinh 2Ky = .
(3)
In this limit the classical model gives rise to the following quantum Hamiltonian:

1
z (rx ) z (rx + 1) + x (rx ) .
H = J
(4)
More specifically, the correlators of the order parameter field in the classical model correspond
to correlators of the quantum operator z (rx , ).
2. Quantum limit of the correlation functions
It was shown in [4] that the 2D anisotropic Ising correlator in the ferromagnetic phase ( > 1)
for the model of infinite size in the x direction and length N in the y-direction, can be written in
the following form:

1
g2l (rx , )
(0, 0) (rx , ) = T e|rx |
N/2
(5)
l=0
where,
1
en
gn =
n!N n
Fn2 [q] =
ty (1 tx2 )
tx (1 ty2 )
n2 /2
n
q j =1
n

sin2 ((qi 0 qj 0 )/2)
i<j
and,
e|rx | (qj )+i qj (qj ) 2

Fn [q],
sinh (qj )
0
=
2
2
sinh ((i + j )/2)
1/2
=
1 2
,
q0 = q,
n2 n
n
q = 2T m
i<j
(qi qj )2
sinh2 ((i + j )/2)

T 1 = = N 0 .
(6)
(7)
(8)
It is convenient to take the continuum limit as early as possible in the calculation, so we write
the following,
ty (1 tx2 ) sinh 2Ky
1
=
,
tx (1 ty2 ) sinh 2Kx
402
(9)
332
cosh 2Ky cosh 2Kx sinh 2Ky

sinh 2Ky
+ 2 sin2 (q/2)
sinh 2Kx
sinh 2Kx

q 2 1 1
+ + ,
8 2
cosh (q) =
cosh 2Kx cosh 2Ky sinh 2Kx

sinh 2Kx
+ 2 sin2 (q/2)
sinh 2Ky
sinh 2Ky

2
(q)2
2
1 + 2 1 + 2 1
cos(q)
=
1
+
+
0
2
1 + 2
(10)
cosh (q) =
then,
N (q)
1/2

1 + 2
2
cos(q)
,
1
T
1 + 2
where the arrows indicate that the continuum limit has been taken.
In other notations,

2
q
q 2
sinh( /2) = M 2 +
,
cosh( /2) = 1 + M 2 +
,
16
16
2
1
M2 =
1/ .
4
In the continuum (that is quantum) limit (6) becomes

2
n
n
(qi qj )2
T n 1 n /2 e|rx | (qj )+i qj (qj )
gn =
,
n! 16
sinh(j /2) cosh(j /2)
sinh2 ((i + j )/2)
q j =1
i<j
(11)
(12)
(13)
(14)
where we have defined,

(q) (q) + 1
(15)
where according to [4],

1 =

dp log coth
N (p)
,
2
(16)
(q) =

dp
0
cos(p) e (q)
N (p)
log coth
.
cosh (q) cos(p)
2
(17)
It is easy to see now that from (16) and (17) one gets,
1
(q) =

dp
0
sinh (q)
N (p)
log coth
.
cosh (q) cos(p)
2
(18)
As we mentioned in the introduction, we are interested in the nonuniversal or lattice high

temperature limit, T J . Notice that we chose to work with a notation in which T and are
dimensionless variables and are related to the dimensionful ones in the following way,
T
T
,
J
J
,
(19)
333
so that the high temperature regime in terms of our dimensionless variable is, T . We will
restore J at the end of the calculation. In the high temperature regime we can make certain
approximations, namely:
1/2

N (p)
T
2
cos(q)
coth
(20)
1
2
1 + 2
1 + 2
and

sinh (q)
dp
T
(q)
log
2
cosh (q) cos(p)

1+
0

dp
0
log(1
2
1+2
cos(p))
cosh (q) cos(p)

(21)
Now, using the table integrals from [5],

0
dx
,
=
c cos x
c2 1

dx
log(1
(
1+b2
2b
2a
1+a 2
cos x)
cos x)
c2 > 1,
(1 ab)2
2b
log
,
2
1b
1 + a2
(22)
a 2 1, b2 < 1
(23)
we obtain

T
log 1 1 e (q) .
Substituting these results into (14) we obtain

2
n

e|rx |j +i qj
n 1 n /2
1 1 ej
gn
n! 16
sinh(j /2) cosh(j /2)
(q) log
(24)
q j =1
(qi qj )2
i<j
sinh2 ((i + j )/2)
(25)
3. Real time asymptotics

To study the real time properties of the correlation function we will need to transform this
sum into a n-variable integral in the complex plane, as it was done in [6]. The details of this
calculation are given in Appendix A. The final result is
|rx |

z
z
eR(t,|rx |,) ,
(rx , t) (0, 0) (t)
(26)
T
where R is given by Eq. (A.18). It can also be expressed in terms of the dispersion of fermions
(solitons) in the 1D quantum Ising model (4)
(k, ) =
1/2
2J
,
1 + 2 2 cos ka
(27)
334
where a is the lattice spacing. Considering this and restoring dimensions according to (19), the
result for R(t, |rx |, ) can then be written as
2
R(t, |rx |, ) =
1
=
/a

dk v(k, )t |rx |a v(k, )t |rx |a
/a
/a

dk
x v(k, )t
|x| ,
(28)
/a
where x = |rx |a, and,

d (k, )
J a sin ka
(29)
.
=
dk
(M 2 + sin2 (ka/2))1/2
It can be easily shown that,

2J a
max v(k, ) =
(30)
for any value of . This means that, R(t, |rx |, ) vanishes at t < |rx |/2J and has the following
form:

t
2J t
R t, |rx |, = tf
(31)
,
|rx | .
rx
Hence, there is no time dependence in the long distance correlator at t < |rx |/2J .
An analytic expression can be obtained for R,

2t

|rx |a +
2J t
(k0+ , ) (k0 , )
(k0 k0 )
|rx | ,
R t, |rx |, =
(32)
where,

2

|rx | 2
|
|r
|rx | 4
x
2
2

1+
+ 1, 0 < k0 a < .
cos k0 a =
(33)
2J t
2J t
2J t
v(k, ) =
To give a more explicit expression for the correlation function (26), we will calculate
R(t, |rx |, ) in two limits where the expression (32) considerably simplifies. For 1 we have

z
(rx , t) z (0, 0)

|rx |
4
|rx |
J
exp
(2J t)2 |rx |2
arcsin
|rx |
(t)
T
2
2J t

2J t |rx | .
(34)
At 1 (strongly ferromagnetic limit) we obtain,
z

(rx , t) z (0, 0)

|rx |
4
|rx |
2J t 2
J
2
exp
|rx |
arcsin
|rx |
(t)
T
2
2J t

2J t
|rx | .
(35)
335
Notice that the only difference in the time dependence in both regimes is that of a rescaling of
time (t t/).
Remember now that all the results were obtained for the ferromagnetic phase ( > 1). For the
paramagnetic phase, Eq. (5) becomes a sum over g2l+1 . It turns out that this change has a little
effect over the high temperature correlator. In fact, the form of R does not change and one can
easily derive the following result for < 1,

z

J |rx | R(t,|rx |,)
J
z
(rx , t) (0, 0) (t)
(36)
e
, T .
T
The high temperature regime has to be redefined because in the paramagnetic phase the transverse field becomes larger than the spinspin coupling.
4. Conclusions
Let us now discuss qualitative features of Eq. (26). As expected, at zero time we get the
standard result for the one-dimensional classical Ising model:
z

(rx , 0) z (0, 0) (J /T )|rx | .
(37)
At least in the framework of the adopted approximation |rx | 1, this result persists at nonzero
time at times smaller than |rx |/2J . Recall that J / is the coefficient in front of x in the
Hamiltonian. Without this term there is no dynamics. Hence the obtained time dependence is a
quantum effect, as one expects.
If 2tJ |rx | one gets the following approximation:

z
T
8J t |rx |2
.
(rx , t) z (0, 0) (t) exp |rx | log 2
(38)
J
J t
This is different from the Gaussian in t behavior which holds for T = for |rx | = 0 [2].
Acknowledgements
This research was supported by US DOE under contract numbers DE-AC02-98 CH 10886.
We are grateful to B. McCoy, R. Schrock and V.A. Fateev for valuable discussions. S.A.R. is
grateful to R.M. Konik for help.
Appendix A. Transformation of sum (25) into a contour integral
In this appendix we demonstrate how to derive Eq. (26). We do it in a manner similar to the
one described in [6], namely by transforming the sum (25) into a contour integral.
In what follows we will take advantage of the following identities:

2
2
2
q
q
q
q 2
i + j
j
j
sinh
(A.1)
1 + M2 +
1 + M2 + i ,
= M2 + i
+ M2 +
2
16
16
16
16

qj2
qj2
1 + M2 +
,
sinh j = 2 M 2 +
(A.2)
16
16
336
qj2
M2 +
= i sgn(e j ) cosh j ,
16

qj2
j
= 1 + M2 +
= i sinh j ,
cosh
2
16

qj = sgn(e j )4i cosh2 j + M 2
j
sinh
=
2
with,
j = i sinh1
2

M2
qj2
16
(A.3)
(A.4)
(A.5)

(A.6)
In order to be able to simplify notation we define the following,

F () i
[sinh sgn(e ) cosh ]2|rx | {1 + 1 [sinh sgn(e ) cosh ]2 }

, (A.7)

2
2
esgn(e )4 (cosh +M ) 1 cosh2 + M 2

TAN2 (i , j )

sgn(e i )i cosh2 i + M 2 sgn(e j )i cosh2 j + M 2 2
sgn(e i ) cosh i sinh j + sgn(e j ) cosh j sinh i
(A.8)
The discontinuity generated by sgn(e ) arises because we are choosing different values of the
square root at each side of the imaginary axis.
The points (A.6) in the plane, are the poles of (A.7). The result (25) can now be written as a
multivariable contour integral:

2l 1
2
2
d1 F (1 )e4 sgn(e 1 ) (cosh 1 +M )
g2l
2T
(2l)!
C

2
2
TANH2 (i , j ).
d2l F (2l )e4 sgn(e 2l ) (cosh 2l +M )
(A.9)
i<j
The integration contour C = C + C can be deformed as shown in Fig. 1. The discontinuity

along the imaginary axis is, of course, avoided by the contours.
We can see now that F takes the following form along the contours C1 (minus sign) and C6
(plus sign),
ie2|rx ||| (1 + 1 e2|| )
,

2
2
e4 (cosh +M ) 1 cosh2 + M 2
F () =
(A.10)
where is real. For the contours C3 (minus sign) and C4 (plus sign) we have
F ( + i) =
ie2|rx ||| (1 + 1 e2|| )

.

2
2
e4 (cosh +M ) 1 cosh2 + M 2
(A.11)
We are interested in the situation when |rx | 1, so the exponential in F makes the integrand
decrease rapidly with ||. This means that terms in g2l that include integrals along these contours
will be at least of order O(1/|rx |) (smaller) when compared with terms that do not include them.
337
Fig. 1. The figure shows the integration contours in the plane. The circles are the poles of F at j given by (A.6).
Then, to calculate the leading term it is safe to neglect the part of the integral contained in these
contours and keep only the contours C2 and C5 . To evaluate the integrals along these contours
we define:
iei2|rx | (1 + 1 ei2 )
,

2
2
e4 (cos +M ) 1 cos2 + M 2

2

cos i + M 2 cos2 j + M 2 2
TAN2 (i , j )
,
sin(i + j i2)

2

cos i + M 2 + cos2 j + M 2 2
2

.
COTAN (i , j )
sin(i j i2)
F ()
(A.12)
(A.13)
(A.14)
In Eq. (A.12) F + (F ) gives the value of F in (A.7) along C5 (C2 ). We can replace now for it
to get the following approximation,

g2l
2T
2l
2l
p=0
1
p!(2l p)!

p
2
2
di F + (i )eit4 (cos i +M )
0 i=1

2
2
it4 (cos j +M )
dj F (j )e
TAN2+ (i , k )
i>k
j =1
2lp

j >m

TAN2 (j , m
)
COTAN2 (i , j ).
(A.15)
i,j
The denominator of F can be easily simplified if we use the obvious approximation for
1/. Let us then write down the result explicitly:
338
2l

p
2
2
2l
1
ei2|rx |i +it4 (cos i +M ) (1 + 1 ei2i )
g2l
di
8
p!(2l p)!
cos2 i + M 2
p=0
2lp

dj
0 i=1

i2|rx |j it4 (cos2 j +M 2 )
j =1

cos2 i + M 2 cos2 k + M 2 2
i>k
sin(i + k i2)

cos2 j + M 2
+ M2
cos2 m
2
+ i2)
sin(j + m
j >m
(1 + 1 ei2j )
cos2 j + M 2

2

cos i + M 2 + cos2 j + M 2 2

sin(i j i2)
i,j
(A.16)
We are interested in |rx | 1 and in this case the main contribution to the integral comes from
regions around the divergencies. There are divergencies that originate from i j = 0, .
Let us take into account only the terms in g2l which are maximally singular. This maximal
singularity occurs when p = l and in regions where every pairs with an in order to approach
a singularity. There are 2l l! of this regions. Finally we get the following approximation,

2
2
2
2
1
ei4|rx | +4it ( cos +M cos (2 )+M )
g2l
d
d
l! 32 2
( i0)2
0
l

(1 + 1 ei2 )(1 + 1 ei2(2 ) )( cos2 + M 2 + cos2 ( 2 ) + M 2 )2
(cos2 + M 2 )(cos2 ( 2 ) + M 2 )

1
(1 + 1 ei2 )(1 + 1 ei2 ) 2t sin cos
=
d
|r
|
x
l!
cos2 + M 2
cos2 + M 2
0
l

2t sin cos
|rx |

cos2 + M 2

l
1
R t, |rx |, ,
l!
(A.17)
where
4
R

0

2t sin cos
2t sin cos
d
|rx |
|rx | .
cos2 + M 2
cos2 + M 2
And considering that,
(A.18)
339
T
(A.19)
we get the final result for the dynamical (real time) correlation function in the form of (26).
1 log
References
[1] One can find a summary of the early results on the Ising model in: J.H.H. Perk, H.W. Capel, G.R.W. Quispel, F.W.
Nijhoff, Physica A 123 (1984) 1.
[2] M. Mohan, Phys. Rev. B 21 (1980) 1264;
M. Mohan, Phys. Rev. B 23 (1981) 433.
[3] E. Fradkin, L. Susskind, Phys. Rev. D 17 (1978) 2637.
[4] A.I. Bugrii, O.O. Lisovyy, Theor. Math. Phys. 140 (1) (2004) 987.
[5] I.S. Gradshteyn, I.M. Ryzhik, Table of Integrals, Series, and Products, Academic Press, London, 1979.
[6] B.L. Altshuler, R.M. Konik, A.M. Tsvelik, cond-mat/0508618.
A new large N phase transition in YM2

A. Apolloni, S. Arianos, A. DAdda
Dipartimento di Fisica Teorica dellUniversit di Torino and Istituto Nazionale di Fisica Nucleare,
Sezione di Torino, via P. Giuria 1, I-10125 Torino, Italy
Received 31 August 2005; received in revised form 22 February 2006; accepted 22 March 2006
Abstract
Inspired by the interpretation of two-dimensional YangMills theory on a cylinder as a random walk on
the gauge group, we point out the existence of a large N transition which is the gauge theory analogue of
the cutoff transition in random walks. The transition occurs in the strong coupling region, with the t Hooft
coupling scaling as log N, at a critical value of ( = 4 on the sphere). The two phases below and above
the transition are studied in detail. The effective number of degrees of freedom and the free energy are found
to be proportional to N 2 2 below the transition and to vanish altogether above it. The expectation value
of a Wilson loop is calculated to the leading order and found to coincide in both phases with the strong
coupling value.
1. Introduction
YangMills theory in two dimensions is at the intersection of many different fields of theoretical physics. It is one example of non-trivial completely solvable gauge theory [1,2], in which
both perturbative and non-perturbative effects can be studied. The interpretation of YM2 in terms
of string theories, namely a theory of branched coverings on a two-dimensional Riemann surface,
was discovered for large N in [3], and for finite N in [4], for the intersecting Wilson loop on the
plane. Its large N expansion has then been proved to describe a two-dimensional string theory
on generic two-dimensional manifolds [5,6]. Non-trivial topological sectors in the unitary gauge
also seem to be related to matrix string states [7]. Its partition function on a torus can be de-
E-mail addresses: apolloni@to.infn.it (A. Apolloni), arianos@to.infn.it (S. Arianos), dadda@to.infn.it (A. DAdda).
doi:10.1016/j.nuclphysb.2006.03.017
A. Apolloni et al. / Nuclear Physics B 744 [FS] (2006) 340357
341
scribed in terms of a gas of free fermions [1316], and the kernel on a cylinder by the evolution
of a system of N free fermions on a circle, namely by the Sutherland model.
Some new connections between two-dimensional gauge theories and statistical mechanical
systems were pointed out in [8] where two-dimensional gauge theories of the symmetric group
Sn in the large n limit were investigated. Gauge theories of Sn also describe n-coverings of a
Riemann surface and hence they are closely related to two dimensional YangMills theories;
the relation being essentially provided by Frobenius formula that relates U (N ) characters (in
a representation with n boxes in the Young diagram) to the corresponding characters of the Sn
group.
It was shown in [8] that the partition function of a gauge theory on a disc or a cylinder can
be interpreted in terms of random walks on the gauge group, whose initial and final positions are
the holonomies at the ends of the cylinder1 and the number of steps is the area of the surface.
Although the focus in [8] was on the discrete group Sn the argument can be trivially extended to
continuous Lie groups. Similar results were independently obtained in [1921]. It is well known
in random walks theory that after a certain number of steps the end point of the walk becomes
independent of the starting point: the walker has lost any memory of the point he started from.
The critical number of steps after which that happens can be exactly calculated in a number of situations, and the corresponding transition is known as cutoff transition. Given the correspondence
between random walks on the group and gauge theory on a cylinder, one expects to find the cutoff transition also in gauge theories. Indeed it was found in [8] that for an Sn gauge theory where
the holonomy on each elementary plaquette is given by a single transposition,2 a cutoff transition occurs in the large n limit when the number of plaquettes (and hence the area) is 12 n log n,
in agreement with previous results in random walks [17]. Models with more general Boltzmann
weight for the plaquettes have a richer structure of phase diagrams [8]. The stringy interpretation
of the cutoff transition in the Sn gauge theory is the following: beyond the transition the string
world sheet is completely connected in the large n limit, while before the transition the world
sheet consists of a large connected part and of a small fraction (in fact vanishing in the large n
limit) of disconnected parts.
Another well known correspondence relates random walks with random graphs [18], that is
graphs obtained by randomly connecting n points with p links. These can be put in correspondence with random walks on Sn made of p steps, each step consisting of a simple transposition.
Two types of transitions are known in the large n large p double scaling limit in random graphs: a
percolation transition at a critical value = c when p = n and the cutoff transition at = 1/2
when p = n log n. Beyond the transition, namely for p > 1/2n log n all the n points are connected whereas before the transition a vanishing fraction of disconnected points survive.
It is rather natural at this point to look for a similar transition in the large N limit of U (N )
gauge theories. A large N phase transition on a sphere and on a cylinder in two-dimensional
YangMills theoriesthe DouglasKazakov phase transitionhas been known for quite some
time. However this is not a cutoff transition. In a cutoff transition the partition function on a disc
for instance becomes independent on the holonomy on the border of the disc, and this is not
the case in the DouglasKazakov transition. Besides the DouglasKazakov transition occurs at a
finite value of the t Hooft coupling whereas from the previous examples it appears that the cutoff
transition occurs when the area scales as log N at large N . From this point of view the Douglas
1 In a disc the starting point is the identity of the group, and on a sphere both starting and ending points are the identity.
2 In terms of the string interpretation this means that in each plaquette there is a single quadratic branch point connect-
ing two of the n sheets of the world sheet.
342
Kazakov transition appears more similar to the percolation transition in random graphs, although
a precise correspondence is still to be found.
The existence of the cutoff transition in the large N limit of 2D YangMills on the sphere
when the t Hooft coupling scales as log N was proved by a simple argument in [8]. The present
paper is devoted to study such transition further on both the sphere and the cylinder, in order to
characterize its phases and give some physical interpretation. The paper is organized as follows:
in Section 2 we review the large N DouglasKazakov transition and its physical interpretation.
In Section 3 we introduce the cutoff transition on the sphere and study the phases above and
below the transition. Section 4 is devoted to the transition on the disc and on the cylinder and
Section 5 to the calculation of the expectation value of Wilson loops.
2. Large N transition
The partition function of a pure gauge theory on an arbitrary orientable two-dimensional manifold M of genus G, p boundaries and area A has been known for many years [1,2]:

1 d 2 x g TrF F

ZM =
DA e 42 M

A
22Gp 2N
C2 (r)
=
r (g1 ) r (gp )dr
e
.
(1)
r
The sum runs over all irreducible representations of the gauge group, is the gauge coupling,
r (gi ) is the character of the holonomy gi in the representation r and C2 (r) is the quadratic
Casimir operator in the representation r. A is related to the actual area of M through A = 2 N A.
We consider G = 0 manifolds with at most 2 boundaries; i.e. spheres, discs and cylinders.
Moreover, we will confine our analysis to the unitary groups U (N ) and SU(N ). A third order
phase transition in the large N limit was discovered in the case of a sphere by Douglas and Kazakov [10] at a critical value A = 2 of the rescaled area A. This transition appears to separate a
weak coupling (A < 2 ) from a strong coupling (A > 2 ) regime. These results were generalized to the case of a cylinder in [11,12] where the phase transition was also interpreted as a result
of instanton condensation.
The partition function on the sphere can be written as a sum over the set of integers n1 > n2 >
> nN that label the irreducible representations of SU(N ) and U (N )3 :

A
A
N
2
2
Z = e 24 (N 1)
(2)
(ni nj )2 e 2N i=1 (ni ) .
n1 >n2 >>nN i<j
The existence of a phase transition at the critical value A = 2 can be easily derived from (2)
by noticing that the partition function (2) is exactly the same as the one of a Gaussian hermitian
matrix model but with the integral over the eigenvalues replaced by the discrete sum over the
integers ni . The solution of a Gaussian hermitian matrix model in the large N limit is given by
Wigners semicircle distribution law for the eigenvalues4 :

A
4
() =
(3)
2 ,
2 A
3 In the case of U (N ) the extra condition n N 1 must be imposed.
N
2
4 This approach for the study of YM was first used by Rusakov [9].
2
343
Fig. 1. Eigenvalue distribution for A 2 .
Fig. 2. Eigenvalue distribution for A > 2 (i.e. DK transition).
where the continuum variables

i
ni
,
(x) = ,
N
N
and the corresponding density of eigenvalues
x=
x
(4)
have been introduced. In (2) however the would-be eigenvalues ni are distinct integers and as a
consequence the corresponding density () in the large N limit is constrained by:

() 1 .
(5)
() =
Hence the Wigner semicircle solution is acceptable only in the weak coupling phase, namely for
A 2 where the condition (5) is fulfilled. In fact the maximum of |()| occurs at = 0, it
increases with the area A and becomes equal to 1 at A = 2 , as easily seen from (3). The solution
in the strong coupling phase A > 2 was found in [10] and is expressed in terms of elliptic
integrals. In this phase a finite fraction of the eigenvalues condenses, namely the distribution
() is flat and equal to one in a symmetric interval around = 0 as shown in Figs. 1 and 2.
2.1. Configuration space
It is well known [1316] that the partition function of two-dimensional YangMills theories
with gauge group U (N ) can be interpreted in terms of a gas of N free fermions on a circle
described by a SutherlandCalogero model. In particular, if we denote by K2 (, ; A) the kernel
on a cylinder of scaled area A and with the U (N ) holonomies at the two ends given by the
344
invariant angles i and i , it was shown that K2 (, ; A) can be interpreted as the propagator in a
time A from an initial configuration where the positions of the N fermions on the circle are given
by i and a final configuration with positions labeled by i . The partition function on the sphere
of area A is a particular case where the initial and final configurations are just i = i = 0 for
all is, namely the amplitude for a process where all fermions start at the origin and come back to
the origin after a time A. By a modular transformation on the kernel of the cylinder one finds that
the integers ni labeling the irreducible representations of U (N ) are just the discrete momenta of
the fermions on the circle. While in the momentum representation the DouglasKazakov phase
transition can be interpreted as fermion condensation, in the configuration representation it can
be seen in terms of instantons condensation [11,12]. In fact, while going from the initial i = 0
configuration to the final i = 0 configuration, a fermion can in principle wind an arbitrary
number of times around the circle. These winding (instantons) configurations do not contribute
in the large N limit to the weak coupling phase, as shown by the following simple argument.
Consider the Wigner distribution (3) of momenta in the weak coupling phase. The maximum
allowed momentum is nmax = 2 , hence the maximum shift in position for a single fermion in
A
the time A is given by
2
max = A = 2 A.
(6)
A
The existence of winding trajectories requires this shift in position to be at least 2 , namely A
to be greater of 2 . Hence the critical value of A, where the DouglasKazakov phase transition
occurs, marks the point where instantons condense, and contribute to the functional integral in
the large N limit.
A more detailed understanding of the DouglasKazakov phase transition can be achieved by
introducing in the large N limit the density (, t) of fermions in the position at a given time
(= area) t. Due to the compact nature of the configuration space (, t) is defined in the interval
with (, t) = (, t). Matytsin proved [22] that if the evolution equation of
the fermions is given by the CalogeroSutherland model then the density (, t) is governed by
the DasJevicki equation [23] which admits Wigner semicircular distribution of radius r(t) as a
solution:
2
(, t) =
(7)
r(t)2 2 , | | r(t)
r(t)2
2
4
with r(t) satisfying the differential equation d dtr(t)
2 + r(t)3 = 0. On a sphere of area A the boundary conditions are r(0) = r(A) = 0 and the differential equation has the solution:

t (A t)
r(t) = 2
(8)
.
A
The solution given by (7) and (8) is valid provided the support of the density function (, t) is
in the interval [, ] at all t , namelyprovided r(t) . The maximum value for the radius
r(t) occurs for t = A/2 and is rmax = A. Hence the condition for the validity of the Wigner
semicircular solution is A 2 . Beyond the critical value A = 2 the fermions realize that the
space they live in is compact, instantons effects become important and (7) is not an acceptable
solution any longer. On the cylinder a similar phase transition occurs in general, at a critical
value of the area that depends on the holonomies at the boundaries.5 If the distribution of the
5 However with particular conditions at the boundary the phase transition may also be absent, see for instance [26].
345
Fig. 3. Eigenvalues distribution for 0 < < 4.
invariant angles of the holonomies at the boundaries is the Wigner semicircular distribution, then
the critical area can be calculated exactly in the same way as for the sphere [11]. For a more
general discussion see [12].
3. Large A(N) phase transition
It is apparent from the discussion in the previous section and from the explicit form (2) of
the partition function that as the area of the sphere increases the distribution of the momenta
ni (i.e. of the integers that label the U (N ) representations) becomes more and more similar to a
double step function, like the one drawn with dashed lines in Fig. 3. In fact for very large areas
the attractive quadratic potential tends to dominate over the repulsive force produced by the
Vandermonde determinant. The double step distribution corresponds to the trivial representation
of U (N ) in which all characters are identical irrespective of their argument. If this distribution
dominates the functional integral then the kernel on a disc or on a cylinder becomes independent
from the holonomies at the boundaries.
As already mentioned in the introduction, the partition functions on the disc and on the cylinder may be interpreted in terms of random walks on the group manifold. From this point of view
the very large area phase, where the sum over the irreducible representations is dominated by the
trivial representation corresponds to a walk which is so long that the walker has lost any notion
of the starting point. The transition where this situation sets in is known in random walk theory
as cutoff transition, and the same term will be used here.
The cutoff regime occurs for areas larger than a critical N dependent value Ac (N ) which was
found in [8]. The argument is
very simple: consider the trivial double step representation R0 that

minimizes the Casimir term i n2i

R0 : {n1 , . . . , nN } =

N 1
N 1
,...,
,
2
2
(9)
and compare its contribution to the partition function (2) with the one coming from a representation R1 in which n1 has been increased by 1, namely in which n1 = N1
2 + 1. In other words we
look for the value of A at which R0 ceases to be dominant. A simple calculation shows that the
346
ratio between the two contributions is

A
Z0 (A, N, R0 ) e 2
.
=
Z0 (A, N, R1 ) N 2
(10)
This ratio is larger than 1 (hence R0 dominates and we are in the cutoff phase) if A > 4 log N .
In order to study this phase transition in more detail, it is convenient to parametrize the area
A by rescaling it with log N :
A = log N + .
(11)
From the previous argument we expect the cutoff transition to occur at the critical value c = 4,
separating two distinct phases. So YangMills theory on a sphere seems to have four phases
altogether: the first two at = 0 separated by the DouglasKazakov phase transition at = 2 ,
the other two when the area is logarithmically rescaled with N that are separated by the cutoff
transition. The phase before the cutoff is qualitatively different from the strong coupling phase
la DouglasKazakov, as we will show in the following. Nonetheless, since the rescaling of
the area with log N is essentially introduced by hand, it is hard to say whether there is some
higher-order phase transition between them or just a crossover.
The aim of this section is to find the saddle point configuration and the free energy in the
two phases above and below the cutoff point c = 4: the cutoff phase > c has been discussed above and it is rather trivial, but the phase below c appears as an interesting intermediate
phase between the strong coupling phase in the DouglasKazakov transition and the cutoff phase.
Hence we shall concentrate on this in the rest of the section.
Let us consider again the partition function (2) and the corresponding action
N

S=2
log |ni nj |
i>j =1
N
A 2
ni .
2N
(12)
i=1
We want to find the extremum of this action in the large N limit, when A is parametrized as in
Eq. (11). Since we expect the saddle point distribution of the momenta ni to be symmetric with
respect to the origin (ni ni ) we shall perform the variation only with respect to symmetric
configurations, that is we set
M i M,
with M =
N 1
and ni = ni .
2
(13)
Using this symmetry one can restrict the sums to non-negative values of i (i = 1, . . . , M) and
write the action as:
M

S=2
log(ni nj )2 +
i>j 1
M

log(ni + nj )2
i>j 1
M
A 2
ni .
2M
(14)
i=1
While in the cutoff phase ni = i for i = 1, . . . , M below the cutoff transition we expect a
configuration of the type described in Fig. 3, namely:
ni = i,
i = 1, . . . , M l,
nMl+ = M l + + r ,
= 1, . . . , l,
(15)
347
where the value of l and the spectrum of the integers r are to be determined. With these notations
the action can be written as:

log 1 +

r
S S0 = 4
M l++j
=1 j =1

r r
r + r
+2
+ log 1 +
log 1 +
+ + 2(M l)
l Ml

r
+j

1+
=
l

A
2(M l + )r + r2 ,
2M
(16)
=1
where S0 represents the value of the action in the trivial representation R0 . We shall assume that
as M also l but at a slower rate than M, namely l/M 0. We shall also assume
that l and r will be of the same order in the large M limit. These assumptions will be justified
a posteriori, in the sense that they will provide a stable saddle point in the large M limit when
the area is scaled like log M. They are also very reasonable assumptions: l is of order N in the
strong coupling phase following the DouglasKazakov transition and one expects that with the
logarithmic rescaling of the area it will shrink further by some power of N .
The first step in dealing with (16) is to make the dependence from M explicit. By using the
identity
Ml

j =1
r
1+
j +

r
1+
M l+j +

=
(2M 2l + + r )!
!
(2M 2l + )! ( + r )!
(17)
we can rewrite the action as

l

(2M 2l + + r )!
!
(2M 2l + )! ( + r )!
=1

r r
r + r
+2
+ log 1 +
log 1 +
+ + 2(M l)
S S0 = 4
log
=
l

A
2(M l + )r + r2 .
2M
(18)
=1
All ratios of factorials in (18) can be reduced to the form log (N+C)!
with N , C
N!
C
C
0. By repeated use of Stirling formula one finds, up to terms that vanish as N
0:
and N

(N + C)!
C
log
C log N + f
N!
N
(19)
where

f
C
N

log(1 +
C
= log 1 +
+
C
N
N
C
N)
1=
Ml

k=1
(1)k1
zk
.
k(k + 1)
(20)
348
By using this asymptotic behaviour, and introducing continuum variables in the large N limit,
namely
r
x=
(21)
= l dx.
r(x) =
l
l
The action finally takes the form

1
S S0 = 4l

M
dx r(x) log
log x + r(x) + 1 + log 2
l

1 1

r(x) r(y)
2
+ 2l
+ x log x log x + r(x)
dx dy log 1 +
x y

1
Al 2
dx r(x),
(22)
where subleading terms (by powers of Ml ) have been neglected.

It is apparent from (22) that in the new regime M l 1 the quadratic term coming from the
Casimir operator has been linearized. Thus our problem reduces to a particular case of a class of
models characterized by a repulsive Vandermonde-like term and an attractive linear term, which
have been widely studied in the literature starting from [24] (see also [25] and references therein).
By the very same procedure showed at the beginning of the present section, Eqs. (9), (10), one
can prove that a cutoff transition exists also for general linear models.
Let us now parametrize the area A according to Eq. (11) and write the action as:
S S0 = 4l 2 [F0 log M F1 log l + F2 ],
(23)
where F0 , F1 and F2 are of order 1 in the large M and l limit and are given by:

1
F0 = 1
dx r(x),
4
0
1
F1 =
dx r(x),
0
1
F2 =

dx r(x) log x + r(x) + 1 log 2

+ x log x log x + r(x)
4
1
+
2
1
1
dx

r(x) r(y)
dy log 1 +
.
x y
In order to find the configuration that maximizes the functional integral in the large M limit we
take the variation of (23) with respect to both l and r(x). The variation with respect to l gives the
349
equation:

F2 1
1
log M +
= log l
4
F1 2
(24)
which shows that l grows like M 1 4 . This is consistent with what we expected: for 0 it
gives l M as in the strong phase beyond the DouglasKazakov transition, and at the cutoff
point = 4 the power vanishes as expected.
The variation with respect to r(x) gives on the other hand
1
dy
0
with

1
log x + r(x) = C
x + r(x) y r(y)
(25)
F2 1
C = log l 1
+ + log 2.
log M + + log 2 =
4
4
F1 2 4
If one introduces the new variable = x + r(x) and the density function ( ) =
in the interval [0, a], Eq. (25) becomes6 :
a
d
0
()
log = C.

(26)
dx
d
with support
(27)
This is a standard type of equation for the density of eigenvalues in the large N limit of matrix
models and can be solved by standard analytic methods (for a detailed discussion of this equation
see for instance [27]).
This same equation was obtained in [25], Eq. (66), for the large-N limit of models with a linear
potential. The only seeming difference is the presence, in our case, of a logarithmic non-constant
term; this is because we have explicitly performed the integral in the region where = 1.
The resolvent function, whose discontinuity across the cut gives the density ( ), is given by:

a+
H ( ) = log + C 2 log
(28)
a
with the additional condition that for large

1
1
H ( ) = + O 2 .
The corresponding density is given by

2
.
( ) = arccos
(29)
(30)
This solution obviously describes, through the symmetry (13), both the positive and the negative
region of ni .
6 The lowest extreme of the interval is r(0) which is zero by construction, the upper end a is, according with the
definition of , a = 1 + r(1).
350
The asymptotic condition (29) gives the two extra equations

a = 2,
C = log 2.
(31)
Eq. (30), together with the first of (31) define r(x) completely, although in an implicit way.
Hence all integrals involved in the definition of F1 and F2 can be calculated. The calculation can
actually be done analytically and gives:
1
F2 1
= .
F1 = ,
(32)
4
F1 2 4
The second equation could have been derived independently from (26) and (31), so it constitutes
a non trivial consistency check. We can now write explicitly l and the free energy F in terms of
the area A(M):
A(M)
l = e 4 M 1 4 = Me 4 ,
A(M)
1
1
1
F = S S0 = l 2 = e 2 M 2 2 = M 2 e 2 .
(33)
2
2
2
Beyond the cutoff transition we have instead F = l = 0, as the dominant eigenvalue distribution
is given by the double step function sketched in Fig. 3.
The interpretation of these results from the point of view of the free fermion description is
very clear: beyond the cutoff ( > 4) we are effectively in a zero temperature situation where all
fermions fill the Fermi sea with no holes. Below the cutoff instead ( < 4) some excited fermions
and the corresponding holes are present in proximity of the surface of the Fermi sea both on the
positive and negative momentum side. The number of fermions above the sea level is given by l
in (33). The ratio Ml vanishes like M 4 in the large M limit. This distinguishes this phase from
the strong coupling phase of the DouglasKazakov transition, where such ratio remains finite,
namely the number of fermions above the Fermi sea level is of order M.
In spite of being described in terms of N free fermions, the free energy is proportional (with
the standard t Hooft scaling) to N 2 , which reflects the original number of degrees of freedom in
a unitary N N matrix model.7 So it is not surprising that the free energy becomes proportional
to l 2 in presence of l effective fermionic degrees of freedom when the area is rescaled by a log M
factor. It is as if the effective size of the original matrix had shrunk to l l. A full understanding
of the reduction of number of degrees of freedom from the point of view of the original gauge
degrees of freedom is still wanted, although some light on it might be thrown by the study of the
kernels on the disc and the cylinder in the following sections.
It is apparent from (33) that the number of effective degrees of freedom M 2 2 is the actual
order parameter for the cutoff transition. Incidentally, this unusual dependence of the number of
degrees of freedom upon , together with the choice of a large M limit, makes it rather delicate
to classify such a transition according to standard terminology.
Let us finally consider the representations of U (N ) and/or SU(N ) that correspond to the
momentum distribution pictured in Fig. 3 and given in (30). With the group SU(N )8 this corresponds to a composite representation in the sense of Ref. [6], whose Young diagram is shown
7 The description in the terms of N fermions follows the integration over the angular variables that reduces the matrix
model to an integral over the eigenvalues. The ensuing Vandermonde determinant makes the wave function describing
the eigenvalues antisymmetric. As a consequence the total momentum of M left moving fermions is of order M 2 rather
than M, that is of the same order as the original number of bosonic degrees of freedom.
8 With SU(N ) the term
n2 in the action should be replaced by
n2 1 (
n )2 which is invariant under
i i
i i
i i
N
ni ni + a. However with suitable choice of a the extra term can be set equal to zero.
351
Fig. 4. Young tableau for a composite representation.
in Fig. 4 where the constituent representations are denoted by R and S. The rows in the Young
diagram of R and S (that coincide in this case) have lengths r and their total number of boxes
|r| is given in the large N limit by

1
2
dx r(x) = l 2 .
r l
|r| =
(34)
4
If the group is U(N ) an arbitrary number of columns of length N can be added or subtracted to
the Young diagram of Fig. 4, and the composite representation can be seen as the direct product
of the two constituent representations R and S with opposite U (1) charges. In fact the integers
labeling the representation S are in this case negative, which corresponds to changing signs of
the invariant angles i , namely to changing U into U . In the strong coupling regime of the
DouglasKazakov transition (A > 2 ) the partition function is dominated in the large N limit
by a composite representation of the same type but with the Young diagram of R and S made of
rows and columns of lengths of order N , rather than l, and a total number of boxes of order N 2
rather than l 2 .
4. Cutoff transition on the disc and on the cylinder
In this section we are going to consider the partition function on a disc and on a cylinder, with
fixed holonomies at the boundaries, in the regime where the area A is scaled as in (11). We shall
show that the cutoff transition occurs also in this case at the same critical value of , except for
some particular holonomies at the boundaries. This is in analogy to what happens in the case
of the DouglasKazakov transition which was proved to occur on a cylinder in [11,12], except
possibly for some special configurations (see [26]).
352
We shall use the standard expression for the partition function on a cylinder with holonomies
U and V at the boundaries, which is a particular case of (1):

A
A
2
2
r (U )r (V )e 2N i ni .
Zcyl (U, V ) = e 24 (N 1)
(35)
r
The partition function on a disc is obtained from (35) by taking for instance U 1 and the
partition function on the sphere is recovered by taking the double limit U 1 and V 1.
The area A in (35) scales as in (11). The sum over the representations r is replaced in the large
N limit by the saddle point, namely by a representation whose momentum distribution is of
the type described in Fig. 3. This corresponds to a composite representation, whose constituent
representations R and S have rows and columns of order l with l/N 0 in the large N limit.
The first step in evaluating (35) is then to calculate the characters in such limit.
4.1. Characters in the large N , large l limit
For simplicity, let us consider first the case where only one constituent representation is
present, which would be the case if only right (or left) moving fermions were present above
the Fermi sea. This is given by:
ni = i
for i = 1, . . . , N l,
ni = N l + + r
for i = N l + and = 1, . . . , l.
The dimension r of this representation can be written in the form

|(ni nj )|

r r (N l + + r )!
!
r =
=
1+
(i j )
( + r )!
(N l + )!
>
i>j

d r
r
l
dr (N l + + r )!
=
N
,
1+O
=
|r|!
(N l + )!
|r|!
N
(36)
(37)
where dr is the dimension of the representation of the symmetric group S|r| associated to the
Young diagram r of rows
r . The order of the symmetric group is the total number of boxes in

the Young diagram: |r| = r . The dependence on N in (37) is explicit: the ratio of factorials
in (37) is a polynomial in N of degree |r|. If l, and r are all of order l the coefficient of N |r|k
in this polynomial is of order l k in the large N , large l limit. Hence we can write

k
|r|

dr |r|
l
ck
N
1+
,
r =
(38)
|r|!
N
k
where the coefficients ck are smooth in the large l, large N limit. If the limit is taken keeping l/N
finite, as in the strong coupling phase of the DouglasKazakov transition, all terms at the r.h.s.
of (38) are of the same order and cannot be neglected. On the other hand if the double scaling
limit is taken with l/N 0, as in the previous section, then all terms after the 1 are subleading
and can be neglected.
The same argument holds if instead of the dimension of the representation we consider a
character of U (N ). In fact the celebrated Frobenius formula gives:

dr r ( ) k Tr U sj
N
,
r (U ) =
(39)
|r|!
dr
N
S|r|
353
where r ( ) is a character of the symmetric group S|r| in the representation labeled by the
same
Young diagram as r (U ), sj are the lengths of the cycles in the cycle decomposition of
( j sj = |r|) and k is the number of cycles in . By taking U 1 and comparing (38) and (39)
)
when consists of k cycles is l |r|k in the large l
one finds that the contribution of rd(
r
limit. So if we take the double scaling limit where both l and N go to infinity and the ratio l/N
goes to zero, all terms in the sum over in (39) are subleading with respect to the one where
is the identity. We obtain:

dr Tr U |r| |r|
Tr U |r|
r (U ) =
(40)
1 + O(l/N) .
N 1 + O(l/N) = r
|r|! N
N
Notice again that in the strong coupling phase of the DouglasKazakov transition, where in the
large N limit l/N is kept constant, all terms in (39) coming from different permutations are of
the same order and cannot be neglected.
4.2. Partition function on the cylinder and special boundary conditions
As a result of previous analysis we find that in the composite representations that are dominant in the region 0 < < 4 the characters r (U ) depend only from Tr U . Hence the partition
function on the cylinder will depend only on the trace of the holonomies on the boundaries. In
fact it is apparent from (40) that going from the sphere (U = 1) to the cylinder just amounts
to a multiplicative factor ( TrNU )|r| . In the case of interest however the composite representation
contains both chiral and anti-chiral component representations (that is R and S of Fig. 4) and
not just one as in the simplified example discussed above. However in the large N limit the two
component representations are decoupled [6] and the character of the composite representation
becomes just the product of the characters of the component representations:

Tr U 2|r|

composite (U ) = r (U )r U = 2r
(41)
.
N
By replacing (41) into (35) we find

Tr U Tr V 2|r|

Zcyl (U, V ) = Zsphere
,
N N
(42)
where of course the value of |r| is the one determined by the saddle point equations and the
equality holds, in the large N limit, only in the regime where the area A is scaled as in (11) with
= 0. If we set u = | TrNU | and v = | TrNV | it is almost immediate to see that the multiplicative
factor at the r.h.s. of (42) is equivalent to replace in the action (23) the constant term in the area
A with a (u, v) given by:
(u, v) = log u2 log v 2 .
(43)
The partition function on the cylinder is then the same as the partition function on a sphere
whose area is obtained from the area of the cylinder by adding the two terms log u2 and log v 2 .
The latter can be interpreted as the areas of the two discs necessary to go, in the given momentum
configuration, from U = 1 (respectively V = 1) to the holonomy at the boundary with | TrNU | = u
(respectively | TrNV | = v). The areas of the two discs are of order 1, so this correction does not
affect the position of the cutoff transition that remains on the cylinder at = 4.
354
The discussion above relies on the fact that the leading term in Frobenius formula (39) comes
from the identical permutation. However this is not always true: if we take the large N and l
limit keeping Tr U = 09 then all terms in (39) with containing cycles of length 1 would vanish.
Assuming that Tr U 2 = 0, the term in Frobenius formula (39) with the highest power on N would
|r|
then come from permutations all made out of cycles of length 2 and would be of order N 2
instead of N |r| . Supposing that both the trace of U and of V vanish the coefficient of log M in
the first term of (22) would be halved. Correspondingly the critical value of at which the cutoff
transition occurs would also be halved and become c = 2.
Let us make this argument general and more quantitative. Let us assume that Tr U k1 = 0 with
Tr U j = 0 for j < k1 and the same for V with k2 at the place of k1 . The leading term in (39) will
now be:

|r|
dr Tr U k1 k1 r ( ) k|r|
N 1,
r (U ) =
(44)
|r|!
N
dr
|r|
10
k1 cycles of length k1 . From the discussion following (39) we resume that
1
|r|(1 k )
)
1 . By using this asymptotic behaviour and Eq. (44) we can
in the large l limit rd(
l
r
write the partition function on the cylinder in the large N and l limit as in (23), but with F0 and
where consists of
F1 replaced by the following expressions:

F0 =

F1 =
1
1
1
2k1 2k2
4
1
1
+
2k1 2k2
dx r(x),
0
1
(45)
dx r(x).
0
The dependence of F2 from r(x) is modified, in a so far unknown way, by next to leading terms
) 11
in rd(
while the constant parameter is replaced by
r
(uk1 , vk2 ) =
1
1
log u2k1 log vk22 ,
k1
k2
(46)
where, with obvious notations, uk1 = | TrNU | and vk2 = | TrNV | . Although the equation for r(x)
cannot be derived, the variation with respect to l gives the scaling power of l and the cutoff
transition point:
k1
lM
4( 2k1 + 2k1 )
1
2
k2
The cutoff transition occurs then at critical point c (k1 , k2 ) given by:

1
1
+
c (k1 , k2 ) = 4
2k1 2k2
(47)
(48)
9 This can happen for instance if the holonomy at a boundary has a symmetry of some sort, for instance of the type
+ , that is preserved through the limiting process.
10 We assume here for simplicity that we take l keeping the total number of boxes in the Young diagram multiple
of k1 and k2 .
11 A lot is known on the characters of permutations with cycles all of the same length, so an explicit expression for F
2
is probably obtainable.
355
which generalizes the result on the sphere.

5. Wilson loops
In this section we calculate the expectation value of a Wilson loop in a YangMills theory
with gauge group U (N ) in the large N limit. The spacetime manifold has the topology of a
two-dimensional sphere whose area scales like log N as in Eq. (11). We shall follow th approach
of Daul and Kazakov [29] and Boulatov [30] who did the calculation for constant areas. The
general solution for arbitrary self-intersecting Wilson loops was obtained in [28].
We may think of the sphere of area A as two discs of areas A1 and A2 (A1 + A2 = A) sewed
along their common boundary and with holonomy on the boundary respectively U and U . The
Wilson loop is then given by

1
Tr U
W (A1 , A2 ) =
N

A2
A1
1
1
=
(49)
d1 d2 dU Tr U 1 (U )2 U e 2N C1 2N C2 ,
Z
N
R1 ,R2
where d1 and C1 are the dimension and the Casimir operator in

the representation R1 , referred
to the disc of area A1 ; likewise for d2 and C2 . The quantity dU Tr U 1 (U )2 (U ) may be
either 0 or 1, namely it is 1 when the Young diagram of R2 is obtained by adding one box to
the diagram of R1 and 0 otherwise. That is, if R1 is labeled by the integers n1 > n2 > > nN ,
R2 is labeled by a set on integers where one of the ni is increased by one. Daul and Kazakov
used this property to get rid of one summation and obtained

A1 +A2
A2
1 1 2
1
d1
1+
e 2N C1 e N ni ,
W (A1 , A2 ) =
(50)
Z
N
n j ni
R1
j,j =i
where the sum over i corresponds to all the possible ways of adding one box to the diagram. This
is not however the whole result, in fact the original expression is symmetric under exchange of
A1 and A2 , so a term with A1 and A2 exchanged12 must be added to (50) and gives:

A1 +A2
A2
A1

1 1 2
1
d1
1+
e 2N C1 e N ni + e N ni .
W (A1 , A2 ) =
(51)
Z
N
n j ni
R1
j,j =i
Moreover, Eq. (50), as well as (51), is clearly not symmetric under ni ni , so we cannot
restrict our considerations to ni > 0 any longer; instead we have to consider the whole interval
< ni < .
Let us first compute W (A1 , A2 ) in the frozen phase where the sum over R1 is dominated by the
trivial representation of dimension d1 = 1 labeled by ni = i N+1
2 i and R2 is the fundamental
representation of dimension d2 = N with C2 C1 = N . By inserting this into (51) one finds:
A2
A1
W (A1 , A2 ) = e 2 + e 2
(52)
which is, as expected, a typical strong coupling result. If for instance A1 A2 , then we have
W (A1 , A2 ) e
A2
2
(53)
12 This term originates from the fact that
dU Tr U 1 (U )2 (U ) is different from zero also if the representation

conjugate to R1 is obtained from the representation conjugate to R2 by adding a box in the Young diagram.
356
Since A = A1 + A2 = log N + , this situation can occur in two ways:

2
(1) A2 = 2 , A1 = log N + 1 : then W e 2 ,

2
(2) A1 = 1 log N + 1 , A2 = 2 log N + 2 with 1 > 2 : then W N 2 .
We proceed now to evaluate W (A1 , A2 ) in the phase before the cutoff, namely for < 4. The
sum over representations in (51) can be replaced by the contribution of the dominant representation in the large N limit, calculated on the sphere in Section 3. The saddle point is unaffected by
the presence of the extra term

A2

A1 n
1
1+
e N i + e N ni
n j ni
i j,j =i
which is subleading with respect to the action. After replacing in (51) the sum with the saddle
point contribution, some simplifications occur and we get

A2

A1 n
1
1
1+
e N i + e N ni .
W (A1 , A2 ) =
(54)
N
n j ni
i j,j =i
The representation in (54) is of the type given in (15), and the sum over i describes all possible
ways of adding a box to the Young diagram. However the replacement ni ni + 1 is impossible
in the region l i l as the resulting sequence of integers would not be monotonic increasing.
So the sum over i in (54) can be replaced by a sum over with 1 l. As a matter of fact
we must consider only positive s, as adding a box to the adjoint representation amounts to
symmetrize with respect to A1 and A2 , and it has been taken already into account. Hence in
(54) we must replace the index i with , ni with M l + + r while the index j goes from
M to M, namely it goes over both the condensed and the non-condensed regions. With these
substitutions the expression for the Wilson loop becomes:

l

1
l
1
W (A1 , A2 ) =
1
N
l
=1
l

1
l
A2
exp
log 1 +
12
+ {A2 A1 }, (55)

2
N
=1
where
= + r .
(56)
(x) =
It is convenient as usual to use in the large N limit the continuum variables x =
dx
l and the density function ( ) = d . The crucial part of the calculation is the evaluation of
l
1
=1 log(1 + xi ) which can be done following Ref. [29]. By expanding the logarithm one
finds:

l

1
1
1
1
(57)
log 1 +
( )k .
= d ()

k
( )k
l,
=1
k=2
The first term at the r.h.s. comes from the k = 1 term of the log expansion and can be evaluated
using Eq. (27), the other terms can be calculated as in [29] and give log sin . By inserting these
357
results into (55) and using the explicit form of the solution (30) one finally obtains (neglecting
O( Nl ) terms):

A1
A2
A1
sin A2
W (A1 , A2 ) = 2 d
(58)
e 2 + e 2 = e 2 + e 2
which is exactly the same result as in the frozen phase. The result is not trivial, but it was somehow to be expected. Both phases, before and after the transition, are strong coupling phases and
the expectation value of the Wilson loop should be in both of them obtained, to the leading order,
by filling the loop with elementary plaquettes in the fundamental representation. The effects of
the transition are expected to appear only at the next-to-leading order ( Nl ) which is sensitive
to the O( Nl ) degrees of freedom which are not frozen below the cutoff.
Acknowledgements
A.A. wants to thank the Service de Physique Theorique (SPhT) at Saclay for the kind hospitality of these last months. He also would like to thank I. Kostov and G. Vernizzi for many
useful discussions during this period.
S.A. would like to thank the Niels Bohr Institute for warm hospitality during the early stage
of this work.
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Boundary renormalisation group flows of unitary

superconformal minimal models
Mrton Kormos
Institute for Theoretical Physics, Etvs University, 1117 Budapest, Pzmny Pter stny 1/A, Hungary
Received 21 December 2005; received in revised form 2 March 2006; accepted 22 March 2006
Abstract
In this paper we investigate renormalisation group flows of supersymmetric minimal models generated by
the boundary perturbing field G1/2 1,3 . Performing the Truncated Conformal Space Approach analysis
the emerging pattern of the flow structure is consistent with the theoretical expectations. According to the
results, this pattern can be naturally extended to those cases for which the existing predictions are uncertain.
1. Introduction
Conformal field theories with boundary attracted much interest recently, due to their relevance
in condensed matter physics, e.g., in the Kondo problem [1] and their applications in describing
D-branes in string theory [2,3]. In terms of string theory the renormalisation group flow generated
by a boundary perturbing field corresponds to tachyon condensation and exploring these flows
can help in understanding the decay of D-branes.
Many papers appeared in the literature about the boundary perturbations and the corresponding renormalisation flows of unitary minimal models [48]. Up to now, a systematic charting of
the boundary flows of the unitary superconformal minimal models has been missing. Although
there may be flows within the perturbative domain, for a general study a nonperturbative tool is
necessary. We choose the Truncated Conformal Space Approach (TCSA), originally proposed
in the paper [9] and applied to boundary problems in [10] and [7]. The essence of the TCSA is
to diagonalise the Hamiltonian of the system on a subspace of the infinite-dimensional Hilbert
space.
E-mail address: kormos@general.elte.hu (M. Kormos).
doi:10.1016/j.nuclphysb.2006.03.018
M. Kormos / Nuclear Physics B 744 [FS] (2006) 358379
359
The paper is organised as follows. In Section 2 we recall the basic facts that we need about
superconformal minimal models, including the commutation rules of various fields. After briefly
summarizing in Section 3 some main properties of these models in the presence of boundaries,
we turn to determining the Hamiltonian of the system and defining the boundary flows in Section 4. We also motivate our choice for the perturbing operator in this section. Section 5 can be
regarded as the main part of the paper: we introduce the TCSA method and give the details of the
calculation of matrix elements. The theoretical expectations are briefly summarized in Section 6,
while our results are listed and compared to these expectations in Section 7. Finally, in Section 8
we summarize the conclusions of the paper. Some numerical data in tables and figures can be
found in Appendix A.
2. Superconformal minimal models
2.1. The N = 1 superconformal algebra
The algebra of superconformal transformations in the plane are generated by two fields, T (z)
and G(z) whose mode expansions read

T (z) =
(2.1a)
Ln zn2 ,
n
G(z) =
Gr zr3/2 .
(2.1b)
T (z) is a spin 2 field, while G(z) has spin 3/2. Because of its fermionic character two kinds of
boundary conditions are possible for G(z):

G e2i z = G(z)
(2.2)
NeveuSchwarz sector,
2i
G e z = G(z) Ramond sector.
(2.3)
The N = 1 supersymmetric extension of the Virasoro algebra is defined by the following
(anti)commutation relations:

c
[Ln , Lm ] = (n m)Ln+m + n n2 1 n,m ,
12

c 2 1
{Gr , Gs } = 2Lr+s +
r
r,s ,
3
4

n
[Ln , Gr ] =
r Gn+r .
2
(2.4a)
(2.4b)
(2.4c)
Here n, m denote integers, while according to the boundary conditions for G(z) the indices r, s
can take half-integer (NeveuSchwarz sector) or integer (Ramond sector) values.
The highest weight representations of the algebra are defined by highest weight states |h
satisfying
Ln |h = 0,
n > 0,
L0 |h = h,
Gr |h = 0,
(2.5a)
(2.5b)
r > 0.
(2.5c)
360
The Verma module is generated by operators having a nonpositive index. The vectors
Ln1 Lnk Gr1 Grl |h,
n1 nk < 0,
r1 < < rl 0
constitute a basis for the Verma module. Note that the inequalities for the ri s are strict since
c
r,0 by Eq. (2.4b).
G2r = L2r 12
The full operator algebra of the NeveuSchwarz and Ramond primary fields is nonlocal. However, there exist projections that give local operator algebras. One of them is the so-called fermion
model, in which one keeps only the NeveuSchwarz sector.
In this paper we consider the so-called spin model which is obtained in the following way. In
both sectors a fermion parity operator can be introduced with algebraic relations [, Ln ] =
{, Gr } = 0. Thus every level of a Verma module consists of = 1 eigenstates. The projection
onto the even parity ( = +1) states in the NeveuSchwarz sector and onto either the even
( = +1) or the odd ( = 1) parity states in the Ramond sector yields a well defined local
theory.
2.2. The minimal series
The irreducible highest weight representations are the quotients of the Verma modules by their
maximal invariant submodules. In this paper we deal with the superconformal minimal models
which contain only a finite number of Verma modules. In these models the Verma modules turn
out to be highly reducible. The superconformal minimal models are indexed by two positive
integers, p and q (we choose the convention p < q). Their central charge is given by

(p q)2
q p
3
12
,
p,
= 1.
c(p, q) =
(2.6)
2
pq
2
Within a superconformal minimal model the highest weights are also characterized by two integers, r and s:
h(r, s) =
(ps qr)2 (p q)2 1 (1)r+s

+
,
8pq
32
1 r p 1,
1 s q 1.
(2.7)
The sum r + s is even for a NeveuSchwarz state and odd for a Ramond state. Setting q = p + 2
gives the one parameter family of unitary superconformal minimal models.
The fusion rule for the supersymmetric minimal models is
min (
(r1 ,s1 ) (r2 ,s2 ) =
2pr1 r2 1
r1 +r2 1

r =|r
1 r2 |+1
1 s2 1
) min (2qs
s1 +s2 1 )

s =|s
(r ,s ) ,
(2.8)
1 s2 |+1
where the prime on the sums means that r and s jump by steps of 2. Since no field can appear
on the right-hand side more than once, the fusion rule coefficients are 1 for the fields appearing
on the right-hand side and 0 otherwise.
2.3. Field representations
Since we will be interested in correlation functions, we have to investigate how fields transform. Our discussion follows Ref. [11]. We denote the field corresponding to the state |h by
h (z). By definition, h (z)|0 = exp(zL1 )|h, where |0 is the superconform-invariant vacuum
state.
361
2.3.1. Virasoro properties

The mode expansion (2.1a) and the defining relations (2.5a), (2.5b) lead to the following
operator product expansion:
T (z)(w) =
h(w)
(w)
+
+ .
zw
(z w)2
(2.9)
Using standard contour integration technique one obtains the commutation relation

Ln (z) = zn (n + 1)h + z (z) + (z)Ln .
(2.10)
Combining the relations for n = m and n = 0 one arrives at

Lm zm L0 , (z) = hmzm (z).
(2.11)
2.3.2. NeveuSchwarz case

From Eqs. (2.1b), (2.5c) and (2.4b) we conclude
(G1/2 )(w)
+ ,
zw
2h(w)
(w)
G(z)(G1/2 )(w) =
+
+ ,
zw
(z w)2
G(z)(w) =
(2.12a)
(2.12b)
where limz0 (G1/2 )(z) = G1/2 |h.

The commutation relations in this case turn out to be
Gr (z) = zr+1/2 (G1/2 )(z) + (z)Gr ,

Gr (G1/2 )(z) = zr1/2 (2r + 1)h + z (z) (G1/2 )(z)Gr
(2.13a)
(2.13b)
with = 1 for fields of even and odd fermion number, respectively.

2.3.3. Ramond case
There is a cut in the operator product of G(z) and a Ramond field and thus a Ramond field
changes the moding of G(z) from integral to half-integral and vice versa. So it is impossible
to obtain a commutation relation of Gr with a Ramond field for fixed r. Fortunately, we can
avoid using any (anti)commutation relation for Ramond fields in our calculations. All we need
is formally generalizing relations (2.13) for integral r. Then, just like in the Virasoro case in
Section 2.3.1, combining the (2.13b) equations for r = m and r = 0 yields
Gm (G1/2 )(z) = zm G0 (G1/2 )(z) + 2mhzm1/2 (z)

+ (G1/2 )(z) zm G0 Gm .
(2.14)
We will come back to these issues later in Section 5.2.1.

3. Superconformal field theory on the upper half plane
The upper half plane (UHP) is the prototype of geometries having nontrivial boundaries. The
superconformal transformations then have two roles. Firstly, they connect the correlation functions on general geometries to those on the UHP. On the other hand, the transformations that
leave the geometry invariant put constraints on the correlation functions on the UHP.
362
In the following we give a lightning review of the superconformal boundary conditions and
consistent boundary states based on paper [12].
The derivation of the Ward identity on the UHP leads to a new constraint on the operators of
the chiral algebra. For the ordinary stress energy tensor one obtains Txy (x, 0) = 0, which means
that there is no energy flow across the boundary (the real axis). In complex coordinates this
translates to the condition
T (z, z) = T (z, z)
for Re z = 0.
(3.1)
A strip of width L with boundary conditions and on the left and the right boundary, respectively, can be mapped to the UHP by the exponential mapping, under which the boundaries of the
strip are mapped to the negative and positive part of the real axis. The boundary conditions on
the strip become conformal boundary conditions on the plane. The discontinuity of the boundary
condition along the real axis can be described by a boundary condition changing field ab . These
fields are in one to one correspondence with the operator content of the theory on the strip.
Looking at the strip from the side (closed channel) and letting the time flow in the direction
of L the boundary conditions turn into initial and final boundary states. Then the conformal
invariance of the boundary conditions translate to the following condition on these boundary
states:
(Ln Ln )|B = 0 (B = , ).
(3.2)
For a general chiral field W of spin s one finds

Wn (1)s Wn |B = 0,
(3.3)
which in our case means

(Gr i Gr )|B = 0.
(3.4)
This implies that the left-chiral and right-chiral part of the theory are linked together. Only one
copy of the supersymmetric Virasoro algebra remains and all the calculations are chiral. It is also
necessary to carry out the projection described in Section 2.1.
The equations for the state |B are solved in terms of the so-called Ishibashi states [13], whose
linear combinations give the physically consistent boundary states. The further constraints for
these states, generalizations of the Cardy equations [14], come from the modular properties of
the partition function.
Now let us list the main results of this analysis. In the Ramond sector the consistent boundary
states are in one-to-one correspondence with the irreducible highest weight representations of the
algebra, so they can be labeled by the same index set: we will denote them by |kR . In the Neveu
Schwarz sector there are two physical boundary states for every irreducible representation, they

are denoted by |kNS and |kNS .
For the SM(p, p + 2) models (with p odd) the state content of the Hilbert space of the theory
on the strip with boundary conditions and is given by

trNS eRH =
(3.5a)
ni iNS (q),
iNS
trNS eRH =
iNS
ni iNS (q),
(3.5b)
trR eRH =
363
mi iR (q),
(3.5c)
iR
trR eRH = 0,
(3.5d)
where q = eR/L and the characters are

iNS (q) = tri q L0 c/24 ,
i NS ,
(3.6a)

iNS (q) = tri q L0 c/24 ,
iR (q) = tri q L0 c/24 ,
i NS ,
(3.6b)
i R .
(3.6c)
Using a generalised Verlinde formula the coefficients ni and mi can be identified with the
fusion rule coefficients in the fusion i . Particularly,
ni0NS kNS = ni0NS kNS = ki ,
ni0NS k
NS
= ni0NS k
NS
= ki ,
ni0NS kR = ni0NS kR = 0,
mi0NS kNS = 0,
(3.7a)
= 0,
(3.7b)
mi0NS k
NS
mi0NS kR = 2ki .
(3.7c)
The field content of the (projected) theory is thus given by

1
1
Z = trNS (1 + )eRH + trR (1 + )eRH
2
2
1 i R
1 i NS

n i (q) + ni iNS (q) +
=
m i (q).
2
2
iNS
(3.8)
iR
If we choose corresponding to |0NS and to |kNS (or |0NS and |kNS ) then the right-hand
side becomes

1
1

(1 + )q L0 c/24 .
Z = kNS (q) + kNS (q) = trNS
(3.9)
k
2
2

In case we choose corresponding to |0NS and to |kNS (or |0NS and |kNS ) we get
Z=

1
1 NS

k (q) kNS (q) = trNS
(1 )q L0 c/24 .
k
2
2
(3.10)
Finally, if we choose corresponding to |0NS (or |0NS ) and to |kR the result is
Z = kR (q).
(3.11)
The case of even p is more complicated due to the special supersymmetric representation
( p2 , p+2
2 ).
4. Boundary renormalisation group flows
In this paper we examine RG flows of superconformal minimal models with boundary, generated by a boundary field. Since no bulk perturbing field is allowed and the boundary perturbation
preserves supersymmetry, the RG flow takes place in the space of possible supersymmetric
boundary conditions, in which the fixed points are the superconformal ones.
To study flows starting from a Cardy boundary condition it is convenient to choose the boundary condition on one of the edges of the strip to correspond to the h = 0 primary field, that is
364

type boundary condi |0NS or |0NS . Then (3.9) implies that if and are both NS or NS
tions, the Hilbert space contains only the bosonic half of a single NeveuSchwarz module, the
type
one corresponding to . Similarly, according to (3.10), if is a NS type and is a NS
boundary condition (or vice versa), the Hilbert space consists of the fermionic half of a single
module. Finally, as (3.11) shows, if is a R type boundary condition, the Hilbert space contains
a single Ramond module.
At the endpoint of the flow the final boundary condition can be read off in a similar way simply
from the spectrum of the Hamiltonian. Since the boundary condition does not change along
the flow (it is not perturbed), if we start with the bosonic half of a NS Verma module (NSNS
NS)
and at the end of the flow we find bosonic part(s) of Verma module(s) then this is a
or NS
NS)
type flow. Similarly, if we identify fermionic part(s) then this indicates
NS NS (or NS
(or NS
NS) type flow.
a NS NS
We have to choose the perturbing field on the boundary . We would like a perturbation that
preserves supersymmetry off-critically. Ramond operators do not spoil supersymmetry but they
are boundary condition changing operators, so they cannot live on a boundary. NeveuSchwarz
fields of the form (G1/2 pert ) also preserve supersymmetry and they can be located on the
boundary, so we choose this kind of perturbation. The perturbing operator should be relevant,
that is its scaling dimension must be less than one. Finally, since the Hamiltonian is bosonic,
pert must be fermionic. The choice pert = 1,3 satisfy all these conditions. (G1/2 1,3 ) has
conformal weight p/q < 1 and 1,3 is fermionic. The latter can be seen from the fact that in the
free fermion limit p, q (q p = const) h1,3 1/2.
Our choice also has the advantage that this operator can live on every boundary that has
supersymmetric relevant perturbations. This can be seen from the following. An operator
living on the boundary of the strip is mapped under the exponential map to an operator living on
the real axis. We want this operator to leave the boundary condition unchanged along the axis,
which means that the coefficients in (3.5) for = should be nonzero. Since they can be related
to the fusion coefficients this means that the representation h should appear in the fusion of
with itself.1 The field 1,3 appears in the self fusion of all fields except for the ones in the first
and the last column of the superconformal Kac table ((1,s) , (p1,s) ), but the corresponding
boundaries do not have any relevant supersymmetric perturbations at all. Also note that being a
bosonic field, the fusion with (G1/2 1,3 ) maps the projected subspaces onto themselves.
The perturbation (G1/2 1,3 ) is an integrable one [15], but we shall not use this property in
our analysis.
The Hamiltonian of the perturbed superconformal field theory takes the form
H = HCFT + Hpert ,
where HCFT is the Hamiltonian of the unperturbed theory

c
L0
,
HCFT = H0 =
L
24
(4.1)
(4.2)
and Hpert comes from the perturbation on the strip:

strip
Hpert = (G1/2 1,3 )(0, 0).

1 The coefficients ni are not fusion coefficients themselves, but this does not change the argument essentially.
(4.3)
365
The location of the left boundary is at x = 0 and we are free to choose t = 0 for calculating the
spectrum. By the exponential map this on the z-plane becomes
h1,3 +1/2
Hpert =
(4.4)
(G1/2 1,3 )(1)z .
L
Thus the complete Hamiltonian on the plane can be written as

1/2h1,3
c
L
(G1/2 1,3 )(1) .

L0
+
H=
L
24
(4.5)
Since during a numerical calculation one works with dimensionless quantities we have to measure the volume (L) and the energies in some typical mass or energy difference of the model, M.
In other words, we use the dimensionless quantities l = ML, = E/M, = /M 1/2h1,3 and
h = H /M:

1/2h1,3
c
l
h=
(4.6)
(G1/2 1,3 )(1) .
L0
+
l
24
The renormalisation group flow can be implemented by varying the volume l while keeping
the coupling constant fixed. Equivalentlyand we choose this wayone can keep l fixed and
vary on some interval. Starting from = 0, which is the ultraviolet (UV) limit, the matrix h
can be diagonalised at different positive and negative values of . In both directions the flow approaches a fixed point, that is a new supersymmetric conformal boundary condition. By (3.5) we
should observe the eigenstates rearranging themselves into a direct sum of super-Verma modules
(see the figures in Appendix A). Since by (3.7) the coefficients in this sum can only take values 0
and 1, we expect a simple sum of super-Verma modules at the end of the flows. From the degeneracy pattern of the eigenvalues we can identify the modules (the boundary conditions) using the
characters and weight differences of the supersymmetric minimal model in question.
5. The truncated conformal space approach
The method we use for organising the boundary flows is the so-called truncated conformal
space approach, or TCSA. In this approach the infinite-dimensional Hilbert space is truncated
to a finite-dimensional vector space by using only those states whose energy is not greater than
a threshold value, Ecut . This is equivalent to truncating the Hilbert space at a given level. The
Hamiltonian is then diagonalised on this truncated space. One can think of this procedure as being
equivalent to the variational method: the ansatzes for the energy eigenstates of the perturbed
Hamiltonian are finite linear combinations of the eigenstates of the conformal Hamiltonian.
It is important that the errors of the TCSA diagonalisation are not under control. For example, it may happen that before the flow reaches the scaling region the truncation errors start to
dominate. If we use various cuts and find that the flow picture does not change drastically (only
the precision of the result gets higher with higher cuts), then it means that the unpleasant case
mentioned above does not happen.
Of course, establishing the endpoint of the renormalisation group flow by TCSA cannot be
regarded as a conclusive proof. What one can see is that the flow goes in the vicinity of some superconformal boundary condition. The exact infrared fixed point can never be reached by TCSA
because of the truncation (this can be observed in Fig. 3(a)). We are looking for the range where
the TCSA trajectory is closest to the fixed point.
366
5.1. The matrix elements of the Hamiltonian

There are two ways for determining the eigenvalues of the total Hamiltonian. The first is to
use an orthonormal basis for calculating the matrix elements, which requires an orthogonalisation
process. We can avoid this by choosing the second way, in which the basis is not orthogonal. But
then the numerical matrix to be diagonalised is
hij = fi |h|ej ,
(5.1)
where {fi } are the elements of the reciprocal basis, that is

fi |ej = ij .
(5.2)
This amounts to calculating the matrix element

hij = M 1 ik ek |h|ej ,
(5.3)
where M is the inner product matrix:

Mij = ei |ej .
(5.4)
Using the notation

Bij = ei |(G1/2 1,3 )(1)|ej
(5.5)
it can be expressed as
1/2h1,3

1
c
l
M B ij .
hi
ij +
hij =
l
24
(5.6)
Here we made use of the fact that the basis elements {ei } are eigenvectors of H0 .
5.2. Computing the matrix elements of the perturbing field between descendant states
The task is now to calculate the matrices M and B and then to determine the eigenvalues of
the resulting matrix h. The Hilbert space consists of the Verma module of (see Eq. (3.5)) and
as mentioned above, we choose the following basis elements:
Ln1 Lnk Gr1 Grl |h,
n1 nk < 0,
r1 < < rl 0.
(5.7)
Due to the singular vectors, not all of these are linearly independent. One can obtain a basis for
the irreducible submodule by requiring the nonsingularity of the inner product matrix level by
level. In the Ramond sector we kept the states which had even number of Gr operators. Choosing
the odd parity sector instead gives exactly the same result: the spectrum of the Hamiltonian falls
into two identical copies.
The calculation of h is now a question of algebraic manipulations. We use the basic algebraic
relations (2.4), (2.5) and the definition of adjoint operators
Ln = Ln ,
(5.8)
= Gn .
(5.9)
Gn
In the Ramond case during the calculation of the inner product matrix M we also demand that
|G0 | = 0 ( and are primary), because the inner product of states with opposite -parity
must vanish.
367
The calculation of the matrix B is more difficult because it requires the usage of some commutation rules for reducing the matrix elements. However, these commutation rules are different
for the Ramond and the NeveuSchwarz case. Let us deal with the two cases in turn.
5.2.1. Ramond case
In the Ramond case we can use the already mentioned commutational rules (2.11), (2.13a)
and (2.14). We recall them because they lie at the heart of the algorithm. For the modes Ln we
saw (cf. (2.11))

Ln (z) = zn L0 (z) + (z) nhzn zn L0 + Ln ,
(5.10a)

n
n
n
(z)Ln = z (z)L0 + nhz z L0 + Ln (z).
(5.10b)
Similarly,
Ln (G1/2 )(z) = zn L0 (G1/2 )(z)

+ (G1/2 )(z) n(h + 1/2)zn zn L0 + Ln ,
(5.11a)
(G1/2 )(z)Ln = z (G1/2 )(z)L0

+ n(h + 1/2)zn zn L0 + Ln (G1/2 )(z).
(5.11b)
We make use of these formulae in reducing the three-point functions. Here is an example of the
application of rule (5.10a):
Ln O1 |1,3 (1)|O2
= O1 |Ln 1,3 (1)|O2
= (h + nh1,3 h ) O1 |1,3 (1)|O2 + O1 |1,3 (1)|Ln O2 ,
(5.12)
where O1 and O2 are arbitrary strings of lowering operators.

The counterpart of these relations for the modes Gr are (see (2.13a))
Gr (z) = zr+1/2 (G1/2 )(z) + (z)Gr ,
(5.13a)
(z)Gr = z
(5.13b)
r+1/2
(G1/2 )(z) + Gr (z),
and (cf. (2.14))

Gm (G1/2 )(z) = zm G0 (G1/2 )(z) + 2mhzm1/2 (z)

+ (G1/2 )(z) zm G0 Gm ,
(5.14a)
(G1/2 )(z)Gm = z (G1/2 )(z)G0 + 2mhz

+ zm G0 Gm (G1/2 )(z).
(5.14b)
m1/2
(z)
These rules can be used in a similar way to (5.12), but only if is a Ramond field (G0 is
not defined for NeveuSchwarz fields). Iteratively applying the rules (5.11) and (5.13), (5.14) to
a matrix element leads to a linear combination of the following correlation functions:
|(G1/2 1,3 )(1)|,
(5.15a)
|1,3 (1)|,
(5.15b)
G0 |1,3 (1)|,
(5.15c)
|1,3 (1)|G0 .
(5.15d)
368
The second of these always equals to zero in our case, because 1,3 is a fermion-like operator.
This also means that 1,3 = 1.
Due to (5.13a)
G0 |1,3 (1)| = |(G1/2 1,3 )(1)| + |1,3 (1)|G0 .
(5.16)
Since G0 = G0
G0 |1,3 (1)| = |1,3 (1)|G0 ,
(5.17)
which implies for 1,3 = 1

1
G0 |1,3 (1)| = |(G1/2 1,3 )(1)|.
2
We see that every matrix element can be traced back to the three-point function
|(G1/2 1,3 )(1)|,
(5.18)
(5.19)
which is related to a single structure constant. However, we do not need the numerical value of
this constant, because it can be absorbed into the coupling constant . The physical scale is fixed
by the value of where the crossover takes place. Since we are interested only in the asymptotic
behaviour of the flows (the fixed points), we do not need to fix the real physical scale.
5.2.2. NeveuSchwarz case
In the NeveuSchwarz case we can derive the rules for reducing the three-point functions
using contour integration technique. From

Ln A() B(0)

= A() Ln B(0)

dz n+1
dz n+1

= A()
(5.20)
T (z)B(0) =
T (z)A() B(0)
z
z
2i

2i
we obtain
Ln () =
dz n+1
T (z)().
z
2i
Then for a three-point function:

Ln A() B(1) C(0)

dz n+1
T (z)A() B(1) C(0)
z
=
2i
=

n

dz n + 1
(z 1)k+1 A() T (z)B(1) C(0)
k+1
2i
k=1
1

dz n+1
+
A() B(1) T (z)C(0)
z
2i
(5.21)

n

n+1

= A() B(1) Ln C(0) +
A() Lk B(1) C(0) .
k+1

369
(5.22)
k=1
With similar manipulations one can obtain rules for the remaining two initial positions of Ln
and their counterparts for the modes Gr . These formulae can be obtained from the algebraic
commutation relations as well. Now they can be applied iteratively to the three-point function in
the following manner.
First we throw down all operators from the first field to the others:

n

n+1
Ln A|B(1)|C = A|B(1)|Ln C +
(5.23a)
A|Lk B(1)|C,
k+1
k=1
Gn A|B(1)|C = B A|B(1)|Gn C +

n

n + 12
k=1/2
k+
1
2
A|Gk B(1)|C.
(5.23b)
Then, exploiting that A is now primary we throw everything from the rightmost field to the
middle one:

n + 1
A|B(1)|Ln C =
(5.24a)
A|Lk B(1)|C,
k+1
k=1
A|B(1)|Gn C = B

n + 12
k=1/2
k+
1
2
A|Gk B(1)|C.
(5.24b)
Certainly, in practice the sums truncate at the level of B. Finally, we eliminate the operators from
the field B (A and C are now primary):
A|Ln B(1)|C = (1)n A|B(1)|L1 C + (1)n (n 1) A|B(1)|L0 C,
(5.25a)
A|Gn B(1)|C = B (1)
(5.25b)
n+1/2
A|B(1)|G1/2 C.
Now we can throw this L1 and G1/2 back onto the middle field using (5.24) and repeat
step (5.25). Eventually some L1 and possibly one G1/2 can accumulate on the middle field.
The effect of operators L1 is simply differentiating. Since conformal symmetry determines the
functional form of the three-point function of quasi-primary fields we obtain:
A|Lm
1 B(1)|C = (hA hB hC )(hA hB hC 1)
(hA hB hC m + 1) A|B(1)|C.
(5.26)
The final result islike in the Ramond casea linear combination of matrix elements (5.15a),
(5.15b) where the second one gives zero again.
The reason for not using contour integral technique in the Ramond case is the presence of the
cut in the operator product of G(z) with a Ramond field.
It is interesting to note that albeit G0 is not really well-defined for being a Neveu
Schwarz field, the Ramond method explained in Section 5.2.1 still works in the NeveuSchwarz
case and gives the same result as the contour integral method.
6. Previous results and expectations
Before turning to the result of the TCSA let us summarize the theoretical predictions for the
boundary flows found in the literature. Our main resource is the paper of Fredenhagen [16],
370
where the author gives some predictions for boundary flows in general coset models. Here we
only summarize the consequences for the special case of superconformal minimal models.
The SM(p, p + 2) unitary superminimal models are realized by the
su(2)k su(2)2
su(2)k+2
(6.1)
coset models with p = k + 2. Let us label the sectors of su(2)k by l = 0, 1, . . . , k, the sectors of
su(2)2 by m = 0, 1, 2, and the sectors of su(2)k+2 by l = 0, 1, . . . , k + 2. The sectors of the direct
product are thus labeled by the pairs (l, m). These sectors split up with respect to the su(2)k+2
subalgebra,

Wl,m,l Vl ,
Vl,m =
(6.2)
l
where Wl,m,l are the sectors of the coset theory. Only those coset sectors are allowed for which
l + m + l
is even.
(6.3)
Furthermore, there are identifications between these admissible representations:

(l, m, l )
= (k l, 2 m, k + 2 l ).
(6.4)
Using the p = k + 2 rule and the new variables (the Kac-indices)

r = l + 1,
r = 1, 2, . . . , p 1,
s = l + 1, s = 1, 2, . . . , p + 1,
the precise relations with the superminimal fields are (see [17]):
(r, s)NS = (r 1, 0, s 1) (r 1, 2, s 1),
(6.6)
(r, s)R = (r 1, 1, s 1).
(6.7)
In the NeveuSchwarz sector the direct sum in (6.6) corresponds to the sum of the -projected
subspaces. The identification (6.4) translates to
(r, s)
= (p r, p + 2 s),
(6.8)
which is the well-known symmetry relation of the Kac table of the superminimal models.
In the A-series of superminimal models the boundary conditions are labeled by triplets
(l, m, l ) taking values in the same range as the sectors including selection and identification
boundary conditions correspond to the m = 0, 2 choices. The agreement
rules. The NS and NS
between our results and the predictions for the flows justifies this correspondence.
The boundary flows are predicted in the following way. First, we have to find a boundary
condition and a representation S so that

0, S + su(2)
(6.9)
= (l, m, l ) (l + m + l is even).
k+2
Then a boundary flow is predicted between the following coset boundary configurations:

(S, 0) =: Y.
X := 0, S + su(2)
(6.10)
k+2
371
If we want to study flows starting from the boundary condition (l, m, l ) with 0 l k we can
set = (l, m, 0) and S = (l , 0). This choice corresponds to the flow
(k)J
Nl,l (J, m, 0),
(l, m, l )
(6.11)
J
(k)J
where the Nl,l are the fusion coefficients in su(2)k .

Similarly, in the case of 2 l k + 2 the choice = (k l, 2 m, 0) and S = (k + 2 l , 0)
leads to the flow
(k)J
Nl,l 2 (J, 2 m, 0).
(l, m, l )
(6.12)
J
The boundary conditions which are not covered by these rules are2 for l = k + 1, 1. These
correspond to the (r, p) and (r, 2) states. (The boundary conditions (r, p + 1) and (r, 1) do not
have relevant supersymmetric perturbations.)
For l = k + 1 the suitable choice is S = (0, 1) and = (l, m, k + 2). Then
(l, 0 or 2, k + 1) (l, 1, k + 2)
= (k l, 1, 0),
(6.13)
(l, 1, k + 1) (k l, 0, 0) (k l, 2, 0).
(6.14)
Finally, for l = 1 one should choose S = (0, 1) and = (l, m, 0), which yields the flows
(l, 0 or 2, 1) (l, 1, 0),
(6.15)
(l, 1, 1) (l, 0, 0) (l, 2, 0).
(6.16)
Let us summarize the l = 0 case, when these results give

(0, m, l ) (l , m, 0),
(0, 0 or 2, k + 1) (k, 1, 0),
0 l k,

l = k + 1,
(0, 1, k + 1) (k, 0, 0) (k, 2, 0),

(0, m, l ) (l 2, 2 m, 0),
(0, 1, 1) (0, 0, 0) (0, 2, 0).
(6.17)
(6.18)
(6.19)
2 l k + 2,
(6.20)
(6.21)
Multiplying both sides of these rules by (l, 0, 0) we get back the rules for general l. In the Kac
index language this is the disorder line rule, discussed in paper [18]: if there is a flow between
boundary conditions and , then there exists a flow between and where denotes
the fusion product. For the boundary states of N = 1 superminimal models the fusion rule (2.8)
should be used together with the rules3
NS
= NS,
NS NS = NS
= NS,

NS NS
= R,
R NS = R NS

R R = NS NS.
(6.22a)
(6.22b)
(6.22c)
(6.22d)
2 The author is thankful to S. Fredenhagen for the private discussion on these cases.
3 These are correct with the choice m = 0 NS and m = 2 NS.
In case of the other choice a NS NS
swap is
needed.
372
This means that we only need to determine the flows starting from states in the first row of the
Kac table, all the other flows are given by the fusion rules of the operator algebra.
The authors of paper [19] have also derived the flows for some NeveuSchwarz states in the
first row of the Kac table, but only for even p.
7. TCSA results
We were searching the answers for the following questions.
1. Does our TCSA analysis affirm or disprove the predictions of the Fredenhagen rules?
2. Do all the flows obey the disorder line rule?
3. What happens in the p even models, where both these rules and the classification of consistent boundary conditions are somewhat certain?
We have positive answers for the first two questions. Namely, the following rules can be read
out from the TCSA analysis of the boundary flows of the unitary superconformal minimal model
SM(p, p + 2) perturbed by the operator G1/2 1,3 (see also Appendix A):
1. For > 0:
(a) For 2 s p 1
(1, s)NS (s, 1)NS ,
(7.1a)
(1, s)NS
(s, 1)NS
,
(7.1b)
(1, s)R (s, 1)R .
(7.1c)
This agrees with the Fredenhagen result (6.17). According to the disorder line rule we found
(cf. (6.11)):

(r, s) |s r| + 1, 1 |s r| + 3, 1

min s + r 1, 2p (s + r) 1 , 1 .
(7.2)
These flows do not change the type of the boundary condition so on the right-hand side all
the boundary conditions are of the same type. Thus, if two of them have different fermion
parity, then the half-integer levels of one should combine with the integer levels of the other.
That is exactly what we observed.
(b) For s = p
(1, p)NS (p 1, 1)R ,
(7.3a)
(1, p)NS
(p 1, 1)R ,
(7.3b)
(1, p)R (p 1, 1)NS (p 1, 1)NS

.
(7.3c)
Note that if the initial boundary condition is of NeveuSchwarz type, then the result of the
flow is a Ramond type boundary condition and vice versa. We also identified the flows related
to the flow (7.3) by the disorder line rule:
(r, p)NS (p r, 1)R ,
(7.4a)
(r, p)NS
(p r, 1)R ,
(7.4b)
(r, p)R (p r, 1)NS (p r, 1)NS

.
(7.4c)
373
2. For < 0:
(a) For 3 s p
(1, s)NS (s 2, 1)NS
,
(7.5a)
(1, s)NS
(s 2, 1)NS ,
(7.5b)
(1, s)R (s 2, 1)R .
(7.5c)
This again gives back the Fredenhagen flow (6.20). We found that the disorder line rule
applies: we identified the flows

(r, s) |r s + 2| + 1, 1 |r s + 2| + 3, 1

min s + r 3, 2p (s + r) + 1 , 1 .
(7.6)
In the NeveuSchwarz case these flows, just like their ancestors, change the type of the
boundary conditions. The comment given in case 1(a) is true here as well.
(b) For s = 2
(1, 2)R (1, 1)NS (1, 1)NS
.
(7.7)
This is another example for a flow starting from a Ramond boundary condition running to a
NeveuSchwarz one. The disorder line rule is consistent with the flows
(r, 2)NS (r, 1)R ,
(7.8a)
(r, 2)NS
(r, 1)R ,
(7.8b)
(r, 2)R (r, 1)NS (r, 1)NS

.
(7.8c)
It is interesting that despite the lack of a complete classification of consistent boundary states
for p even, our results indicate the same rules for these cases. The only exception is the boundary condition corresponding to the supersymmetric ( p2 , p+2
2 ) representation which could not be
investigated directly by TCSA.
It is also interesting to note that via the symmetry transformation of the Kac table (r p r,
s p + 2 s) the rules (7.2), (7.4) are mapped to the rules (7.6) and (7.8), respectively. This
means that the two groups of rules ( < 0, > 0) are not independent.
We note that although one can only approach and never reach the fixed point, the endpoints
are (r, 1) type boundary conditions that have no relevant supersymmetric perturbations, so it is
reasonable to take our observations to be strong indications for the real result.
8. Conclusions
In this work we investigated the renormalisation group flows of boundary conditions in N =
1 superconformal minimal models. Starting from a pure Cardy-type boundary condition, the
(supersymmetry preserving) perturbating operator G1/2 1,3 induces a renormalisation group
flow whose infrared fixed points are again superconformal invariant boundary conditions. As we
have shown, the Fredenhagen rules [16] for boundary flows in general coset theories predict the
IR fixed points of our flows. The predicted flows obey a product rule called disorder line rule [18].
In this paper we used the TCSA method to check the Fredenhagen rules. We found that these
rules held in every case that we investigated. It is interesting to note that there are flows which
374
go from a NeveuSchwarz type boundary condition to a Ramond type, and vice versa. Finally,
we showed that all the flows obey the disorder line rule.
Although for p even both these predictions and the description of boundary states are flawed
by the presence of the supersymmetric representation, our analysis implies that a natural extension of the rules are valid for these models.
There are several possibilities for continuing this work. One of them is its extension to the
study of the more complicated space of flows of non-Cardy type boundary conditions. Another
possibility is to consider N = 2 models, which have direct relevance in string theory. However,
although the TCSA analysis should be straightforward in principle, we expect too many states
for reasonably high cuts, which can spoil the applicability of TCSA in practice. It would be
interesting to include non-unitary models, too. The energies typically become complex in these
models (like for ordinary minimal models, as reported in [10]), which makes the identification
of the endpoint rather difficult.
Acknowledgements
I thank my supervisor Gbor Takcs for his guidance, help and the interesting discussions.
I am also grateful to Stefan Fredenhagen for his valuable remarks.
Appendix A
In the appendix we present the results of the TCSA for the first unitary models in detail. In the
subsections we follow the classification of the flows given in Section 7. In the tables the level
entry indicates the level up to which the agreement between the character and the calculated
degeneracy pattern in the IR holds. In the fourth field of every row the dimension of the truncated
Hilbert space is shown. The last field contains the number of the corresponding figure.
In the figures collected at the end of the appendix we plotted the energy levels against the
dimensionless coupling parameter . In these figures the starting boundary condition is unpro so these flows go to unprojected NS or R
jected for the NeveuSchwarz ones (i.e., NS NS),
boundary conditions. In Fig. 1(a) the energy itself is plotted, while in all the other figures we
plotted the normalised energy ( 0 )/(i 0 ) for some appropriate i (usually 1).
A.1. First group of flows: > 0
Table 1
Flows starting from b.c. (r, s) when s p 1
Model
Flow
Level
dim
Fig.
SM(3, 5)
SM(4, 6)
(1, 2) (2, 1)
(1, 3) (3, 1)
(2, 2) (1, 1) (3, 1)
(1, 2) (2, 1)
(1, 3) (3, 1)
(2, 2) (1, 1) (3, 1)
(2, 4) (3, 1)
(1, 2) (2, 1)
(1, 4) (4, 1)
(2, 3) (2, 1) (4, 1)
11
16
17, 15
11
13
13, 11
12
11
7
8, 6
302
454
536
414
388
311
601
341
357
303
1(c)
2(a)
2(b)
SM(5, 7)
3(b)
3(c)
3(d)
375
Table 1 (continued)
Model
Flow
Level
dim
SM(6, 8)
(1, 3) (3, 1)
(1, 5) (5, 1)
(2, 2) (1, 1) (3, 1)
(2, 4) (3, 1) (5, 1)
(1, 2) (2, 1)
(1, 4) (4, 1)
(2, 3) (2, 1) (4, 1)
(2, 5) (4, 1)
(3, 2) (2, 1) (4, 1)
14
8
13, 11
12, 8
10
7
8, 6
6
9, 8
396
540
316
440
344
385
318
367
317
Fig.
4(a)
4(b)
4(d)
4(e)
Table 2
Flows starting from b.c. (r, s) when s = p
Model
Flow
Level
dim
Fig.
SM(3, 5)
SM(4, 6)
SM(5, 7)
SM(6, 8)
(1, 3) (2, 1)
(1, 4) (3, 1)
(1, 5) (4, 1)
(1, 6) (5, 1)
(2, 6) (4, 1)
6
18
7
14
7
407
490
298
289
426
1(b)
2(c)
3(a)
4(f)
4(c)
A.2. Second group of flows: < 0
Table 3
Flows starting from b.c. (r, s) when s 3
Model
Flow
Level
dim
Fig.
SM(3, 5)
SM(4, 6)
(1, 3) (1, 1)
(1, 3) (1, 1)
(1, 4) (2, 1)
(1, 3) (1, 1)
(1, 5) (3, 1)
(2, 4) (1, 1) (3, 1)
(1, 4) (2, 1)
(2, 3) (2, 1)
(1, 3) (1, 1)
(1, 5) (3, 1)
(2, 4) (1, 1) (3, 1)
(2, 6) (3, 1) (5, 1)
(1, 6) (4, 1)
(1, 4) (2, 1)
(2, 3) (2, 1)
(2, 5) (2, 1) (4, 1)
12
18
10
12
14
15, 13
9
8
14
14
13, 11
17, 13
9
9
7
7, 5
407
454
490
388
298
601
357
303
396
540
440
426
289
385
318
367
1(b)
2(a)
2(c)
SM(5, 7)
SM(6, 8)
3(a)
3(b)
3(c)
3(d)
4(a)
4(b)
4(c)
4(f)
4(d)
376
Table 4
Flows starting from b.c. (r, s) when s = 2
Model
Flow
Level
dim
Fig.
SM(3, 5)
SM(4, 6)
(1, 2) (1, 1)
(2, 2) (2, 1)
(1, 2) (1, 1)
(2, 2) (2, 1)
(1, 2) (1, 1)
(2, 2) (2, 1)
(1, 2) (1, 1)
(3, 2) (3, 1)
9
9
22
7
20
7
20
16
302
536
414
311
341
316
344
317
1(c)
2(b)
SM(5, 7)
SM(6, 8)
(a)
4(e)
(b)
(c)
Fig. 1. Flows in SM(3, 5). (a) Flows starting from b.c. (1, 3) in SM(3, 5). (b) Flows starting from b.c. (1, 3) in SM(3, 5).
(c) Flows starting from b.c. (1, 2) in SM(3, 5).
(a)
377
(b)
(c)
(c) Flows starting from b.c. (1, 4) in SM(4, 6).
(a)
(b)
(c)
(d)
(c) Flows starting from b.c. (1, 4) in SM(5, 7). (d) Flows starting from b.c. (2, 3) in SM(5, 7).
378
(a)
(b)
(c)
(d)
(e)
(f)
(c) Flows starting from b.c. (2, 6) in SM(6, 8). (d) Flows starting from b.c. (2, 5) in SM(6, 8). (e) Flows starting from
b.c. (3, 2) in SM(6, 8). (f) Flows starting from b.c. (1, 6) in SM(6, 8).
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Transformations among large c conformal field theories

Marcin Jankiewicz , Thomas W. Kephart
Department of Physics and Astronomy, Vanderbilt University, Nashville, TN 37235, USA
Received 25 October 2005; received in revised form 15 March 2006; accepted 28 March 2006
Abstract
We show that there is a set of transformations that relates all of the 24 dimensional even self-dual
(Niemeier) lattices, and also leads to non-lattice objects some of which can perhaps be interpreted as a
basis for the construction of holomorphic conformal field theory. In the second part of this paper, we extend our observations to higher-dimensional conformal field theories build on extremal partition functions,
where we generate c = 24k theories. We argue that there exists generalizations of the c = 24 models based
on Niemeier lattices and of the non-Niemeier spin-1 theories. The extremal cases have spectra decomposable into the irreducible representations of the FischerGriess Monster. This additional symmetry leads us
to conjecture that these extremal theories, as well as the higher-dimensional analogs of the group lattice
bases Niemeiers, will eventually yield to a full construction of their associated CFTs. We observe interesting periodicities in the coefficients of extremal partition functions and characters of the extremal vertex
operator algebras.
1. Introduction
It was proven by Dixon et al. [1] that the partition function Z of an arbitrary c = 24 holomorphic conformal field theory based on R24 /, where could be any of the 24 even self-dual
Niemeier lattices in 24 dimensions, can be written as follows
Z = J + 24(h + 1).
E-mail addresses: m.jankiewicz@vanderbilt.edu (M. Jankiewicz), thomas.w.kephart@vanderbilt.edu

(T.W. Kephart).
doi:10.1016/j.nuclphysb.2006.03.030
(1)
M. Jankiewicz, T.W. Kephart / Nuclear Physics B 744 [FS] (2006) 380397
381
Here J is the weight zero modular function (with constant term set equal to zero), and h is a
Coxeter number for a lattice solution. We will show that any Niemeier lattice 1 , represented in
terms of the -series related to the partition function (1), can be obtained from another Niemeier
2 . We accomplish this using projections that rearrange the lattice points to form a new lattice.
Only for the particular combination of the projection parameters corresponding to the Coxeter
numbers of the Niemeier lattices, do we have a lattice as a solution. For other combinations
non-lattice solutions are obtained. Since -functions of the 24-dimensional lattices are modular
forms of weight 12, and partition functions are modular invariant (weight zero), a natural question
to ask is, which object is (more) physical? The answer to this question depends on the system
being investigated.
Any Niemeier lattice can be used as a starting point, i.e., any -function corresponding to
a lattice can be used for the initial -function Z00 . The role of the transformation parameters
is simple, they rearrange vectors in a lattice, e.g., by rescaling. The number of transformation
parameters depends strictly on an initial choice of the -function Z00 , and hence on the number
of different conjugacy classes or the number of canonical sublattices in a lattice. For example,
for E83 , which is one of the Niemeier lattices, we have initially three parameters, one for each
SO(16) spinor conjugacy class. In the case of D16 E8 we will have 4 parameters, that build
up the sublattice. However, in these examples, upon constructing the new -series (or partition
function), the initial number of parameters can be reduced to a single independent parameter,
leading to the -function related to (1) with h being represented by the last free transformation
parameter.
Parametrization of the twisted sector has been used to obtain new theories from 16 dimensional even self-dual lattices [2,3]. These include theories that were already known, like
supersymmetric E8 E8 , non-supersymmetric but non-tachyonic SO(16) SO(16), and nonsupersymmetric and tachyonic E8 SO(16), etc. We generalize the analysis of [2,3], to 24dimensional lattices and also relax the constraints on the transformation parameters, i.e., we will
no longer be working with just Z2 actions acting on the conjugacy classes, but rather with more
complicated actions.
The plan of the paper is as follows. In Section 2 we review modular transformations and 16D
lattices. Section 3 introduces our transformation procedure for c = 24 theories. We rederive equation (1) and demonstrate some specific patterns of lattices that can be obtained by this method.
Most of our new results are contained in Section 4 where we provide examples with c = 24k via
a composition construction of k modular invariant c = 24 partition functions. The Leech lattice
is an extremal case for k = 1 where the coefficient of q 2 vanishes and where all other coefficients
in the q-expansion decompose into irreducible representations of the FischerGriess Monster
group. We show that when k > 1, the coefficients of the analog extremal cases also decompose
into Monster group representations. Furthermore, we demonstrate interesting periodicities in k.
The symmetry due to this higher-dimensional Monster Moonshine leads us to conjecture that
the extremal examples will correspond to lattices and corresponding CFTs. The final sections
contains this conjecture and a discussion.
2. Modular transformations and a 16-dimensional example
We start with some basic definitions and a classic example already present in the literature
[2,3]. A formal definition of a -series of an even self-dual lattice is

Z =
(2)
N (m)q m ,
x
382
where N (m) is a number of vectors with length squared equal to an even number m. From a
mathematical point of view, Z is a modular form of weight dim()/2. Let us recall the difference between Z and a partition function Z. Namely, a partition function Z is a modular function
(a modular form of weight zero). By looking at the modular properties of Z we conclude that it
is related to Z by Z = Z /dim() , where
(q) = q 1/12

1 q 2m
(3)
m=1
is a modular form of weight 1/2 called the Dedekind -function with q = ei and is a modular
parameter. Most of the time, we will focus on the lattices, hence we will work with -functions.
However we will make some remarks about partition functions as well.
Let us investigate the relationship between SO(32) and E8 E8 compactification lattices.
The -function of both can be expressed in terms of different conjugacy classes of the
SO(16) SO(16) lattice, which is a maximal common subgroup of both SO(32) and E8 E8 .
SO(2N) groups have four conjugacy classes namely, the adjoint (IN ), the vector (VN ), the spinor
(SN ), and the conjugate spinor (CN ). They can be expressed in terms of Jacobi- functions as
follows [4]:

1
1
VN 3N 4N ,
IN 3N + 4N ,
(4)
2
2
1
1
CN 2N ,
SN 2N ,
(5)
2
2
where N is the rank of SO(2N ). Both spinor and conjugate spinor have the same -expansions.
Before going further, let us recall some of the properties of the modular group SL(2, Z).
It is generated by

1 1
0 1
T=
and S =
,
(6)
0 1
1 0
and any element in this group can be written as T nk ST nk1 S ST n1 where the ni are integers [5]. The transformation rules for Jacobi- functions are given in Appendix A by (A.2)(A.7),
and from them we obtain S-transformed conjugacy classes
1
1
S(IN ) = (IN + VN + SN + CN ),
S(VN ) = (IN + VN SN CN ),
2
2
1
1
S(CN ) = (IN VN ),
S(SN ) = (IN VN ),
2
2
and T-transformations acting on S-transformed conjugacy classes of SO(2N ) give
(7)
(8)
1
1
TS(VN ) = (IN VN SN CN ),
TS(IN ) = (IN VN + SN + CN ),
(9)
2
2
1
1
TS(CN ) = (IN + VN ).
TS(SN ) = (IN + VN ),
(10)
2
2
We will use a TS transformation to restore the modular invariance of the new partition functions
resulting from the construction presented below.
Now consider the -function of the SO(32) lattice, which is given in terms of SO(16)
SO(16) conjugacy classes by

ZSO(32) = I82 + V82 + S82 + C82 ,
(11)
383
Table 1
A Z2 transformation applied to ZSO(32)
First SO(16)
Second SO(16)
I8
V8
S8
C8
+
+
+
+
where squares are just a short-hand notation for (I8 , I8 ), etc. A Z2 action on the conjugacy
classes means we have to multiply a given conjugacy class by 1. If one chooses to act with
transformations that flip the sign of the vector and conjugate spinor representations of the second
SO(16) [3], as shown in Table 1 one gets a new -series

Z1 = I82 V82 + S82 C82 .
(12)
It is obvious that Z1 is not modular invariant as can be seen from its q-expansion. I.e., some of
the coefficients are negative. In order to restore wanted modular properties, one has to add the S
and the TS transformed forms of Z1 :
SZ1 = I8 S8 + S8 I8 + C8 V8 + V8 C8 ,
(13)
TSZ1 = I8 S8 + S8 I8 C8 V8 V8 C8 .
(14)
Adding partition functions (11)(14), and also taking into account the overall normalization, one
obtains the -function of the dual E8 E8 theory, namely
1
(ZSO(32) + Z1 + SZ1 + TSZ1 ) = ZE8 E8 = (I8 + S8 )2 .
2
(15)
3. Transformation model in 24 dimensions

Now we move on to 24-dimensional lattices. We begin by writing the D16 E8 Niemeier
lattice represented in terms of D8 D8 D8 conjugacy classes.1 We follow the standard notation
(see, for example, [1]), where Z00 is the initial untwisted sector, Z10 is a projection, Z01 = SZ10 and
Z11 = TZ01 are modular transformed (twisted) sectors. Therefore

Z00 = I 2 + V 2 + S 2 + C 2 (I + S),
(16)
which, after evaluation of conjugacy classes in terms of Jacobi- functions, can be expanded into
a q-series

Z00 = 1 + 720q 2 + 179280q 4 + O q 6 .
(17)
Now let us make a projection, which in the most general way, can be written as

Z10 = I 2 + aV 2 + bS 2 + cC 2 (I + eS),
(18)
where a, b, c and e are projection parameters, that change the signs and/or scale the conjugacy
classes. We also evaluate the q-expansion of Z10 to see the influence of the projection we have
just made

Z10 = 1 + 16(21 + 16a + 8e)q 2 + O q 4 .
(19)
1 We omit subscript 8 in the notation.
384
This series is still even in powers of q, however self-duality may have been lost. Using transformation properties (7)(8) we get twisted sectors
Z01 SZ10 =

1
(I + V + S + C)2 + a(I + V S C)2 + b(I V )2 + c(I V )2
8

I + V + S + C + e(I V ) ,
(20)
and
Z11 TSZ10 =

1
(I V + S + C)2 + a(I V S C)2 + b(I + V )2 + c(I + V )2
8

I V + S + C + e(I + V ) .
(21)
New transformed (orbifolded under certain circumstances) theories can be represented in the
following general form

1 0
Z0 + Z10 + Z01 + Z11 .
(22)
2
We have chosen S and TS transformations to restore modular invariance of a -function. Neither
Z01 nor Z11 is even. We can see this directly from the q-expansion of Z01
Znew =

1
Z01 = (1 + a + b + c)(1 + e) + 2 2 b c + e 3be 3ce + a(3 + e) q
8

+ O q2 .
(23)
However, when added to Z01 , the TS transformed -function eliminates terms with odd powers
in q, i.e., its q-expansion is

1
Z11 = (1 + a + b + c)(1 + e) 2 2 b c + e 3be 3ce + a(3 + e) q
8

+ O q2 .
(24)
An even self-dual lattice scaled by the appropriate power of Dedekind -function is by definition a modular function, but modular invariance does not necessarily imply we have a lattice;
therefore modular invariance is a more general concept.2 But as we see we are safe; the odd terms
in the twisted sectors have cancelled.
Note, Znew is modular invariant regardless of the values of the transformation parameters.
However, a q-expansion of a theory transformed in a way described above has to be properly
normalized. Normalization is not yet guaranteed, since the zeroth order term in the q-expansion
is given by
1
1 + (1 + a + b + c)(1 + e).
(25)
8
For e = 1, we are left with only one combination of the parameters a, b and c, such that normalization of the zeroth order term is fixed to 1, i.e., a + b + c = 1. As a result of this fixing, one
is left with
Znew = (I + S)3 .
2 This is important since only even and self-dual lattices can be used as a basis for a compactification torus.
(26)
385
The resulting lattice corresponds to the E8 E8 E8 isospectral3 partner of D16 E8 . But there
is a more interesting case. For e = 1 the normalization condition is already fixed, but this puts
no constraints on the rest of the parameters. Moreover, the parameters (a, b, c) are found in a
specific combination4 at every order in q 2
x 3a b c.
(27)
We show this by explicitly evaluating Znew

Znew = 1 + 48(13 + 2x)q 2 144(1261 + 16x)q 4 + 4032(4199 + 6x)q 6 + ,
(28)
which can be rewritten

Znew = 1 + 624q 2 + 181584q 4 + 16930368q 6 + + 96x q 2 24q 4 + 252q 6 + ,
(29)
where we have divided Znew into x-dependent and x-independent parts. The number of independent parameters (after one fixes e) is reduced to one. This parameter, x, can be related to the
Coxeter number h of a given lattice. The relation is model dependent and depends on an initial
choice of Z00 . For the case at hand
h 26
(30)
.
4
We observe that the -series in the first square bracket in (29) is an even self-dual (i.e. invariant
under S and T) function. It does not correspond to a lattice solution. However it can be related
to the J -invariant (see (A.8) in Appendix A). Terms in the second square bracket in (29) form
a unique cusp form of weight 12 [5], which can be written as the 24th power of the Dedekind
-function. Using this knowledge we can write our solution in a more compact form

Znew = J + 24(h + 1) 24 ,
(31)
x=
where h is a positive integer and is equal to the Coxeter number of the 24 dimensional even
self-dual lattice if Znew forms a Niemeier lattice. Only for specific values of x does one get a
solution that corresponds to a lattice. However, for the majority of cases, representation in terms
of group lattices is not possible. Physically this means that the primary fields of the CFT do not
transform under any group (there are exceptions to be discussed below, see [22]), hence one is
left with 24 h singlets.
We now classify all solutions that can be derived by this technique. Using (30) in (31) one
finds the allowed values of x form a set of 8191 elements.5 This is true under two conditions, first
we assume that all the coefficients in a q-expansion are positive integers [6,8]. This assumption
is not only reasonable but also physical, since these coefficients give us the number of states at
each string mass level from the partition function point of view, and from the lattice point of view
they correspond to the number of sites in each layer. The second assumption is that the kissing
number for both lattices and non-lattices is an integer number which can change by one.6
3 A pair of lattices is said to be isospectral if they have the same -expansion.
4 For other values of e the analysis gets more complicated.
5 For what it is worth 8191 is a Marsenne prime.
6 One could assume that a kissing number for a non-lattice solution is still a multiple of 24, as with lattices. Then
modular properties of the -series are preserved, but the number of solutions is reduced to 342.
386
Table 2
Relatives of D16 E8 lattice, and their parametrization
Lattice
D24
46
E83
30
2
D12
2
E7 D10
D83
22
18
14
Table 3
Maximal subgroups of D16 E8 lattice, and their parametrization
Lattice
D64
10
D46
A24
1
Remembering that our starting point was the D16 E8 lattice, one can immediately see that
integer values of (a, b, c) parameters correspond to relatives7 of this lattice [6]. Table 2 shows
the transformation parameters for all five relatives of D16 E8 . All except E72 D10 , can be gotten
from the action of a Z2 . Since E83 and D16 E8 are isospectral, we can set a = b = c = 1 in
that case. There are three other possible integer combinations for x, corresponding to D64 , D46
and A24
1 (Table 3), that are maximal subgroups of D16 E8 . Other integer values for x that reach
Niemeier lattices cannot be expressed in terms of integer values of (a, b, c), which means that
more complicated actions are needed. We list all the lattice solutions and the corresponding x
parametrization in Table 4. Other values of (a, b, c) give the other Niemeier lattices and nonlattices solutions.
As a second example, we choose another Niemeier lattice E83 with a -function
Z00 = (I + S)3 ,
(32)
where the projected sector is

Z10 = (I + aS)(I + bS)(I + cS).
(33)
Z01
Z11 .
Again to restore modular invariance we introduce twisted sectors

and
As a result a new
modular invariant -function is obtained, and can be written in the form (31), except that the
relation between Coxeter number and transformation parameters is different. For example, after
fixing b = c = 1 we are left with one free parameter a = (h 22)/8, which tells us that the
space of the values of the a parameters reaches all 8191 solutions.
If one restricts parameters (a, b, c) to 1 one gets a family of simple Z2 actions transforming
the original lattice into the relatives D16 E8 and D8 D8 D8 of E83 .
Let us finish this section with the following simple observation. The Z2 orbifold actions are
the actions which break/restore symmetry in a special way. If 1 and 2 have a common maximal subgroup then there is a Z2 action that transforms 1 into 2 . This is not the case when
7 We call a pair of group lattices relatives if they share a common maximal subgroup.
387
Table 4
All lattice solutions in 24 dimensions. The second column represents the Coxeter number h. The third column shows x
parametrization when Z00 = ZD16 E8 . The glue code in the explicit form is given for most of the lattices and in a generator
24
form for A83 , A12
2 , A1 as in [6]. Numbers in this column represent conjugacy classes, + means combination of adjoint
and spinor conjugacy classes, 0 stands for the adjoint, 1, 2, 3 are vector, spinor and conjugate spinor for Dn lattices
(similarly for An with n 1, and E6 , E7 with two conjugacy classes). In the last three columns the first three coefficients
in the -series are listed with a2 being a kissing number for a given lattice (except for Leech)
Lattice
Coxeter
E8
30
240
2160
6720
E82
30
++
480
61920
1050240
D16
30
480
61920
1050240
D24
46
5 +
D16 E8
30
1 ++
720 179280 16954560
E83
30
1 +++
720 179280 16954560
Glue code
a2
a4
a6
1104 170064 17051328
A24
25
1/4 [0] + 2([5] + [10])
600 182160 16924320
2
D12
22
1 [00] + 2[12] + [11]
528 183888 16906176
A17 E7
18
2 [00] + 2[31] + 2[60] + [91]
432 186192 16881984
D10 E72
18
2 [000] + [110] + [310] + [211]
432 186192 16881984
A15 D9
16
5/2 [00] + 2([12] + [16] + [24]) + [08]
384 187344 16869888
D83
14
3 [000] + 3([011] + [122]) + [111]
336 188496 16857792
A212
13
13/4 [00] + 4([15] + [23] + [46])
312 189072 16851744
A11 D7 E6 12
7/2 [000] + 2[111] + 2[310] + 2[401] + 2[511] + [620]
E64
12
7/2 [0000] + 8[1110]
A29 D6
10
4 [000] + 4([121] + [132] + [240] + [341]) + 2[051] + [552]
240 190800 16833600
D64
288 189648 16845696

288 189648 16845696
10
4 [0000] + 12[0123] + [1111] + [2222] + [3333]
240 190800 16833600
A38
A27 D52
17/4 [000] + 6([114] + [330] + [122] + [244]) + 2[333]
216 191376 16827552
A46
19/4 [0000] + 24[0123] + 8([1112] + [1222] + [2223])
168 192528 16815456
A45 D4
5 [00000] + 6[00331] + 24([00121] + [12231])

+ 8([02220] + [11130]) + [33330]
144 193104 16809408
D46
5 [000000] + 45[000011] + 18[111111]
144 193104 16809408
A64
21/4 [000000]+60[001122]+40[111222]
+ 12[011111] + 12[022222]
A83
11/2 [3(2001011)] + cyclic permutations of (2001011)
A12
2
23/4 [2(11211122212)] + cyclic permutations of (11211122212)
72 194832 16791264
A24
1
48 195408 16785216
Leech
6 [1(00000101001100110101111)]
+ cyclic permutations of (00000101001100110101111)
13/2 None
9/2 [0000] + 4([0211] + [1112] + [2202] + [3312] + [2411])

+ 8[1301] + 2[0422] + [4400]
192 191952 16821504
120 193680 16803360

96 194256 16797312
0 196560 16773120
1 and 2 do not have a common maximal subgroup. Therefore, this is possible for only a few
pairs of Niemeier lattices (see Table 5). This result follows the lines of the procedure discussed
by Dolan et al. in [7].
We want to emphasize that the main point of this section was to introduce transformations
between extant lattices, and hence between known partition functions of their holomorphic
388
Table 5
Patterns of lattices obtained by Z2 actions
E8 D16
E83
D83
D83
D46 A24
1 Leech
2
D24 D12 D64 A83
E72 D10 A27 D52
conformal field theories. We do not claim that the other class of solutions we found (namely
non-lattices) are new CFTs. They are however modular functions and can be generated from
the choice of the projection parameter which corresponds to the analog of a Coxeter number of
the non-existent Niemeier lattice, so they remain CFT candidates. We delay further discussion of
these theories until we reach the discussion section. In the next section we discuss the generalization of these results to k > 1. The examples in this section will serve as a basis for construction of
potential higher-dimensional CFTs based on generalizations of Niemeier lattices, and in particular on generalized extremal -functions or partition functions. The list of physical requirements
which has to be imposed on a one-loop partition function of a conformal field theory was given,
for example, in [8,9]. All of these constraints are satisfied by any candidate CFT build on an
even self-dual lattice presented in this section and known earlier in the literature [1]. Following
this line of reasoning we proceed to focus on potential classes of CFTs build on extremal even
self-dual lattices in dimensions 24k if and when they exist, or if not, on extremal even self-dual
-series with c = 24k. This avoids possible (or almost certain) complications of constructions
based on non-lattice objects.
4. c = 24k extremal series
In this section we generalize our procedure to higher dimensions. We concentrate on c =
24k series which are in some cases 24k-dimensional lattices. Their -functions can be expressed in terms of positive integer8 powers of Znew given in (31). For example, one can use
them in the construction of the lattices with dense packing in 48 dimensions and the highest
packing in 24. These lattices are build on the so-called extremal -functions. For k = 1 the
kissing number (so the first non-zero coefficient in the q-expansion of the lattice) of the lattice
with the highest packing is obtained as follows. The coefficients a2 and a4 in the q-expansion
1 + a2 q 2 + a4 q 4 + are constrained by the equation 24a2 + a4 = 196560 (see below). From
this we see that the maximum packing corresponds to the choice a2 = 0 and a4 = 196560.
In general, the equivalent of a 24 dimensional even self-dual lattice, i.e., modular invariant
lattice, can be obtained from
24 (J + 24 + a2 ) = 1 + a2 q 2 + (196560 24a2 )q 4 + 252(66560 + a2 )q 6 + ,
(34)
where a2 is a positive integer. The extremal a2 = 0 case is a Leech lattice. In order to preserve
wanted properties we have to put constraints on values of the integer a2 . It is easy to see that
a2 [0, 8190], generates q-expansion with positive entries. The same kind of constraint can be
8 However, one can generalize this procedure to other dimensions (8k) as well.
389
imposed in 48 dimensions, where a modular invariant -series is written in the general form

48 (J + 24 + a)(J + 24 + b) = 1 + (a + b)q 2 + 2 196560 24(a + b) + ab q 4

+ 12 2795520 + 16401(a + b) 4ab q 6 + .
(35)
By rewriting the expression as
1 + a2 q 2 + a4 q 4 + (52416000 + 195660a2 48a4 )q 6 +
(36)
we see that a dense packing with kissing number 52 416 000 is obtained if one chooses a2 =
a4 = 0. It is the P48 lattice [6]. In 72 dimensions we have
1 + a2 q 2 + a4 q 4 + a6 q 6 + (6218175600 + 57091612a2 + 195660a4 72a6 )q 8 + .
(37)
In this case one would expect a lattice corresponding to the extremal -series would be obtained
by setting a2 , a4 and a6 to zero so that the corresponding kissing number would be 6218175600
except for the fact that this -series is not known to correspond to a lattice [10]. The extremal
-series in 24k dimensions obtained from this procedure is gotten by the requirement that all
of the coefficients a2 , . . . , a2k vanish.9 We can find in principle the number of solutions with
this parametrization, i.e., sensible -functions in 24k dimensions. In 24 dimensions the values
of a2 were constrained. In the rest of the cases, i.e., k > 1, the number of independent parameters is k. However again the parameter space is finite. Using this information one can calculate
the number of possible -functions in any dimension. For example, in 48 dimensions we find
806022416786149 -series. In this plethora of possibilities, we expect only some small fraction
can be interpreted as lattices, which can be related to CFT.10
Finally the partition function for any 24k-dimensional theory contains a finite number of
tachyons. For k = 1 there is a single tachyon with (m)2 = 1, for k > 1 we have k tachyon
levels in the spectrum. The most general formula of a partition function in 24k dimensions is

1
2m2k
Jk (
(38)
x)
(J + 24 + xm ) = 2k 1 +
f2m (x1 , . . . , xk )q
,
q
m=1
m=(k1)
where x = (x1 , . . . , xk ) and f2m 0 are polynomials in the xi . The lowest (tachyonic) state
with (m)2 = k is always populated by a single tachyon, and higher states are functions of
(x1 , x2 , . . . , xk ). The xi s can be chosen in such a way that all tachyon levels above the lowest
level are absent, hence the next populated level would be occupied by massless states. This choice
involves the elimination of k 1 parameters. The final series would then depend on a single parameter xk , more precisely the massless level is a polynomial in xk of the order k. The remainder
of the spectrum does not depend on the choice of xk , in analogy with the 24-dimensional case.
What is appealing in these models is that for k
1 we can have a single tachyonic state with
arbitrarily large negative mass square that could potentially decouple from the spectrum leaving only states with (m2 ) 0, and the partition function of such a theory is still a well defined
modular function. This may be an alternative to tachyon condensation [12].
9 Alternatively, we can use the bound known in from the lattice theory [11], that the minimal norm of n-dimensional
n ] + 2.
unimodular lattice is [ 24
10 For example, there are 242 even self-dual CFTs constructed out of 24-dimensional Niemeier lattices. This is a subset
of the even self dual lattices in 48D. Even at 32D the number of even self dual lattices is known to be very large.
390
Let us evaluate a few examples with only a single tachyon coupled to the identity at q 2k for
k = 1, 2, 3 and 4, which we define as Gk = Jk |extremal . These are:
G1 (x1 ) = 1/q 2 + (24 + x1 ) + 196884q 2 + ,

G2 (x2 ) = 1/q 4 + 393192 48x2 x22 + 42987520q 2 + ,

G3 (x3 ) = 1/q 6 + 50319456 588924x3 + 72x32 + x33 + 2592899910q 2 + ,

G4 (x4 ) = 1/q 8 + 75679531032 48228608x4 + 784080x42 96x43 x44
+ 80983425024q 2 + .
(39)
The allowed values of the polynomial coefficient of q 0 are integers that run from zero to the
value of the q 2 coefficient. If one changes k, then the q 2 coefficients are Fourier coefficients of
the unique weight-2 normalized meromorphic modular form for SL(2, Z) with all poles at infinity
[13]. The partition functions (39) are examples of the replication formulas [14].
There exists an interesting alternative set of possible CFTs with partition functions [15] that
we will call Hk , where for different values of k we have
H1 = 1/q 2 + 196884q 2 + ,
H2 = 1/q 4 + 1 + 42987520q 2 + ,
H3 = 1/q 6 + 1/q 2 + 1 + 2593096794q 2 + ,
H4 = 1/q 8 + 1/q 4 + 1/q 2 + 1 + 81026609428q 2 + .
(40)
Again we fix the tachyon levels by appropriate choices of the xs. Note that the q 2 coefficients for
k = 1 and 2 coincide in (39) and (40) but not for larger k. These are characters of the extremal
vertex
operator algebra of rank 24k (if it exists) [15]. These characters were obtained by requiring
24k + km=1 xm = 0 (so that the (k 1) state is empty), all other coefficients of tachyon levels
up the to massless states are fixed to one.
The extremal 24-dimensional case has been shown to be related to the FischerGriess Monster
group. In fact G1 (x1 ) is the modular function j when x1 = 24. j has the expansion
j = 1/q 2 + 196884q 2 + 21493760q 4 + 864299970q 6 + 20245856256q 8 +
(41)
and the coefficients of this expansion decompose into dimensions of the irreducible representations of the Monster (see Table 6), where we use the notation
j = 1/q 2 + j2 q 2 + j4 q 4 + .
(42)
Table 6
Decomposition of the coefficients of j into irreducible representations of the Monster group (for more see [16,17])
J -invariant
Monster
j2
j4
j6
j8
j10
196884
21493760
864299970
20245856256
333202640600
j12
4252023300096
1 + 196883
1 + 196883 + 21296876
2 1 + 2 196883 + 21296876 + 842609326
3 1 + 3 196883 + 21296876 + 2 842609326 + 18538750076
4 1 + 5 196883 + 3 21296876 + 2 842609326 + 18538750076
+ 19360062527 + 293553734298
3 1 + 7 196883 + 6 21296876 + 2 842609326 + 4 19360062527
+ 293553734298 + 3879214937598
391
Table 7
Coefficients of 24k-dimensional extremal partition functions Gk in terms of coefficients j2n of modular function j
k
g2
g4
g6
g8
g10
g12
2
3
4
5
6
..
.
2j4
3j6
4j8
5j10
6j12
..
.
2j8 + j2
3j12
4j16 + 2j4
5j20
6j24 + 3j6
..
.
2j12
3j18 + j2
4j24
5j30
6j36 + 2j4
..
.
2j16 + j4
3j24
4j32 + 2j8 + j2
5j40
6j48 + 3j12
..
.
2j20
3j30
4j40
5j50 + j2
6j60
..
.
2j24 + j6
3j36 + j4
4j48 + 2j12
5j60
6j72 + 3j18 + 2j8 + j2
..
.
g14
g16
g18
g20
g22
g24
2
3
4
5
6
.
..
2j28
3j42
4j56
5j70
6j84
.
..
2j32 + j8
3j48
4j64 + 2j16 + j4
5j80
6j96 + 3j24
.
..
2j36
3j54 + j6
4j72
5j90
6j108 + 2j12
.
..
2j40 + j10
3j60
4j80 + 2j20
5j100 + j4
6j120 + 3j30
.
..
2j44
3j66
4j88
5j110
6j132
.
..
2j48 + j12
3j72 + j8
4j96 + 2j24 + j6
5j120
6j144 + 3j36 + 2j16 + j4
.
..
g26
g28
g30
g32
g34
g36
2
3
4
5
6
..
.
2j52
3j78
4j104
5j130
6j156
..
.
2j56 + j14
3j84
4j112 + 2j28
5j140
6j168 + 3j42
..
.
2j60
3j90 + j10
4j120
5j150 + j6
6j180 + 2j20
..
.
2j64 + j16
3j96
4j128 + 2j32 + j8
5j160
6j192 + 3j48
..
.
2j68
3j102
4j136
5j170
6j204
..
.
2j72 + j18
3j108 + j12
4j144 + 2j36
5j180
6j216 + 3j54 + 2j24 + j6
..
.
g38
g40
g42
g44
g46
g48
2
3
4
5
6
..
.
2j76
3j114
4j152
5j190
6j228
..
.
2j80 + j20
3j120
4j160 + 2j40 + j10
5j200 + j8
6j240 + 3j60
..
.
2j84
3j126 + j14
4j168
5j210
6j252 + 2j28
..
.
2j88 + j22
3j132
4j176 + 2j44
5j220
6j264 + 3j66
..
.
2j92
3j138
4j184
5j230
6j276
..
.
2g96 + j24
3j144 + j16
4j192 + 2j48 + j12
5j240
6j288 + 3j72 + 2j32 + j8
..
.
g50
g52
g54
g56
g58
g60
2
3
4
5
6
.
..
2j100
3j150
4j200
5j250 + j10
6j300
.
..
2j104 + j26
3j156
4j208 + 2j52
5j260
6j312 + 3j78
.
..
2j108
3j162 + j18
4j216
5j270
6j324 + 2j36
.
..
2j112 + j28
3j168
4j224 + 2j56 + j14
5j280
6j336 + 3j84
.
..
2j116
3j174
4j232
5j290
6j348
.
..
2j120 + j30
3j180 + j20
4j240 + 2j60
5j300 + j12
6j360 + 3j90 + 2j40 + j10
.
..
For 24k one can expand the q 2n coefficients of Gk in terms of j coefficients which in turn can
be expanded in terms of the dimensions of irreducible representations of the Monster. Table 7
demonstrates explicitly how the coefficients of the extremal 24k partition functions are decomposed into the coefficients of j . Observe that the pattern of the g2n coefficients in the kth row
in Table 7 is periodic with period k. The first k rows of the table of g coefficients is overall k!
periodic. As the periodicity holds for many coefficients, as shown in Tables 7 and 8, we conjecture it continues to hold for all k. The polynomial conditions to be satisfied to find the extremal
partition functions for large k become increasingly more difficult to solve with increasing k, so
392
Table 8
Periodicity of the coefficients gn for c = 24k extremal partition functions Gk , and for hn coefficients of characters of the
extremal vertex operator algebras Hk in terms of coefficients the j2n of the modular function j (k = 6 case for hn is not
displayed since it is long but it has period 24)
k=2
k=2
k=2
k=2
g4i+2
g4i+4
2j2(4i+2)
2j2(4i+4) + j2(2i+2)
h4i+2
h4i+4
2j2(4i+2)
2j2(4i+4) + j2(2i+2)
k=3
k=3
k=3
k=3
g6i+2
g6i+4
g6i+6
3j3(6i+2)
3j3(6i+4)
3j3(6i+6) + j2i+2
h6i+2
h6i+4
h6i+6
3j3(6i+2) + j6i+2
3j3(6i+4) + j6i+4
3j3(6i+6) + j2i+2 + j6i+6
k=4
k=4
k=4
k=4
g8i+2
g8i+4
g8i+6
g8i+8
4j4(8i+2)
4j4(8i+4) + 2j2(2i+4)
4j4(8i+6)
4j4(8i+8) + 2j(8i+8) + j2i+2
h8i+2
h8i+4
h8i+6
h8i+8
4j4(8i+2) + 2j2(8i+2) + j8i+2

4j4(8i+4) + 2j2(2i+4) + 2j2(8i+4) + j8i+4 + j4i+2
4j4(8i+6) + 2j2(8i+6) + j8i+6
4j4(8i+8) + 2j(8i+8) + j2i+2 + 2j2(8i+8) + j8i+8 + j4i+4
k=5
k=5
k=5
k=5
g10i+2
g10i+4
g10i+6
g10i+8
g10i+10
5j5(10i+2)
5j5(10i+4)
5j5(10i+6)
5j5(10i+8)
5j5(10i+10) + j2i+2
h12i+2
h12i+4
h12i+6
h12i+8
h12i+10
h12i+12
g12i+2 + 3j3(12i+2) + 2j2(12i+2) + j12i+2

g12i+4 + 3j3(12i+4) + 2j2(12i+4) + j12i+4 + j6i+2
g12i+6 + 3j3(12i+6) + 2j2(12i+6) + j12i+6 + j4i+2
g12i+8 + 3j3(12i+8) + 2j2(12i+8) + j12i+8 + j6i+4
g12i+10 + 3j3(12i+10) + 2j2(12i+10) + j12i+10
g10i+12 + 3j3(12i+12) + 2j2(12i+12) + j12i+12 + j6i+6 + j4i+4
k=6
k=6
g12i+2
g12i+4
g12i+6
g12i+8
g12i+10
g12i+12
6j6(12i+2)
6j6(12i+4) + 3j3(6i+2)
6j6(12i+6) + 2j2(4i+2)
6j6(12i+8) + 3j3(6i+4)
6j6(12i+10)
6j6(12i+12) + 3j3(6i+6)
+ 2j2(4i+4) + j2i+2
we do not have results for k > 6. Table 8 give the general periodicity. These results are somewhat reminiscent of Bott periodicity for the stable homotopy of the classical groups. Here we are
dealing with (the equivalent of) increasing level algebras.
To summarize, when k = 1 it is known via standard Monster Moonshine that the coefficients
of j decompose into Monster representations [14]. The related extremal lattices are Leech in 24
and P48 in 48 dimensions. The fact that all the higher k coefficients also decompose into Monster
representations indicates that they have large symmetries containing the Monster and the fact that
they have these symmetries may indicate that they are related to 24k-dimensional lattices, and
this increases the probability that one can construct CFTs from these extremal partition functions.
5. Discussion and conclusions
In the discussion section of [1] it is argued that by using Z2 twists of the 23 Lie type Niemeier
lattices one gets holomorphic conformal field theories that are not graded isomorphic to any of
the untwisted theories based on Niemeier lattices. What we have shown is that there exists a
family of transformations, not necessarily of the simple Z2 form, that connects the members
393
of the class of holomorphic conformal field theories, i.e., the Niemeier lattices. Furthermore
these transformations connect non-Niemeier modular invariant c = 24 -functions. These results
generalize to any c = 24k case (in particular, when the resulting parametrization corresponds to
24k-dimensional lattice). We also found interesting patterns of periodicity related to Monster
Moonshine.
It is not clear what some of the non-lattice structures are. For instance, if we transform a
subcomponent of a lattice by multiplying by a constant C it changes the number of points in the
layers of that subcomponent. If we require the number of points in a layer to be an integer (and
the spacing between points in each layer to be uniform), then C must be a rational fraction. If
we start with a lattice built from a set of Jacobi- functions, then we can change the number of
points in sets of layers by multiplying the Jacobi- s by Ci s, with the only requirement that the
coefficients in a q-expansion of a lattice are positive integers. We can also change the number
of points on a lattice by adding (discrete amounts of) curvature, positive (negative) curvature
reduces (increases) the number of points. So the transformation of a subcomponent of a lattice
by multiplying by a rational fractional is in some sense equivalent to adding curvature. This will
in general not be compatible with maintaining the integrity of the lattice, although we could
still generate a perfectly acceptable partition function. Indeed in 24 dimensions, if we start with
a Niemeier lattice, we can make many fractional transformation that lead to an even self-dual
partition function, but most of these are not lattices (since we know there are only 24 Niemeiers).
We expect the same to be true if we start with a 24k-dimensional lattice and transform. There will
be a large number of modular invariant partition functions generated, but only a limited number
will correspond to even self-dual lattices.
In 24 dimensions there is one extremal partition function, corresponding to a Leech lattice,
whose q-expansion coefficients can be written in the form of a linear combinations of dimensions of the irreducible representations of the Monster group; this relationship is at the core of
the Monster Moonshine. The decomposition is possible only in the extremal case, since in all
other cases a non-zero constant term in the q-expansion would be present. The presence of this
term in the expansion would imply the introduction of an enormous unnatural set of singlets in
the decomposition. We believe a similar situation occures at 24k where we have extended this
argument. Instead of a Leech lattice we have to deal with higher-dimensional extremal partition
functions (but note that there is more than one type of extremal partition function in 24k dimensions). Existence of 24k extremal lattices for k > 2 is however only a conjecture [6], but our
results are consistant with and provides supporting evidence for this conjecture. One can use our
generalized version of Monster Moonshine to postulate that we already have the q-expansion of
higher-dimensional extremal lattices, and that the symmetry provided by the Monster decomposition can be used to learn more about these lattices.
Some of the results obtained here (related to the transformations between c = 24 CFTs) are
already present in the literature [7,21]. For example, the Z2 patterns (in Table 5) were explained
in [21]. Also it was shown that from any even-self dual lattice it is always possible to construct
one untwisted and one twisted conformal field theory. However in our case it is enough to start
from just a single even self-dual lattice to obtain all other lattice solutions by a proper choice
of projection parameters. Finally there are a number of interesting open questions. For instance,
is there any relation between solutions found here (including non-lattice solutions) and other
solutions corresponding to higher level KacMoody algebras classified in [2224].
As for new CFTs, we suggest that the extremal G partition functions will generate new c = 24k
CFTs. We know the first at k = 1 corresponds to the Leech lattice, the second k = 2 case also
corresponds to the known lattice P48 , and since the higher k cases all possess Monster symmetry
394
Table 9
-functions (modular forms of weight 12) corresponding to 47 theories with a non-Abelian spin-1 algebra in Schellekens
[22]. The second column represents our x parametrization of isospectral cases, when Z00 = D16 E8 . Coefficients ai are
the first three terms in the q-expansion of the corresponding -function
Lattice
a2
a4
a6
E8,2 B6,1
B12,2
C10,1 B6,1
11/4
29/8
15/4
360
276
264
187920
189936
190224
16863840
16842672
16839648
(A8,1 )3 , C8,1 (F4,1 )2 , E7,2 B5,1 F4,1

D9,2 A7,1
D8,2 (B4,1 )2 (C6,1 )2 B4,1
E6,2 C5,1 A5,1 , E7,3 A5,1
17/4
9/2
19/4
5
216
192
168
144
191376
191952
192528
193104
16827552
16821504
16815456
16809408
(B6,2 )2
41/8
132
193392
16806384
(A4,1 )6 , (C4,1 )4 , D6,2 C4,1 (B3,1 )2 , A9,2 A4,1 B3,1
21/4
120
193680
16803360
A8,2 F4,2
43/8
108
193968
16800336
(A3,1 )8 , (D5,2 )2 (A3,1 )2 , E6,3 (G2,1 )3 , A7,2 (C3,1 )2 A3,1 ,

D7,3 A3,1 G2,1 , C7,2 A3,1
11/2
96
194256
16797312
(B4,2 )3
45/8
84
194544
16794288
(A2,1 )12 , (D4,2 )2 (C2,1 )4 , (A5,2 )2 C2,1 (A2,1 )2 , A8,3 (A2,1 )2 ,

E6,4 C2,1 A2,1
23/4
72
194832
16791264
C4,2 (A4,2 )2 , (B3,2 )4
47/8
60
195120
16788240
(A1,1 )24 , (A3,2 )4 (A1,1 )4 , A5,3 D4,3 (A1,1 )3 , A7,4 (A1,1 )3 ,

D5,4 C3,2 (A1,1 )2 , C5,3 G2,2 A1,1
(C2,2 )6 , D4,4 (A2,2 )4 , F4,6 A2,2
48
195408
16785216
49/8
36
195696
16782192
(A1,2 )16 (A2,3 )6 , (A3,4 )3 A1,2 , A5,6 C2,3 A1,2 , (A4,5 )2 ,

D5,8 A1,2 , A6,7
25/4
24
195984
16779168
(A1,4 )12 , D4,12 A6 , C4,10
51/8
12
196272
16776144
we conjecture that it is likely that they correspond to CFTs constructed on extremal lattices in
24k dimensions. To the best of our knowledge, Monster symmetry was not known to come into
play except at k = 1.
Finally, let us compare with [22] where all examples have c = 24 and N divisible by 12. The
Niemeier cases obviously correspond to those in our work, so we only need to consider his 47
non-Niemeier cases. We make the tentative identifications shown in Table 9.
To conclude, given these assignments, when we extend our analysis to larger k values we expect: (i) a set of even self dual group lattices in 24k dimensions which generalize the Niemeiers,
(ii) an extremal 24k dimensions lattice that is a generalization of th Leech lattice, and (iii) a set
of c = 24k CFTs that generalize the Schellekens spin-1 algebra cases.
There exists a possible application of conformal field theories (with high central charge) to
2
cosmology, since for k , (mtachyon )2 k MPlanck
, which suggests this tachyon
maybe the single tachyon of J (xk ) and lead to some variant of a tachyon condensation [12]. Also
in the case of k (hence divergent central charge [18,19]) we get, for example, a theory with
a gauge lattice (G)k . Depending on the representation content of the gauge group one could
potentially partially deconstruct (G)k [20] to go from 2D CFT to a 4D theory.
The natural place for theories with c > 24 is in condensed matter systems, since there are
not enough ghosts to cancel a conformal anomaly. Nevertheless, we hope applications of the
395
transformation techniques investigated here may lead to further/deeper understanding of dualities

relating N = 2 heterotic string theories in 2D [25].
Acknowledgements
We benefited greatly from several discussions with John Ratcliffe. We also thank Rich Holman, Burt Ovrut, Ashoke Sen and Hirosi Ooguri for discussions, Neil Sloane for an email
correspondence, and Ralf Lehnert for careful reading of the manuscript. This work is supported
in part by US DoE grant # DE-FG05-85ER40226.
Appendix A. Relations between modular functions and lattices
The Z of any lattice can be expressed in terms of the Jacobi -functions:
3 ( | )
e2mi +i m .
2
m=
For us it will be enough to work with the simpler theta functions, often called constants, defined
as:

3 ( ) 3 (0| ),
2 ( ) ei/4 3
2 | ,
4 ( ) 3 ( + 1).
(A.1)
These functions have fantastic properties including a basically infinite web of identities which
will be used later on. Most important for us, is that they have very simple modular transformation
properties. Here we show their behavior under the generators of the modular group, namely under
S we have
1/2

1
4 ( ),
=
2
(A.2)
i
1/2

1
3 ( ),
=
3
(A.3)
i
1/2

1
2 ( ),
=
4
(A.4)
i
and under T:
2 ( + 1) =
i2 ( ),
(A.5)
3 ( + 1) = 4 ( ),
(A.6)
4 ( + 1) = 3 ( ).
(A.7)
These transformation rules are easily derived using the Poisson resummation formula [6]. Finally, we introduce the modular invariant function J , which plays a very important role in our
considerations
12
12
12
1
+ 24
J 24 3 ( )4 ( ) + 2 ( )3 ( ) 2 ( )4 ( )

1
= 2 + 196884q 2 + 21493760q 4 + O q 6 + .
(A.8)
q
396
This function (sometimes called the J -invariant related to weight-zero modular function j by
J = j 744) is the modular form of weight zero, as can be easily proved using transformations
(A.2)(A.7). In the denominator of (A.8) we have the 24th power of Dedekind -function
24 ( ) = q 1/12
24

1q

2m
= q 2 24q 4 + 252q 6 1472q 8 + ,
(A.9)
m=1
which is the unique form of weight 12, with the following transformation rules under S and T

24

24

1
24 ( + 1) = ei/12 ( ) .
= i ( ) ,
24
(A.10)
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CUMULATIVE AUTHOR INDEX B741B744
Abe, H.
Agashe, K.
Ahl Laamara, R.
Altarelli, G.
Altarelli, G.
Antoniadis, I.
Apolloni, A.
Aprea, G.
Arianos, S.
Arkani-Hamed, N.
B742 (2006) 187

B742 (2006) 59
B743 (2006) 333
B741 (2006) 215
B742 (2006) 1
B744 (2006) 156
B744 (2006) 340
B744 (2006) 277
B744 (2006) 340
B741 (2006) 108
Delgado, A.
Desrosiers, P.
Di Castro, C.
Donini, A.
Dorey, P.
Dreyer, O.
Drissi, L.B.
B744 (2006) 156

B743 (2006) 307
B744 (2006) 277
B743 (2006) 41
B744 (2006) 239
B744 (2006) 1
B743 (2006) 333
Eberle, H.
Elias, V.
B741 (2006) 441

B743 (2006) 104
Ball, R.D.
Ball, R.D.
Balog, J.
Barrau, A.
Becker, K.
Bellucci, S.
Benakli, K.
Bergman, O.
Bernabu, J.
Bertolini, M.
Bi, X.-J.
Bill, M.
Bolognesi, S.
Burrington, B.A.
B742 (2006) 1
B742 (2006) 158
B741 (2006) 390
B742 (2006) 253
B741 (2006) 162
B741 (2006) 297
B744 (2006) 156
B744 (2006) 136
B744 (2006) 180
B743 (2006) 1
B741 (2006) 83
B743 (2006) 1
B741 (2006) 1
B742 (2006) 230
Faisst, M.
Fernndez-Martnez, E.
Feruglio, F.
Flohr, M.
Flohr, M.
Forrester, P.J.
Forte, S.
Forte, S.
Fr, P.
Fr, P.
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Casteill, P.-Y.
Chen, B.
Chetyrkin, K.G.
Chetyrkin, K.G.
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Colangelo, G.
Contino, R.
Cove, H.C.D.
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Itou, E.
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Jaffe, R.L.
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Kishimoto, I.
Kobayashi, T.
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McKeon, D.G.C.
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Nuclear Physics B 744 (2006) 113

Symmetry and entropy of black hole horizons

E-mail addresses: odreyer@perimeterinstitute.ca (O. Dreyer), fotini@perimeterinstitute.ca (F. Markopoulou),

O. Dreyer et al. / Nuclear Physics B 744 (2006) 113

O. Dreyer et al. / Nuclear Physics B 744 (2006) 113

from which it follows that, for a quasinormal mode,

The result is a prediction for the Immirzi parameter, which is

1 There is an equivalent description in terms of SU(2) ChernSimons theory [3].

O. Dreyer et al. / Nuclear Physics B 744 (2006) 113

that is picked out by additional physical input.

from which recent calculations [10] have deduced the value2

On the other hand, in the second case

ln dim V{jmin ,...,jmin }

This is easy to compute [3,6] and leads to a value

Hence, we have the following situation.

O. Dreyer et al. / Nuclear Physics B 744 (2006) 113

while the Hamiltonian decomposes into the sum

O. Dreyer et al. / Nuclear Physics B 744 (2006) 113

where 1j is the identity operator on Cj .

This decomposition induces a natural decomposition of HS :

It can be shown [12] that the reverse also holds, i.e.,

O. Dreyer et al. / Nuclear Physics B 744 (2006) 113

O. Dreyer et al. / Nuclear Physics B 744 (2006) 113

We then can use a basis of the boundary theory, which is labeled

O. Dreyer et al. / Nuclear Physics B 744 (2006) 113

where the sum is over all pairs of punctures.

O. Dreyer et al. / Nuclear Physics B 744 (2006) 113

where the product is over all the different j s in {ji }.

Schwarzschild consists of those V

O. Dreyer et al. / Nuclear Physics B 744 (2006) 113

O. Dreyer et al. / Nuclear Physics B 744 (2006) 113

O. Dreyer et al. / Nuclear Physics B 744 (2006) 113

Nuclear Physics B 744 (2006) 1433

Finite volume effects for the pion mass at two loops

E-mail address: gilberto@itp.unibe.ch (G. Colangelo).

G. Colangelo, C. Haefeli / Nuclear Physics B 744 (2006) 1433

G. Colangelo, C. Haefeli / Nuclear Physics B 744 (2006) 1433

G. Colangelo, C. Haefeli / Nuclear Physics B 744 (2006) 1433

with G0 (x) the propagator in infinite volume.

G. Colangelo, C. Haefeli / Nuclear Physics B 744 (2006) 1433

for pL = (iML , 0).

3. Outline of calculation and statement of results

G. Colangelo, C. Haefeli / Nuclear Physics B 744 (2006) 1433

G. Colangelo, C. Haefeli / Nuclear Physics B 744 (2006) 1433

where, using = M L, we get

3 We borrow the notation from Ref. [1].

G. Colangelo, C. Haefeli / Nuclear Physics B 744 (2006) 1433

G. Colangelo, C. Haefeli / Nuclear Physics B 744 (2006) 1433

3.4. Self-energy to first order: (1)

G. Colangelo, C. Haefeli / Nuclear Physics B 744 (2006) 1433

We write q1 = x + iy and for the domain s R, s 4M2 we have

and the integration over q1 = x + iy falls onto the imaginary axis,

disc[ (s, pq)]

Next, we change the integration variable from q1 to s,

and make use of

G. Colangelo, C. Haefeli / Nuclear Physics B 744 (2006) 1433

3.5. Self-energy to second order: (2)

G. Colangelo, C. Haefeli / Nuclear Physics B 744 (2006) 1433

B 0 (x) = 2K1 (x),

B 2 (x) = 2K2 (x)/x,

and the integrals R0k are defined as

where g(x) is related to the standard one-loop function J(xM2 ) through

G. Colangelo, C. Haefeli / Nuclear Physics B 744 (2006) 1433

With this choice, the GG propagator at zero momentum is simply

and we demand that the propagator has the canonical normalisation

This supersedes the original value (0)|YM (180